MATHEMATICAL STATISTICS Tutorial Exercises 2 Answers

1.
5
kx2 5
Z
kx dx =
2 0

0
25k
= so k = 2/25
2

Z 5
2
E(X) = x2 dx
25 0
2 x3 5
=
25 3 0

10
=
3

2. Z x
F (x) = 6x(1 − x) dx
0
x
6x2 6x3 
= −
2 3 

0
2 3
= 3x − 2x 0 ≤ x ≤ 1.

P (X ≥ 0.6) = 1 − [3(0.6)2 − 2(0.6)3 ]

= 0.352

3. Z ∞ Z ∞
3 −y/2
ky e dy = k 8z 3 e−z .2 dz with z = y/2
0 0
= 16kΓ(4)
= 96k so k = 1/96.

4. Exponential with mean 2 or Γ(1, 2)

Normal with mean 4, variance 8
Gamma with θ = 1, α = 2.
5. Empirical probability is 0.95, Chebyshev’s inequality probability is 0.75, and
probability for uniform distribution is 1.
6. Empirical probability is 0.95, Chebyshev’s inequality probability is 0.75, and
probability for exponential is 0.95