(a) For fx(x) = 1-x| |x|≤1 " otherwise sketch the PDF, then calculate E[X] and P[|X| > 1/2].
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Calculate each of the requested quantities. All of these problems are carefully chosen so that they can be completed without
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- 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.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 (a) Show that the moment generating function mX(s) :=E(esX) =λ/(λ−s) for s< λ;If X is exponentially distributed with parameter λ and Y is uniformly distributed on the interval [a, b], what is the moment generating function of X + 2Y ?
- Let x~ possion(alpha). Show that E[x(x-1)(x-2)....(x-k)]=ak+1Consider a function F (x ) = 0, if x < 0 F (x ) = 1 − e^(−x) , if x ≥ 0 Is the corresponding random variable continuous?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.
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