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Distribution Theory I
STA1503
Semesters 1 & 2
Department of Statistics
BAR CODE
university
Learn without limits. of south africa
1 Trial Examination Paper Questions
SECTION A
QUESTION 1
If A and B are such that P.A/ D 0:25; P.B/ D 0:35 and P.A [ B/ D 0:5, find
(a) P.A \ B/
(b) P.A [ B/
(c) P.A \ B/
(d) P.A j B/
QUESTION 2
If A and B are independent events with P.A/ D 0:55; and P.B/ D 0:25, find
(a) P.A \ B/
(b) P.A [ B/
(c) P.A [ B/
(d) P.A \ B/
(e) P.A j B/
QUESTION 3
A diagnostic test for a disease is such that it detects the disease in 80% of the individuals who
actually have the disease. Also, if the person does not have the disease, the test will report that
he/she does not have it with a probability of 0:9. Only 2% of the population has the disease in
question. If a person is chosen at random from the population and the diagnostic test indicates
that she has the disease, what is the conditional probability that she does, in fact, have the disease?
Hint: Use a probability tree.
QUESTION 4
A population of voters contains 42% opposition voters and 58% voters for the ruling party. A survey
showed that 30% of the opposition and 70% of the ruling party favour an election issue. A person
chosen at random from this population is found to favour the issue in question. Find the conditional
probability that this person is from the ruling party.
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QUESTION 5
A study of the residents of a region showed that 15% were smokers. The probability of death due
to lung cancer, given that a person smoked, was eight times the probability of death due to lung
cancer, given the person did not smoke. If the probability of death due to lung cancer in the region
is 0:005, what is the probability of death due to lung cancer given that the person is a smoker?
SECTION B
These questions are on the contents of Chapter 3: Discrete random variables and their proba-
bility distributions
QUESTION 1
Each of four bulbs are randomly placed into four boxes. Find the probability distribution for Y D the
number of empty boxes.
QUESTION 2
To verify the accuracy of their accounting entries, a company uses auditors for verification on a
regular basis. The companys employees make erroneous entries 8% of the time. Suppose that an
auditor randomly checks four entries.
(a) Find the probability distribution for Y , the number of errors detected by the auditor.
(c) Find the probability that the auditor will detect more than one error.
QUESTION 3
3
QUESTION 4
y 1 2 3 4
p .y/ 0:4 0:1 0:3 0:2
(b) Find E Y 2 1
2
(c) Find E Y
(d) What is the probability that the value of Y falls within 2 standard deviations of the mean?
QUESTION 5
A multiple-choice examination has 25 questions, each with five possible answers, only one of which
is correct. Suppose that one of the enrolled students could not study at all writes the examination
and answers each of the questions with an independent random guess. He imagines that the
probability of passing should be very small, but hopes that he will get at least 10 questions correct
(giving him the opportunity to write a supplementary examination).
(b) What is the probability that he answers at least 10 questions correct if he can correctly elimi-
nate two wrong answers for each question and randomly chooses form among the remaining
answers?
(c) How many questions, having 5 alternatives, can he expect to have correct?
(d) Give the range of this expected value by calculating the standard deviation.
QUESTION 6
To promote more effective use of energy usage a company offered discount rates to consumers
who kept their energy usage below a certain established subsidy standard. It was found that 60%
of their customers in a specific region have reduced their electricity usage sufficiently to qualify
for the discounted rates. If four subscribers from that region are randomly selected what is the
probability that
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QUESTION 7
Suppose you roll a balanced six-sided die.
(a) What is the probability of getting the first "three" in the 5th roll?
(b) How many times would you expect to roll the die in order to obtain the first "four"?
QUESTION 8
Eight percent of the engines manufactured on an assembly line are defective. If engines are
randomly selected one at a time and tested, find
(a) the probability that the first defective engine will be found on the fifth engine
(b) the expected number of engines that need to be tested in order to find the fist one that is
defective.
QUESTION 9
Tests for indications of asbestos in the lungs of employees at an insulation manufacturer resulted in
four persons with positive indications of asbestos being sent to a medical centre for further testing.
If 45% of the employees have positive indications of asbestos in their lungs, find the probability that
twelve employees must be tested in order to find the four positives to send for further testing.
