Random Variables and Distribution Functions

Worksheet 8
1. Let X be a discrete random variable with probability mass function
x
fX (x)

-2
4c

-1
2c

0
c

1
4c

2
2c

(a) Find c.
(b) Find P {X > 0} and P {X 0}.
(c) Draw the cumulative distribution for X.
(d) Let Y = X 2 . Give the probability mass function for Y .
2. A random variable X having the distribution function
FX (x) = exp( exp(x))
is called a Gumbel random variable.
(a) Give a plot of FX and explain using this plot why FX is a valid cumulative probability distribution
function.
(b) Find the values of the 4 quintiles X and show their values on the graph.
(c) Make a table of x and FX (x) for x = 2, 1, 0, 1, 2, 3, 4.
(d) Find the probabilities P {2 < X 1} and P {1 < X}.
(e) Find the probability density for this distribution function.
(f) Provide a second sketch of the distribution function along with a sketch of the density function
indicating P {2 < X 1} on both plots.