Total marks 16 5. Let (,,P) be a probability space and let X : → R be a random variable whose probability density function is given by f(x) = }}|x|e¯|×| for x Є R. (i) (ii) Find the characteristic function of the random variable X. [8 Marks] Using the result of (i), calculate the first two moments of the random variable X, i.e., E(X") for n = 1, 2. (iii) What is the variance of X? [6 Marks] [2 Marks]

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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Total marks 16
5.
Let (,,P) be a probability space and let X : → R be a random
variable whose probability density function is given by f(x) = }}|x|e¯|×| for
x Є R.
(i)
(ii)
Find the characteristic function of the random variable X.
[8 Marks]
Using the result of (i), calculate the first two moments of the
random variable X, i.e., E(X") for n = 1, 2.
(iii) What is the variance of X?
[6 Marks]
[2 Marks]
Transcribed Image Text:Total marks 16 5. Let (,,P) be a probability space and let X : → R be a random variable whose probability density function is given by f(x) = }}|x|e¯|×| for x Є R. (i) (ii) Find the characteristic function of the random variable X. [8 Marks] Using the result of (i), calculate the first two moments of the random variable X, i.e., E(X") for n = 1, 2. (iii) What is the variance of X? [6 Marks] [2 Marks]
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