Chapter Three Continuous Random Variable

HW(3.1): 3, 4, 7, 8, 16 Class: 2, 9, 12
3.1-2. Let f(x) = 1/2, −1 ≤ x ≤ 1, be the pdf of X. Graph the pdf and cdf, and record the mean and
variance of X.

(HW)3.1-3. Customers arrive randomly at a bank teller’s window. Given that one customer arrived
during a particular 10-minute period, let X equal the time within the 10 minutes that the
customer arrived. If X is U(0, 10), find
(a) The pdf of X.

(b) P(X ≥ 8)

(c) P(2 ≤ X <8)

(d) E(X)

(e) Var(X)

(HW)3.1-4. If the mgf of X is . Find

 (a) E(X)

(b) Var(X)

(a) P(4.2 < X ≤ 4.7)

(HW)3.1-7. For each of the following functions, (i) find the constant c so that f(x) is a pdf of a
random variable X, (ii) find the cdf, F(x) = P(X ≤ x), (iii) sketch graphs of the pdff(x) and the
cdfF(x), and (iv) find μ and σ2
(a) f(x) = 4xc, 0 ≤ x ≤ 1.

(b) f(x) = c ,0≤x≤4

(b) f(x) = c/x3/4, 0 < x <1

(HW)3.1-8. For each of the following functions, (i) find the constant c so that f(x) is a pdf of a
random variable X, (ii) find the cdf, F(x) = P(X ≤ x), (iii) sketch graphs of the pdff(x) and the
distribution function F(x), and (iv) find μ and σ2:
(a) f(x) = x3/4, 0 < x < c

(b) f(x) = (3/16)x2, −c < x < c.

(c) f(x) = c/ , 0 < x <1. Is this pdf bounded?

3.1-9. Let the random variable X have the pdf f(x) =2(1 − x), 0 ≤ x ≤ 1, zero elsewhere. (a)
Sketch the graph of this pdf.(b) Determine and sketch the graph of the cdf of X. (c) Find (i) P(0
≤ X ≤ 1/2), (ii) P(1/4 ≤ X ≤ 3/4), (iii) P(X = 3/4), and (iv) P(X ≥ 3/4).

3.1-12. Sketch the graphs of the following pdfs and findand sketch the graphs of the cdfs associated
with thesedistributions (note carefully the relationship between theshape of the graph of the pdf
 and the concavity of thegraph of the cdf):

(HW)3.1-16. Let f(x) = (x + 1)/2, −1 < x <1. Find (a) π0.64(b) q1 = π0.25 and (c) π0.81.
3.2 HW: 1, 5, 8, 9, 10 Class: examples
(HW)3.2-1. What’s the pdf, the mean, the variance and DF of if the mgf of is given by the
following?
a)

b)

(HW)3.2-5. There are times when a shifted exponential model is appropriate. That is, let the pdf of
Xbe
(a) Define the cdf of X.
(b) Calculate the mean and variance of X.

(HW)3.2-8. If has a gamma distribution with and . Find

(HW)3.2-9. If the moment-generating function of a random variable W is M(t) = (1 − 7t)−20, find

the pdf, mean, and variance of W.

(HW)3.2-10. Use the moment-generating function of a gamma distribution to show that E(X) = αθ
and Var(X) = .