Let X be a continuous random variable with density function below.
"x = \\begin{cases}\n \\frac{x}{2}, &\\text{for } 0 \u2264 x \u2264 2 \\\\\n 0, &\\text{otherwise } \n\\end{cases}"
Find E [|X-E[X]|].
Solution:
"f(x) = \\begin{cases}\n \\frac{x}{2}, &\\text{for } 0 \u2264 x \u2264 2 \\\\\n 0, &\\text{otherwise } \n\\end{cases}"
"E[X]=\\int_0^2x(\\dfrac x2)dx=\\int_0^2(\\dfrac {x^2}2)dx\n\\\\=[\\dfrac{x^3}6]_0^2\n\\\\=\\dfrac 86-0\n\\\\=\\dfrac 43"
Now, "E[|X-E[X]|]=E[|X-\\dfrac 43|]"
"=\\int_0^2|x-\\dfrac 43|(\\dfrac x2) dx\n\\\\=\\int_0^{\\frac 43}(\\dfrac 43-x)(\\dfrac x2) dx+\\int_{\\frac 43}^2(x-\\dfrac 43)(\\dfrac x2) dx"
"=\\int_0^{\\frac 43}(\\dfrac 23x-\\dfrac {x^2}2) dx+\\int_{\\frac 43}^2(-\\dfrac 23x+\\dfrac {x^2}2) dx"
"=[(\\dfrac {x^2}3-\\dfrac {x^3}6)]_0^{\\frac 43}+[(-\\dfrac {x^2}3+\\dfrac {x^3}6)]_{\\frac 43}^2"
"=[(\\dfrac {({\\frac 43})^2}3-\\dfrac {({\\frac 43})^3}6)-0]+[(-\\dfrac {2^2}3+\\dfrac {2^3}6)]-[(-\\dfrac {({\\frac 43})^2}3+\\dfrac {({\\frac 43})^3}6)]"
"=[(\\dfrac {{\\frac {16}9}}3-\\dfrac {{\\frac {64}{27}}}6)]+[-\\dfrac {4}3+\\dfrac {8}6]-[-\\dfrac {{\\frac {16}9}}3+\\dfrac {{\\frac {64}{27}}}6]"
"=[\\dfrac {16}{27}-\\dfrac {32}{81}]+[0]-[-\\dfrac {16}{27}+\\dfrac {32}{81}]\n\\\\=2[\\dfrac {16}{27}-\\dfrac {32}{81}]\n\\\\=\\dfrac {32}{81}"
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