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    Chapter 2nd Exercises Part2

    Uploaded by

    Kamil Ibra
    This document contains 22 exercises related to key probability distributions: 1. The normal distribution, gamma function, chi-square distribution, t-distribution, and F-distribution are introduced. Properties including expected values, variances, and moment generating functions are explored. 2. Examples of computing gamma functions, expressing integrals in terms of the gamma function, and finding expected values of ratios of chi-square random variables are provided. 3. Additional exercises involve using distribution tables to find probabilities, such as the probability that a chi-square random variable is between two values or that the absolute value of a t-distributed variable is less than a given amount.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Chapter 2nd Exercises Part2

    Uploaded by

    Kamil Ibra
    39 views3 pages
    This document contains 22 exercises related to key probability distributions: 1. The normal distribution, gamma function, chi-square distribution, t-distribution, and F-distribution are introduced. Properties including expected values, variances, and moment generating functions are explored. 2. Examples of computing gamma functions, expressing integrals in terms of the gamma function, and finding expected values of ratios of chi-square random variables are provided. 3. Additional exercises involve using distribution tables to find probabilities, such as the probability that a chi-square random variable is between two values or that the absolute value of a t-distributed variable is less than a given amount.

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    This document contains 22 exercises related to key probability distributions: 1. The normal distribution, gamma function, chi-square distribution, t-distribution, and F-distribution are introduced. Properties including expected values, variances, and moment generating functions are explored. 2. Examples of computing gamma functions, expressing integrals in terms of the gamma function, and finding expected values of ratios of chi-square random variables are provided. 3. Additional exercises involve using distribution tables to find probabilities, such as the probability that a chi-square random variable is between two values or that the absolute value of a t-distributed variable is less than a given amount.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    39 views3 pages

    Chapter 2nd Exercises Part2

    Uploaded by

    Kamil Ibra
    This document contains 22 exercises related to key probability distributions: 1. The normal distribution, gamma function, chi-square distribution, t-distribution, and F-distribution are introduced. Properties including expected values, variances, and moment generating functions are explored. 2. Examples of computing gamma functions, expressing integrals in terms of the gamma function, and finding expected values of ratios of chi-square random variables are provided. 3. Additional exercises involve using distribution tables to find probabilities, such as the probability that a chi-square random variable is between two values or that the absolute value of a t-distributed variable is less than a given amount.

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    TD 2 part 2 - NORMAL DISTRIBUTION

    Exercise 9

    Exercise 10

    Exercise 11 : Gamma Function


    The Gamma function is a function satisfying the following equation for x>0 :

    Given the above definition, prove that the Gamma function satisfies the following recursions:

    1-
    2- When the argument of the Gamma function is a natural number n then its value is
    equal to the factorial of (n-1) :

    3-

    4-
    1
    M. EL AZIZ – TD 2 – Normal distribution
    Exercise 12

    Compute the following calcul of gamma function: ,

    Exercise 13

    Express the following integral in terms of the Gamma function:


    Exercise 14 : Chi square distribution
    The continuous random variable X has a chi-squared distribution, with v degrees of freedom,
    if its density function is given by

    Proof that :
    1- the expected value of a Chi-square random variable X is E(X) = v
    2- The variance of a Chi-square random variable X is Var(X) = 2v
    3- The moment generating function of a Chi-square random variable X is defined for any
    t<1/2 : Mx(t) = (1-2t)^(-v/2)
    4- Explain the proof of theorem 5.2 of main lesson (page 23)

    Exercise 15
    Suppose the random variable X has a Chi-square distribution with 5 degrees of freedom.
    Define the random variable Y as follows: Y=exp(1-X)
    Compute the expected value of Y

    Exercise 16 : t - distribution
    Proof thatThe expected value of a standard Student's t random variable X is well-defined only
    for n>1 and it is equal to: E(X)=0 ( remark : the density function is symmetric around 0)

    Exercise 19 : F distribution
    Let X1 be a chi square random variable with parameters n1=3. Let X2 be another chi square
    random variable, independent of X1 , with parameters n2=5.
    Find the expected value of the ratio: X1/X2

    2
    M. EL AZIZ – TD 2 – Normal distribution
    Exercise 20 – using chi square table
    Let X be a chi-square random variable with 3 degrees of freedom. Compute the following
    probability: P(0.35≤X≤7.81)
    Exercise 21 – using t-distribution table
    Let T follow a t-distribution with v = 8 df. What is the probability that the absolute value
    of T is less than 2.306?
    Exercise 22 – using F-distribution table
    Let X be an F random variable with 4 numerator degrees of freedom and 5 denominator
    degrees of freedom. What is the F value such that the probability to the left of α=0.95 ?

    3
    M. EL AZIZ – TD 2 – Normal distribution

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