MATH254: Tutorial Exercise for Week 5
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MATH254: Tutorial Exercise for Week 5
1. For the probability density function
f (x) = cx3 (0 < x < 1)
(a) find the value of the constant c;
(b) obtain the distribution function F (x);
(c) find E[X];
(d) find Var[X];
(e) find Pr(0.25 < X < 0.75).
2. For a certain type of electrical component, the lifetime X (in thousands of hours) has an Exponential distribution with rate parameter λ = 0.5. What is the probability that a new component will last longer than 1000 hours? If a component has already lasted 1000 hours, what is the probability that it will last at least 1000 hours more?
3. The number of phone calls received at a certain residence in any period of t hours is a Poisson random variable with parameter λ = µt for some µ > 0. What is the probability that no calls are received during a period of t hours? Denoting by T the time (in hours) at which the first call after time zero is received, write down an expression for Pr(T ≤ t). What is the name of the distribution of the random variable T?
4. The Weibull distribution with parameters α > 0 and β > 0 has distribution function F (x) = 1 一 exp ,一 ╱ 、尸 、 x > 0
Find the median of the distribution in terms of the parameters α, β .
From the Weibull distribution function given above, derive an expression for the corresponding probability density function.
Show that the mean is given by
E[X] = where the Gamma function Γ(x) is defined by
Γ(x) =
αΓ ╱ 1 + 、
—
t芒 α 1 e αβ dt
0
2022-03-07