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Ainat [17]
4 years ago
11

Let x be a random variable that takes integer values and is symmetric, that is, p(x = k) = p(x = âk) for all integers k. what is

the expected value of y = cos(xÏ) and y = sin(xÏ)?
Mathematics
1 answer:
Elanso [62]4 years ago
7 0
Without knowing how X is distributed, or what its PMF happens to be, we can't completely answer the question. However, recall that

\cos(-kx)=\cos kx
\sin(-kx)=-\sin kx

If Y=\cos(\pi X), then

\mathbb E[Y]=\displaystyle\sum_{k\in\mathbb Z}\cos(k\pi)\,\mathbb P(X=k)

By the symmetry of X,

\mathbb E[Y]=\mathbb P(X=0)+2\displaystyle\sum_{k\ge1}\cos(k\pi)\,\mathbb P(X=k)

Splitting on the even and odd k, and using the fact that \cos(k\pi)=(-1)^k for k\in\mathbb Z, we can write this as

\mathbb E[Y]=\mathbb P(X=0)+2\displaystyle\sum_{\ell\ge1}\bigg(\mathbb P(X=2\ell)-\mathbb P(X=2\ell-1)\bigg)

but without knowing how X is distributed, we can't go any further as far as I'm aware.

For Y=\sin(\pi X), we would have

\mathbb E[Y]=\mathbb E[\sin(\pi X)]=\displaystyle\sum_{k\in\mathbb Z}\sin(k\pi)\,\mathbb P(X=k)

but \sin(k\pi)=0 for all integers k. Thus \mathbb E[\sin(X\pi)]=0.
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