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W10 PS

The document outlines Exercise 10 for ST102/ST109, focusing on multivariate random variables with five questions covering discrete bivariate distributions, linear combinations of independent random variables, and theoretical exercises. Students are required to submit their answers as a PDF to Moodle by the week of December 4, 2023. Each question includes specific tasks related to probability distributions, expectations, and variances.

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7 views2 pages

W10 PS

The document outlines Exercise 10 for ST102/ST109, focusing on multivariate random variables with five questions covering discrete bivariate distributions, linear combinations of independent random variables, and theoretical exercises. Students are required to submit their answers as a PDF to Moodle by the week of December 4, 2023. Each question includes specific tasks related to probability distributions, expectations, and variances.

Uploaded by

Lucy Z
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ST102/ST109 Exercise 10

In this exercise you will practise various topics related to multivariate random variables.
Question 1 covers discrete bivariate distributions. Questions 2, 3 and 4 concern linear
combinations of independent random variables. Finally, Question 5 is a theoretical exercise.

Your answers to this problem set should be submitted as a pdf file upload to Moodle. It will be
covered by your class teacher in your tenth class, which will take place in the week commencing
Monday 4 December 2023.

1. A fair coin is tossed four times. Let X be the number of heads obtained on the first three
tosses of the coin. Let Y be the number of heads on all four tosses of the coin.

(a) Find the joint probability distribution of X and Y .


(b) Find the mean and variance of X.
(c) Find the conditional probability distribution of Y given that X = 2.
(d) Find the mean of the conditional probability distribution of Y given that X = 2.

2. Cars pass a point on a busy road at an average rate of 150 per hour. Assume that
the number of cars in an hour follows a Poisson distribution. Other motor vehicles
(lorries, motorcycles etc.) pass the same point at the rate of 75 per hour. Assume a
Poisson distribution for these vehicles too, and assume that the number of other vehicles
is independent of the number of cars.

(a) What is the probability that one car and one other motor vehicle pass in a
two-minute period?
(b) What is the probability that two motor vehicles of any type (cars, lorries,
motorcycles etc.) pass in a two-minute period?

3. The random variable X has a discrete uniform distribution with values 1, 2 and 3, i.e.
P (X = i) = 1/3 for i = 1, 2, 3. The random variable Y has a discrete uniform distribution
with values 1, 2, 3 and 4, i.e. P (Y = i) = 1/4 for i = 1, 2, 3, 4. X and Y are independent.

(a) Derive the probability distribution of X + Y .


(b) What are E(X + Y ) and Var(X + Y )?

4. At one stage in the manufacture of an engine a piston of circular cross-section has to


fit into a similarly-shaped cylinder. The distributions of the diameters of pistons and
cylinders are known to be normal with parameters as follows.

– Piston diameters: mean 6.84 cm, standard deviation 0.03 cm.


– Cylinder diameters: mean 6.94 cm, standard deviation 0.04 cm.

1
(a) If pairs of pistons and cylinders are selected at random for assembly, for what
proportion will the piston not fit into the cylinder? In other words, what is the
probability that the piston diameter exceeds the cylinder diameter?
(b) What is the probability that in 75 pairs (each consisting of a piston and cylinder)
selected independently and at random, every piston will fit into the cylinder?

5.* Suppose that X and Y are random variables, and a, b, c and d are constants.

(a) Show that:


Cov(aX + b, cY + d) = ac Cov(X, Y ).

(b) Derive Corr(aX + b, cY + d).


(c) Suppose that Z = cX +d, where c and d are constants. Using the result you obtained
in (b), or in some other way, show that:

Corr(X, Z) = 1 for c > 0

and:
Corr(X, Z) = −1 for c < 0.

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