Finding the Expected Value of X with a Probability Density Function

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Homework Help Overview

The discussion revolves around finding the expected value of a random variable X defined by a probability density function f(x) = &(x-a)exp((-(x-a)^2)/b), where a and b are constants. The original poster attempts to derive the expected value using provided identities and integrals.

Discussion Character

  • Exploratory, Mathematical reasoning, Assumption checking

Approaches and Questions Raised

  • Participants discuss the process of finding the normalization constant & and the expected value of X. The original poster expresses confusion about incorporating the constant b into their calculations and questions their approach after attempting a substitution. Others inquire about the substitution process and the completeness of the problem statement.

Discussion Status

The discussion includes attempts to clarify the problem setup and the identities used. Some participants have provided guidance on ensuring proper variable substitution. The original poster has indicated progress but still seeks to understand the derivation using the given identities.

Contextual Notes

The domain of the probability density function is specified as x >= a, with the function being zero otherwise. The original poster also notes that the probability density function corresponds to a Rayleigh distribution.

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Homework Statement



f(x)=&(x-a)exp((-(x-a)^2)/b) where a and b are constants

Homework Equations



find & in terms of b:

show that the expected value of X is given by
X=a + sqrt(pi*b/4)
identity given
x(x-a)=(x-a)^2+a(x-a)
and integral from 0 to infinity of x^2*exp-x^2 dx=sqrt (pi) /4

The Attempt at a Solution



i found &=2/b and thought my solution was coherent but seeing as i can't answer the next question I am confused as to where i went wrong .
i manage to find X= a + sqrt(pi/4) but can't get that b into the square root no matter what i try .
i separated into 2 integrals using the first identity then set Y=(x-a)/sqrt b and used the second identity to get sqrt (pi /4)( the other integral giving the expected a)
 
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Did you remember to write dx in terms of dy when you did the substitution?

By the way, it would help in the future if you provide the complete problem statement. You didn't tell us what the domain of f(x) was, for instance.
 
im sorry the domain of fx is the function provided for x>=a and 0 otherwise
 
also the probability density function is a Rayleigh distribution
 
using wikipedia i found the correct answer (using the formulas that use the variance and such) but id still like to know how to recalculate it using the identities given so my question still stands :D
 
thx vela problem solved :D
 

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