题目
Problem
A random variable X has probability density function given by
f(x)={ax00≤x≤b,otherwise,
where a and b are constants.
(a) Show that a=b22.
(3)
(b) Show that P(X<E(X))=94.
(6)
题目中文翻译
随机变量 X 的概率密度函数为
f(x)={ax00≤x≤b,其他情况,
其中 a 和 b 是常数。
(a) 证明 a=b22。
(3)
(b) 证明 P(X<E(X))=94。
(6)
原卷通用作答要求
Answer all questions. You should use a calculator where appropriate.
You must show all necessary working clearly; no marks will be given for unsupported answers from a calculator.
Give non-exact numerical answers correct to 3 significant figures, or 1 decimal place for angles in degrees, unless a different level of accuracy is specified in the question.
请回答所有题目。适当时应使用计算器。必须清楚展示所有必要的计算过程;仅给出计算器答案而没有过程,不予评分。除非题目另有精度要求,非精确数值答案保留 3 位有效数字,以度为单位的角度保留 1 位小数。
解答
(a)
解法一
思路
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密度总积分为一,从积分归一化推出参数关系。
答题过程
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A valid density requires b>0 and
∫0baxdx=[2ax2]0b=2ab2=1,1,1.
Therefore a=b22.
(b)
解法一
思路
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先积分求期望 2b/3,再把期望作为上限求左侧概率;最后所有参数消去。
答题过程
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Using part (a), f(x)=2x/b2 on [0,b]. Hence
E(X)===b22∫0bx2dxb22[3x3]0b32b.
Since 0<2b/3<b,
====P(X<E(X))b22∫02b/3xdxb22[2x2]02b/3b22(92b2)94.
解法二
思路
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期望的计算沿用前一解法;求其左侧概率时,也可直接利用密度下三角形的面积或相似比。
答题过程
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The expectation calculation above gives E(X)=2b/3. The graph of f(x)=ax is a straight line through the origin.
The full area under the density is a triangle of base b and height ab. The area to the left of 2b/3 is a similar triangle with both base and height multiplied by 2/3.
Its area is therefore (2/3)2 times the total area, which is 1. Thus
P(X<E(X))==(32)294.