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STAT 400 Discussion 07 Solutions Spring 2018 1. Suppose that number of accidents at a construction site follows a Poisson process with the average rate of 0.80 accidents per month. Assume all months are independent of each other. “Hint”: If T a has a Gamma ( a , q = 1 /l ) distribution, where a is an integer, then F T a ( t ) = P ( T a £ t ) = P ( X t ³ a ) and P ( T a > t ) = P ( X t £ a – 1 ), where X t has a Poisson ( l t ) distribution. a) Find the probability that the first accident of a calendar year would occur during March. T 1 has Exponential distribution with l = 0.80 or q = 1 / 0.80 = 1.25. P ( 2 < T 1 < 3 ) = = e 1.60 e 2.40 » 0.1112. OR P ( 2 < T 1 < 3 ) = P ( T 1 > 2 ) – P ( T 1 > 3 ) = P ( X 2 = 0 ) – P ( X 3 = 0 ) = P ( Poisson ( 1.60 ) = 0 ) – P ( Poisson ( 2.40 ) = 0 ) = 0.202 – 0.091 = 0.111. OR = P ( X 2 = 0 ) ´ P ( X 1 ³ 1 ) = 0.202 ´ ( 1 – 0.449 ) » 0.111. ò - 3 2 80 . 0 80 . 0 dt t e ÷ ÷ ø ö ç ç è æ month third the during accident one least at months first two the during accidents no P AND
Transcript
Page 1: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

STAT 400 Discussion 07 Solutions Spring 2018

1. Suppose that number of accidents at a construction site follows a Poisson process with the average rate of 0.80 accidents per month. Assume all months are independent of each other.

“Hint”: If T a has a Gamma ( a , q = 1/l ) distribution, where a is an integer, then

F T a ( t ) = P ( T a £ t ) = P ( X t ³ a ) and P ( T a > t ) = P ( X t £ a – 1 ),

where X t has a Poisson ( l t ) distribution.

a) Find the probability that the first accident of a calendar year would occur during March. T 1 has Exponential distribution with l = 0.80 or q = 1/0.80 = 1.25.

P ( 2 < T 1 < 3 ) = = e – 1.60 – e – 2.40 » 0.1112.

OR

P ( 2 < T 1 < 3 ) = P ( T 1 > 2 ) – P ( T 1 > 3 ) = P ( X 2 = 0 ) – P ( X 3 = 0 )

= P ( Poisson ( 1.60 ) = 0 ) – P ( Poisson ( 2.40 ) = 0 ) = 0.202 – 0.091 = 0.111.

OR

= P ( X 2 = 0 ) ´ P ( X 1 ³ 1 ) = 0.202 ´ ( 1 – 0.449 ) » 0.111.

ò -3

2

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Page 2: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

OR

Jan Feb Mar

no accident no accident accident(s)

0.449 ´ 0.449 ´ 0.551 » 0.111. b) Find the probability that the third accident of a calendar year would occur during April.

T 3 has Gamma distribution with a = 3 and l = 0.80 or q = 1/0.80 = 1.25. P ( 3 < T 3 < 4 ) = P ( T 3 > 3 ) – P ( T 3 > 4 ) = P ( X 3 £ 2 ) – P ( X 4 £ 2 )

= P ( Poisson ( 2.4 ) £ 2 ) – P ( Poisson ( 3.2 ) £ 2 ) = 0.570 – 0.380 = 0.190.

OR

P ( 3 < T 3 < 4 ) = = » 0.189805.

OR

+

+ = …

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4

3

80.0 13 3

3

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April duringaccident oneleast at

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Page 3: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

c) Find the probability that the third accident of a calendar year would occur during spring (March, April, or May).

T 3 has Gamma distribution with a = 3 and l = 0.80 or q = 1/0.80 = 1.25. P ( 2 < T 3 < 5 ) = P ( T 3 > 2 ) – P ( T 3 > 5 ) = P ( X 2 £ 2 ) – P ( X 5 £ 2 )

= P ( Poisson ( 1.6 ) £ 2 ) – P ( Poisson ( 4.0 ) £ 2 ) = 0.783 – 0.238 = 0.545.

OR

P ( 2 < T 3 < 5 ) = = » 0.545255.

OR

+

+ = …

( )ò --G

5

2

80.0 13 3

3

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dtt te ò --5

2

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280.0

dtt te

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months next three theduringaccident oneleast at

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Page 4: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

2. As Alex is leaving for college, his parents give him a car, but warn him that they would take the car away if Alex gets 6 speeding tickets. Suppose that Alex receives speeding tickets according to Poisson process with the average rate of one ticket per six months.

