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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: 6,581 Thanks: 610 
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.


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continuous, expectation, find, indicator, random, variable 
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