Scribd Logo
Upload

Welcome to Scribd!

  • 4 views

    HW5+-+Solution

    Uploaded by

    nanoon458
    statistic sample homework and solutions

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd

    HW5+-+Solution

    Uploaded by

    nanoon458
    4 views6 pages
    statistic sample homework and solutions

    Copyright

    © © All Rights Reserved

    Available Formats

    DOCX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    statistic sample homework and solutions

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    4 views6 pages

    HW5+-+Solution

    Uploaded by

    nanoon458
    statistic sample homework and solutions

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    of 6

    CET 672 Statistics for Transportation and Logistics Engineering

    Homework 5

    5-1. First, f(x,y) 0. Let R denote the range of (X,Y).

    Then,

    a) P(X < 2.5, Y < 3) = f(1.5,2)+f(1,1) = 1/8+1/4=3/8

    b) P(X < 2.5) = f (1.5, 2) + f (1.5, 3) +f(1,1)= 1/8 + 1/4+1/4 = 5/8

    c) P(Y < 3) = f (1.5, 2)+f(1,1) = 1/8+1/4=3/8

    d) P(X > 1.8, Y > 4.7) = f ( 3, 5) = 1/8

    e) E(X) = 1(1/4)+ 1.5(3/8) + 2.5(1/4) + 3(1/8) = 1.8125

    E(Y) = 1(1/4)+2(1/8) + 3(1/4) + 4(1/4) + 5(1/8) = 2.875

    V(X) = E(X2)-[E(X)]2=[12(1/4)+1.52(3/8)+2.52(1/4)+32(1/8)]-1.81252=0.4961

    V(Y) = E(Y2)-[E(Y)]2=[12(1/4)+22(1/8)+32(1/4)+42(1/4)+52(1/8)]-2.8752=1.8594

    f) marginal distribution of X
    x f(x)

    1 ¼

    1.5 3/8

    2.5 ¼

    3 1/8

    f XY (2 . 5 , y )
    f Y|2. 5 ( y )=
    g) f X (2 .5 ) and f X (2 .5 ) = 1/4. Then,

    y f Y|2.5 ( y)

    4 (1/4)/(1/4)=1

    h) and = 1/8. Then,

    x f X|2 ( y )

    1.5 (1/8)/(1/8)=1

    i) E(Y|X=1.5) = 2(1/3)+3(2/3) =2 1/3

    j) Since fY|1.5(y)fY(y), X and Y are not independent

    5-5. a) The range of (X,Y) is


    The problem needs probabilities to total one. Modify so that the probability of moderate
    distortion is 0.04.

    x,y fxy(x,y)

    0,0 0.857375

    0,1 0.1083

    0,2 0.00456

    0,3 0.000064

    1,0 0.027075

    1,1 0.00228

    1,2 0.000048

    2,0 0.000285

    2,1 0.000012

    3,0 0.000001

    b)

    x fx(x)

    0 0.970299

    1 0.029403
    2 0.000297

    3 0.000001

    c) E(X) = 0(0.970299)+1(0.029403)+2(0.000297)+3*(0.000001)=0.03

    (or np=3*0.01)

    f XY (1 , y )
    f Y|1 ( y )=
    d) f X (1 ) , f (1) = 0.029403
    x

    y fY|1(x)

    0 0.920824

    1 0.077543

    2 0.001632

    e) E(Y|X=1)=0(.920824)+1(0.077543)+2(0.001632)=0.080807

    g) No, X and Y are not independent because, for example, fY(0)fY|1(0).

    5-30. E( X )=−1 (1 /8)+(−0 . 5)(1/5 )+0 .5 (1 /2 )+1(7/40 )=0. 2

    E(Y )=−2(1/8 )+(−1)(1/5 )+1(1/2)+2(7 /40)=0 . 4

    V(X) = 0.435
    V(Y) = 1.74

    σ XY =0 . 95−(0. 2 )(0. 4 )=0 . 87


    σ XY 0 . 87
    ρ XY = = =1
    σ X σ Y √ 0 . 435 √1 . 75

    5-39. E( X )=−1 (1 /4 )+1(1/4 )=0

    E(Y )=−1(1/ 4 )+1 (1 /4 )=0

    E( XY) = [ -1×0×(1/4 )] + [ -1×0×(1/4)] + [1×0×(1/4 )] + [ 0×1×(1/4 )]=0

    V(X) = 1/2

    V(Y) = 1/2

    σ XY =0−(0 )(0)=0
    σ 0
    ρ XY = XY = =0
    σ X σ Y √ 1/2 √ 1/2

    The correlation is zero, but X and Y are not independent, since, for example, if y = 0, X must
    be –1 or 1.

    5-54. a) E(2X + 3Y) = 2(0) + 3(10) = 30

    b) V(2X + 3Y) = 4V(X) + 9V(Y) = 101

    c) 2X + 3Y is normally distributed with mean 30 and variance 101. Therefore,


    d)

    5-66. D=ABC

    a) E(D) = 10  2  2 = 6 mm

    5. 9−6
    b) P(D < 5.9) = P(Z < 0 .1225 ) = P(Z < -0.82) = 0.206.

    You might also like