Math Problem Statement

Evaluate the integral ∫[0, ∞] y * f_Y(y) dy

Solution

The image shows the integral:

0yfY(y)dy\int_{0}^{\infty} y f_Y(y) \, dy

This expression represents the expected value (mean) of a continuous random variable YY with probability density function fY(y)f_Y(y). In probability theory, the expected value of YY is defined as:

E[Y]=0yfY(y)dyE[Y] = \int_{0}^{\infty} y f_Y(y) \, dy

where:

  • fY(y)f_Y(y) is the probability density function (PDF) of the random variable YY,
  • yy is the variable of integration,
  • The limits of the integral (from 0 to \infty) suggest that YY is a non-negative continuous random variable.

This integral computes the weighted average of yy, where the weights are given by the PDF fY(y)f_Y(y).

Would you like more detailed information about expected value or related concepts?

Here are 5 related questions:

  1. How is the expected value of a discrete random variable calculated?
  2. What properties of the expected value make it useful in probability theory?
  3. Can you explain how to find fY(y)f_Y(y) if the cumulative distribution function (CDF) is known?
  4. What are common continuous distributions where this type of integral is applied (e.g., exponential, normal)?
  5. How is variance related to the expected value?

Tip: The expected value of a function of a random variable, such as E[g(Y)]E[g(Y)], can be calculated using a similar integral: E[g(Y)]=0g(y)fY(y)dyE[g(Y)] = \int_{0}^{\infty} g(y) f_Y(y) \, dy.

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Math Problem Analysis

Mathematical Concepts

Probability Theory
Expected Value
Continuous Random Variables

Formulas

E[Y] = ∫[0, ∞] y * f_Y(y) dy

Theorems

Expected Value Theorem
Properties of Probability Density Functions

Suitable Grade Level

University Level (Advanced Probability/Statistics)