STAT 410 Fall 2018

Homework #1 A. Stepanov
(due Friday, September 7, by 2:00 p.m.)

Please include your name ( with your last name underlined ),

your NetID, and your section number at the top of the first page.

No credit will be given without supporting work.

If the answer is a function, specify what kind of function
it is ( pdf, pmf, cdf, or mgf ), and its support must be included.

1. Consider a continuous random variable X with the probability density function

x
fX( x) = , 5 ≤ x ≤ 35, zero elsewhere.
C

a) Find the value of C that makes f X ( x ) a valid probability density function.

b) Find the cumulative distribution function of X, F X ( x ).

“Hint”: Should be F X ( 5 ) = 0, F X ( 35 ) = 1.

c) Find the expected value of X, E ( X ).

2. 1. (continued)
120
Consider Y = g ( X ) = .
X5

d) Find the support (the range of possible values) of the probability distribution of Y.

e) Use part (b) and the c.d.f. approach to find the c.d.f. of Y, F Y ( y ).

f) Use the change-of-variable technique to find the p.d.f. of Y, f Y ( y ).

“Hint”: Should be f Y ( y ) = F Y' ( y ).

g) Find the expected value of Y, E ( Y ). Does  Y equal to g (  X ) ?

3. Consider a continuous random variable X with the probability density function

x
fX( x) = , – 2 ≤ x ≤ 4, zero elsewhere.
C

a) Find the value of C that makes f X ( x ) a valid probability density function.

b) Find the cumulative distribution function of X, F X ( x ).

“Hint”: Should be F X ( – 2 ) = 0, F X ( 4 ) = 1.

c) Find the expected value of X, E ( X ).

4. 3. (continued)
1
Consider Y = g ( X ) = .
X2

d) Find the probability distribution of Y.

e) Find the expected value of Y, E ( Y ). Does  Y equal to g (  X ) ?