Example

Suppose that X is a random variable with CDF F (x) defined by


 0,
 when x < 0,
F (x) = x 2/3 , when 0 ≤ x ≤ 1,

 1, when x > 1.

Find the PDF f (x) of X .

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Example
Let X ∼ Binomial(3, 0.3). Sketch the plot of the CDF of X .

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Example
Let X ∼ Uniform(0, 1). Find the CDF of X .

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Example
Recall that the PMF of Geometric distribution Geometric(p), with 0 < p < 1, is

f (x) = p(1 − p)x , x = 0, 1, . . . .

Find E[X ].

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Example
Let X ∼ Uniform(0, 2π). Find E[sin(X )] and E[sin2 (X )].

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Example
~
Let A > 0. Suppose X Exp(A). Find the Cumulative Distribution
Functio n (CDF) Fx(x) of X. Find lE[X] .

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