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 160: 25

Answer

a) $\color{blue}{c = 5}$ b) 4th moment, $\color{blue}{\mu_4}$

Work Step by Step

a) $\begin{align*} 1 &= \int_\mathbb{R} f_Y(y)\ dy \\ &= \int_1^\infty c\cdot y^{-6}\ dy \\ &= c\cdot \frac{y^{-5}}{-5}\ \Biggr\vert_1^\infty \\ &= -\frac{c}{5}\cdot\left( \infty^{-5} - 1^{-5} \right) \\ &= -\frac{c}{5}\cdot\left( 0 - 1\right) \\ 1 &= \frac{c}{5} \\ \color{blue}{c}\ &\color{blue}{= 5} \end{align*}$ b) $\begin{align*} \mu_r &= E(Y^r),\ r=1,2,3,\ldots \\ &= \int_\mathbb{R} y^r\cdot f_Y(y)\ dy \\ &= \int_1^\infty y^r\cdot 5y^{-6}\ dy \qquad [\ \text{since}\ f_Y(y) = 5\cdot y^{-6},\ y\gt 1\ ] \\ &= \int_1^\infty 5y^{r-6}\ dy \\ &= \begin{cases} 5\cdot \dfrac{y^{r-5}}{r-5}\; \biggr\vert_1^\infty, & r=1,2,3,4,6,7,8, \ldots \\ 5\ln y\; \biggr\vert_1^\infty, & r = 5 \end{cases} \\ \\ &= \begin{cases} \dfrac{5}{r-5}\left( \infty^{r-5} - 1^{r-5} \right), & r=1,2,3,4,6,7,8,\ldots \\ 5(\ln \infty - \ln 1), & r =5 \end{cases} \\ \\ &= \begin{cases} \dfrac{5}{r-5}\left( \dfrac{1}{\infty^{5-r}} - 1 \right), & r=1,2,3,4 \\ 5(\ln \infty - \ln 1), & r =5 \\ \dfrac{5}{r-5}\left( \infty^{r-5} - 1^{r-5} \right), & r=6,7,8,\ldots \end{cases} \\ \\ &= \begin{cases} \dfrac{5}{r-5}\left( \dfrac{1}{\infty} - 1 \right), & r=1,2,3,4 \\ 5(\infty -0), & r =5 \\ \dfrac{5}{r-5}\left( \infty - 1 \right), & r=6,7,8,\ldots \end{cases} \\ \\ &= \begin{cases} \dfrac{5}{r-5}\left(0 - 1 \right), & r=1,2,3,4 \\ 5\cdot \infty, & r =5 \\ \dfrac{5}{r-5}\cdot \infty, & r=6,7,8,\ldots \end{cases} \\ \\ &= \begin{cases} \dfrac{5}{5-r}, & r=1,2,3,4 \\ \infty, & r =5,6,7,8, \ldots \end{cases} \\ \\ \color{blue}{\mu_r}\ &\color{blue}{= \dfrac{5}{5-r},\ r=1,2,3,4.} \end{align*}$ Thus, the highest moment of $Y$ that exists is the 4th moment, $\color{blue}{\mu_4}$.
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