X t = number of speeding tickets in t years. Poisson ( l t )

T k = time of the k th speeding ticket. Gamma, a = k. one ticket per six months Þ l = 2.

If T a has a Gamma ( a , q = 1/l ) distribution, where a is an integer, then

P ( T a £ t ) = P ( X t ³ a ) and P ( T a > t ) = P ( X t £ a – 1 ), where X t has a Poisson ( l t ) distribution.

a) Find the probability that it would take Alex longer than two years to get his sixth speeding ticket.

P ( T 6 > 2 ) = P ( X 2 £ 5 ) = P ( Poisson ( 4 ) £ 5 ) = 0.785.

OR

P ( T 6 > 2 ) = = = …

b) Find the probability that it would take Alex less than four years to get his sixth speeding ticket.

P ( T 6 < 4 ) = P ( X 4 ³ 6 ) = P ( X 4 ³ 6 ) = 1 – P ( X 4 £ 5 )

= 1 – P ( Poisson ( 8 ) £ 5 ) = 1 – 0.191 = 0.809.

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Page 5: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

OR

P ( T 6 < 4 ) = = = …

c) Find the probability that Alex would get his sixth speeding ticket during the fourth year.

P ( 3 < T 6 < 4 ) = P ( T 6 > 3 ) – P ( T 6 > 4 ) = P ( X 3 £ 5 ) – P ( X 4 £ 5 )

= P ( Poisson ( 6 ) £ 5 ) – P ( Poisson ( 8 ) £ 5 ) = 0.446 – 0.191 = 0.255.

OR

P ( 3 < T 6 < 4 ) = = = …

d) Find the probability that Alex would get his sixth speeding ticket during the third year.

P ( 2 < T 6 < 3 ) = P ( T 6 > 2 ) – P ( T 6 > 3 ) = P ( X 2 £ 5 ) – P ( X 3 £ 5 )

= P ( Poisson ( 4 ) £ 5 ) – P ( Poisson ( 6 ) £ 5 ) = 0.785 – 0.446 = 0.339.

OR

P ( 2 < T 6 < 3 ) = = = …

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Page 6: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

3. Consider two continuous random variables X and Y with joint p.d.f.

f X, Y ( x, y ) = C ( x + 2 y ), 0 < x < 2, 0 < y < 3, zero elsewhere.

a) Sketch the support of ( X , Y ). That is, sketch { 0 < x < 2, 0 < y < 3 }. b) Find the value of C so that f X, Y ( x, y ) is a valid joint p.d.f.

1 =

=

=

= = 24 C. Þ C = .

c) Find the marginal probability density function of X, f X ( x ).

f X ( x ) = = = = , 0 < x < 2.

d) Find the marginal probability density function of Y, f Y ( y ).

f Y ( y ) = =

= = , 0 < y < 3.

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Page 7: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

4. Let X and Y have the joint p.d.f. f X , Y ( x, y ) = C x 2 y, 0 < x < 4, 0 < y < , zero elsewhere. a) Sketch the support of ( X , Y ). That is, sketch { 0 < x < 4, 0 < y < }.

b) Find the value of C so that f X, Y ( x, y ) is a valid joint p.d.f.

1 = = = = = 32 C.

Þ C = .

c) Find the marginal probability density function of X, f X ( x ).

f X ( x ) = = = , 0 < x < 4.

x

x

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xC

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Page 8: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

d) Find the marginal probability density function of Y, f Y ( y ).

f Y ( y ) = = = = , 0 < y < 2.

e) Are X and Y independent? If X and Y are not independent, find Cov ( X, Y ).

f ( x, y ) ≠ f X ( x ) × f Y ( y ). Þ X and Y are NOT independent. The support of ( X, Y ) is NOT a rectangle. Þ X and Y are NOT independent.

E ( X ) = = = = = 3.2.

E ( Y ) = = =

= = » 1.1852.

E ( X Y ) = = =

= = » 3.8788.

Cov ( X, Y ) = E ( X Y ) – E ( X ) × E ( Y ) = = » 0.0862.

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Page 9: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

5. Let the joint probability density

function for ( X , Y ) be f ( x, y ) = x + y,

x > 0, y > 0, x + 2 y < 2, zero otherwise.

a) Find the probability P ( Y > X ).

intersection point:

y = x and x + 2 y = 2

x = and y =

P ( Y > X ) = = = .

OR

P ( Y > X ) = = = .

b) Find the marginal p.d.f. of X, f X ( x ).

f X ( x ) = = , 0 < x < 2.

32

32

( )( )

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Page 10: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

c) Find the marginal p.d.f. of Y, f Y ( y ).

f Y ( y ) = = 2 – 2 y, 0 < y < 1.

d)* Are X and Y independent? If not, find Cov ( X, Y ).

