2. A random variable X has a probability density function (pdf) given by 3, 0 |X > ¿).

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2. A random variable X has a probability density function (pdf) given by
3, 0<x < 1,
f(x) =
c, 1<x< 3,
0, elsewhere,
for some real constant c.
(a) Determine the value of the constant c and sketch the graph of f(x).
(f) Find the moment-generating function (mgf) Mx(t) of X. Justify why it is well
defined for any real finite value of t.
(f) Find the moment-generating function (mgf) Mx(t) of X. Justify why it is well
defined for any real finite value of t.
(g) Find the 75th percentile of the distribution. Namely, find the value of 70.75 SO
that P(X < To.75) = F(70.75) = 0.75.
(h) Find the conditional probability P(X > |X > ¿).
Transcribed Image Text:2. A random variable X has a probability density function (pdf) given by 3, 0<x < 1, f(x) = c, 1<x< 3, 0, elsewhere, for some real constant c. (a) Determine the value of the constant c and sketch the graph of f(x). (f) Find the moment-generating function (mgf) Mx(t) of X. Justify why it is well defined for any real finite value of t. (f) Find the moment-generating function (mgf) Mx(t) of X. Justify why it is well defined for any real finite value of t. (g) Find the 75th percentile of the distribution. Namely, find the value of 70.75 SO that P(X < To.75) = F(70.75) = 0.75. (h) Find the conditional probability P(X > |X > ¿).
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