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Tutorial 4

This document provides 10 problems involving probability density functions and expectations of random variables: 1) Find the value of c and probabilities for a random variable X with density cx^3 on [0,1]. 2) Find probabilities for the lifetime of a computer with exponential density λe^-x/100. 3) Compute the expected lifetime of an electronic tube with density a^2xe^-ax. 4) Show if the expectation of |X|^(n+1) exists, then the expectation of |X|^n exists. 5) Find the expected volume and a probability for the volume of a random sphere between radius 2 and 4.

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Parichay Thakore
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252 views

Tutorial 4

This document provides 10 problems involving probability density functions and expectations of random variables: 1) Find the value of c and probabilities for a random variable X with density cx^3 on [0,1]. 2) Find probabilities for the lifetime of a computer with exponential density λe^-x/100. 3) Compute the expected lifetime of an electronic tube with density a^2xe^-ax. 4) Show if the expectation of |X|^(n+1) exists, then the expectation of |X|^n exists. 5) Find the expected volume and a probability for the volume of a random sphere between radius 2 and 4.

Uploaded by

Parichay Thakore
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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MA 202 TUTORIAL 4

Note: All random variables are assumed to be defined on some probability space
(S, F , P ).
(1) Suppose the random variable X has the probability density function (p.d.f.)
(
cx3 if 0 6 x 6 1
f (x) =
0 else
(a) Find the value of c.
(b) Find P (1/2 < X < 3/4), P (1/2 6 X 6 3/4).
(2) The amount of time, in hours, that a computer functions before breaking
down is a continuous r.v. with p.d.f.
(
λe−x/100 if x > 0
f (x) =
0 if x < 0
(a) What is the probability that the computer will function between 50
and 150 hours before breaking down?
(b) What is the probability that it will function more than 100 hours?
(3) The lifetime, in hours, of electronic tubes is a r.v. having the p.d.f.
f (x) = a2 xe−ax , for x > 0.
Compute the expected lifetime of such a tube.
(4) Let X be a continuous r.v. with p.d.f. f (x) and let n ∈ N. Show that if
E[|X|n+1 ] exists, then E[|X|n ] exists.
(5) The radius of a sphere is a random number between 2 and 4. What is the
expected value of its volume? What is the probability that the volume is
at most 36π?
(6) Let X ∼ Exp(λ), i.e., suppose X is an exponential r.v. with parameter
λ > 0. Compute E[X], E[X 2 ], Var(X).
(7) A random variable X has the p.d.f.
(
3e−3x if x > 0
f (x) =
0 else.
Calculate E[eX ].
(8) Let X be a continuous r.v. with p.d.f. f and c.d.f. F . Assuming that E[X]
exists, show that
Z ∞ Z ∞
E[X] = [1 − F (t)]dt − F (−t)dt.
0 0
(9) Let the joint probability density function of random variables X and Y be
given by (
2 if 0 6 y 6 x 6 1,
f (x, y) =
0 else.
(a) Find the marginal probability density functions of X and Y , respec-
tively.
(b) Compute E[X], E[Y ].
(c) Are X, Y independent? Why or why not?
MA 202 TUTORIAL 4

(10) Let the joint p.d.f. of X and Y be given by


(  2

√2 exp −2y − x if x ∈ R, y > 0
2π 2
f (x, y) =
0 else.
(a) Compute the marginal p.d.f. of X.
(b) Compute the marginal p.d.f. of Y .
(c) Are the random variables X and Y independent? Why or why not?

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