Continuous distributions
DOWNLOAD
FREE
|
Expectation of a general function of a random variable X
Equations are omitted for technical reasons - download the original pdf
[Equation goes here &- download the original to see it.]where g(x) = x and g(x) = x2 respectively. This result can be generalised to apply to any function of a continuous random variable X. That is&: If X is a continuous random variable having probability density f(x) then if g(x) is a function of X [Equation.] Example A continuous random variable X has probability density function&: [Equation.] Find the value of k and determine the expectation of g(x) when g is a function of X given by g(x)=1/x. [Equation.] [Equation. [Equation.] [Equation.]
|
Contents of
Continuous distributions
1 Continuous random variables
2 Continuous distributions. Probability density function
3 Expectation of a continuous probability distribution
4 Variance of a continuous probability distribution.
5 Expectation of a general function of a random variable X
|