QUESTION 10
In a small-scale trial five seeds are treated with a fungicide and five seeds are untreated with the
fungicide. Seeds were then planted and the number of emerging plants were counted. If four plants
actually sprouted, what is the probability that
QUESTION 11
Let Y denote a random variable that has a Poisson distribution with mean D 1:8 Find
(a) P .Y D 4/
(b) P .Y 5/
(d) P .Y 3jY 1/
5
QUESTION 12
Recognize the distributions of the random variables that have each of the following moment gen-
erating functions:
4
(a) m.t/ D 0:3et C 0:7
3
2 t 3
(b) m.t/ D e C
5 5
3et
(c) m.t/ D
4 et
(d) m.t/ D e2:5.e 1/
t
QUESTION 13
2 3 4
Let m.t/ D et C e2t C e3t . Find
9 9 9
(a) E .Y / and
(b) V .Y /
QUESTION 14
The number of students attending a discussion forum, Y , has been observed for a long period of
time and found to have a mean of 15 and a standard deviation of 3. The probability distribution of
Y is not known. What can be said about the probability that Y will be greater than 12, but less than
42?
QUESTION 15
For a certain type of soil the number of wireworms per cubic meter has a mean of 121. Assuming a
Poisson distribution of wireworms, give an interval that will include at least 59 of the sample values
of wireworm counts obtained from a large number of 1 cubic meter samples.
SECTION C
These cover Chapter 4 (continuous random variables).
QUESTION 1
A farmer has a 150 liter tank of petrol that is filled at the beginning of each week. His weekly usage
shows a relative frequency behavior that increases steadily up to 100 liters and then levels off
between 100 and 150 liters. If Y denotes weekly usage in hundreds of liters, the relative frequency
of usage can be modelled by
8
< y; 0 y 1
f .y/ D 1; 1 < y 1:5
:
0; elsewhere
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(c) P .Y 0:2/
QUESTION 2
(c) P .Y 1:8/
QUESTION 3
Daily total solar radiation for a specified location in Kwa-Zulu Natal in June has probability density
function
8
> 3
< .7 y/2 ; 5 y 7
f .y/ D 8
>
:
0; elsewhere
with measurements in hundreds of calories. Find the expected daily solar radiation for June.
7
QUESTION 4
The weekly hours used to purify water samples from a specific lake is a random variable Y with
probability density function given by
8
>
> 3
< y 2 .4 y/ ; 0<y<4
f .y/ D 64
>
>
:
0; elsewhere
Find E .Y / :
QUESTION 5
Computer parts have to be ordered and the delivery time, Y , is uniformly distributed on the interval
one to five days.
(a) Find the probability that the delivery time exceeds two days.
(b) Late delivery results in additional cost, given by C D c1 C c2 Y 2 : Find the expected cost
associated with a single late delivery.
QUESTION 6
The cycle time for a dump-truck from a building site to the dump yard is uniformly distributed over
the interval 55 to 75 minutes. What is the probability that the cycle time exceeds 70 minutes if it is
known that the cycle time exceeds 60 minutes?
QUESTION 7
Observing the monthly expenditure of their daughter at university her statistician father found cost
to be normally distributed with a mean of R400 and a standard deviation of R20. Together they
then budget R450 for the next month.
(a) What is the probability that the actual spending will exceed the budgeted amount?
(b) Determine the budgeted amount if he wants the probability of expenditure exceeding bud-
geted amount in a given week to be only 0:1?
QUESTION 8
The year marks for a class of statistics students are approximately normally distributed with mean
4:2 and standard deviation 1:8.
(a) What fraction of the students will poses a year mark in excess of 5:5?
(b) If students possess with a year mark less than 3:7 are removed form the enrolment list, what
percentage of the students will be removed?
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QUESTION 9
(a) D E .Y /
(b) P .Y 1:4/
QUESTION 10
The monthly summer rainfall totals in Mpumahlanga have approximately a gamma distribution with
D 4:2 and D 2:3
Find the mean and standard deviation of the monthly rainfall totals.
QUESTION 11
Find the value of k in the following beta probability density function of the random variable Y
ky 3 .1 y/2 ; 0 y 1
f .y/ D
0; elsewhere
(a) Find E .Y /
QUESTION 12
If 1 < 2 ; derive the moment generating function of a random variable that has a uniform distribu-
tion on the interval . 1 ; 2 / :
QUESTION 13
The owner of a stationery shop is interested in the proportion of stock sold per month. Studies
showed that this proportion could be modelled by a beta distribution with density function
20y 3 .1 y/ ; 0 y 1
f .y/ D
0; elsewhere
(b) What is the expected value of the stock sold per week?
