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  #1  
Old 04-30-2005, 08:10 PM
Yobz Yobz is offline
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Default Expected Value Question

What would be the expected value of X^2 on a uniform distribution between A and B?

In other words,
E(X) = (a+b)/2, what about E(X^2)?
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  #2  
Old 04-30-2005, 08:23 PM
gaming_mouse gaming_mouse is offline
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Default Re: Expected Value Question

[ QUOTE ]
What would be the expected value of X^2 on a uniform distribution between A and B?

In other words,
E(X) = (a+b)/2, what about E(X^2)?

[/ QUOTE ]

The integral from a to b of (X^2/(b-a)), or

(1/(b-a))*(1/3)*(b^3 - a^3)
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  #3  
Old 04-30-2005, 08:43 PM
Yobz Yobz is offline
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Default Re: Expected Value Question

Cool, thanks for the quick reply. I just realized I could also do variance(x) = e(x^2)-e(x)^2 and var(x) = (b-a)^2/12 and e(x) is just (b+a)/2
and then I got (a^2+ab+b^2)/2, which is the same formula you gave
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