Let X be a continuous random variable following a uniform distribution in the interval [ 0 , A ] for some positive integer A .
Let Y denote the nearest integer function of X .
If Var ( Y ) = 2 2 5 . 5 , find A .
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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.
The distribution of probability for Y will have a probability P for values 0 and A and 2 P for all values 1 , 2 , 3 , . . . A − 2 , A − 1 . This is because for a value of X to be rounded as 0 or A , it has to be in [ 0 , 0 . 5 ) and [ A − 0 . 5 , A ] , respectively. For all ohter values Y , the number can be in [ Y − 0 . 5 , Y + 0 . 5 ) , which is twice as big.
So, first to determine the value of P . All the probabilities must sum up to 1 . The value is P for 2 of the possible values and 2 P for the other A − 1 possible values:
P ⋅ 2 + 2 P ⋅ ( A − 1 ) = 1
P = 2 A 1
So:
p i = ⎩ ⎨ ⎧ 2 A 1 , i = 0 , A A 1 , i = 1 , 2 , . . . , A − 1
The expected value μ is:
μ = i = 0 ∑ A p i ⋅ y i
μ = 2 A 1 ⋅ ( 0 + A ) + i = 1 ∑ A − 1 A 1 ⋅ i
μ = 2 1 + A 1 ⋅ 2 A ( A − 1 )
μ = 2 A
Last, the variance:
σ 2 = i = 0 ∑ A p i ⋅ y i 2 − μ 2
σ 2 = 2 A 1 ⋅ ( 0 2 + A 2 ) + i = 1 ∑ A − 1 A 1 ⋅ i 2 − 4 A 2
σ 2 = 2 A + A 1 ⋅ 6 ( A − 1 ) ⋅ A ⋅ ( 2 A − 1 ) − 4 A 2
σ 2 = 1 2 A 2 + 2
Since the variance is equal to 2 2 5 . 5 , then:
1 2 A 2 + 2 = 2 2 5 . 5
A 2 + 2 = 2 7 0 6
A 2 = 2 7 0 4
Since A is positive:
A = 5 2
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)
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The random variable Y has probability distribution P [ Y = j ] = ⎩ ⎨ ⎧ A 1 2 A 1 0 1 ≤ j ≤ A − 1 j = 0 , A otherwise and so E [ Y ] E [ Y 2 ] V a r [ Y ] = A 1 j = 1 ∑ A − 1 j + 2 A 1 × A = 2 1 A = A 1 j = 1 ∑ A − 1 j 2 + 2 A 1 × A 2 = 6 1 ( 2 A 2 + 1 ) = 1 2 1 ( A 2 + 2 ) Since this variance is 2 2 5 . 5 , we deduce that A = 5 2 .