Homework 3.3: Distributions and their tails (10 pts)


Say I have three distributions with parameter values as follows (using the parametrizations of the Distribution Explorer).

  • Exponential, β=1

  • Normal, μ=1, σ=1

  • Cauchy, µ=1, σ=1

a) Say I draw numbers out of each of these distributions. Rank order the distributions, lowest to highest, in terms of how likely I am do draw a number greater than 10. Do not calculate anything to answer this question.

b) Now draw a million numbers out of each of the three distributions. Which, if any, had numbers greater than ten? Does this match your intuition from part (a)?