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: 36

Answer

$\color{blue}{\frac{2}{n+1}}$

Work Step by Step

Let $f_X(x)$ be the pdf of $X$. Then, $\quad f_X(i)= P(X=i) = ki,\ i=1,2,3,\ldots, n,$ so that \begin{align*} \sum\limits_{\Omega_X} f_X(x) &= 1 \\ \sum_{i=1}^n f_X(i) &= 1 \\ \sum_{i=1}^n ki &=1 \\ k\sum_{i=1}^n i = 1 \\ k\cdot \frac{n(n+1)}{2} &= 1 \\ k &= \frac{2}{n(n+1)}. \end{align*} Thus, $\quad f_X(i) = \dfrac{2}{n(n+1)}i,\ i=1,2,3,\ldots, n.$ Consequently, \begin{align*} E\left(\frac{1}{X}\right) &= \sum\limits_{\Omega_X} \frac{1}{x} \cdot f_X(x) \\ &= \sum_{i=1}^n \frac{1}{i}\cdot f_X(i) \\ &= \sum_{i=1}^n \frac{1}{\not{i}}\cdot \frac{2}{n(n+1)}\not{i} \\ &= \sum_{i=1}^n \frac{2}{n(n+1)} \\ &= \frac{2}{n(n+1)} \sum_{i=1}^n 1 \\ &= \frac{2}{\not{n}(n+1)} \cdot \not{n} \\ \color{blue}{E\left(\frac{1}{X}\right)}\ &\color{blue}{= \frac{2}{n+1}.} \end{align*}
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