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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.

Short Answer

Expert verified

Therefore the probability function is

\(f\left( y \right) = \left\{ \begin{aligned}\frac{1}{{64}}\,\,\,\,\,for\,y = 0\\\frac{1}{8}\,\,\,\,\,\,\,for\,y = 1\\\frac{1}{4}\,\,\,\,\,\,for\,y = 2\\\frac{3}{8}\,\,\,\,\,for\,y = 3\\\frac{{15}}{{64}}\,\,\,for\,y = 4\end{aligned} \right.\)\(\)

Step by step solution

01

Given information

The p.d.f of X is given by

\(f\left( x \right) = \left\{ \begin{aligned}\frac{1}{8}x\,\,\,\,\,\,\,\,0 \le x \le 4\\0\,\,\,\,\,\,\,\,\,\,\,\,\,\,otherwise\end{aligned} \right.\)

02

Finding the p.d.f of random variable Y

The value of X must be between 0 and 4.

The Y is defined as

\(Y = \left\{ \begin{aligned}0\,\,\,\,if\,0 \le X < 1/2\\1\,\,\,\,\,if\,1/2 \le X < 3/2\\2\,\,\,\,if\,3/2 \le X < 5/2\\3\,\,\,\,if\,5/2 \le X < 7/2\\4\,\,\,\,if\,7/2 \le X < 4\end{aligned} \right.\)

Here do not need to worry about how to define Y if \(X \in \left\{ {1/2,3/2,5/2,7/2} \right\}\), because the probability that X will be equal to one of these four values is 0. It now follows that

\(\begin{aligned}\Pr \left( {Y = 0} \right) &= \int_0^{1/2} {f\left( x \right)dx} \\ &= \int_0^{1/2} {\frac{1}{8}xdx} \\ &= \frac{1}{8}\left[ {\frac{{{x^2}}}{2}} \right]_0^{1/2}\\ &= \frac{1}{{64}}\end{aligned}\)

\(\)\(\begin{aligned}\Pr \left( {Y = 1} \right) &= \int_{1/2}^{3/2} {f\left( x \right)dx} \\ &= \int_{1/2}^{3/2} {\frac{1}{8}xdx} \\ &= \frac{1}{8}\left( {\frac{{{x^2}}}{2}} \right)_{1/2}^{3/2}\\ &= \frac{1}{8}\end{aligned}\)

\(\begin{aligned}\Pr \left( {Y = 2} \right) &= \int_{3/2}^{5/2} {f\left( x \right)dx} \\ &= \int_{3/2}^{5/2} {\frac{1}{8}xdx} \\ &= \frac{1}{8}\left( {\frac{{{x^2}}}{2}} \right)_{3/2}^{5/2}\\ &= \frac{1}{4}\end{aligned}\)

\(\begin{aligned}\Pr \left( {Y = 3} \right) &= \int_{5/2}^{7/2} {f\left( x \right)dx} \\ &= \int_{5/2}^{7/2} {\frac{1}{8}xdx} \\ &= \frac{1}{8}\left( {\frac{{{x^2}}}{2}} \right)_{5/2}^{7/2}\\ &= \frac{3}{8}\end{aligned}\)

\(\begin{aligned}\Pr \left( {Y = 4} \right) &= \int_{7/2}^4 {f\left( x \right)dx} \\ &= \int_{7/2}^4 {\frac{1}{8}xdx} \\ &= \frac{1}{8}\left( {\frac{{{x^2}}}{2}} \right)_{7/2}^4\\ &= \frac{{15}}{{64}}\end{aligned}\)

Therefore the probability function is

\(f\left( y \right) = \left\{ \begin{aligned}\frac{1}{{64}}\,\,\,\,\,for\,y = 0\\\frac{1}{8}\,\,\,\,\,\,\,for\,y = 1\\\frac{1}{4}\,\,\,\,\,\,for\,y = 2\\\frac{3}{8}\,\,\,\,\,for\,y = 3\\\frac{{15}}{{64}}\,\,\,for\,y = 4\end{aligned} \right.\)

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Most popular questions from this chapter

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

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

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