disc05-soln - github pages · stat 400 discussion 05 solutions spring 2018 1. 2.3-11 2.5-3 if the...
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STAT 400 Discussion 05 Solutions Spring 2018
1. 2.3-11 2.5-3
If the moment-generating function of X is
M X ( t ) = , Find the mean, variance, and pmf of X.
f ( 1 ) = , f ( 2 ) = , f ( 3 ) = .
M X' ( t ) = . E ( X ) = M X' ( 0 ) = 2.
OR
E ( X ) = ( 1 ) + ( 2 ) + ( 3 ) = 2.
M X'' ( t ) = . E ( X 2 ) = M X'' ( 0 ) = = 4.8.
OR
E ( X 2 ) = ( 1 )
2 + ( 2 ) 2 + ( 3 )
2 = = 4.8.
Var ( X ) = E ( X 2
) – [ E ( X ) ] 2 = 4.8 – 2
2 = 0.8.
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2. Suppose a discrete random variable X has the following probability distribution:
f ( 0 ) = , f ( k ) = , k = 2, 4, 6, 8, … .
( possible values of X are even non-negative integers: 0, 2, 4, 6, 8, … ). Recall Discussion #2 Problem 1 (a): this is a valid probability distribution. a) Find the moment-generating function of X, M X ( t ). For which values of t does it exist?
M X ( t ) = E ( e t X ) = =
= = = .
Must have < 1 for geometric series to converge. Þ t < ln 3.
b) Use M X ( t ) to find E ( X ).
Recall Week 04 Discussion Problem 1 (a): E ( X ) = .
M 'X ( t ) = = , t < ln 3.
E ( X ) = M 'X ( 0 ) = = .
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3. Suppose a discrete random variable X has the following probability distribution:
f ( 1 ) = ln 3 – 1, f ( k ) = , k = 2, 3, 4, … . ( possible values of X are positive integers: 1, 2, 3, 4, … ). Recall Discussion #2 Problem 1 (b): this is a valid probability distribution.
“Hint”: Recall that .
a) Find the moment-generating function of X, M X ( t ). For which values of t does it exist?
M X ( t ) = = e t × ( ln 3 – 1 ) +
= e t × ( ln 3 – 1 ) + = e t ln 3 – e t + – 1 – e t ln 3
= , t Î R.
b) Use M X ( t ) to find E ( X ).
Recall Week 04 Discussion Problem 1 (b): E ( X ) = 3 ln 3 – 1 » 2.2958.
, E ( X ) = = 3 ln 3 – 1.
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4. Suppose the moment-generating function of X is M X ( t ) = 0.1 e
2 t + 0.3 e 4 t + 0.6 e
7 t. a) Find µ = E ( X ).
M X' ( t ) = 0.2 e 2 t + 1.2 e
4 t + 4.2 e 7 t.
E ( X ) = M X' ( 0 ) = 0.2 + 1.2 + 4.2 = 5.6.
b) Find s = SD ( X ).
M X" ( t ) = 0.4 e
2 t + 4.8 e 4 t + 29.4 e
7 t. E ( X
2 ) = M X" ( 0 ) = 0.4 + 4.8 + 29.4 = 34.6.
Var ( X ) = E ( X
2 ) – [ E ( X ) ]
2 = 34.6 – 5.6 2 = 3.24.
SD ( X ) = = 1.8.
OR M X ( t ) = 0.1 e
2 t + 0.3 e 4 t + 0.6 e
7 t. Þ x f ( x )
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1.296 0.768 1.176
5.6 34.6 3.240 µ = E ( X ) = S x × f ( x ) = 5.6. Var ( X ) = S ( x – µ ) 2 × f ( x ) = 3.24. OR Var ( X ) = S x 2 × f ( x ) – µ 2 = 34.6 – 5.6
2 = 3.24. SD ( X ) = = 1.8.
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5. Suppose a discrete random variable X has the following probability distribution: f ( k ) = P ( X = k ) = , k = 2, 3, 4, 5, 6, … , zero otherwise.
a) Find the value of a that makes this is a valid probability distribution. Must have = 1.
Þ 1 = = = .
Þ a 2 + a – 1 = 0. Þ a = .
< 0. Þ a = » 0.618034.
Note: a = = j – 1, where j is the golden ratio.
b) Find P ( X is even ). P ( X is even ) = f ( 2 ) + f ( 4 ) + f ( 6 ) + f ( 8 ) + …
= a 2 + a
4 + a 6 + a
8 + … =
= = = a » 0.618034.
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c) Find the moment-generating function of X, M X ( t ). For which values of t does it exist?
M X ( t ) = E ( e t X
) = = = = ,
< 1 Û t < ln = ln j » 0.48121.
d) Find E ( X ).
