M HYPE SPLASH
// updates

Probability Question: Find $a$ and $b$ given expected value and density function

By John Campbell
$\begingroup$

The density function of $X$ is given by\begin{align*} f(x) =\begin{cases} a+bx^2, & \text{if}\,\,0\leq x\leq 1\\ 0, & \text{otherwise} \end{cases} \end{align*}Once $\textbf{E}(X) = 4.25$, find $a$ and $b$

$\endgroup$ 3

2 Answers

$\begingroup$

To be a density function, not only the integral of $f$ over $[0,1]$ must equal $1$ -- that is, as pointed out above the case if $a=1-b/3$ -- but also $f$ must not negative in $[0,1]$.

Now a usual computation gives that $f(x)=bx^2+1-b/3$ is non-negative iff $b$ lies between $-3/2$ and $3$.

As the expected value of $X$ is $a/2+b/4=b/12+1/2$ its maximal value is obtained at $b=3$ which gives a maximum expected value of $3/4$. Hence $E(x)=4.25$ is impossible.

$\endgroup$ $\begingroup$

Using legitimacy,

$$\int\limits_{0}^{1} f(x) dx = 1$$

$$\int\limits_{0}^{1} (a + b x^{2}) dx = 1$$

$$ \bigg[ax + \frac{bx^{3}}{3}\bigg]_{0}^{1} = 1$$

$$ a + \frac{b}{3} = 1$$

$$ 3a + b = 3$$

Using expectation,

$$\int\limits_{0}^{1} x f(x) dx = 4.25$$

$$\int\limits_{0}^{1} (ax + b x^{3}) dx = 4.25$$

$$ \bigg[\frac{ax^{2}}{2} + \frac{bx^{4}}{4}\bigg]_{0}^{1} = 4.25$$

$$ \frac{a}{2} + \frac{b}{4} = 4.25$$

$$ 2a + b = 4 \times 4.25$$

$$ 2a + b = 17 $$

Can you take it from here?

EDIT: Turns out that after solving the equations for $a$ and $b$, $f$ takes negative values on $[0, 1]$, which makes it a wrong density function. Pointed out by @Michael Hoppe

$\endgroup$ 2

Your Answer

Sign up or log in

Sign up using Google Sign up using Facebook Sign up using Email and Password

Post as a guest

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy