Stat 134: problems before the second exam

Michael Lugo
March 27, 2011
4.4.4
You can use the formula of example 5 here:

fY (y) = (fX ( y) + fX ( y))/(2 y).

Here fX (x) = 1/2 if 1 x 1, and 0 otherwise. So fY (y) = (1/2 + 1/2)/(2 y) =

1/(2 y) if 0 y 1, and 0 otherwise.

Note that this is the same as the density of U 2 where U is uniform on (0, 1) the squaring
eliminates the sign.
Its also possible to do this by finding the cdf:

P (Y y) = P (X 2 y) = P (|X| y) = P ( y X y) = (1/2)( y( y)) = y.

Then differentiating gives the pdf.
4.4.10
2
Let fZ (z) = 12 ez /2 be the pdf of the standard normal.
(a) f|Z| (z) = fZ (z) + fZ (z) if z is positive, and zero otherwise. (This
in general.)
pis true
z 2 /2
By symmetry, fZ (z) = fZ (z) when Z is standard normal. So f (z) = 2/e
if z > 0
and zero otherwise.
(b) Let Y = Z 2 for ease of notation. Then

fZ ( y) + fZ ( y)
fY (y) =

2 y

from example 5, for all positive y. By symmetry, fY (y) = fZ ( y)/ y. Therefore
fY (y) =

1
ey/2
2y

for positive y, and 0 otherwise.

Note: since this integral is 1, we have
Z

y 1/2 ey/2 dy = 2.
0

Let t = y/2; then this becomes

(2t)1/2 et 2 dt =

and so

t1/2 et dt =

That is, (1/2) = .

(c) Let Y = 1/Z. From the second equation on p. 307, we have
fZ (z)
|dy/dz|

fY (y) =

{z:1/z=y}

That is
fY (y) =

fZ (1/y)
.
|dy/dz|

But y = 1/z and so |dy/dz| = | 1/z 2 | = 1/z 2 . We need to express this in terms of y, and
its y 2 . So we have
fY (y) = fZ (1/y)/y 2
. Finally, substituting,
fY (y) =

y 2 2

e1/(2y

2)

(A bit surprisingly, this doesnt blow up near zero! You might have expected it to, but
the normal decays quite quickly.)
(d) Again following p. 307,
fY (y) =

X
{z:1/z 2 =y}

fZ (z)
|dy/dz|

This density is therefore zero for negative y. For nonnegative y, we need to sum over

z = 1/ y. We have y = z 2 and so |dy/dz| = | 2z 3 | = 2z 3 . Since y = z 2 , we get

|dy/dz| = 2y 3/2 . Therefore

fZ (1/ y) + fZ (1/sqrty)
fY (y) =
.
2y 3/2
By symmetry,

fZ (1/ y)
fY (y) =
.
y 3/2

And recalling the form of fZ ,

fY (y) = p

1
2y 3
2

e1/(2y) .

4R21
(a) Let R1 , R2 be independent random variables with cdf F (x). Then the density of
Y = min(R1 , R2 ) can be found by finding the CDF and differentiating. We have P (Y
y) = P (R1 yorR2 y). By independence,
P (Y y) = 1 P (R1 y)P (R2 y) = 1 (1 F (y))2 = 2F (y) F (y)2 .
Differentiating this gives the density function 2f (y) 2F (y)f (y) = 2f (y)(1 F (y)). (Weve
seen this formula when we talked about
R xorder statistics.)
Rx
2
2
Now, in this case we have F (x) = 0 f (t) dt = 0 tet /2 dt = 1 ex /2 . Therefore we
have
2
2
2
fY (y) = 2(yey /2 )(ey /2 ) = 2yey .
when y 0, and 0 otherwise.
(b) The density of Z = Y 2 is

2 zez
fY ( z)

=
= ez .
fZ (z) =
2 z
2 z
In other words, Z is an exponential(1) random variable.
(c) E(Z) = 1 as we already know.
4R22
(a) We break P (Y y) into two cases: y < a/2 and y > a/2. If y < a/2 then
P (Y y) = P (X y) = y/a. If y > a/2 then P (Y y) = 1. So the CDF, FY (y), is 0 if
y 0, y/a is 0 < y < a/2, and 1 if y a/2.
(b) No. The CDF FY (y) jumps at y = a/2.
(c) One way to look at this is that half the time Y is chosen uniformly from (0, a/2) and
the other half of the time its a/2. So the expectation is (1/2)(a/4)
R + (1/2)(a/2) = 3a/8.
Alternatively, follow the formula in exercise 4.5.9a: E(Y ) = 0 1 FY (y) dy. We break
the integral into two pieces:
Z
Z a/2
y
1 1 dy.
E(Y ) =
1 dy +
a
a/2
0
The second integral is zero. The first is
Z
0

a/2

y
1 dy =
a

y2
y
2a

a/2
=
y=0

a (a/2)2
3a

)= .
2
2a
8

4R24
(a) If you arrive when the light is green, which is half the time, you get through immediately. Otherwise you have to wait a time uniformly distributed between zero and one
minute. So the CDF is FX (x) = 0 if x < 0, FX (x) = (1 + x)/2 if 0 x < 1, and FX (x) = 1
if x 1.
(b) Neither.
3

