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You are on page 1of 23

Problems

2.

8 7

= 14/39,

13 12

8 5

p(0, 1) = p(1, 0) =

= 10/39

13 12

5 4

= 5/39

p(1, 1) =

13 12

(a) p(0, 0) =

(b) p(0, 0, 0) =

8 7 6

= 28/143

13 12 11

8 75

= 70/429

13 12 11

8 5 4

p(0, 1, 1) = p(1, 0, 1) = p(1, 1, 0) =

= 40/429

13 12 11

5 4 3

= 5/143

p(1, 1, 1) =

13 12 11

3.

p(0, 1) = p(1, 0) = (10/13)(3/12) = 5/26

p(1, 1) = (3/13)(2/12) = 1/26

(b) p(0, 0, 0) = (10/13)(9/12)(8/11) = 60/143

p(0, 0, 1) = p(0, 1, 0) = p(1, 0, 0) = (10/13)(9/12)(3/11) = 45/286

p(i, j, k) = (3/13)(2/12)(10/11) = 5/143

if i + j + k = 2

4.

(b) p(0, 0, 0) = (8/13)3

p(i, j, k) = (8/13)2(5/13) if i + j + k = 1

p(i, j, k) = (8/13)(5/13)2 if i + j + k = 2

5.

p(0, 0) = (12/13)3(11/12)3

p(0, 1) = p(1, 0) = (12/13)3[1 (11/12)3]

p(1, 1) = (2/13)[(1/13) + (12.13)(1/13)] + (11/13)(2/13)(1/13)

82

Copyright 2014 Pearson Education, Inc.

Chapter 6

83

y

8.

fY(y) = c ( y 2 x 2 )e y dx

y

4 3 y

cy e , 0 < y <

3

y 3e y

,0<y<

6

1

fX(x) =

( y 2 x 2 )e y dy

8x

1 x

e (1 x ) upon using y 2 e y y 2 e y 2 ye y 2e y

4

9.

(b) fX(x) =

6 2 xy

6

2

x dy (2 x x )

70

2

7

1 x

6 2 xy

15

(c) P{X > Y} =

x dydx

700

2

56

(d) P{Y > 1/2X < 1/2} = P{Y > 1/2, X < 1/2}/P{X < 1/2}

2 1/2

1/2 0

1/2

(2 x

xy

dxdy

2

x )dx

10.

P{X < Y} = 1/2

(b) P{X < a} = 1 ea

11.

5!

(.45)2(.15)(.40)2

2! 1!2!

12.

e5 + 5e5 +

52 5 53 5

e e

2!

3!

84

14.

Chapter 6

Let X and Y denoted respectively the locations of the ambulance and the accident of the

moment the accident occurs.

P{Y X < a} = P{Y < X < Y + a} + P{X < Y < X + a}

L min( y a , L )

2

= 2

L

dxdy

L a y a

L L

dxdy

dxdy

L2 0 y

L a y

La a

a

a

=1

2 (L a) 2 , 0 < a < L

L

L

L

L

15.

(a) 1 =

( x , y ) R

(b) f(x, y) = 1/4, 1 x, y 1

= f(x)f(y)

where f(v) = 1/2, 1 v 1.

(c) P{X 2 + Y 2 1} =

16.

1

4

dydx

(a) A = Ai,

(b) yes

(c) P(A) =

P ( Ai ) = n(1/2)n1

17.

1

since each of the 3 points is equally likely to be the middle one.

3

18.

dydx

y x L /3

L

yL

2

L

0<x<

2

L /6 L

L /2 L

4

= 2

dydx

dydx

L 0 L /2

L /6 x L /3

4 L2 5L2 7 L2

= 7/9

72

L2 12 24

Chapter 6

19.

85

(a)

1

dydx

x

11

(b)

(c)

1

2

1

0

dx = 1

1

dy = 1, 0 < y < 1

x

1

0

y ln( y )dy 1

1

0

( y ln( y ) y )dy

E[Y] =

20.

(a) yes: fX(x) = xex, fY(y) = ey, 0 < x< , 0 < y <

1

x

fY(y) =

0

21.

f ( x, y )dxdy = 1. Now,

f ( x, y )dxdy

1 y

24 xy dxdy

1

0

12 y (1 y )2 dy

1

0

12( y 2 y 2 y 3 )dy

(b)

E[X] =

1

0

xf X ( x )dx

1 x

24 xy dydx

1

0

12 x 2 (1 x )2 dx = 2/5

(c) 2/5

86

22.

