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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

Question:Suppose that two persons make an appointment to meet between 5 p.m. and 6 p.m. at a certain location, and they agree that neither person will wait more than 10 minutes for the other person. If they arrive independently at random times between 5 p.m. and 6 p.m. what is the probability that they willmeet?

Question: Suppose that the joint p.d.f. of two random variablesXandYis as follows:

\(f\left( {x,y} \right) = \left\{ \begin{array}{l}c\left( {{x^2} + y} \right)\,\,\,\,for\,0 \le y \le 1 - {x^2}\\0\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,otherwise\end{array} \right.\)

Determine (a) the value of the constantc;

\(\begin{array}{l}\left( {\bf{b}} \right)\,{\bf{Pr}}\left( {{\bf{0}} \le {\bf{X}} \le {\bf{1/2}}} \right){\bf{;}}\,\left( {\bf{c}} \right)\,{\bf{Pr}}\left( {{\bf{Y}} \le {\bf{X + 1}}} \right)\\\left( {\bf{d}} \right)\,{\bf{Pr}}\left( {{\bf{Y = }}{{\bf{X}}^{\bf{2}}}} \right)\end{array}\)

In a certain city, three newspapersA,B, andC,are published. Suppose that 60 percent of the families in the city subscribe to newspaperA, 40 percent of the families subscribe to newspaperB, and 30 percent subscribe to newspaperC. Suppose also that 20 percent of the families subscribe to bothAandB, 10 percent subscribe to bothAandC, 20 percent subscribe to bothBandC, and 5 percent subscribe to all three newspapersA,B, andC. Consider the conditions of Exercise 2 of Sec. 1.10 again. If a family selected at random from the city subscribes to exactly one of the three newspapers,A,B, andC, what is the probability that it isA?

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.

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.

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