M 'X ( t ) = = ,
t < ln .
E ( X ) = M 'X ( 0 ) = = = 3 + a » 3.618034.
OR
E ( X ) = a × E ( X ) = Þ × E ( X ) = = .
Therefore, E ( X ) = = = = 3 + a » 3.618034.
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6. Let X be a continuous random variable with the probability density function
f ( x ) = , x > 5, zero otherwise.
a) Find the value of C that would make f ( x ) a valid probability density function.
Must have = 1.
1 = = – = . C = 375.
b) Find the cumulative distribution function of X, F ( x ) = P ( X £ x ). “Hint”: Should be F ( 5 ) = 0, F ( ¥ ) = 1.
F ( x ) = P ( X £ x ) = = – = , x ³ 5.
c) Find the probability P ( 6 < X < 10 ).
P ( 6 < X < 10 ) = = – =
» 0.5787 – 0.1250 = 0.4537.
OR
P ( 6 < X < 10 ) = F ( 10- ) – F ( 6 ) =
» 0.8750 – 0.4213 = 0.4537.
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f) Find the 80th percentile of the distribution of X, p 0.80 .
P ( X £ p 0.80 ) = F ( p 0.80 ) = = 0.80.
p 0.80 = » 8.55.
OR
P ( X ³ p 0.80 ) = 0.20.
= – = = 0.20.
p 0.80 = » 8.55. For fun:
Median = » 6.3.
g) Find the expected value of X, E ( X ).
E ( X ) = = = = – = 7.5.
h) Find the standard deviation of X, SD ( X ).
E ( X ) = = = = – = 75.
Var ( X ) = E ( X
2 ) – [ E ( X ) ]
2 = 75 – 7.5 2 = 18.75.
SD ( X ) = » 4.33.
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7. Let X be a continuous random variable with the probability density function f ( x ) = C x
2, 3 £ x £ 9, zero otherwise. a) Find the value of C that would make f ( x ) a valid probability density function.
1 = . Þ C = .
b) Find the probability P ( X < 5 ).
P ( X < 5 ) = » 0.1396.
c) Find the probability P ( X > 7 ).
P ( X > 7 ) = » 0.5499.
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E( X ) = » 6.923.
e) Find the median of the probability distribution of X.
F ( x ) = P ( X £ x ) = ,
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F ( x ) = P ( X £ x ) = 1, x ³ 9.
F ( m ) = . = .
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8. Suppose a random variable X has the following probability density function:
f ( x ) = cos x, 0 < x < , zero otherwise.
a) Find P ( X < ).
P ( X < ) = = = sin – 0 = » 0.7071.
b) Find µ = E ( X ).
µ = E ( X ) = = = » 0.5708.
c) Find the median of the probability distribution of X.
F ( x ) = P ( X ≤ x ) = = sin x, 0 < x < .
Median: F ( m ) = P ( X ≤ m ) = .
Þ sin m = . m = » 0.5236.
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9. Let X be a continuous random variable with the probability density function f ( x ) = 6 x ( 1 – x ), 0 < x < 1, zero elsewhere. Compute P ( µ – 2 s < X < µ + 2 s ).
µ = E ( X ) = = = = = 0.50.
E ( X 2 ) = = = = 0.30.
s
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s = » 0.2236.
µ – 2 s » 0.0528, µ + 2 s » 0.9472.
P ( µ – 2 s < X < µ + 2 s ) » =
» 0.992 – 0.008 = 0.984.
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10. Suppose a random variable X has the following probability density function: f ( x ) = x e x, 0 < x < 1, zero otherwise.
a) Find P ( X < ).
P ( X < ) = = = 1 – » 0.175639.
b) Find µ = E ( X ).
µ = E ( X ) = = = e – 2.
c) Find the moment-generating function of X, M X ( t ).
M X ( t ) = =
=
=
= , t ¹ – 1.
M X ( – 1 ) = = .
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11. Let X be a continuous random variable with the probability density function
a) Find the value of c that makes f ( x ) a valid probability density function.
Must have = 1.
1 = = = = 17 c.
Þ 1 = 17 c. Þ c = .
b) Find the probability P ( X < 5 ).
P ( X < 5 ) = = = = .
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F X ( x ) = = , 0 ≤ x < 3,
F X ( x ) = = , 3 ≤ x < 8,
F X ( x ) = 1, x ³ 8.
F X ( 3 ) = . Þ 3 < median < 8.
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e) Find the variance of the probability distribution of X.
E ( X 2 ) = = =
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Var ( X ) = E ( X 2 ) – [ E ( X ) ]
2 = = » 6.69.
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