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The answers to selected homework problems for math331, a college-level mathematics course taught by david anderson during the fall 2008 semester. The problems dealt with calculating expected values and variances of given probability distributions.
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Math331, Fall 2008
Instructor: David Anderson
Homework: pgs. 254 - 255, #โs 1, 2, 4.
f (x) =
32 x
โ 3 x โฅ 4
0 x < 4
Therefore, the expected value is
โโ
xf (x)dx =
4
x ร 32 x
โ 3 dx
4
x
โ 2 dx = 32
The variance does not exist because
2 ] =
4
x
2 32 โ x
โ 2 dx =
4
32 dx = โ,
and so V ar(X) = E[X
2 ] โ E[X]
2 does not exist.
f (x) =
6(x โ 1)(2 โ x) if 1 < x < 2
0 else
Therefore,
โโ
xf (x)dx =
1
x ร 6(x โ 1)(2 โ x)dx
1
6 x
3 โ 18 x
2
dx
x
4
3 โ 6 x
2
2
x=
The second moment of X is
2 ] =
1
x
2 ร 6(x โ 1)(2 โ x)dx =
Therefore, V ar(X) = 23/ 10 โ 9 /4 = 1/20. Thus, the standard deviation is
ฯX =
V ar(X) =
f (x) = 3e
โ 3 x , x โฅ 0.
This is the density for an exponential random variable with parameter 3. We have
E[e
X ] =
0
e
x 3 e
โ 3 x dx = 3
0
e
โ 2 x dx = โ
e
โ 2 x
โ
x=