MA1451-Probability and Random Processes Dept.

of ECE 2023-2024

 x , −1 x  1
9 Test whether f ( x) =  can be the probability density function of a
 0, otherwise
continuous random variable?
Solution:

The given function f ( x) is a probability density function, if f ( x)  0, x and  f ( x ) dx = 1
−
 1 1

 f ( x ) dx =  x dx = 2 x dx
− −1 0
1
 x2 
= 2   = 1− 0 = 1
 2 0
 Yes, f ( x) can be the probability density function of a continuous random variable.
 0, x0
10 The CDF of a continuous random variable is given by F ( x ) =  x .
−
1 − e 5 , 0  x  
Find the PDF of X and mean of X.
Solution:
0, x0
d 
PDF = f ( x) =  F ( x)  =  1 − x
dx  e , x0
5
5
 
1 − 5x
E ( X ) =  xf ( x) dx =  xe dx
− 0
5

  −x    −x
1 e 5  
25 e 5
=  ( x)   =  − (1)  1
=5.
5  −1  5
 
  5   0   25
11 Let X be a random variable with E(X) = 1, E(X(X-1)) = 4. Find Var (X), Var (3+2X).
Solution: Given
E ( X ) =1
E ( X ( X − 1) ) = 4  E( X 2 − X ) = 4
E( X 2 ) − E( X ) = 4  E ( X 2 ) −1 = 4  E( X 2 ) = 5
Var ( X ) = E X 2 ( ) − ( E ( X ))
2
= 5 −1 = 4
Var ( 3 + 2 X ) = (2) 2 Var ( X ) = 4  4 = 16 Var ( aX + b ) = a 2 Var ( X )
1
12 Let M X ( t ) = , t  1 , be the MGF of RV X. Find the MGF of Y = 2 X + 1 .
1− t
Solution:
M Y (t ) = M 2 X +1 (t ) = et M X (2t )  M aX +b (t ) = ebt M X (at ) 
 1  et
 M X (at ) =  M X (t ) t →at 
=e  t
= .
1 − t  t →2t 1 − 2t

St. Joseph’s College of Engineering 4