It's no longer continuous!

Let X X be a continuous random variable following a uniform distribution in the interval [ 0 , A ] [0, A ] for some positive integer A A .

Let Y Y denote the nearest integer function of X X .

If Var ( Y ) = 225.5 \text{Var}(Y) = 225.5 , find A A .


The answer is 52.

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2 solutions

Mark Hennings
Mar 21, 2017

The random variable Y Y has probability distribution P [ Y = j ] = { 1 A 1 j A 1 1 2 A j = 0 , A 0 otherwise \mathbb{P}[Y = j] \; = \; \left\{ \begin{array}{lll} \tfrac{1}{A} & \qquad & 1 \le j \le A-1 \\ \tfrac{1}{2A} & & j = 0,A \\ 0 & & \mbox{otherwise} \end{array} \right. and so E [ Y ] = 1 A j = 1 A 1 j + 1 2 A × A = 1 2 A E [ Y 2 ] = 1 A j = 1 A 1 j 2 + 1 2 A × A 2 = 1 6 ( 2 A 2 + 1 ) V a r [ Y ] = 1 12 ( A 2 + 2 ) \begin{aligned} \mathbb{E}[Y] & = \tfrac{1}{A}\sum_{j=1}^{A-1}j + \tfrac{1}{2A} \times A \; = \; \tfrac12A \\ \mathbb{E}[Y^2] & = \tfrac{1}{A}\sum_{j=1}^{A-1}j^2 + \tfrac{1}{2A} \times A^2 \; = \; \tfrac16(2A^2 + 1) \\ \mathrm{Var}[Y] & = \tfrac{1}{12}(A^2 + 2) \end{aligned} Since this variance is 225.5 225.5 , we deduce that A = 52 A = \boxed{52} .

I expect nothing less than great quality from you. Thanks.

I was actually planning on asking the users to find the kurtosis/skewness, but the working became unnecessarily tedious and these terms are less well known, so I used variance instead.

Pi Han Goh - 4 years, 2 months ago
Guilherme Niedu
Mar 21, 2017

The distribution of probability for Y Y will have a probability P P for values 0 0 and A A and 2 P 2P for all values 1 , 2 , 3 , . . . A 2 , A 1 1,2,3,...A-2,A-1 . This is because for a value of X X to be rounded as 0 0 or A A , it has to be in [ 0 , 0.5 ) [0,0.5) and [ A 0.5 , A ] [A-0.5,A] , respectively. For all ohter values Y Y , the number can be in [ Y 0.5 , Y + 0.5 ) [Y-0.5,Y+0.5) , which is twice as big.

So, first to determine the value of P P . All the probabilities must sum up to 1 1 . The value is P P for 2 2 of the possible values and 2 P 2P for the other A 1 A-1 possible values:

P 2 + 2 P ( A 1 ) = 1 \large \displaystyle P\cdot2 + 2P\cdot (A-1) = 1

P = 1 2 A \color{#20A900} \boxed{\large \displaystyle P = \frac{1}{2A}}

So:

p i = { 1 2 A , i = 0 , A 1 A , i = 1 , 2 , . . . , A 1 \large \displaystyle p_i = \begin{cases} \frac{1}{2A}, i = 0, A \\ \frac1A, i = 1, 2, ... , A-1 \end{cases}

The expected value μ \mu is:

μ = i = 0 A p i y i \large \displaystyle \mu = \sum_{i=0}^A p_i \cdot y_i

μ = 1 2 A ( 0 + A ) + i = 1 A 1 1 A i \large \displaystyle \mu = \frac{1}{2A}\cdot (0 + A) + \sum_{i=1}^{A-1} \frac1A \cdot i

μ = 1 2 + 1 A A ( A 1 ) 2 \large \displaystyle \mu = \frac12 + \frac1A \cdot \frac{A(A-1)}{2}

μ = A 2 \color{#20A900} \boxed{\large \displaystyle \mu = \frac{A}{2}}

Last, the variance:

σ 2 = i = 0 A p i y i 2 μ 2 \large \displaystyle \sigma^2 = \sum_{i=0}^A p_i \cdot y_i^2 - \mu^2

σ 2 = 1 2 A ( 0 2 + A 2 ) + i = 1 A 1 1 A i 2 A 2 4 \large \displaystyle \sigma^2 = \frac{1}{2A} \cdot (0^2 + A^2) + \sum_{i=1}^{A-1} \frac{1}{A} \cdot i^2 - \frac{A^2}{4}

σ 2 = A 2 + 1 A ( A 1 ) A ( 2 A 1 ) 6 A 2 4 \large \displaystyle \sigma^2 =\frac{A}{2} + \frac1A \cdot \frac{(A-1)\cdot A \cdot (2A-1)}{6} - \frac{A^2}{4}

σ 2 = A 2 + 2 12 \color{#20A900} \boxed{ \large \displaystyle \sigma^2 = \frac{A^2 + 2}{12} }

Since the variance is equal to 225.5 225.5 , then:

A 2 + 2 12 = 225.5 \large \displaystyle \frac{A^2+2}{12} = 225.5

A 2 + 2 = 2706 \large \displaystyle A^2 + 2 = 2706

A 2 = 2704 \large \displaystyle A^2 = 2704

Since A A is positive:

A = 52 \color{#3D99F6} \boxed{ \large \displaystyle A = 52}

Thanks for your detailed solution. Very well presented.

Minor nitpicking: If the fractional part of X is 1/2, then what is the value of Y? Is it X - 1/2? Or is it X+1/2? (So your first paragraph needs slight adjustment)

Pi Han Goh - 4 years, 2 months ago

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Done it, thanks!

Guilherme Niedu - 4 years, 2 months ago

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