Probability= sum of n uniformly distributed r.v.'s

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SUMMARY

The discussion centers on calculating the expected value of the sum of n independent random variables, each uniformly distributed as Xi ~ U(80,120). The correct approach is to utilize the linearity of expectation, leading to the conclusion that E[X1+X2+...+Xn] = n * E[X1]. The expected value E[X1] can be determined as (80 + 120) / 2 = 100. The mention of the Irwin–Hall distribution is relevant for understanding the distribution of the sum of uniform random variables.

PREREQUISITES
  • Understanding of uniform distributions, specifically U(80,120)
  • Knowledge of the linearity of expectation in probability theory
  • Familiarity with the concept of expected value
  • Basic understanding of the Irwin–Hall distribution
NEXT STEPS
  • Study the properties of the Irwin–Hall distribution in detail
  • Learn about the linearity of expectation with various types of random variables
  • Explore applications of uniform distributions in statistical modeling
  • Investigate the implications of summing independent random variables
USEFUL FOR

Students in probability theory, statisticians, and anyone interested in understanding the behavior of sums of uniformly distributed random variables.

Roni1985
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Homework Statement


Xi ~ U(80,120)
find the E[X1+X2+...+Xn]=?

Homework Equations





The Attempt at a Solution



Why can't I do this?:
E[X1+X2+...+Xn]=n*E[X1]
and just find the expected value?

Is that because the distribution changes as we increase the number of elements of uniforms we sum?
Is there some trick here?

I found something called "Irwin–Hall distribution"... is this it?
 
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You can do that. The expected value operator is linear.
 
LCKurtz said:
You can do that. The expected value operator is linear.

I see, I guess the fact that the distribution changes, confused me...

Thanks.
 

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