Continuous Distribution Examples
1. Let
X
have a normal distribution with mean
m
and variance
.
Find the moment-generating function of
X
and use it to find the mean and variance of
X
.
Solution
2. A graph comparing the standard normal p.d.f. with the p.d.f.s for the t distribution for several values of the degrees of freedom can come alive using animation. Solution
3. A CAS can be used to show that the weighted average of two Cauchy random variables is Cauchy. This in turn can be used to prove that the distribution of X - bar is Cauchy when sampling from a Cauchy distribution. Solution
4. Find the mean and the variance of the beta distribution and animate some beta p.d.f.'s. Solution