Re: DSE 2012

Posted by Dreyfus on May 21, 2014; 5:15am
URL: http://discussion-forum.276.s1.nabble.com/DSE-2012-tp7590190p7590321.html

The PDF of uniform distribution is given by f(x)=1/b-a where b=1 and a=-1, f(x)=1/2
The rth moment about origin ie E(X^r) for cont rv is given by integration of (x^r)*f(x){from -1 to 1 in this case}
E(X)=integrate x/2 from -1 to 1=0
E(X²)=integrate x²/2 from-1 to 1=1/3
E(X³)=integrate x³/2 from -1to1=0
Cov(X,X²)=E(X³)-E(X)*E(X²)=0