Question

F(x) = (128/127)(1/2)x, x = 1,2,3,...7. determine the requested values: round your answers to three decimal places (e.g. 98.765). (a)p(x ≤ 1) (b)p(x > 1) (c) mean (d) variance

Answer 1

A.
$\mathbb P(X\le 1)=\mathbb P(X=1)=\dfrac{128}{127}\left(\dfrac12\right)^1=\dfrac{64}{127}$

b.
$\mathbb P(X>1)=1-\mathbb P(X\le1)=1-\dfrac{64}{127}=\dfrac{63}{127}$

c.
$\mathbb E(X)=\displaystyle\sum_{x=1}^7 x\,f_X(x)=\frac{64}{127}\sum_{x=1}^7 x\left(\frac12\right)^{x-1}$

Suppose $f(y)=\displaystyle\sum_{x=0}^7 y^x$. Then $f'(y)=\displaystyle\sum_{x=1}^7 xy^{x-1}$. So if we can find a closed form for $f(y)$, in terms of $y$, we can find $\mathbb E(X)$ by evaluating the derivative of $f(y)$ at $y=\dfrac12$.

$f(y)=\displaystyle\sum_{x=0}^7 y^x=y^0+y^1+y^2+\cdots+y^6+y^7$
$y\,f(y)=y^1+y^2+y^3+\cdots+y^7+y^8$
$f(y)-y\,f(y)=y^0-y^8$
$(1-y)f(y)=1-y^8$
$f(y)=\dfrac{1-y^8}{1-y}$
$\implies f'(y)=\dfrac{7y^8-8y^7+1}{(1-y)^2}$
$\implies\mathbb E(X)=\dfrac{64}{127}f'\left(\dfrac12\right)=\dfrac{64}{127}\times\dfrac{247}{64}=\dfrac{247}{127}$

d.
$\mathbb V(X)=\mathbb E(X^2)-\mathbb E(X)^2$

We find $\mathbb E(X^2)$ in a similar manner as in (c).

$\mathbb E(X^2)=\displaystyle\sum_{x=1}^7 x^2\,f_X(x)=\frac{32}{127}\sum_{x=1}^7x^2\left(\frac12\right)^{x-2}$

Now,

$f(y)=\displaystyle\sum_{x=0}^7y^x$
$\implies f'(y)=\displaystyle\sum_{x=1}^7xy^{x-1}$
$\implies f''(y)=\displaystyle\sum_{x=2}^7x(x-1)y^{x-2}$

We know that

$f''(y)=-\dfrac{42y^8-96y^7+56y^6-2}{(1-y)^3}$
$\implies f''\left(\dfrac12\right)=\dfrac{219}{16}$

We also have

$f''(y)=\displaystyle\sum_{x=2}^7x(x-1)y^{x-2}$
$f''(y)=\displaystyle\sum_{x=2}^7x^2y^{x-2}-\sum_{x=2}^7xy^{x-2}$
$f''(y)=\displaystyle\frac1{y^2}\left(\sum_{x=2}^7x^2y^x-\sum_{x=2}^7xy^x\right)$
$f''(y)=\displaystyle\frac1{y^2}\left(\bigg(\sum_{x=1}^7x^2y^x-y\bigg)-\bigg(\sum_{x=1}^7xy^x-y\bigg)\right)$
$f''(y)=\displaystyle\frac1{y^2}\left(\sum_{x=1}^7x^2y^x-\sum_{x=1}^7xy^x\right)$

so that when $y=\dfrac12$, we get

$\dfrac{219}{16}=4\left(\dfrac{127}{128}\mathbb E(X^2)-\dfrac{127}{128}\mathbb E(X)\right)\implies\mathbb E(X^2)=\dfrac{685}{127}$

Then

$\mathbb V(X)=\dfrac{685}{127}-\left(\dfrac{247}{127}\right)^2=\dfrac{25,986}{16,129}$