MATHEMATICAL STATISTICS Tutorial Exercises 2

Exercises which are taken from the text book, Wackerly, D.D. et.al. Mathematical
Statistics with Applications are marked with their exercise number in the textbook
in brackets.
1. If a continuous random variable X has probability density function:

kx, 0≤x≤5
(
f (x) =
0 elsewhere

find k and the mean of X.

2. The random variable X has probability density function

f (x) = 6x(1 − x) 0 ≤ x ≤ 1.

Find the distribution function of X and P (X ≥ 0.6).

[4.96] 3. Suppose that a random variable Y has a probability density function given by

ky 3 e−y/2 y>0
(
f (y) =
0 elsewhere

Find the value of k that makes f (y) a density function

4. Identify the distributions of the random variables with the following moment
generating functions.

1
M (t) =
1 − 2t

M (t) = e4t(1+t)

 1 2
M (t) =
1−t

[4.149] 5. Find P |Y − µ| ≤ 2σ) for a uniform random variable. Compare with the
corresponding probabilistic statements given by Tchebysheff’s theorem and
the empirical rule.
[4.150] 6. Find P |Y − µ| ≤ 2σ) for an exponential variable. Compare with the
corresponding probabilistic statements given by Tchebysheff’s theorem and
the empirical rule.