4.135 Suppose xhas an exponential distribution withθ=2.5 . Find

the following probabilities:

a.P(x4)b.P(x>5)c.P(x2)d.P(x>3)

Short Answer

Expert verified

a. The probability is 0.7981

b. The probability is 0.1353

c. The probability is 0.5507

d. The probability is 0.3012

Step by step solution

01

Given Information

The random variable x has an exponential distribution withθ=2.5

02

The probability density function of x

Here x is a random variable with parametersθ=2.5

The pdf of x is given by,

fx;θ=1θexp-xθ;x>0

Here,

fx=12.5exp-x2.5;x>0

03

Finding cdf of x

Fx=PXx=0xftdt=0x12.5exp-t2.5dt=12.5exp-t2.512.50x=exp-x2.5+1=1-exp-x2.5=1-exp-0.4xFx=1-exp-0.4x

04

Finding the probability when P(x≤4)

a.

Px>4=F4=1-exp-0.4×4=1-exp--1.6=1-0.201897=0.798103~0.7981

Thus, the required probability is 0.7981.

05

Finding the probability when (x>5)

b.

Px>5=1-Px5=1-F5=1-1-exp-0.4×5=exp-2=0.135335~0.1353

Thus, the required probability is 0.1353.

06

Finding the probability when P(x≤2)

c.

Px2=F2=1-exp-0.4×2=1-exp-0.8=1-0.449329=0.550671~0.5507

Thus, the required probability is 0.5507.

07

Finding the probability when (x>3)

d.

Px>3=1-Px3=1-F3=1-1-exp-0.4×3=exp-1.2=0.301194~0.3012

Thus, the required probability is 0.3012.

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