The continuous random variable X has the pdf f(x) = { (a) Find the cdf F of X. 0 x -2 if x < 1 if x > 1. (b) Find the median of X, i.e., solve the equation F(x) = 1 2 (c) Give an example of a positive continuous random variable X such that E(X) is finite, but E(X2) is infinite. Justify your answer.

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### Problem Description

The continuous random variable \( X \) has the probability density function (pdf)

\[ f(x) = 
  \begin{cases} 
   0 & \text{if } x < 1 \\
   x^{-2} & \text{if } x \geq 1 
  \end{cases}
\]

#### Questions

**(a)** Find the cumulative distribution function (cdf) \( F \) of \( X \).

**(b)** Find the median of \( X \), i.e., solve the equation

\[ F(x) = \frac{1}{2} \]

**(c)** Give an example of a positive continuous random variable \( X \) such that \( E(X) \) is finite, but \( E(X^2) \) is infinite. Justify your answer.
Transcribed Image Text:### Problem Description The continuous random variable \( X \) has the probability density function (pdf) \[ f(x) = \begin{cases} 0 & \text{if } x < 1 \\ x^{-2} & \text{if } x \geq 1 \end{cases} \] #### Questions **(a)** Find the cumulative distribution function (cdf) \( F \) of \( X \). **(b)** Find the median of \( X \), i.e., solve the equation \[ F(x) = \frac{1}{2} \] **(c)** Give an example of a positive continuous random variable \( X \) such that \( E(X) \) is finite, but \( E(X^2) \) is infinite. Justify your answer.
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