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MATH 181 1 SEMESTER/AY 2018-2019: Frequently Used Continuous Random Variables
MATH 181 1 SEMESTER/AY 2018-2019: Frequently Used Continuous Random Variables
MATH 181 1 SEMESTER/AY 2018-2019: Frequently Used Continuous Random Variables
1. Uniform Distribution
a+b
E( X ) =
2
b2 − a 2
Var ( X ) =
12
MGF:
ebt − eat
M X (t ) = , for any real number t
(b − a)t
Example
The future lifetime (in years) of a
newborn is uniformly distributed over
the interval (0,100).
We write X ~ Exp( ).
PDF: f ( x) = e− x , x 0, 0
CDF: F ( x) = 1 − e− x
1
E( X ) =
1
Var ( X ) =
2
1 1
MGF: M X (t ) = , t
1 − t
Example
The future lifetime (in years) of
a newborn is exponentially
distributed with mean 𝜆.
+
−1 −t
Let c = t e dt = ( ).
0
4. Beta Distribution
We write X ~ B(1, 2 ).
PDF:
(1 + 2 ) 1 −1
f ( x) = x (1 − x) 2 −1, 0 x 1
(1 )( 2 )
EXERCISE!
1
E( X ) =
1 + 2
1 2
Var ( X ) =
(1 + 2 )2 (1 + 2 + 1)
Example
From the previous problem on
the income of Mr. and Mrs.
Razon, calculate the expected
value and variance of the ratio
of income of Mr. Razon to the
total income of the couple.