4 ms·
(As is the expectation of a uniform distribution in the first place. From the PDF for the uniform distribution (1/(b - a) for x ∈ [a,b], zero elsewhere) and the
by jasomill 3y ago
(As is the expectation of a uniform distribution in the first place. From the PDF for the uniform distribution (1/(b - a) for x ∈ [a,b], zero elsewhere) and the definition of EV as the integral of the product of the identity map and the PDF over the reals,
EV[x, DI[x, UD[{a,b}]]]
== Integrate[x * Piecewise[{
{1/(b - a), a <= x <= b},
{0, x < a || x > b}}],
{x, -∞, ∞}]
== Integrate[x * 1/(b - a), {x, a, b}]
== ((b^2/2) - (a^2/2)) / (b - a)
== (a + b)/2
so for a = 0,
== b/2
no matter how many nested integrals it takes to define the real number b.)