Conditional expectation and variance for beta RV [closed] The 2019 Stack Overflow Developer Survey Results Are InVariance, expectation and probabilityConditional Expectation and Variance QuestionConditional variance formula and Geometric RVSeemingly Identical Random Variables with Different VariancesVariance(XY + X/Y)Hint for computing the mean and variance of $hatalpha = - fracnlog prod_i=1^n X_i $Truncated variance less than variance?Expectation, variance and conditional probability of combined discrete and continuous random variablesHow to compute variance of conditional expectation?
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Conditional expectation and variance for beta RV [closed]
The 2019 Stack Overflow Developer Survey Results Are InVariance, expectation and probabilityConditional Expectation and Variance QuestionConditional variance formula and Geometric RVSeemingly Identical Random Variables with Different VariancesVariance(XY + X/Y)Hint for computing the mean and variance of $hatalpha = - fracnlog prod_i=1^n X_i $Truncated variance less than variance?Expectation, variance and conditional probability of combined discrete and continuous random variablesHow to compute variance of conditional expectation?
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A random variable X has the Beta($alpha$,$alpha$+ 1) distribution, with $alpha$ > 0. The parameter $alpha$ itself is random, and can take the values 1 or 2, with probabilities 1/2 each. Compute E(X) and Var(X).
E(X) can be computed. It is E(X/α=1)P(α=1)+E(X/α=2)P(α=2). For variance, it is E(Var(X/α))+ Var(E(X/α)). I am not able to compute the variance
probability conditional-expectation conditional-probability variance
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closed as off-topic by heropup, StubbornAtom, NCh, Lee David Chung Lin, Leucippus Mar 25 at 5:22
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – heropup, StubbornAtom, NCh, Lee David Chung Lin, Leucippus
add a comment |
$begingroup$
A random variable X has the Beta($alpha$,$alpha$+ 1) distribution, with $alpha$ > 0. The parameter $alpha$ itself is random, and can take the values 1 or 2, with probabilities 1/2 each. Compute E(X) and Var(X).
E(X) can be computed. It is E(X/α=1)P(α=1)+E(X/α=2)P(α=2). For variance, it is E(Var(X/α))+ Var(E(X/α)). I am not able to compute the variance
probability conditional-expectation conditional-probability variance
$endgroup$
closed as off-topic by heropup, StubbornAtom, NCh, Lee David Chung Lin, Leucippus Mar 25 at 5:22
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – heropup, StubbornAtom, NCh, Lee David Chung Lin, Leucippus
$begingroup$
Welcome to MSE! What progress have you made so far,? Do you know any theorems or results that could be helpful?
$endgroup$
– Minus One-Twelfth
Mar 23 at 6:26
$begingroup$
Thank you. E(X) can be computed. It is E(X/$alpha$=1)P($alpha$=1)+E(X/$alpha$=2)P($alpha$=2). For variance, it is E(Var(X/$alpha$))+ Var(E(X/$alpha$)). I am not able to compute the variance.
$endgroup$
– just pic
Mar 24 at 19:55
1
$begingroup$
When providing clarification, please click on the tinyedit
and use MathJax and improve the body of the post instead of commenting.
$endgroup$
– Lee David Chung Lin
Mar 25 at 3:01
add a comment |
$begingroup$
A random variable X has the Beta($alpha$,$alpha$+ 1) distribution, with $alpha$ > 0. The parameter $alpha$ itself is random, and can take the values 1 or 2, with probabilities 1/2 each. Compute E(X) and Var(X).
E(X) can be computed. It is E(X/α=1)P(α=1)+E(X/α=2)P(α=2). For variance, it is E(Var(X/α))+ Var(E(X/α)). I am not able to compute the variance
probability conditional-expectation conditional-probability variance
$endgroup$
A random variable X has the Beta($alpha$,$alpha$+ 1) distribution, with $alpha$ > 0. The parameter $alpha$ itself is random, and can take the values 1 or 2, with probabilities 1/2 each. Compute E(X) and Var(X).
