Probability Density Functions Quiz
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Questions and Answers

What does the symbol $f(x)$ represent in the continuous case?

  • The moment generating function
  • The probability density function (correct)
  • The cumulative distribution function
  • The probability mass function

How is the expected value (or mean) of a continuous random variable $X$ calculated?

  • $E(X) = \int_{-1}^{1} x f(x) dx$
  • $E(X) = \sum_{i} x_i P(X = x_i)$
  • $E(X) = \int_{-\infty}^{\infty} x f(x) dx$ (correct)
  • $E(X) = \int_{0}^{1} x f(x) dx$

Which expression represents the $k$-th moment of a continuous random variable $X$?

  • $E(X^k) = \int_{0}^{1} x^k f(x) dx$
  • $E(X^k) = \int_{-1}^{1} x^k f(x) dx$
  • $E(X^k) = \sum_{i} x_i^k P(X = x_i)$
  • $E(X^k) = \int_{-\infty}^{\infty} x^k f(x) dx$ (correct)

What does the expression $\int_{a}^{b} f(x) dx$ represent?

<p>The difference between the cumulative distribution functions evaluated at $b$ and $a$ (B)</p> Signup and view all the answers

What is the value of $\int_{-\infty}^{\infty} f(x) dx$ for a valid probability density function $f(x)$?

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

What is the primary purpose of the probability density function $f(x)$ described in the text?

<p>To calculate the area under the graph of $f(x)$ and determine the probability $P(a \leq X \leq b)$ (D)</p> Signup and view all the answers

What is the formula for calculating the probability $P(a \leq X \leq b)$ for a continuous random variable $X$ with probability density function $f(x)$?

<p>$P(a \leq X \leq b) = \int_a^b f(x) dx$ (C)</p> Signup and view all the answers

What is the probability that a computer will still be functioning after 2000 hours of usage, given the probability density function $f(t) = \frac{1}{1000}e^{-t/1000}$ for $t \geq 0$?

<p>$P(T \geq 2000) = 0.14$ (C)</p> Signup and view all the answers

What is the probability density function $f(\theta)$ that describes the direction of emission of an alpha particle in two dimensions, according to the text?

<p>$f(\theta) = \frac{1}{2\pi}$ for $\theta \in [0, 2\pi[$ (C)</p> Signup and view all the answers

What is the relationship between the probability density function $f(x)$ and the total probability $P(X \in \mathbb{R})

<p>$\int_{-\infty}^{\infty} f(x) dx = 1$ (D)</p> Signup and view all the answers

What is the probability density function of the standard Cauchy distribution?

<p>$\frac{1}{\pi(1 + x^2)}$ (C)</p> Signup and view all the answers

What is the expected value of a continuous random variable $X$ with probability density function $f_X(x)$?

<p>$\int_{-\infty}^{\infty} xf_X(x) dx$ (B)</p> Signup and view all the answers

If $X$ and $Y$ are two continuous random variables with expected values $E(X)$ and $E(Y)$ respectively, what is the expected value of $\alpha X + \beta Y$?

<p>$\alpha E(X) + \beta E(Y)$ (A)</p> Signup and view all the answers

Suppose we randomly choose a number in the interval $[0, 2]$ and compute its square. What is the probability density function of the chosen number?

<p>$\frac{1}{2}$ if $x \in [0, 2]$, 0 otherwise (A)</p> Signup and view all the answers

What is the expected value of the square of the randomly chosen number in the interval $[0, 2]$?

<p>$\frac{4}{3}$ (A)</p> Signup and view all the answers

What is the relationship between the probability density function $f_X(x)$ and the expected value $E(g(X))$ of a function $g$ of a continuous random variable $X$?

<p>$E(g(X)) = \int_{-\infty}^{\infty} g(x)f_X(x) dx$ (D)</p> Signup and view all the answers

Flashcards

Probability Density Function (continuous case)

A function that describes the relative likelihood of a continuous random variable taking on a given value.

Expected Value (continuous)

The average value of a continuous random variable, calculated by integrating the product of the variable and its probability density function.

k-th moment (continuous)

The expected value of the k-th power of a continuous random variable.

∫f(x)dx (a to b)

The probability of the continuous random variable being between 'a' and 'b'.

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∫f(x)dx (inf to inf)

Total probability for a valid PDF.

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Purpose of PDF

To determine probabilities for ranges of values for a continuous random variable.

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P(a ≤ X ≤ b)

Probability of X being between 'a' and 'b' in a continuous distribution.

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Standard Cauchy PDF

A probability density function with a characteristic 'heavy tail'.

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Expected Value Formula (continuous)

∫x * f(x) dx from -∞ to ∞

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E(αX + βY)

Expected value of a linear combination of two random variables.

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Uniform PDF [0,2]

Constant probability density for values within a specific range

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E(X^2) [0,2]

Expected value of the square of a number in the [0,2] range

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E[g(X)]

Expected value of a function of a continuous random variable

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PDF relationship to total probability

∫f(x)dx from -∞ to ∞ = 1

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