0 ratings0% found this document useful (0 votes) 40 views4 pagesExercise 2
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content,
claim it here.
Available Formats
Download as PDF or read online on Scribd
Let X be a random variable with expectation u and variance o*. Find the expectation and
variance of the random variable ¥ = (X — y)/o.
FUSE PEK ER Bo
Cg /— A
Y =}
Var tt} CET
= = leo = 22-4
4, Let X be a discrete rv with E(X2) = 0.
a. Show that P(X = 0) = 1.
b. Whatis Var(x)?
El?) SPCR = 3¢
= OPCY=8) + P=. PUKE na
hs [Ppxel) ---APTXEn) SO
if “PCX>6) 79 wy x70 Sa PC
POSS we IO TOS LR hate
E(Wj= Of XPOS = Ovy 4 WO. KOE
EDU = FO] = 0-00
Jat be zen,itt
‘The random variable, X has the followi il n,
PO =e 12.)
Find the value of the constant ¢. HINT: try to split the fraction into two parts.
Find the cumulative distribution function of X and sketch both the probability mass
function and the cumulative distribution function. NOTE: think carefully about the values
of x for which you need to define the cdf.
Calculate P(x > 50) and P(X > 501K > 40).
¢ A g
A (xh) g
26-0
C
R
' c c
* Catt) ae ety
aS PCy mak & ts Har dro
Haars fae, C=
ri Why cath igo, Plead
a 2X
ee ae) 30 Cm ToT
r (C2 2
ii PME
w
0
F
Tv
T
5 I
L
1 T ni
gt A
{2c}i i i
Peres |r h 12 sot
Pia je PCa]
= aT
eran)
it
= a
2 Gy al
ait f ae
2
1 r
I Ge &
EA a
a+)
l=»
At) ae
POEYZ pore ts
g a
Pre ok &
6
om S=
—_—=
> £
;
3
a ——
4 ———
4 2© POr 2 daj- Por < Sy
een
= FG ay
= A
=a
Bio,
°C axa 4a]s COWS se WEFT)
POF 1
= eee
= —
TAQ)
fs
>
