Normal random variables (2nd)

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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
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Students in statistics or probability courses, mathematicians interested in expected value calculations, and anyone studying the properties of normal distributions and their applications.

Proggy99
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Homework Statement


Let X be a standard normal random variable. Calculate E(XcosX), E(sinX), and E\left(\frac{X}{1+X^{2}}\right)


Homework Equations





The Attempt at a Solution


I have no idea where to start with this. I am not seeing any connection between it and the chapter reading/examples. Can someone show me how to start on one of them. Thanks.
 
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Why not start by writing down what E(X cos X) means from the definition of expected value.
 
e(ho0n3 said:
Why not start by writing down what E(X cos X) means from the definition of expected value.

Well, I know that the expected value is the mean, or average, of the possible answers. I also know that xcosx creates a graph that is symmetrically when turned at a 180 degree angle around 0. This tells me that there are positive and negative values that offset each other leaving the answer to be 0. I know that sinx does the same thing, with offsetting values leaving the average of 0. I know that the third equation does the same thing, where 1 offsets -1, 2 offsets -2, and so forth, again leaving 0. So know the expected value of all three equations is 0 from an ability to reason that it is so. But I am not sure how to go about calculating the values as the problem wants me to do.
 

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