My Math Forum How to find expectation of a continuous random variable by using indicator?

 November 18th, 2016, 10:39 PM #1 Newbie   Joined: Oct 2016 From: Earth Posts: 16 Thanks: 0 How to find expectation of a continuous random variable by using indicator? Let's take a simple example. X ~ Uniform [0,2]. We know E(X) is 1 using the standard formula. But how to find this using indicator function?
 November 19th, 2016, 02:46 PM #2 Global Moderator   Joined: May 2007 Posts: 6,628 Thanks: 622 In general, you need to integrate the indicator function to get a normalization factor. Divide the indicator by this factor and you have the density function.

 Tags continuous, expectation, find, indicator, random, variable

 Thread Tools Display Modes Linear Mode

 Similar Threads Thread Thread Starter Forum Replies Last Post Prob Advanced Statistics 3 February 2nd, 2016 10:25 PM calypso Advanced Statistics 5 November 8th, 2015 07:39 AM hansherman Probability and Statistics 4 October 26th, 2015 09:23 AM lstevens Probability and Statistics 1 October 19th, 2015 02:39 PM tayyeb Probability and Statistics 6 March 19th, 2015 12:50 PM

 Contact - Home - Forums - Cryptocurrency Forum - Top