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Tutorial 8

1. The document provides examples of probability density functions for continuous random variables. It defines functions for X and finds constants, probabilities, expectations, variances, and cumulative distribution functions for each variable. 2. Several problems are presented involving continuous random variables with given probability density functions. These include finding constants in the functions, expectations, variances, and sketching the cumulative distribution function. 3. Continuous random variables with different probability density functions are defined, and constants, means, variances, expectations of functions of the variables, and cumulative distribution functions are determined.

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78 views

Tutorial 8

1. The document provides examples of probability density functions for continuous random variables. It defines functions for X and finds constants, probabilities, expectations, variances, and cumulative distribution functions for each variable. 2. Several problems are presented involving continuous random variables with given probability density functions. These include finding constants in the functions, expectations, variances, and sketching the cumulative distribution function. 3. Continuous random variables with different probability density functions are defined, and constants, means, variances, expectations of functions of the variables, and cumulative distribution functions are determined.

Uploaded by

Cassy
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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TUTORIAL 8 [DATE: 18/6/2020]

Continuous Probability Distribution

1. A continuous random variable X has the probability density function given by

2𝑘(𝑥 − 1) 1<𝑥≤2
𝑓 (𝑥 ) = { 𝑘 (4 − 𝑥 ) 2<𝑥≤4
0 otherwise

where 𝑘 is a constant.
1
(a) Show that 𝑘 = 3.
𝟓
(b) Find 𝑃(𝑋 ≤ 3). [Answer: 𝟔]
(c) Compute 𝐸 (3𝑋 + 2). [Answer: 9]
(d) Find the cumulative distribution function of X, 𝐹(𝑥 ).

2. The probability density function of a continuous random variable is given by

𝑘(4 − 9𝑥 ) , 0≤𝑥≤6
𝑓 (𝑥 ) = {
0, otherwise

Find:
𝟏
(a) k. [Answer: − 𝟏𝟑𝟖]
𝟑𝟕𝟔
(b) 𝐸 (2𝑋 + 8). [Answer: ]
𝟐𝟑
𝟖𝟓𝟖
(c) 𝑉𝑎𝑟(𝑋). [Answer: 𝟓𝟐𝟗]
(d) the cumulative distribution function.

3. The probability density function of a continuous random variable is given by

𝑘 − 0.25𝑥, 0≤𝑥≤4
𝑓 (𝑥 ) = {
0, otherwise

Find:
𝟑
(a) k. [Answer: 𝟒]
𝟐
(b) 𝐸 (𝑋). [Answer: 𝟑]
𝟕
(c) 𝐸 (5𝑋 − 1). [Answer: 𝟑]
(d) the cumulative distribution function.

4. A continuous random variable X has a probability density function 𝑓 (𝑥) where

𝑘 (4 − 𝑥 ), 0≤𝑥≤2
𝑓 (𝑥 ) = {𝑘, 2<𝑥≤6
0, otherwise
𝟏
(a) Find the value of k. [Answer: 𝟏𝟎]
(b) Sketch the graph of the probability function 𝑓 (𝑥 ).
𝟑𝟐
(c) Find the mean and standard deviation of X. [Answer: 𝟏𝟓, 1.7461]
5. The duration of telephone calls received at a control centre in a month is modelled by a random
variable X. The probability density function of X is given as

𝑐𝑥 0≤𝑥<1
𝑓 (𝑥 ) = { 𝑐 (2 − 𝑥 ) 1 ≤ 𝑥 ≤ 2
0 otherwise

(a) Find the constant value of c. [Answer:1]


𝟏
(b) Calculate the variance if the mean of the distribution is 1. [Answer: 𝟔]

6. (a) A continuous random variable Y has a probability density function 𝑔(𝑦) where

1
𝑔 (𝑦 ) = {2 (2 − 𝑦 ) 0≤𝑦≤2
0 otherwise
𝟐 𝟐
(i) Find the expected value and the variance of Y. [Answer: , ]
𝟑 𝟗
𝟏𝟏 𝟖
(ii) Find 𝐸 (2𝑌 − 5) and 𝑉𝑎𝑟(3 + 2𝑌). [Answer: − , 𝟗]
𝟑

(b) A continuous random variable X has the following probability density function 𝑓(𝑥 )

1
2𝑐(1 − 𝑥 ) 0≤𝑥≤
2
𝑓 (𝑥 ) = 1
2𝑐𝑥 <𝑥≤1
2
{0 otherwise

where c is a constant. Find


𝟐
(i) the value of c. [Answer: 𝟑]
𝟕
(ii) 𝑃 (0.3 ≤ 𝑋 ≤ 0.6) [Answer: 𝟑𝟎]

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