If X has distribution function F, what is the distribution function of eX?

Short Answer

Expert verified

In the given information The distribution of eXcan be written as composition of logarithm function and distribution function of X

Step by step solution

01

Step 1:Given Information

Take any asuppeX(the support of eXis not specified since we are not given the support of X ).We have that

FeX(a)=PeXa=P(Xlog(a))=FX(loga)

02

Explanation

eXcan be written as composition of logarithm function and distribution function of X

03

Final Answer

The distribution of eXcan be written as composition of logarithm function and distribution function of X

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with Vaia!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

Consider n independent trials, each of which results in one of the outcomes 1,...,kwith respective probabilities p1,,pk,i=1kpi=1Show that if all the pi are small, then the probability that no trial outcome occurs more than once is approximately equal toexp(-n(n-1)ipi2/2).

Find Var(X) ifP(X=a)=p=1P(X=b)

There are N distinct types of coupons, and each time one is obtained it will, independently of past choices, be of type i with probability Pi, i = 1, ... , N. Let T denote the number one need select to obtain at least one of each type. Compute P{T = n}.

In the game of Two-Finger Morra, 2players show 1or 2fingers and simultaneously guess the number of fingers their opponent will show. If only one of the players guesses correctly, he wins an amount (in dollars) equal to the sum of the fingers shown by him and his opponent. If both players guess correctly or if neither guesses correctly, then no money is exchanged. Consider a specified player, and denote by X the amount of money he wins in a single game of Two-Finger Morra.

(a) If each player acts independently of the other, and if each player makes his choice of the number of fingers he will hold up and the number he will guess that his opponent will hold up in such a way that each of the 4possibilities is equally likely, what are the possible values of Xand what are their associated probabilities?

(b) Suppose that each player acts independently of the other. If each player decides to hold up the same number of fingers that he guesses his opponent will hold up, and if each player is equally likely to hold up 1or 2 fingers, what are the possible values ofX and their associated probabilities?

The National Basketball Association (NBA) draft lottery involves the 11 teams that had the worst won-lost records during the year. A total of 66 balls are placed in an urn. Each of these balls is inscribed with the name of a team: Eleven have the name of the team with the worst record, 10 have the name of the team with the second worst record, 9 have the name of the team with the third worst record, and so on (with 1 ball having the name of the team with the 11 th-worst record). A ball is then chosen at random, and the team whose name is on the ball is given the first pick in the draft of players about to enter the league. Another ball is then chosen, and if it "belongs" to a team different from the one that received the first draft pick, then the team to which it belongs receives the second draft pick. (If the ball belongs to the team receiving the first pick, then it is discarded and another one is chosen; this continues until the ball of another team is chosen.) Finally, another ball is chosen, and the team named on the ball (provided that it is different from the previous two teams) receives the third draft pick. The remaining draft picks 4 through 11 are then awarded to the 8 teams that did not "win the lottery," in inverse order of their won-lost not receive any of the 3 lottery picks, then that team would receive the fourth draft pick. Let X denote the draft pick of the team with the worst record. Find the probability mass function of X.

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.

Sign-up for free