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Let X be uniformly distributed in the unit interval [0,1]. Consider the random variable Y = g(X), where (1, if x 1/3, g(x)= 2, ifx>1/3
Let X be uniformly distributed in the unit interval [0,1]. Consider the random variable Y = g(X), where (1, if x 1/3, g(x)= 2, ifx>1/3 Find the expected value of Y by first deriving its PMF (probability mass function). Verify the result by computing the expectation of Y directly using the PDF (probability density function) of X
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