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RamonAraujofifthist
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Fix solution to problem 5.1
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  • src/chapters/5/sections/pdfs_and_cdfs/problems
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The PDF is \[f(x) = x e^{-x^2 / 2}\]
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\begin{flalign}
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P(x \leq a) & = \int_{0}^a f(x) dx \\
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& = \int_{0}^a x e^{-x^2 / 2} dx \\
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& = 1 - e^{-a^2 / 2}
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P(X \leq a) & = \int_{0}^a f(x) dx \nonumber\\
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& = \int_{0}^a x e^{-x^2 / 2} dx \nonumber\\
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& = 1 - e^{-a^2 / 2} \nonumber
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\end{flalign}
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The quantile function $Q$, equal to the inverse of the CDF, is given by
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\[Q(a) = \sqrt{-2 \log(1-a)}\]
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(a)
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\begin{flalign}
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P(1 < X < 3) & = P(X \le 3) - P(X \le 1) \\
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& = e^{-1/2} - e^{-9/2}
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P(1 < X < 3) & = P(X \le 3) - P(X \le 1) \nonumber\\
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& = e^{-1/2} - e^{-9/2} \nonumber
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\end{flalign}
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(b)
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For first quantile \(q_1\) \\
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\[P(X \le q_1) = \frac{1}{4}\]
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\[1 - e^{-q_1^2 / 2} = \frac{1}{4}\]
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\[q_1 = 0.54\]
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For second quantile \(q_2\) \\
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\[P(X \le q_2) = \frac{2}{4}\]
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\[1 - e^{-q_2^2 / 2} = \frac{2}{4}\]
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\[q_1 = 0.83\]
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For third quantile \(q_3\) \\
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\[P(X \le q_3) = \frac{1}{4}\]
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\[1 - e^{-q_3^2 / 2} = \frac{3}{4}\]
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\[q_3 = 1.17\]
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The general formula for calculating the quartiles is as follows
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\[P(X \le q_j) = \frac{j}{4}\]
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\[q_j = Q\left( \frac{j}{4} \right) = \sqrt{ -2 \log \left( \frac{3 j}{4} \right) } \text{ , for } j=1,2,3\]
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First quartile $q_1$
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\[q_1 = 0.759\]
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Second quartile $q_2$, also known as median
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\[q_2 = 1.18\]
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Third quartile $q_3$
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\[q_3 = 1.67\]
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