What is the expected value of a continuous random variable X with a probability density function f(x) = (1/sqrt(2 * pi)) * e^-((x^2)/2)?
What is the expected value of a continuous random variable X with a probability density function f(x) = (1/sqrt(2 * pi)) * e^-((x^2)/2)?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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What is the expected value of a continuous random variable X with a probability density function f(x) = (1/sqrt(2 * pi)) * e^-((x^2)/2)?
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Step 1
Introduction
The expected value, also known as the mean or average, is a measure of the central tendency of a random variable in statistics. In the case of a continuous random variable, the expected value is defined as the weighted average of all possible values, with the weights given by the probability density function. The expected value can be used to make predictions about the behavior of a random variable, such as its average value over time. The expected value is calculated using the integral of the product of the random variable and its probability density function.
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