Chapter 5: Problem 8
The lifetime in hours of an electronic tube is a random variable having a probability density function given by $$ f(x)=x e^{-x} \quad x \geq 0 $$ Compute the expected lifetime of such a tube.
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Chapter 5: Problem 8
The lifetime in hours of an electronic tube is a random variable having a probability density function given by $$ f(x)=x e^{-x} \quad x \geq 0 $$ Compute the expected lifetime of such a tube.
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Verify that the gamma density function integrates to 1 .
Compute the hazard rate function of a Weibull random variable and show it is increasing when \(\beta \geq 1\) and decreasing when \(\beta \leq 1\).
If \(Z\) is a standard normal random variable, show that for \(x>0\)
(a) \(P[Z>x\\}=P\\{Z<-x\\}\);
(b) \(P\\{|Z|>x\\}=2 P[Z>x\\}\);
(c) \(P\\{|Z|
Compute the hazard rate function of a gamma random variable with parameters \((t, \lambda)\) and show it is increasing when \(t \geq 1\) and decreasing when \(t \leq 1\).
Let \(X\) be a random variable that takes on values between 0 and \(c\). That is, \(P\\{0 \leq X \leq c\\}=1\). Show that $$ \operatorname{Var}(X) \leq \frac{c^{2}}{4} $$ HINT: One approach is to first argue that $$ E\left[X^{2}\right] \leq c E[X] $$ Then use this to show that $$ \operatorname{Var}(X) \leq c^{2}[\alpha(1-\alpha)] \quad \text { where } \quad \alpha=\frac{E[X]}{c} $$
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