What are the mean and standard deviation of the probability density function given by p(x)=k(x-x^2) p(x)=k(xx2) for x in [0,1]x[0,1], in terms of k, with k being a constant such that the cumulative density across all x is equal to 1?

1 Answer
Nov 9, 2016

E(X)=k/12E(X)=k12

sd=sqrt((3k-5k^2)/60)sd=3k5k260

Explanation:

the mean E(X)E(X) of a continuous pdf is given by

E(X)=int_(all x)xf(x)dxE(X)=allxxf(x)dx

so

E(X)=int_0^1kx(x-x^2)dxE(X)=10kx(xx2)dx

E(X)=kint_0^1(x^2-x^3)dxE(X)=k10(x2x3)dx

E(X)=k[1/3x^3-1/4x^4]_cancel(0)^1

E(X)=k(1/3-1/4)=k/12

Var(X)=E(X^2)-E^2(X)


E(X^2)=int_(all x)x^2f(x)dx

E(X^2)=int_0^1x^2k(x-x^2)dx

E(X^2)=kint_0^1(x^3-x^4)dx

E(X^2)=k[1/4x^4-1/5x^5]_cancel(0)^1

E(X^2)=k(1/4-1/5)=k/20

Var(X)=E(X^2)-E^2(X)

gives

Var(X)=k/20-(k/12)^2

Var(X)=(3k-5k^2)/60

sd=sqrt((3k-5k^2)/60)