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The mode of a continuous random variable having density fis the value of xfor which f(x)attains its maximum. Compute the mode of xin cases (a),(b)and (c)of Theoretical Exercise5.13

Short Answer

Expert verified

a) Here we easily see that function fassumes the maximal value of might >b-a-- at every point of the interval (a,b), so the mode is every point of the interval (a,b)

b) The only mode is x=μsince it is the only maximum function f

c) The mode of Exponential distribution is 0.

Step by step solution

01

Given Information (part a)

Uniformly distributed over(a,b)

02

Explanation (part a)

(a,b)The density function of a Uniform distribution on the interval (a,b)is

f(x)=1b−a,x∈(a,b)0,x∉(a,b)

Here we easily see that function f assumes the maximal value of might>b-a--lin every point of the interval (a,b)so the mode is every point of the interval

03

Final Answer (part a)

Here we easily see that function f assumes the maximal value of might>b-a- lin every point of the interval (a,b)so the mode is every point of the interval(a,b)

04

Given Information (part b)

Normal with parametersμ,σ2

05

Explanation (part b)

The Normal distribution with parameters μandσ2has density function

f(x)=1σ2πe−(x−μ)22σ2

By differentiating, we obtain that

Observe that the expression above is equal to zero if and only if

X=μ

Hence, the only mode isx=μsince it is the only maximum of a functionf

06

Final Answer (part b)

The only mode ix=μsince it is the only maximum of the functionf

07

Given Information (part c)

Exponential with rate λ.

08

Explanation (part c)

The density function of Exponential distribution with parameterλis

f(x)={λe−λx,x≥00,x<0

Let's show that there are no stationary points on an open interval (0,∞)

We have that,

dfdx=−λ2e−λx

Observe that for all x∈(0,∞)we have that f'<0, so there is no stationary point on that interval. Furthermore, because of the fact that the first derivative is negative, fit decreases during that interval. On the other hand, f is equal to zero (-∞,0). So, the maximum is assumed in value0 Hence, the mode of Exponential distribution is 0

09

Step 9: Final Answer (part c)

The mode of Exponential distribution is 0.

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