8. (a) Let f(x) be the pdf of a random variable X. if-2 ≤ x < 0 if 0 < x < 1 x² - 4x + 4 if 1 ≤ x ≤ 2 otherwise 0 Find the cdf of X. f(x) = - (b) Let F(x) be the cdf of a random variable X. if x < -1 0 x² if-1 < x≤0 2 F(x) = +x+ x² 2 +x+ 1 Find the pdf of X. if 0 < x < 1 if x ≥ 1
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- X1 and X2 are independent random variables such that Xi has PDF fXi(x)={λiexp(−λix) when x≥0, 0 otherwise}. What is P[X2<X1]?Let X1,X2,... be a sequence of identically distributed random variables with E|X1|<∞ and let Yn = n−1max1≤i≤n|Xi|. Show that limnE(Yn) = 0X is an exponential random variable with λ =1 and Y is a uniform random variable defined on (0, 2). If X and Y are independent, find the PDF of Z = X-Y2
- Consider a function F (x ) = 0, if x < 0 F (x ) = 1 − e^(−x) , if x ≥ 0 Is the corresponding random variable continuous?Let X1, .... Xn be a random sample from a population with location pdf f(x-Q). Show that the order statistics, T(X1, ...., Xn) = (X(1), ... X(n)) are a sufficient statistics for Q and no further reduction is possible?LetX1,X2,...,Xn be a sequence of independent and identically distributed random variables having the Exponential(λ) distribution,λ >0, fXi(x) ={λe−λx, x >0 0, otherwise Define the random variable Y=X1+X2+···+Xn. Find E(Y),Var(Y)and the moment generating function ofY.
- Suppose the random variable y is a function of several independent random variables, say x1,x2,...,xn. On first order approximation, which of the following is TRUE in general?Let X be a random variable with pdff(x) = 4x^3 if 0 < x < 1 and zero otherwise. Use thecumulative (CDF) technique to determine the pdf of each of the following random variables: 1) Y=X^4, 2) W=e^(-x) 3) Z=1-e^(-x) 4) U=X(1-X)A continuous random variable X is defined by: Solve: 1. f(x) = (3+x)²/16 ; -3≤ x≤ -1 2. f(x) = (6 - 2x)²/16 ; -1≤x≤1 3. f(x) = (3 - x²)/16 ; -1≤x≤3
- Suppose that the random variables X1,...,Xn form a random sample of size n from the uniform distribution on the interval [0, 1]. Let Y1 = min{X1,. . .,Xn}, and let Yn = max{X1,...,Xn}. Find E(Y1) and E(Yn).If X is a continuous random variable with X ∼ Uniform([0, 2]), what is E[X^3]?Suppose that three random variables X1, X2, X3 form a random sample from the uniform distribution on interval [0, 1]. Determine the value of E[(X1-2X2+X3)2]