Random variable Definition and 268 Threads

  1. S

    Find cdf, pdf and expextation value of a random variable

    Homework Statement Let X represent the random choice of a real number on the interval [-1,1] which has a uniform distribution such that the probability density function isf_{X}(x)=\frac{1}{2} when -1\leqx\leq1. Let Y=X^{2} a. Find the cumulative distribution F_{Y}(y) b. the density function...
  2. J

    Constant times a random variable question

    A random variable X follows a certain distribution. Now say I multiply the random variable X by a constant a. Does the new random variable aX follow the same distribution as X?
  3. C

    Compute Variance of Random Variable X

    Homework Statement Compute the variance of the random variable X given by V(X) = \sqrt{E((X-E(X))^2)} where E(X) is the expectation value of random variable X Homework Equations Hint: Use parameter differentiation The Attempt at a Solution I have no idea what to do here. I've never taken...
  4. B

    How to Calculate E(XY) for Random Variables X and Y?

    I have two random variables X and Y, and I need to calculate E(XY). The expectation of X, E(X) = aZ, and the expectation of Y, E(Y) = bZ, where a and b are known constants and Z is a random variable. So the question is how would I calculate E(XY)? I was thinking that I could do the...
  5. N

    Suppose x is a discrete, binomial random variable

    How do I do this p(x<1) this sign has a _ under the < n=6 p=0.1 Suppose x is a discrete, binomial random variable. Calculate P(x > 2), given trails n = 8, success probability p = 0.3 [Hint: P(x > value) = 1 – P(x <= value) <= is a < with a _ under it (tell me the number...
  6. L

    Expectation of random variable is constant?

    hi there. currently looking at the two conditions that must be met for a process to be wide sense stationary. The first constion is: E[X(t)] = constant what exactly does this mean??isn't is obvious that any random variable (with fixed time) will always yield a constant expextation. I...
  7. S

    Regarding continuous random variable

    Here's the qn random variable X follows uniform distribution [-a,a] and random variable Y is defined as Y=e^x find E(Y) i figure that E(Y)=E(e^x) but somehow can't carry on from there can anyone help?
  8. P

    Generating a normal random variable

    I'm trying to write a program in excel to generate random variables with mean mu and standard deviation sigma. I can simply refer to the worksheet function for it but it takes forever when I have it inside a loop doing a monte carlo simulation. There is one function in excel that returns a...
  9. J

    Is the Absolute Value of a Random Variable Also a Random Variable?

    I have a question, we know that a random variable X is a function that maps a real number to an event in the Sample Space. But, if X is a random variable, then the absolute value of X, say |X| is a random variable too? Why? I am almost sure that it is not because we can not tell wheter an...
  10. -Job-

    Binomial Random Variable With Non-Integer value

    So the problem gives a binomial random variable X with parameters n=5 and p=0.25 and ask for the probability P(X=1.5). The binomial probability mass function is defined only for integers. Should i approximate using the normal distribution or the poisson?
  11. R

    Expectation value of continuous random variable

    Hi.. i am doing this question for Probability Theory, to find E[x] of a continuous random variable E[x] = the integral from (0 to infinity) of 2x^2 * e^(-x^2) dx So I used integration by parts... u = x^2 du = 2xdx dv = e^(-x^2) <--- ahh... how do you integrate that. (it dosn't look like...
  12. P

    Geometric random variable with probability mass function

    If you have a geometric random variable with probability mass function: P(X=n) = p(1-p)^n n = 0,1,2,3... Find the Mean and the Variance. ---------------------------- Okay, I've looked everywhere and tried everything, however, i just cannot get it. i think that your supposed...
  13. P

    Calculating Expected Value using Probability Mass Function for Random Variable X

    Hello... hmm.. i am working on a homework problem, and I am kina stuck. the question reads: Suppose that X is a random variable which can take on any non-negative integer (including 0). Write P(X greater than and equal to i) in terms of the probability mass function of X and hence show...
  14. D

    Continuous Random variable Problem

    Hi,I'm new to the site. I come with a question I was hoping soemone out there can help me set up. "The manager of a bakery knows that the number of chocalate cakes he can sell on any given day is a random variable with the probability mass function: p(x)=1/6 For x=0,1,2,3,4,5...
  15. S

    Conditional Prob -cont random variable

    hello all I have been workin on some problems involving conditional probability and continuous random variables and the thing is i don't know if i get the limits correct, anyway here is the problem, check it out, any suggestions would be helpful f(y_1,y_2)...
  16. N

    THe Laplace random variable has a PDF that is a double exponential

    THe Laplace random variable has a PDF that is a double exponential, fT(t)=ae^(-|t|/2) for all values of t and a, a constant to be determined. A) Find a (Answer 1/4) B)Find the expected value of T, given T is greater than or equal to -1. (Answer 1.31)
  17. F

    Let $X_n$ a random variable of same law

    :confused: Hello I have a simple question : Let $X_n$ a random variable of same law If $V(X_n)\longrightarrow 0$ when $n\longrightarrow +\infty$ How schow that : $E(X_n)\longrightarrow C$ and $E(X_{n}^{2}\longrightarrow C^2$ and C is a constant? Thanks
  18. J

    Function of gaussian random variable

    I'm having trouble showing the following relation: E(exp(z)) = exp(E(z^2)/2) where z is a zero-mean gaussian variable and E() is the avg anyone can help?
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