(1) (Problem 8 from the text) Suppose X is a random variable whose probability density function f is

graphed below:

(a) State why f is a valid probability denstiy function.

(b) Find P (X < 3)
(c) Find P (3  X  8)
(d) Find the expected value of X.
(2) A random number generator generates a random number X between 3 and 7. Find (i) P(X 5),
and (ii) the (
expected value of X given each of the following probability density functions for X:
1
3x7
(a) f(x) = 4
0 otherwise
(
x 3
3x7
(b) f(x) = 8
0 otherwise
(
7 x
3x7
(c) f(x) = 8
0 otherwise
(3) Suppose X is a random variable with probability distribution function
(
k
3 x 2
f (x) = x
0 otherwise
(a) What value must k have in order for this to be a valid probability distribution function? (Assume
k has this value in the following parts of this problem).
(b) Find P (4  X  5) (hint: you might find it easier to do part c before part b)
(c) Find a formula for the cumulative distribution function F (x) of X, given by
F (x) = P (X  x)
(d) Find the expected value of X.
(e) The median value of a random variable X is the value m satisfying
P (X  m) = 0.5
Find the median value of X in this problem.
(4) Suppose a random variable X has the following probability distribution function:
(
pk 0<x1
x
f (x) =
0 otherwise
where k is a constant.
(a) What value must k have in order for this to be a valid probability distribution function? (Assume
k has this value in the following parts of this problem). Notice that this problem involves a
Type II improper integral.
(b) Find P X  12 . (hint: you might find it easier to do part c before part b)
(c) Find a formula for the cumulative distribution function F (x) for X, such that
F (x) = P (X  x)
(d) Find the expected value of X.
(e) The median value of a random variable X is the value m satisfying
P (X  m) = 0.5
Find the median value of X in this problem.
1
 2

(5) Suppose that X represents the average time (in minutes) you must wait for a bus. Suppose the
probability density function for X is given by
(
1
e x/10 x 0
f (x) = 10
0 otherwise
(a) What is the probability you will have to wait 10 minutes or less for a bus? (you might find it
easier to do part (b) before part (a)
(b) Find a formula for the cumulative distribution function F (x) of X, given by
F (x) = P (X  x)
(evaluate the appropriate improper integral, even if you already know what the answer is)
(c) What is the average (mean) time you have to wait for a bus?
(d) The median of a random variable X is defined to be the value m that satisfies
P (X  m) = 0.5
Find the median time you must wait for a bus.
(e) What is the probability that you will have to wait less than the median time for a bus?
(6) Let X be a random variable. Suppose that the cumulative distribution furnction for X is
1 1
P (X  x) = g (x) = + arctan x
2 ⇡
Notice this is the cumulate distribution function for X, not the probability density function.
(a) Find P (X  1)
(b) Find P (X  1)
(c) Find P ( 1  X  1)
(d) Find the probability distribution for X.
(e) Find the expected value of X. Justify your answer fully, writing an improper integral.

1
 Ci ) t Cx )
Z O too all X

Cii ) fitcxldx I
-

Area :
#
Idk " 4
-
-

0.6
rea :
tell .

0.2=0.4

) f
'

PC Xss teddy
-

o.is
-
-

aw
F
Area =I G) Co .
D= 0.15

( 3 EXE 81--0.75
A
P A d

y
Area

z.tt?-o.q#ea--2.E--o.3y--iyoxg--itocx-
.

"
tf '

's

Ext Cxldx

I six
!
'

=
x C Fox) dxt C- Txt 'd dx =

!
Eo
I dx .

f I xdx .

f
'÷
in

* !
" "

4x4 I ¥+16 TF ¥ ¥ It
' '
I
to x'
-

t
-
-
-
-
-
-
- -

, ,

to
=
=
¥ 276

÷
 Extend I xtdx-rtx.li 45=50
-

M
-

] 8

I fix
•

idx
'

3
fooxfcxldx -

dx xxx
-

⇒
8

③
d

) ! IT
492

4¥
y

x' Tx Ex
= '

*
-

-
-

-9×7
,

Truest
"

