In terms of parameter a , random variable X has CDF (a) Show that E[X] = a

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In terms of parameter a , random variable X has CDF

(a) Show that E[X] = a by showing that E[X - (a-2)] = 2.
(b) Generate m = 100 traces of sample mean Mn(X) of length n = 1000. Do you oobserve convergence of the sample mean to E[X] = a?

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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

ISBN: 978-1118324561

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Authors: Roy D. Yates, David J. Goodman

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Question Posted: Jul 18, 2016 08:46 AM

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In terms of parameter a , random variable X has CDF (a) Show that E[X] = a

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The difficulty in this problem is that although EX exists EX 2 and higher order moments are infinite Thus VarX is also infinite It also follows for an...View the full answer

Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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