MAST20006 Probability for Statistics /MAST90057 Elements of Probability

Assignment 4, Semester 1 2023

Due time: 4 pm, Friday 12 May (Week 10).

Name: Phil him

Student ID: 1300443

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MAST20006/90057 Semester 1, 2023 Assignment 4 2

• The submission deadline is 4 pm Melbourne time, Friday, 12 May (Week 10).

Late assignments will NOT be accepted. We recommend you submit at least a day be-
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• There are 6 questions, of which 2 randomly chosen questions will be marked. Note
you are expected to submit answers to all questions, otherwise a mark penalty will
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• Working and reasoning must be given to obtain full credit. Give clear and concise
explanations. Clarity, neatness, and style count.

⇤⇤⇤

2
 MAST20006/90057 Semester 1, 2023 Assignment 4 1

1. In a certain city, the daily consumption of petroleum in thousand barrels of oil can be
treated as a random variable having a gamma distribution with ↵ = 3 and ✓ = 4.
If the petroleum supply of this city has a daily capacity of 24 thousand barrels of oil,
what is the probability that this petroleum supply will be inadequate on any given
day?
Find this probability using the relation between gamma and Poisson distributions.
-nee

thousand barrels
let 32:
dailyconsumption in

32 -gamma (0 3,0
4) =
=

y -
foi()
f (suggly inadequate) f(x
= > 24)

f(xxx) f(y)3 1)
=
-

-
n0
=

etet
-

-
6
6 +18e6
e
+

6
-

= 25e

1
MAST20006/90057 Semester 1, 2023 Assignment 4 2

=x I
5
=

2. Cars arrive at a toll booth according to a Poisson process at a mean rate of 15 cars
E
every 30 minutes.
Find the probability that the toll collector will have to wait longer than 28.41 minutes
-
before collecting the 10th toll.
-
Use two approaches to answer the question, namely (i) the relationship between gamma
and Chi-square distributions, and (ii) the relationship between Poisson and gamma
distributions. You can use R to obtain the final numerical answers.

X(r) Gamma (0 2,0

=
=

E)
=

x 5
=

0
=
=

=2minnes
-

in minutes until 10th toll.

C2: waiting
time

Cn Gamma (0 2, =

0:
10)
x-xcr 20) =

x:y(28.4) = 1 -

fchisq(28.4,20) 0.1000435
=

%0:f(x 28.41) ey a)
> =

y - 44) 23),
=

190is29,
=

lambda=)
=> 0.1000435

2
MAST20006/90057 Semester 1, 2023 Assignment 4 3

3. A random variable X has a pdf given by

(
2
25
(x + 1), 1<x<4
f (x) =
0, otherwise.

Let Y = X 2 be a transformation of X.

(a) Is this transformation one-to-one? Find the support of Y .

This transformation is one to one. (1,4)

Sy [0,16)
= 0x7 < 16

3
MAST20006/90057 Semester 1, 2023 Assignment 4 4

(b) Derive the cdf of Y .

Fy(y) fy-y) =

=f(x y)
f(
=
-

-
x I)
=

For 0f Y: 16

Fy(y) =

()
-

1 x2
=
y)

((x
=

1)dx
+

-
+

)* -

(58 2) ( )
=
+
- -

=
2
+

c0

S
O y

...(y) =

-520-y16
+

I elsewhere O

I t
I
4
I try to
MAST20006/90057 Semester 1, 2023 Assignment 4 5

(c) Find the pdf of Y .

fy(y) =

Fi,(y)
yc0

fy(x) Ficy)
=

fot
=
0 [Y < 16

4. Let X and Y be continuous random variables having the joint pdf

(
8xy, 0  y  x  1
f (x, y) =
0, otherwise.

(a) Sketch the graph of the support of X and Y .

0212 =
1, 0.4 = 1, y = x

y X

.IIII".
10

5
MAST20006/90057 Semester 1, 2023 Assignment 4 6

(b) Find f1 (x), the marginal pdf of X.

fixx =

"Say dy =

fx(Y4 for 01L?1

(c) Find f2 (y), the marginal pdf of Y .

fixy => ??,

02y=1,

fu(t) S'f(x,y)dx f8xydx

=

I
=

(4x2,y
=
(4
=
-

4y21
y for 0CY: /

2 2
(d) Compute µX , µY , X, Y , Cov(X, Y ), and ⇢.

(x4x3dx (45]! y
64 y (y)
-

nx (x)
=
=

= =

5
=

E(x2) (xx5dx [x]! =

=

my-Fi-society-55]-
e

or (5]-():25
=

E(xY)
S.Sscydydxc f!) ssd
=
=

8!SK"(=) de
=

coui, y=*- x=
8]!=
=
6
=

e s
=
MAST20006/90057 Semester 1, 2023 Assignment 4 7

(e) Find g(x|y = 13 ), the conditional pdf of X given Y = 13 .

farly) ==intto-y=,s?"
=

(f) Find P (X < 34 |Y = 13 ).

f(xc41y z) =

(*d ()-
=

(g) Are X and Y independent? Why or why not?

if faxy) fic2fycy), then it independent

= is

4x3(4 -

4y3y78xy

7
MAST20006/90057 Semester 1, 2023 Assignment 4 8

5. Let X and Y have the joint pmf defined by f (0, 0) = f (1, 2) = 0.1, f (0, 1) = f (1, 1) =
0.4 and f (x, y) = 0 elsewhere.

(a) Represent the joint pmf by a table.

lol
(b) Give the marginal pmf’s of X and Y in the “margins” of the table in (a).

I ·40%/%)
R ⑧ 12

0 0.1

! 0 0.10 0.1

f.20.5 0.50 1

(c) Tabulate the conditional pmf of Y given X = 0.

f(yxx 0) =
2
=
=

y 0 I 2

f(y1x 0) 5 =

0
=

&
8
MAST20006/90057 Semester 1, 2023 Assignment 4 9

(d) Tabulate the conditional pmf of X given Y = 2.

f(x,z)
f(x)y 2) =
=

·fy(z)

⑧ I 2
X

f(x1y 4 =
⑧ I 0

9
MAST20006/90057 Semester 1, 2023 Assignment 4 10
x -V(0.2) (Y/X x) =
-
u(0,0.5x)
6. Let X have a uniform distribution on the interval (0, 2). Given X = x, let Y have a
(conditional) uniform distribution on the interval (0, 0.5x).

(a) Write down the conditional pdf of Y given that X = x. Be sure to include the
support of Y .

f(3(x) 5y-
=

0
0- 7-0.5x

f(x) 2t 0
=
=
= 2

(b) Find E(Y |x) and E(Y ).

ECY(x) 5 y I
=
=
=

ECY) ECEX(x)) ECT)

=
=

x)
=

=1
=
ECP =

ECY) EY
=

I
=

10
MAST20006/90057 Semester 1, 2023 Assignment 4 11

(c) Determine f (x, y), the joint pdf of X and Y .

f(y1x) = => f(x,y) f(y1x). fxc()

=

o* I
=

-
0 _ y =
0.5x, 03 2=

(d) Find fY (y), the marginal pdf of Y .

y
↑

I ga,
y tx
=

or e
SSL

x y
=

=[In 1xl] In/21- In

= t
by In1)
=

(e) Find g(x|y), the conditional pdf of X given Y = y.

gry): )
:

=>
x2

11