Random Variables 1.181
4.8 Uniform Distribution
4.8.1 Definition
E continuous random variable defined in the interval (a, b) is said to follow
The (on distribution if its probability density function is given by
uniform
a= { Ln la
e2]"
3 2
_ P+bat+a? (b+)?
3 4
(46? + 4ba + 4a? — 36? — 3a? — 6ab)
2
12
_ i 2 2
=a (b ad +a’ )
2S a)”
Var(X). = Tro ZL
1.8.3 Moment generation function ,
Mx(o = Be) = [ese de oN
AU, Nov / Dec 2006, m, Ag
84
bility and Random Processes
Problem 1.168
y that for a uniform (rectangular) distribution with
f(z) = ae -a0
F(2)= i
0: otherwise
z>0
otherwise
1.9.3. Moments, mean and variance
The r moment is given by
Now
ey cay Nari] = BD — XN?
oe
me
“ 1 : .
Note: If we treat the mean 5 = £ (eay) as parameter, then the densi *
can be written as *
“4(0) = em (-§) = 5 (4), a> 0, 0<2< Random Variables 1.195
4.9.4 Moment generating function, Mean and Variance
(AU May/June 2006 - MA 034)
/ (AU Nov/Dec 2008, MA 039, MA 1254)
My(t) = B [ec] =
d
qx) = Gap
* d = caus
= Zaneo)|_ = aoe: i
Fie) = eg
a
1 oe =-2
a= FaOtxO)) = a2
z
Mean = yl, = 5
MTN OD
= ( Oe
9.5 Memoryless property of exponential distribution -
(AU May/June 2006 - MA 1253)
(AU Nov/Dec 2008 - MA 1255)
(AU May/June 2009 - MA 1259)
Variance = ph — p,? =
7 ‘Ee%ponentially distributed with parameter 4, then for any two positive inte-
"8S and p
PIX > s+t/X>s] = Plz >¢] 1.196 Probability and Random Processes
Proof:
The p.d.f of X is
f(a) = { New **; “r2>o
0; otherwise
. ; - ~dx
; Now PIX > i= poo . [=
=|,
| k
= eA,
Consider for s,t > 0,
“PIX > s+t/X >) =P a sttnx >a eS
S|
_ P[X>s+i]
~ PIX>s]
—A(s+t)
= oye Se = PIX >
Thus P[X > s+t|X > s] =PIX> i] Vs,t>0.
ee ice. Problem 1.176 AU, May/June 2009, MA 1259
oe that during a rainy season in a tropical island, the length of the shower
7 exponential distribution, with average 2 minutes. {
iain probability that the shower will be there for more than three minutes.
villi a has already lasted for 2 minutes, what is the probability that it
least one more minute. , !
a >|
Probability and Random Processes
tion
X be the random variable representing the length of the
% as Shower in.»
Given that X follows exponential distribution Mi
‘The average length = 2
’. The parameter ) = ;
Hence the p.'d. fis
f(z) =e Fa fe r20
0: otherwise
() To find the probability of shower lasting more than 3 minutes,
P [shower will last more than 3 minutes]
=P(xsa)= [
3
A
2
Gi) P [The shower will last at least one more minute, given that it has lst
minutes]
= P[X>3|X>2]-
oo =
=P(X>1)= | Se Fez (by memoryless proper)
sf
2 fen#]™ 1
5 [| =-[ew-e]
241
=e? = 0.6065
ay
Solved Problem 1.177 (au, april
i eee
The daily consumption of milk in a city in excess of 20,000 lites is FT 3
exponentially distributed. The average excess in consumption sity
litres. The city has a daily stock of 35,000 litres. What is the
: e days?
two days selected at.random, the stock is insufficient for both th Random Varizbles 1.199
golution 4 fy
Let x be the random variable of daily consumption of milk in excess’ of 20000
Jiures.
X is exponentially distributed with mean 3000 litres
1 fl a
=—— Si ——
ae adq_ (smoenem =)
4 ee
Fle) = qq © 300, #20
te the daily consumption.
y — 20,000. :
fficient on any day) = P (The consumption exceeds 35,000
“Let ¥ deno
Then X =
p (The stock is insui
litres.) : . :
PY > 35, 000) = P(X + 20000 >. 35, 000)
(XS 15,000)
oo 2
= / Ae "de = / a en dr
“9 18}000 15,000 f
i.e,