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Question

The probability density function $f(x)$ of a random variable $X$ which takes real values is

$$f(x) = \frac{1}{3\sqrt{2\pi}} \exp(-\frac{x^2}{18}), \quad x \in (-\infty, +\infty)$$

Which one of the following statements is correct about the random variable $X$ ?

The correct answer is
$X$ is a normal random variable

Identify Normal Distribution from Probability Density Function

The given probability density function (PDF) for the random variable $X$ is:

$f(x) = \frac{1}{3\sqrt{2\pi}} \exp(-\frac{x^2}{18}), \quad x \in (-\infty, +\infty)$

We need to determine which type of random variable $X$ represents.

Standard Normal Distribution PDF

The standard form of the probability density function for a normal (or Gaussian) distribution is:

$f(x; \mu, \sigma) = \frac{1}{\sigma\sqrt{2\pi}} \exp\left(-\frac{(x-\mu)^2}{2\sigma^2}\right)$

Here, $\mu$ represents the mean and $\sigma$ is the standard deviation ($\sigma > 0$).

Comparing the Given PDF

Let's compare the given PDF with the standard normal PDF:

  • The exponent term in the given PDF is $-\frac{x^2}{18}$. Comparing this with $-\frac{(x-\mu)^2}{2\sigma^2}$, we can infer that the mean $\mu = 0$.
  • Equating the denominators of the exponent terms: $18 = 2\sigma^2$.
  • Solving for $\sigma^2$: $\sigma^2 = \frac{18}{2} = 9$.
  • Solving for $\sigma$: $\sigma = \sqrt{9} = 3$.
  • Now, let's check the coefficient term. The coefficient in the given PDF is $\frac{1}{3\sqrt{2\pi}}$. Comparing this with $\frac{1}{\sigma\sqrt{2\pi}}$, we see that $\sigma = 3$.

Both comparisons yield $\mu = 0$ and $\sigma = 3$. This matches the parameters of a normal distribution.

Conclusion on Random Variable Type

Since the given probability density function perfectly matches the form of a normal distribution PDF with mean $\mu=0$ and standard deviation $\sigma=3$, the random variable $X$ is a normal random variable.

Other distributions mentioned have different PDF forms:

  • Exponential: Defined for $x \ge 0$, involves $e^{-\lambda x}$.
  • Poisson: A discrete distribution, not continuous.
  • Uniform: Has a constant PDF over a finite interval.

Therefore, the correct statement is that $X$ is a normal random variable.

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Important Questions from Continuous Distributions

  1. Suppose X is a continuous random variable with probability density function

    \(f(x)=\frac{1}{\pi} \frac{1}{1+(x+1)^2}\), -∞ < x < ∞.

    Define

    \(Y=\left\{\begin{array}{cc} \frac{X}{|X|}, & \text { if } X \neq 0 \\ 0, & \text { if } X=0 \end{array}\right.\)

    Then which of the following statements are true? 

  2. Let X1, X2, ..., Xn be a random sample from an absolutely continuous distribution with the probability density function

    \(f(x \mid \theta)=\left\{\begin{array}{cl} e^{\theta-x}, & \text { if } x \geq \theta \\ 0, & \text { if } x<\theta \end{array},\right.\)

    where θ ∈ ℝ is unknown. Define \(\bar{X}=\frac{1}{n} \sum_{i=1}^n X_i\) and X(1) = min{X1, ..., Xn}. Then

    which of the following statements are true?

  3. Suppose that X is a continuous random variable with probability density function given by:

    f(x) = \(\left\{ {\begin{array}{c} {\frac{x}{8},}&{x \in \left[ {0,2} \right)}\\ {\frac{1}{4},}&{x \in \left[ {2,4} \right)}\\ { - \frac{x}{8} + \frac{3}{4},}&{x \in \left[ {4,6} \right)} \end{array}}\right.\)

    Find the mean of X.

  4. The variable x takes a value between 0 and 10 with uniform probability distribution. The variable y takes a value between 0 and 20 with uniform probability distribution. The probability of the sum of variables (x + y) being greater than 20 is _________

  5. Probability density function of a random variable X is given below

    \(f\left( x \right) = \left\{ {\begin{array}{*{20}{c}} {0.25}&{if\;1 \le x \le 5}\\ 0&{otherwise} \end{array}} \right.\)

    P (X ≤ 4) is

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