This Exam P sample reference tests Continuous Random Variables. This is a parameter-identification problem for a power density on the unit interval. The stated mean fixes the exponent at two, after which the upper-tail probability above one-half is 1-(1/2)³=0.875, so choice E is correct.
How to solve this Continuous Random Variables question
Setup
Setup
Write the mean as an integral under the stated one-parameter density.
E[R]=∫01r(α+1)rαdr=α+2α+1
Model
Model
Equate the theoretical mean to the supplied value and solve for the positive parameter.
α+2α+1=43
4(α+1)=3(α+2)
Compute
Compute
The parameter is two, so the cumulative distribution function on the unit interval is the third power. Take the complement at one-half.
α=2,FR(r)=r3
Pr(R>1/2)=1−FR(1/2)=1−(21)3=87=0.875
Answer
Answer
The probability rounds to 0.88.
0.88(E)
Test the method on unseen problems
Probability Univariate Distributions Practice Workbook
30 original univariate random variables problems with complete solutions and wrong-choice analysis. Written for Exam P, not copied from the SOA set. One-time $19 PDF.
These notes identify the calculation error associated with each wrong letter when that error is reproducible.
AThis treats the variable as uniform and copies the one-half cutoff into the answer, ignoring the increasing power density and the supplied mean.
BThis is approximately the probability above 0.75, since 1-0.75³=0.578125; it uses the mean as the cutoff instead of the required one-half.
CSubstituting the numerical mean 0.75 directly for the parameter gives 1-0.5¹·⁷⁵, approximately 0.70; the parameter must first be solved from the mean equation.
DThis simply reports the given expected value. A mean is not the same as the probability that the variable exceeds one-half.
Original practice · fully worked
Original variant: transformed optical-clarity score
A scanner assigns raw optical clarity U a density f(u)=2u for 0<u<1. Its dashboard reports the transformed score C=√(U), which expands the lower end of the scale. Calculate the probability that the displayed score exceeds 0.80.
A 0.2000
B 0.3600
C 0.4096
D 0.5904
E 0.6400
Answer and calculation
The displayed-score event C>0.80 is equivalent to U>0.64. Integrating the raw density above 0.64 gives 1-0.64²=0.5904, which selects choice D.
Setup
Setup
The raw clarity distribution is already normalized on the unit interval, and the dashboard transformation is increasing.
fU(u)=2u,0<u<1
C=U
Model
Model
Square the displayed-score threshold to express the event on the raw scale.
{C>0.80}={U>0.80}={U>0.64}
Compute
Compute
Integrate the raw density over the converted upper-tail region.
Pr(C>0.80)=∫0.6412udu
Pr(C>0.80)=1−0.642=1−0.4096=0.5904
Answer
Answer
The probability that the displayed score exceeds 0.80 is 0.5904.