(c) Find the probability that more than 40% of the stock will be sold in one month.
9
QUESTION 14
(a) If Y is a continuous random variable with moment generating function m.t/ and U is given by
U D aY C b, prove that the moment generating function of U is given by ebt m.at/:
(b) If Y has mean and variance 2, and Y is normally distributed, use its moment generating
function
t2 2
t C
m.t/ D e 2
QUESTION 15
A machine used to fill boxes of cat food dispenses, on average, grams per box. The manufacturer
wants the actual grams dispensed, Y , to be within 10 grams per box at least 75% of the time. What
is the largest value of , the standard deviation of Y , that can be tolerated if the manufacturers
objective is to be met?
SECTION D
These assignments cover Chapter 5 (multivariate probability distributions) and Chapter 6 (functions
of random variables).
QUESTION 1
Y2
1.3 Find P Y2 3
QUESTION 2
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QUESTION 3
QUESTION 4
11
QUESTION 5
Hint: To find the limits of integration for the different questions, make a graph illustrating the follow-
ing (make sure about the shading!):
y2 1 y1
y2 y1 1
0 < y1 < 1
1 < y2 < 1
1 1 9
5.1 Show that F 2; 2 D 16
1
5.2 Find F 2; 1
5.3 Find the marginal distribution for Y1 and recognize it as a beta density with D 2 and D4
QUESTION 6
y2
y1 0 1 2 3
1 2 1
0 8 8 8 0
1 2 1
1 0 8 8 8
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QUESTION 7
QUESTION 8
f 1 .y1 / D 3y12 ; 0 y1 1
3
f 2 .y2 / D 1 y22 ; 0 y2 1
2
3 1
8.1 Find P Y1 4 j Y2 2
QUESTION 9
13
9.1 Find the probability that a component of Type II will have a life length in excess of 200 hours.
9.2 If you can accept that Y1 and Y2 are independent, write down the marginal density of Y2 :
Y2
9.3 Computing the ratio Y1 is one way to measure the relative efficiency of the two components.
Y2
Use the independence of to compute E Y1 .
QUESTION 10
QUESTION 11
Find the probability density function for U D 2Y 4 using the method of distribution functions
QUESTION 12
Find the density function for U D 3Y 1, using the method of distribution functions.
QUESTION 13
The waiting time Y for a student to meet with the administration about his/her registration is uni-
formly distributed over the interval from 1 to 5 days. This delay can cost the student dearly and is
expressed in terms of the formula U D 2Y 2 C 1: Use the distribution function of find the probability
density function of U .
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QUESTION 14
QUESTION 15
QUESTION 16
The proportion defective articles in a production sample is a random variable Y with a density
function given by
(
3 2
f Y .y/ D 2y C y y1 0; y2 0
0 elsewhere
Y
The rand value of such samples is U D 3 2:
Find the probability density function for U , using the transformation method.
QUESTION 17
The joint density function of Y1 and Y2 is given by
(
e .y1 Cy2 / y1 0; y2 0
f Y1 ;Y2 .y1 ; y2 / D
0 elsewhere
Y1 CY2
Find the probability density function for U D 2 using the transformation method.
QUESTION 18
Let Y1 ; Y2 ; ::: Y6 denote a random sample from a uniform distribution on the interval .0; 1/.
