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Suppose that the p.d.f. of a random variable X is as

follows:\(f\left( x \right) = \left\{ \begin{array}{l}\frac{1}{2}x\,\,\,\,\,\,\,\,for\,0 < x < 2\\0\,\,\,\,\,\,\,\,\,\,\,\,otherwise\end{array} \right.\)

Also, suppose that \(Y = X\left( {2 - X} \right)\) Determine the cdf and the pdf of Y .

Short Answer

Expert verified

Cdf of Y is

\(G\left( y \right) = \left\{ \begin{array}{l}0\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,y < 2\\\frac{1}{{36}}\,\,\,\,\,\,\,\,\,\,\,\,z \le y < 8\\1\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,if\,y \ge 8\end{array} \right.\)

Pdf of Y is \(f\left( y \right) = \left\{ \begin{array}{l} = \frac{1}{{18}}\left( {y - 2} \right)\,\,if\,\,z \le y < 8\\\,\,0\,\,\,\,\,\,\,if\,y < 2\,\,or\,y \ge 8\,\,\end{array} \right.\)

Step by step solution

01

Calculating the CDF

First we have to find out the cdf of X

\(\begin{aligned}F\left( x \right) = \int\limits_{ - \infty }^x {f\left( z \right)dz} \\\left\{ \begin{aligned}if\,x < 0\,\,\,\,\,\,F\left( x \right) &= 0\\x \in \left[ {0,2} \right)\,\,\,\,\,F\left( x \right) &= \int\limits_{ - \infty }^x {F\left( z \right)dz} \\\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, &= \int\limits_0^x {\frac{z}{2}dz} \\\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, &= \left. {\frac{1}{2} \times \frac{{{z^2}}}{2}} \right|_0^x\\\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, &= \frac{{{x^2}}}{4}\\x \ge 2\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,F\left( x \right) &= 1\end{aligned} \right.\end{aligned}\)

Finding cdf of Y using cdf of X

\(\begin{aligned}G\left( y \right) &= {\rm P}\left( {Y \le y} \right)\\ &= {\rm P}\left( {3x + 2 \le y} \right)\\ &= {\rm P}\left( {x \le \frac{1}{3}\left( {y - 2} \right)} \right)\end{aligned}\)

\(G\left( y \right) = F\left( {\frac{1}{3}\left( {y - 2} \right)} \right)\)

If \(\frac{1}{3}\left( {y - 2} \right) < 0\,\,or\,y < 2\,\, \Rightarrow G\left( y \right) = 0\,\,or\,y < 2\)

If \(0 \le \frac{1}{3}\left( {y - z} \right)\,\,or\,\,z \le y < 8 \Rightarrow G\left( y \right) = \frac{1}{{36}}{\left( {y - z} \right)^2}\)

If \(\frac{1}{3}\left( {y - 2} \right) \ge 2\,or\,y \ge 8\, \Rightarrow G\left( y \right) = 1\)

Therefore, cdf of y is

\(G\left( y \right) = \left\{ \begin{array}{l}0\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,y < 2\\\frac{1}{{36}}\,\,\,\,\,\,\,\,\,\,\,\,z \le y < 8\\1\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,if\,y \ge 8\end{array} \right.\)

02

Calculating the CDF 

Pdf of Y is

\(\begin{aligned}f\left( y \right) &= \frac{{dG\left( y \right)}}{{dy}}\\ &= \frac{1}{{36}}\left( {2y - 4} \right)\end{aligned}\)

\(\) \(f\left( y \right) = \left\{ \begin{aligned} = \frac{1}{{18}}\left( {y - 2} \right)\,\,if\,\,z \le y < 8\\\,\,0\,\,\,\,\,\,\,if\,y < 2\,\,or\,y \ge 8\,\,\end{aligned} \right.\)

Hence the required pdf is \(f\left( y \right) = \left\{ \begin{array}{l} = \frac{1}{{18}}\left( {y - 2} \right)\,\,if\,\,z \le y < 8\\\,\,0\,\,\,\,\,\,\,if\,y < 2\,\,or\,y \ge 8\,\,\end{array} \right.\)

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Most popular questions from this chapter

A civil engineer is studying a left-turn lane that is long enough to hold seven cars. LetXbe the number of cars in the lane at the end of a randomly chosen red light. The engineer believes that the probability thatX=xis proportional to(x+1)(8−x)forx=0, . . . ,7 (the possible values ofX).

a. Find the p.f. ofX.

b. Find the probability thatXwill be at least 5.

There are two boxes A and B, each containing red and green balls. Suppose that box A contains one red ball and two green balls and box B contains eight red balls and two green balls. Consider the following process: One ball is selected at random from box A, and one ball is selected at random from box B. The ball selected from box A is then placed in box B and the ball selected from box B is placed in box A. These operations are then repeated indefinitely. Show that the numbers of red balls in box A form a Markov chain with stationary transition probabilities, and construct the transition matrix of the Markov chain.

Question:Consider the clinical trial of depression drugs in Example2.1.4. Suppose that a patient is selected at random from the 150 patients in that study and we recordY, an indicator of the treatment group for that patient, andX, an indicator of whether or not the patient relapsed. Table 3.3contains the joint p.f. ofXandY.

Response(X)

Treatment Group(Y)

Impramine(1)

Lithium(2)

Combination(3)

Placebo(4)

Relapse(0)

0.120

0.087

0.146

0.160

No relapse(1)

0.147

0.166

0.107

0.067

a. Calculate the probability that a patient selected at random from this study used Lithium (either alone or in combination with Imipramine) and did not relapse.

b. Calculate the probability that the patient had a relapse(without regard to the treatment group).

Suppose that a random variable X has a uniform distribution on the interval [0, 1]. Determine the p.d.f. of (a)\({{\bf{X}}^{\bf{2}}}\), (b) \({\bf{ - }}{{\bf{X}}^{\bf{3}}}\), and (c) \({{\bf{X}}^{\frac{{\bf{1}}}{{\bf{2}}}}}\).

Question:Suppose thatXandYhave a discrete joint distributionfor which the joint p.f. is defined as follows:

\({\bf{f}}\left( {{\bf{x,y}}} \right){\bf{ = }}\left\{ \begin{array}{l}\frac{{\bf{1}}}{{{\bf{30}}}}\left( {{\bf{x + y}}} \right)\;{\bf{for}}\;{\bf{x = 0,1,2}}\;{\bf{and}}\;{\bf{y = 0,1,2,3}}\\{\bf{0}}\;{\bf{otherwise}}\end{array} \right.\)

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

b. AreXandYindependent?

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