STAT 251: Probability Distributions
Tutorial Sheet
Week 6
2 +3t
1. The moment generating function for X is given by Mx (t) = et . What is the vari-
ance of X?
2. Suppose that X is a Gamma random variable with mean 4 and variance 8. What is
P [X ≤ 4]?
3. The density of X is proportional to x2 for 1 < x < 3, and 0 otherwise. Find
i. E[X].
ii. Coefficient of variance
4. An insurer’s annual weather-related loss, X, is a random variable with density function
(
2.5(200)2.5
x3.5
for x > 200
Y =
0 otherwise
Calculate the absolute difference between the 30th and 70th percentile of X
I. A. ADJEI