Thursday, 7 July 2016

probability - Continuous random variable on [0,1]



Let X be a continuous random variable defined on the interval [0,1] with density function fX(u)=c(1u2) for a suitable constant c. Find c, and so find the expectation and the variance of X. Also find the density function of the random variable Y=X2




I got 10c(1u2)du=1 so c=32.



E(X)=1032u(1u2)du=38



I am stucked here and not sure if the results are right


Answer



Your calculation of c is wrong. If you show how you calculated c, I can help you find the mistake.







Your method for calculating E(X) is correct, but your result is wrong because c is not calculated correctly.






To calculate the variance of X, you can use the formula available here






To calculate the density of Y, it's easiest to calculate the cumulative distribution function of Y first.



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