Let T=

Find the mean and variance of T.

some other info: are iid rv with density function , x>=0 and h>0, h is an unknown variable

I'm not really sure how to approach this problem

Any help will be appreciated

Thanks in advance

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- July 18th 2010, 02:26 PMfirebioMean and Variance problem
Let T=

Find the mean and variance of T.

some other info: are iid rv with density function , x>=0 and h>0, h is an unknown variable

I'm not really sure how to approach this problem

Any help will be appreciated

Thanks in advance - July 18th 2010, 03:33 PMSpringFan25
Obtain the mean and variance of any particular ln(1+x):

Define

I haven't checked but those integrals look do-able to me.

Then,Use the standard results for summing independant variables

...

- July 18th 2010, 05:59 PMfirebio
I got

from wolfram

For , it is just - July 20th 2010, 05:04 AMSpringFan25
are you supposed to use wolfram to do your integrals?

anyway, for the last step you are expected to notice that all the are iid, so