Lecture 12
Lecture 12
Pradeep Boggarapu
Department of Mathematics
BITS PILANI K K Birla Goa Campus, Goa
February 4, 2025
Corollary 0.3.
Var [X ] = E [X 2 ] ↑ (E [X ])2 .
Example 1.
Find E [X ] and Var (X ) when the density function of X is
#
2x if 0 ↓ x ↓ 1
f (x) =
0 otherwise.
Finda
I find
-
2
E( o
=
= =
wit =
1.
VM = E(4-E" =
Y -
( =
= -
& =2
Fig .
Problem
Example 2.
The density function of X is given by
!
1 if 0 → x → 1
f (x) = -
0
-
otherwise,
Ex = emd =
je
= ! =
( -)
Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 4, 2025 8 / 20
Rules for variance
Theorem 0.4.
Let X and Y be two continuous random variables and c
be any real number.
1 Var [c] = 0
2 Var [cX ] = c 2 Var [X ] 7
mX (t) = E [e tX ]
Theorem 0.6.
If mX (t) is the moment generating function for a random
variable X , then the kth moment of X is given by
k d k mX (t) ""
E [X ] = " .
dt k t=0
Ib
aNath
Example 3. T
=)Ex =
)
c= =
=
Ja
Ex =
Bord = ab
=
Fas (B-d) =
Situ
My(t) = Elety) =
Problems
Example 4.
Let X be a nonnegative continuous random variable, then
! → &
Ec =
Sofiad
Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 4, 2025 13 / 20
japxy] dy = -P]
consider
dy ( :.Ps
5d)
=
On
as
a
= (d) du
us X30
Standard examples of continuous random variables
Uniform distribution
Theorem 0.8.
Let X be uniformly destributed over an interval (a, b)
then
a+b -
1 The mean is given by µ = .
2
2
2
Var (X ) = ω =
(b → a)2
12 Ei b→a
and ω = ↔ .-
2 3
Mya 1 =
Example 5.
If X is uniformly distributed over (0, 10), calculate (a)
P(X-- < 3), (b) P(X > 6), and (c) P(3 < X < 8).-
Example 6.
Buses arrive at a specified stop at 15-minute intervals
starting at 7 A.M. That is, they arrive at 7, 7:15, 7:30,
7:45, and so on. If a passenger arrives at the stop at a
time that is uniformly distributed between 7 and 7:30, find
the probability that he waits
(a) less than 5 minutes for a bus;
(b) more than 10 minutes for a bus.
Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 4, 2025 17 / 20
at the bug stop
Let X denote the time that the passenger arrives
.
X- V(7 , 7: 30
# as
7 : 10 to 7 ! 15
7 : 25 to 7: 30
=
③ Y3
Problems
Example 7.
Consider a random chord of a circle and assume that the
length of the chord is uniformly distributed over (0, d)
where d is the diameter of the circle. What is the
probability that the length of the chord will be greater
than the side of the equilateral triangle inscribed in that
circle ?
Example 8.
A stick of length 1 unit is split at a point U that is
uniformly distributed over (0, 1). Determine the expected
length of the piece that contains a fixed point
p, 0 → p → 1.
Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 4, 2025 18 / 20
# - V = length of he
Piece
↓
·
-
1- u
I Ethere
P U~ U(0 , 1)
[Y
I it he
2(x =
by
f(u) = 10, 17
=Lin
E(L(r) flu d
jecultivid Ship du
=>
=
Sudu
P
=
S-f-vidu +
Problems
= -+
-
·
Example 9.
If X → U(0, 1) and a < b, then find the distribution of
Y = a + (b ↑ a)X .
S it
So
-
I
Ey (y) =
~
PEY1y] Pla + B-ax-Y]
Fy(y)
=
=
=
P[b-aX = Y-a]
Pradeep Boggarapu (Dept. of Maths) Probability and Statistics February 4, 2025 19 / 20
= I
if y-9
Ja
Y
-
y
-
Ba
9
-
-
a
971
< 0
-(01)
Se ↓
y = (a ,
Yzb
b)
Sa I
if y
S Fig)
[a
Beca Yw()
=
it y >b