Introduction to Probability, Autumn 2012 Exercise sheet 5 To be discussed in the workshops on Thursday 06/12/12.

To be handed in by Tuesday 11/12/12, 2pm to the MPS School oce. 1. For each of the following functions f , decide whether or not the constant k can be chosen so that f is a density: (a) f (x) = kx on 0 < x < 2; (b) f (x) = k sin x on < x < ; ; (c) f (x) = k cos x on 0 < x < 2 (d) f (x) = k |x| on 1 < x < 1. When such a k can be found, nd it, and let X have density f ; nd P (1 < X < 2), and the value of c so that P (X < c) = 0.9. 2. Find the distribution function, mean and variance for each of the following densities: (a) the uniform distribution Unif(a, b), with f (x) = 1/(b a) on a < x < b, where < a < b < ; (b) the gamma distribution (2, ), with f (x) = 2 xex on x > 0, where > 0; (c) the beta distribution B (, 2), with f (x) = ( + 1)x1 (1 x) on 0 < x < 1, where > 0. 3. The paper Modeling sediment and water column interactions for hydrophobic pollutants (P. R. Jae and R. A. Ferrara, Water Research 18(1984), 11691174) suggests the uniform distribution on the interval (75, 200) as a model for depth (mm) of the bioturbation layer in sediment in a certain region. (a) What are the mean and variance of depth? (b) What is the distribution function of depth? (c) What is the probability that observed depth is at most 100 mm? Between 100 mm and 150 mm? (d) What is the probability that the observed depth is within 1 standard deviation of the mean value? Within 2 standard deviations? 4. Suppose that X is uniformly distributed over (1, 1).
1 1 ), and P (X > 1 | X > 4 ). (a) Find P (|X | > 2 2

(b) What is the density function of the random variable |X |?