How to Determine Variance in Rounded Uniform Distributions?

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SUMMARY

This discussion focuses on determining variance in rounded uniform distributions, specifically addressing the rounding function defined as [x] = j for x within the interval (j-0.5, j+0.5). Participants seek pairs (a, b) such that Var(X) > Var([X]) and Var(X) < Var([X]), where X follows a uniform distribution X~U(a,b). Additionally, the conversation explores the distributions of F(X) and [F(X)], clarifying that F(x) represents the distribution of X, not a separate entity.

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  • Understanding of uniform distributions, specifically X~U(a,b)
  • Knowledge of variance calculation in probability theory
  • Familiarity with cumulative distribution functions (CDFs)
  • Basic concepts of rounding functions in statistics
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thebook
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Hi guys,

I am stuck with this problem... Please help!

Define the rounding function [.] to integers as follows:

[x] = j if x ∈ (j-0.5, j+0.5, for j = 0,+-1, +-2,...

Suppose X has a uniform distribution on the interval (a,b). i.e., X~U(a,b) a<b.

1. find a pair a and b such hat Var(X) > Var([X]) and such that VAR(X) < VAR([X])
2. Suppose that a random variable X has a continuous CDF F(x). What are the distributions of F(X) and [F(X)]? and finally R = [F(X)]-F(X)?
 
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thebook said:
1. find a pair a and b such hat Var(X) > Var([X]) and such that VAR(X) < VAR([X])

Instead of what you wrote, I think the question should say:

1. Find a pair of numbers (a,b) such that Var(X) > Var([X]) and find another pairs of numbers (a,b) such that Var(X) < Var([X]).
 
thebook said:
2. Suppose that a random variable X has a continuous CDF F(x). What are the distributions of F(X) and [F(X)]? and finally R = [F(X)]-F(X)?
F(X) doesn't mean anything, and neither does 'the distribution of F(x)'. F(x) is the distribution of X.
Should it read:
What are the distributions of [X] and [X]-X?
 

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