Expected Value of Beta Distribution [closed]











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What is the expected value of 1/(1+X) with X ~ Beta(2,3)?










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closed as off-topic by StubbornAtom, Davide Giraudo, KReiser, user10354138, Cesareo Nov 21 at 2:10


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 improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – StubbornAtom, Davide Giraudo, KReiser, user10354138, Cesareo

If this question can be reworded to fit the rules in the help center, please edit the question.









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    There is a straightforward method: find the pdf or cdf of R.V. $Y=phi(X)$ with $phi(x)=1/(1+x)$. I imagine you have already done this kind of exercise...
    – Jean Marie
    Nov 20 at 18:38










  • What I find funny is that WolframAlpha understands the exact same question that you posted: wolframalpha.com/input/…
    – Federico
    Nov 21 at 16:01















up vote
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favorite












What is the expected value of 1/(1+X) with X ~ Beta(2,3)?










share|cite|improve this question















closed as off-topic by StubbornAtom, Davide Giraudo, KReiser, user10354138, Cesareo Nov 21 at 2:10


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 improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – StubbornAtom, Davide Giraudo, KReiser, user10354138, Cesareo

If this question can be reworded to fit the rules in the help center, please edit the question.









  • 1




    There is a straightforward method: find the pdf or cdf of R.V. $Y=phi(X)$ with $phi(x)=1/(1+x)$. I imagine you have already done this kind of exercise...
    – Jean Marie
    Nov 20 at 18:38










  • What I find funny is that WolframAlpha understands the exact same question that you posted: wolframalpha.com/input/…
    – Federico
    Nov 21 at 16:01













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What is the expected value of 1/(1+X) with X ~ Beta(2,3)?










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What is the expected value of 1/(1+X) with X ~ Beta(2,3)?







probability statistics probability-distributions






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edited Nov 20 at 18:35









Jean Marie

28.2k41848




28.2k41848










asked Nov 20 at 18:31









karsonlauch

1




1




closed as off-topic by StubbornAtom, Davide Giraudo, KReiser, user10354138, Cesareo Nov 21 at 2:10


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 improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – StubbornAtom, Davide Giraudo, KReiser, user10354138, Cesareo

If this question can be reworded to fit the rules in the help center, please edit the question.




closed as off-topic by StubbornAtom, Davide Giraudo, KReiser, user10354138, Cesareo Nov 21 at 2:10


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 improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – StubbornAtom, Davide Giraudo, KReiser, user10354138, Cesareo

If this question can be reworded to fit the rules in the help center, please edit the question.








  • 1




    There is a straightforward method: find the pdf or cdf of R.V. $Y=phi(X)$ with $phi(x)=1/(1+x)$. I imagine you have already done this kind of exercise...
    – Jean Marie
    Nov 20 at 18:38










  • What I find funny is that WolframAlpha understands the exact same question that you posted: wolframalpha.com/input/…
    – Federico
    Nov 21 at 16:01














  • 1




    There is a straightforward method: find the pdf or cdf of R.V. $Y=phi(X)$ with $phi(x)=1/(1+x)$. I imagine you have already done this kind of exercise...
    – Jean Marie
    Nov 20 at 18:38










  • What I find funny is that WolframAlpha understands the exact same question that you posted: wolframalpha.com/input/…
    – Federico
    Nov 21 at 16:01








1




1




There is a straightforward method: find the pdf or cdf of R.V. $Y=phi(X)$ with $phi(x)=1/(1+x)$. I imagine you have already done this kind of exercise...
– Jean Marie
Nov 20 at 18:38




There is a straightforward method: find the pdf or cdf of R.V. $Y=phi(X)$ with $phi(x)=1/(1+x)$. I imagine you have already done this kind of exercise...
– Jean Marie
Nov 20 at 18:38












What I find funny is that WolframAlpha understands the exact same question that you posted: wolframalpha.com/input/…
– Federico
Nov 21 at 16:01




What I find funny is that WolframAlpha understands the exact same question that you posted: wolframalpha.com/input/…
– Federico
Nov 21 at 16:01










1 Answer
1






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1
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The PDF of $X$ is $12x(1-x)^2$. You have to compute
$$
12int_0^1 frac1{1+x}x(1-x)^2dx = 12int_0^1left(4-3x+x^2-frac4{1+x}right)dx = 34 - 48 log(2) .
$$






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  • why the PDF of X is 12x(1-x)^2?
    – karsonlauch
    Nov 21 at 4:14












  • @karsonlauch By definition: en.wikipedia.org/wiki/…
    – Federico
    Nov 21 at 15:54










  • You can easily check that $int_0^1 x^{2-1} (1-x)^{3-1} , dx = frac1{12}$.
    – Federico
    Nov 21 at 15:57










  • Or you can use $B(2,3)=frac{Gamma(2)Gamma(3)}{Gamma(2+3)}=frac{1!2!}{4!}=frac1{12}$.
    – Federico
    Nov 21 at 15:58


















