Statistics 116 - Fall 2004 Theory of Probability Assignment # 7 Solutions
Statistics 116 - Fall 2004 Theory of Probability Assignment # 7 Solutions
Theory of Probability
Assignment # 7
Solutions
Q. 1)
(Ross # 6.2)
, X2 ;
X1 , X2 ,
X1
Solution:
(a)
X3
5 4
13 12
5 8
P (X1 = 1; X2 = 0) =
13 12
8 5
P (X1 = 0; X2 = 1) =
13 12
8 7
P (X1 = 0; X2 = 0) =
13 12
(
P X1
= 1; X2 = 1) =
(b)
(
= 1; X2 = 1; X3 = 1) =
= 1; X2 = 0; X3 = 1) =
= 0; X2 = 1; X3 = 1) =
= 0; X2 = 0; X3 = 1) =
= 1; X2 = 1; X3 = 0) =
= 1; X2 = 0; X3 = 0) =
= 0; X2 = 1; X3 = 0) =
= 0; X2 = 0; X3 = 0) =
P X1
P X1
P X1
P X1
P X1
P X1
P X1
P X1
Q. 2)
5 4 3
13 12 11
5 8 4
13 12 11
8 5 4
13 12 11
8 7 5
13 12 11
5 4 8
13 12 11
5 8 7
13 12 11
8 5 7
13 12 11
8 7 6
13 12 11
defective. The transistors are to be tested, one at a time, until the defective
ones are identied. Denote by N1 the number of tests made until the rst
defective is identied and by N2 the number of additional tests until the
second defective is identied: nd the joint probability mass function of
N1 and N2 .
Solution:
Imagine drawing all 5 transistors and testing each one in order. Each
outcome is equally likely and the number of outcomes is equal to the
number of ways of choosing
two \defective" transistors out of a set of 5,
of which there are 52 = 10 ways. Hence the probability
(
P N1
Q. 3)
= i; N2 = j ) =
1
10
1i<j
<
by
and Y is given
6 2 xy
x +
;
0 < x < 1; 0 < y < 2:
7
2
Verify that this is indeed a joint density function.
Compute the density function of X .
Find P (X > Y ).
Find P (Y > 1=2jX < 1=2).
Find E (X ).
Find E (Y ).
(
f x; y
(a)
(b)
(c)
(d)
(e)
(f)
5:
)=
Solution:
(a)
1
1
1
1
f x; y
6 2 xy
x +
dy dx
2
0 7
0
Z 1 Z 2
6 2 xy
=
x +
dy
2
0 7
0
Z 1
2 2
6
xy
) dx
=
(x2 y +
7 0
4 0
Z
6 1 2
=
2x + x dx
7 0
6 2x3 x2 1
=
+
7 3
2 0
6 2 1
=
+
7 3 2
= 1:
) dx dy =
fX x
f x; y
) dy
6 2 xy
x +
2
0 7
6(2x2 + x)
=
7
=
(c)
(
P X > Y
)=
=
=
=
=
=
=
=
ZZ
f x; y
(x;y ):x>y
f x; y
dy
) dy dx
) dy dx
6 1 x 2 xy
x +
dy dx
7 0 0
2
Z 1
2 x
6
xy
2
x y +
dx
7 0
4 0
Z
6 1 3 x3
x +
dx
7 0
4
Z
65 1 3
x dx
74 0
6 5
7 16
15
56
3
dx
(d)
(
P Y >
P Y >
1=2jX
1=2; X
<
1=2) =
P X <
6
< 1=2) =
7
1=2
1=2
6
=
7
=
P Y >
1=2
x y
6
7
xy
dy dx
2 2
15x2 1=2
+
2
32 0
3
!
dx
1=2
3x2 15
+ x dx
2
16
1=2
6
=
7
xy
6 1
15
+
7 16 128
6 23
=
7 128
Z
6 1=2 2
< 1=2) =
2x + x dx
7 0
=
P X
6
=
7
2x3 x2 1=2
+
3
2 0
6 1
1
=
+
7 12 8
6 5
=
7 24
(
P Y >
1=2jX
<
1=2) =
23
128
5
24
' 0 86
:
(e)
6
E (X ) =
7
1
0
2x +x
3
6
dx =
7
3 1
6
7
1 1
+
2 3
65 5
= :
76 7
(f)
( )=
E Y
6
7
6
=
7
6
=
7
6
=
7
x y
Z
Z
0
1
2 2
x y
0
1
0
f x; y
Are
and
(x+y )
xe
)=
3 2
dy dx
dx
dx
xy
2x3 2x2 1
+
3
3 0
6 2 2
=
+
7 3 3
8
= :
7
Q. 4)
xy
4x
3
2x2 +
and
is given by
0; y > 0
otherwise.
x >
f x; y
)=
Solution:
f x; y
) = xe
In the second case: no, because the support of the random vector is
f(
x; y
which is a triangle, and is not the Cartesion product of two sets. Hence
X and Y cannot be independent.
Q. 5)
( ) = 6x(1
fR (x) = 2x
fI x
) 0 x 1;
0 x 1:
Solution:
( ) = P (W w)
= P (I 2 R w)
= P (f(i; r) : i2 r wg)
FW w
=
=
1Z
w=i
( ) ( ) dr di
fR r fI i
Z0 1
()
) di:
()
fI i FR w=i
fW w
fI i FR w=i
dw
()
fI i
1
i
) di:
) di:
fR w=i
In our particular example this boils down to, for 0 < w < 1
Z
( ) = p 6i(1
w
fW w
= 12w p
w
= 12w
= 6w
1
i
1
i
1 2w
i
2 i2
di:
di
1 1
2 i2 p w
12w1=2 + 6:
The range of integration in the rst line comes from the fact the density
2
2
fR (w=i ) is non-zero only if w=i 1.