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ISYE 3232C Fall 2015 Quiz 1

I,
, do swear that I abide by the Georgia Tech
Honor Code. I understand that any honor code violation will result in a zero for
this test and one letter grade reduction.
Signature:
0. (1) You attended this quiz.
1. R(4) Assume that D U(40, 60), calculate E[(D 45)+ ]. (You could denote
b
a xdx = c0 once constants a and b are determined. )

E[(D 45) ] =

Z 60

(x 45)+

40

Z 45

1
dx
60 40

1
dx +
60 40
40
Z 60
1
=
(x 45) dx
20
45
45
=
5.625
8
=

Z 60
45

(x 45)

1
dx
60 40

2. (3) For X exp(5), find x such that F(x ) = 0.8. If X exp( ), then pdf
e x for x 0, and CDF: 1 e x for x 0.

0.8 = F(x )
Z x

5e5x dx

= 1 e5x
x =

ln[10.8]
5

0.3219

3. (2) Assume E[X] = 2,Var[X] = 3, Calculate E[3X + 4] and Var[5X + 6 X].


E[3X + 4] = 3E[X] + 4 = 3 2 + 4 = 10
Var[5X + 6 X] = Var[4x] = 16Var[x] = 48