Mean of a probability distribution

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SUMMARY

The discussion focuses on calculating the mean of a probability distribution using integration techniques. The user initially derived the constant \( c \) as \( \frac{1}{b} \) and attempted to compute the mean \( \bar{x} \) through integration of the function \( xp(x) \). Despite their calculations, the correct mean is confirmed to be \( \bar{x} = 0 \). The conversation highlights common pitfalls in integration, such as sign errors and incorrect application of antiderivatives.

PREREQUISITES
  • Understanding of probability distributions and their properties
  • Proficiency in integral calculus, specifically definite integrals
  • Familiarity with the concepts of mean and variance in statistics
  • Knowledge of probability density functions (PDFs) and their normalization
NEXT STEPS
  • Study the properties of probability density functions (PDFs) and their normalization conditions
  • Learn advanced integration techniques, including integration by parts and substitution
  • Explore variance and standard deviation calculations for different probability distributions
  • Review common mistakes in calculus to improve accuracy in integration problems
USEFUL FOR

Students in statistics or mathematics, educators teaching probability theory, and anyone looking to deepen their understanding of integration in the context of probability distributions.

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[SOLVED]Mean of a probability distribution

Homework Statement


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Homework Equations


[tex]\int^{b}_{a}p(x)dx=1[/tex]

[tex]V=M_2-\bar{x}^2[/tex]

[tex]\bar{x}^2=\int^{b}_{a}xp(x)dx[/tex]

[tex]M_2=\int^{b}_{a} x^2p(x)dx[/tex]

The Attempt at a Solution



I found that [tex]c=\frac{1}{b}[/tex] which is a right answer.

What I did next was:

[tex] \bar{x}=\int^{b}_{-b}xp(x)dx[/tex]

[tex]=\int^{0}_{-b}x(\frac{cx}{b}+c)dx\ + \int^{b}_{0}x(\frac{-cx}{b}+c)dx[/tex]

[tex]= \int^{0}_{-b}\frac{cx^2}{b}\ +\ c\ dx\ + \int^{b}_{0}\frac{-cx^2}{b}\ +\ c\ dx[/tex]

[tex]=\left[ \frac{cx^3}{3b}+cx \right]_{-b}^{0}+\left[ \frac{-cx^3}{3b}+cx \right]_{0}^{b}[/tex]

[tex]=\frac{-2cb^3}{3b}+{2cb}[/tex]

[tex]=\frac{-2b^2}{3b}+\frac{2b}{b}[/tex]

[tex]=\frac{-2b}{3}+2[/tex]

But the answer says that [tex]\bar{x}=0[/tex]

If I can manage to get x-bar, I can manage to get the variance and SD.
 
Last edited:
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i) you are integrating cx, that should give you an antiderivative of cx^2/2. ii) put in the top limit and subtract the bottom limit. You are making sign errors. The cx^3/3b terms also cancel.
 
What an amateur mistake. I feel foolish. Cheers, Dick.
 

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