In: Statistics and Probability
A random variable X has a density given by
f X ( x ) = (1 − x^2 ) [ u ( x ) − u ( x − 1) ] + aδ ( x − 2 )where u(x) is the unit step function and δ(x) is a delta function.
a). Find the value of a, E(X) and σ
δx^2 .
b). Find and make a labeled sketch of
FX (x) .
C). W = the event {X ≥ 0.5}. Find fX (x |W)and E(X |W), carefully indicating the domain
of all functions where needed.
The property of Delta function is and .
Given the pdf
.
a) The property of CDF is
b) The cumulative distribution function is
The plot of is given below.
c) The conditional distribution
Thge conditional expectation,