Math Problem Statement

Consider the following exponential probability density function f(x) = (1/4)e^(-x/4) for x ≥ 0. Find the CDF and solve for specific probabilities: P(x ≤ 2), P(x ≤ 3), P(x ≤ 5), and P(2 ≤ x ≤ 5).

Solution

The given exponential probability density function is:

f(x)=14ex4forx0f(x) = \frac{1}{4} e^{- \frac{x}{4}} \quad \text{for} \quad x \geq 0

Let’s break down each part of the problem.

Part (a)

You are asked to choose the correct formula for P(xx0)P(x \leq x_0), which is the cumulative distribution function (CDF) of the given exponential distribution.

The probability density function (PDF) of an exponential distribution is generally given by:

f(x)=λeλxf(x) = \lambda e^{-\lambda x} with λ=14\lambda = \frac{1}{4} for this case.

The CDF, P(xx0)P(x \leq x_0), for an exponential distribution is:

P(xx0)=1eλx0P(x \leq x_0) = 1 - e^{-\lambda x_0}

For λ=14\lambda = \frac{1}{4}, this becomes:

P(xx0)=1ex04P(x \leq x_0) = 1 - e^{- \frac{x_0}{4}}

Thus, the correct answer is option 2.

Part (b)

To find P(x2)P(x \leq 2), we use the formula for the CDF:

P(x2)=1e24=1e0.5P(x \leq 2) = 1 - e^{- \frac{2}{4}} = 1 - e^{-0.5}

Using a calculator:

P(x2)=10.6065=0.3935P(x \leq 2) = 1 - 0.6065 = 0.3935

So, P(x2)0.3935P(x \leq 2) \approx 0.3935.

Part (c)

Similarly, for P(x3)P(x \leq 3):

P(x3)=1e34=1e0.75P(x \leq 3) = 1 - e^{- \frac{3}{4}} = 1 - e^{-0.75}

Using a calculator:

P(x3)=10.4724=0.5276P(x \leq 3) = 1 - 0.4724 = 0.5276

So, P(x3)0.5276P(x \leq 3) \approx 0.5276.

Part (d)

For P(x5)P(x \leq 5):

P(x5)=1e54=1e1.25P(x \leq 5) = 1 - e^{- \frac{5}{4}} = 1 - e^{-1.25}

Using a calculator:

P(x5)=10.2865=0.7135P(x \leq 5) = 1 - 0.2865 = 0.7135

So, P(x5)0.7135P(x \leq 5) \approx 0.7135.

Part (e)

To find P(2x5)P(2 \leq x \leq 5), we calculate:

P(2x5)=P(x5)P(x2)P(2 \leq x \leq 5) = P(x \leq 5) - P(x \leq 2)

From part (b) and (d):

P(2x5)=0.71350.3935=0.32P(2 \leq x \leq 5) = 0.7135 - 0.3935 = 0.32

So, P(2x5)0.3200P(2 \leq x \leq 5) \approx 0.3200.


Do you have any questions or would you like more details on any of these parts?

Here are 5 related questions:

  1. What is the general form of an exponential distribution's PDF?
  2. How would the CDF formula change if λ\lambda were different?
  3. What is the significance of the parameter λ\lambda in an exponential distribution?
  4. How do you compute the probability for a range axba \leq x \leq b?
  5. What is the expected value and variance of an exponential distribution?

Tip: Remember that the exponential distribution is memoryless, meaning that the probability of an event happening after a certain time does not depend on how much time has already passed.

Ask a new question for Free

By Image

Drop file here or Click Here to upload

Math Problem Analysis

Mathematical Concepts

Probability Theory
Exponential Distribution
Cumulative Distribution Function (CDF)

Formulas

Probability density function: f(x) = λe^(-λx)
Cumulative distribution function: P(x ≤ x₀) = 1 - e^(-λx₀)
Range probability: P(a ≤ x ≤ b) = P(x ≤ b) - P(x ≤ a)

Theorems

Exponential Distribution

Suitable Grade Level

Undergraduate level (Probability and Statistics)