Then
(
1 0 y 1
f Y .y/ D
0 elsewhere
15
2 Trial Examination Paper Solutions
SECTION A
QUESTION 1
P.A \ B/
(d) P.A=B/ D
P.B/
0:5
D
0:65
D 0:77
QUESTION 2
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P.A \ B/
(e) P.A=B/ D
P.B/
0:3375
D
0:75
D 0:45
QUESTION 3
0:016
D
0:016 C 0:098
D 0:114
QUESTION 4
.0; 3/.0:42/
D
.0:3/.0:42/ C .0:7/90:58/
0:126
D
0:532
D 0:237
17
QUESTION 5
P.D/ D P.D=S/P.S/ C P.D=S/
D 8P.D=S/0:15 C P.D=S/0:8
D 0:005
P.D=S/ D 0:003
SECTION B
QUESTION 1
4! 24
P.Y D 0/ D D D 0:09375
4! 256
24 C 120 C 4
P.Y D 1/ D 1 D 0:421875
256
4 4 2 4 2
C
2 3 1 2 1 6 [.4/.2/] 120
P.Y D 2/ D D D D 0:46875
256 256 256
4
1 4
P.Y D 3/ D D D 0:015625
256 256
QUESTION 2
(a) p D 0:08
q D 1 0:08 D 0:92
n D 4
n y n y
pD p q
y
4
P.Y D 0/ D 0:080 0:924 0
0
D 1.1/0:924
D 0:71639296
4
P.Y D 1/ D 0:081 0:924 1
1
D 4.0:08/0:923
D 0:24918016
4
P.Y D 2/ D 0:082 0:924 2
2
D 6.0:0064/0:922
D 0:03250176
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4
P.Y D 3/ D 0:083 0:924 3
3
D 4.0:00512/0:92
D 0:00188416
4
P.Y D 4/ D 0:084 0:924 4
4
D 1.0:00004096/1
D 0:00004096
y P.y/
0 0:7139296
1 0:24918016
2 0:03250176
3 0:00188416
4 0:00004096
Draw a probability
QUESTION 3
P
4
D E.Y / D yp.y/
yD1
D 2.0:25/ C 3.1=33/ C 4.0:375/ C 5.0:25/
D 4:25
2
P
5
D E .Y /2 D .y /2 p.y/
yD2
.2 4:25/2 .1=4/ C .3 4:25/2 .1=8/ C .4 4:25/2 .3=8/ C 5 .4:25/2 .1=4/
1:625
p p
D 2 D 1:625 D 1:2748
QUESTION 4
P
4
(a) D E.Y / D yp.y/
yD1
D 1.0:4/ C 2.0:1/ C 3.0:3/ C 4.0:2/
D 2:3
19
2
P
5
D E .Y /2 D .y /2 p.y/
yD2
.1 2:3/2 .0:4/ C .2 2:3/2 .0:1/ C .3 2:3/2 .0:3/ C .4 2:3/2 .0:2/
1:41
p p
D 2 D 1:41 D 1:1874
2 1 1
(c) E. / D E.2 / D 2E. /
Y Y Y
QUESTION 5
(a) n D 25
p D 0:2
k D 10
QUESTION 6
n D 4
p D 0:6
q D 0:4
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QUESTION 7
(a) P D 1=6
P.y/ D q y 1p
1 1
(b) E.Y / D D D 6:0024
P 0:166
QUESTION 8
(a) P D 0:08
P.y/ D q y 1p
QUESTION 9
r D4 p D 0:45
11
P.Y D 12/ D .0:45/3 C .0:55/9
2
D 5:5.0:00911/.0:0046/
D 0:0023
QUESTION 10
5 5
4 0
(a) P.Y D 4/ D
10
4
D 0:023
21
QUESTION 11
(a) D 1:8
e y
P.Y D 4/ D
y!
e 1:8 1:84
D
4!
D 0:0723
E.Y / D D 1:8
P.Y 1/ D 1 p.0/
D 1 0:1653 D 0:83
QUESTION 12
(a) Binomial
(c) Geometric
(d) Poisson
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QUESTION 13
2 3 4
(a) m.t/ D et C e2t C e3t
9 9 9
2 3 4
m 0 .t/ D et .1/ C e2t .2/ C e3t .3/
9 9 9
2 6 12
D et C e2t C e3t
9 9 9
2 6 12
m 0 .t/=tD0 D D C D C D 2:22 D E.Y /
9 9 9
2 t 6 2t 12 3t
m .2/ t D e C e C e
9 9 9
2 t 3 4