1 Answer
1






active

oldest

votes








1 Answer
1






active

oldest

votes









active

oldest

votes






active

oldest

votes








up vote
1
down vote













The PDF of $X$ is $12x(1-x)^2$. You have to compute
$$
12int_0^1 frac1{1+x}x(1-x)^2dx = 12int_0^1left(4-3x+x^2-frac4{1+x}right)dx = 34 - 48 log(2) .
$$






share|cite|improve this answer





















  • why the PDF of X is 12x(1-x)^2?
    – karsonlauch
    Nov 21 at 4:14












  • @karsonlauch By definition: en.wikipedia.org/wiki/…
    – Federico
    Nov 21 at 15:54










  • You can easily check that $int_0^1 x^{2-1} (1-x)^{3-1} , dx = frac1{12}$.
    – Federico
    Nov 21 at 15:57










  • Or you can use $B(2,3)=frac{Gamma(2)Gamma(3)}{Gamma(2+3)}=frac{1!2!}{4!}=frac1{12}$.
    – Federico
    Nov 21 at 15:58















up vote
1
down vote













The PDF of $X$ is $12x(1-x)^2$. You have to compute
$$
12int_0^1 frac1{1+x}x(1-x)^2dx = 12int_0^1left(4-3x+x^2-frac4{1+x}right)dx = 34 - 48 log(2) .
$$






share|cite|improve this answer





















  • why the PDF of X is 12x(1-x)^2?
    – karsonlauch
    Nov 21 at 4:14












  • @karsonlauch By definition: en.wikipedia.org/wiki/…
    – Federico
    Nov 21 at 15:54










  • You can easily check that $int_0^1 x^{2-1} (1-x)^{3-1} , dx = frac1{12}$.
    – Federico
    Nov 21 at 15:57










  • Or you can use $B(2,3)=frac{Gamma(2)Gamma(3)}{Gamma(2+3)}=frac{1!2!}{4!}=frac1{12}$.
    – Federico
    Nov 21 at 15:58













up vote
1
down vote










up vote
1
down vote









The PDF of $X$ is $12x(1-x)^2$. You have to compute
$$
12int_0^1 frac1{1+x}x(1-x)^2dx = 12int_0^1left(4-3x+x^2-frac4{1+x}right)dx = 34 - 48 log(2) .
$$






share|cite|improve this answer












The PDF of $X$ is $12x(1-x)^2$. You have to compute
$$
12int_0^1 frac1{1+x}x(1-x)^2dx = 12int_0^1left(4-3x+x^2-frac4{1+x}right)dx = 34 - 48 log(2) .
$$







share|cite|improve this answer












share|cite|improve this answer



share|cite|improve this answer










answered Nov 20 at 18:39









Federico

2,910511




2,910511












  • why the PDF of X is 12x(1-x)^2?
    – karsonlauch
    Nov 21 at 4:14












  • @karsonlauch By definition: en.wikipedia.org/wiki/…
    – Federico
    Nov 21 at 15:54










  • You can easily check that $int_0^1 x^{2-1} (1-x)^{3-1} , dx = frac1{12}$.
    – Federico
    Nov 21 at 15:57










  • Or you can use $B(2,3)=frac{Gamma(2)Gamma(3)}{Gamma(2+3)}=frac{1!2!}{4!}=frac1{12}$.
    – Federico
    Nov 21 at 15:58


















  • why the PDF of X is 12x(1-x)^2?
    – karsonlauch
    Nov 21 at 4:14












  • @karsonlauch By definition: en.wikipedia.org/wiki/…
    – Federico
    Nov 21 at 15:54










  • You can easily check that $int_0^1 x^{2-1} (1-x)^{3-1} , dx = frac1{12}$.
    – Federico
    Nov 21 at 15:57










  • Or you can use $B(2,3)=frac{Gamma(2)Gamma(3)}{Gamma(2+3)}=frac{1!2!}{4!}=frac1{12}$.
    – Federico
    Nov 21 at 15:58
















why the PDF of X is 12x(1-x)^2?
– karsonlauch
Nov 21 at 4:14






why the PDF of X is 12x(1-x)^2?
– karsonlauch
Nov 21 at 4:14














@karsonlauch By definition: en.wikipedia.org/wiki/…
– Federico
Nov 21 at 15:54




@karsonlauch By definition: en.wikipedia.org/wiki/…
– Federico
Nov 21 at 15:54












You can easily check that $int_0^1 x^{2-1} (1-x)^{3-1} , dx = frac1{12}$.
– Federico
Nov 21 at 15:57




You can easily check that $int_0^1 x^{2-1} (1-x)^{3-1} , dx = frac1{12}$.
– Federico
Nov 21 at 15:57












Or you can use $B(2,3)=frac{Gamma(2)Gamma(3)}{Gamma(2+3)}=frac{1!2!}{4!}=frac1{12}$.
– Federico
Nov 21 at 15:58




Or you can use $B(2,3)=frac{Gamma(2)Gamma(3)}{Gamma(2+3)}=frac{1!2!}{4!}=frac1{12}$.
– Federico
Nov 21 at 15:58



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