An Introduction to Mathematical Statistics and Its Applications (6th Edition)

Published by Pearson
ISBN 10: 0-13411-421-3
ISBN 13: 978-0-13411-421-7

Chapter 3 Random Variables - 3.4 Continuous Random Variables - Questions - Page 136: 11

Answer

(a) $\color{blue}{\ln 2 \approx 0.693}$ (b) $\color{blue}{\ln\left(\frac{5}{4}\right) \approx 0.223}$ (c) $\color{blue}{\ln\left(\frac{5}{4}\right) \approx 0.223}$ (d) $\color{blue}{f_Y(y) = \dfrac{1}{y},\ 1\lt y\lt e}$

Work Step by Step

(a) $\begin{align*} P(Y\lt 2) &= P(Y\le 2) - P(Y=2) & \\ &= P(Y\le 2) - 0 & [P(Y=2)=0\ \text{since}\ Y\ \text{is continuous}] \\ &= P(Y\le 2) & \\ &= F(2) & [\text{by the definition of a cdf}] \\ \color{blue}{P(Y\lt 2)} &\color{blue}{= \ln 2\approx 0.693} & [\text{since}\ 1\le 2 \le e] \end{align*}$ (b) $\begin{align*} P(2\lt Y\le 2{\scriptsize \frac{1}{2}}) &= P(Y\le 2{\scriptsize \frac{1}{2}}) - P(Y\le 2) \\ &= F(2{\scriptsize \frac{1}{2}}) - F(2) & [\text{by the definition of a cdf}] \\ &= \ln (2{\scriptsize \frac{1}{2}}) - \ln 2 & [\text{since}\ 1\le 2,\ 2{\scriptsize \frac{1}{2}} \le e] \\ &= \ln \left(\frac{2{\scriptsize \frac{1}{2}}}{2}\right) \\ \color{blue}{P(2\lt Y\le 2{\scriptsize \frac{1}{2}})} &\color{blue}{= \ln \left({\scriptsize \frac{5}{4}}\right) \approx 0.223} \end{align*}$ (c) $\begin{align*} P(2\le Y\le 2{\scriptsize \frac{1}{2}}) &= P(Y\le 2{\scriptsize \frac{1}{2}} - P(Y\lt 2) \\ &= P(Y\le 2{\scriptsize \frac{1}{2}} - (P(Y\lt 2) + 0) \\ &= P(Y\le 2{\scriptsize \frac{1}{2}} - (P(Y\lt 2) + P(Y=2))& [P(Y=2)=0\ \text{since}\ Y\ \text{is continuous}] \\ &= F(2{\scriptsize \frac{1}{2}}) - F(2) & [\text{by the definition of a cdf}] \\ &= \ln (2{\scriptsize \frac{1}{2}}) - \ln 2 & [\text{since}\ 1\le 2,\ 2{\scriptsize \frac{1}{2}} \le e] \\ &= \ln \left(\frac{2{\scriptsize \frac{1}{2}}}{2}\right) \\ \color{blue}{P(2\lt Y\le 2{\scriptsize \frac{1}{2}})} &\color{blue}{= \ln \left({\scriptsize \frac{5}{4}}\right) \approx 0.223} \end{align*}$ (d) $\begin{align*} f_Y(y) &= \frac{dF_Y(y)}{dy} \\ &= \begin{cases} \dfrac{d}{dy}(0),& y\lt 1 \\ \dfrac{d}{dy}\ln y, & 1\lt y\lt e \\ \dfrac{d}{dy}(1), & y\gt e \end{cases} \\ &= \begin{cases} 0,& y\lt 1 \\ \dfrac{1}{y}, & 1\lt y\lt e \\ 0, & y\gt e \end{cases} \\ \color{blue}{f_Y(y)} &\color{blue}{= \frac{1}{y},\ 1\lt y\lt e} \end{align*}$
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