The support of ( X, Y ) is NOT a rectangle. Þ X and Y are NOT independent.

OR f X, Y ( x, y ) ≠ f X ( x ) ´ f Y ( y ). Þ X and Y are NOT independent.

E ( X ) = = =

= = = .

E ( Y ) = = =

= = = .

E ( X Y ) = =

= = = .

Cov ( X, Y ) = E ( X Y ) – E ( X ) ´ E ( Y ) = = » – 0.077778.

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0

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Page 11: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

6 – 9. Let the joint probability density function for ( X , Y ) be

f ( x, y ) = , 0 < y < 1, y < x < 2, zero otherwise.

Do NOT use a computer. You may only use +, –, ´, ÷, and on a calculator. Show all work. Example:

= =

= = = 1. Þ f ( x, y ) is a valid joint p.d.f.

6. a) Sketch the support of ( X , Y ). That is, sketch { 0 < y < 1, y < x < 2 }.

b) Find the marginal probability density function of X, f X ( x ).

For 0 < x < 1, f X ( x ) = = = .

For 1 < x < 2, f X ( x ) = = = .

3

512 yx

dydxyxy

1

0

2 3

512

ò ò÷÷÷

ø

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x

2

1

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56

==

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yyyx x

53

Page 12: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

Check: + = + = = 1.

c) Find the marginal probability density function of Y, f Y ( y ).

For 0 < y < 1, f Y ( y ) = = = .

Check: = = = 1.

d) Are X and Y independent? Justify your answer. The support of ( X, Y ) is NOT a rectangle. X and Y are NOT independent.

OR Since f ( x, y ) ≠ f X ( x ) × f Y ( y ), X and Y are NOT independent.

dxx 1

0

5

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Page 13: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

7. Find the probability P ( X > 2 Y ).

a) Set up the double integral(s) over the region that “we want” with the outside integral w.r.t. x and the inside integral w.r.t. y.

b) Set up the double integral(s) over the region that “we want” with the outside integral w.r.t. y and the inside integral w.r.t. x.

c) Set up the double integral(s) over the region that “we do not want” with the outside integral w.r.t. x and the inside integral w.r.t. y.

+

d) Set up the double integral(s) over the region that “we do not want” with the outside integral w.r.t. y and the inside integral w.r.t. x.

dxdyyxx

2

0

2

0 3

512

ò ò ÷÷÷

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è

æ

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1

0

2

2

3

512

ò ò÷÷÷

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dxdyyxx

x

1

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512

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è

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x

2

1

1

2 3

512

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ø

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è

æ

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y

1

0

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512

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è

æ

Page 14: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

e) Use one of (a) – (d) to find the desired probability.

(a) = = = = 0.40.

(b) = = = .

(c) 1 – –

= 1 – –

= 1 – –

= = .

(d) 1 – = 1 – = 1 –

= 1 – = = .

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2

0

2

0 3

512

ò ò ÷÷÷

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56

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yyyy

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1

0 2 3

512

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x

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1

1

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512

ò ò ÷÷÷

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53

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52

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52

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1

0

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512

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0

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52

Page 15: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

8. Find the probability P ( X + Y < 2 ).

a) Set up the double integral(s) over the region that “we want” with the outside integral w.r.t. x and the inside integral w.r.t. y.

+

b) Set up the double integral(s) over the region that “we want” with the outside integral w.r.t. y and the inside integral w.r.t. x.

c) Set up the double integral(s) over the region that “we do not want” with the outside integral w.r.t. x and the inside integral w.r.t. y.

d) Set up the double integral(s) over the region that “we do not want” with the outside integral w.r.t. y and the inside integral w.r.t. x.

dxdyyxx

1

0 0 3

512

ò ò ÷÷÷

ø

ö

ççç

è

ædxdyyx

x

2

1

2

0 3

512

ò ò ÷÷

ø

ö

çç

è

æ -

dydxyxy

y

1

0

2 3

512

ò ò÷÷÷

ø

ö

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è

æ -

dxdyyxx

2

1

1

2 3

512

ò ò ÷÷

ø

ö

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è

æ

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dydxyxy

1

0

2

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512

ò ò ÷÷÷

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æ

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Page 16: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

e) Use one of (a) – (d) to find the desired probability.

(b) = =

= = = 0.24.

(d) 1 – = 1 –

= 1 – = 1 – = .

