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: 6

Answer

If $f_Y(y) = (n+2)(n+1)(1-y)^ny,\ 0\le y\le 1$, then a) $\color{blue}{f_y(y)\ge 0}$ and b) $\color{blue}{\int_{-\infty}^\infty f_Y(y)\ dy =1}$ (see the details below)

Work Step by Step

To show that $f_Y(y) = (n+2)(n+1)y^n(1-y),\ 0\le y\le 1$ is a pdf it suffices to show that: a) $f_Y(y) \ge 0$ and b) $\int_{-\infty}^\infty f_Y(y)\ dy = 1$ (see Example 3.4.5, p. 134). $\underline{\text{a) Show}\ f_Y(y) \ge 0}$ $\begin{align*} 0\le y\le 1 &\implies (y\ge 0)\wedge(1\ge y) \\ &\implies (y\ge 0) \wedge ( 1-y \ge 0) \\ &\implies (y\ge 0) \wedge ( (1-y)^n \ge 0,\ n\in \mathbb{Z}^+) \\ &\implies (n+2)(n+1)(1-y)^ny \ge 0,\ n\in \mathbb{Z}^+ \\ &\implies (n+2)(n+1)(1-y)^ny \ge 0,\ 0\le y\le 1,\ n\in\mathbb{Z}^+ \\ 0\le y\le 1 &\implies \color{blue}{f_Y(y) \ge 0} \end{align*}$ $\underline{\text{b) Show}\ \int_{-\infty}^{\infty} f_Y(y) =1}$ $\begin{align*} \int_{-\infty}^\infty f_Y(y)\ dy &= \int_{-\infty}^0 f_Y(y)\ dy + \int_0^1 f_Y(y)\ dy + \int_1^\infty f_Y(y)\ dy \\ &= \int_{-\infty}^0 0\ dy + \underbrace{\int_0^1 (n+1)(n+1)(1-y)^ny\ dy}_{\begin{array}{l}\text{Let}\ u\ =\ 1-y \implies (du = -dy)\wedge (y=1-u) \\ \text{Also},\ (y=0 \implies u=1)\wedge(y=1 \implies u=0)\end{array}} + \int_1^\infty 0\ dy \\ &= 0 + (n+2)(n+1)\int_1^0 u^n(1-u)\ (-du) + 0 \\ &= (n+2)(n+1)\int_0^1 u^n(1-u)\ du \\ &= (n+2)(n+1)\int_0^1 (u^n -u^{n+1})\ du \\ &= (n+2)(n+1)\left( \frac{u^{n+1}}{n+1} - \frac{u^{n+2}}{n+2} \right]_0^1 \\ &= (n+2)(n+1)\left[ \left(\frac{1^{n+1}}{n+1} - \frac{1^{n+2}}{n+2}\right) - \left(\frac{0^{n+1}}{n+1} - \frac{0^{n+2}}{n+2}\right) \right] \\ &= (n+2)(n+1)\left[ \left(\frac{1}{n+1} - \frac{1}{n+2}\right) - \left(0 - 0\right) \right] \\ &= \frac{(n+2)(n+1)}{n+1} - \frac{(n+2)(n+1)}{n+2} \\ &= (n+2) - (n+1) \\ &= n-n + 2-1 \\ \color{blue}{\int_{-\infty}^\infty f_Y(y)\ dy} &\color{blue}{= 1} \end{align*}$
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