Вопрос
VARIANCE OF THE VARIABLE x DISTRIBUTED ACCORDING T EXPONENTIAL LAW f(x)= ) 2e^-2x,&xgeqslant 0 0,&xlt 0 IS Select one: 1/2 -1/2 (Ln2)/2 1/4 -1/4
Решения
4.2
(173 Голоса)
Федосей
Экспертная проверка
профессионал · Репетитор 6 лет
Ответ
To find the variance of the random variable X, we need to first find the mean (expected value) of X, denoted as μ, and then use the formula for variance:Var(X) = E(X^2) - [E(X)]^2where E(X^2) is the expected value of X^2 and [E(X)]^2 is the square of the mean.Given the probability density function (pdf) of X:f(x) = { 2e^(-2x), x ≥ 00, x < 0we can find the mean by integrating the product of x and f(x) over the entire range of X:μ = ∫(x * f(x)) dxIntegrating from 0 to ∞:μ = ∫(x * 2e^(-2x)) dxLet u = -2x, then du = -2 dx, and when x = 0, u = 0, and when x = ∞, u = -∞.μ = ∫(u/2 * 2e^u) duIntegrating by parts:μ = [u * e^u]_(-∞)^0 - ∫(e^u) duμ = 0 - [e^u]_(-∞)^0μ = -1Now, we can find E(X^2) by integrating the product of x^2 and f(x entire range of X:E(X^2) = ∫(x^2 * f(x)) dxIntegrating from 0 to ∞:E(X^2) = ∫(x^2 * 2e^(-2x)) dxLet u = -2x, then du = -2 dx, and when x = 0, u = 0, and when x = ∞, u = -∞.E(X^2) = ∫(u^2/4 * 2e^u) duIntegrating by parts:E(X^2) = [u^2/8 * e^u]_(-∞)^0 - ∫(u/4 * e^u) duE(X^2) = 0 - [u^2/8 * e^u]_(-∞)^0 + ∫(u/4 * e^u) duE(X^2) = 0 - [u^2/8 * e^u]_(-∞)^0 + [u/8 * e^u]_(-∞)^0E(X^2) = 0 - 0 + 1/8E(X^2) = 1/8Now, we can find the variance using the formula:Var(X) = E(X^2) - [E(X)]^2Var(X) = 1/8 - (-1)^2Var(X) = 1/8 - 1Var = -7/8Therefore, the variance of the random variable X is -7/8.