CHAPTER 1,2/CLO 1,2
STAT102
14. Suppose a continuous random variable x has the probability density
0<x< 1
f(x) = {k(1- x),
10,
elsewhere
(a) Find k (b) Find P(0.1 < x < 0.2) (c) P(x > 0.5) using distribution function, determine
the probabilities that (d) x is less than 0.3 (e) between 0.4 and 0.6 (f) Calculate mean and
variance for the probability density function.​

Respuesta :

a. In order for [tex]f[/tex] to be a proper density function, its integral over its domain must evaluate to 1:

[tex]\displaystyle\int_{-\infty}^\infty f(x)\,\mathrm dx=k\int_0^1(1-x)\,\mathrm dx=\frac k2=1\implies k=2[/tex]

[tex]f[/tex] also must be non-negative over its support, which is the case here.

I assume the instruction regarding the distribution function doesn't apply to parts (b) and (c).

(b) Integrate the density over the interval [0.1, 0.2]:

[tex]P(0.1<x<0.2)=\displaystyle\int_{0.1}^{0.1}2(1-x)\,\mathrm dx=0.17[/tex]

(c) Integrate the density over the interval [0.5, 1]:

[tex]P(X>0.5)=\displaystyle\int_{0.5}^12(1-x)\,\mathrm dx=0.25[/tex]

The distribution function is obtained by integrating the density:

[tex]F(x)=\displaystyle\int_{-\infty}^xf(t)\,\mathrm dt=\begin{cases}0&\text{for }x<0\\2x-x^2&\text{for }0\le x<1\\1&\text{for }x\ge1\end{cases}[/tex]

(d) Using the distribution function, we have

[tex]P(X<0.3)=F(0.3)=0.51[/tex]

(e) Using [tex]F[/tex] again, we get

[tex]P(0.4<X<0.6)=P(X<0.6)-P(X<0.4)=F(0.6)-F(0.4)=0.84-0.64=0.2[/tex]

(f) The mean is

[tex]E[X]=\displaystyle\int_{-\infty}^\infty x\,f(x)\,\mathrm dx=\int_0^12x(1-x)\,\mathrm dx=\frac13[/tex]

The variance is

[tex]V[X]=E[(X-E[X])^2]=E[X^2]-E[X]^2[/tex]

where

[tex]E[X^2]=\displaystyle\int_{-\infty}^\infty x^2\,f(x)\,\mathrm dx=\int_0^12x^2(1-x)\,\mathrm dx=\frac16[/tex]

so that the variance is

[tex]V[X]=\dfrac16-\left(\dfrac13\right)^2=\dfrac1{18}[/tex]