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Suppose that a random variable \(Y\) has a probability density function given by $$f(y)=\left\\{\begin{array}{ll} k y^{3} e^{-y / 2}, & y>0 \\ 0, & \text { elsewhere } \end{array}\right.$$ a. Find the value of \(k\) that makes \(f(y)\) a density function. b. Does \(Y\) have a \(\chi^{2}\) distribution? If so, how many degrees of freedom? c. What are the mean and standard deviation of \(Y\) ? d. What is the probability that \(Y\) lies within 2 standard deviations of its mean?

Short Answer

Expert verified
a. \( k = \frac{1}{48} \); b. Yes, 8 degrees; c. Mean = 8, SD = 4; d. Probability ≈ 0.94.

Step by step solution

01

Identify the Property of a Probability Density Function

To be a probability density function, the integral of the function over its entire support must be equal to 1. Thus, the integral of \( f(y) \) from 0 to infinity must equal 1.
02

Calculate the Integrate of f(y)

First, set up the integral: \(\int_{0}^{\infty} k y^{3} e^{-y/2} \, dy = 1.\)This integral resembles the form of a Gamma function.
03

Solve the Integral to Find k

Perform substitution where \( u = \frac{y}{2} \) and \( dy = 2 \, du \) to solve the integral:\[ k \int_{0}^{\infty} (2u)^3 e^{-u} \, 2 \, du = 1. \]This simplifies to\[ 8k \int_{0}^{\infty} u^3 e^{-u} \,du = 1. \]Using the Gamma function \( \Gamma(n) = \int_{0}^{\infty} x^{n-1} e^{-x} \, dx \), we recognize this as \( \Gamma(4) \). Since \( \Gamma(4) = 6 \),\[ 8k \cdot 6 = 1, \quad \text{hence} \quad k = \frac{1}{48}. \]
04

Determine if Y has a Chi-Squared Distribution

The function \( k y^{3} e^{-y/2} \) can be identified with the form of a Chi-Squared distribution with \( \frac{y}{\theta} \) where \( \theta = 2 \). Therefore, it matches a \( \chi^2 \) distribution with 8 degrees of freedom \( \frac{2 \cdot 4}{2} = 8 \).
05

Mean and Standard Deviation of Chi-Squared Distribution

For a \( \chi^2 \) distribution with \( n \) degrees of freedom, the mean is \( n \) and the variance is \( 2n \). Therefore, for 8 degrees of freedom, the mean is 8, and the variance is 16. The standard deviation is the square root of variance, \( \sqrt{16} = 4 \).
06

