What Is the Expected Value of Y Squared for a Transformed Uniform Variable?

  • MHB
  • Thread starter Francobati
  • Start date
  • Tags
    Distributed
In summary, the conversation discusses the expected value and variance of a random variable $Y=1-X^2$, where $X$ follows a uniform distribution on the interval (0,1). Through the application of the definition of expected value and variance, it is determined that the statements $E(Y^2)=2$ and $E(Y^2)=1/2$ are false, while $var(Y)=1/12$ is true. The statement $E(Y)=E(Y^2)$ cannot be determined from the given information.
  • #1
Francobati
20
0
Hello.
Let $ Y=1-X^2 $, where $ X~ U(0,1) $. What statement is TRUE?
-$ E(Y^2)=2 $
- $ E(Y^2)=1/2 $
- $ var(Y)=1/12 $
- $ E(Y)=E(Y^2) $
-None of the remaining statements.
Solution:
I compute: $ E(Y^2)=E(1-X^2)^2=E(1+X^4-2X^2)=1+E(X^4)-2E(X^2) $, then?
 
Physics news on Phys.org
  • #2
Francobati said:
Hello.
Let $ Y=1-X^2 $, where $ X~ U(0,1) $. What statement is TRUE?
-$ E(Y^2)=2 $
- $ E(Y^2)=1/2 $
- $ var(Y)=1/12 $
- $ E(Y)=E(Y^2) $
-None of the remaining statements.
Solution:
I compute: $ E(Y^2)=E(1-X^2)^2=E(1+X^4-2X^2)=1+E(X^4)-2E(X^2) $, then?

Apply the definition of expected value.
That is:
$$EZ = \int z f_Z(z) \, dz$$
So with $X\sim U(0,1)$:
$$E(X^2) = \int_0^1 x^2 \cdot 1 \, dx$$
 
  • #3
$ E(X^2)=\frac{1^3-0^3}{3*1} $
$ E(X^4)=\frac{1^5}{5}$
$ E(Y^2)=1+\frac{1}{5}-2*\frac{1}{3}=1+\frac{1}{5}-\frac{2}{3}=\frac{15+3-10}{15}= \frac{8}{15}\ne2\ne\frac{1}{2} $, so first and second are false.
$ var(Y)=var(1-X^2)=var(1)-var(X^2)=0-var(X^2) $
$ var(X)=\frac{(b-a)^2}{12}=\frac{(1-0)^2}{12}=\frac{1}{12} $
But waht formula I must appky in $E(X^2)$ and in $E(X^4)$ to obtain these values?
 
  • #4
I take it you mean $var(X^2)$?

To find it, apply the definition of variance:
$$var(Z) = E\big((Z-EZ)^2\big) = E\big(Z^2\big) - (EZ)^2$$
 
  • #5
Yes and I obtain $E(X^2)=var(X)+(E(X))^2=\frac{(b-a)^2}{12}+(\frac{a+b}{2})^2=\frac{1}{12}+(\frac{1}{2})^2=\frac{1}{12}+\frac{1}{4}=\frac{1}{3}$
This result equal to this $E(X^2)=\frac{1^3-0^3}{3(1)}= \frac{1}{3}$, how I can translate this $E(X^2)=\frac{1^3-0^3}{3(1)}$ in a general formula?
 

FAQ: What Is the Expected Value of Y Squared for a Transformed Uniform Variable?

What does it mean for Rv to be uniformly distributed?

Uniform distribution refers to a statistical distribution where all possible outcomes have equal probability of occurring. In the context of Rv (random variable), this means that each possible value of Rv has the same chance of being selected.

How is the uniform distribution different from other statistical distributions?

The uniform distribution is different from other distributions, such as the normal or exponential distribution, because it has a constant probability of occurrence for all values. Other distributions have varying probabilities for different values.

How is the uniform distribution used in scientific research?

The uniform distribution is commonly used in scientific research for generating random numbers or selecting random samples. It is also used in simulations and modeling to represent situations where all outcomes are equally likely.

Can a continuous random variable be uniformly distributed?

Yes, a continuous random variable can be uniformly distributed. This means that the values of the variable are spread out evenly over a range, with no clustering towards any particular value.

How can I determine if my data is uniformly distributed?

To determine if your data is uniformly distributed, you can plot a histogram or a box plot and visually inspect the shape of the distribution. You can also perform a statistical test, such as the Kolmogorov-Smirnov test, to determine if the data follows a uniform distribution.

Back
Top