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 - 3.6 The Variance - Questions - Page 157: 6

Answer

$\color{blue}{6}$

Work Step by Step

$\begin{align*} E(Y) &= \int_{\mathbb{R}} y\cdot f_Y(y)\ dy \qquad [\ \text{Definition of}\ E(Y)\ ] \\ &= \int_0^k y\cdot\left(\frac{2y}{k^2}\right)\ dy \qquad \biggl[\ \text{since}\ f_Y(y) = \frac{2y}{k^2},\ y\in[0,k]\ \biggr] \\ &= \frac{2}{k^2}\int_0^k y^2\ dy \\ &= \frac{2}{k^2}\left( \frac{y^3}{3}\ \right\vert_0^k \\ &= \frac{2}{k^2}\left( \frac{k^3}{3} - \frac{0^3}{3} \right) \\ &= \frac{2}{k^2}\left(\frac{k^3}{3} -0 \right) \\ E(Y) &= \frac{2k}{3} \\ \mu &= \frac{2k}{3} \end{align*}$ $\begin{align*} E(Y^2) &= \int_{\mathbb{R}} y^2\cdot f_Y(y)\ dy \qquad [\ \text{Definition of}\ E(Y^2)\ ] \\ &= \int_0^k y^2\cdot\left(\frac{2y}{k^2}\right)\ dy \qquad \biggl[\ \text{since}\ f_Y(y) = \frac{2y}{k^2},\ y\in[0,k]\ \biggr] \\ &= \frac{2}{k^2}\int_0^k y^3\ dy \\ &= \frac{2}{k^2}\left( \frac{y^4}{4}\ \right\vert_0^k \\ &= \frac{2}{k^2}\left( \frac{k^4}{4} - \frac{0^4}{4} \right) \\ &= \frac{2}{k^2}\left(\frac{k^4}{4} -0 \right) \\ E(Y^2) &= \frac{k^2}{2} \end{align*}$ By Theorem 3.6.1, since $\mu= \dfrac{2k}{3}$ exists and $E(Y^2) = \dfrac{k^2}{2}$ is finite for any real number $k$, $\begin{align*} \text{Var}(Y) &= E(Y^2) - \mu^2 \\ &= \frac{k^2}{2} - \left(\frac{2k}{3}\right)^2 \\ &= \frac{k^2}{2} - \frac{4k^2}{9} \\ &= \frac{9k^2-8k^2}{18} \\ \text{Var}(Y) &= \frac{k^2}{18} \end{align*}$ Thus, if $\text{Var}(Y) = 2$, then $\begin{align*} \frac{k^2}{18} &= 2 \\ k^2 &= 36 \\ k &= \pm 6 \\ \color{blue}{k}\ &\color{blue}{= 6,} \end{align*}$ since $k\gt 0$ as $f_Y(y) = \dfrac{2y}{k^2},\ 0 \le y \le k.$
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