Problem 2 Consider a random variable with cdf(x) = 1-exp(-10x) when x2 0. And 0 otherwise. a) Determine Pr{ X 54} b) Pr{ Xe (1, 4)} c) Find PDF(x)
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- 5- Suppose X1 and X2 are i.id observations from the pdf fa,p (x) = axa-1e-x" logX1 ,x > 0, a > 0 is an ancillarv statistics. logX2 Show that4. Let X be a positive random variable (i.e. P(X 1/E(X) (b) E(-log(X)) > -log(E(X)) (c) E(log(1/X))> log(1/E(X)) (d) E(X³) > (E(X))³(5) If Xis a r.v. with mean u and variance o?, using Chebyshev's-Inequality, AX-2 20) S (a) 0.5 (b) 0.05 (c)0.657 (d) 0.25.
- 5. Let X be a positive random variable; i.e., P(X - log(EX) (b) E[log(1/X)] > log[1/EX] (c) E (X³) > (EX)³8. Let the random variable X have the pdf 2 x2 fx (x) = exp %3D - V2n 2 Find the mean and the variance of X. Hint: Compute E (X) directly and E (X²) by comparing the integral with the integral representing the variance of a random variable that is N(0,1). i DCO 04 < (X - 5)2 < 38.4).1. If X,X2, .,X, forms a random sample of size n from a population with pdf f(x; 0,8) = for x>0 elsewhere Find estimators for 8 and 0 by the method of moments.
- (b) Let X represent the lifetime in months of a certain brand of light bulb. The pdf of X is given by f(x)=K(6-x), 04. Using the inverse CDF method, find formulae for generating random variables having the following PDFs: (a) f(x) = 2 cos x 3 sin³ x " (b) f(x) = 8x (x + 1)³ 0≤x≤1. 3"Please answer number23. The reliability function (7) of a system, where time is in units of hours, describes the time to failure random variable X, It is given that (t) = 1 (at + 1)² u(t) where is a positive constant, and (1) is the usual unit step function. a) Determine the value of the constant if is known that the MTTF is 100 hours. b) Determine the pdf fx (1) of the random variable X, c) Determine the conditional failure rate ẞ, (t) of the system and plot it as a function of time using the result of part a).3) Assume that a random variable X has moment generating function as follows: e' + e²¹ M(t)=4-2e¹ ∞ Calculate the mean and variance of X. for tRecommended textbooks for youA First Course in Probability (10th Edition)ProbabilityISBN:9780134753119Author:Sheldon RossPublisher:PEARSONA First Course in Probability (10th Edition)ProbabilityISBN:9780134753119Author:Sheldon RossPublisher:PEARSON