#1
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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)? |
#2
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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) |
#3
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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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