Grinstead-Snell-Probability · Problem 6.3.10

Sums of Random Variables

Mathematics · expected-value-variance-continuous

Problem

Let

X

and

Y

be independent random variables with uniform density functions on

[0, 1]

. Find (a)

E(|X - Y|)

. (b)

E(\max(X, Y))

. (c)

E(\min(X, Y))

. (d)

E(X^2 + Y^2)

. (e)

E((X + Y)^2)