Mean & Variance of X: Solving Confusing Problem w/sin(θ)

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SUMMARY

The discussion focuses on calculating the mean and variance of the random variable X, defined as X = sin(θ), where θ is uniformly distributed in the interval (-π/2, π/2). The support of X is confirmed to be [-1, 1]. The probability density function (p.d.f.) is established as 1/(4π) based on the uniform distribution over the specified interval. The mean value of X is derived using the integral ∫ from -1 to 1 of X multiplied by the p.d.f., leading to the expression (1/4π) ∫ from -π/2 to π/2 of sin(θ)cos(θ) dθ.

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SomeRandomGuy
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Let X be the sin of the angle theta in radians chosen uniformly from (-pi/2,pi/2). Find the mean and variance of X. HINT: X = sin(theta). Specify the support of X and check to see if your result describes a p.d.f.

Anyone got any idea's? I managed to solve the majority of other problems and don't even know where to begin this one. Thanks for any help.
 
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Since the sine of any angle is between -1 and 1 the "support of X" is
[-1,1]. The integral of 1 from [itex]-2\pi[/itex] to [itex]2\pi[/itex] is [itex]4\pi[/itex] so the "uniform distribution" density is [itex]\frac{1}{4\pi}[/itex]. The mean value of X will, of course, be
[tex]\int_{-1}^1X P(X)dX= \frac{1}{4\pi} \int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}sin(\theta)cos(\theta)d\theta[/tex].
 
HallsofIvy said:
The integral of 1 from [itex]-2\pi[/itex] to [itex]2\pi[/itex] is [itex]4\pi[/itex] so the "uniform distribution" density is [itex]\frac{1}{4\pi}[/itex].

First, i'd like to thank you for your response. I understand everything you said except what I left in quotes. Why did you integrate 1 from -2pi to 2pi? Other than that, I already had the support being [-1,1] and I know how to find mean and variance when given some P(X).
 

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