Tutorial 2
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danTutorial 2
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danMATHEMATICAL STATISTICS Tutorial Exercises 2
Exercises which are taken from the text book, Wackerly, D.D. et.al. Mathematical
Statistics with Applications are marked with their exercise number in the textbook
in brackets.
1. If a continuous random variable X has probability density function:
kx, 0≤x≤5
(
f (x) =
0 elsewhere
find k and the mean of X.
2. The random variable X has probability density function
f (x) = 6x(1 − x) 0 ≤ x ≤ 1.
Find the distribution function of X and P (X ≥ 0.6).
[4.96] 3. Suppose that a random variable Y has a probability density function given by
ky 3 e−y/2 y>0
(
f (y) =
0 elsewhere
Find the value of k that makes f (y) a density function
4. Identify the distributions of the random variables with the following moment
generating functions.
1
M (t) =
1 − 2t
M (t) = e4t(1+t)
1 2
M (t) =
1−t
[4.149] 5. Find P |Y − µ| ≤ 2σ) for a uniform random variable. Compare with the
corresponding probabilistic statements given by Tchebysheff’s theorem and
the empirical rule.
[4.150] 6. Find P |Y − µ| ≤ 2σ) for an exponential variable. Compare with the
corresponding probabilistic statements given by Tchebysheff’s theorem and
the empirical rule.
