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Statistics 116 - Fall 2004 Theory of Probability Assignment # 7 Solutions

This document contains solutions to 5 questions regarding probability theory and statistics. Question 1 provides the joint probability mass function of selecting balls from an urn without replacement. Question 2 finds the joint probability mass function of testing transistors until defective ones are identified. Question 3 computes properties of a given joint probability density function. Question 4 determines if random variables with two different joint densities are independent. Question 5 finds the density function of the power generated when current and resistance are independent random variables.

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0% found this document useful (0 votes)
78 views6 pages

Statistics 116 - Fall 2004 Theory of Probability Assignment # 7 Solutions

This document contains solutions to 5 questions regarding probability theory and statistics. Question 1 provides the joint probability mass function of selecting balls from an urn without replacement. Question 2 finds the joint probability mass function of testing transistors until defective ones are identified. Question 3 computes properties of a given joint probability density function. Question 4 determines if random variables with two different joint densities are independent. Question 5 finds the density function of the power generated when current and resistance are independent random variables.

Uploaded by

astari rahmadita
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Statistics 116 - Fall 2004

Theory of Probability
Assignment # 7
Solutions

Q. 1)

(Ross # 6.2)

Suppose that 3 balls are chosen without replacement from


an urn consisting of 5 white and 8 red balls. Let Xi equal 1 if the i-th ball
selected is white, and let it equal 0 otherwise. Give the joint probability
mass function of
(a)
(b)

, 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

(Ross # 6.6) A bin of 5 transistors is known to contain 2 that are

defective. The transistors are to be tested, one at a time, until the defective
ones are identi ed. Denote by N1 the number of tests made until the rst
defective is identi ed and by N2 the number of additional tests until the
second defective is identi ed: 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

<

(Ross # 6.9) The joint probability density function of

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 =

(b) From our above calculations


( )=

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) =

1=2; X < 1=2)


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

(Ross # 6.20) The joint density of


(

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 >

independent? What if f (x; y ) were given by


(

f x; y

)=

2 0 < x < y; 0 < y < 1


0 otherwise.

Solution:

In the rst case: yes, because


(

f x; y

) = xe

1[0;+1) (x)  ye y 1[0;+1) (y ):

In the second case: no, because the support of the random vector is

f(

x; y

) : 0 < x < y; 0 < y < 1g

which is a triangle, and is not the Cartesion product of two sets. Hence
X and Y cannot be independent.
Q. 5)

(Ross # 6.29) When a current

I (measured in amperes) ows through


a resistance R (measured in ohms), the power generated is given by I 2 R
(measured in watts). Suppose that I and R are independent random
variables with densities

( ) = 6x(1
fR (x) = 2x
fI x

) 0  x  1;
0  x  1:

Determine the density function of W .

Solution:

First, we nd the distribution function of W . For any distribution of


and R such that they are independent and non-negative

( ) = 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

Therefore, the density


( )=

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.

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