Chapter 11: Problem 1
If \(X\) is a uniform random variable on the interval \([0,10],\) find: a. the probability density function \(f(x)\) b. \(E(X)\) c. \(\operatorname{Var}(X)\) d. \(\sigma(X)\) e. \(P(8 \leq X \leq 10)\)
Short Answer
Expert verified
a. \(f(x) = \frac{1}{10}\); b. \(E(X) = 5\); c. \(\operatorname{Var}(X) = \frac{25}{3}\); d. \(\sigma(X) = \frac{5}{\sqrt{3}}\); e. \(P(8 \leq X \leq 10) = 0.2\).
Step by step solution
01
Determine the Probability Density Function
For a uniform random variable on the interval \([a, b],\) the probability density function (PDF) is given by:\[ f(x) = \frac{1}{b-a} \text{ for } a \leq x \leq b \]Since \(X\) is uniform on \([0, 10],\) we have \(a = 0\) and \(b = 10\). Plug these values into the formula:\[ f(x) = \frac{1}{10-0} = \frac{1}{10} \text{ for } 0 \leq x \leq 10 \]
02
Calculate the Expected Value \(E(X)\)
The expected value \(E(X)\) of a uniform random variable on \([a, b]\) is calculated by:\[ E(X) = \frac{a + b}{2} \]For \(X\) on \([0, 10],\):\[ E(X) = \frac{0 + 10}{2} = 5 \]
03
Find the Variance \(\operatorname{Var}(X)\)
The variance \(\operatorname{Var}(X)\) of a uniform random variable on \([a, b]\) is:\[ \operatorname{Var}(X) = \frac{(b-a)^2}{12} \]For \(X\) on \([0, 10],\):\[ \operatorname{Var}(X) = \frac{(10-0)^2}{12} = \frac{100}{12} = \frac{25}{3} \]
04
Calculate the Standard Deviation \(\sigma(X)\)
The standard deviation \(\sigma(X)\) is the square root of the variance:\[ \sigma(X) = \sqrt{\operatorname{Var}(X)} \]Using the variance calculated:\[ \sigma(X) = \sqrt{\frac{25}{3}} = \frac{5}{\sqrt{3}} \approx 2.89 \]
05
Find the Probability \(P(8 \leq X \leq 10)\)
Since \(X\) is uniformly distributed, the probability \(P(a \leq X \leq b)\) equals the length of the interval divided by \((b-a)\):\[ P(8 \leq X \leq 10) = \frac{10 - 8}{10 - 0} = \frac{2}{10} = 0.2 \]
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Probability Density Function
When working with uniform distribution, the probability density function (PDF) provides a way to describe how the probability is distributed over an interval. For a uniform random variable between two points, say \(a\) and \(b\), each value within this interval is equally probable. That's why it's called "uniform". To find the PDF for a uniform distribution, we use the formula: \[ f(x) = \frac{1}{b-a} \quad \text{for} \quad a \leq x \leq b \]This formula tells us that the probability is distributed uniformly and equally across the interval \([a, b]\).In our case, with \(X\) distributed over \([0, 10]\), the PDF simplifies to:\[ f(x) = \frac{1}{10} \quad \text{for} \quad 0 \leq x \leq 10 \]This means that every number from 0 to 10 has an equal likelihood of occurring.
Expected Value (E(X))
The expected value, often denoted \(E(X)\), serves as the "average" or "mean" outcome you'd expect from a random variable. For a uniform distribution, the expected value is simply the midpoint of the interval. The formula to calculate this is:\[ E(X) = \frac{a+b}{2} \]Here, \(a\) is the lower bound and \(b\) is the upper bound of the interval.For our exercise, where \(X\) is between 0 and 10, the expected value is:\[ E(X) = \frac{0+10}{2} = 5 \]This number, 5, is the balance point or the center of the interval, signifying where we expect \(X\) to land on average.
Variance (Var(X))
Variance, represented as \(\operatorname{Var}(X)\), measures the spread of a set of data points. In simpler terms, it tells us how much the values of a random variable differ from the expected value. For a uniform distribution, the variance is calculated by:\[ \operatorname{Var}(X) = \frac{(b-a)^2}{12} \]This formula accounts for the difference between the highest and lowest points, \(b\) and \(a\), respectively.Applying this to our uniform distribution on \([0, 10]\), we find:\[ \operatorname{Var}(X) = \frac{(10-0)^2}{12} = \frac{100}{12} = \frac{25}{3} \]This value, \(\frac{25}{3}\), indicates how the numbers in the distribution vary around the expected value.
Standard Deviation (σ(X))
Standard deviation, denoted by \(\sigma(X)\), is a measure derived from variance. It provides insight into the spread of a distribution: how much variation exists from the mean value.To find the standard deviation for a uniform distribution, we simply take the square root of the variance:\[ \sigma(X) = \sqrt{\operatorname{Var}(X)} \]Substituting the variance we computed earlier:\[ \sigma(X) = \sqrt{\frac{25}{3}} = \frac{5}{\sqrt{3}} \approx 2.89 \]This tells us that, on average, each value in the distribution is about 2.89 units away from the expected value (mean). It offers a more tangible grasp of deviation than variance, as it is in the same unit as the original data.
Probability Calculation
Calculating probabilities within a uniform distribution framework can be intuitive. Since all intervals of the same size have equal probabilities, finding the probability of a specific interval is straightforward.Suppose you need to find the probability that \(X\) falls within a sub-interval \([c, d]\) of \([a, b]\). You use:\[ P(c\leq X \leq d) = \frac{d-c}{b-a} \]For our example, the probability that \(X\) lies between 8 and 10 is:\[ P(8 \leq X \leq 10) = \frac{10-8}{10-0} = \frac{2}{10} = 0.2 \]So, there's a 20% chance that a value drawn from \(X\) will be between 8 and 10. This simple proportion reflects the equal likelihood of all sub-intervals in a uniform distribution.