D e .1/ C e2t .2/ C e3t .3/
9 9 9
2 t 12 2t 36 3t
D e C e C e
9 9 9
2 12 36 50
m .2/ t=tD0 D DC DC D D 5:55
9 9 9 9
QUESTION 14
23
SECTION C
QUESTION 1
Z1
y2
F.y/ D tdt D
2
0
for 1 y 1:5
Z1 Zy
F.y/ D tdt C dt
0 0
1
D Cy 1
2
1
D y
2
hence
8 9
>
> 0 y<0 >
>
>
> y2 >
>
>
< >
0 y 1 =
F.y/ D 2
>
> 1 >
>
> y 1 y1:5 >
>
>
>
: 2 >
;
1 y > 1:5
(c) P .y 2/ D 1 F .0:2/
1
D 1 .0:2/2
2
D 0:98
P .0:7 Y 1:3/
(d) P .0:7 Y 1:3/ D
P .Y 1:3/
0:55
D
0:8
D 0:69373
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Z1
E.y/ D y f .y/dy
1
Z1 Z1:5
1 1
D y y 2 dy C y.y /dy
2 2
0 1
Z1 Z1:5
1 3 1
D y dy C y2 ydy
2 2
0 1
1 1 1 1 2 1:5
D 2 y4=10 C 3 y3 y =1
4 4
1 1 1 1 1 1
D 2 C[ 3 .1:5/3 .1:5/] [ 3 .1/2 .1/2 ]
4 4 4
1 1 1
D C [.1:125 0:375/ 3 ]
8 4
1
D C [0:75 0:0833]
8
D 0:125 C 0:66
D 0:7916
Z1
E.y 2 / D y 2 f .y/dy
1
Z1 Z1:5
1 4 1
D y dy C y 2 .y /dy
2 2
0 1
Z1 Z1:5
1 3 1
D y dy C y2 ydy
2 2
0 1
1 1 5 1 1 1 1 3 1:5
D 2 y =0 C 4 y4 2 y =1
5 3
1
D C [1:2656 0:5625] [0:25 0:083]
10
D 0:6364
25
QUESTION 2
P .1:5 y 2:5/
(d) P.y 1:5= .y 2:5/ D
P .y 2:5/
0:25521
D
0:390625
D 0:6533
Z1
(e) E.y/ D y f .y/dy
1
Z2 Z4
1 1
D y dy C y. /ydy
8 8
0 0
1 1 2 2 1 1
D y =0 C y 3 =42
8 2 8 3
1 4 1 64 8
D [ 0] C
8 2 8 3 3
1 56
D C
4 24
62
D
24
31
D
12
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Z1
E.y 2 / D y 2 f .y/dy
1
Z2 Z4
1 1
D y 2 dy C y 3 . /ydy
8 8
0 0
1 1 3 2 1 1
D y =0 C y 4 =42
8 3 8 4
1 8 1 256 16
D [ 0] C
8 3 8 4 4
47
D
6
QUESTION 3
Z7
3
E.y/ D y.7 y/2 dy
8
5
3 49 2 14 3 y 4 7
D [ y y C ]5
8 2 3 4
D 5:5
QUESTION 4
Z4
3
E.y/ D y 3 .4 y/dy
64
0
3 4 y5 4
D [y ]
64 5 0
D 2:4
QUESTION 5
1 4
The density for Y D delivery time is f .y/ D ; 1 y 5:Also, E.y/ D 3; V .y/ D
4 3
27
Z5 Z5
1 1 1
(a) P.y > 2/ D dy D dy D y=52 D 0:25.5/ 0:25.2/ D 0:75
5 1 4 4
2 2
QUESTION 6
Let Y D cycle time. Thus, Y has a uniform distribution on the interval .55; 75/:Then,
P .y > 70/
P.y > 70= .y > 60/ D
P .y > 60/
.70 55/
1
D 20
60 55
1
20
1 0:75
D D 0:333
1 0:25
QUESTION 7
(a) Note that the value 450 is.450 400/=20 D 2:5 and standard deviations above the mean
QUESTION 8
3:7 4:2
(b) frac D P.X 3:7/ D P.Z > / D P.Z > 0:277/ D 0:1064
1:8
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QUESTION 9
x
x 1
(a) f . / D e
Z1 x
1
0:0357 D P.Y > 3/ D e
3
x
D e =1
3
3
D e
3
lin0:0357 D
3
D D 0:900
lin0:0357
1:4 1:4
(b) .Y 1:4/ D 1 e D1 e 0:900 D 0:79
QUESTION 10
2 D V .y/
D 2
D .4:2/.2:3/2
D 22:218
p
D p 2
D 22:218
D 4:714
29
QUESTION 11
(a) D4 D3
0.4 C 3/ 6!
kD D D 60
0.4/.03/ 3!2!
