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Suppose that thenrandom variablesX1, . . . , Xnform a random sample from a continuous distribution for which the p.d.f. isf. Determine the probability that at leastk of thesenrandom variables will lie in a specified intervala≤x≤b.

Short Answer

Expert verified

The probability that at least \(k\) is \(\frac{2}{{\left( {b - a} \right)}}\) .

Step by step solution

01

Given Information

Here given distribution is continuous distribution for \(n\) random variables.

02

State the random variables 

For \(n\) random variables we take let \({x_1}, \ldots ,{x_n} \sim u\left( {a,b} \right)\) . Here we assume that the random variables follow uniform distribution.

03

Compute the probability at least \(k\) 

For \({x_1}, \ldots ,{x_n}\) the pdf is given by

\(f\left( {{x_1}, \ldots ,{x_n}} \right) = \frac{k}{{{{\left( {b - a} \right)}^n}}}\) where the range is \(a \le {x_1}, \ldots ,{x_n} \le b\) and \(k\) is any constant .

We know that sum of all pdf is\(1\). So here we first calculate the constant value is

\(\begin{align}\int_{ - \infty }^\infty {f\left( {{x_1}, \ldots ,{x_n}} \right) = 1} \\\int_a^b {\frac{k}{{{{\left( {b - a} \right)}^n}}}dx = 1} \\k \times \frac{{\left( {b - a} \right)}}{{{{\left( {b - a} \right)}^n}}} &= 1\\k &= {\left( {b - a} \right)^{n - 1}}\end{align}\)

Then find the probability at least\(k\)is

\(\begin{align}p\left( {x \ge k} \right) &= p\left( {x \ge {{\left( {b - a} \right)}^{n - 1}}} \right)\\ &= p\left( {x = {{\left( {b - a} \right)}^n}} \right) + p\left( {x = \frac{1}{{\left( {b - a} \right)}}} \right)\\ &= \int_a^b {{{\left( {b - a} \right)}^{n - 1}}dx + \int_a^b {dx} } \\ &= \frac{2}{{\left( {b - a} \right)}}\end{align}\)

Hence the value is \(\frac{2}{{\left( {b - a} \right)}}\) .

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Most popular questions from this chapter

Let Xbe a random variable for which the p.d.f. is as in Exercise 5. After the value ofXhas been observed, letYbe the integer closest toX. Find the p.f. of the random variableY.

Suppose that a person’s score X on a mathematics aptitude test is a number between 0 and 1, and that his score Y on a music aptitude test is also a number between 0 and 1. Suppose further that in the population of all college students in the United States, the scores X and Y are distributed according to the following joint pdf:

\(f\left( {x,y} \right)\left\{ \begin{aligned}\frac{2}{5}\left( {2x + 3y} \right)for0 \le x \le 1 and 0 \le y \le 1\\0 otherwise\end{aligned} \right.\)

a. What proportion of college students obtain a score greater than 0.8 on the mathematics test?

b. If a student’s score on the music test is 0.3, what is the probability that his score on the mathematics test will be greater than 0.8?

c. If a student’s score on the mathematics test is 0.3, what is the probability that his score on the music test will be greater than 0.8?

Question:LetYbe the rate (calls per hour) at which calls arrive at a switchboard. LetXbe the number of calls during at wo-hour period. A popular choice of joint p.f./p.d.f. for(X, Y )in this example would be one like

\({\bf{f}}\left( {{\bf{x,y}}} \right){\bf{ = }}\left\{ \begin{array}{l}\frac{{{{\left( {{\bf{2y}}} \right)}^{\bf{x}}}}}{{{\bf{x!}}}}{{\bf{e}}^{{\bf{ - 3y}}}}\;{\bf{if}}\;{\bf{y > 0}}\;{\bf{and}}\;{\bf{x = 0,1, \ldots }}\\{\bf{0}}\;{\bf{otherwise}}\end{array} \right.\)

a. Verify thatfis a joint p.f./p.d.f. Hint:First, sum overthexvalues using the well-known formula for thepower series expansion of\({{\bf{e}}^{{\bf{2y}}}}\).

b. Find Pr(X=0).

Suppose that the p.d.f. of a random variableXis as follows:

\(f\left( x \right) = \left\{ \begin{array}{l}\frac{1}{8}x\;\;for\;0 \le x \le 4\\0\;\;\;\;otherwise\end{array} \right.\)

a. Find the value oftsuch that Pr(X≤t)=1/4.

b. Find the value oftsuch that Pr(X≥t)=1/2.

Question:Suppose that the joint p.d.f. ofXandYis as follows:

\(\)\({\bf{f}}\left( {{\bf{x,y}}} \right){\bf{ = }}\left\{ \begin{array}{l}\frac{{{\bf{15}}}}{{\bf{4}}}{{\bf{x}}^{\bf{2}}}\;{\bf{for}}\;{\bf{0}} \le {\bf{y}} \le {\bf{1 - }}{{\bf{x}}^{\bf{2}}}\\{\bf{0}}\;{\bf{otherwise}}\end{array} \right.\)

a. Determine the marginal p.d.f.’s ofXandY.

b. AreXandYindependent?

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