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1 | 1 | The PDF is \[f(x) = x e^{-x^2 / 2}\] |
2 | 2 | \begin{flalign} |
3 | | - P(x \leq a) & = \int_{0}^a f(x) dx \\ |
4 | | - & = \int_{0}^a x e^{-x^2 / 2} dx \\ |
5 | | - & = 1 - e^{-a^2 / 2} |
| 3 | + P(X \leq a) & = \int_{0}^a f(x) dx \nonumber\\ |
| 4 | + & = \int_{0}^a x e^{-x^2 / 2} dx \nonumber\\ |
| 5 | + & = 1 - e^{-a^2 / 2} \nonumber |
6 | 6 | \end{flalign} |
7 | 7 |
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| 8 | +The quantile function $Q$, equal to the inverse of the CDF, is given by |
| 9 | + |
| 10 | +\[Q(a) = \sqrt{-2 \log(1-a)}\] |
| 11 | + |
8 | 12 | (a) |
9 | 13 | \begin{flalign} |
10 | | - P(1 < X < 3) & = P(X \le 3) - P(X \le 1) \\ |
11 | | - & = e^{-1/2} - e^{-9/2} |
| 14 | + P(1 < X < 3) & = P(X \le 3) - P(X \le 1) \nonumber\\ |
| 15 | + & = e^{-1/2} - e^{-9/2} \nonumber |
12 | 16 | \end{flalign} |
13 | 17 |
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14 | 18 | (b) |
15 | | -For first quantile \(q_1\) \\ |
16 | | -\[P(X \le q_1) = \frac{1}{4}\] |
17 | | -\[1 - e^{-q_1^2 / 2} = \frac{1}{4}\] |
18 | | -\[q_1 = 0.54\] |
19 | | -For second quantile \(q_2\) \\ |
20 | | -\[P(X \le q_2) = \frac{2}{4}\] |
21 | | -\[1 - e^{-q_2^2 / 2} = \frac{2}{4}\] |
22 | | -\[q_1 = 0.83\] |
23 | | -For third quantile \(q_3\) \\ |
24 | | -\[P(X \le q_3) = \frac{1}{4}\] |
25 | | -\[1 - e^{-q_3^2 / 2} = \frac{3}{4}\] |
26 | | -\[q_3 = 1.17\] |
| 19 | +The general formula for calculating the quartiles is as follows |
| 20 | + |
| 21 | +\[P(X \le q_j) = \frac{j}{4}\] |
| 22 | +\[q_j = Q\left( \frac{j}{4} \right) = \sqrt{ -2 \log \left( \frac{3 j}{4} \right) } \text{ , for } j=1,2,3\] |
| 23 | + |
| 24 | +First quartile $q_1$ |
| 25 | + |
| 26 | +\[q_1 = 0.759\] |
| 27 | + |
| 28 | +Second quartile $q_2$, also known as median |
| 29 | + |
| 30 | +\[q_2 = 1.18\] |
| 31 | + |
| 32 | +Third quartile $q_3$ |
27 | 33 |
|
| 34 | +\[q_3 = 1.67\] |
28 | 35 |
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