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Statistics 4705: Homework 4

Instructions
The Homework is due on Monday October 19th at 8:00 am. It is recommended to be turned
in in groups of 2 people; only one copy per group.

Problem 1: Joint Probability Distributions

(25 pts)

In an automobile plant two tasks are performed by robots. The first entails welding to joints,
and the second, tightening three bolts. Let X denote the number of defective welds and Y
the number of improperly tightened bolts. The joint probability distribution function of X
and Y us presented:
y
f(x,y)
0
0
0.840
x
1
0.060
2
0.010

1
0.030
0.010
0.005

2
0.020
0.008
0.004

3
0.010
0.002
0.001

a. (5 pts) Find the probability that we find at least one defective weld and at most 2
improperly tightened bolts.
b. (10 pts) Find the probability that we find at least one defective weld, given that you have
found exactly 2 improperly tightened bolts.
c. (5 pts) Find the expected number of defective welds, given that you have found exactly
2 improperly tightened bolts.
d. (5 pts) Determine if X and Y are independent.

Problem 2: Joint Probability Distributions

(15 pts)

A tobacco company produces blends of tobacco with each blend containing various proportions of Turkish, domestic, and other tobaccos. The proportions of Turkish and domestic in
a blend are random variables with joint density function (X: Turkish and Y : domestic).
f (x, y) = 24xy, 0 < x < 1, 0 < y < 1, x + y 1
1

a. (5 pts) Find the probability that in a given box, the Turkish tobacco accounts for over
half the blend.
b. (5 pts) Find the marginal density function for the proportion of the domestic tobacco.
c. (5 pts) Find the probability that the proportion of Turkish tobacco is greater than the
proportion of domestic tobacco.

Problem 3: Joint Probability Distributions

(30 pts)

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
f (x, y) = (x2 + y 2 ), 0 x 1, 0 y 1
2
a. (5 pts) Determine whether X and Y are independent.
b. (6 pts) Find E(3X + Y ).
c. (9 pts) Find V ar(X), V ar(Y ) and Cov(X, Y ).
d. (5 pts) Find V ar(3X + Y )
e. (5 pts) How would your answer change if you had answered part a. differently?

Problem 4: Joint Probability Distributions

(15 pts)

For the joint probability distribution function for Problem 1, find the correlation coefficient
and comment on the nature of the relationship between X and Y .

Problem 5: Properties of expected value and variance.


(15 pts)

a. (7 pts) Use the rules of expected value to show that Cov(aX + b, cY + d) = acCov(X, Y )
b. (8 pts) Use part a. along with the rules of variance and standard deviation to show
Corr(aX + b, cY + d) = Corr(X, Y ) when a and c have the same sign (consider what
happens when they have the same and opposite signs).