Computational Mathematics - Problem Sheet 3

1. (a) Find the Taylor series expansion for the function f (x) = ex about the point x = 0.
P
(b) Determine the expected value E(X) = x xf (x) of the Poisson distribution

λx e−λ
f (x) = P (X = x) = , x = 0, 1, 2, . . .
x!

(c) In general, the variance can also be calculated using the expression

Var(X) = E(X 2 ) − E(X)2 .

By calculating E(X 2 ) = 2 f (x),

P
xx determine the variance of the distribution.

2. Let the continuous random variable X have probability distribution

(
2x, 0 ≤ x ≤ 1,
f (x) =
0, otherwise

(a) Show that f (x) is a valid probability distribution function.

(b) Find the mean and variance of X.

3. The exponential distribution is given by

(
1 −x/β
βe , x>0
f (x) =
0, elsewhere.

(a) Show that f (x) is a valid probability distribution function.

(b) Use integration by parts Z Z
u dv = uv − v du

to show that Z
xe−x dx = −e−x (x + 1) + C,

where C is a constant.
(c) Calculate the mean and variance of the distribution.
(d) Verify that the expression
Var(X) = E(X 2 ) − E(X)2 ,
R∞
where E(X 2 ) = 2
−∞ x f (x)dx, gives the same result for the variance in this case.
(e) Find the cumulative distribution function F (x) for this probability distribution, and sketch
both f (x) and F (x).

4. The random variable X has a normal distribution with mean µ and standard deviation σ. Find
the probability that X assumes a value within two standard deviations of the mean.