Scribd
Upload
34 views1 page

Maths Fire

This document discusses probability and random processes and contains examples of testing if a function can be a probability density function, finding the probability density function and mean of a continuous random variable given its cumulative distribution function, finding the variance of a random variable and a linear transformation of that variable given expectations, and finding the moment generating function of a linear transformation of a random variable given the original moment generating function.

Uploaded by

saravanan.9344308178
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
34 views1 page

Maths Fire

This document discusses probability and random processes and contains examples of testing if a function can be a probability density function, finding the probability density function and mean of a continuous random variable given its cumulative distribution function, finding the variance of a random variable and a linear transformation of that variable given expectations, and finding the moment generating function of a linear transformation of a random variable given the original moment generating function.

Uploaded by

saravanan.9344308178
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 1

MA1451-Probability and Random Processes Dept.

of ECE 2023-2024

 x , −1 x  1
9 Test whether f ( x) =  can be the probability density function of a
 0, otherwise
continuous random variable?
Solution:

The given function f ( x) is a probability density function, if f ( x)  0, x and  f ( x ) dx = 1
−
 1 1

 f ( x ) dx =  x dx = 2 x dx
− −1 0
1
 x2 
= 2   = 1− 0 = 1
 2 0
 Yes, f ( x) can be the probability density function of a continuous random variable.
 0, x0
10 The CDF of a continuous random variable is given by F ( x ) =  x .
−
1 − e 5 , 0  x  
Find the PDF of X and mean of X.
Solution:
0, x0
d 
PDF = f ( x) =  F ( x)  =  1 − x
dx  e , x0
5
5
 
1 − 5x
E ( X ) =  xf ( x) dx =  xe dx
− 0
5

  −x    −x
1 e 5  
25 e 5
=  ( x)   =  − (1)  1
=5.
5  −1  5
 
  5   0   25
11 Let X be a random variable with E(X) = 1, E(X(X-1)) = 4. Find Var (X), Var (3+2X).
Solution: Given
E ( X ) =1
E ( X ( X − 1) ) = 4  E( X 2 − X ) = 4
E( X 2 ) − E( X ) = 4  E ( X 2 ) −1 = 4  E( X 2 ) = 5
Var ( X ) = E X 2 ( ) − ( E ( X ))
2
= 5 −1 = 4
Var ( 3 + 2 X ) = (2) 2 Var ( X ) = 4  4 = 16 Var ( aX + b ) = a 2 Var ( X )
1
12 Let M X ( t ) = , t  1 , be the MGF of RV X. Find the MGF of Y = 2 X + 1 .
1− t
Solution:
M Y (t ) = M 2 X +1 (t ) = et M X (2t )  M aX +b (t ) = ebt M X (at ) 
 1  et
 M X (at ) =  M X (t ) t →at 
=e  t
= .
1 − t  t →2t 1 − 2t

St. Joseph’s College of Engineering 4

You might also like