Answerkey 3
Answerkey 3
1. Suppose X is a random variable with the uniform distribution on [0; c], with
some positive constant c. That is, X is a continuous random variable with
Probability Density Function (PDF) given by
fX (x) = 0 for x < 0
1
= for 0 x c
c
= 0 for x > c:
Zc
1 c
E(X) = x dx =
c 2
0
Zc
1 c 2 1 2.
V ar(X) = E(X 2 ) E(X)2 = x2 dx = c
c 2 12
0
Zc
1 1 n
E(X n ) = xn dx = c
c n+1
0
1
2. Suppose X is a random variable with the uniform distribution on [ c; c], with
some positive constant c. That is, X is a continuous random variable with
Probability Density Function (PDF) given by
1
fX (x) = for c x c
2c
= 0 otherwise :
E(X) = 0
Zc
1 1
V ar(X) = E(X 2 ) E(X)2 = x2 dx = c2
2c 3
c
Zc
n 1 1
E(X ) = xn dx = cn+1 ( c)n+1
2c 2c(n + 1)
c
2
(a) Let Y = X 2 . Find the Probability Mass Function (PMF) of Y .
1
fY (y) = at y = 1
6
2
= at y = 4
6
3
= at y = 9
6
= 0 otherwise
p
(b) Calculate E( X).
p Xp 1 1p 1p
E( X) = xfX (x) = + 2+ 3
x
6 3 2
X 1 1 1
E(X n ) = xn fX (x) = 1n + 2n + 3n
x
6 3 2
F4. Let the random variable Z0 follow a normal distribution with the mean 0,
and the variance of Z0 is unknown.
(a) Can you …nd P (Z0 = 0)? Why or why not? If you can, what is
P (Z0 = 0)? Yes, it is zero. Z0 follows the normal distribution, so it
is a continuous random variable.
(b) Can you …nd P (Z0 0)? Why or why not? If you can, what is P (Z0
0)? Yes, it is 1=2 (by the symmetry).
Let the random variable Z1 follow a normal distribution with the mean 0 and
the variance 1, and Z2 follow a normal distribution with the mean 1 and the
variance 1.
3
(e) What is P (0 < Z2 < 1)? Note that Z2 = Z1 + 1 and Z1 has the standard
normal distribution.
P (0 < Z2 < 1) = P (0 1 < Z2 1 < 1 1) = P ( 1 < Z2 1 < 0) =
P ( 1 < Z1 < 0) = P (Z1 < 0) P (Z1 < 1) = 0:5 0:1587
From the standard normal table, you may …nd that
P (Z1 < 1) = P (Z1 > 1) = 1 P (Z1 < 1) = 1 0:8413 = 0:1587.
(In this problem, you may want to explore the standard normal table)