(c). Half the time you get through immediately; half the time you have to wait a time
uniformly distributed on [0, 1]. So the expectation is (1/2)(0)+(1/2)E(U ) where U is uniform
on [0, 1]; thats (1/2)(0) + (1/2)(1/2) = 1/4.
The expectation of the square of the waiting time, similarly, is (1/2)(02 ) + (1/2)E(U 2 ) =
(1/2)(0) + (1/2)(1/3) = 1/6. So the variance of the waiting time is (1/6) (1/4)2 = 5/48.
(d) The waiting time for a single light has mean 1/4 and variance 5/48; thus the waiting
time for ten lights has mean 10/4 and variance 50/48. The probability that this sum is
greater than 4 is therefore
!
4 10/4
= 1 (1.47) = 1 0.93 = 0.07.
1 p
50/48
4.R.28
(a) If the randomly chosen point is at an angle from the fixed point, then the distance
from the fixed point to the randomly chosen point is 2 sin /2 from elementary geometry.
The probability that a randomly chosen point is within of our fixed point is /.
So P (X 2 sin(/2)) = /. If we let 2 sin(/2) = x, we get = 2 sin1 (x/2), and so
P (X x) =

x
2
sin1 .

This holds for 0 x 2; outside this range the CDF is 0 or 1.

(b) The density of X is the derivative of the CDF P (X x), which is f (x) =
2 1/2
x)
. We integrate xf (x) to get the expectation:
Z 2
x
2

dx.
E(X) =
4 x2
0

2
(4

Let u = 4 x2 to get
Z
E(X) =
4

1 du
.
u1/2

Rearranging gives
1
E(X) =

Z
0

du
1
4
1/2 4
=
2u
=
.
u=0
u1/2

(c) Start with

2

2
x2

dx
4 x2
0

Make the trigonometric substitution x = 2 cos , so 4 x2 = 2 sin and dx = 2 sin d.

This gives
2

E(X ) =

2
E(X ) =

/2

The latter integral is /4:

Z /2
Z
2
cos d =
0

0
2

(2 cos )2
8
2 sin d =
2 sin

/2

/2

cos2 d.

/2
+ 12 sin 2 

1 + cos 2
d =
= .

2
2
4
=0

8
4

Therefore E(X ) =
= 2. The variance is E(X 2 ) E(X)2 = 2 (4/)2 .
4.6.1
(a) The probability that any given person arrives at the cafe before 11:50 is (2), so
the probability that someone arrives before 11:50 is 1 (1 (2))4 . This is 1 (2)4
1 0.97724 0.088.
(b) The probability that any given person has not yet arrived at 12 : 15 is (3), so
the probability that everybody has arrived by this time is (3)4 0.9948. The answer is
1 0.9948 = 0.0052.
(c) The density of the 2nd order statistic is
 
3
f(2 )(x) = 4f (x)
(F (x))21 (1 F (x))42 .
1
Here we take x to be the time since noon, measured in minutes. So
1
2
f (x) = ex /50
5 2
and F (x) = (x/5).
In particular,
f(2) (0) = 12f (0)F (0)1 (1 F (0))2

and F (0) = (0) = 1/2, f (0) = 1/(5 2). This gives f(2) (0) = 3/(10 2) 0.12. This is
a density per minute; the probability that the second
person arrives in the interval between
11:59:50 and 12:00:10 is one-third of this, or 1/(10 2) 0.04.
4.6.2(b)
If X has the Beta(r, s) distribution, then
Z 1
Z 1
1
1
k
k
r1
s1
E(X ) =
x
x (1 x) dx =
xr+k1 (1 x)s1 .
B(r, s)
B(r, s) 0
0
This integral is just B(r + k, s) by definition, so
E(X k ) =

B(r + k, s)
(r + k 1)!(s 1)! (r + s 1)!
=
.
B(r, s)
(r + k + s 1)! (r 1)!(s 1)!

The (s 1)! factors cancel, giving

E(X k ) =

(r + k 1)! (r + s 1)!
r(r + 1) (r + k 1)
=
.
(r + k + s 1)! (r 1)!
(r + s)(r + s + 1) (r + s + k 1)
5