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Statistical parameters using probability density function

Given probability density function, p(x)p(x)

p=2x/b2 p = 2x/b^2, 0<x<b0 < x < b

The mean value of xx is estimated analytically:

x=0bxp(x)dx=0b2x2/b2=2x3/3b20b=2b3/3b2=2b/3\overline{x} = \int\limits_0^b x\, p(x)\, dx = \int\limits_0^b 2x^2/b^2 = \left. 2x^3/3b^2\right|_0^b =2b^3/3b^2 = 2b/3

the median

median: 0mp(x)dx=1/2=0m2x/b2dx=x2/b20m=m2/b2=1/2 \int\limits_0^m p(x)\,dx = 1/2 = \int\limits_0^m 2x/b^2\,dx = \left. x^2/b^2 \right|_0^m = m^2/b^2 = 1/2, m=b/(2)m = b/\sqrt(2)

the second moment

second moment: x(2)=0bx2p(x)dx=0b2x3/b2=x4/2b20b=b4/2b2=b2/2x^{(2)} = \int\limits_0^b x^2\, p(x)\, dx = \int\limits_0^b 2x^3/b^2 = \left. x^4/2b^2\right|_0^b =b^4/2b^2 = b^2/2

the variance is the second moment less the squared mean value

var(x)=x(2)x2=b2/24b2/9=b2/18var(x) = x^{(2)} - \overline{x}^2 = b^2/2 - 4b^2/9 = b^2/18

from pylab import *
import numpy as np
def p(x,b):
    return 2*x/(b**2)
b = 2
x = linspace(0,b,200)
y = p(x,b) 
plot(x,y)
xlabel('$x$')
ylabel('$p(x)$')
<Figure size 640x480 with 1 Axes>
# approximate using the numerical integration
print(trapz(y*x,x))
print(2.*b/3)
1.3333501679250523
1.3333333333333333
print(trapz(y*x**2,x))
print(b**2/18)
2.000050503775157
0.2222222222222222
import sympy
sympy.var('x,b,p,m')
p = 2*x/b**2
print (p)
2*x/b**2
sympy.integrate(p*x,(x,0,b))
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sympy.integrate(p*x**2,(x,0,b))
Loading...
sympy.integrate(p,(x,0,m))
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sympy.solve(m**2/b**2 - 0.5,m)
[-0.707106781186548*b, 0.707106781186548*b]