The continuous random variable X has probability density function fX(x) =[k(x + 3); 0 <=x <= 1, 0; otherwise]: (i) Sketch the probability density function and hence, or otherwise, find the value of the constant k (ii) Derive E(X^t) where t > -1 and hence find the expected value of X.
Found k to be 2/7...is that correct. But how to you do the second part?
\(\int_{0}^{1}\dfrac{2}{7}(x+3)\cdot x^{t}\;dt\)
whats the significance of the t>1?
\(x^{0}\) wouldn't be interesting. \(x^{1}\) would be a different matter entirely. I think it's just a defensive restriction so we don't work the wrong problem.
Better thought, though. \(E[X^{0}] = 1\) \(E[X^{1}] = Mean\) \(E[X^{2}] = Second Moment\) Which is used to calculate Variance \(E[X^{3}] = Third Moment\) So, examining X^t, we are examining the moments of the distribution.
so when the question says find expected value of X, I would be plugging t=1 into the derived E(X^t)?
That would work. I am a little nervous that the defintion for t does not include that it is an INTEGER greater than -1.
Yeah that is a valid point.
Join our real-time social learning platform and learn together with your friends!