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This is an example in the book (A First Course in Probability by Sheldon Ross).

A stick of length 1 is split at a point U that is uniformly distributed over (0,1). Determine the expected length of the piece that contains the point 0≤p≤1.



So, My doubt here(see the blue mark) is according to proposition g(x) is Lp(U) , what is f(x) why f(x) is not multiplied. in calculating expected value.

in Probability by Active (1.2k points)
edited by | 65 views
Because f(x) is 1/(1-0) i.e 1.(Pdf for random variable that follows uniform distribution is 1/b-a)

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