3. Let X be a random variable with distribution functionP(X ≤x} =0x1if x ≤ 0,if 0 < x ≤ 1,if x > 1.Let F be a distribution function which is continuous and strictly increasing. Show that Y = F-¹(X)is a random variable having distribution function F. Is it necessary that F be continuous and/or strictlyincreasing?

Answered: Image /qna-images/answer/5084d45b-5938-456e-b1bb-37adec0164ad.jpg

Answered: 3. Let X be a random variable with…

College Algebra (MindTap Course List)

12th Edition

ISBN:9781305652231

Author:R. David Gustafson, Jeff Hughes

Publisher:R. David Gustafson, Jeff Hughes

Chapter8: Sequences, Series, And Probability

Section8.7: Probability

Problem 39E: Assume that the probability that an airplane engine will fail during a torture test is 12and that...

See similar textbooks

Similar questions

The conditional probability of E given that F occurs is P(EF)=___________. So in rolling a die the conditional probability of the event E, getting a six, given that the event F, getting an even number, has occurred is P(EF)=___________.
Assume that the probability that an airplane engine will fail during a torture test is 12and that the aircraft in question has 4 engines. Construct a sample space for the torture test. Use S for survive and F for fail.
Suppose that you enter a fantasy baseball league. Suppose that the 2021 team budget, say , is randomly drawn from a uniform distribution on the interval , where the unit is U.S. million dollars. In addition, suppose that after the value has been observed , the 2022 team budget, say , is randomly drawn from a uniform distribution on the interval . In other words, the 2022 budget is at most as large as the 2021 budget. a) For any given value of x(50<x<350), obtain E[Y|X=x] b) In view of part (a), obtain E[Y|X] c) Atlanta Braves won the 2021 World Series title. Their estimated 2022 payroll is about $130 million. Would your 2022 fantasy baseball budget be on average larger than their 2022 payroll? Explain briefly.
Suppose that the random variable X is continuous and takes its values uniformly over the interval from 0 to 2. What is P{X = 1.5 or X = 0.4}?
Let X and Y be continuous random variables with joint distribution function, F (x,y). Let g (X,Y) and h (X,Y) be functions of X and Y. PROVE Var(a + X) = Var (X)
If the random variable X follows the uniform distribution U= (0,1) What is the distribution of the random variable Y= -2lnX. Show its limits.
IF F(x, y) is the value of the joint distribution function of X and Y at (x, y), show that the marginal distribution function of X is given by G(x) = F(x, ∞) for - ∞ <x < ∞ Use this result to find the marginal distribution function of X for the random variable F(x, y) = { (1-e-x2 ) (1- e-y2) for x>0, y> 0 and 0 elsewhere
Let X and Y be continuous random variables with joint distribution function, F (x,y). Let g (X,Y) and h (X,Y) be functions of X and Y. PROVE Cov (X,Y) = E[XY] - E[X] E[Y]
Let Yn denote the nth order statistic of a random sample of size n froma distribution of the continuous type. Find the smallest value of n for which theinequality P(ξ0.9 < Yn) ≥ 0.75 is true.
If the random variable T is the time to failure of a commercial product and the values of its probability den-sity and distribution function at time t are f(t) and F(t), then its failure rate at time t is given by f(t)1 − F(t). Thus, thefailure rate at time t is the probability density of failure attime t given that failure does not occur prior to time t.(a) Show that if T has an exponential distribution, thefailure rate is constant. (b) Show that if T has a Weibull distribution (see Exer-cise 23), the failure rate is given by αβt β−1.
Show that if X is a random variable with continuous cumulative distribution function F(x), then F(x)=U is uniformly distributed over the interval (0,1).
Suppose that the lifetime in years, X, of a type of electrical switch follows the distribution f(x)=12e−x2f(x)=12e−x2for x>0x>0. What type of continuous distribution is this and what is the average lifetime of one of these switches?

Recommended textbooks for you

College Algebra (MindTap Course List)

Algebra

ISBN:

9781305652231

Author:

R. David Gustafson, Jeff Hughes

Publisher:

Cengage Learning

Algebra & Trigonometry with Analytic Geometry

Algebra

ISBN:

9781133382119

Author:

Swokowski

Publisher:

Cengage

Algebra and Trigonometry (MindTap Course List)

Algebra

ISBN:

9781305071742

Author:

James Stewart, Lothar Redlin, Saleem Watson

Publisher:

Cengage Learning

College Algebra (MindTap Course List)

Algebra

ISBN:

9781305652231

Author:

R. David Gustafson, Jeff Hughes

Publisher:

Cengage Learning

Algebra & Trigonometry with Analytic Geometry

Algebra

ISBN:

9781133382119

Author:

Swokowski

Publisher:

Cengage

Algebra and Trigonometry (MindTap Course List)

Algebra

ISBN:

9781305071742

Author:

James Stewart, Lothar Redlin, Saleem Watson

Publisher:

Cengage Learning

SEE MORE TEXTBOOKS