Suppose that we have a discrete random variable Xa with PDF and CDF fa(x) and Fa(x), and a continuous random variable X. with PDF and CDF f.(x) and F.(x). Now we create a new random variable X in the following way. We have a coin with P(H) = p. We toss the coin once. If it lands heads, then the value of X is determined according to the probability distribution of X4. If the coin lands tails, the value of X is determined according to the probability distribution of Xe. This is called Mixed Random Variable formulation. Find E[X²].

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 20E
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Suppose that we have a discrete random variable Xa with PDF and CDF fa(x) and
Fa(x), and a continuous random variable X. with PDF and CDF f.(x) and F.(x). Now
we create a new random variable X in the following way.
We have a coin with P(H) = p. We toss the coin once. If it lands heads, then
the value of X is determined according to the probability distribution of Xd. If the
coin lands tails, the value of X is determined according to the probability distribution
of Xc. This is called Mixed Random Variable formulation. Find E[X²].
Transcribed Image Text:Suppose that we have a discrete random variable Xa with PDF and CDF fa(x) and Fa(x), and a continuous random variable X. with PDF and CDF f.(x) and F.(x). Now we create a new random variable X in the following way. We have a coin with P(H) = p. We toss the coin once. If it lands heads, then the value of X is determined according to the probability distribution of Xd. If the coin lands tails, the value of X is determined according to the probability distribution of Xc. This is called Mixed Random Variable formulation. Find E[X²].
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