Let X be a normal random variable with mean 3 and variance 4. (a) Find the probability P(2 < X < 6). (b) Find the value c such that P(X > c) = 0.33. (c) Find E[X2 ]. Hint: You can integrate with the density function, but it is quicker to relate E[X2 ] to the mean and variance.

Respuesta :

Answer:

a) the probability of (2 < X < 6) is 0.6247

b) the value of c is 3.878

c) the value of E[ x² ] is 13

Step-by-step explanation:

Given that;

mean μ = 3

variance = 4

standard deviation s = √variance  = √4 = 2

(a) Find the probability P(2 < X < 6)

P(2 < X < 6) = p( (x - μ / s ) < z <  (x - μ / s ) )

= p( (2 - 3 / 2 ) < z < (6 - 3 / 2 ) )

= p( -0.5  < z <  1.5)

from z-score table, 1.5; z = 0.9332 and -0.5; z = 0.3085

so

P(2 < X < 6)  = 0.9332 - 0.3085 = 0.6247

Therefore, the probability of (2 < X < 6) is 0.6247

b) Find the value c such that P(X > c) = 0.33

with p-value = 0.33, the corresponding z -score to the right is 0.439

we know that;

z = x - μ / s

we substitute

0.439 = x - 3 / 2

x - 3 = 2 × 0.439

x - 3 = 0.878

x = 0.878 + 3

x = 3.878

Therefore, the value of c is 3.878

c) Find E[ x² ].

Variance = E[ x² ] - [ mean ]²

E[ x² ]  = Variance + [ mean ]²

we substitute

E[ x² ]  = 4 + [ 3 ]²

E[ x² ]  = 4 + 9

E[ x² ]  = 13

Therefore, the value of E[ x² ] is 13

The distribution follows a normal distribution.

  • [tex]\mathbf{P(2 < x < 6) =0.6247}[/tex]
  • The value of c is 3.878
  • The value of [tex]\mathbf{E(x^2) }[/tex] is 13

The given parameters are:

[tex]\mathbf{\mu = 3}[/tex] --- mean

[tex]\mathbf{\sigma^2= 4}[/tex] --- variance

(a) P(2 < x < 6)

Start by calculating the standard deviation

[tex]\mathbf{\sigma = \sqrt{\sigma^2}}[/tex]

This gives

[tex]\mathbf{\sigma = \sqrt{4}}[/tex]

[tex]\mathbf{\sigma =2}[/tex]

Calculate the z-scores for x = 2 and 6

[tex]\mathbf{z = \frac{x - \mu}{\sigma}}[/tex]

So, we have:

[tex]\mathbf{z = \frac{2 - 3}{2} = -0.5}[/tex]

[tex]\mathbf{z = \frac{6 - 3}{2} = 1.5}[/tex]

So, the probability becomes

[tex]\mathbf{P(2 < x < 6) = P(-0.5 < z < 1.5)}[/tex]

Using z table of probabilities, we have:

[tex]\mathbf{P(2 < x < 6) =0.9332 - 0.3085}[/tex]

[tex]\mathbf{P(2 < x < 6) =0.6247}[/tex]

(b) Calculate c if P(X > c) = 0.33

Start by calculating the z-score for p-value = 0.33

From the z table, z = 0.439 when p-value = 0.33

Recall that:

[tex]\mathbf{z = \frac{x - \mu}{\sigma}}[/tex]

So, we have:

[tex]\mathbf{0.439 = \frac{x - 3}{2}}[/tex]

Multiply both sides by 2

[tex]\mathbf{0.878= x - 3}[/tex]

Add 3 to both sides

[tex]\mathbf{3.878= x}[/tex]

Rewrite as:

[tex]\mathbf{x = 3.878}[/tex]

Replace x with c

[tex]\mathbf{c = 3.878}[/tex]

The value of c is 3.878

(c) Calculate E[x²]

The variance of a dataset is:

[tex]\mathbf{\sigma^2 =E(x^2) - \mu^2}[/tex]

Substitute known values

[tex]\mathbf{4 =E(x^2) - 3^2}[/tex]

[tex]\mathbf{4 =E(x^2) - 9}[/tex]

Add 9 to both sides

[tex]\mathbf{13 =E(x^2) }[/tex]

Rewrite as:

[tex]\mathbf{E(x^2) = 13 }[/tex]

Hence, the value of [tex]\mathbf{E(x^2) }[/tex] is 13

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