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Please include your name ( with your last name underlined ) and your NetID

at the top of the first page.

No credit will be given without supporting work.

1. 1.9.18 ( 7th edition ) 1.9.17 ( 6th edition )

Find the mean and the variance of the distribution that has the cdf

F (x) =

x

8

x2

16

x<0

0x<2

2x<4

4x

0

1 ex

F (x) =

1 e1

x0

0<x1

1<x<2

2x

b) Find P [1 < X < 3/2]

c) Find = E(X).

d) Find 2 = V ar(X).

3. Let X have a uniform distribution on the interval (0, 1).

X

a) Find the c.d.f. and the p.d.f. of Y = 1X

.

b) Find the c.d.f. and the p.d.f. of W = ln(Y ).

4. 1.8.8 ( 7th edition ) 1.8.10 ( 6th edition )

Let f (x) = 2x, 0 < x < 1, zero elsewhere, be the p.d.f. of X.

a) Compute E( X1 ).

1

b) Compute E(X). Does E( X1 ) = E(X)

?

c) Find the c.d.f. and the p.d.f. of Y = X1 .

1

5. Let X have the pdf f (x) = 4x3 , for 0 < x < 1, zero elsewhere.

a) 1.7.23 ( 7th and 6th edition ) Find the c.d.f. and the p.d.f. of Y =

ln (X 4 ).

X

b) Let Y = e

. Find the probability distribution of Y .

c) Let Y = 2 X. Find the probability distribution of Y .

6. Let X have a Pareto(, ) distribution with p.d.f.

f (x) =

x1+

Find the c.d.f. of Y = log(X).

7. Suppose the the joint probability mass function f (x, y) of X and Y is

given in the following table

y

0

1

2

f(x,y)

0 0.40 0.16 0.20

x

1 0.10 0.05 0.09

a) Find the marginal probability mass function fy (y).

b) Find the conditional probability mass function fx|y (x|y).

c) Find the probability mass function of E[X|Y ].

8. Let > 0 and let X be a random variable with the probability density

function

f (x) = x+1

a) Determine the probability distribution of W by finding the c.d.f. of W

FW (w) = P (W w) = P (ln(X) w).

Hint: Find FX (x) first.

b) Determine the probability distribution of W by finding the m.g.f. of W

MW (t) = E(eW t ) = E(eln(X)t ).

c) Determine the probability distribution of W by finding the p.d.f. of W ,

fW (w), using the change-of-variable technique.

9. Let X have a uniform distribution on the interval (0, 1). Given that

X = x, let Y have a uniform distribution (0, x + 1).

a) Find E(Y |x), the conditional mean of Y , given that X = x.

b) Find fY (y), the marginal p.d.f. of Y .

c) Find E(Y ).

d) Find E(X|y), the conditional mean of X, given that Y = y.

10. Suppose that Y U nif (0, 1).

a) Find the p.d.f. and c.d.f of X = a + bY .

b) Suppose F is a c.d.f. and let X = F 1 (Y ). Show that the c.d.f of X is F .

11. Suppose that we randomly draw an angle from the interval (/2, /2).

In other words U nif (/2, /2).

a) Let X = tan(). What is the support of X?

b) Find the p.d.f of X.

12. (Casella & Berger, 2nd ed.) A p.d.f. is defined by f (x, y) = C(x + 2y)

for 0 < y < 1 and 0 < x < 2, and is zero otherwise.

a) Find the value of C.

b) Are X and Y independent?

c) Find the marginal p.d.f of X.

d. Find the conditional p.d.f fy|x (y|x).

e) Find E[Y |x = 1].

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