Integration Examples
1. [Exercise 4.4.1] 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. [Exercise 4.1.1] Let
f
(
x
) =
,
0
<
x
< 1. Show that
f
(
x
) is a p.d.f. and show that
m
=
e
- 2 and
= 2
e
-
+ 2.
Solution
3. [Figure 11.11 (beta p.d.f.'s), Exercise 11.6.14 of Hogg/Tanis] Find the mean and the variance of the beta distribution and animate the beta p.d.f.'s in Figure 11.11. Solution