Chapter 1: Problem 6
For each of the following pdfs of \(X\), find \(P(|X|<1)\) and
\(P\left(X^{2}<9\right)\).
(a) \(f(x)=x^{2} / 18,-3
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Chapter 1: Problem 6
For each of the following pdfs of \(X\), find \(P(|X|<1)\) and
\(P\left(X^{2}<9\right)\).
(a) \(f(x)=x^{2} / 18,-3
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Find the mean and variance, if they exist, of each of the following
distributions.
(a) \(p(x)=\frac{3 !}{x(3-x) !}\left(\frac{1}{2}\right)^{3}, x=0,1,2,3\), zero
elsewhere.
(b) \(f(x)=6 x(1-x), 0
Let \(X\) have the cdf \(F(x)\) that is a mixture of the continuous and discrete types, namely $$F(x)=\left\\{\begin{array}{ll}0 & x<0 \\\\\frac{x+1}{4} & 0 \leq x<1 \\ 1 & 1 \leq x\end{array}\right.$$ Determine reasonable definitions of \(\mu=E(X)\) and \(\sigma^{2}=\operatorname{var}(X)\) and compute each.
Let \(X\) be a random variable of either type. If \(g(X) \equiv k\), where \(k\) is a constant, show that \(E(g(X))=k\).
Let \(X\) be a random variable such that \(E\left[(X-b)^{2}\right]\) exists for all real \(b\). Show that \(E\left[(X-b)^{2}\right]\) is a minimum when \(b=E(X)\).
Consider an urn which contains slips of paper each with one of the numbers \(1,2, \ldots, 100\) on it. Suppose there are \(i\) slips with the number \(i\) on it for \(i=1,2, \ldots, 100 .\) For example, there are 25 slips of paper with the number \(25 .\) Assume that the slips are identical except for the numbers. Suppose one slip is drawn at random. Let \(X\) be the number on the slip. (a) Show that \(X\) has the pmf \(p(x)=x / 5050, x=1,2,3, \ldots, 100\), zero elsewhere. (b) Compute \(P(X \leq 50)\). (c) Show that the cdf of \(X\) is \(F(x)=[x]([x]+1) / 10100\), for \(1 \leq x \leq 100\), where \([x]\) is the greatest integer in \(x\).
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