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PROBLEM

Let XX be a random variable with density f(x)=2x821(0,8)(x)f(x)=\frac{2 x}{8^{2}} \cdot 1(0,8)(x). Find the quantile of rank 115\frac{1}{15} for this variable:
Answer. \square
For random variable \(XV)\backslash(X V) as above, find the expected value of \(8.9X+8.9\)\backslash(8.9 X+8.9 \backslash).
Answer: \square

STEP 1

1. The random variable X X has a probability density function (pdf) given by f(x)=2x821(0,8)(x) f(x) = \frac{2x}{8^2} \cdot 1_{(0,8)}(x) .
2. The quantile of rank 115\frac{1}{15} is the value q q such that P(Xq)=115 P(X \leq q) = \frac{1}{15} .
3. The expected value of a linear transformation aX+b aX + b is given by aE(X)+b aE(X) + b .

STEP 2

1. Normalize the density function.
2. Find the cumulative distribution function (CDF).
3. Determine the quantile of rank 115\frac{1}{15}.
4. Calculate the expected value of 8.9X+8.9 8.9X + 8.9 .

STEP 3

Normalize the density function f(x) f(x) .
The function is already normalized because:
082x82dx=1 \int_{0}^{8} \frac{2x}{8^2} \, dx = 1

STEP 4

Find the cumulative distribution function (CDF) F(x) F(x) .
F(x)=0x2t64dt=[t264]0x=x264 F(x) = \int_{0}^{x} \frac{2t}{64} \, dt = \left[ \frac{t^2}{64} \right]_{0}^{x} = \frac{x^2}{64}

STEP 5

Determine the quantile of rank 115\frac{1}{15}.
Set F(q)=115 F(q) = \frac{1}{15} :
q264=115 \frac{q^2}{64} = \frac{1}{15} Solve for q q :
q2=6415 q^2 = \frac{64}{15} q=6415 q = \sqrt{\frac{64}{15}} q=815 q = \frac{8}{\sqrt{15}}

SOLUTION

Calculate the expected value of X X .
E(X)=08x2x64dx=082x264dx=[2x3192]08 E(X) = \int_{0}^{8} x \cdot \frac{2x}{64} \, dx = \int_{0}^{8} \frac{2x^2}{64} \, dx = \left[ \frac{2x^3}{192} \right]_{0}^{8} E(X)=2×512192=1024192=163 E(X) = \frac{2 \times 512}{192} = \frac{1024}{192} = \frac{16}{3} Calculate the expected value of 8.9X+8.9 8.9X + 8.9 :
E(8.9X+8.9)=8.9E(X)+8.9 E(8.9X + 8.9) = 8.9E(X) + 8.9 E(8.9X+8.9)=8.9×163+8.9 E(8.9X + 8.9) = 8.9 \times \frac{16}{3} + 8.9 E(8.9X+8.9)=142.43+8.9 E(8.9X + 8.9) = \frac{142.4}{3} + 8.9 E(8.9X+8.9)=142.43+26.73 E(8.9X + 8.9) = \frac{142.4}{3} + \frac{26.7}{3} E(8.9X+8.9)=169.13 E(8.9X + 8.9) = \frac{169.1}{3} The quantile of rank 115\frac{1}{15} is:
815 \boxed{\frac{8}{\sqrt{15}}} The expected value of 8.9X+8.9 8.9X + 8.9 is:
169.13 \boxed{\frac{169.1}{3}}

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