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Let \(X\) have a uniform distribution on the interval \([A, B]\). a. Obtain an expression for the \((100 p)\) th percentile. b. Compute \(E(X), V(X)\), and \(\sigma_{X}\). c. For \(n\), a positive integer, compute \(E\left(X^{n}\right)\).

Short Answer

Expert verified
a. \(x_p = p(B - A) + A\); b. \(E(X) = \frac{A+B}{2}, V(X) = \frac{(B-A)^2}{12}, \sigma_X = \frac{B-A}{\sqrt{12}}\); c. \(E(X^n) = \frac{B^{n+1} - A^{n+1}}{(n+1)(B-A)}\).

Step by step solution

01

Understanding Uniform Distribution

The random variable \(X\) is said to be uniformly distributed on the interval \([A, B]\) if its probability density function (PDF) is constant over \([A, B]\). This is expressed as \(f(x) = \frac{1}{B - A}\) for \(A \leq x \leq B\), and \(0\) otherwise.
02

Finding the Percentile Expression

The \((100p)\)th percentile of a uniform distribution is the value \(x_p\) such that the cumulative distribution function (CDF) equals \(p\). The CDF for a uniform distribution is \(F(x) = \frac{x - A}{B - A}\). Solve \(F(x) = p\) to find \(x_p\): \(\frac{x_p - A}{B - A} = p\). Therefore, \(x_p = p(B - A) + A\).
03

Calculating Expectation of X

The expectation \(E(X)\) for a uniform distribution is the midpoint of the interval \([A, B]\). It is given by \(E(X) = \frac{A + B}{2}\).
04

Calculating Variance of X

The variance \(V(X)\) of a uniform distribution is given by \(V(X) = \frac{(B - A)^2}{12}\).
05

Calculating Standard Deviation of X

The standard deviation \(\sigma_X\) is the square root of the variance: \(\sigma_X = \sqrt{V(X)} = \sqrt{\frac{(B - A)^2}{12}} = \frac{B - A}{\sqrt{12}}\).
06

Calculating Expectation of X to the Power of n

To find \(E(X^n)\) for \(n \geq 1\), integrate over the interval \([A, B]\): \(E(X^n) = \int_A^B x^n \cdot \frac{1}{B - A} \, dx\). This evaluates to: \(E(X^n) = \frac{1}{B - A} \left[ \frac{x^{n+1}}{n+1} \right]_A^B = \frac{B^{n+1} - A^{n+1}}{(n+1)(B-A)}\).

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Percentile Calculation
In a uniform distribution, calculating percentiles involves understanding the cumulative distribution function (CDF). Percentiles are a statistical measure indicating the value below which a given percentage of observations fall. To find the - **Percentile Expression**: The percentile of a uniform distribution on is the solution to the equation where CDF equals the desired percentile. The CDF, given by represents the probability that the variable takes a value less than or equal to For the find the value that satisfies:\[ \frac{x_p - A}{B - A} = p\]Solving for we get:\[ x_p = p(B - A) + A\]This formula allows you to find any percentile by plugging in the desired probability value. It highlights the linearity of the CDF in uniform distributions.
Expectation in Probability
Expectation or the expected value is a fundamental concept in probability theory. For a uniform distribution, expectation gives us the "center" or average value that the random variable takes. This is most intuitively understood as the balance point of the probability distribution.- **Expectation Formula**: The expectation of a uniform distribution on is the midpoint of the interval. It is calculated as:\[ E(X) = \frac{A + B}{2}\]This formula tells us that the expected value is simply the mean of the lower and upper bounds of the distribution. It provides a simple but powerful measure of central tendency for any uniform distribution.
Variance and Standard Deviation
Variance and standard deviation measure the spread or variability of a distribution. For a uniform distribution, these parameters help us understand how data is dispersed from the mean.- **Variance**: The variance captures how data varies around the mean. It's calculated as:\[ V(X) = \frac{(B - A)^2}{12}\]This formula shows the proportionality to the square of the interval length. A wider distribution results in greater variance.- **Standard Deviation**: The standard deviation is the square root of the variance, providing a more intuitive measure of spread:\[ \sigma_{X} = \frac{B - A}{\sqrt{12}}\]Standard deviation is often preferred because it's in the same units as the original data, making it easier to interpret.
Integration for Expectation
In probability, integration is a tool used to calculate expectations for more complex situations, like when dealing with powers of a random variable. This involves integrating the probability density function (PDF) over the specified interval.- **Expectation of Powers**: To find the expectation of a random variable to the power of (denoted as in a uniform distribution from we use the integral:\[ E(X^n) = \int_A^B x^n \cdot \frac{1}{B - A} \, dx\]Evaluating this integral gives:\[ E(X^n) = \frac{B^{n+1} - A^{n+1}}{(n+1)(B-A)}\]This formula allows us to compute the expected value of any integer power of . It highlights that as increases, the expectation becomes more influenced by the endpoints of the interval, underscoring the importance of integration in finding expectations of complex random variables.

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Most popular questions from this chapter

Exercise 38 introduced two machines that produce wine corks, the first one having a normal diameter distribution with mean value \(3 \mathrm{~cm}\) and standard deviation \(.1 \mathrm{~cm}\), and the second having a normal diameter distribution with mean value \(3.04 \mathrm{~cm}\) and standard deviation \(.02 \mathrm{~cm}\). Acceptable corks have diameters between \(2.9\) and \(3.1 \mathrm{~cm}\). If \(60 \%\) of all corks used come from the first machine and a randomly selected cork is found to be acceptable, what is the probability that it was produced by the first machine?

Let \(X\) denote the voltage at the output of a microphone, and suppose that \(X\) has a uniform distribution on the interval from \(-1\) to 1 . The voltage is processed by a "hard limiter" with cutoff values \(-.5\) and \(.5\), so the limiter output is a random variable \(Y\) related to \(X\) by \(Y=X\) if \(|X| \leq .5, Y=.5\) if \(X>.5\), and \(Y=-.5\) if \(X<-.5\). a. What is \(P(Y=.5)\) ? b. Obtain the cumulative distribution function of \(Y\) and graph it.

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