Let X be distributed as standard exponential
distribution.
a. Let W = αXβ. Find the probability density function and the
cumulative distribution function of W.
b. Let Y = log(W ). Find the probability density function and the
cumulative distribution function of Y .

Let X be distributed as standard exponential distribution. a. Let W = αXβ. Find the probability...
9. Let X have an exponential distribution with A 1 (see Question 5), and let Y log(X). Find the probability density function of Y. Where is the density non-zero? Note that in this course, log refers to the log base e, or natural log, often symbolized In. The distribution of Y is called the (standard) Gumbel, or extreme value distribution.
Question 8. Let X be the Exponential distribution with parameter 2. Let Y=A7. a) Find the distribution function of Y. b) Find the density function of Y. c) Find the distribution of Y.
Question 3: Let X be a continuous random variable with
cumulative distribution function FX (x) = P (X ≤ x). Let Y = FX
(x). Find the probability density function and the cumulative
distribution function of Y .
Question 3: Let X be a continuous random variable with cumulative distribution function FX(x) = P(X-x). Let Y = FX (x). Find the probability density function and the cumulative distribution function of Y
Problem 5. Let X be a continuous random variable with a 2-paameter exponential distribution with parameters α = 0.4 and xo = 0.45, ie, ;x 2 0.45 x 〈 0.45 f(x) = (2.5e-2.5 (-0.45) Variable Y is a function of X: a) Find the first order approximation for the expected value and variance of Y b) Find the probability density function (PDF) of Y. c) Find the expected value and variance of Y from its PDF
Problem 5. Let X...
5. Let X be uniformly distributed over (0,1). a) Find the density function of Y = ex. b) Let W = 9(X). Can you find a function g for which W is an exponential random variable? Explain.
3. Let the joint probability density function of W, X, Y, and Z be for,x, y, z) = elsewhere (a) Find the marginal joint probability density function fw.x(w, z). (b) Use part (a) to compute P(O< W<X<1).
3. Let the joint probability density function of W, X, Y, and Z be for,x, y, z) = elsewhere (a) Find the marginal joint probability density function fw.x(w, z). (b) Use part (a) to compute P(O
In question 5, f(x) = λ*exp(-λx), for x greater or
equal to 0, and zero otherwise.
9. Let X have an exponential distribution with λ = 1 (see Question 5), and let Y = log(X). Find the probability density function of Y. Where is the density non-zero? Note that in this course, log refers to the log base e, or natural log, often symbolized In. The distribution of Y is called the (standard) Gumbel, or extreme value distribution. 2
3. Let X be an exponential random variable with parameter 1 = $ > 0, (s is a constant) and let y be an exponential random variable with parameter 1 = X. (a) Give the conditional probability density function of Y given X = x. (b) Determine ElYX]. (c) Find the probability density function of Y.
Let random variables X and Y have the bi-variate exponential CDF (cumulative distribution function) : F(x,y) = 1 - exp(-x) - exp(-y) + exp(-x-y-xy) Given x > 0, y>0 a) Determine the probability that 4 < X given that Y = 2 b) Determine the probability that 4 < X given that Y is less than or equal to 2
Find the median of exponential distribution with probability density function f(x) = * e * P -2