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Math Help - Trying to prove E(X) and E(2X) for beta distribution

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    Trying to prove E(X) and E(2X) for beta distribution

    Im trying to formulate a couple of proofs that shows how E(x)=a/a+b and E(2x)=(a(a+1))/((a+b)(a+b+1) are derived for the beta distribution. I have no problem with the MGF of other functions, but this one is so complicated. I really dont know where to start, sorry
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    Quote Originally Posted by nine4fours View Post
    Im trying to formulate a couple of proofs that shows how E(x)=a/a+b and E(2x)=(a(a+1))/((a+b)(a+b+1) are derived for the beta distribution. I have no problem with the MGF of other functions, but this one is so complicated. I really dont know where to start, sorry
    Read this thread to see how to do the calculations: http://www.mathhelpforum.com/math-he...ion-proof.html

    Now apply the definition of E(X) and do the calculation. Note that E(2X) = 2 E(X).
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    MHF Contributor matheagle's Avatar
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    Quote Originally Posted by mr fantastic View Post
    Read this thread to see how to do the calculations: http://www.mathhelpforum.com/math-he...ion-proof.html

    Now apply the definition of E(X) and do the calculation. Note that E(2X) = 2 E(X).
    I assume he/she meant the second moment, E(X^2).
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  4. #4
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    Quote Originally Posted by matheagle View Post
    I assume he/she meant the second moment, E(X^2).
    Darn it. I was waiting for the OP to correct me .....
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    MHF Contributor matheagle's Avatar
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    Quote Originally Posted by mr fantastic View Post
    Darn it. I was waiting for the OP to correct me .....

    you can delete my message then.
    I assume op=original (im)poster?
    and not ron howard (Opie)
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  6. #6
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    Quote Originally Posted by matheagle View Post
    you can delete my message then.
    I assume op=original (im)poster?
    and not ron howard (Opie)
    Correct.

    (And don't think I haven't noticed how hard you're trying to snatch both my hard earned Awards. Game on with Funniest Member, matheagle ..... Stay tuned ).
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  7. #7
    MHF Contributor matheagle's Avatar
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    My favourite, which I'm sure you'll steal, lol,
    is when these probability books use U as a rv.
    Then I have to say FU to my class repeatedly, as in f(u).
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