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ADt'1U ~"ATH DEPT PAGE 01


04/13/2001 2~:: 45 42E,E,125

Ma 299 .. Probability Theory


Dr. Jose A. ~1arasigan

Final Exanlination

1. A continuous random variable X has the probability density I(x) = .4x + B, where

0 ~ x:$ 1. Given that E(X) = 1~' find the variance of X.


2. If X and Y have joint deI1$ity function

( e-l/ if 0 < x < y < 00


I(x, y) = ~l 0
. otherwise,

find E(XIY = y) and E(YIX = x).

. 3. (a) Define the moment generating function of a random variable and discuss its
significa.nce.
(b) If X has the normal distribution with mean J1and variance a2, find E(X3).

4. Suppose that the waiting time for the first customer to enter I:lcertain shop after 9:00
AM is a random variable X with exponential density function give by
le-;J;/f:i :t > 0
f(x) = { B 0 elsewhere

(11)Find the moment generating ftmction for X.


(b) Use the answer for (a) to find E(X) and Var(X).

5. If the ID<>mentgen';"ating function of a random variable X is (i + ~et)'. find


P(X = 2 or 3),

JA M/.k../ ma29i1 ;"nh..I:>i!ity ,hMY Ii",,] ehm.-~OO~


~hr"b ZQO!!

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