Sabancı University
Spring 2023-2024 MATH 203
Exercise 5
Almost all questions are taken from the textbook. Please study the relevant sections before
attempting them. Then, solve more problems that are similar to the listed on your own.
Continuous Random Variables,
probability density functions (pdf.s), cumulative distribution functions (cdf.s)
1. The probability density of the continuous random variable X is given by
(
1
, if 2 < x < 7,
f (x) = 5
0 elsewhere.
a) Draw its graph and verify that the total area under the curve (above the x-axis) is equal to 1.
b) Find P (3 < X < 5).
2. Show that
f (x) = e−x , x>0
represents a probability density function.
a) Sketch a graph of this function and indicate the area associated with the probability that x > 1.
b) Calculate the probability that x > 1.
3. The p.d.f. of the random variable X is given by
(
√c , if 0 < x < 4,
x
f (x) =
0 elsewhere.
Find
a) The value of c.
b) P (X < 41 ) and P (X > 1).
4. The probability density of the random variable Z is given by
( 2
kze−z , for z > 0,
f (z) =
0 for z ≤ 0.
Find k and draw the graph of this probability density.
5. The density function of the random variable X is given by
(
6x(1 − x), for 0 < x < 1,
f (x) =
0 elsewhere.
Find P (X < 41 ) and P (X > 12 ).
6. Find the cumulative distribution function of the random variable X whose probability density is given
by
x,
for 0 < x < 1,
f (x) = 2 − x, for 1 ≤ x < 2,
0 elsewhere.
Also sketch the graphs of the probability density and the cumulative distribution functions.
7. The cumulative distribution function of the random variable X is given by
0,
for x < −1,
x+1
F (x) = 2 , for − 1 ≤ x < 1,
1 for x ≥ 1.
Find P (− 21 < X < 12 ) and P (2 < X < 3).
8. The cumulative distribution function of the random variable Y is given by
(
1 − y92 , for y > 3,
F (y) =
0 elsewhere.
Find P (Y ≤ 5) and P (Y > 8).
9. With reference to question 8, find the probability density function of Y and use it to recalculate the
two probabilities.
10. The shelf life (in hours) of a certain perishable packaged food is a random variable whose probability
density function is given by (
20,000
3, for x > 0,
f (x) = (x+100)
0, elsewhere.
Find the probabilities that one of these packages will have a shelf life of
a) at least 200 hours;
b) at most 100 hours;
c) anywhere from 80 to 120 hours.
Expected values, variances, and moments
of continuous random variables
11. Find the expected value of the random variable Y whose probability density function is given by
(
y+1
f (y) = 8 , for 2 < y < 4,
0, elsewhere.
12. Find the expected value of the random variable X whose probability density function is given by
x,
for 0 < x < 1,
f (X) = 2 − x, for 1 ≤ x < 2,
0, elsewhere.
13. If the probability density function of X is given by
(
1
, for 1 < x < 3,
f (x) = xln3
0, elsewhere,
a) Find E[X], E[X 2 ], E[X 3 ];
b) Use the results in part (a) to determine E[X 3 + 2X 2 − 3X + 1].
14. Find µ, µ′2 , and σ 2 for the random variable X that has the probability density function
(
x
, for 0 < x < 2,
f (x) = 2
0, elsewhere,
15. If the probability density of X is given by
(
2x−3 , for x > 1,
f (x) =
0, elsewhere,
check whether its mean and its variance exist.
16. If a contractor’s profit on a construction job can be looked upon as a continuous random variable
having the probability density function
(
1
(x + 1), for − 1 < x < 5,
f (x) = 18
0, elsewhere,
where the units are in $1,000, what is her expected profit?
17. The amount of time (in minutes) it takes a person to be served at a given restaurant is a random
variable with the probability density function
(
1 −x
e 4 , for x > 0,
f (x) = 4
0, elsewhere.
Find the mean and the variance of this random variable.
