Answered

At Westonci.ca, we provide clear, reliable answers to all your questions. Join our vibrant community and get the solutions you need. Ask your questions and receive detailed answers from professionals with extensive experience in various fields. Our platform offers a seamless experience for finding reliable answers from a network of knowledgeable professionals.

Question 3 (2.0 points)

The random variable [tex]$X$[/tex] as a result of an experiment has the following probability density function:
[tex]\[ f_X(x)=\left\{\begin{array}{ll}
k(10-x), & \text { if } 0 \leq x \leq 10 \\
0, & \text { otherwise. }
\end{array}\right. \][/tex]

(a) Find the constant [tex]$k$[/tex].

(b) Define the random variable [tex]$W$[/tex] by [tex]$W=\min \{X, 5\}$[/tex]. Find the cumulative distribution function and the expected value of [tex]$W$[/tex].


Sagot :

Alright, let’s break down this problem step-by-step:

### (a) Finding the constant \( k \)
Given the probability density function (PDF) for \( X \):

[tex]\[ f_X(x) = \begin{cases} k(10-x) & \text{if } 0 \leq x \leq 10 \\ 0 & \text{otherwise} \end{cases} \][/tex]

We need to find the constant \( k \). To do this, we use the property that the total probability over the entire range of \( x \) must equal 1. Hence, we integrate \( f_X(x) \) over its domain and set the integral equal to 1:

[tex]\[ \int_{0}^{10} k(10-x) \, dx = 1 \][/tex]

Now, compute the integral:

[tex]\[ k \int_{0}^{10} (10 - x) \, dx = 1 \][/tex]

We can break this into two simpler integrals:

[tex]\[ k \left[ \int_{0}^{10} 10 \, dx - \int_{0}^{10} x \, dx \right] = 1 \][/tex]

Evaluate each integral separately:

[tex]\[ \int_{0}^{10} 10 \, dx = 10x \big|_0^{10} = 100 \][/tex]

[tex]\[ \int_{0}^{10} x \, dx = \frac{x^2}{2} \big|_0^{10} = \frac{100}{2} = 50 \][/tex]

Therefore, we have:

[tex]\[ k (100 - 50) = 1 \implies k \cdot 50 = 1 \implies k = \frac{1}{50} \][/tex]

So, the constant \( k \) is:

[tex]\[ k = \frac{1}{50} \][/tex]

### (b) Finding the cumulative distribution function (CDF) and the expected value of \( W \)

The random variable \( W \) is defined by \( W = \min\{X, 5\} \). To find the cumulative distribution function (CDF) \( F_W(w) \), we consider the following cases:

1. Case \( w < 0 \): [tex]\[ F_W(w) = 0 \][/tex]
2. Case \( 0 \leq w < 5 \): Here, \( W \) takes the value \( w \) only if \( X \leq w \). Thus,
[tex]\[ F_W(w) = P(W \leq w) = P(X \leq w) = \int_{0}^{w} f_X(x) \, dx = \int_{0}^{w} \frac{1}{50}(10 - x) \, dx \][/tex]

Evaluate the integral:

[tex]\[ F_W(w) = \frac{1}{50} \left[ 10w - \frac{w^2}{2} \right] \][/tex]

3. Case \( w \geq 5 \): Here, we need to consider two parts:
- For \( 0 \leq x < 5 \), \( W = X \)
- For \( x \geq 5 \), \( W = 5 \)

[tex]\[ F_W(w) = P(W \leq w) = P(X \leq 5) + P(5 \leq w \leq X) \][/tex]
But since \( W \leq 5 \) always when \( X \) is greater or equal to 5:
[tex]\[ F_W(w) = P(X \leq 5) = \int_{0}^{5} \frac{1}{50}(10 - x) \, dx \][/tex]

Evaluate the integral:

[tex]\[ \int_{0}^{5} \frac{1}{50}(10 - x) \, dx = \frac{1}{50} \left[ 10x - \frac{x^2}{2} \right] \bigg|_0^{5} = \frac{1}{50} (50 - 12.5) = \frac{37.5}{50} = 0.75 \][/tex]

So, for \( w \geq 5 \):

[tex]\[ F_W(w) = 0.75 \][/tex]

Combining all our results, the CDF \( F_W(w) \) is:

[tex]\[ F_W(w) = \begin{cases} 0 & \text{if } w < 0 \\ \frac{1}{50} \left[ 10w - \frac{w^2}{2} \right] & \text{if } 0 \leq w < 5 \\ 0.75 & \text{if } w \geq 5 \end{cases} \][/tex]

### Expected Value of \( W \)

The expected value \( E[W] \) can be found by splitting it into two parts:

1. \( E[X \ | \ X \leq 5] \)
2. \( 5 \cdot P(X > 5) \)

First, compute \( E[X \ | \ X \leq 5] \):

[tex]\[ E[X \ | \ X \leq 5] = \int_{0}^{5} x f_X(x) \, dx = \int_{0}^{5} x \frac{1}{50}(10 - x) \, dx \][/tex]

Evaluate the integral:

[tex]\[ \int_{0}^{5} x \frac{1}{50}(10 - x) \, dx = \frac{1}{50} \int_{0}^{5} (10x - x^2) \, dx \][/tex]

[tex]\[ = \frac{1}{50} \left[ 5x^2 - \frac{x^3}{3} \right] \bigg|_0^{5} = \frac{1}{50} \left[ 5(25) - \frac{125}{3} \right] = \frac{1}{50} \left[ 125 - \frac{125}{3} \right] \][/tex]

[tex]\[ = \frac{1}{50} \left[ \frac{375 - 125}{3} \right] = \frac{1}{50} \left[ \frac{250}{3} \right] = \frac{5}{3} \][/tex]

Now, \( E[5 \ | \ X > 5] \):

[tex]\[ E[5 \ | \ X > 5] = 5 \cdot P(X > 5) = 5 \cdot \left( 1 - P(X \leq 5) \right) = 5 \cdot \left( 1 - 0.75 \right) = 5 \cdot (0.25) = 1.25 \][/tex]

Now combine these two results:

[tex]\[ E[W] = \frac{5}{3} + 1.25 = \frac{5}{3} + \frac{5}{4} = \frac{20}{12} + \frac{15}{12} = \frac{35}{12} \approx 2.92 \][/tex]

The expected value is:

[tex]\[ E[W] \approx 2.92 \][/tex]

Thus, we have:
- \( k = \frac{1}{50} \)
- CDF \( F_W(w) \):
[tex]\[ F_W(w) = \begin{cases} 0 & \text{if } w < 0 \\ \frac{1}{50} \left[ 10w - \frac{w^2}{2} \right] & \text{if } 0 \leq w < 5 \\ 0.75 & \text{if } w \geq 5 \end{cases} \][/tex]
- Expected value [tex]\( E[W] \approx 2.92 \)[/tex]