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 is a PDF
To confirm that is a probability density function (PDF), two criteria must be met:
- Non-negativity: for all in the domain.
- Integration to 1: The integral over the entire range of must equal 1:
Since , we see that for , which satisfies the non-negativity condition.
Now, let's check if the integral over the range of equals 1: To solve this, we use the fact that for a positive constant . Here, : Thus, is indeed a valid PDF.
(b) Find and
To find probabilities involving , we integrate the PDF over the relevant range.
For :
Using the same integration technique as before: Since is extremely small, .
For :
So, , which is also very small.
(c) Find
The expected value is given by To solve this integral, we use integration by parts. Let and . Then and , so [ E[X] = \left[ -x e^{-10x} \right]{0}^{\infty} + \int{0}^{\infty} e^{-10x} , dx. ] Evaluating the first term at and , and solving the remaining integral, we find
(d) Find
To find the variance, , we use the formula [ \text{Var}(X) = E[X^2] - (E[X])^2. ] First, calculate : Using integration techniques, we can solve this integral to obtain
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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
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