4
(b) E.y/ D D D 0:43
C 4C3
QUESTION 12
Z2
et y et 2 et 1
m.t/ D E.et y / D D dy D
2C 1 t. 2 C 1/
1
QUESTION 13
8 9
< 0.2 /0. / 3 =
y .1 y/; 0 y 1
f .y/ D 0.2 C /
: 0 elsewher e ;
2 2
(b) E.y/ D D D D 0:67
C 2 C 3
QUESTION 14
m U .t/ D E.et y /
D E.et .ayCb/ /
D ebt m.at/
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0 .0/
mU D b C am 0 .0/
So D bCa
D E.U /
00
m U .t/ D b2 ebt m.at/ C abebt m 0 .at/ C abebt m 0 .at/ C a 2 ebt m 00 .at/, so
00
m U .0/ D b2 C 2ab C Ca 2 E.y 2 /
D E.U 2 /
V .U / D b2 C 2ab C a 2 E.y 2 / .b C a /2
Therefore, D a 2 [E.y 2 / 2]
D a2 2
(c) a D 2 and b D 4
2
2t
m x .t/ D e4t m. 2t/ D e.4 2 /tC4 2
QUESTION 15
1
We require P.Y j 0:1 0:75/ D 1
k2
1
Thus, k D 2; using Tchebysheffs inequality, 1 k and so D .
2
SECTION D
QUESTION 1
Z1 Zy1
1.1 1 D k y1 dy2 dy1
0 0
Z1
D k y12 dy1
0
y3
D k =10
3
k
D DkD3
3
31
1 1
1.2 P.Y1 3 ; Y2 2/
1 1
Z2 Z3
D 3y1 dy2 dy1
0 0
1
Z2 1
3 2 3
D 2 y1 =0 dy2
0
1
Z2
3
D . /2 .0/2dy2
2
0
1
Z2
3 1
D : dy2
2 9
0
1 1
D .y1 /=02
6
1 1
D :
6 2
1
D 12
D 0:08
y1
1.3 P.Y2 2/
y1
Z1 Z 3
D 3y1 dy2 dy1
0 0
Z1 1
D 3y1 y2 =03 dy1
0
Z1
3
D . /y12 dy2
3
0
1
Z2
y13
D dy1
3
0
1
D 0
3
1
D 3
D 0:33
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1
Z3 Zy Z0:60:6
Z y1
QUESTION 2
Z1 Z1
2.1 f Y1 f Y2 .y1 ; y2 /dy1 dy2 D 1
1 1
Z1 Z1 Z1
1
ky1 y2 dy1 dy2 D ky2 dy2
2
0 0 0
1
D k
4
1
k D 1
4
k D 4
3
Z 4 Z1
1
2.2 P.Y1 < 34 ; Y2 / D 4y1 y2 dy1 dy2
2
0 1
2
3
Z 4
Z1
2.3 f 1 .y1 / D 4y1 y2 dy2 D 2y1
0
Similarly f 2 .y2 / D 2y2
f .y1 ; y2/
2.4 f 2 .y2 =y1 / D
f .y1 /
4y1 ; y2
D
2y1
D 2y2
33
2.5 Yes, since f 1 .y1 /: f 2 .y2 / D f Y1 f Y2 .y1 ; y2 /
2.6 Cov.Y1 ; Y2 / D 0
QUESTION 3
Z1
12 2
3.1 f 1.y1 / D .y C y1 y2 /dy2
7
y1
Z1 Z1
12 12
D .dy2 C .y1 y2 /dy2
7 7
y1 y1
12 12
D y2 =1y C . y12y2 /2 =1y
7 7
12 12
D y1 y2 =1y C y1 y2 =1y
7 7
12 6
D .1 y1 y2 / C .1 .y1 y2 /2 /
7 7
12 12 6 6
D y1 y2 / C .y1 y2 /2
7 7 7 7
1
D .12 12y1 y2 6 C 6.y1 y2 /2
7
1
D .6.y1 y2 /2 12y1 y2 C 6/
7
6
D .6.y1 y2 /2 2y1 y2 C 1/
7
6
D .y1 y2 2y1 y2 C 1/
7
6
D .y1 y2 1/2 ; 0 y1 1
