A discrete random variable X has probability mass function Sk(") for a = 0, 1, ..., 16 %3D px (x) = otherwise, where k is a constant that makes px a valid probability mass function. Calculate P(X = 8). Note: You first have to calculate the value of k that makes px a valid probability %3D mass function.

A discrete random variable X has probability mass function Sk(") for a = 0, 1, ..., 16 %3D px (x) = otherwise, where k is a constant that makes px a valid probability mass function. Calculate P(X = 8). Note: You first have to calculate the value of k that makes px a valid probability %3D mass function.

Algebra & Trigonometry with Analytic Geometry

13th Edition

ISBN:9781133382119

Author:Swokowski

Publisher:Swokowski

Chapter10: Sequences, Series, And Probability

Section10.8: Probability

Problem 31E

See similar textbooks

Similar questions

X 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
X is a discrete random variable and takes the values 0,1 and 2 with probabilities of 1/6, 1/3 and 1/2, respectively. What is the moment generator function M(t) of X?
Let X be a Gaussian random variable (0,1). Let M = ln(5*X) be a derived random variable. What is E[M]?
If X is a continuous random variable with X ∼ Uniform([0, 2]), what is E[X^3]?
(b) Let Z be a discrete random variable with E(Z) = 0. Does it necessarily follow that E(Z³) = 0? If yes, give a proof; if no, give a counterexample.
If y is random variable has a probability mass function defined as follows find 1. and 2.
Let i_t denote the effective annual return achieved on an equity fund achieved between time (t -1) and time t. Annual log-returns on the fund, denoted by In(1 + i_t) , are assumed to form a series of independent and identically distributed Normal random variables with parameters u = 6% and o = 14%.An investor has a liability of £10,000 payable at time 15. Calculate the amount of money that should be invested now so that the probability that the investor will be unable to meet the liability as it falls due is only 5%. Using only formulas, no tables
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 X and Y be independent Poisson random variables with means 2 and 8, respectively. More explicitly, their probability mass functions are given by Px (k)=e¹ PY (k)= e and let Z=X+Y Find the variance of X given that Z=10, that is Var(X|Z=10). Express the result with two decimal points, Ex 12.34 Yaret: for k=0,1,... for k=0, 1,...
Let X be a discrete random variable with probability mass function P(X= x) =p(1 −p)^x ; x= 0,1,2,.... Here p∈[0,1]. Calculate the moment generating function (MGF) of X, the mean, and variance of this distribution (using the MGF).
If Z is a discrete random variable with possible values of -1, 0, and 1, and the probability mass function is given by P(Z = -1) = 0.4, P(Z = 0) = 0.3, and P(Z = 1) = 0.3, what is the standard deviation of Z?
Let X be a random variable with probability mass function P ( X = 1 ) = 1/2 , P ( X = 2 ) = 1/3 , a n d P ( X = 5 ) = 1/6 . Then E[1/x]=?