Search

AMM problem 12450

This is AMM problem 12450 that I solved with my friends Satvik Saha and Sohom Gupta.


Problem Statement -
Let n be an odd positive number, and suppose that x1,,xn are chosen randomly and uniformly from the interval [0,1]. For 1in, let yi=xixi2. What is the expected value of the median of {y1,,yn}?


Solution -
Let g(x)=xx2 on [0,1], and let

h(y)=114y2

be the inverse of the g restricted to [0,1/2].

Let XU(0,1), and set Y=g(X).

Then, by symmetry, Y has density 

fY(y)=2fX(h(y))ddyh(y)=2h(y)

from which it follows that the cdf of Y on [0,1/4] is FY(y)=2h(y). From an iid sample y1,,ynFY where n=2k+1, the sample median ξ=y[k+1] has density

fξ(ξ)=n!(k!)2FY(ξ)k(1FY(ξ))kfY(ξ)=n!(k!)2(2h(ξ))k(12h(ξ))k2h(ξ)

and hence, the expected value of the median is

E[ξ]=ξfξ(ξ)dξ=01/4n!(k!)2ξ(2h(ξ))k(12h(ξ))k2h(ξ)dξ=01n!(k!)2g(x/2)xk(1x)kdx=01n!(k!)2[x2x24]xk(1x)kdx=n!(k!)2[k!(k+1)!2(n+1)!k!(k+2)!4(n+2)!]=3n+516n+32

which is the final answer.

No comments:

Post a Comment

Infinitely many Proofs of Pythagoras' Theorem

This post is inspired by an MSE question and the brilliant answers that it received. However, it can be understood independently. Everythin...