STA230/MTH230: Probability

Homework #8: Density Functions & CDF's

Text Problems are from Jim Pitman, Probability.

• Exercises
  

  § 4.4:		1	3	4	5	10
  § 4.5:		1	2	4

• Another Problem
  Let X have an exponential distribution with rate r (and so mean 1/r), and set T:=√X.

  Find the survival function G(t)=P[T>t], density function f(t), and hazard function λ(t) for T.
  Suggestion: Find G(t)=P[T>t] first, by expressing the event "[T>t]" in terms of X.
  Does the hazard increase or decrease with t?

Good Luck!