Tagged Questions
4
votes
1answer
148 views
Expected Value of a Randomly decreasing function
We are asked to find the expected value of the following function
RDF(N, K)
for i = 1 to K
do N = random(N)
return N
...
2
votes
2answers
102 views
Integral of a random function
How is it possible to evaluate the integral:
$$I(\mu,\sigma)=\int_0^{2\pi}\sin(\omega t)^2dt$$
where $\omega$ is a random variable having a normal distribution $N(\mu,\sigma)$?
What is the $pdf$ of ...
1
vote
1answer
34 views
Variance of Matrix Trace
Given a random variables $X \in \mathbb{R}^n$, and a constant real matrix $Z$, how can the variance given by $Var[Tr(ZXX^T)]$ be calculated? Note that $Z$ is p.s.d and $X$ is $N (0,C)$.
