An Introduction to Mathematical Statistics and Its Applications (6th Edition)

Published by Pearson
ISBN 10: 0-13411-421-3
ISBN 13: 978-0-13411-421-7

Chapter 3 Random Variables - 3.5 Expected Values - Questions - Page 147: 10

Answer

$\color{blue}{\frac{b+a}{2}}$

Work Step by Step

$\begin{align*} E(Y) &= \int_{\mathbb{R}} y\cdot f_Y(y)\ dy \qquad \text{[ Definition 3.5.1 ]}\\ &= \int_a^b y\cdot \frac{1}{b-a}\ dy \qquad [\ \text{since}\ f_Y(y) = \frac{1}{b-a},\ a\le y\le b]\ ] \\ &= \frac{1}{b-a} \left( \frac{y^2}{2}\ \right\vert_b^a \\ &= \frac{1}{b-a}\left( \frac{b^2-a^2}{2}\right) \\ &= \frac{1}{b-a}\left( \frac{(b-a)(b+a)}{2}\right) \\ \color{blue}{E(Y)}\ &\color{blue}{= \frac{b+a}{2}} \end{align*}$ This can be deduced from the fact that the pdf of $Y$, $f_Y(y) = \dfrac{1}{b-a},\ a\le y\le b,$ a rectangular distribution, is symmetric about the vertical line $y = \dfrac{b+a}{2}$ (a vertical line passing through the midpoint of the closed interval $[a,b]$). This being so, we would expect that $E(Y)$, the average of the weighted $y$ values in $[a,b]$, to be the midpoint of $[a,b]$, which is $\dfrac{b+a}{2}$.
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