Average distance on an interval

X1X_1 and X2X_2 are two independent draws from a continuous Uniform distribution on [2,8][2, 8]. What is the expected gap between them, EX1X2E|X_1 - X_2|? Give a decimal to two places.

Show hints (2)+
  1. The signed difference averages 00 — you need the absolute gap.
  2. For two i.i.d. Uniform[a,b][a,b] draws, EX1X2=(ba)/3E|X_1-X_2| = (b-a)/3.

Answer

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2 (± 0.01)

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Asked at: IMC, SIG

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