
Advanced Engineering Mathematics
10th Edition
ISBN: 9780470458365
Author: Erwin Kreyszig
Publisher: Wiley, John & Sons, Incorporated
expand_more
expand_more
format_list_bulleted
Concept explainers
Question
thumb_up100%
Let X be a continuous random variable with range [1,3] and its probability density function is given by the following function:
f(x)=c/(x^3)
where c is a constant.
(1) Find the value of c .
Answer:
(2) Find the expected value of X .
Answer:
Expert Solution

This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by stepSolved in 2 steps with 2 images

Knowledge Booster
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, advanced-math and related others by exploring similar questions and additional content below.Similar questions
- Let (x1, x2, · · · , xn) be i.i.d. samples of a random variable X with probability density function fX(x) = λxe−λx^(2)/2 for x ≥ 0. Find the maximum likelihood estimator of λ. Steps:Find likelihood function Find log likelihood Find derivate Equate to 0 Find 2nd derivative and proof its < 0 to proof it's maximum likelihoodarrow_forwardX1 and X2 are independent random variables with X1 ~ Exp(A1) and X2 ~ Exp(A2). Let M = min{X1, X2}. Determine the probability density function of M.arrow_forwardA probability density function of a random variable is given by f(x) = expected value, the variance, and the standard deviation. The expected value is μ≈ Round to two decimal places as needed.) 1 1 = 5+ 111 on the interval [4, 25]. Find thearrow_forward
- Let X be a continuous random variable whose probability density function is: f(x)- 1.5x2 for -1arrow_forwardLet X be a random variable with probability density function (PDF) given by, find E(e²x) a b C d -G fx(x) = x < 0 otherwisearrow_forwardLet X be a random variable with a probability density function given by for-1 < x < 2; otherwise. Let Y = X². £x (x) = { 0, ², (a) Find the probability density function of Y using the distribution function method. (b) Find the probability density function of Y using the change of variable method.arrow_forward
- Let X be a random variable with probability density function [ a + bx², 0arrow_forwardQ2 Let (X₁, X₂) be jointly continuous with joint probability density function = { -(x₁+x2), f(x₁, x₂) = x1 > 0, x₂ > 0 otherwise. Q2(i.) Sketch(Shade) the support of (X1, X₂). Q2 (ii.) Are X₁ and X₂ independent random variables? Justify your answer. Identify the random variables X₁ and X₂. Q2(iii.) Let Y₁ = X₁ + X₂. Find the distribution of Y₁ using the distribution function method, i.e., find an expression for Fy, (y) = P(Y₁ ≤ y) = P(X₁ + X₂ ≤ y) using the joint probability density function (Hint: sketch or shade the region ₁ + x₂ ≤ y) and then find the probability density function of Y₁, i.e., fy, (y). Q2(iv.) Let Mx, (t) = Mx₂ (t) = (¹, for t < 1. Find the moment generating function of Y₁, and using the moment generating function of Y₁, find E[Y₁]. 1 - Q2(v.) Let Y₂ = X₁ – X2, and Mx, (t) = Mx₂ (t) = (1 t). Find the moment generating function of Y₂, and using the moment generating function of Y₂, find E[Y₂]. Q2(vi.) Using the bivariate transformation method, find the joint…arrow_forwardQ1) CDF, PDF, Expectation and Variance The cumulative distribution function (CDF) of random variable Y is y 1. a) Find the probability density function, fy(y), of random variable Y. b) Show that f fy (y)dy = 1. c) What is E[Y]? d) What is VAR[Y]?arrow_forward
- Let X be a random variable with the probability density function f(x) = { ae; x>0 0 ; otherwise Find (i) Value of aarrow_forwardThe probability density function of a distribution is given by x f(x) = exp(-7). Use differentiation to show that the probability density function has a maximum at x = 0. The moment generating function of a distribution is M(t) = (q + pet)", where p € [0, 1], q = 1 - p and n is a positive integer. Use the moment generating function to find the mean and variance of the distribution in terms of p, q and n.arrow_forward
arrow_back_ios
arrow_forward_ios
Recommended textbooks for you
- Advanced Engineering MathematicsAdvanced MathISBN:9780470458365Author:Erwin KreyszigPublisher:Wiley, John & Sons, IncorporatedNumerical Methods for EngineersAdvanced MathISBN:9780073397924Author:Steven C. Chapra Dr., Raymond P. CanalePublisher:McGraw-Hill EducationIntroductory Mathematics for Engineering Applicat...Advanced MathISBN:9781118141809Author:Nathan KlingbeilPublisher:WILEY
- Mathematics For Machine TechnologyAdvanced MathISBN:9781337798310Author:Peterson, John.Publisher:Cengage Learning,

Advanced Engineering Mathematics
Advanced Math
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Wiley, John & Sons, Incorporated

Numerical Methods for Engineers
Advanced Math
ISBN:9780073397924
Author:Steven C. Chapra Dr., Raymond P. Canale
Publisher:McGraw-Hill Education

Introductory Mathematics for Engineering Applicat...
Advanced Math
ISBN:9781118141809
Author:Nathan Klingbeil
Publisher:WILEY

Mathematics For Machine Technology
Advanced Math
ISBN:9781337798310
Author:Peterson, John.
Publisher:Cengage Learning,

