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How to find expected value of pdf

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  • How to find expected value of pdf

    How to find expected value of pdf
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    Let \(X\) have pdf \(f\), then the cdf \(F\) is given by $$F(x) = P(X\leq x) = \int\limits^x_{-\infty}\! Let X be a continuous random variable, X, a. that takes a continuous positive function and gives the area between the graph of g and the x-axis between the vertical lines x = a and x = b. \end{equation} Find $E(X^n)$, where $n \in \mathbb{N}$ The same is true for continuous random events. The formula is given as E (X) = μ = ∑ x P (x). But you can't find the expected value of the probabilities, because it's just not a meaningful question. Remember that the expected value of a discrete random variable can be obtained as EX = ∑ xk ∈ RXxkPX(xk). f(x) = ⎧⎩⎨⎪⎪x,− x, 0, for≤ x ≤forexpected value of X X: E[X] = ∫x ⋅ xdx +∫x ⋅ (2 − x)dx = ∫x2dx +∫(2x −x2)dx =+= 1 To find the expected value, E(X), or mean μ of a discrete random variable X, simply multiply each value of the random variable by its probability and add the products. E (X) = μ = ∑ x P (x) Let $X$ be a continuous random variable with PDF \begin{equation} onumber f_X(x) = \left\{ \begin{array}{l l} x+\frac{1}{2} & \quad\leq x \leq 1\\& \quad \text{otherwise} \end{array} \right. f(t)\, dt, \quad\text{for}\ x\in\mathbb{R}. otag$$ In other words, the cdf for a continuous random variable is found by integrating The pdf of X X was given by. Now, by replacing the sum by an integral and PMF by PDF, we can To find the expected value, multiply each possible value of your discrete variable by its probability and then sum all these products. the function is the value of the event, and the PDF is the probability For continuous random variables we can further specify how to calculate the cdf with a formula as follows. The Given that X is a continuous random variable with a PDF of f (x), its expected value can be found using the following formula: Example. The expected value formula for a discrete To find the expected value, E(X), or mean μ of a discrete random variable X, simply multiply each value of the random variable by its probability and add the products. For this example, these two You can find the expected value of one roll, it's $\frac{1+2+3+4+5+6}{6}$.
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