Expected values-Continuous random varaible

Problems:
Example: 1
A continuous random variable that can assume any value between has
a probability density function ( ) ( ) () ( )( ) ( ) ( ) ( )

Solution:
( ) is a probability density function of continuous random variable
( )
∫ ( ) ∫ ( ) ( ) ( )

() ( ) ∫ ( )

∫ ( ) ( ) , )-

( ) ( ) ∫ ( ) ∫ ( ) * + {[ ] [ ]}

( ) , - ( )

( ) ( ) ∫ ( ) ( ) [ ]

[ ] ( )

( ) ( ) , ( )- ( )

Example: 2
A continuous random variable has a probability density function ( )
Find ( ) ( ) ( )

Solution:
( ) is a probability density function of a random variable

∫ ( )
∫

{( )( ) ( )( ) ( )( )}

( )

Mean:

( ) ∫ ( ) ∫

( ) {( )( ) ( )( ) ( )( ) ( )( )} ( )

( ) ∫ ( ) ∫

( ) {( )( ) ( )( ) ( )( ) ( )( ) ( )( )}

( )

( ) ( ) , ( )-

Example: 3
A continuous random variable has a probability density function ( )
Find () ( ) ( ) ( ) ( )

Solution:
() ( ) ( )

∫ ( ) ∫ ( ) ∫ ∫ ( ) ( )

( ) ( )

∫ ( )
Example: 4
The distribution function of a random variable is given by ( ) ( )
Find the probability density function ( ) mean and variance.
Solution:

( ) , ( )-

( ) *( )( ) ( )( )+
( )

Mean:

( ) ∫ {( )( ) ( )( ) ( )( )}

Variance:

( ) ∫ {( )( ) ( )( ) ( )( ) ( )( )}

( ) ( ) , ( )-