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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![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]](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fd66c7573-6777-48ff-9bfb-9b3df1a769a6%2Ff9a374bb-d36d-408f-b888-4c0c9c073c6a%2F3m8z5sb_processed.jpeg&w=3840&q=75)
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- Q2 Let (X₁, X₂) be jointly continuous with joint probability density function = { -(x₁+x2), f(x₁, x₂) = x1 > 0, x₂ > 0 otherwise. Q2(i.) Sketch(Shade) the support of (X1, X₂). Q2 (ii.) Are X₁ and X₂ independent random variables? Justify your answer. Identify the random variables X₁ and X₂. Q2(iii.) Let Y₁ = X₁ + X₂. Find the distribution of Y₁ using the distribution function method, i.e., find an expression for Fy, (y) = P(Y₁ ≤ y) = P(X₁ + X₂ ≤ y) using the joint probability density function (Hint: sketch or shade the region ₁ + x₂ ≤ y) and then find the probability density function of Y₁, i.e., fy, (y). Q2(iv.) Let Mx, (t) = Mx₂ (t) = (¹, for t < 1. Find the moment generating function of Y₁, and using the moment generating function of Y₁, find E[Y₁]. 1 - Q2(v.) Let Y₂ = X₁ – X2, and Mx, (t) = Mx₂ (t) = (1 t). Find the moment generating function of Y₂, and using the moment generating function of Y₂, find E[Y₂]. Q2(vi.) Using the bivariate transformation method, find the joint…The continuous random variable XX has a probability density function (pdf) given by Part(a) Find the value of qq such that P(X<q)=1/4. Give your answer as a decimal correct to 3 decimal places. Part(b) Two independent observations of X are taken. Find the probability correct to 2 decimal places that one is less than 1/2 and the other is greater than 1/2. Part(c) Find P(X>12). Give your answer as a decimal, correct to 2 decimal placesSketch the graph of the probability density function over the indicated interval. f(x) = 2x/25, [0, 5] Find the indicated probabilities. a) P(0 < x < 3) b) P(1 < x < 3) c) P(3 < x < 5) d) P(x ≥ 1)
- 1 Find the cumulative distribution function for the probability density function f(x) = 18 on the interval [3, 7]. 36 ... F(x) = (Type an expression using x as the variable.)Suppose a number is chosen randomly from the interval [0, 4]. Let X be the value chosen. (So X is a uniform random variable over the interval [0, 4].) (a) What is the probability density function of X? (b) Find E(eX + X³).4. (i) Let a be a positive constant and f(x) = ax² e −4x x = R. Find a such that f(x) is a probability density function. [6 Marks] (ii) Let X be a random variable with probability density function in (i) (a) Find (A), the characteristic function of the random variable X. (b) Using (A), calculate E(X) and Var(X). [15 Marks] [14 Marks]
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