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    Answerkey 1

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    Jiayin Lee
    This document contains the answer key for a homework assignment on discrete and continuous random variables. It includes: 1) The probability mass function and cumulative distribution function for a random variable X that takes values 0 and 1. 2) The CDF of a continuous uniform random variable between a and b, and the probability that the random variable falls between two values. 3) Explanations for why certain distributions with given densities are not proper probabilities. 4) The CDF of a continuous random variable with density 3x-4 for x ≥ 1.

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    Answerkey 1

    Uploaded by

    Jiayin Lee
    17 views2 pages
    This document contains the answer key for a homework assignment on discrete and continuous random variables. It includes: 1) The probability mass function and cumulative distribution function for a random variable X that takes values 0 and 1. 2) The CDF of a continuous uniform random variable between a and b, and the probability that the random variable falls between two values. 3) Explanations for why certain distributions with given densities are not proper probabilities. 4) The CDF of a continuous random variable with density 3x-4 for x ≥ 1.

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    ec2303

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    answerkey 1

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    This document contains the answer key for a homework assignment on discrete and continuous random variables. It includes: 1) The probability mass function and cumulative distribution function for a random variable X that takes values 0 and 1. 2) The CDF of a continuous uniform random variable between a and b, and the probability that the random variable falls between two values. 3) Explanations for why certain distributions with given densities are not proper probabilities. 4) The CDF of a continuous random variable with density 3x-4 for x ≥ 1.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    17 views2 pages

    Answerkey 1

    Uploaded by

    Jiayin Lee
    This document contains the answer key for a homework assignment on discrete and continuous random variables. It includes: 1) The probability mass function and cumulative distribution function for a random variable X that takes values 0 and 1. 2) The CDF of a continuous uniform random variable between a and b, and the probability that the random variable falls between two values. 3) Explanations for why certain distributions with given densities are not proper probabilities. 4) The CDF of a continuous random variable with density 3x-4 for x ≥ 1.

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    ECON2303

    Professor Juwon Seo

    Answerkey 1: Discrete and continuous random variables

    1. (Ans) (a) The probability mass function (pmf) of X is





     2/3 for x = 0

    fX (x) = 1/3 for x = 1



     0 otherwise

    (b) The cumulative distribution function (cdf) of X is




     0 for x < 0

    FX (x) = 2/3 for 0 ≤ x < 1



     1 for 1 ≤ x

    2. (Ans)



     0 when x < a

    (a) FX (x) = x−a
    b−a when a ≤ x < b



     1 when b ≤ x


     ( a+b − a+b ) 1 when a < a+b a+b
    2 3 b−a 3 , 2 <b
    (b) P ( a+b
    3 < X < a+b
    2 ) =
     ( a+b − a) 1 when a+b
    2 b−a 3 <a

    a+b
    Note: When a < b, we must have 2a < a + b < 2b which implies a < 2 < b. However,
    a+b a+b a+b
    we do not know where 3 is located. We only know that 3 < 2 . As such, we need to
    consider the two cases above.

    R∞
    3. (Ans) (a) We need to show that there is no c such that 1) c ≥ 0 and 2) −∞ fX (x)dx = 1.
    Z ∞ Z 1
    c
    fX (x)dx = dx
    −∞ 0 x
    = c ln x|10 .

    1
    lnx goes to −∞ when x → 0. Therefore the condition 2) does not hold for any c.
    (b) Similar to (a),

    Z ∞ Z ∞
    c
    fX (x)dx = dx
    −∞ 0 1+x
    = c ln(1 + x)|∞
    0 .

    There is no c which makes it one.

    4. (Ans) (a)

    Z ∞
    3x−4 dx = 1.
    1

    (b)  R
     x 3y −4 dy = 1 − x−3 for x ≥ 1
    1
    FX (x) = P (X ≤ x) =
     0 otherwise

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