SUMMARY
The discussion focuses on calculating the expected values of three functions involving a standard normal random variable X: E(XcosX), E(sinX), and E(X/(1+X²)). Participants conclude that due to the symmetry of the functions around zero, all three expected values equal zero. The reasoning is based on the properties of odd functions, where positive and negative values cancel each other out. However, there is a lack of clarity on the formal calculation methods for these expected values.
PREREQUISITES
- Understanding of standard normal random variables
- Knowledge of expected value and its mathematical definition
- Familiarity with properties of odd functions
- Basic calculus concepts for integration
NEXT STEPS
- Study the formal definition of expected value in probability theory
- Learn about the properties of odd and even functions in mathematical analysis
- Explore integration techniques for calculating expected values
- Review examples of expected values involving trigonometric functions
USEFUL FOR
Students in statistics or probability courses, mathematicians interested in expected value calculations, and anyone studying the properties of normal distributions and their applications.