12. Let a random variable X has a geometric distribution with p.d.f. f(x) = pq*", k =1,2,3,. Show that E[Xx]= = and Var(X)= without using its moment generating function.
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- If X is an exponential random variables with rate 1, then its distribution function is given by F(x) = 1 − e−x Show that x = − ln(1 − u).Suppose that X is a continuous unknown all of whose values are between -5 and 5 and whose PDF, denoted f, is given by f ( x ) = c ( 25 − x^2 ) , − 5 ≤ x ≤ 5 , and where c is a positive normalizing constant. What is the expected value of X^2?Suppose that n observations are chosen at random from a continuous pdf fY(y). What is the probability that the last observation recorded will be the smallest number in the sample? I asked this question earlier today, but didn't quite understand all of the response. P(y1<=yn)p(y2<=yn) and so on was used, but shouldn't the yn be listed first in the inequality since we want to know if yn is the smallest?
- If X is a random variable that is uniformly distributed between -1 to 1, find the PDF √|X| of and pdf of -ln|X|Suppose that X is a continuous random variable with a probability density function is given by f(x)= 25 when x is between -2 and 2, and f(x)=0 otherwise. a.)Find E(X2), where X is raised to the power 2 b.) Find Var(2X+2)1. Let X have a gamma distribution with α > 1. Show thatE [1/X] = 1/[θ*(α −1)]
- 1.9.5. Let a random variable $X$ of the continuous type have a pdf $f(x)$ whose graph is symmetric with respect to $x=c .$ If the mean value of $X$ exists, show that $E(X)=c$Hint: Show that $E(X-c)$ equals zero by writing $E(X-c)$ as the sum of two integrals: one from $-\infty$ to $c$ and the other from $c$ to $\infty .$ In the first, let $y=c-x$ and, in the second, $z=x-c .$ Finally, use the symmetry condition $f(c-y)=f(c+y)$ in the first.Consider a random variable X with E[X] = 10, and X being positive. Estimate E[ln√X] using Jensen’s inequality.Suppose that Xis a continuous unknown with 5< X< 5 and having PDF denoted fsatisfying f ( x ) = c ( 25 − x^2 ) ,for -5< x< 5, Here c is a positive normalizing constant. What is the probability that | X |< 3?
- suppose x has an exponential distribution with probability density function f(x) =2e^-2x, x>0. Then P(X>1)Find the equation of the normal line to the graph of ey tan(xy) − ln(x2 − 4y) = sin2(πx) at the point (1, 1).Consider a random variable X with E[X] = 10, and X being positive. Estimate E[ln square root(X)] using Jensen’s inequality.