Rational-density expectation
Normalise f, then integrate x f over its support
- Density Require f≥0 and∫f=1.
- Mean E(X)=∫x f(x)dx, not∫f(x)dx
- Domain Retain the support and keep poles outside the integration interval
Worked example
Find the mean when the density is K times the reciprocal of the square of x+3 from −1 to 2, and zero elsewhere
- \(\displaystyle E(X)=\frac{10}{3}\int_{-1}^{2}\left(\frac1{x+3}-\frac3{(x+3)^2}\right)dx\)Construct x f(x) and decompose it
- \(\displaystyle E(X)=\frac{10}{3}\left[\ln(x+3)+\frac3{x+3}\right]_{-1}^{2}\)Integrate both terms
- \(\displaystyle E(X)=\frac{10}{3}\left(\ln 5+\frac35-\ln 2-\frac32\right)=\frac{10}{3}\ln\left(\frac52\right)-3\)Substitute both endpoints and simplify
Common mistakes
Difficulty levels
Questions about this topic
Can the mean be outside the support?+
For this bounded density it lies between the support endpoints. That is a useful reasonableness check
Can I use a calculator?+
No. This topic is practised without a calculator
Which year level and chapter is this?+
Year 12, VCE Units 3 & 4, Specialist Mathematics, chapter 9: Integrated assessment practice