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: 7

Answer

$\color{blue}{F_Y(y) = \begin{cases} 0, & y \lt 0 \\ y^4, & 0\le y \lt 1 \\ 1, & y \ge 1 \end{cases} \\ P(0 \le Y \le \frac{1}{2}) = F_Y(\frac{1}{2}) -F_Y(0) = \dfrac{1}{16}}$

Work Step by Step

$\underline{\text{Find}\ F_Y(y)}$ $\begin{align*} F_Y(y) &= P(Y\le y) \\ &= \int^y_{-\infty} f_Y(u)\ du \\ &= \begin{cases} \displaystyle \int^y_{-\infty} 0 \ du, & y \lt 0 \\ \displaystyle\int^0_{-\infty} 0\ du + \int^y_0 4u^3\ du, & 0\le y \lt 1 \\ \displaystyle\int^0_{-\infty} 0\ du + \int^1_0 4u^3\ du + \int^y_1 0\ du, & y \ge 1 \end{cases} \\ &= \begin{cases} 0, & y \lt 0 \\ 0 + \left( 4\dfrac{u^4}{4}\right]_0^y, & 0\le y \lt 1 \\ 0 + 1 + 0, & y \ge 1 \end{cases} \\ &= \begin{cases} 0, & y \lt 0 \\ \left( y^4 - 0^4\right), & 0\le y \lt 1 \\ 1, & y \ge 1 \end{cases} \\ \color{blue}{F_Y(y)} &\color{blue}{= \begin{cases} 0, & y \lt 0 \\ y^4, & 0\le y \lt 1 \\ 1, & y \ge 1 \end{cases}} \\ \end{align*}$ $\underline{\text{Using}\ F_Y(y), \text{find}\ P(0\le Y\le \frac{1}{2})}$ $\begin{align*} P(0\le Y\le {\scriptsize\frac{1}{2}}) &= F_Y(1/2) - F(0) \\ &= (1/2)^4 - 0 \\ \color{blue}{P(0\le Y\le {\scriptsize\frac{1}{2}})} &\color{blue}{= 1/16} \end{align*}$
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