Mathematical Statistics Solution to Homework 1

1.13
If A and B are disjoin, then A ⊂ B c and Pr(A) ≤ Pr(B c ).
1
Since Pr(A) = 3
> Pr(B c ) = 14 , A and B cannot be disjoint.

1.24
(a)
∑
∞ ∞ ( )2i+1
∑ 1 2
Pr(A wins) = Pr(A wins on i-th toss) = = .
i=1 i=0
2 3
(b)
∑
∞
p
Pr(A wins) = p (1 − p)2i = .
i=0
1 − (1 − p)2
(c) Since
( )
d p p2
= > 0,
dp 1 − (1 − p)2
[1 − (1 − p)2 ]2
Pr(A wins) is increasing in p, and the minimum occurs at p = 0. By L’Hopital’s rule,
( )
p 1
lim = .
p→0 1 − (1 − p) 2 2
1
Then, Pr(A wins) > 2
for 0 < p < 1.

1.33
M: men; F: female; CB: color blind.
Pr(M ∩ CB) Pr(CB | M ) Pr(M )
Pr(M | CB) = =
Pr(CB) Pr(CB | M ) Pr(M ) + Pr(CB | F ) Pr(F )
0.05 × 0.5
= = 0.9524.
0.05 × 0.5 + 0.0025 × 0.5

1.37
(a) W: the event that the warden tells A that B will die.

Pr(W ) = Pr(W | A) Pr(A) + Pr(W | B) Pr(B) + Pr(W | C) Pr(C)

1
(b)

Pr(A | W ) + Pr(B | W ) + Pr(C | W ) = 1 and Pr(B | W ) = 0

⇒ Pr(A | W ) + P (C | W ) = 1

Pr(A ∩ W ) 1
1
⇒ Pr(A | W ) = = 6
1 = ,
Pr(W ) 2
3
2
Pr(C | W ) = 1 − P (A | W ) = .
3
1.39
(a) Suppose A and B are mutually exclusive, then A ∩ B = ∅ and Pr(A ∩ B) = 0.

A and B are independent ⇒ 0 = Pr(A ∩ B) = Pr(A) Pr(B)

⇒ Pr(A) = 0 or Pr(B) = 0 (Contradict the assumption)

(b)

A and B are independent ⇒ Pr(A ∩ B) = Pr(A) Pr(B) > 0

⇒ A ∩ B ̸= ∅ ⇒ A and B are not mutually exclusive.

1.44

∑20 ( ) ( )k ( )20−k
20 1 3
Pr(at least 10 correct | guessing) = = 0.01386.
k=10
k 4 4

1.49
For every t, FX (t) ≤ FY (t), so

Pr(X > t) = 1 − Pr(X ≤ t) = 1 − FX (t) ≥ 1 − FY (t) = 1 − Pr(Y ≤ t) = Pr(Y > t).

For some t∗ , FX (t∗ ) < FY (t∗ ), so

Pr(X > t∗ ) = 1 − Pr(X ≤ t∗ ) = 1 − FX (t∗ ) > 1 − FY (t∗ ) = 1 − Pr(Y ≤ t∗ ) = Pr(Y > t∗ ).

2
1.52

∫ ∞ ∫ ∞
f (x) 1 − F (x0 )
g(x) dx = dx = = 1.
x0 x0 1 − F (x0 ) 1 − F (x0 )

1.53
(a)

lim FY (y) = 0, lim FY (y) = 1,

d
FY (y) = 2y −3 > 0 ⇒ FY (y) is nondecreasing in y,
dy

lim FY (y) = 1 − y0−2 = FY (y0 ).

(b) 
d 0 y≤1
fY (y) = FY (y) =
dy 2y −3 y > 1.
(c)

FZ (z) = P (Z ≤ z) = P (10(Y − 1) ≤ z)

( (z ))  0 z≤0
= Pr Y ≤ +1 = ( )−2
10 
1 − z + 1 z > 0.
10
1.55

∫ 3 ( )
2 2
Pr(V ≤ 5) = Pr(T < 3) = exp − t dt = 1 − exp (−2) .
0 3 3
For v ≥ 6,
∫ v ( ) ( v)
v 2 2 2
Pr(V ≤ v) = Pr(2T ≤ v) = Pr(T ≤ ) = exp − t dt = 1 − exp − .
2 0 3 3 3

3
 

 0 v<5



⇒ Pr(V ≤ v) = 1 − exp (−2) 5≤v<6

 ( v)


1 − exp − v ≥ 6.
3