Math Problem Statement

Assume that X is a continuous random variable with the probability density function (pdf) f(x) = 10e−10x ,0 <x<∞. Also recall in the class that E(g(X)) =∞ −∞g(x)f(x)dx. (a) Verify that f(x) is indeed a pdf (b) Find P(0 <X <10),P(X >5) (c) Find µ= E[X] (d) Find E[(X−µ)2] where µ is found from the previous question

Solution

Let's go through each part of this problem step-by-step:

(a) Verify that f(x)f(x) is a PDF

To confirm that f(x)=10e10xf(x) = 10e^{-10x} is a probability density function (PDF), two criteria must be met:

  1. Non-negativity: f(x)0f(x) \geq 0 for all xx in the domain.
  2. Integration to 1: The integral over the entire range of f(x)f(x) must equal 1: 0f(x)dx=1.\int_{0}^{\infty} f(x) \, dx = 1.

Since f(x)=10e10xf(x) = 10e^{-10x}, we see that f(x)0f(x) \geq 0 for x(0,)x \in (0, \infty), which satisfies the non-negativity condition.

Now, let's check if the integral over the range of xx equals 1: 010e10xdx.\int_{0}^{\infty} 10e^{-10x} \, dx. To solve this, we use the fact that eaxdx=1a\int e^{-ax} \, dx = \frac{1}{a} for a positive constant aa. Here, a=10a = 10: 010e10xdx=10110=1.\int_{0}^{\infty} 10e^{-10x} \, dx = 10 \cdot \frac{1}{10} = 1. Thus, f(x)f(x) is indeed a valid PDF.

(b) Find P(0<X<10)P(0 < X < 10) and P(X>5)P(X > 5)

To find probabilities involving XX, we integrate the PDF over the relevant range.

For P(0<X<10)P(0 < X < 10):

P(0<X<10)=01010e10xdx.P(0 < X < 10) = \int_{0}^{10} 10e^{-10x} \, dx. Using the same integration technique as before: P(0<X<10)=[e10x]010=e100+e0=1e100.P(0 < X < 10) = \left[ -e^{-10x} \right]_{0}^{10} = -e^{-100} + e^{0} = 1 - e^{-100}. Since e100e^{-100} is extremely small, P(0<X<10)1P(0 < X < 10) \approx 1.

For P(X>5)P(X > 5):

P(X>5)=510e10xdx=[e10x]5=0+e50=e50.P(X > 5) = \int_{5}^{\infty} 10e^{-10x} \, dx = \left[ -e^{-10x} \right]_{5}^{\infty} = 0 + e^{-50} = e^{-50}. So, P(X>5)=e50P(X > 5) = e^{-50}, which is also very small.

(c) Find μ=E[X]\mu = E[X]

The expected value μ=E[X]\mu = E[X] is given by E[X]=0xf(x)dx=0x10e10xdx.E[X] = \int_{0}^{\infty} x f(x) \, dx = \int_{0}^{\infty} x \cdot 10e^{-10x} \, dx. To solve this integral, we use integration by parts. Let u=xu = x and dv=10e10xdxdv = 10e^{-10x} \, dx. Then du=dxdu = dx and v=e10xv = -e^{-10x}, so [ E[X] = \left[ -x e^{-10x} \right]{0}^{\infty} + \int{0}^{\infty} e^{-10x} , dx. ] Evaluating the first term at 00 and \infty, and solving the remaining integral, we find E[X]=110=0.1.E[X] = \frac{1}{10} = 0.1.

(d) Find E[(Xμ)2]E[(X - \mu)^2]

To find the variance, σ2=E[(Xμ)2]\sigma^2 = E[(X - \mu)^2], we use the formula [ \text{Var}(X) = E[X^2] - (E[X])^2. ] First, calculate E[X2]E[X^2]: E[X2]=0x210e10xdx.E[X^2] = \int_{0}^{\infty} x^2 \cdot 10e^{-10x} \, dx. Using integration techniques, we can solve this integral to obtain

Ask a new question for Free

By Image

Drop file here or Click Here to upload

Math Problem Analysis

Mathematical Concepts

Probability Theory
Continuous Random Variables
Probability Density Functions
Expected Value
Variance

Formulas

Probability Density Function (PDF): f(x) = 10e^(-10x)
Expected Value E[X] = ∫ x f(x) dx
Variance E[(X - µ)^2] = E[X^2] - (E[X])^2

Theorems

Expectation Theorem
Variance Formula

Suitable Grade Level

Undergraduate - Probability and Statistics