Question

A random variableX= {0, 1, 2, 3, ...} has cumulative distribution function.a) Calculate the probability that 3 ≤X≤ 5.b) Find the expected value of X, E(X), using the fact that. (Hint: You will have to evaluate an infinite sum, but that will be easy to do if you notice that

Answer 1

Answer:

a) P ( 3 ≤X≤ 5 ) = 0.02619

b) E(X) = 1

Step-by-step explanation:

Given:

- The CDF of a random variable X = { 0 , 1 , 2 , 3 , .... } is given as:

                    $F(X) = P ( X =< x) = 1 - \frac{1}{(x+1)*(x+2)}$

Find:

a.Calculate the probability that 3 ≤X≤ 5

b) Find the expected value of X, E(X), using the fact that. (Hint: You will have to evaluate an infinite sum, but that will be easy to do if you notice that

Solution:

- The CDF gives the probability of (X < x) for any value of x. So to compute the P (  3 ≤X≤ 5 ) we will set the limits.

                   $F(X) = P ( 3=<X =< 5) = [1 - \frac{1}{(x+1)*(x+2)}]\limits^5_3\\\\F(X) = P ( 3=<X =< 5) = [-\frac{1}{(5+1)*(5+2)} + \frac{1}{(3+1)*(3+2)}}\\\\F(X) = P ( 3=<X =< 5) = [-\frac{1}{(42)} + \frac{1}{(20)}}]\\\\F(X) = P ( 3=<X =< 5) = 0.02619$

- The Expected Value can be determined by sum to infinity of CDF:

                   E(X) = Σ ( 1 - F(X) )

                   $E(X) = \frac{1}{(x+1)*(x+2)} = \frac{1}{(x+1)} - \frac{1}{(x+2)} \\\\= \frac{1}{(1)} - \frac{1}{(2)}\\\\= \frac{1}{(2)} - \frac{1}{(3)} \\\\= \frac{1}{(3)} - \frac{1}{(4)}\\\\= ............................................\\\\= \frac{1}{(n)} - \frac{1}{(n+1)}\\\\= \frac{1}{(n+1)} - \frac{1}{(n+ 2)}$

                   E(X) = Limit n->∞ [1 - 1 / ( n + 2 ) ]  

                   E(X) = 1