I
÷¥
-
-

"
-

,
,

I : xtcxldx :[ x¥dx=¥xdx
I -

dy

[ Fox 24×7,7=441215-2×7}
'
= -

=
Ts [ 343 -

is
= -

.
 We need to 'd
fad x
-

- I

fuitcxldx -
-

[
I kx-sdx-t.im
dx=t÷m .
.
KEI !

limo
-

IKI !Ik E- Tk

So
I K -
-
I

k⑦

PC 4 Xt 5) 4585 'dx= -4×-45

E
45 faddy
=
=

÷ IT t =

16%+251=9%0
-

FG ) PCXE ) I? faddy
-

x
-
-
-

d×=
assume

f Igi dx 4x4 !
'
-

= +
IT =

I -

:C
Xss
{
°
,
Ex ) -

I -

¥ X 22
,

( we can use this to check the answer to Cb ) :

PC 4 '
Xt D= FCA -

Fat I -

¥ -

a -

it )
9% I
25% 16%
-

=
-

-
 fix IX.
- '

fcxldx six dy
-
-
-

I !
'
"
I
8 x dx dig 8 I
tin
-

-
-

.
.

! :-# ④
= t
I -

P (X E m
) = 0.5
F ( m) =
0.5

I
Ye 0.5
-

It =
0.5

I = 8

x=z@

f:

talk
We must have I

S.it#dx--IIdx--ali..mo+Sikx-dx--aligf2kXkli--hing+2kl

2K a
=
2K

2K I .

,
so k
 Get I

PCXEII -

.
E- fcxldx -
-

Sit txdx -
-

alina la "¥x÷dx
!
.

-
-

hi:* It -

lain
fi -

sa -
-

⑤ or
.

A
o'
'

FCA
PCXE )
-

x
-

foxtail dy
-

f¥x÷dx II
:D

limo ¥1¥
dx -
-

him x' la
"
ti:* A -

sa -
-

A
,
.

FAI
g-
-

%
{ Eat
'

aaooo¥y
-
-

-
text .

,
I
,
XX

check answer
to Cbl :
PCXE It FEI ft -

'

I:X fcxldx -

f. x. I dy

If'x÷dx -

I ⇒ I!
"
-

⑤
( Note that the answer is between O and I
,

and closer to 0 than t . I which we expect given

,

the distribution "

⇐ y

Ifm
( Xen ) -0.5 0.5
-
-

P
-

F Cm ) 0.5
m=
=
 'T 'T
f
"
e-
) Is dy
"

PCXE to Cxldx
-

-
- -

"=
'
"
¥ of e-

IIe
=
e- .
t I -

0.63

:÷:÷÷÷÷÷÷
.

i¥÷÷÷÷÷÷÷
→
expected value

=
of X

fix
.

%
of e- dx
fix f Cx ) dx

-
-

fig 'f÷Ie dx

:÷÷
:O
÷÷÷¥÷÷÷÷÷
.

. .
To to
④
-

÷
lion
i

"

b -
no
The mean waiting time for
a bus is 10 minutes
=
him =p
,

b. To
 PCXE m ) = 0.5

F ( ) m
=
Qt

mho
-

I
-

e
=
0,5
mho
e- =
0.5
-

mho
=
In 0,5
-

m = to In 0,5
In 6.9
=

m
-

-
-
10 In 0.5 =
to 2 min .

0,5 =
50% =
I

ii.
ve

PCXE D= G) = It tartan I =
Et ¥ F -

g
.

I tf =
=
75%

PCXE -

D -

g
ED =
It ¥ a rotan ED
=
It # C I -

-
25%

PffXE
'
D -

PGH -

PGE -
D

FCD FED F T
⑤ -50%
=
-
-
' -

-
-
-
 density

Let Stx ) be the probability density

f- auction for X , Then

g =p HEH
-

fjfcxldx
the second torn of the fundamental theorem
By
of calculus '

g (× ) f G)
-

So

f- ( X)
-
-
Ot IT .

¥ - =
t¥x )

¥fCxldx= fifty dx ¥ dx
-

We need to break this integral

up

t.it#dx--f:Fx.dxtf7ITdx
( we 'll put the factor of # back in
at the end )

I :* dx fin
.
-

.si#dx=Li.m.t!fFdx--fi;n.tlnCHxYli--Lim.tlnfH5
I Hatta
'

=p

The integral diverge ,

undefined
Xi
-

The value of
expected -
.