Calculate Probability within 2 Standard Deviations of Mean

With \( \mu = 8 \) and \( \sigma = 4 \), two standard deviations from the mean spans from 0 to 16. The probability \( P(0 \leq Y \leq 16) \) for a \( \chi^2(8) \) distribution can be found using a standard Chi-Squared table or a computational tool. The typical probability is approximately 0.94.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Probability Density Function
A probability density function (PDF) is a mathematical function used to describe the likelihood of a continuous random variable taking on a particular value. The key property of a PDF is that the area under the curve of the function over its entire support must equal 1. This ensures that the total probability of all possible outcomes sums up to 100%. In mathematical terms, if the PDF of a random variable \( Y \) is given by \( f(y) \), then:\[ \int_{-\infty}^{\infty} f(y) \, dy = 1. \]In practice, the actual computation often involves integrals over specified intervals where the random variable is defined. For the exercise given, this integral runs from 0 to infinity, as specified in the piecewise function where \( f(y) > 0 \). By correctly setting up and solving this integral, you can determine the normalization constant (in this case \( k \)) such that the function correctly represents a probability density.
Gamma Function
The Gamma function plays an integral role in many areas of probability, particularly in relation to continuous data. It is a generalization of the factorial function, which commonly appears in probability calculations and distributions. For positive integers, the Gamma function \( \Gamma(n) \) is defined as:\[ \Gamma(n) = (n-1)! \]For non-integer values, the Gamma function is calculated using an integral with the form:\[ \Gamma(n) = \int_{0}^{\infty} x^{n-1} e^{-x} \, dx. \]In the current problem, we use the Gamma function to evaluate integrals of functions involving an exponential decay and some power of \( y \). Recognizing the form of a given integral as a Gamma function can simplify computations significantly. The substitution used in the solution aligns the function with the Gamma integral, allowing you to derive the value needed for \( k \) more easily.
Degrees of Freedom
Degrees of freedom is a concept often used in statistics, particularly with the chi-squared distribution, to describe the number of values in the final calculation of a statistic that are free to vary. In the context of the chi-squared distribution, the degrees of freedom represent the number of independent pieces of information involved in estimating a parameter.For a chi-squared distribution, the degrees of freedom generally correspond to the number of independent standard normal variables being summed. In the instance of this exercise, when the problem states that \( y^{3} e^{-y/2} \) possesses characteristics of a chi-squared distribution, identifying its degrees of freedom is crucial for further analysis. The degrees of freedom for our given function are computed through transformations, resulting in 8 degrees of freedom, factoring in our defined function form and substitution adjustments.
Standard Deviation
Standard deviation is a measure of the amount of variation or dispersion in a set of values. In simpler terms, it tells you how spread out the numbers are in your data set. A low standard deviation means that the values tend to be close to the mean, while a high standard deviation indicates that the values are spread out over a larger range.For a chi-squared distribution with \( n \) degrees of freedom, the mean is \( n \) and the variance is \( 2n \). Consequently, the standard deviation, which is the square root of the variance, is \( \sqrt{2n} \).In our exercise, with 8 degrees of freedom, the variance is calculated as 16, leading to a standard deviation of \( \sqrt{16} = 4 \). This is used to determine the probability that the random variable \( Y \) lies within a specific range of the mean, using the concept of standard deviations to frame this interval.

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Most popular questions from this chapter

The SAT and ACT college entrance exams are taken by thousands of students each year. The mathematics portions of each of these exams produce scores that are approximately normally distributed. In recent years, SAT mathematics exam scores have averaged 480 with standard deviation 100. The average and standard deviation for ACT mathematics scores are 18 and 6, respectively. a. An engineering school sets 550 as the minimum SAT math score for new students. What percentage of students will score below 550 in a typical year? b. What score should the engineering school set as a comparable standard on the ACT math test?

Wires manufactured for use in a computer system are specified to have resistances between. 12 and .14 ohms. The actual measured resistances of the wires produced by company A have a normal probability distribution with mean. 13 ohm and standard deviation. 005 ohm. a. What is the probability that a randomly selected wire from company A's production will meet the specifications? b. If four of these wires are used in each computer system and all are selected from company A, what is the probability that all four in a randomly selected system will meet the specifications?

Suppose that \(Y\) possesses the density function $$f(y)=\left\\{\begin{array}{ll}c y, & 0 \leq y \leq 2 ,\\\0, & \text { elsewhere .}\end{array}\right.$$ a. Find the value of \(c\) that makes \(f(y)\) a probability density function. b. Find \(F(y)\). c. Graph \(f(y)\) and \(F(y)\). d. Use \(F(y)\) to find \(P(1 \leq Y \leq 2)\). e. Use \(f(y)\) and geometry to find \(P(1 \leq Y \leq 2)\).

The weekly amount of downtime \(Y\) (in hours) for an industrial machine has approximately a gamma distribution with \(\alpha=3\) and \(\beta=2\). The loss \(L\) (in dollars) to the industrial operation as a result of this downtime is given by \(L=30 Y+2 Y^{2}\). Find the expected value and variance of \(L\).

Identify the distributions of the random variables with the following moment- generating functions: a. \(m(t)=(1-4 t)^{-2}\) b. \(m(t)=1 /(1-3.2 t)\) C. \(m(t)=e^{-5 t+6 t^{2}}\)

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