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Wendy Tan
Exercise 1
1
For fX (y) to be a valid PDF, the sum of all probabilities equal to 1. So:
Z 0 Z 1 Z 2 Z ∞
Ady + ydy + B(2 − y)dy + Cdy = 1
−∞ 0 1 2
B=1
2
0 if c ≤ 0
y2
if 0 < c < 1
FX (c) = 2
y2
2y − 2 −1 if 1 < c ≤ 2
1 if c > 2
Exercise 2
1
Given the uniform distribution, denote X as a uniformly distributed RV that indicates the
probability of fire starting at position x:
(
1
0<x<L
fX (x) = L
0 else
1
Then, to find E(|X − a|) :
Z
E(|X − a) = |x − a|fX (x)dx
xZ
1
= |x − a|dx
L x
Z a Z L
1
= ( (a − x)dx + (x − a)dx)
L 0 a
x2 a
L
x2
1
= [(ax − ) + ( − ax) ]
L 2 2 0 a
1 L2
= (a2 − aL + )
L 2
L2
To minimize the entire term, minimize a2 − aL + 2 , so the derivative:
2a − L = 0
L
a=
2
2
(
λe−λx x≥0
fX (x) =
0 else
Then for the expected value:
Z a Z ∞
E(|X − a|) = (a − x)λe−λx dx + (x − a)λe−λx dx
0
Z a Z a a Z ∞ Z ∞
−λx
= λ[a e dx − xe−λx dx + xe−λx dx − a e−λx dx]
0 0 a
a
e−λx a xe−λx e−λx a xe−λx e−λx ∞ e−λx ∞
= λ[a −( − 2 ) + ( − 2 ) − a( ) ]
−λ 0 −λ λ 0 −λ λ a −λ a
a 2e−λa 1
= λ[+ 2
− 2]
λ λ λ
2e−λa 1
=a+ −
λ λ
Differentiate the term with respect to a gives:
1 − 2e−λa = 0
ln 2
a=
λ
Exercise 3
1
This community can be modeled by 100 Bernoulli trials or binomial distribution of such that
X Bin(100, 0.65). The data can be further approximated by a normal distribution with mean 65
2
and variance np(1 − p) = 22.75. So let X N (65, 22.75) be a random variable that represents the
number of people that support the proposal.
60 − 65 50 − 65 70 − 65
P (60 ≤ X ≤ 70) = P ( ≤ )≤ )
4.77 4.77 4.77
= P (−1.05 ≤ z ≤ 1.05)
= 2P (0 ≤ z ≤ 1.05)
= 0.71
X − 65 75 − 65
P (X < 75) = P ( < )
4.77 4.77
= P (z < 2.096)
= Φ(2.096)
= 0.98
Exercise 4
This can be modelled with a gaussian random variable with mean 40 and variance 100·0.4·0.6 =
24. Let X be the number of successful serves Greg had in 100 trials. For the total trials to be more
than 100, the number of successful serves within the 100 trials must be less than or equal to 49.
So:
X − 40 49 − 40
P (X ≤ 49) = P ( ≤ )
4.899 4.899
= P (z ≤ 1.837)
= Φ(1.837)
= 0.967