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Tut 5-1

This document consists of a tutorial with various problems related to continuous and discrete random variables, focusing on calculating probability density functions, moment generating functions, means, variances, and moments. It includes exercises on specific distributions, such as a fair die and other defined probability functions. The tutorial aims to enhance understanding of statistical concepts through practical applications.

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homerks89
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7 views1 page

Tut 5-1

This document consists of a tutorial with various problems related to continuous and discrete random variables, focusing on calculating probability density functions, moment generating functions, means, variances, and moments. It includes exercises on specific distributions, such as a fair die and other defined probability functions. The tutorial aims to enhance understanding of statistical concepts through practical applications.

Uploaded by

homerks89
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Tutorial 5

1. A continuous random variable has probability density function

f ( x )=6 ( x−x 2 ) , 0 ≤ x ≤ 1.
Find mean and variance and also find P ¿.
2. If X denotes the outcome when a fair die is tossed, Find the moment generating function of
X and hence find the mean and variance of X.
3. Find the moment generating function of a random variable X having density function

Use the generating function to find the first four moments about the origin.
4. The probability distribution of a random variable X is given as follows:

X=xi 0 1 2 3 4 5 6 7
pi 0 0.1 0.2 0.2 0.3 0.01 0.02 0.17
Calculate first four raw and central moments.

5. Find the moment generating function of random variable having the following

{
x ; 0≤ x ≤1
probability density function f ( x )= 2−x ; 1 ≤ x <2 . Also find the mean and variance.
0 ; otherwise
6. Let be a random variable with the following probability density function
X
1
f ( x )= x , x =1, 2 , 3 ,⋯ . Find the moment generating function about origin. Hence, find
2
the mean and variance of X .
7. Find the moment generating function of random variable having the following

{
1
2;0≤ x ≤
probability density function f ( x ) = 2 . Also find the mean and variance.
0 ; otherwise

8. The first four moments of a distribution about the value 4 are - 1.5, 17, -30 and 108.
Calculate the moments about the mean.a
3
9. If a random variable has the moment generating function M t = , obtain the mean
3−t
and standard deviation.
10. Find the moment generating function of random variable having the following

{
1
2;0≤ x ≤
probability density function f ( x )= 2 . Also find the mean and variance.
0 ; otherwise

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