exercise:Cc33941899: Difference between revisions
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Let <math>X</math> and <math>Y</math> be independent random variables with uniform | Let <math>X</math> and <math>Y</math> be independent random variables with uniform | ||
density functions on <math>[0,1]</math>. Find <math>E((X + Y)^2)</math>. | density functions on <math>[0,1]</math>. Find <math>E((X + Y)^2)</math>. | ||
<ul class="mw-excansopts"> | |||
<li>2/3</li> | |||
<li>3/4</li> | |||
<li>5/6</li> | |||
<li>11/12</li> | |||
<li>1</li> | |||
</ul> | |||
'''References''' | '''References''' | ||
{{cite web |url=https://math.dartmouth.edu/~prob/prob/prob.pdf |title=Grinstead and Snell’s Introduction to Probability |last=Doyle |first=Peter G.|date=2006 |access-date=June 6, 2024}} | {{cite web |url=https://math.dartmouth.edu/~prob/prob/prob.pdf |title=Grinstead and Snell’s Introduction to Probability |last=Doyle |first=Peter G.|date=2006 |access-date=June 6, 2024}} | ||
Revision as of 00:36, 28 June 2024
Let [math]X[/math] and [math]Y[/math] be independent random variables with uniform density functions on [math][0,1][/math]. Find [math]E((X + Y)^2)[/math].
- 2/3
- 3/4
- 5/6
- 11/12
- 1
References
Doyle, Peter G. (2006). "Grinstead and Snell's Introduction to Probability" (PDF). Retrieved June 6, 2024.