Find the expected value of X^n, where n is an integer.
where fX(x) is 4x(1-x^2) (where 0 =< x =< 1)
So E(X^n) is the integral of x((4x(1-x^2))^n) between 1 and 0 I think...
Which I made out to be the integral of 4^n . x^n+1 . (1-x^2)^n
but I'm having trouble integrating...any help would be much appreciated.
Thanks.
where fX(x) is 4x(1-x^2) (where 0 =< x =< 1)
So E(X^n) is the integral of x((4x(1-x^2))^n) between 1 and 0 I think...
Which I made out to be the integral of 4^n . x^n+1 . (1-x^2)^n
but I'm having trouble integrating...any help would be much appreciated.
Thanks.
-
No, E[X^n] is the integral of (x^n) fX(x)
So the expected value is
1
∫ (x^n)(4x - 4x³) dx
0
=
1
∫ [(4x^(n+1) - 4x^(n+3)] dx
0
= 4/(n+2) - 4/(n+4)
= 4((n+4) - (n+2)) / [(n+2)(n+4)]
= 8 / [(n+2)(n+4)]
So the expected value is
1
∫ (x^n)(4x - 4x³) dx
0
=
1
∫ [(4x^(n+1) - 4x^(n+3)] dx
0
= 4/(n+2) - 4/(n+4)
= 4((n+4) - (n+2)) / [(n+2)(n+4)]
= 8 / [(n+2)(n+4)]