Continuous Random Variables

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Questions and Answers

If a 7 x 6 matrix A has a null space with a dimension of 5, what is the dimension of the column space of A?

  • 6
  • 5
  • 1 (correct)
  • 7

The eigenvectors of a matrix remain unchanged, up to a scalar multiple, after what operation?

  • Division
  • Matrix Multiplication (correct)
  • Addition
  • Subtraction

Given a mapping T: $R^2 \rightarrow R^2$, which of the following properties must be shown to prove T is a linear transformation?

  • Neither T(u + v) = T(u) + T(v) nor T(cu) = cT(u)
  • T(cu) = cT(u) only
  • Both T(u + v) = T(u) + T(v) and T(cu) = cT(u) (correct)
  • T(u + v) = T(u) + T(v) only

What is the first step in finding the eigenvalues of a matrix A?

<p>Solve det(A - λI) = 0 for λ. (B)</p> Signup and view all the answers

What is the dimension of $R^2$?

<p>2 (C)</p> Signup and view all the answers

What must be true for a transformation to be considered linear?

<p>It must preserve both scalar multiplication and vector addition. (D)</p> Signup and view all the answers

What is the determinant of the 2x2 identity matrix?

<p>1 (A)</p> Signup and view all the answers

If A is a square matrix then what is an eigenvector of A?

<p>A non-zero vector v such that Av = λv for some scalar λ (C)</p> Signup and view all the answers

What is the null space of a matrix A?

<p>The set of all vectors x such that Ax = 0 (C)</p> Signup and view all the answers

What is a real eigenvalue of a matrix?

<p>A scalar $\lambda$ such that $det(A - \lambda I) = 0$ (D)</p> Signup and view all the answers

Flashcards

Column space dimension

The dimension of the column space of a matrix A is equal to the number of pivot columns in A.

Eigenvector

A non-zero vector that, when multiplied by a given matrix, results in a scalar multiple of itself. These vectors remain on the same span when the transformation is applied.

Eigenvalue

A scalar that satisfies the equation Av = lambdav, where A is a matrix, v is an eigenvector, and lambda is the eigenvalue.

Linear Transformation

A mapping that satisfies additivity and homogeneity.

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Nullity

The dimension of the null space of a matrix.

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Study Notes

  • A random variable $X$ is continuous if its set of possible values is uncountable.

Examples of Continuous Random Variables

  • Height of a randomly chosen person
  • Time it takes for a computer to complete a task
  • Temperature of a room

Probability Density Function (PDF)

  • A continuous random variable $X$ has a PDF $f(x)$ if:
    • $f(x) \geq 0$ for all $x$.
    • $\int_{-\infty}^{\infty} f(x) dx = 1$.
    • For any $a \leq b$, $P(a \leq X \leq b) = \int_{a}^{b} f(x) dx$
  • $f(x)$ represents probability density, not probability
  • $P(X = a) = 0$ for any $a$

Cumulative Distribution Function (CDF)

  • The CDF of a continuous random variable $X$ is: $F(x) = P(X \leq x) = \int_{-\infty}^{x} f(t) dt$

Properties of CDF

  • $F(x)$ is non-decreasing
  • $\lim_{x \to -\infty} F(x) = 0$
  • $\lim_{x \to \infty} F(x) = 1$

PDF from CDF

  • $f(x) = \frac{d}{dx} F(x)$

Expected Value

  • The expected value of a continuous random variable $X$ is: $E[X] = \int_{-\infty}^{\infty} x f(x) dx$

Expected Value of a Function

  • $E[g(X)] = \int_{-\infty}^{\infty} g(x) f(x) dx$

Variance

  • The variance of a continuous random variable $X$ is: $Var(X) = E[(X - E[X])^2] = E[X^2] - (E[X])^2$

Example Problem

  • Given PDF: $f(x) = \begin{cases} cx^2 & 0 \leq x \leq 1 \ 0 & \text{otherwise} \end{cases}$
  • Find $c$, $P(0 \leq X \leq \frac{1}{2})$, $E[X]$, and $Var(X)$

Solution for $c$

  • solve $\int_{-\infty}^{\infty} f(x) dx = 1$ to find c
  • $\int_{0}^{1} cx^2 dx = 1$
  • $c [\frac{x^3}{3}]_{0}^{1} = 1$
  • $c (\frac{1}{3} - 0) = 1$
  • $c = 3$

Solution for $P(0 \leq X \leq \frac{1}{2})$

  • Calculate $P(0 \leq X \leq \frac{1}{2}) = \int_{0}^{\frac{1}{2}} 3x^2 dx$
  • $= [x^3]_{0}^{\frac{1}{2}} = (\frac{1}{2})^3 - 0^3 = \frac{1}{8}$

Solution for $E[X]$

  • Using $E[X] = \int_{-\infty}^{\infty} x f(x) dx$
  • $E[X] = \int_{0}^{1} x \cdot 3x^2 dx = 3 \int_{0}^{1} x^3 dx$
  • $= 3[\frac{x^4}{4}]_{0}^{1} = 3(\frac{1}{4} - 0) = \frac{3}{4}$

Solution for $Var(X)$

  • Use $Var(X) = E[X^2] - (E[X])^2$
  • First find $E[X^2] = \int_{-\infty}^{\infty} x^2 f(x) dx = \int_{0}^{1} x^2 \cdot 3x^2 dx$
  • $= 3 \int_{0}^{1} x^4 dx = 3 [\frac{x^5}{5}]_{0}^{1} = 3 (\frac{1}{5} - 0) = \frac{3}{5}$
  • $Var(X) = \frac{3}{5} - (\frac{3}{4})^2 = \frac{3}{5} - \frac{9}{16} = \frac{48 - 45}{80} = \frac{3}{80}$

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