90 CHAPTER 2 Basic Concepts from Probability Theory

F (y )
1
1
2
y
1 1.5

■ FIGURE 2.10 Graph of cdf.

(b) The probability,

P (0 ≤ Y ≤ 0.5) = F (0.5) − F (0)

= (0.5)2 /2 = 1/8 = 0.125.

(c)

P (0.5 ≤ Y ≤ 1.2) = F (1.2) − F (0.5)

= (1.2 − 1/2) − 0.125 = 0.575.

EXERCISES 2.5
cλi
2.5.1. The probability function of a random variable Y is given by p (i) = i! , i = 0, 1, 2, . . . ,
where λ is a known positive value and c is a constant.
(a) Find c.
(b) Find P(Y = 0).
(c) Find P(Y > 2).
2.5.2. Find k so that the function given by
k
p(x) = , x = 1, 2, 3, 4
x+1
is a probability function. Graph the density and cumulative distribution functions.
2.5.3. A random variable X has the following distribution:
x −5 0 3 6
p(x) 0.2 0.1 0.4 0.3
Find the cumulative distribution function F (x) and graph it.
2.5.4. The cdf of a discrete random variable X is given in the following table:
x −1 0 2 5 6
p(x) 0.1 0.15 0.4 0.8 1

(a) Find P(X = 2).

(b) Find P(X > 0).
 2.5 Random Variables and Probability Distributions 91

2.5.5. The cumulative distribution function F (x) of a random variable X is given by

⎧
⎪
⎪ 0, −∞ < x ≤ −1
⎪
⎨0.2, −1 < x ≤ 3
F (x) =
⎪
⎪0.8, 3<x≤9
⎪
⎩
1, x > 9.
Write down the values of the random variable X and the corresponding probabilities, p(x).
2.5.6. The probability density function of a random variable X is given by
cx, 0<x<4
f (x) =
0, otherwise.

(a) Find c.
(b) Find the distribution function F (x).
(c) Compute P(1 < x < 3).
2.5.7. Let the function
⎧
⎨cx2 , 0<x<3
f (x) =
⎩ 0, otherwise.
(a) Find the value of c so that f (x) is a density function.
(b) Compute P(2 < X < 3).
(c) Find the distribution function F (x).
2.5.8. Suppose that Y is a continuous random variable whose pdf is given by

K(4y − 2y2 ), 0<y<2

f (y) =
0, elsewhere.

(a) What is the value of K?

(b) Find P(Y > 1).
(c) Find F (y).
2.5.9. The random variable X has a cumulative distribution function
⎧
⎨ 0, for x ≤ 0
F (x) =
⎩ x2
1+x2
, for x > 0.

Find the probability density function of X.

2.5.10. A random variable X has a cumulative distribution function
⎧
⎪
⎪ 0, if x ≤ 0
⎨
F (x) = ax + b, if 0 < x ≤ 3
⎪
⎪
⎩ 1, if x > 3.
92 CHAPTER 2 Basic Concepts from Probability Theory

(a) Find the constants a and b.

(b) Find the pdf f (x).
(c) Find P(1 < X < 5).

2.5.11. The amount of time, in hours, that a machine functions before breakdown is a continuous
random variable with pdf
1 −t/120 , t≥0
f (t) = 120 e
0, t < 0.
What is the probability that this machine will function between 98 and 145 hours before
breaking down? What is the probability that it will function less than 160 hours?
2.5.12. The length of time that an individual talks on a long-distance telephone call has been found
to be of a random nature. Let X be the length of the talk; assume it to be a continuous
random variable with probability density function given by

αe−(1/5)x , x>0
f (x) =
0, elsewhere.

Find
(a) The value of α that makes f (x) a probability density function.
(b) The probability that this individual will talk (i) between 8 and 12 minutes, (ii) less
than 8 minutes, (iii) more than 12 minutes.
(c) Find the cumulative distribution function, F (x).
2.5.13. Let T be the life length of a mechanical system. Suppose that the cumulative distribution of
such a system is given by
⎧
⎨ 0, t<0
F (t) =  
⎩1 − exp − (t−γ)β , t ≥ 0, α > 0, β, γ ≥ 0.
α

Find the probability density function that describes the failure behavior of such a system.

2.6 MOMENTS AND MOMENT-GENERATING FUNCTIONS

One of the most useful concepts in probability theory is that of expectation of a random variable.
The expected value may be viewed as the balance point of distribution of probability on the real line,
or in common language, the average.

Definition 2.6.1 Let X be a discrete random variable with pf p(x). Then the expected value of X, denoted
by E(X), is defined by
 
μ = E(X) = xp(x), provided |x| p(x) < ∞.
all x all x