2.4.10 A random variable Xhas its mgf given by Mx(t) e (5 - 4e')1 for t<...
3. Let X be a random variable and denote by Mx(t) its MGF. Prove that, for any t > 0, we have P[X >Mx(t)e
(3 marks) The moment generating function of a random variable X is given by MX(t) = 24 20 < - In 0.6. Find the mean and standard deviation of X using its moment generating function.
EXERCISES the mgf of the random variable X, find P(x < 5.23). d so that P(e < X < d) = 0.95 3.3.1. If (1-2t)-6, t<½, is V3. .3.2. If X is χ2 (5), determine the constants c and and P(X < c) = 0.025.
The moment generating function (MGF) for a random variable X is: Mx (t) = E[e'X]. Onc useful property of moment generating functions is that they make it relatively casy to compute weighted sums of independent random variables: Z=aX+BY M26) - Mx(at)My (Bt). (A) Derive the MGF for a Poisson random variable X with parameter 1. (B) Let X be a Poisson random variable with parameter 1, as above, and let y be a Poisson random variable with parameter y. X...
3. Let X be a random variable and denote by Mx(t) its MGF. Prove that, for any t > 0, we have
3. Let X be a random variable and denote by Mx(t) its MGF. Prove that, for any t > 0, we have
The mgf of a random variable X has the following form: e-8t et 5 Mx(t) = 0.64 . Find ElYX). Answer:-0.2
2. A random variable X has a cdf given by F(x) = 1 . x < 0 0 < x < 1 <3 x > 3 11, (f) What is P(X = 1)? (g) Find E(X), the expectation of X. (h) Find the 75th percentile of the distribution. Namely, find the value of 70.75 SO that P(X < 70.75) = F(710.75) = 0.75. (i) Find the conditional probability P(X > X|X > 3).
Example 46. Let X be a random variable with PDF liſa - 1), 1<a < 3; f(a) = { à(5 – a), 3 < x < 5; otherwise. Find the CDF of X. @ Bee Leng Lee 2020 (DO NOT DISTRIBUTE) Continuous Random Var Example 46 (cont'd). Find P(1.5 < X < 2.5) and P(X > 4).
1. The probability distribu able X is given as follows: ition function for a certain random vari- f(0) = Tox<0 4 302 0 < < 1 > 1. (a) Find P(x > 3). (b) Find the cdf, F(x). (c) Find the mean and variance.
Let X be an exponential random variable such that P(X<26) = P(X > 26). Calculate E[X|X > 28]. Answer: CHECK