Grinstead-Snell-Probability · Problem 6.3.1

Sums of Random Variables

Mathematics · expected-value-variance-continuous

Problem

Let XX be a random variable with range [−1,1][-1, 1] and let fX(x)f_X(x) be the density function of XX. Find μ(X)\mu(X) and σ2(X)\sigma^2(X) if, for ∣x∣<1|x| < 1, (a) fX(x)=1/2f_X(x) = 1/2. (b) fX(x)=∣x∣f_X(x) = |x|. (c) fX(x)=1−∣x∣f_X(x) = 1 - |x|. (d) fX(x)=(3/2)x2f_X(x) = (3/2)x^2.

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