The probability density function of a random variable is given by for . Find the mean and variance of
Solution : The mean can be calculated as follows:
where the integral is taken over the range 0 to 1 , and
from 0 to 1
So, the mean (expected value) of the random variable is
Similarly, the variance can be calculated as follows:
where the integral is taken over the range 0 to 1 , and
from 0 to 1
So, the mean (expected value) of the random variable is
Similarly, the variance can be calculated as follows:
Now, integrate with respect to :
Now, integrate each term separately:
So, the variance of the random variable X is 1 / 18 .
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