Question

Let X be a random variable with probability density function f(x) = { λe^(−λx) 0 ≤ x < ∞

0 otherwise } for some λ > 0.

a. Compute the cumulative distribution function F(x), where F(x) = Prob(X < x) viewed as a function of x.

b. The α-percentile of a random variable is the number mα such that F(mα) = α, where α ∈ (0, 1). Compute the α-percentile of the random variable X. The value of mα will be a function of α and λ.

c. Let X be the random variable. For any a > 0 and b > 0, compute Prob(X > a + b|X > a)

Answer #1

Let X have exponential density f(x) = λe−λx if x >
0, f(x) = 0 otherwise (λ > 0). Compute the moment-generating
function of X.

Let X be a random variable with probability density function
fX(x) given by fX(x) = c(4 − x ^2 ) for |x| ≤ 2 and zero
otherwise.
Evaluate the constant c, and compute the cumulative distribution
function.
Let X be the random variable. Compute the following
probabilities.
a. Prob(X < 1)
b. Prob(X > 1/2)
c. Prob(X < 1|X > 1/2).

Let the probability density function of the random variable X be
f(x) = { e ^2x if x ≤ 0 ;1 /x ^2 if x ≥ 2 ; 0 otherwise}
Find the cumulative distribution function (cdf) of X.

Let X be the random variable with probability density function
f(x) = 0.5x for 0 ≤ x ≤ 2 and zero otherwise. Find the
mean and standard deviation of the random variable X.

A continuous random variable X has the following
probability density function F(x) = cx^3, 0<x<2 and 0
otherwise
(a) Find the value c such that f(x) is indeed
a density function.
(b) Write out the cumulative distribution function of
X.
(c) P(1 < X < 3) =?
(d) Write out the mean and variance of X.
(e) Let Y be another continuous random variable such
that when 0 < X < 2, and 0 otherwise. Calculate
the mean of Y.

Let X be a random variable with probability density function
fX(x) = {c(1−x^2)if −1< x <1, 0 otherwise}.
a) What is the value of c?
b) What is the cumulative distribution function of X?
c) Compute E(X) and Var(X).

Let X be a random variable with probability density function
f(x) = {3/10x(3-x) if 0<=x<=2
.........{0 otherwise
a) Find the standard deviation of X to four decimal
places.
b) Find the mean of X to four decimal places.
c) Let y=x2 find the probability density function
fy of Y.

The random variable X has probability density function:
f(x) =
ke^(−x) 0 ≤ x ≤ ln 2
0 otherwise
Part a: Determine the value of k.
Part b: Find F(x), the cumulative distribution function of X.
Part c: Find E[X].
Part d: Find the variance and standard deviation of X.
All work must be shown for this question. R-Studio should not be
used.

The probability density function for a continuous random
variable X is given by
f(x) =
0.6 0<X<1
=
0.10(x) 1 ≤X≤ 3
=
0 otherwise
Find the 85th percentile value of X.

2. Let the probability density function (pdf) of random variable
X be given by:
f(x) = C (2x -
x²),
for
0< x < 2,
f(x) = 0,
otherwise
Find the value of
C.
(5points)
Find cumulative probability function
F(x)
(5points)
Find P (0 < X < 1), P (1< X < 2), P (2 < X
<3)
(3points)
Find the mean, : , and variance,
F².
(6points)

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