Find the variance of f(x) = 1/4 for -2<x<2

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SUMMARY

The variance of the function f(x) = 1/4 for the interval -2 < x < 2 is calculated using the integral of (x - E(X))^2 multiplied by the probability density function. The expected value E(X) is determined to be 1, leading to the variance calculation of 1/4∫(x^2 - 2x + 1) dx from -2 to 2. The correct variance is 4/3, as confirmed by the integration process, which highlights a common conceptual error regarding the distinction between the mean and total probability in probability density functions.

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kuahji
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find the variance for f(x)= 1/4 for -2<x<2 & 0 elsewhere

The first thing I did was find the expected value, which was 1 (just integrated the original function from -2 to 2). Then I set up the next part as

[tex]\int (x-1)^2 (1/4) dx[/tex] with the limits -2 to 2

So it became
1/4[tex]\int x^2-2x+1 dx[/tex]
1/4(8/3-4+2)-1/4(-8/3+4-) =1/3
However, the book has the answer 4/3, which is what you get if you don't multiply through by 1/4. Is this a conceptual error on my part, or a book error? Usually it ends up being me who is wrong :(.
 
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Sorry, but it is you. Your "conceptual error" is in the formula for the mean.

Integrating any probability density will give you 1- that's not the "mean", it is the total probability that the result is somewhere in that interval which is, by definition, 1. The mean is the integral of x times the probility density function. Here, that is
[itex]\int_{-2}^2 x(1/4) dx[/itex].
 
Oops. Nevermind, it is my mistake. Forgot to square the x & divide by two. >.<
 
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