silemus.

35Expected value of XX

X\displaystyle X has density f(x)=2x\displaystyle f(x) = 2x on [0,1]\displaystyle [0, 1]. Find E[X]\displaystyle E[X].

The mean is ∫x·f(x)dx over the support. With f(x)=2x on [0,1], that's ∫2x²dx from 0 to 1, giving [2x³/3] = 2/3. So E[X] = 2/3; and f checks out as a valid density since ∫2x dx = 1.

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