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Fxy X y Xy: A) Compute The Joint Function of U XY, V X/y B) What Are The Marginal Densities?

The document contains two statistical problems. The first problem involves computing the joint and marginal densities of transformed random variables U=XY and V=x/Y given the joint density function of X and Y. The second problem involves calculating the expected number of days until a prisoner reaches freedom when selecting between three doors that lead to different outcomes.

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91 views2 pages

Fxy X y Xy: A) Compute The Joint Function of U XY, V X/y B) What Are The Marginal Densities?

The document contains two statistical problems. The first problem involves computing the joint and marginal densities of transformed random variables U=XY and V=x/Y given the joint density function of X and Y. The second problem involves calculating the expected number of days until a prisoner reaches freedom when selecting between three doors that lead to different outcomes.

Uploaded by

Li Nguyen
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOC, PDF, TXT or read online on Scribd
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54 X and Y have joint density function

1
f ( x, y )  x  1, y  1
x2 y 2
a) Compute the joint function of U=XY, V=x/Y
b) What are the marginal densities?

Let denote g (u, v ) the joint density for U ,V . Then


g (u, v )  f ( x (u, v ), y (u, v )) | J |, where J is the Jacobian of a transformation
(u, v )  ( x, y ) . So
1
| J || x / u  y / v  x / v  y / u | .
2v
The inequalities x  1, y  1 transform to u  1, 1 / u  v  u (or v  0,
u  max(1 / v, v ) ).
It is easy to calculate
g (u, v )  1 /( 2u 2 v ) in this domain.
Further
u
ln u
g1 ( u )   1 /(2u v )dv 
2
, u  1.
1/ u
u2
Analogously

g 2 (v )   1 /( 2u v ) du , v  0 .
2

max(1 / v , v )

For v  1 we receive
1
g 2 (v ) 
2v 2
and for 0  v  1
v
g 2 (v )  .
2

34 If 10 married couples seated at a round table, compute (a) the expected number
and (b) the variance of the number of wives who are seated next to their husbands.

Let denote X i the variable equals to 1if the wife and the husband in the pair i are next to each
10
other. We need to calculate E [N ] and V [N ] , where N   X i . Obviously
i 1
E [ N ]  10 E [ X 1 ] and V [ N ]  10V [ X 1 ]  90 cov( X 1 , X 2 ) .
Further we have
2 17 2 20
E[ X 1 ]  1   0  , E[ N ]  .
19 19 19 19
2 4 34
V[X1]    ,
19 361 361
4 16 2 2 1 4 1 4 325
cov( X 1 , X 2 )  E [ X 1  X 2 ]          ,
361 18 17 18 17 361 9 361 9  361
340 3250 3590
V [N ]   
361 361 361

We use the values of probabilities


2 16 2 2 1
P ( X 1  1)  , P ( X 1  X 2  1)     .
19 18 17 18 17

53. A prisoner is trapped in a cell containing 3 doors. The first door leads to a tunnel
that returns him to his cell after 2 days travel. The second leads lo a tunnel that
returns him to his cell after 4 days travel. The third door leads lo freedom after 1 day
of travel. If it is assumed that the prisoner will always select doors 1,2, and 3 with
respective probabilities .5, .3, and .2. what is the expected number of days until the
prisoner reaches freedom?

We have
E[T ]  P(T1  2) E[T | T1  2]  P(T1  4) E[T | T1  4]  P(T1  1) E[T | T1  1]
Here T is the number of days until the prisoner reaches freedom and T1 - the number of days for
the first attempt.
Further
E[T | T1  2]  2  E[T ], E[T | T1  4]  4  E[T ], E [T | T1  1]  1 . So we can find
E [T ]  12.

1 Show that E[(X-a)2] is minimized at a= E[X]

E[( X  a ) 2 ]  E[(( X  E[ X ])  ( E[ X ]  a )) 2 ]  E[( X  E[ X ]) 2 ]  ( E[ X ]  a ) 2


 2( E[ X ]  a )  E[ X  E[ X ]]  E[( X  E[ X ]) 2 ]  ( E[ X ]  a ) 2  E[( X  E[ X ]) 2 ] .

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