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Homework 6

This homework assignment covers material from Lecture 12, 13 and 14 of an Intermediate Mathematical Statistics course. It contains 10 problems related to probability distributions, conditional probability, independence, and expected value. Students are instructed to show their work and label any computer output. The assignment is due on October 13, 2022.

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Bhagirati sedhai
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21 views2 pages

Homework 6

This homework assignment covers material from Lecture 12, 13 and 14 of an Intermediate Mathematical Statistics course. It contains 10 problems related to probability distributions, conditional probability, independence, and expected value. Students are instructed to show their work and label any computer output. The assignment is due on October 13, 2022.

Uploaded by

Bhagirati sedhai
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 PDF, TXT or read online on Scribd
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INTERMEDIATE MATHEMATICAL STATISTICS I

HOMEWORK 6

Assigned October 6, 2022, due October 13, 2022


This homework pertains to materials covered in Lecture 12, 13 and 14.
The assignment can be typed or handwritten, with your name on the doc-
ument, and with properly labeled computer output for those problems that
require computer simulations. To obtain full credit, please write clearly and
show your reasoning. If you choose to collaborate, the write-up should be
your own. Please show your work! Upload the file to the Week 7 Assignment
on Canvas or hand it in before class.
Problem 1 (10 points). In a certain town, 40% of the eligible voters pre-
fer candidate A, 10% prefer candidate B, and the remaining 50% have no
preference. You randomly sample 10 eligible voters.
(1) What is the probability that 4 will prefer candidate A, 1 will prefer
candidate B, and the remaining 5 will have no preference?
(2) What is the marginal probability that 4 will prefer candidate A?
(Hint: Use the multinomial distribution.)
Problem 2 (10 points). Problem 4.10 of Casella & Berger.
Problem 3 (10 points). The random variables X and Y have a joint PDF
given by
(
6(1 − x − y), if x > 0, y > 0, and x + y < 1,
fXY (x, y) =
0, otherwise.
(1) Determine the marginal PDFs fX and fY .
(2) Are X and Y independent of each other?
Problem 4 (10 points). Let X = (X1 , X2 , X3 ) denote a three-dimensional
random vector with the uniform distribution on (0, 1)3 . Then X has an
absolutely continuous distribution with PDF
fX (x1 , x2 , x3 ) = 1, 0 < xj < 1, j = 1, 2, 3.
(1) Determine the marginal PDFs fX1 , fX2 and fX3 .
(2) Are X1 , X2 and X3 mutually independent of each other?
Problem 5 (10 points). Problem 4.27 of Casella & Berger.
Problem 6 (20 points). For some constants α > 0 and β > 0, we say that
a random variable X has a Gamma(α, β) distribution if its PDF is fX (x) =
β α α−1 −βx
Γ(α) x e 1(0, ∞), in which Γ(·) is the Gamma function. We say that X
1
INTERMEDIATE MATHEMATICAL STATISTICS I HOMEWORK 6 2

has a Beta(α, β) distribution if its PDF is fX (x) = xα−1 (1−x)β−1


B(α,β) 1(0, 1), in
Γ(α)Γ(β)
which B(α, β) = Γ(α+β) is the Beta function.
If X ∼ Gamma(α1 , β) and Y ∼ Gamma(α2 , β) are independently dis-
tributed, show that
(1) X/(X + Y ) is Beta(α1 , α2 )-distributed, and X + Y is Gamma(α1 +
α2 , β)-distributed;
(2) X/(X + Y ) is independent of X + Y .
(Hint: make the transformation U = X/(X + Y ) and V = X + Y .)
Problem 7 (Bonus 10 points). For positive integers d1 and d2 , we say that
a random variable X has an F distribution with degrees of freedom d1 and
d2 (a.k.a., F (d1 , d2 )-distributed) if its PDF is
 d1 /2  −(d1 +d2 )/2
1 d1 d1
fX (x) =   x d1 /2−1
1+ x 1(x > 0).
B d21 , d22 d2 d2

If X ∼ Gamma(d1 /2, 2) and Y ∼ Gamma(d2 /2, 2) are independent, show


that dd21X
Y ∼ F (d1 , d2 ).

Problem 8 (10 points). Let X1 , X2 , . . ., Xm denote real-valued random


variables. Suppose that for each n = 1, 2, . . . , m, (X1 , . . . , Xn−1 ) and Xn are
independent. Does it follow that X1 , X2 , . . ., Xm are mutually independent?
Problem 9 (10 points). Let (X, Y ) denote a random vector with joint PDF
fXY and let fX and fY denote the marginal PDFs of X and Y , respectively.
Let fX|Y (·|y) denote the density of the conditional distribution of X given
Y = y and let fY |X (·|x) denote the density of the conditional distribution
of Y given X = x. Show that
fY |X (·|x)fX (x)
fX|Y (x|y) =
fY (y)
provided that fY (y) > 0. This is Bayes Theorem for density functions.
Problem 10 (10 points). A pizza shop delivers only one kind of pizza,
which is sold for $10, and costs the pizza shop $6 to make. The pizza shop
has a delivery policy that says if the pizza takes longer than half an hour to
arrive, there is no charge. Experience has shown that delivery takes longer
than half an hour only 10% percent of the time. Let the random variable
X be the pizza shop’s profit for a randomly selected delivery order for one
of these pizzas. Here is the PMF for X:
X -6 4
P 0.1 0.9
Calculate E(X).

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