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Statistical package

Let X have an exponential distribution.

(a) For  and , show that

Hence, the exponential distribution has the memory less property. Recall from Exercise 3.1.9 that the discrete geometric distribution has a similar property.

(b) Let  be the cdf of a continuous random variable Y . Assume that  

Exercise 3.1.9

If  is the unique mode of a distribution that is , show that

This substantiates the comments made in Part (b) of Exercise 3.1.8.

Exercise 3.1.8

For this exercise, the reader must have access to a statistical package that obtains the binomial distribution. Hints are given for R code, but other packages can be used too.

(a) Obtain the plot of the pmf for the b(15, 0.2) distribution. Using R, the following commands return the plot:

(b) Repeat part (a) for the binomial distributions with n = 15 and with p = 0.10, 0.20,…, 0.90. Comment on the shapes of the pmf’s as p increases. Use the following R segment:

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