Chapter 6

(a) No, since the joint density does not factor.

(b) fX(x) =

1

0

=

23.

1 x

1

0

( x y )dydx

[ x (1 x ) (1 x )2 / 2]dx = 1/3

(a) yes

fX(x) = 12x(1 x)

fY(y) = 12y

24.

(b) E[X] =

(c) E[Y] =

1

0

1

0

1

0

1

0

6 x 2 (1 x )dx = 1/2

2 y 2 dy = 2/3

(d) Var(X) =

(e) Var(Y) =

1

0

1

0

6 x 3 (1 x )dx 1 / 4 = 1/20

2 y 3 dy 4 / 9 = 1/18

P{N = n} = p0n 1 (1 p0 )

(b) P{X = j} = pj/(1 p0)

(c) P{N = n, X = j} = p0n 1 p j

25.

e 1

by the Poisson approximation to the binomial.

i!

26.

(b) The roots will be real if B2 4AC. Now

P{AC x} =

x 1

dadc

c x /a

0 a 1

0 c 1

1 x/a

dcda

0 0

dcda

x 0

= x x log x.

Hence, FAC(x) = x x log x and so

fAC(x) = log x , 0 < x < 1

Chapter 6

87

1 b2 /4

P{B /4 AC} =

2

log xdxdb

0

b 2 b2

2

log(b / 4)db

4

4

0

log 2 5

=

6

36

1

x 2 log xdx

ay

27.

P{X1/X2 < a} =

x 3 log x x 3

.

3

9

1 2 e 2 y dxdy

0 0

1 e

1ay

e

2

2 y

dy

=1

P{X1/X2 < 1} =

28.

(a)

2

1a

2 1a a 1 2

1

1 2

1 t

e since e t is the probability that AJ is still in service when MJ arrives, and 1/2 is the

2

conditional probability that MJ then finishes first.

(b) Using that the time at which MJ finishes is gamma with parameters 2, 1 yields the result:

1 3e2 .

29.

(a) If W X 1 X 2 is the sales over the next two weeks, the W is normal with mean 4,400 and

standard deviation

5000 4400

P (W 5000) P

325.27

P{Z 1.8446} .0326

P{Z .87} P{Z .87} .8078

Hence, the probability that weekly sales exceeds 2000 in at least 2 of the next 3 weeks

p 3 3 p 2 (1 p ) where p .8078 .

We have assumed that the weekly sales are independent.

88

30.

Chapter 6

Let X denote Jills score and let Y be Jacks score. Also, let Z denote a standard normal

random variable.

(a) P{Y > X} = P{Y X > 0}

P{Y X > .5}

Y X (160 170) .5 (160 170)

= P

(20) 2 (15) 2

(20) 2 (15)2

(b) P{X + Y > 350} = P{X + Y > 350.5}

X Y 330

20.5

= P

2

2

(20) 2 (15)2

(20) (15)

P{Z > .82} .2061

31.

Let X and Y denote, respectively, the number of males and females in the sample that never

eat breakfast. Since

E[X] = 50.4, Var(X) = 37.6992, E[Y] = 47.2, Var(Y) = 36.0608

it follows from the normal approximation to the binomial that is approximately distributed as

a normal random variable with mean 50.4 and variance 37.6992, and that Y is approximately

distributed as a normal random variable with mean 47.2 and variance 36.0608. Let Z be a

standard normal random variable.

(a) P{X + Y 110} = P{X + Y 109.5}

X Y 97.6 109.5 97.6

= P

73.76

73.76

(b) P{Y X} = P{Y X .5}

Y X ( 3.2) .5 ( 3.2)

= P

73.76

73.76

32.

6

(a) (1 / 2)6 5 / 16

3

(b)

P ( S4 420) P 4

100

100

= P( Z 2) .0228

Chapter 6

33.

89

(a) e2

(b) 1 e2 2e2 = 1 3e2

The number of typographical errors on each page should approximately be Poisson

distributed and the sum of independent Poisson random variables is also a Poisson

random variable.

34.

4

(b) 1

4.4

(4.4) / i ! ,

(c)

i 0

6.6

(6.6)i / i !

i 0

35.

