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Back to 10.4 Problems on Functions of Random Variables

10.4 Exercise 17

Avg difficulty 2.5

The simple random variable X has distribution

X = [ - 3 . 1 - 0 . 5 1 . 2 2 . 4 3 . 7 4 . 9 ] P X = [ 0 . 15 0 . 22 0 . 33 0 . 12 0 . 11 0 . 07 ] X = \left[- 3 . 1 - 0 . 5 1 . 2 2 . 4 3 . 7 4 . 9\right] P X = \left[0 . 15 0 . 22 0 . 33 0 . 12 0 . 11 0 . 07\right]
  1. Plot the distribution function FX and the quantile function QX.
  2. Take a random sample of size n=10,000n = 10 , 000. Compare the relative frequency for each value with the probability that value is taken on.

Pfeiffer, Applied Probability, 10.4 Problems on Functions of Random Variables, exercise 17

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Adapted from Applied Probability © 2009 Paul E. Pfeiffer. Licensed under CC BY 3.0. Source: Applied Probability. Imported at revision d7a0420.