Statistics – Continuous Probability Distributions

Problem Sets
Ling-Chieh Kung
Department of Information Management
National Taiwan University

1. Let X follows a uniform distribution with the lower bound a and the upper bound b.
a+b
(a) Prove that E[X] = 2 .
2
(b) Prove that Var(X) = (b−a)
12 .

2. Let X be a continuous random variable whose pdf is

ke2x if x ∈ [1, 2]

f (x) = .
0 otherwise
(a) Find the value of k.
(b) Find E[X].
Hint. You may need to use integration by parts.
3. Consider a random sample {Xi }i=1,2,...,n of sample size n from a population whose finite mean and
finite variance are µ and σ 2 , respectively. Assume that the population size N >> n so that each
Xi has mean µ and variance σ 2 and Xi s are independent. Consider the sample mean
n
1X
X≡ Xi .
n i=1
Note that the sample mean is also a random variable.
(a) Show that the expectation of the sample mean is E[X] = µ.
σ2
(b) Show that the variance of the sample mean is Var[X] = n .

Hint. Propositions 2 and 4 in the slides for Week 3 may be helpful.

4. A business convention holds its registration on Wednesday morning from 9:00 AM until 12:00 noon.
Past history has shown that registrant arrivals follow a Poisson distribution at an average rate of
1.6 every 15 seconds.
(a) What is the average number of seconds between arrivals for this conference?
(b) What is the probability that there are at least 10 arrivals in one minute?
(c) What is the probability that 25 seconds or more would pass between arrivals?
(d) What is the probability that fewer than five seconds will elapse between arrivals?
5. Suppose X follows an exponential distribution with rate 3.
(a) What is the mean of X + 2?
(b) What is the variance of X + 2?
(c) What is the probability that X + 2 > 1?
(d) Is X + 2 an exponential random variable? If so, what is its rate? If not, why?
6. Consider a random variable X which follows a binomial distribution with n = 20 and p = 0.1.
(a) If you use a normal random variable to approximate X, what should be the parameters of the
normal random variable?
(b) WITHOUT correction of continuity, estimate Pr(X ≤ 3) based on the normal distribution
chosen in Part (a).
(c) WITH correction of continuity, estimate Pr(X ≤ 3) based on the normal distribution chosen
in Part (a).