7
34
STA1503/103
f .y1 y2 /
3.2 f .y1 =y2 / D
f 2 .y2 /
12 2
.y C y1 y2 /
D 7 1 ; for 0 y1 1
12 2
y2 .y1 C y1 y2 /
7
D y2
D y22
QUESTION 4
Z1
4.1 f Y1 .Y1 / D 2e y2 dy
2
y1
D 2e y2 1
y1
D e y1
Zy2
4.2 f Y2 .Y2 / D 2e y2 dy
1
0
2e y2 y2
D y1 0
D y2 2e y1
1
4.3 f Y1 .Y1 / is an exponential distribution with D
1
f Y2 .Y2 / is a gamma distribution D 2; D
QUESTION 5
1 1
Z2 Z2
1
5.1 F. ; 12 / D 30y1 y22 dy2 dy1
2
0 y1 1
9
D 16
35
1
5.2 F. 12 ; 1/ D F. ; 2/
2
1
D P.Y1 ; Y2 2/
2
1 1 1 1
D P.Y1 ; Y2 C P.Y1 ; Y2 > //
2 2 2 2
1 4 9 13
F. ; 1/ D C D
2 16 16 16
1Z y1
3 2 3;
5.5 f .y2 =y1 / D y .1 y1 / for y1 1 y2 1 y1
2 2
QUESTION 6
P.y2 D 2; y1 D 0/
6.1 P.Y1 D 0=Y2 D 2/ D
P.y1 D 0/
1
D 81
8
D 1
2
6.2 P.Y2 D 1=Y1 D 0/ D 8
1 2
C
8 8
2
D
3
36
STA1503/103
P.y1 D 1; y2 D 2/
6.3 P.Y1 D 1=Y2 D 2/ D D
P.y2 D 2/
2
D 8
1 2
. C /
8 8
2
D
3
P.y1 D 1; y2 D 2/
6.4 P.Y2 D 1=Y1 D 1/ D D
P.y2 D 1/
1
D 1 82 1
. C C /
8 8 8
1
D
4
QUESTION 7
Z1
7.1 f 1 .y1 / D f .y1; y2 /dy2
1
Z1
D 2y1 dy2
0
D 2y1 =10 D 2y1
Z1
f 1 .y1 / D f .y1; y2 /dy1
1
Z1
D 0dy2
0
D 0
2y1 ; 0 y1 1
f 1 .y1 / D
0; elsewhere
37
Similarly, if 0 y2 1
Z1
f 2 .y2 / D f .y1; y2 /dy1
1
Z1
D 2y1 dy1
0
D y12 =10 D 1
Z1
f 2 .y2 / D f .y1 ; y2 /dy1
1
Z1
D 2y1 dy1
0
D y21 j10 D 1
Z1
f 2 .y2 / D f .y1 ; y2 /dy1
1
Z1
D 0dy1
0
D 0
1; 0 y2 1;
Summarizing, f 2 .y2 / D
0; elsewhere
y1 ; 0 y1 1 2; 0 y2 1
g.y1 / D and h.y2 / D
0; elsewhere 0; elsewhere
1 2 1
7.3 The E.Y1 ; Y2 / D :Also, 1 D E.Y1 / D and 2 D E.Y2 / D , so
3 3 2
1 2 1
Cov.Y1 ; Y2 / D E.Y1 ; Y2 / 1; 2 D . /. / D 0
3 3 2
38
STA1503/103
Z1
1
E.Y22 / D y22 dy2 D
3
0
2
Then we have E.Y1 / D 1 and E.Y2 / D
3
V .Y1 / D :01 and V .Y2 / D 0:03
QUESTION 8
3 1
3 1 P.Y1 ; Y2 /
8.1 P.Y1 =Y2 /D 4 2 D 23 D 0:523
4 2 1 44
P.Y2 /
2
f .y1 ; y2 /
8.2 f .Y1 =y2 / D
f .y2 /
3y1
D
3
.1 y22 /
2
2y1
D ; y2 y1 1
.1 y22 /
3
Z4
3 1 2
8.3 P.Y1 =Y2 / D y1 : 1
4 2 .1 4 /dy1
0
2
D
3
39
QUESTION 9
Z1 y1 C y2
yi
9.1 f 2 .y2 / D e 2 dy1
8
0
y2
1
D e 2 ; y2 > 0
2
Z1
1 y1 Cy2
9.2 f 2 .y2 / D y1 e 2 dy2
8
0
1 y2 ;