(b) same as in (a)

36.

(b) P{Y1 = 1Y2 = 0} = 3/12 = 1 P{Y1 = 0Y2 = 0}

37.

(b) P{Y1 = 1Y2 = 0} = p(1, 0)/(12/13)3 = 1 P{Y1 = 0Y2 = 0}

where p(1, 1) and p(1, 0) are given in the solution to Problem 5.

38.

(a) P{X = j, Y = i} =

11

, j = 1, , j, i = 1, , j

5 j

(b) P{X = jY = i} =

1

5j

1 / 5 k

k i

1

j

1 / k , 5 j i.

k i

(c) No.

90

40.

Chapter 6

P{Y i, X i}

1

P{ X i}

36 P{ X i}

2

For j < i: P{Y = jX = i} =

36 P{ X i}

For j = i: P{Y = iX = i} =

Hence

i

1=

P{Y j

X i}

j 1

41.

2(i 1)

1

36 P{ X i} 36 P{ X i}

2i 1

and

36

1

ji

2i i

P{Y = jX = i} =

2

ji

2i 1

xe x ( y 1)

= (y + 1)2xex(y+1), 0 < x

(a) fXY(xy) =

x ( y 1)

xe

dx

(b) fYX(yx) =

xe x ( y 1)

xe

x ( y 1)

a/ x

P{XY < a} =

xe

= xexy, 0 < y

dy

x ( y 1)

dydx

0 0

(1 e

)e x dx = 1 ea

fXY(a) = ea , 0 < a

42.

( x 2 y 2 )e x

fYX(yx) =

( x 2 y 2 )e x dx

3

( x 2 y 2 ) , x < y < x

3

4x

3 y 2

( x y 2 )dy

3 x

4x

3

=

( x 2 y y 3 / 3 2 x 3 / 3), x < y < x

4 x3

FYX(yx) =

Chapter 6

43.

91

P{N n }g ( )

P{N n}

= C1ene()s1

= C2e(+1)n+s1

f(n) =

where C1 and C2 do not depend on . But from the preceding we can conclude that the

conditional density is the gamma density with parameters + 1 and n + s. The conditional

expected number of accidents that the insured will have next year is just the expectation of

this distribution, and is thus equal to (n + s)/( + 1).

44.

= 3P{X1 > X2 + X3}

3

dx dx dx

1

x1 x 2 x 3

(take a = 0, b = 1)

0 xi 1

i 1, 2, 3

1 1 x3

=3

1 1 x3

dx1dx2 dx3 3

0 x2 x3

(1 x

0

x3 )dx2 dx3

=3

(1 x3 )2

dx3 1 / 2 .

2

0

45.

x

5!

x

x

f X ( 3) ( x )

xe dx xe xe dx

2!2! 0

46.

L 2d

3/4

47.

1/4

48.

3/4

f X ( 3) ( x )dx

5!

x 2 (1 x )2 dx

2!2! 1/4

(b) P{max Xi a} =

49.

P{ X

P{ X

a} 1 e5 a

a} (1 e a )5

It is uniform on ( sn 1 ,1)

92

51.

Chapter 6

Start with

f z1 , z2 ( z1 , z2 )

e

2

f X ,Y ( x, y ) f z1 , z2 ( x, y x )

1 x 2 ( y x )2 / w

e

2

51.

4!

f X (1) , X ( 4 ) ( x, y ) = 2 x 2 zdz 2 y , x < y

2! X

= 48xy(y2 x2).

1 a a x

48 xy( y

P(X(4) X(1) a} =

x 2 )dydx

1 1

48 xy( y

x 2 )dydx

1 a 0

52.

f R1 ( r, )

2r

1

, 0 r 1, 0 < 2.

2

Hence, R and are independent with being uniformly distributed on (0, 2) and R having

density fR(r) = 2r, 0 < r < 1.

53.

fR,(r,) = r, 0 < r sin < 1, 0 < r cos < 1, 0 < < /2, 0 < r <

54.

