The random variable X has homogeneous distrigution I have a problem with exercise: The random var

Erick Clay

Erick Clay

Answered question

2022-05-21

The random variable X has homogeneous distrigution
I have a problem with exercise:
The random variable X has a homogeneous distribution in the interval [0,1]. Random variable Y = max ( X , 1 / 2 ). Please find the expected value of a random variable Y. I need to do this for discrete variables and also for continuous variable

Answer & Explanation

fongama33

fongama33

Beginner2022-05-22Added 12 answers

Step 1
The formula for expectation of Y:
E ( Y ) = y Y y f y ( y ) d y
However, it is easier to think of Y in terms of X:
If 0 X .5, y will be .5
If .5 < X 1, y will be x.
So we can rewrite the integral as:
0 .5 .5 f y ( y ) d x + .5 1 x f y ( y ) d x
Step 2
Think of it as from 0 to .5, y is always .5, so we do not need the variable for y, we can just write .5, and from .5 to 1, y is always x, so we again do not need the variable for y. Now, we need to find fY(y).
The best way to do this is to find FY(y) in terms of x and differentiate with respect to x. This is very simple, since:
F Y ( y ) = x, for all valid y, i.e .5 y 1. We differentiate to get: f Y ( y ) = d d x x = 1. Since it is 1, we can just remove it from the intergral, and calculate:
0 .5 .5 d x + .5 1 x d x = .625
Also, this does not make sense for a discrete variable, as X is homogeneous over [0,1], so it must be continuous. Maybe it was a variation where X = 1 , 2 , . . .10, p X ( x ) = .1 and Y =?

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