b. Consider a random variable X which takes on values 1 and 2 with probability 0.25 and 0.75, respectively (i.e., P[x=1]=0.25 and P[x = 2] = 0.75). Determine the mean and variance of X. Plot the probability density function (pdf) and cumulative distribution function (CDF) of X.

Respuesta :

Answer:

The mean is 1.75

The variance is 0.1875

The standard deviation is 0.4330

Step-by-step explanation:

The step by step solution is attached as an image. Also attached is a screenshot of the Probability Density Function and Cumulative Density Function. The plot was done using Microsoft Excel.

Ver imagen ibnahmadbello
Ver imagen ibnahmadbello
Ver imagen ibnahmadbello

In this exercise it is necessary to use probability to calculate mean, variance and standard deviation; so we have:

a) [tex]1.75[/tex]

b) [tex]0.1875[/tex]

c) [tex]0.4330[/tex]

To calculate the mean is necessary to do the following steps:

[tex]E(x) = \in x; \rho(x)\\E(x) = (1)(0.25) + (2)(0.75)\\E(x) = 0.25 + 1.5\\E(x) = 1.75[/tex]

Now, to find the variance is needed to calculate:

[tex]E(x^2) - [E(x)]^2\\E(x^2) = \in x^2 * \rho(x)\\E(x^2) = (1^2)(0.25) + (2^2)(0,75)\\E(x^2) = (1)(o.25) + (4)(0.75)\\E(x^2) = 0.25 + 3\\E(x^2) = 3.25[/tex]

Then,  subtract from the mean:

[tex]3.25 - (1.75)^2\\3.25 - 3.0625 = 0.1875[/tex]

To find the standard deviation it is necessary to do the square root of the variance:

[tex]\sqrt{Var(x)}\\\sqrt{0.1875} = 0.4330[/tex]

The standard deviation is needed to find PDF and CDF.

Probability Density Function (PDF): Using Microsoft excel:

When [tex]x = 1[/tex], mean = [tex](1.75,5)(\Delta) = 0.4330[/tex]

NORMADIST [tex](1, 1.75, 0.4330, FALSE) = 0.205562[/tex]

When [tex]x = 2[/tex], mean = [tex](1.75,5)(\Delta) = 0.4330[/tex]

NORMADIST [tex](1, 1.75, 0.4330, FALSE) = 0.779894[/tex]

Cumulative Density Function (CDF): Using Microsoft excel:

When [tex]x = 1[/tex], mean = [tex](1.75,5)(\Delta) = 0.4330[/tex]

NORMADIST [tex](1, 1.75, 0.4330, TRUE) = 0.041628[/tex]

When [tex]x = 2[/tex], mean = [tex](1.75,5)(\Delta) = 0.4330[/tex]

NORMADIST [tex](1, 1.75, 0.4330, TRUE) = 0.718154[/tex]

See more about probability at brainly.com/question/795909

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Ver imagen lhmarianateixeira