1. [7% of Exam] Decide which of the following statements are true and which are false. You do not need to justify your answers for the True/False questions!
(a) (True or False) If X is a continuous random variable on a probability space (Ī©,ā±,ā) and A is the event a < X ⤠b, then the conditional distribution function is given by F_{X|A}(x) = (F_X(x) - F_X(a)) / (F_X(b) - F_X(a)).
(b) (True or False) We say two continuous random variables X and Y are independent if we can write f_{XY}(x,y) = f_X(x)f_Y(y) for all x,y ā ā.
(c) (True or False) Suppose X and Y are jointly discrete random variables with joint mass function p_{XY}(x,y). If X and Y are dependent, then we can not determine the marginal probability mass functions p_X(x) and p_Y(y).
(d) (True or False) If X ~ N(μ, Ļ^2) = N(2, 9), then (X - 2) / 9 ~ N(0, 1). If follows that ā(0 < X ⤠3) = Φ(1/9) - Φ(-2/9).
(e) (True or False) If X ~ binom(n,p) where n is very large. Then we can approximate the binomial probabilities with a normal distribution.
(f) (True or False) We say that a random variable X is a continuous random variable if its density function f_X is continuous.
(g) (True or False) We say that a random variable X is a discrete random variable if its image Im(X) is a countable set.