In: Statistics and Probability
(a) Let X be a continuous random variable which only takes on
positive values on the interval [1, 4]. If P(X) = (√ x + √ 1 x )C 2
for all x in this interval, compute the value of C.
(b) Let X be a random variable with normal distribution. Let z
represent the z-score for X, and let a be a positive number. Prove
that P(z < |a|) = P(z < a) + P(z > −a) − 1.
Explanation:-
Probability density function
Let f(x) be any continuous function of x satisfies the following conditions
i)
ii)
iii)
Let 'X' be a continuous random variable which only takes on positive values on the interval [1,4]
Given function
Since the total probability is unity
By using integration formula
Now
now integrating , we get
on simplification , we get
On calculation , we get
b)
Given 'X' be a random variable with Normal distribution and Let Z be the score of X
Hence