D y1 e y2 > 0
16
QUESTION 10
10.1 Note that f .y1 ; y2 / can be factored and the ranges of y1 and y2 do not depend on each i.e.
f .y1 /: f 2 .y2 / D f Y1 Y2 .y1 y2 /
Z1
2
10.2 E.Y1 / D 2y12 dy1 D
3
0
2
Similarly E.Y2 / D
3
40
STA1503/103
Z1
2
E.Y12 / D 2y13 dy1 D
4
0
2
Similarly E.Y22 / D
4
10.3 Since Y1 and Y2 are independent, V .Y1 C Y2 / D V .Y1 / C V .Y2 / D 1=18 C 1=18 D 1=9:
QUESTION 11
U D 2Y 4 ) P.U u/
D P.2Y 4 u/
uC4
D P.Y /
8 2 9
>
> 0; u < 4 >
>
> uC4
> >
>
>
< Z2 >
=
FU .u/ D 2ydy; 4 u 2 >
>
> >
>
> >
>
>
: 0 >
;
1; u> 2
2 uC4 3
Z2
d 6 7
fU .u/ D du 4 2ydy 5
0
uC4
D y 2 =0 2
u 2 C 8u C 16
D
u
4
2 C 2; 4 u 2
D
0 otherwise
QUESTION 12
Y
U D 3 2 )Y D6 2U
d
du [6 2U ] D 2
3
2 [.6 2u/ C .6 2u/] j 2j ; 6 2U 0
fU .u/ D
0 otherwise
41
QUESTION 13
QUESTION 14
14.1 Let FZ .z/and f Z .z/ denote the standard normal distribution and density functions respectively.
p p p p
FU .u/ D P.[ u/ D P.Z 2 u/ D P. u Z u/ D FZ . u/ FZ . u/ The density
function for U is then
0
F[ .u/ D FU .u/
1 p 1 p
D p2
f Z . u/ C p
2
fZ. u/
u u
1 p
D p f Z . u/; u 0
u
1
1 u
Evaluation we find f [ .u/ D p e 2 ;u 0
2
p
14.2 U has a gamma distribution with D 2 and D 2(recall that 0.1=2) D
QUESTION 15
The function of interest, h.y/ D 3Y C 4; is decreasing for all y1 and hence for all 0 < y < 1; if
u D 3y C 4
1 .u/ 4 u dh 1 1
yDh D and D
3 du 3
42
STA1503/103
1 .u/ dh 1
Notice that h is decreasing function of u and than <0
du
1
Then f u .u/ D f Y h 1 .u/= dh D 2.
4 u
/=
1
=; 0 <
4 u
1
du 3 3 3
( 3 u )
; 1 u 3
Simple algebra gives f u .u/ D 8
0 elsewhere
QUESTION 16
F[ .u/ D P.[2 u/
D P.3 y u/
D P.Y 3 u/
D 1 FY .3 u/
1
D 1 .3 u/3
2
3
Thus, fU .u/ D FU0 .u/ D .3 u/2 ; 2 u 4
2
QUESTION 17
F.u/ D P.U u/
D P.Y1 C Y2 2u/
Z2u 2uZ y1
D e .y1 Cy2 dy2 dy1
0 0
Z2u
D e y1 e y1 3u y1 dy1
0
0
Z2u
D e y1 1 e y1 2u dy1
0
D e y1 y1 e 2u =2u
0
1 e 2u 2ue 2u
QUESTION 18
18.1 F.y/ D 8
P.Y y/ 9
< 0 for y<0 =
D y for 0 y 0
: ;
1 for y>1
43
G.y/ D P.Y y/
D 1 Q P.Y y/
D 1 Q P.Yi y/
D 1 1 P.Yi y/ D 1 .1 F.y//6
The density function of the second-order statistics, Y.2/; can be obtained directly from Theo-
rem 6.5 with n D 6; k D 2: Thus, with f .y/and F.y/as noted,
6! 2 1
g.2/ .y2 / D .2 1/!.6 2/! F..y2 / 1 f .y/6 2 f .y2 /
30y2 .1 y2 /2
D
0
The joint density of the second- and fifth- order statistics is ready obtained from the second
result in Theorem 6.5. With f .y/ and F.y/ as before, j D 2; k D 3; and n D 6
6! 2 1
g.2/.3/ .y2 y3 / D F.y2 / F.y3 / F.y2 /3 1 2
.2 1/!.3 1 2/.6 3/!
6 3
1 F.y3 / f .y2 / f .y3 /
6!y2 .y3 y2 /.1 y3 /; 1 < y2 < y3 < 1
D
0 elsewhere
44