Probability exercise (random variables)

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I do not know how to solve this exercise.. i have done some points of it by myself but i do not know if they are okay or not. This kind of exercises cost me a lot,my exam is coming soon :/

Can you help me to solve this exercise and make it easier for me to understand? It asks:

Image (i cannot upload images yet)

a)I have no idea :S

b)Mean proportion of impurities:

E(x) = ∫[0,1] x f(x) dx

= 2 ∫[0,1] x (1-x) dx


2 ∫ x (1-x) dx = 2 ( (1/2) x^2 - (1/3) x^3)

= x^2 -(2/3) x^3

F(x) = x^2-(2/3) x^3

F(1) = 1- 2/3 = 1/3

F(0) = 0


E(x) = 1/3-0 = 1/3 = 33.33 %


f(x) = 2-2x , 0 < x < 1

F(k) = ∫ [0,k] (2-2x) dx

= 2k-k^2

F(x) = 2x-x^2


How should i graph the cumulative distribution function of x?


c)

f(x) =2-2x , 0 < x < 1


find the density function of copper:

y=1-sqrt(x)

sqrt(x) = 1-y

x= (1-y)^2

2-2x= 2-2(1-y)^2

=2-2-2y^2+4y

=(4y-2y^2)


|dx/dy| = 2(1-y)(4y-2y^2) , 0 < y < 1 g(y) = (4y-2y^2) | dx/dy|


g(y) = 2(1-y)(4y-2y^2) , 0 < y < 1

g(y) = 4y^3-12y^2+8y , 0 < y < 1

P( y > 0.40) = ∫ [0.40,1] (4y^3-12y^2+8y) dy = 0.5904


Can you help me?

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(b) Indeed $\mathsf E(X) ~{= \int_\Bbb R x f(x)\operatorname d x \\ = \int_0^1 x\cdot 2(1-x)\operatorname d x \\ = {[ x^2-\tfrac 23 x^3]}_{x=0}^{x=1} \\ = \tfrac 13 }$

Also the full expression for the CDF is: $F_X(x) = \begin{cases} 0 &:& x\lt 0 \\ 2x-x^2 &:& x\in (0;1) \\ 1 &:& x\in [1;\infty) \end{cases}$

(Noting the support is important)

And just plot that.


(c) Indeed, using the Jacobian transformation, $f_Y(y) = \begin{vmatrix}\dfrac{\mathrm d~x(y)}{\mathrm d~ y\quad~}\end{vmatrix} f_X(x(y))$ , where $x(y)=(1-y)^2$ for $0\leqslant y\leqslant 1$ we do obtain that:

$$f_Y(y) ~{=~ 2(1-y)\cdot 2(1-(1-y)^2)\cdot\mathbf 1_{y\in[0;1]} \\ = 4 y(y-1)(y-2)\cdot \mathbf 1_{y\in[0;1]} \\ = (4y^3-12y^2+8y)\cdot \mathbf 1_{y\in[0;1]} }$$

Then we indeed have: $1-F_Y(0.4) ~{= \int_{0.4}^1 (4y^3-12y^2+8y)\operatorname d y \\= 0.5904}$


We can confirm your answer to (c) without finding the denisty function of $Y$.

c) $\mathsf P(Y\gt 0.40) ~{= \mathsf P(\surd X\lt 0.60) \\ = \mathsf P(X\lt 0.36) \\ = \int_0^{0.36} 2(1-x)\operatorname d x \\ = 2\cdot 0.36-0.36^2 \\ = 0.5904}$

So now, you can do (a), similarly.

a) $\mathsf P(Y\leqslant 0.40\mid 0.20\leqslant X\leqslant 0.55) ~{ =\mathsf P(0.60\leqslant \surd X \mid 0.20\leqslant X\leqslant 0.55) \\ = \mathsf P(0.36\leqslant X\mid 0.20\leqslant X\leqslant 0.55) \\ = \dfrac{\mathsf P(0.36\leqslant X\leqslant 0.55)}{\mathsf P(0.20\leqslant X\leqslant 0.55)}\\ ~\vdots}$