


Q1. Assume that X is Pareto random variables with the density -α-1 , r21, where α...
let X=pareto(α,γ) find the distribution and density function of Y=logX
Q3. Assume that X is a continuous and nonnegative random variable with the cumulative distribution function Fx Let b>0 (a) Find the cumulative distribution function of Y- (X -b)+ (b) Apply the general formula from (a) to Pareto distribution with parameter a > 0. Hint: Consider separately cases b e (0, 1] and b> 1.
7. The random variables X and Y have joint probability density function f given by 1 for x > 0, |y| 0 otherwise. 1-x, Below you find a diagram highlighting the (r, y) pairs for which the pdf is 1 (a) Calculate the marginal probability density function fx of X (b) Calculate the marginal cumulative distribution function Fy of Y (c) Are X and Y independent? Explain.
7. The random variables X and Y have joint probability density function f given by 1 for x > 0, |y| 0 otherwise. 1-x, Below you find a diagram highlighting the (r, y) pairs for which the pdf is 1 (a) Calculate the marginal probability density function fx of X (b) Calculate the marginal cumulative distribution function Fy of Y (c) Are X and Y independent? Explain.
Q1. Assume that X is a continuous and nonnegative random variable with the cumulative distribution function F and density f. Let b>0. (a) Write the forinula for E(X b)+1. (b) Apply the general formula from (a) to exponential distribution with parameter λ > 0.
Q3. Assume that X is a continuous and nonnegative random variable with the cumulative distribution function Fx Let b> o. (a) Find the cumulative distribution function of Y = (X-b)+ b) Apply the general formula from (a) to Pareto distribution with parameter a > 0. Hint: Consider separately cases b e (0, 1 and b> 1
Q2. Assume that X is a continuous and nonnegative random variable with the cumulative distribution function F and density f. Let b>0. (a) Write the formula for EXI(X < . (b) Apply the general formula from (a) to Pareto distribution with parameter α > 0.
The probability density function for a continuous “Rayleigh” random variable X is given by fX(x)=α²xe−α²x²/2, x>0, 0 otherwise. Find the cumulative distribution of X.
The random variable X is distributed as a Pareto distribution with parameters α = 3, θ. E[X] = 1. The random variable Y = 2X. Calculate V ar(Y )
Let X be a continuous random variable with cumulative
distribution function F(x) = 1 − X−α x ≥ 1
where α > 0. Find the mean, variance and the rth moment of
X.
Question 1: Let X be a continuous random variable with cumulative distribution function where a >0. Find the mean, variance and the rth moment of X