maths 1B last minute questions (1 Viewer)

InteGrand

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How would you do it without the formula ? find E(y^2) and E(y) ? How do you even find E(y^2)

y = 2X + 3

y^2 = 4X^2 + 12X + 9

E(y^2) = E(4X^2 + 12X + 9) ?
That's an unnecessarily tedious way to do it if you just want the variance of Y, but yeah, to find the expectation of that quadratic quantity in X, if we're given the PDF or PMF, we can easily find it using the Law of the Unconscious Statistician (LOTUS).

I can demonstrate the integral/sum you'd need to set up if you provide the PDF or PMF.
 

InteGrand

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In other words, it's just the usual sum/integral for an expected of X, but instead of "x*f(x)" being integrated, replace the x that's in front of the PDF (or PMF in discrete case) by whatever it is we want the expected value of (so integrate (x^2 + 3x - 7)*f(x) here).
 
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Drsoccerball

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The answers say E(T^2) = 2/lambda^2 of a exponential distribution ? Shouldn't the answer be 2/lambda ? clearly the integral of 2xe^(lambda*x) = 2/ lambda ? the answers said thats equal to 2/lambda^2
 

InteGrand

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The answers say E(T^2) = 2/lambda^2 of a exponential distribution ? Shouldn't the answer be 2/lambda ? clearly the integral of 2xe^(lambda*x) = 2/ lambda ? the answers said thats equal to 2/lambda^2
Note that to get E[T^2], we're integrating x^2 times the PDF, not x times the PDF.
 

Drsoccerball

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Okay I see my mistake... I need sleep sorry if you typed out a solution and thanks so much
 

Drsoccerball

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Leave it up to unsw to put something in the exam thats not taught... Suppose a linear transformation has v_1 and v_2 as eigenvectors and 2 and -1 eigenvalues respectively.

Why does taking the transformation of an eigenvector give me eigenvector x eigenvalue ?
 

InteGrand

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Leave it up to unsw to put something in the exam thats not taught... Suppose a linear transformation has v_1 and v_2 as eigenvectors and 2 and -1 eigenvalues respectively.

Why does taking the transformation of an eigenvector give me eigenvector x eigenvalue ?
 

Drsoccerball

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In normal distribution calculations sometimes they subtract 0.5 from what they want other times they dont... Why... Eg: P(X<12)~ P(X<11.5)
I understand that it is a better approximation but would we be wrong if we just calculage P(X<12) ? Also for very large values they dont change it...
 

InteGrand

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In normal distribution calculations sometimes they subtract 0.5 from what they want other times they dont... Why... Eg: P(X<12)~ P(X<11.5)
I understand that it is a better approximation but would we be wrong if we just calculage P(X<12) ? Also for very large values they dont change it...


Here's the Wikipedia link to continuity correction: https://en.wikipedia.org/wiki/Continuity_correction .



http://www.statisticshowto.com/wp-content/uploads/2009/10/continuity-correction-factor1.jpg



 

Drsoccerball

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So my question boils down to "What defines a small number?" Do I do this approximation for P(x<a) for some abritary a that is a universal small number?
 

InteGrand

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So my question boils down to "What defines a small number?" Do I do this approximation for P(x<a) for some abritary a that is a universal small number?
There's nothing really universal, these are mainly rules of thumb. If in doubt, I guess just use the continuity correction (with "1/2" as the epsilon). The main thing is to make sure you do the correction the right way. The thing you originally wrote (P(X < 12) being approximated with the continuous X's P(X < 11.5)) isn't the right way, it'd have to be P(X < 12.5) to do the continuity correction. Just visualise the graphs as I explained.
 

leehuan

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Tbh, regarding this question by Drsoccerball

I do remember one of my 1231 friends asking me why the hell they did -0.5 for one case and didn't for the other. I was so confused I was like the case they didn't do -0.5 is plain wrong.

Personal opinion: Can we just let the first years do something that would, in general, always work (i.e. -0.5) rather than make them guess when to use it. Because it's not like they're taught this either.
 

InteGrand

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Tbh, regarding this question by Drsoccerball

I do remember one of my 1231 friends asking me why the hell they did -0.5 for one case and didn't for the other. I was so confused I was like the case they didn't do -0.5 is plain wrong.

Personal opinion: Can we just let the first years do something that would, in general, always work (i.e. -0.5) rather than make them guess when to use it. Because it's not like they're taught this either.
Reason is due to which part of the graph you miss out on by using the continuous approximation. If X* is the continuous approximtion r.v. to X, then clearly, to approximate P(X > a), we need to use the continuity correction P(X* > a 0.5), whereas for P(X < a), it'd be P(X* < a + 0.5). Don't need to guess.
 

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