Probability and complex function: Unit I: Probability and random variables

Exercise 1.10 (Uniform distribution or Rectangular Distribution)

Problems with Answer | Random variables

Probability and complex function: Unit I: Probability and random variables : Exercise 1.10

EXERCISE 1.10

1. For the rectangular distribution dp = k dx, 1 ≤ x ≤ 2. Show that Arithmetic mean > Geometric mean > Harmonic mean.

2. A random variable X is uniformly distributed over (0, 1), find the density of Y = x2 + 1.

3. A distribution is given by f (x) = -ɑ ≤ x ≤ ɑ. Find the first four central moments and obtain β1 and β2.

4. If X1 and X2 are independent rectangular variates on [0, 1], find the distribution of X1 / X2

5. If X is a random variable with a continuous distribution function F(x), then F(x) has a uniform distribution on [0, 1].

6. If the mgf of a continuous r.v. X is 1/t (e5t - e4t), t ≠ 0 what is the distribution of X? What are its mean and variance ?

[Ans. E[X] = 9/2, Var(X) = 1/12]

7. If X has uniform distribution in (-ɑ, ɑ), ɑ > 0 find a such that P(| X | < 1) = P(| X | > 1).

[Ans. ɑ = 2]

8. If X is uniformly distributed r.v. with mean 1 and variance find P (X < 0).

 [Ans. (1/4)]

Probability and complex function: Unit I: Probability and random variables : Tag: : Problems with Answer | Random variables - Exercise 1.10 (Uniform distribution or Rectangular Distribution)