Suppose that X is a random variable defined as such where Ω=(0,1]
X(ω)={130<ω≤13ω13≤ω≤23ω223<ω≤1
I am not sure how or if it is possible to assign a CDF (or PDF) to this Random Variable. It seem to me that this mapping is not unique? Do we assume that ω is uniform?
For E(X) I calculated E(X)=∫13013 +∫2313x +∫123x2
Is this correct? Or even going down the right path? Thanks
Answer
First we have to check the continuity. As we can see X is not continuous at 2/3 so CDF of this does not exist. And for expectation you have to integrate Xf(X) not only f(X).
No comments:
Post a Comment