
Advanced Statistics Advanced Probability and Statistics Math Forum 
 LinkBack  Thread Tools  Display Modes 
November 18th, 2016, 09:39 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, 01:46 PM  #2 
Global Moderator Joined: May 2007 Posts: 6,276 Thanks: 516 
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  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
Random variable with continuous distribution  Prob  Advanced Statistics  3  February 2nd, 2016 09:25 PM 
Expectation of random variable  calypso  Advanced Statistics  5  November 8th, 2015 06:39 AM 
Description of distribution w. indicator random variable  hansherman  Probability and Statistics  4  October 26th, 2015 08:23 AM 
Continuous random variable  lstevens  Probability and Statistics  1  October 19th, 2015 01:39 PM 
Continuous random variable  tayyeb  Probability and Statistics  6  March 19th, 2015 11:50 AM 