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Exercises

The document presents various problems related to probability and statistics, including the analysis of random variables characterized by distribution and probability functions. It involves tasks such as proving functions are valid, computing probabilities, and finding expected values and variances. Additionally, it addresses continuous random variables and their density functions, as well as joint distributions and contour mapping.

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Carolina López
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
13 views

Exercises

The document presents various problems related to probability and statistics, including the analysis of random variables characterized by distribution and probability functions. It involves tasks such as proving functions are valid, computing probabilities, and finding expected values and variances. Additionally, it addresses continuous random variables and their density functions, as well as joint distributions and contour mapping.

Uploaded by

Carolina López
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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1.

Consider the random variable X characterized by the following distribution function:


0 , x0

x
F ( x) =  , 0  x <1
2
 1
1 - 2 x 2 , x  1

a) Show that F is actually a distribution function and represents it graphically.


b) Is the random variable continuous, discrete or mixed? Justify.
c) If it is continuous compute the mass probability function of X.
d) Compute P ( X = −1), P ( X = 0 ) , P ( X = 1) , P (1 2  X  1) , P (1 2  X  1) , P ( X  1) , P ( X  1)
and P ( X  2 ) .

2. Consider the random variable X, discrete, with the following probability function:

x 1 2 3 4

f ( x) 0.1 0.3 0.4 0.2

a) Show that f is actually a probability function and represents it graphically.


b) Compute P ( X = 1) , P ( 0  X  1) , P (1  X  2 ) , P (1  X  3) , P ( X  1) , P ( X  1) and
P( X  2).
c) Compute E ( X ) , E ( 2X + 3) , V ( X ) e V ( 2X + 3) .

3. Suppose the duration in hours of a certain type of lamps has the following probability density
function:

 200
 , x  10
f ( x ) =  x3
 0
 , other values

a) What is the probability of such a lamp not to malfunction during the first 150 hours of
use?
b) What is the probability of damaging in these first 150 hours?
c) What is the average duration of such a lamp?
4.

5.
6.

7. Consider the following density probability function:

a  x , 0  x 1
a , 1 x  2

f ( x) = 
−a  x + 3  a , 2  x  3
 0 , other values

a) Find the value of a.


b) Write the distribution function F.
8. Consider (X, Y) a continuous random variable and the function

k  x  e− y , 0  x 1 , y > 0
f ( x, y ) = 
 0 , other values

a) Find the value of k, so that f is a density probability function.


b) Find the marginal density functions of x and of y.
c) Find the conditional density function of x given y and of y given x.
1.

2.

3.

4.

5. Graph the surface determined by .

6. Obtain a contour map of the function .

7. Graph the surface defined implicitly by the equation .

8. Obtain a contour map for the function defined implicitly by the equation
.

9. Obtain plane sections for the surface defined by .

10. For each and , obtain and both at and at .

11. For each and , obtain all second partial derivatives, both at and at

;
;

12. The composition of with forms the function


.
Obtain by an appropriate form of the chain rule, and again by writing the rule for explicitly.

13. The composition of , with , forms the function


. Obtain by an appropriate form of the chain rule, and again by writing the
rule for explicitly. Show that the results agree.

14. The composition of with forms the


function . Obtain the partial derivatives and by appropriate forms of
the chain rule, and again by writing the rule for explicitly. Show that the results agree.

15.

a) Show that f(x,y) is a probability density function.


b) Calculate the marginal density of Y and of X.

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