|November 18th, 2016, 10:39 PM||#1|
Joined: Oct 2016
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|
Joined: May 2007
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.
|continuous, expectation, find, indicator, random, variable|
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