Let f(x) = k(5x − x²) if 0 ≤ x ≤ 5 and f(x) = 0 if x < 0 or x > 5. - (a) For what value of k is f a probability density function? k = (b) For that value of k, find P(X > 1). P(X > 1) = (c) Find the mean. μ =
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- Please answer all part : Let rt be a log return. Suppose that r0, r1, . . . are i.i.d. N(0, 0.01^2). (a) What is the distribution of rt(8) = rt + rt−1 + rt−2 +...+ rt−7? (b) What is the covariance between r7(3) and r9(3)? (c) What is the conditional distribution r17(3) given that r16 =0.004 (d) What is the probability that the gross return over the first 10 times periods is at least 1.05?4. "Time headway" In highway traffic flow the elapsed time between the time that one car finishes passing a fixed point and the instant that the next car begins to pass that point is called time headway. Now, let X = the time headway for two randomly chosen consecutive cars on a highway during a period of heavy traffic flow. The following probability density function of X is suggested by traffic experts: f(x) = 0.15*e-0.15(x-0.5) for (x ≥ 0.5 sec) 0 otherwise a. Draw f(x) from x = 0 to x= 10 sec. b. Find P(X ≤ 5 sec) and show it on the figure you have drawn. c. What is E[X] and Var[X] ? d. Find Cumulative Distribution Function of X.If the probability density of X is given by f(x) =2x−3 for x > 10 elsewherecheck whether its mean and its variance exist.
- 21. (a) Explain why the function TTX sin 10 if 0 10 is a probability density function. (b) Find P(X < 4). (c) Calculate the mean. Is the value what you would expect?Let X, and X2 be independent exponential distributions with the same parameter 2. What is the joint distribution of Y, = X, + X2 and Y, X1 -? What are the distributions of Y, and X1+X2 Y2?Q2. The probability density function of X is as follows. f(x) = 2 - 2x, for x = [0, 1] Which one of the following expressions can be used to find P(0.5 < X < 1.5)? F(x) is the cumulative distribution function of X. (A) 1 - F(0.5) (C) F (1.5)-f(0.5) (B) f(1.5)-f(0.5) (D) 1.5 (2 - 2x) dx (E) other
- What is the value if the constant c for p(x) to qualify as a probability mass function? p(x)=c(1/4)x-1 if x = 1, 2, 3, 4, 5, ... and p(x) = 0 otherwise.Which statements below are true for a probability distribution function (pdf), f(x)? The total area under f(x) is equal to 1. f(x) is non-decreasing f(x) is a probability f(x) is non-negative x is non-negativeI don't understand this.
- IF it was XG (23) Independent of Xen G (13) Find Miley D-Probability density Function of the Variable YaX+Xq 2 -the Mean variance of the variable6. Roughly, speaking, we can use probability density functions to model the likelihood of an event occurring. Formally, a probability density function on (-x, o0) is a function f such that f(r) 20 and (2) = = 1. (a) Determine which of the following functions are probability density functions on the (-x0, 00). fr-1 00 (b) We can also use probability density functions to find the erpected value of the outcomes of the event - if we repeated a probability experiment many times, the expected value will equal the average of the outcomes of the experiment. (e.g. rf(x) dr yields the expected value for a density f(r) with domain on the real numbers.) Find the expected value for one of the valid probability densities above.A random variable X has probability density function (x² + 2x + 4) for 0 < x < 3 f(x) = otherwise. Which of the following gives the cumulative distribution function F(x)?