1 1/2

x cos u 2

J= 2

2 z sin u

fu,z(u, z) fX,Y(x, y) =

1 1/2

z sin u 2

2

= cos2 u + sin2 u = 1

2 z cos u

1 z

e . But x2 + y2 = 2z so

2

1 ( x 2 y 2 )/2

e

2

Chapter 6

93

55.

y=

u/v ,x=

(b) fu,v(u, v) =

u

fu(u) =

x

y2

1

y

= 2

x

and

y

vu . Hence,

1

f X ,Y

2v

2vu

vy , u / v

1

1

, u 1, < v < u

2

u

2vu

1

log u , u 1.

u2

dv

1/ u

For v > 1

fV(v) =

2vu

du

1

,v>1

2v 2

du

1

, 0 < v < 1.

2

For v < 1

fV(v) =

2vu

1/2

56.

J=

x 1 1

( v 1) 2

(

x

y

)

y 2 y y 2

u

1 / y x / y2

fu,v (u, v) =

58.

u

uv

,x=

v 1

v 1

(a) u = x + y, v = x/y y =

1

u

, 0 < uv < 1 + v, 0 < u < 1 + v

( v 1)2

y1 = x1 + x2, y2 = e x1 . J =

x1

= e x1 = y2

1

e log y2 e ( y1 log y2 )

y2

1 2 y1

, 1 y2, y1 log y2

e

y2

fY1 ,Y2 ( y1 , y2 )

94

59.

Chapter 6

u = x + y, v = x + z, w = y + z z =

vwu

v wu

wvu

,x

,y

2

2

2

1 1 0

J = 1 0 1 = 2

0 1 1

f(u, v, w) =

60.

1

1

2

2

k

k !( n k )!

=

P{n 1 Yi ik 1 Y j i j , j 1,..., k }

n!

i 1

k!(n k)!/n!, if

k 1

n 1

j 1

=

0, otherwise

Thus, the joint mass function is symmetric, which proves the result.

61.

n

P{Xi = xi, i = 1, , n} = 1/ , xi {0, 1}, i = 1, , n,

k

As this is symmetric in x1, , xn the result follows.

i 1

Chapter 6

95

Theoretical Exercises

1.

+ P{X a1, b1 < Y b2}

+ P{a1 < X a2, Y b1}

+ P{X a1, Y b1}.

The above following as the left hand event is the union of the 4 mutually exclusive right hand

events. Also,

P{X a1, Y b2} = P{X a1, b1 < Y b2 }

+ P{X a1, Y b1}

and similarly,

P{X a2, Y b1} = P{a1 X a2, < Y b1 }

+ P{X a1, Y b1}.

Hence, from the above

F(a2, b2) = P{a1 < X a2, b1 < Y b2} + F(a1, b2) F(a1, b1)

+ F(a2, b1) F(a1, b1) + F(a1, b1).

2.

ri

1

`1

events

r !

i

ri

ri !

1

1 r1

rn e

=

P1 ... pn

r1 !...rn !

n

ri !

1

e

i 1

3.

Pi

( pi ) ri ri !

Throw a needle on a table, ruled with equidistant parallel lines a distance D apart, a large

2L

number of times. Let L, L < D, denote the length of the needle. Now estimate by

fD

where f is the fraction of times the needle intersects one of the lines.

96

5.

Chapter 6

(a) For a > 0

FZ(a) = P{X aY}

a/ y

f X ( x ) fY ( y )dxdy

0 0

(ay ) fY ( y )dy

fZ(a) =

(b)

a/ y

f X ( x ) fY ( y )dxdy

0 0

(a / y ) fY ( y )dy

fZ(a) =

(a / y )

1

fY ( y )dy

y

If X is exponential with rate and Y is exponential with rate then (a) and (b) reduce to

(a) FZ(a) =

ay

y e y dy

(b) FZ(a) =

e

0

6.

a / y

1 y

e dy

y

FX Y (t )

x yt

f X ,Y ( x, y )dydx

t x

f X ,Y ( x, y )dydx

FX Y (t )

d

dt

d

dt

t x

t x

f X ,Y ( x, y )dydx

f X ,Y ( x, y )dydx

f X ,Y ( x, t x )dx

Chapter 6

7.

97

1

f X ( a / c ) e a / c ( a / c )t 1 (t ) .

c

c

Hence, cX is gamma with parameters (t, /c).

fcX(a) =

(b) A chi-squared random variable with 2n degrees of freedom can be regarded as being the

sum of n independent chi-square random variables each with 2 degrees of freedom

(which by Example is equivalent to an exponential random variable with parameter ).

