Originally Posted by
ChrisBickle Allright i got a problem and i actually have the solution i just cant figure some of it out.
Suppose X1,X2,X3 form random sample from uniform distribution on [0,1] determine the value of E[(X1 - 2X2 + X3)^2]
i got it all broken down to
E[x1^2] + 4E[x2^2] + E[x3^2] - 4E[x1]E[x2] + 2E[x1]E[x3] - 4E[x2]E[x3]
the next line in my solution says:
"also since each xi has a uniform distribution on [0,1] E[xi] = 1/2 and
(E[xi^2] = integral 0-1 x^2 dx = 1/3 so desired value of E is 1/2"
I dont get how you get E[xi] is 1/2 and how the fact that integral of exi^2 is 1/3 helps get you to 1/2 any help would be greatly appreciated