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Topic 3.1

Here are the solutions to the exercises: 1) E(2X) = 2E(X) = 2(10) = 20 V(2X) = 4V(X) = 4(4) = 16 2) T ~ N(10, 49) since it is the sum of independent normal random variables. 3) f(x) is a valid pdf since it is ≥ 0 and ∫ from 0 to 1 of f(x) dx = 1. The cdf F(x) = 3x3

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Damith Eranga
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52 views11 pages

Topic 3.1

Here are the solutions to the exercises: 1) E(2X) = 2E(X) = 2(10) = 20 V(2X) = 4V(X) = 4(4) = 16 2) T ~ N(10, 49) since it is the sum of independent normal random variables. 3) f(x) is a valid pdf since it is ≥ 0 and ∫ from 0 to 1 of f(x) dx = 1. The cdf F(x) = 3x3

Uploaded by

Damith Eranga
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
Download as pdf or txt
Download as pdf or txt
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Dept of Mathematics, FoE, UoM

3.1 Properties of Discrete and


Continuous Random Variables
Let X represents a random variable.

If is discrete, the probability of discrete outcome is


defined and given by the probability mass function;
.

If is continuous, the probability of a outcome value in


continuous scale is not defined and instead, the
probability of an interval of observations is given by
the area under the cuve of
Dept of Mathematics, FoE, UoM

Probability Mass Function and Probability Density Function

Discrete Case
Let X be a discrete r.v. with pmf for
each x, and =1

Continuous Case
Let Xbe a continuous r.v. with the pdf , f (x) then P

Thus
Dept of Mathematics, FoE, UoM

Cumulative Distribution Function

Discrete Case
Let X be a discrete r.v. with pmf for any k (
) is

Continuous Case
Let Xbe a continuous r.v. with the pdf , f (x) then cdfF( )=P

Further ;
Mean of a discrete probability distribution
(discrete r.v.)
Random variable X =max(a,b) in a experiment of
throwing two dice. Thus S={(1,1), (1,2), .......(1,6),
(6,1),....(6,6)} and the possible outcome of X={1,2,3,4,5,6}.

x 1 2 3 4 5 6
n(A) 1 3 5 7 9 11
p(x) 1/36 3/36 5/36 7/36 9/36 11/36
p(X≤x) 1/36 4/36 9/36 16/36 25/36 36/36

38
Exercise:

Random variable X =sum(a,b) in an experiment of


throwing two dice.

Thus S={(1,1), (1,2), .......(1,6), (6,1),....(6,6)} and


the possible outcome of X={2, 3, 4,…,12}.

Find the probability distribution of X.

39
Variance of a discrete r.v.
V

𝒏 𝟐
= 𝒊 𝟏 𝒊 𝒊

V E(

40
Mean of a continuous probability distribution
(Cts. r.v.)

Let the continuous random variable X has the p.d.f.


for 0<x<1.
Find E(X).

=
41
Variance of a continuous r.v.

42
Dept of Mathematics, FoE, UoM

Exercise:

Verify that the function

Solution:
By properties of cdf,
Properties of E(X) and V(X)

Properties of E(X) Properties of V(X)

• If c is a constant then • V(c)=0; V(X+k) = V(X)


E(c) = c
• V(aX) = a2V(X)

• E(X + c) = E (X) + c
• V(X+Y)=V(X)+V(Y)+2Cov(
X,Y)
• E (aX ) = aE(X)
• If X and Y are independent
• E[g(x)]= g[E(X)] Cov(X,Y)=0
1) Let X, Y and Z are three independent continuous random
variables; where E(X)=10, E(Y)=15 and E(Z)=12 with
V(X)= 4, V(Y)= 25 and V(Z)=4.
Find E(2X), V(2X).

2) Let T is defined as
;where
Find the distribution of T.

3)Show that f(x)=3x2, 0<x<1 is a pdf and find the cdf


Of the variable X.

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