Question #46256

i) Suppose that the life of a certain type of electron tube has an exponential distribution with a mean life of 500 hours. Find the probability that it will last for another 600 hours if the tube has been in operation for 300 hours.
ii) For a random variable X , E(X)=10 , and Var(X)=25. Find the positive values of a and b such that Y=ax-b has expectation zero and variance 1.
1

Expert's answer

2014-09-17T10:45:29-0400

Answer on Question #46256 – Math – Statistics and Probability

Question.

i) Suppose that the life of a certain type of electron tube has an exponential distribution with a mean life of 500 hours. Find the probability that it will last for another 600 hours if the tube has been in operation for 300 hours.

ii) For a random variable X,E(X)=10X, E(X) = 10, and Var(X)=25Var(X) = 25 find the positive values of aa and bb such that Y=aXbY = aX - b has expectation zero and variance 1.

Solution.

i) The density of exponential distribution has the next form: fX(x)={0,x0λeλx,x>0f_{X}(x) = \begin{cases} 0, & x \leq 0 \\ \lambda e^{-\lambda x}, & x > 0 \end{cases}, E(X)=1λE(X) = \frac{1}{\lambda}.

In our case 1λ=500λ=1500fX(x)={0,x01500ex500,x>0\frac{1}{\lambda} = 500 \Rightarrow \lambda = \frac{1}{500} \Rightarrow f_{X}(x) = \begin{cases} 0, & x \leq 0 \\ \frac{1}{500} e^{-\frac{x}{500}}, & x > 0 \end{cases}. We shall find the required probability by the next formula: P=P(X900)P(X300)=1500900+exdx5001500300+exdx500=900+exdx500300+exdx500P = \frac{P(X \geq 900)}{P(X \geq 300)} = \frac{\frac{1}{500} \int_{900}^{+\infty} e^{-\frac{x dx}{500}}}{\frac{1}{500} \int_{300}^{+\infty} e^{-\frac{x dx}{500}}} = \frac{\int_{900}^{+\infty} e^{-\frac{x dx}{500}}}{\int_{300}^{+\infty} e^{-\frac{x dx}{500}}}.


900+ex500dx=500ex500900+=0+500e95=500e95.\int_{900}^{+\infty} e^{-\frac{x}{500}} dx = -500 e^{-\frac{x}{500}} \Big|_{900}^{+\infty} = 0 + 500 e^{-\frac{9}{5}} = 500 e^{-\frac{9}{5}}.300+ex500dx=500ex500300+=0+500e35=500e35.\int_{300}^{+\infty} e^{-\frac{x}{500}} dx = -500 e^{-\frac{x}{500}} \Big|_{300}^{+\infty} = 0 + 500 e^{-\frac{3}{5}} = 500 e^{-\frac{3}{5}}.P=500e95500e35=e65.P = \frac{500 e^{-\frac{9}{5}}}{500 e^{-\frac{3}{5}}} = e^{-\frac{6}{5}}.


ii) E(Y)=E(aXb)=E(aX)E(b)=aE(X)b=10ab=0b=10aE(Y) = E(aX - b) = E(aX) - E(b) = aE(X) - b = 10a - b = 0 \Rightarrow b = 10a.


Var(Y)=Var(aXb)=Var(aX)=a2Var(X)=25a2=1a=15b=105=2.Var(Y) = Var(aX - b) = Var(aX) = a^2 Var(X) = 25a^2 = 1 \Rightarrow a = \frac{1}{5} \Rightarrow b = \frac{10}{5} = 2.

Answer.

i) e65e^{-\frac{6}{5}}

ii) a=15,b=2.a = \frac{1}{5}, b = 2.

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