Expected Value(期望值) Similar to the discrete-valued case, the expected value of a continuous random variable x is given as: 与离散值随机变量的情况类似,连续随机变量x的期望值表示为: E[x] = \int^∞_{-\infty} xp(x)dx. Now consider some function f(x), where p(x) is the probabil...
Based on the probability density function (PDF) description of a continuous random variable, the expected value is defined and its properties explored. The discussion is conceptually much the same as before, only the particular method of evaluating the expected value is different. Hence, we will ...
A continuous random variable deals with measurements with an infinite number of likely outcomes. Define random variables and learn how to compute and to interpret the expected value of a continuous random variable with the probability density function. ...
Expected value The expected value of a continuous random variable is calculated as See the lecture on theexpected valuefor explanations and examples. Higher moments and functions The moments of a continuous variable can be computed as and the expected value of a transformation is Variance The varian...
Theexpectedormean valueof a continuous rv X with pdf ƒ(x) is μx= E(X) = ∫xƒ(x)dx If X is a continuous rv with pdf ƒ(x) and h(X) is any function of X, then E[h(x)] = μh(x)= ∫h(x)ƒ(x)dx The Variance of a Continuous Random Variable ...
=∫x[1/9xe^(-x/3)] dx [from 0 to infinity] ==∫1/9x^2e^(-x/3) dx =(1/9) Gamma[3]/(1/3)^3 =(1/9)(2)(27) =54/9 =6 我明天再正式报答啦﹐因为无手机认证﹐今日已经用尽quota 2008-03-20 09:54:40 补充： f(x)=1/9xe^(-x/3) for x>0 the expected ...
Expected value for continuous random variable: Expected value for continuous random variable: ) ( ) ( y p y Y E dy y yf Y E ) ( ) ( G. Baker, Department of Statistics G. Baker, Department of Statistics University of South Carolina; Slide University of South Carolina; Slide 15 15...
Suppose that X is a discrete random variable whose probability distribution is Value: x 1 x 2 x 3 … Probability: p 1 p 2 p 3 … To find the mean (expected value) of X, multiply each possible value by its probability, then add all the products: x E ( X ) x 1 p 1...
6 Jointly continuous random variables - University of …
Answer to: Suppose that the continuous random variable X has PDF given by fx(x) = \frac{1}{2}e^-|x|, -\infty < x < \infty (a) Obtain the MGF of X. ...