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Exercise 11.2 · Q4

Q.Suppose a discrete random variable can only take the values 0,10,1 and 22. The probability mass function is defined by f(x)=x2+1kf(x)=\dfrac{x^2+1}{k} for x=0,1,2x=0,1,2, and f(x)=0f(x)=0 otherwise. Find

(i) the value of kk
(ii) the cumulative distribution function
(iii) P(X≥1)P(X\ge1).
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f(x)=x2+1kf(x)=\dfrac{x^2+1}{k} at x=0,1,2x=0,1,2 must sum to 11 (Theorem 11.1), which fixes kk; the cdf is then the running sum, and P(X≥1)=1−F(0)P(X\ge1)=1-F(0).

Step 1. (i) Solve for kk. f(0)=0+1k=1k, f(1)=1+1k=2k, f(2)=4+1k=5kf(0)=\dfrac{0+1}{k}=\dfrac1k,\ f(1)=\dfrac{1+1}{k}=\dfrac2k,\ f(2)=\dfrac{4+1}{k}=\dfrac5k. Summing to 11: 1k+2k+5k=8k=1⇒k=8\dfrac1k+\dfrac2k+\dfrac5k=\dfrac8k=1\Rightarrow k=8.

Step 2. Write the pmf with k=8k=8. f(0)=18, f(1)=28=14, f(2)=58f(0)=\dfrac18,\ f(1)=\dfrac28=\dfrac14,\ f(2)=\dfrac58.

Step 3. (ii) Build the cdf. F(0)=18F(0)=\dfrac18; F(1)=18+14=38F(1)=\dfrac18+\dfrac14=\dfrac38; F(2)=38+58=1F(2)=\dfrac38+\dfrac58=1. …

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