Q-04/PRP/SPR’19 02/05/2019 Marks: 20 / Time: 15 min

Name: __________SOLUTION_________________________ Roll No: _________________ Section: ________

A random variable, X , is Laplacian distributed with parameter 2. Answer the following (avoid writing direct
answers; use the notations carefully): [Marks distribution: 4 marks each part]
λ
− λ|x|
1. Plot the PDF of X. f X ( x )= e . Plot for λ=2. Shape of the curve and the value at x=0 is important.
2

2. Find the expression for the CDF of X and plot it.

x
λ −λ |x|
F X ( x ) =∫ e dx
−∞ 2
For x <0
x
λ 1 λx x 1 λx
F X ( x ) = ∫ e dx= |e |−∞= e
λx
2 −∞ 2 2
For x=0 , F X ( 0 )=0.5 . And for x ≥ 0

| |
x x
λ λ e−λx
F X ( x ) =0.5+ ∫ e dx=0.5+ =0.5−0.5 ( e −1 ) =1−0.5 e
−λx − λx − λx
20 2 −λ 0

3. Find P[ X <3] .
−λ ( 3 )
From CDF, P [ X <3 ] =F X ( 3 )=1−0.5 e .
−2( 3)
So for λ=2 for example, F X ( 3 )=1−0.5 e =0.9988

4. Find P[1< X ≤3 ].
From CDF, P [ 1< X ≤ 3 ]=F X ( 3 ) −F X ( 1 )= ( 1−0.5 e− λ (3 ) )−( 1−0.5 e−λ (1) ).
So for λ=2, F X ( 3 )−F X ( 1 )=0.9988−( 1−0.5 e−2 (1 )) =0.9988−0.9323=0.0665

5. Find VAR [ X ] through application of the expected value rule.

VAR [ X ] =E [ X− ( E [ X ] ) ]
2

E [ X ] =0 due to symmetry. So
∞
2
VAR [ X ] =E [ X ] = ∫ x f X ( x ) dx=
2 2
2
−∞ λ

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 Q-04/PRP/SPR’19 02/05/2019 Marks: 20 / Time: 15 min
Name: __________SOLUTION_________________________ Roll No: _________________ Section: ________

Which is an integral the students can solve much better than us, teachers!  All marks be given on writing of the
above integral and not solution.

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