2

Hence by Proposition X 2n

is a gamma random variable with parameters (n, 1/2) and the

result now follows from part (a).

8.

(b) fW(t) = fX(t)[1 FY(t)] + fY(t) [1 FX(t)]

Dividing by [1 FX(t)][1 FY(t)] now yields

9.

= etet = ent

thus showing that the minimum is exponential with rate n.

10.

If we let Xi denote the time between the ith and (i + 1)st failure, i = 0, , n 2, then it follows

from Exercise 9 that the Xi are independent exponentials with rate 2. Hence,

n2

the

i 0

amount of time the light can operate is gamma distributed with parameters (n 1, 2).

11.

I=

x1 x2 x3 x4 x5

u1 u2 u3 u4 u5

0 < ui < 1

= u2 du2 ...du5

f(x1) f(x5)dx1dx5

du1 du5

by ui = F(xi), i = 1, , 5

= (1 u32 ) / 2 du3

= [u4 u43 / 3] / 2du4 du5

1

= [u 2 u 4 / 3] / 2du = 2/15

0

98

12.

Chapter 6

Assume that the joint density factors as shown, and let

Ci =

gi ( x )dx, i = 1, , n

Since the n-fold integral of the joint density function is equal to 1, we obtain that

n

1=

i 1

fX j (x j ) g j (x j )

g j (x j ) / C j

i j

n

f(x1, , xn) =

f

j 1

Xj

(xj )

13.

1 if trial i is a success

. Then

No. Let Xi =

0

f X X 1 ,..., X n m ( x x1 ,..., xn m )

P{x1 ,..., xn m X x}

f X ( x)

P{x1 ,..., xn m }

= cx i (1 x )

x

n m

xi

n m

and so given

14.

=

p (1 p )i 1 p (1 p )n i 1

1

=

n 1

n 1 2

n2

1 p (1 p )

Chapter 6

15.

99

Let X denote the trial number of the kth success, and let s, s, f, f, s, ..., f be an outcome of the

first n 1 trials that contains a total of k 1 successes and n k failures. Using that X is a

negative binomial random, we have

P ( s, s, f , f , s,..., f , X n )

P[ X n ]

P ( s, s, f , f , s,..., f , s )

n 1 k

nk

k 1 p (1 p )

P ( s, s, f , f , s,..., f X n )

p k (1 p )n k

n 1 k

nk

k 1 p (1 p )

1

n 1

k 1

16.

P{ X k , X Y m}

P{ X Y m}

P{ X k , Y m k }

=

P{ X Y m}

n k

nk n mk

n m k

k p (1 p ) m k p (1 p )

=

2n m

2nm

m p (1 p )

P{X = kX + Y = m} =

n n

k m k

=

2n

m

17.

P(X = n, Y = m) =

P ( X n, Y m X

i ) P( X 2 i )

= e ( 1 2 3 )

min( n ,m )

i0

1ni

3m i 2i

( n 1)! ( m i )! i !

100

18.

Chapter 6

Starting with

P( X i,Y j )

P(Y j )

P( X i, Y j )

q( j i )

P( X i )

p (i j )

we see that

p (i j ) P ( X i )

q( j i ) P (Y j )

19.

20.

P{ X 1 max( X 1 , X 2 , X 3 )} 1 / 3

=

2/3

1/ 2

P{ X 1 X 3 }

P{ X 3 X 1 X 2 } 1 / 3!

= 1/3

P{ X 1 X 3 }

1/ 2

P{ X 1 X 2 X 3 } 1 / 3!

1/ 3

P{ X 2 X 3 }

1/ 2

P{ X 2 min( X 1 , X 2 , X 3 )} 1 / 3

=

2/3

1/ 2

P{ X 2 X 3 }

1 s

,a<s<1

=

1 a

P{U < sU < a} = P{U < s}/P{U < a}

= s/a, 0 < s < a

Hence, UU > a is uniform on (a, 1), whereas UU < a is uniform over (0, a).

21.

fWN(wn) =

P{N n W w} fW ( w)

P{N n}

wn

= Cew n ! ew(w)t1

= C1e(+1)wwn+t1

where C and C1 do not depend on w. Hence, given N = n, W is gamma with parameters

(n + t, + 1).

Chapter 6

22.

