I. Derive the mean and variance of a uniformly distributed random variable X where X ~ U (a, b).
II. Let X be uniformly distributed in -2 ≤ x ≤ 2 Find:
a) P(X < 1)
b) P( X - 1 ≥ 1/2 ).
I. μ=E(X)=∫abxb−adx=12b2−a2b−a=a+b2.\mu=E(X)=\int_a^b\frac{x}{b-a}dx=\frac{1}{2}\frac{b^2-a^2}{b-a}=\frac{a+b}{2}.μ=E(X)=∫abb−axdx=21b−ab2−a2=2a+b.
Var(X)=∫abx2b−adx−μ2=(b3−a3)3(b−a)−(a+b)24=(b−a)212.Var(X)=\int_a^b\frac{x^2}{b-a}dx-\mu^2=\frac{(b^3-a^3)}{3(b-a)}-\frac{(a+b)^2}{4}=\frac{(b-a)^2}{12}.Var(X)=∫abb−ax2dx−μ2=3(b−a)(b3−a3)−4(a+b)2=12(b−a)2.
II.
a) P(X<1)=1−(−2)2−(−2)=34=0.75.P(X<1)=\frac{1-(-2)}{2-(-2)}=\frac{3}{4}=0.75.P(X<1)=2−(−2)1−(−2)=43=0.75.
b) P(X−1≥12)=P(X≥32)=2−322−(−2)=124=18=0.125.P(X-1\ge\frac{1}{2})=P(X\ge\frac{3}{2})=\frac{2-\frac{3}{2}}{2-(-2)}=\frac{\frac{1}{2}}{4}=\frac{1}{8}=0.125.P(X−1≥21)=P(X≥23)=2−(−2)2−23=421=81=0.125.
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