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Assignments MA-64

The document discusses the variance of a random variable Z formed from independent random variables X and Y, calculating it to be 68. It also examines the independence of X and Y through their joint probability density function, concluding that they are not independent. Additionally, it explores the expected value of the sum of X and Y, indicating the need to find their individual means.

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3 views1 page

Assignments MA-64

The document discusses the variance of a random variable Z formed from independent random variables X and Y, calculating it to be 68. It also examines the independence of X and Y through their joint probability density function, concluding that they are not independent. Additionally, it explores the expected value of the sum of X and Y, indicating the need to find their individual means.

Uploaded by

abcaya.emmytamem
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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PHM628: Probability and Statistics

Name: ID: 32/34

10. If X and Y are independent random variables with variances  X2 = 5 and  Y2 = 3, find the
variance of the random variable Z = −2X + 4Y − 3.
We will use the property that for some independent random variables X1, X2, …,
Xn, we have
 a2 X + a X +...+ a X = a12 X2 + a22 X2 + ... + an2 X2
1 1 2 2 n n 1 2 n

Since the given variables X and Y are independent, by direct use of the statement
from above, we obtain:
 Z2 =  −22 X + 4Y −3 =  −22 X + 4Y = (−2)2  X2 + (4)2  Y2 = 4(5) + 16(3) = 68

11. There are two service lines. The random variables X and Y are the proportions of time
that line 1 and line 2 are in use, respectively. The joint probability density function for (X,
Y) is given by
3 2
 ( x + y ), 0  x, y  1,
2

f ( x, y ) =  2
 0, otherwise.
a) Determine whether or not X and Y are independent.
We check the independence of the random variables X and Y by checking if the
following identity is true:
f ( x, y) = g ( x)h( y), for all 0  x, y  1
Where g and h are the marginal distributions of X and Y, respectively.
Let’s find the functions g and h. Since X and Y are continuous, we have:
1
3 3 1
g ( x) =  f ( x, y )dy =  ( x 2 + y 2 )dy = ( x 2 y + y 3 ) |10
y 0 2 2 3
3 1 3 1
= ( x2 + ) = x2 +
2 3 2 2
Similarly, we find the marginal distribution of Y
1
3 3 1
h( y) =  f ( x, y)dx =  ( x 2 + y 2 )dx = ( xy 2 + x3 ) |10
x 0 2 2 3
3 1 3 1
= ( y2 + ) = y2 +
2 3 2 2
Now, we can see if the statement (1) is true:
3 1 3 1 3
g ( x)h( y) = ( x 2 + )( y 2 + )  ( x 2 + y 2 ) = f ( x, y)
2 2 2 2 2
So, the random variables X and Y aren’t independent

b) It is of interest to know something about the proportion of Z = X + Y, the sum of the


two proportions. Find E(X + Y). Also find E(XY).

For finding out the expected value of Z, we can use the property:
E( X + Y ) = E( X ) + E(Y )
Therefore, let us find the means of X and Y.

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