Problem 5: Show that the probability density function of a gamma random variable inte grates to...
1. Suppose the random variable X has the following probability
density function:
Problem Set: 1. Suppose the random variable X has the following probability density function: p(x) = fcx 0sxs2 10 otherwise. ] Note this probability density function is also of the form of an unknown parameter c. (a) Determine the value of c that makes this a valid probability density function. (b) Determine the expected value of X, E[X]. (c) Determine the variance of X, V(X).
Verify that the probability density function of Γ(α,λ) inte- grates to 1.
Problem 2: 10 points A random variable, Z, has the Gamma distribution with the density: and f ()0, elsewhere. According to the notation in Probability Theory, Z has the distribution Gamma [2. Conditionally, given Zz, a random variable, U, is uniformly distributed over the interval, (0,z) 1. Evaluate the joint density function of the pair, (Z, U). Indicate where this density is positive. 2. Derive the marginal density, fU (u) 3. Find the conditional density of Z, given Uu. Indicate...
P7
continuous random variable X has the probability density function fx(x) = 2/9 if P.5 The absolutely continuous random 0<r<3 and 0 elsewhere). Let (1 - if 0<x< 1, g(x) = (- 1)3 if 1<x<3, elsewhere. Calculate the pdf of Y = 9(X). P. 6 The absolutely continuous random variables X and Y have the joint probability density function fx.ya, y) = 1/(x?y?) if x > 1,y > 1 (and 0 elsewhere). Calculate the joint pdf of U = XY...
Problem #2: Suppose that a random variable X has the following probability density function. SC(16 - x?) 0<x< 4 f(x) = 3 otherwise Find the expected value of x.
1. Let X be a continuous random variable with probability density function f(x) = { if x > 2 otherwise 0 Check that f(-x) is indeed a probability density function. Find P(X > 5) and E[X]. 2. Let X be a continuous random variable with probability density function f(x) = = { SE otherwise where c is a constant. Find c, and E[X].
is
a continuous random variable with the probability density
function
(x) = {
4x 0 <= x <= 1/2
{ -4x + 4 1/2 <= x <= 1
What is the equation for the corresponding cumulative density
function (cdf) C(x)?
[Hint: Recall that CDF is defined as C(x) = P(X<=x).]
We were unable to transcribe this imageWe were unable to transcribe this imageProblem 2. (1 point) X is a continuous random variable with the probability density function -4x+41/2sxs1 What is...
3. Let X be a continuous random variable with probability density function ax2 + bx f(0) = -{ { for 0 < x <1 otherwise 0 where a and b are constants. If E(X) = 0.75, find a, b, and Var(X). 4. Show that an exponential random variable is memoryless. That is, if X is exponential with parameter > 0, then P(X > s+t | X > s) = P(X > t) for s,t> 0 Hint: see example 5.1 in...
5. (6 pts.) Suppose the random variable X has probability density function ()if 0, ifx<0. Find the mean and variance of X. Write the equation one needs to solve to find the median m of X. Do not solve the equation, but at least simplify it enough so that it does not involve any integrals.