/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Q. 7.2 7.2. Suppose that X聽is a contin... [FREE SOLUTION] | 91影视

91影视

7.2. Suppose that Xis a continuous random variable with

density function f. Show that E[IX-a]is minimized

when ais equal to the median of F.

Hint: Write

E[IX-al]=|x-a|f(x)dx

Now break up the integral into the regions where x<a

and where x>a, and differentiate.

Short Answer

Expert verified

Differentiate E[IX-a]respective to a is proved as minimized equal to the median.

Step by step solution

01

Given Information

Xis a continuous random variable with density function with the formula usingE[X-a]=|x-a|f(x)dx.

02

Explanation

We have that,

E(|X-a|)=|x-a|f(x)dx=x<a|x-a|f(x)dx+xa|x-a|f(x)dx

=x<a(a-x)f(x)dx+xa(x-a)f(x)dx

Using the differentiation respective to aand setting it equal to zero, we have that

ddaE(|X-a|)=x<adda(a-x)f(x)dx+xadda(x-a)f(x)dx=x<af(x)dx-xaf(x)dx=0

03

Explanation

so the minimum is obtained for asuch that

x<af(x)dx=xaf(x)dx

and it is the definition of the median of the distribution. Hence, we have proved the claimed.

04

Final answer

Differentiate E[IX-a]respective toa is proved as minimized equal to the median.

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91影视!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

N people arrive separately to a professional dinner. Upon arrival, each person looks to see if he or she has any friends among those present. That person then sits either at the table of a friend or at an unoccupied table if none of those present is a friend. Assuming that each of the N2pairs of people is, independently, a pair of friends with probability p, find the expected number of occupied tables.

Hint: Let Xiequal 1or 0, depending on whether theith arrival sits at a previously unoccupied table.

If 101items are distributed among 10 boxes, then at least one of the boxes must contain more than 10 items. Use the probabilistic method to prove this result.

Consider an urn containing a large number of coins, and suppose that each of the coins has some probability p of turning up heads when it is flipped. However, this value of pvaries from coin to coin. Suppose that the composition of the urn is such that if a coin is selected at random from it, then the p-value of the coin can be regarded as being the value of a random variable that is uniformly distributed over 0,1. If a coin is selected at random from the urn and flipped twice, compute the probability that

a. The first flip results in a head;

b. both flips result in heads.

If X1,X2,X3, and X4are (pairwise) uncorrelated random variables, each having mean 0 and variance 1 , compute the correlations of

(a) X1+X2andX2+X3

(b) X1+X2and X3+X4.

Let Z be a standard normal random variable,and, for a 铿亁ed x, set

X={ZifZ>x0otherwise

Show thatE[X]=12ex2/2.

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.