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UIUC STAT 400 - 400Ex3_1ans

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STAT 400 Lecture AL1 Answers for 3.1 Spring 2015 Dalpiaz 1. Let X be a continuous random variable with the probability density function f ( x ) = k  x , 0  x  4, f ( x ) = 0, otherwise. a) What must the value of k be so that f ( x ) is a probability density function? 1) f (x)  0, 2)  1d xxf .   402140ddd1 xxkxx k xxf  316043223kxk .  k = 163 = 0.1875. b) Find the cumulative distribution function of X, F X ( x ) = P ( X  x ). F X ( x ) = P ( X  x ) =  x dyyf . x  0 F X ( x ) = 0. 0  x  4 F X ( x ) = 2323081032163163xxyyy x d  . x  4 F X ( x ) = 1.c) Find the probability P ( 1  X  2 ). P ( 1  X  2 ) =  21dxxf = 1232163d1632321 xxx    0.22855. OR P ( 1  X  2 ) = F X ( 2 ) – F X ( 1- ) = 2323181281   0.22855. d) Find the median of the distribution of X. That is, find m such that P ( X  m ) = P ( X  m ) = 1/2.  2323081032163d163d21 m mx xx xxf m m  . 234 m . m = 324  2.51984. e) Find the 30th percentile of the distribution of X. That is, find a such that P ( X  a ) = 0.30.  2323081032163163300 aax xx xxf a d a d .  . 2342 a . . a = 324.2  1.79256.f) Find X = E ( X ). E ( X ) =  402340d163d163d)(Xxxxxxxxfx . = 045216325 x = 2.4. g) Find X = SD ( X ). Var ( X ) =   240252224.2d163Xd)(X xxxxfx  =  2274.20472163 x  = 1.09714. X = SD ( X ) =  09714.1Var X  = 1.04745. 2. Let X be a continuous random variable with the cumulative distribution function F ( x ) = 0, x < 0, F ( x ) = 83  x, 0  x  2, F ( x ) = 1 – 2 1x, x > 2. a) Find the probability density function f ( x ). f ( x ) = F' ( x ).x < 0 f ( x ) = F' ( x ) = 0, 0  x  2 f ( x ) = F' ( x ) = 83, x > 2 f ( x ) = F' ( x ) = 3 2x. b) Find the probability P ( 1  X  4 ). P ( 1  X  4 ) = F ( 4 ) – F ( 1- ) = 83 1615 = 169 = 0.5625. OR P ( 1  X  4 ) =  41xxf d = 42321 2 83xxx d d = 0.5625. c) Find X = E ( X ). E ( X ) =  2320 283)(Xμ xxxxxxxfx d d d . = 212 022832 xx  = 1 43 = 47 = 1.75. d) Find X = SD ( X ). Var ( X ) =  222X)(Xμσ d xxfx . However,  23220222 83 )( xxxxxxxfx d d d diverges. Therefore, Var ( X ) and SD ( X ) are not


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