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 153: 34

Answer

$\color{blue}{\frac{1}{18}}$

Work Step by Step

$\begin{align*} E(W) &= E\left(\left(Y-\frac{2}{3}\right)^2\right) \\ &= E\left( Y^2 - \frac{4}{3}Y + \frac{4}{9} \right) \\ &= E\left(Y^2\right) - \frac{4}{3}E(Y) + \frac{4}{9} \\ &= \int_{\Omega_Y} y^2\cdot f_Y(y)\ dy -\frac{4}{3}\int_{\Omega_Y} y\cdot f_Y(y) + \frac{4}{9} \\ &= \int_0^1 y^2\cdot (2y)\ dy -\frac{4}{3}\int_0^1 y\cdot (2y)\ dy + \frac{4}{9} \\ &= 2\int_0^1 y^3\ dy - \frac{8}{3}\int_0^1 y^2\ dy + \frac{4}{9} \\ &= 2\left( \frac{y^4}{4}\ \right\vert_0^1 - \frac{8}{3}\left(\frac{y^3}{3}\ \right\vert_0^1 + \frac{4}{9} \\ &= \frac{1}{2}\left(1^4-0^4\right) - \frac{8}{9}\left(1^3-0^3\right) + \frac{4}{9} \\ &= \frac{1}{2} -\frac{8}{9} + \frac{4}{9} \\ &= \frac{9 - 16 + 8}{18} \\ \color{blue}{E(W)}\ &\color{blue}{= \frac{1}{18}} \end{align*}$
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