In: Statistics and Probability
Let U be a uniform continuous random variable on the interval [2, 8].
(a) What is P(U = 4)?
(b) What is P(U ≤ 4)?
(c) What is P(4 ≤ U ≤ 7)?
(d) Find a formula for FU(x).
(e) Find a formula for fU(x).
(f) What is E(U)?
(g) What is Var(U)?
(h) What is E(1 − U 2 )?
Solution:
We are given that the random variable U follows uniform distribution with a = 2 and b = 8.
Part a
P(U=4) = 0.00
...because exact probability for any continuous distribution is always 0.00.
Part b
We have formula as below:
P(U≤x) = P(U<x) = (x – a)/(b – a)
So, by using above formula,
P(U≤4) = (4 – 2)/(8 – 2) = 2/6 = 0.333333
Required probability = 0.333333
Part c
We have formula as below:
P(m≤U≤n) = P(m<U<n) = (n – m) / (b – a)
So, by using above formula,
P(4≤U≤7) = (7 – 4)/(8 – 2) =3/6 = ½ = 0.50
Required probability = 0.5000
Part d
Here, we have to find CDF FU(x)
CDF FU(x) = (x – a) / (b – a)
FU(x) = (x – 2)/(8 – 2)
FU(x) = (x – 2)/6
Part e
Here, we have to find PDF fU(x)
PDF fU(x) = 1/(b – a)
fU(x) = 1/(8 – 2)
fU(x) = 1/6
Part f
E(U) = (a + b)/2 = (2 + 8) / 2 = 10/2 = 5
E(U) = 5
Part g
Var(U) = (b – a)^2/12
Var(U) = (8 – 2)^2/ 12
Var(U) = 6^2/12
Var(U) = 36/12
Var(U) = 3