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#1 2008-10-11 10:21:29

Janiffer
Member
Registered: 2008-04-26
Posts: 12

help!!!

Suppose the rv Y is normally distributed  with mean 2,  and variance  25

a) Find the probability that Y exceeds 1, given that Y is positive.

b) Find the expected value of Y , given that Y is positive


HINT: For b) first derivative the cdf of the rv given by X= (X/ Y>0)

Can some one help plssssssssssssss

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#2 2008-10-12 00:22:42

sce1912
Member
Registered: 2008-10-08
Posts: 5

Re: help!!!

Hi, I'm not too great on stats myself but here's how i think your problems can be solved:

a) Use the formula


It shouldn't be too hard from there on.

b) This requires you to use the cdf of the normal distribution


From this you can find the cdf of the rv X = (Y | Y > 0) using a formula similar to that in part (a)
Differentiating the cdf gives the pdf from which E(X) can be found

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