17.

For an exponentially distributed random variable X, find the value of λ that

satisfies the following relationship:

𝑃𝑃(𝑋𝑋 ≤ 3) = 0.9𝑃𝑃(𝑋𝑋 ≤ 4)
Solution:

𝑃𝑃(𝑋𝑋 ≤ 3) = 0.9𝑃𝑃(𝑋𝑋 ≤ 4)

We can rewrite and it can be defined by :

1 − e −3λ = 0.9(1 − e −4λ )

Let denote 𝑧𝑧 = e −λ

The above equation become:

1 − 𝑧𝑧 3 = 0.9(1 − 𝑧𝑧 4 )

To solve equation we have to find z:

1 − 𝑧𝑧 3 = 0.9 − 0.9 𝑧𝑧 4
1 − 0.9 = 𝑧𝑧 3 − 0.9 𝑧𝑧 4
0 = 𝑧𝑧 3 − 0.9 𝑧𝑧 4 − 0.1
𝑧𝑧 = 0.6005
And to find

0.6005 = e −λ
λ = 0.51