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1. Find ) ( X E , ) ( X Var , ) ( X if a random variable X is given by its density

function ) (x f , such that (25 points)
() , if
()

, if
() , if

() ()

()

() ()

()

) ()

) ()

()

()

()

()

()

Now we can find Var(X)
() (

) ()

()

2012 Trustees of Boston University. Materials contained within this course are subject to copyright protection.
() ()



2. Let X be given by its distribution function ) (x F , such that
() , if (25 points)
()

, if
() , if


a) Graph the distribution function ) (x F

















b) Graph the density function
0
0.2
0.4
0.6
0.8
1
1.2
-0.2 0 0.2 0.4 0.6 0.8 1 1.2
()

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c) Find ) ( X E , ) ( X Var , ) ( X
() ()

=(

)
=

()

)
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
2.2
-0.2 0 0.2 0.4 0.6 0.8 1 1.2
()

2012 Trustees of Boston University. Materials contained within this course are subject to copyright protection.

() (

) [()]

() ()

3. A random variable X is distributed normally with () and () .
Find P(3X<4.5). (5 points)

Plugging 5 as the mean,
2 as the standard deviation and
calculating between 3 and 4.5
in the applet on the website http://davidmlane.com/normal.html
( ) 0.2426

4. The distribution of the length of a standard piece of computer paper is normal
with an expectation of 11 inches and the standard deviation of 0.1 inch.
(10 points)
a) Find the probability that the length of any given piece of computer paper is
between 10.95 and 11.10.

Plugging 11 as the mean and 0.1 as the standard deviation and calculating between 10.95 and
11.10 in the applet on the website http://davidmlane.com/normal.html
the probability that the length of any given piece of computer paper is between 10.95 and
11.10 is 0.5328 or 53.28%

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b) Find the probability that the length of any given piece of computer paper is
less than 10.90.

Plugging 11 as the mean and 0.1 as the standard deviation and calculating below 10.90 in the
applet on the website http://davidmlane.com/normal.html
the probability that the length of any given piece of computer paper is less than 10.90 is
0.1569 or 15.69%

c) Find the probability that the length of any given piece of computer paper is
greater than 11.20.
Plugging 11 as the mean and 0.1 as the standard deviation and calculating above 11.20 in
the applet on the website http://davidmlane.com/normal.html
the probability that the length of any given piece of computer paper is greater than 11.20
is 0.0228 or 2.28%%

5. The density function of a random variable X is given by


Find its (a) math expectation, (b) variance and (c) distribution function.
(10 points)
By comparing the given density function with the density function for the normal distribution,
()

()

()

a) we observe that the mathematical expectation must be equal to -2.4
b) the standard deviation must be equal to 6. Thus, the variance must be equal to

.
c) The distribution function () ( ) (

) (
()

) (

)

6. Find the density function of a normally distributed random variable X , if
() and () . (5 points)

We have to plug in the values of () ()
()

()

()

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()

()

()

()

()

()

7. Its known that a random variable X is distributed normally with ()

and its also known that ( ) ( ) . Find (
). (20 points)

The standard deviation is not given, so it looks like there is no obvious way to find p(3X<5).
However, we do know that p(-1X<1)+p(3X<5)=0.4. This extra piece of information will
allow us to find the desired probability. As it turns out, intervals (-1, 1) and (3, 5) are
symmetric about the expectations, so the areas under the normal curve for this intervals are
also the same.
p(-1X<1)+p(3X<5)=0.4
Therefore we can say
p(3X<5)+p(3X<5)=0.4
2 ( p(3X<5))=0.4
p(3X<5)=

p(3X<5)=0.2