E(X) can be computed. It is E(X/α=1)P(α=1)+E(X/α=2)P(α=2). For variance, it is E(Var(X/α))+ Var(E(X/α)). I am not able to compute the variance
probability conditional-expectation conditional-probability variance
probability conditional-expectation conditional-probability variance
edited Apr 3 at 6:01
just pic
asked Mar 23 at 5:55
just picjust pic
12
12
closed as off-topic by heropup, StubbornAtom, NCh, Lee David Chung Lin, Leucippus Mar 25 at 5:22
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – heropup, StubbornAtom, NCh, Lee David Chung Lin, Leucippus
closed as off-topic by heropup, StubbornAtom, NCh, Lee David Chung Lin, Leucippus Mar 25 at 5:22
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – heropup, StubbornAtom, NCh, Lee David Chung Lin, Leucippus
$begingroup$
Welcome to MSE! What progress have you made so far,? Do you know any theorems or results that could be helpful?
$endgroup$
– Minus One-Twelfth
Mar 23 at 6:26
$begingroup$
Thank you. E(X) can be computed. It is E(X/$alpha$=1)P($alpha$=1)+E(X/$alpha$=2)P($alpha$=2). For variance, it is E(Var(X/$alpha$))+ Var(E(X/$alpha$)). I am not able to compute the variance.
$endgroup$
– just pic
Mar 24 at 19:55
1
$begingroup$
When providing clarification, please click on the tinyedit
and use MathJax and improve the body of the post instead of commenting.
$endgroup$
– Lee David Chung Lin
Mar 25 at 3:01
add a comment |
$begingroup$
Welcome to MSE! What progress have you made so far,? Do you know any theorems or results that could be helpful?
$endgroup$
– Minus One-Twelfth
Mar 23 at 6:26
$begingroup$
Thank you. E(X) can be computed. It is E(X/$alpha$=1)P($alpha$=1)+E(X/$alpha$=2)P($alpha$=2). For variance, it is E(Var(X/$alpha$))+ Var(E(X/$alpha$)). I am not able to compute the variance.
$endgroup$
– just pic
Mar 24 at 19:55
1
$begingroup$
When providing clarification, please click on the tinyedit
and use MathJax and improve the body of the post instead of commenting.
$endgroup$
– Lee David Chung Lin
Mar 25 at 3:01
$begingroup$
Welcome to MSE! What progress have you made so far,? Do you know any theorems or results that could be helpful?
$endgroup$
– Minus One-Twelfth
Mar 23 at 6:26
$begingroup$
Welcome to MSE! What progress have you made so far,? Do you know any theorems or results that could be helpful?
$endgroup$
– Minus One-Twelfth
Mar 23 at 6:26
$begingroup$
Thank you. E(X) can be computed. It is E(X/$alpha$=1)P($alpha$=1)+E(X/$alpha$=2)P($alpha$=2). For variance, it is E(Var(X/$alpha$))+ Var(E(X/$alpha$)). I am not able to compute the variance.
$endgroup$
– just pic
Mar 24 at 19:55
$begingroup$
Thank you. E(X) can be computed. It is E(X/$alpha$=1)P($alpha$=1)+E(X/$alpha$=2)P($alpha$=2). For variance, it is E(Var(X/$alpha$))+ Var(E(X/$alpha$)). I am not able to compute the variance.
$endgroup$
– just pic
Mar 24 at 19:55
1
1
$begingroup$
When providing clarification, please click on the tiny
edit
and use MathJax and improve the body of the post instead of commenting.$endgroup$
– Lee David Chung Lin
Mar 25 at 3:01
$begingroup$
When providing clarification, please click on the tiny
edit
and use MathJax and improve the body of the post instead of commenting.$endgroup$
– Lee David Chung Lin
Mar 25 at 3:01
add a comment |
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$begingroup$
Welcome to MSE! What progress have you made so far,? Do you know any theorems or results that could be helpful?
$endgroup$
– Minus One-Twelfth
Mar 23 at 6:26
$begingroup$
Thank you. E(X) can be computed. It is E(X/$alpha$=1)P($alpha$=1)+E(X/$alpha$=2)P($alpha$=2). For variance, it is E(Var(X/$alpha$))+ Var(E(X/$alpha$)). I am not able to compute the variance.
$endgroup$
– just pic
Mar 24 at 19:55
1
$begingroup$
When providing clarification, please click on the tiny
edit
and use MathJax and improve the body of the post instead of commenting.$endgroup$
– Lee David Chung Lin
Mar 25 at 3:01