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5. Let X have the pdf f (x) = 4x3 , for 0 < x < 1, zero elsewhere.
a) 1.7.23 ( 7th and 6th edition ) Find the c.d.f. and the p.d.f. of Y =
ln (X 4 ).
X
b) Let Y = e
. Find the probability distribution of Y .
c) Let Y = 2 X. Find the probability distribution of Y .
6. Let X have a Pareto(, ) distribution with p.d.f.
f (x) =
x1+
9. Let X have a uniform distribution on the interval (0, 1). Given that
X = x, let Y have a uniform distribution (0, x + 1).
a) Find E(Y |x), the conditional mean of Y , given that X = x.
b) Find fY (y), the marginal p.d.f. of Y .
c) Find E(Y ).
d) Find E(X|y), the conditional mean of X, given that Y = y.
10. Suppose that Y U nif (0, 1).
a) Find the p.d.f. and c.d.f of X = a + bY .
b) Suppose F is a c.d.f. and let X = F 1 (Y ). Show that the c.d.f of X is F .
11. Suppose that we randomly draw an angle from the interval (/2, /2).
In other words U nif (/2, /2).
a) Let X = tan(). What is the support of X?
b) Find the p.d.f of X.
12. (Casella & Berger, 2nd ed.) A p.d.f. is defined by f (x, y) = C(x + 2y)
for 0 < y < 1 and 0 < x < 2, and is zero otherwise.
a) Find the value of C.
b) Are X and Y independent?
c) Find the marginal p.d.f of X.
d. Find the conditional p.d.f fy|x (y|x).
e) Find E[Y |x = 1].