101

fW X i ,i 1,...,n ( w x1 ,..., xn ) =

f ( x1 ,..., xn w) f w ( w)

f ( x1 ,..., xn )

n

=C

we

wxi w

( w)t 1

i 1

= Ke

23.

xi

1

wn t 1

P{Xij is s saddle point}

k 1,...,m

k i

k

k i

where the last equality follows as the events that every element in the ith row is greater than

all elements in the jth column excluding Xij is clearly independent of the event that Xij is the

smallest element in row i. Now each size ordering of the n + m 1 elements under

consideration is equally likely and so the probability that the m smallest are the ones in row i

n m 1

is 1

. Hence

m

P{Xij is a saddlepoint} =

1

1 ( m 1)!( n 1)!

( n m 1)!

n m 1 m

m

and so

P{there is a saddlepoint} = P { X ij is a saddlepoint}

i, j

P{ X

ij

is a saddlepoint}

i,j

=

24.

m!n!

(n m 1)!

P([X] = n, X [X] < x) = P(n < X < n + x) = en e(n + x) = en(1 ex)

Because the joint distribution factors, they are independent. [X] + 1 has a geometric

distribution with parameter p = 1 e and x [X] is distributed as an exponential with rate

conditioned to be less than 1.

102

25.

Chapter 6

Let Y = max (X1, , Xn) , Z = min(X1, , Xn)

n

P{Y x} = P{Xi x, i= 1, , n} =

P{ X

x} F n ( x )

P{ X

x} [1 F ( x )]n .

26.

1 ( n 1) d 1 ( n 2) d

n!

1 2 d

x1 d

1 d

...

xn 3 d xn 2 d xn 1 d

n

= [1 (n 1)d] .

(b) 0

27.

Fx( j ) ( x )

i F ( x)[1 F ( x )]

f X( j) ( x)

n i

i j

i iF

i 1

( x ) f ( x )[1 F ( x )]n i

i j

n i 1

f ( x)

i j

(n i )!(i 1)!F

n!

i 1

( x ) f ( x )[1 F ( x )]n i

i j

(n k )!(k 1)!F

n!

k 1

( x ) f ( x )[1 F ( x )]n k by k = i + 1

k j 1

28.

n!

F j 1 ( x ) f ( x )[1 F ( x )]n j

(n j )!( j 1)!

f X ( n 1) ( x )

(2n 1)! n

x (1 x )n

n!n!

Chapter 6

29.

103

(i) i 1 of the Xs less than xi

(ii) 1 of the Xs equal to xi

(iii) j i 1 of the Xs between xi and xj

(iv) 1 of the Xs equal to xj

(v) n j of the Xs greater than xj

Hence,

f x( i ) , X ( j ) ( xi , x j )

=

31.

n!

F i 1 ( xi ) f ( xi )[ F ( x j ) F ( xi )] j i 1 f ( x j ) [1 F(xj)nj

(i 1)!1!( j i 1)!1!( n j )!

Let X1, , Xn be n independent uniform random variables over (0, a). We will show by

induction on n that

a t n

if t a

if t a

0

Now given X(n) = s, X(1) , , X(n1) are distributed as the order statistics of a set of n 1

uniform (0, s) random variables. Hence, by the induction hypothesis

s t n 1

0

a

st

n 1

if t s

if t s

ns n 1

at

ds

n

a

a

s

which completes the induction. (The above used that f X ( n ) ( s ) n

a

32.

n 1

1 ns n 1

n ).

a

a

(b) P{X > X(1)} = P{X is not smallest of n + 1} = 1 1/(n + 1) = n/(n + 1)

(c) This is the probability that X is either the (i + 1)st or (i + 2)nd or jth smallest of the n + 1

random variables, which is clearly equal to (j 1)/(n + 1).

104

35.

Chapter 6

The Jacobian of the transformation is

J=

1/ y

0 x / y2

x / y2

u/v, we see that

fu,v(u, v) =

u

v

f X ,Y (u, u / v )

u 1 ( u 2 u 2 / v 2 )/2

e

v 2 2

Hence,

fV(u) =

=

=

=

=

2

2

1

u e u (11/ v )/2 du

2

2 v

2

2

1

u e u /2 du , where 2 = v2/(1 + v2)

2

2 v

1 u 2 /2 2

ue

du

v2 0

1 2 y

e dy

0

v2

1

(1 v 2 )

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