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Math 3070/6070 Homework 3 Due: Sept 30th, 2024: X, X, E, X, E, X, E, X

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2 views2 pages

Math 3070/6070 Homework 3 Due: Sept 30th, 2024: X, X, E, X, E, X, E, X

Hw3

Uploaded by

Arzaan Singh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Math 3070/6070 Homework 3

Due: Sept 30th, 2024

1. (1.47 a - d) Prove that the following functions are cdfs.


1. 1
2 + 1
π tan−1 (x), x ∈ (−∞, ∞)
2. (1 + e−x )−1 , x ∈ (−∞, ∞)
−x
3. e−e , x ∈ (−∞, ∞)
4. 1 − e−x , x ∈ (0, ∞)
2. (1.51) An appliance store receives a shipment of 30 microwave ovens, 5 of which are (unknown
to the manager) defective. The store manager selects 4 ovens at random, without replacement,
and tests to see if they are defective. Let X = number of defectives found. Calculate the pmf
and cdf of X and plot the cdf.
3. (1.52) Let X be a continuous random variable with pdf f (x) and cdf F (x). For a fixed number
x0 , define the function 
f (x)/[1 − F (x0 )] x ≥ x0
g(x) =
0 x < x0 .
Prove that g(x) is a pdf. (Assume that F (x0 ) < 1.)
4. (1.53) A certain river floods every year. Suppose that the low-water mark is set at 1 and the
high-water mark Y has distribution function
1
FY (y) = Pr(Y ≤ y) = 1 − , 1 ≤ y < ∞.
y2

1. Verify that FY (y) is a cdf.


2. Find fY (y), the pdf of Y .
1
3. If the low-water mark is reset at 0 and we use a unit of measurement that is 10 of that
given previously, the high-water mark becomes Z = 10(Y − 1). Find FZ (z).
5. (1.54) For each of the following, determine the value of c that makes f (x) a pdf.
1. f (x) = c sin x, 0 < x < π/2
2. f (x) = ce−|x| , −∞ < x < ∞
6. (2.1) In each of the following find the pdf of Y . Show that the pdf integrates to 1.
1. Y = X 3 and fX (x) = 42x5 (1 − x), 0 < x < 1
2. Y = 4X + 3 and fX (x) = 7e−7x , 0 < x < ∞
3. Y = X 2 and fX (x) = 30x2 (1 − x)2 , 0 < x < 1
7. (2.2) In each of the following find the pdf of Y
1. Y = X 2 and fX (x) = 1, 0 < x < 1

1
2. Y = − log(X) and X has pdf

(n + m + 1)! n
fX (x) = x (1 − x)m , 0 < x < 1, m, n positive integers
n!m!

3. Y = eX and X has pdf


1 −(x/σ)2 /2
fX (x) = xe , 0 < x < ∞, σ 2 a positive constant
σ2

8. (2.4) Let λ be a fixed positive constant, and define the function f (x) by f (x) = 21 λe−λx if x ≥ 0
and f (x) = 12 λeλx if x < 0.
1. Verify that f (x) is a pdf.
2. If X is a random variable with pdf given by f (x), find Pr(X < t) for all t. Evaluate all
integrals.
3. Find Pr(|X| < t) for all t. Evaluate all integrals.

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