Math Problem Statement

find the expected and variance value of RV x

f(x)= ⎩ ⎨ ⎧ ​

2 1 ​ x 0.75 0 ​

if 0<x<1 if 2<x<3 otherwise ​

Solution

To find the expected value E(X)E(X) and variance Var(X)\text{Var}(X) of the random variable XX given its probability density function (pdf) f(x)f(x), we can proceed as follows:

Given:

\begin{cases} 2, & \text{if } 0 < x < 1 \\ \frac{1}{4}, & \text{if } 2 < x < 3 \\ 0, & \text{otherwise} \end{cases}$$ ### Step 1: Check that $$f(x)$$ is a valid pdf For $$f(x)$$ to be a valid probability density function, the total area under $$f(x)$$ over all $$x$$ must equal 1. #### Integrate over the two intervals: $$\int_0^1 2 \, dx = 2 \cdot (1 - 0) = 2$$ $$\int_2^3 \frac{1}{4} \, dx = \frac{1}{4} \cdot (3 - 2) = \frac{1}{4}$$ These areas add up to $$2 + \frac{1}{4} = 2.25$$, which does not equal 1. Therefore, $$f(x)$$ as given is not a valid pdf, as its total area is not normalized to 1. For $$f(x)$$ to be used as a probability density function, it must be scaled to ensure that the total probability sums to 1.

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Math Problem Analysis

Mathematical Concepts

Probability Theory
Expected Value
Variance
Probability Density Function (PDF)

Formulas

Expected value formula: E(X) = ∫ x * f(x) dx
Variance formula: Var(X) = E(X^2) - [E(X)]^2
Condition for valid PDF: ∫ f(x) dx = 1 over the entire range

Theorems

Definition of Expected Value
Definition of Variance
Properties of Probability Density Functions

Suitable Grade Level

Undergraduate Level