Scribd Logo
Upload

Welcome to Scribd!

  • 167 views

    410Hw02 PDF

    Uploaded by

    d
    This document provides instructions for homework 2 in STAT 410. It includes 14 problems involving calculating joint, marginal, and conditional probability density functions for various transformations of random variables. Supporting work is required and the homework is due on Friday, September 23 by 3PM. Students are instructed to include their name and NetID on the first page.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    410Hw02 PDF

    Uploaded by

    d
    167 views3 pages
    This document provides instructions for homework 2 in STAT 410. It includes 14 problems involving calculating joint, marginal, and conditional probability density functions for various transformations of random variables. Supporting work is required and the homework is due on Friday, September 23 by 3PM. Students are instructed to include their name and NetID on the first page.

    Original Title

    410Hw02.pdf

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    This document provides instructions for homework 2 in STAT 410. It includes 14 problems involving calculating joint, marginal, and conditional probability density functions for various transformations of random variables. Supporting work is required and the homework is due on Friday, September 23 by 3PM. Students are instructed to include their name and NetID on the first page.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    167 views3 pages

    410Hw02 PDF

    Uploaded by

    d
    This document provides instructions for homework 2 in STAT 410. It includes 14 problems involving calculating joint, marginal, and conditional probability density functions for various transformations of random variables. Supporting work is required and the homework is due on Friday, September 23 by 3PM. Students are instructed to include their name and NetID on the first page.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    STAT 410 Homework 2

    (due Friday, September 23, by 3PM)


    Please include your name ( with your last name underlined ) and your NetID
    at the top of the first page.
    No credit will be given without supporting work.
    1 - 2. Let X and Y have the joint probability density function
    fX,Y (x, y) = x1 , x > 1, 0 < y < x1 , zero elsewhere.
    1. a) Let U = XY . Find the p.d.f. of U , fU (u).
    b) Let V = Y /X. Find the p.d.f. of V , fV (v).
    2. Let U = Y and V = Y /X.
    Find the joint probability density function of (U, V ), fU,V (u, v). Sketch the
    support of (U, V ).
    3. Suppose that X and Y are independent with X N (0, 1) and Y
    N (0, 4). Let U = X + Y and V = X Y .
    a) Find the joint probability density function of (U, V ), fU,V (u, v).
    b) Are U and V independent?
    4-5. Suppose that X and Y have a joint probability density function
    f (x, y) = 3(x + y), for 0 < x < 1, 0 < y < 1, and 0 < x + y < 1, zero
    elsewhere. Let U = X + Y and V = X Y .
    4. Find the joint probability density function of (U, V ), fU,V (u, v). Sketch
    the support of (U, V ).
    5. Find the marginal probability density functions fU (u) and fV (v).

    6 - 8. Consider two continuous random variables X and Y with joint p.d.f.


    fX,Y (x, y) = 34 x3 y, 0 < x < 1, 0 < y < 3x, zero otherwise.
    6. a) Find P (Y > 1|X = 2/3).
    b) Find E(Y |X = x).
    c) Find P (X < 2/3|Y = 1).
    7. d) Let W = X + Y . Find the p.d.f. of W , fW (w) = fX+Y (w).
    8. e) Let U = X and V = XY .
    Find the joint probability density function of (U, V ), fU,V (u, v). Sketch the
    support of (U, V ).
    f) Use part (e) to find the marginal probability density function of V , fV (v).
    9 - 10. Let X and Y have the joint probability density function fX,Y (x, y) =
    10xy 2 , 0 < x < y < 1, zero otherwise.
    9. Let U = Y X and V = X + Y .
    Find the joint probability density function of (U, V ), fU,V (u, v). Sketch the
    support of (U, V ).
    10. Let U = Y /X and V = XY .
    Find the joint probability density function of (U, V ), fU,V (u, v). Sketch the
    support of (U, V ).
    11. 2.2.2 ( 7th and 6th edition ) Let X1 and X2 have the joint probability
    mass function pX1 ,X2 (x1 , x2 ) = x1 x2 /36 , x1 = 1, 2, 3 and x2 = 1, 2, 3, zero
    elsewhere. Find the joint probability mass function of Y1 = X1 X2 and Y2 =
    X2 , and then find the marginal probability mass function of Y1 .

    12-14. Let X and Y be independent exponential random variables with


    fX (x) = ex for x > 0 and fY (y) = ey for y > 0, for some constant
    > 0. Let U = X Y and V = Y .
    12. Find the joint probability density function of (U, V ), fU,V (u, v). Sketch
    the support of (U, V ).
    13. Find the marginal probability density function of U , fU (u).
    14. Use convolution to find the probability density function fW (w) for W =
    X +Y.

    You might also like