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Homework6_sols

This homework assignment focuses on continuous distributions, requiring students to find the constant 'c' for a given distribution, calculate its mean and variance, and solve problems related to uniform and exponential distributions. Students must compute probabilities, expected values, and variances for different scenarios involving continuous random variables. The assignment is due on April 22nd and is based on the sixth lecture of the course.

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3 views

Homework6_sols

This homework assignment focuses on continuous distributions, requiring students to find the constant 'c' for a given distribution, calculate its mean and variance, and solve problems related to uniform and exponential distributions. Students must compute probabilities, expected values, and variances for different scenarios involving continuous random variables. The assignment is due on April 22nd and is based on the sixth lecture of the course.

Uploaded by

mahwasanetshedza
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Statistical Foundations of Data Science

Homework 6
Due Friday April 22nd

The content of this assignment is based on the sixth lecture in the course titled ”Continuous Distributions”.

1. Find c such that



c(4 − x) x ∈ (0, 4)
f (x) =
0 elsewhere
is a distribution. Find the mean and variance of this distribution.

Z 4
c(4 − x)dx = 1
0
cx2 4
4cx − | =1
2 0
16c − 8c = 1
1
c=
8

Z 4
1
E[X] = (4 − x)xdx
0 8
4
x x2
Z
= − dx
0 2 8
2 3
x x
= − |40
4 24
4
=
3

Z 4
1
E[X 2 ] = (4 − x)x2 dx
0 8
4
x2 x3
Z
= − dx
0 2 8
x3 x4 4
= − |0
6 32
8
=
3

V (X) = E[X 2 ] − (E[X])2


8 4
= − ( )2
3 3
8
=
9

1
2. Let X be distributed continuous uniform between −2 and 2. Compute
R2
a P(X > 1) [2] 1 14 dx = 14
b P(X 2 > 1) [3]
P(X 2 > 1) = P(X > 1) + P(X < −1)
Z −1 Z 2
1 1
= dx + dx
−2 4 1 4
1
=
2
c E[X] [2]

a+b
E[X] = =0
2

d V (X) [3]
(b − a)2 4
V (X) = =
12 3

3. Let X be distributed exponetial with parameter λ = 2. Compute


a P(X > 2) [2]
Z ∞
P(X > 2) = 2e−2x dx
2
= −e−2x |∞
2
= e−4
= 0.01831563888

b P(X > 4) [2]


Z ∞
P(X > 4) = 2e−2x dx
4
= −e−2x |∞
4
= e−8
= 0.00033546262

c E[X] [3]
1
E[X] =
λ
1
=
2
You could of course also redo the integration from class.
d V (X) [3]
1
V (X) =
λ2
1
=
4
Again this can also be done by redoing the integration from class.

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