Expected value of a continuous random variable

Click For Summary
SUMMARY

The expected value of a continuous random variable with the given probability density function (PDF) is calculated using two integrals due to the piecewise nature of the function. The PDF is defined as f(x) = 1/12 for 0 < x <= 3 and f(x) = x/18 for 3 < x <= 6. The expected value E(X) is computed as E(X) = (1/12) ∫(0 to 3) x dx + (1/18) ∫(3 to 6) x² dx. This approach effectively handles the two intervals of the PDF.

PREREQUISITES
  • Understanding of probability density functions (PDFs)
  • Knowledge of integration techniques in calculus
  • Familiarity with piecewise functions
  • Basic concepts of expected value in statistics
NEXT STEPS
  • Study integration of piecewise functions in calculus
  • Learn about probability density functions and their properties
  • Explore the concept of expected value in continuous random variables
  • Practice solving integrals involving polynomial functions
USEFUL FOR

Students in statistics or mathematics, educators teaching probability theory, and data analysts working with continuous random variables.

rayne1
Messages
32
Reaction score
0
Given the PDF:

f(x) = 1/12 , 0 < x <= 3
x/18, 3 < x <= 6
0, otherwise

find the expected value, E(x).

I know how to find the expected value if there was only one interval, but don't how to do it for two.
 
Physics news on Phys.org
rayne said:
Given the PDF:

f(x) = 1/12 , 0 < x <= 3
x/18, 3 < x <= 6
0, otherwise

find the expected value, E(x).

I know how to find the expected value if there was only one interval, but don't how to do it for two.

The integral can be devided in two integrals as follows...

$\displaystyle E \{X \} = \frac{1}{12}\ \int_{0}^{3} x\ d x + \frac{1}{18}\ \int_{3}^{6} x^{2}\ dx\ (1)$

Kind regards

$\chi$ $\sigma$
 
Last edited:
chisigma said:
The integral can be devided in two integrals as follows...

$\displaystyle E \{X \} = \frac{1}{12}\ \int_{0}^{3} x\ d x + \frac{1}{18}\ \int_{3}^{6} x^{2}\ dx\ (1)$

Kind regards

$\chi$ $\sigma$

Oh I did try that, so then I must have made a calculation error.
 

Similar threads

  • · Replies 7 ·
Replies
7
Views
2K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 6 ·
Replies
6
Views
3K
  • · Replies 30 ·
2
Replies
30
Views
4K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 9 ·
Replies
9
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K