(a) +

= + = + = …

(c) 1 – = 1 – = …

dydxyxy

y

1

0

2 3

512

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2

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56

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524

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56

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256

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512

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56

-==

ò ÷øö

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dyyy 1

0

5 4

56

524

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6 5

51

2524

==

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yyyy

256

dxdyyxx

1

0 0 3

512

ò ò ÷÷÷

ø

ö

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x

2

1

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512

ò ò ÷÷

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dxx 1

0

5

53ò ( ) dxxx

2

1

4 2

53

ò -101 ( ) dxxx

2

1

4 2

53

ò -

dxdyyxx

2

1

1

2 3

512

ò ò ÷÷

ø

ö

çç

è

æ

-

( ) dxxxx 2

1

4 2

53

53

ò ÷øö

çèæ --

Page 17: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

9. Find the probability P ( X Y < 1 ).

a) Set up the double integral(s) over the region that “we want” with the outside integral w.r.t. x and the inside integral w.r.t. y.

+

b) Set up the double integral(s) over the region that “we want” with the outside integral w.r.t. y and the inside integral w.r.t. x.

+

c) Set up the double integral(s) over the region that “we do not want” with the outside integral w.r.t. x and the inside integral w.r.t. y.

d) Set up the double integral(s) over the region that “we do not want” with the outside integral w.r.t. y and the inside integral w.r.t. x.

dxdyyxx

1

0 0 3

512

ò ò ÷÷÷

ø

ö

ççç

è

ædxdyyx

x

2

1

1

0 3

512

ò ò ÷÷÷

ø

ö

ççç

è

æ

dydxyxy

21

0

2 3

512

ò ò÷÷÷

ø

ö

ççç

è

ædydxyx

y

y

1

21

1 3

512

ò ò÷÷÷

ø

ö

ççç

è

æ

dxdyyxx

2

1

1

1 3

512

ò ò ÷÷÷

ø

ö

ççç

è

æ

dydxyxy

1

21

2

1 3

512

ò ò ÷÷÷

ø

ö

ççç

è

æ

Page 18: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

e) Use one of (a) – (d) to find the desired probability.

(a) + = +

= + = = = 0.325.

(b) +

= +

= +

= = = .

(c) 1 – = 1 – = 1 –

= 1 – = 1 – = = .

(d) 1 – = 1 – = 1 –

= 1 – = 1 – = = .

dxdyyxx

1

0 0 3

512

ò ò ÷÷÷

ø

ö

ççç

è

ædxdyyx

x

2

1

1

0 3

512

ò ò ÷÷÷

ø

ö

ççç

è

ædxx

1

0

5

53ò dx

x

2

13

153ò

01

6

101

==

÷øö

çèæ

xxx

12

2

1103

==

÷÷ø

öççè

æ- x

xx 10

3403

101

+-4013

dydxyxy

21

0

2 3

512

ò ò÷÷÷

ø

ö

ççç

è

ædydxyx

y

y

1

21

1 3

512

ò ò÷÷÷

ø

ö

ççç

è

æ

dyyy 21

0

5 3

56

524

ò ÷øö

çèæ - dyyy

1

21

5

56

56

ò ÷øö

çèæ -

0216 4

51

56

÷øö

çèæ - yy

2116 2

51

53

÷øö

çèæ - yy

3201

203

51

53

3201

403

+--+-403

52-

4013

dxdyyxx

2

1

1

1 3

512

ò ò ÷÷÷

ø

ö

ççç

è

ædx

xx

2

13

153

53

ò ÷÷ø

öççè

æ-

12

2 2

1103

103

==

÷÷ø

öççè

æ+ x

xx

x

÷øö

çèæ --+

103

103

403

56

÷øö

çèæ +

403

53

40271-

4013

dydxyxy

1

21

2

1 3

512

ò ò ÷÷÷

ø

ö

ççç

è

ædyyy

1

21 3

56

524

ò ÷øö

çèæ -

2112 4

53

56

÷øö

çèæ - yy

÷øö

çèæ +--

203

403

53

56

÷øö

çèæ +

403

53

40271-

4013

Page 19: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

10. Let the joint probability density

function for ( X , Y ) be

f ( x , y ) = ,

x > 0, y > 0,

x 2 + ( y + 3 )

2 < 25,

zero elsewhere. a) Find the value of C so that f ( x, y ) is a valid joint p.d.f.

Must have 1 = =

=

= = 6 C.

Þ C = .

b) Find P ( 2 X + Y > 2 ).

=

= = = = .

yxC

( )

ò òúúú

û

ù

êêê

ë

é +-2

0

325

0

2

dydxyxyC ( )[ ]ò +-

2

0 2 325

2 dyyyC

[ ]ò --2

0 32 616

2 dyyyyC

02

4128

2 43 2

úûù

êëé -- yyyC

61

ò ò ÷÷

ø

ö

çç

è

æ-

-1

0

22

0

61 1

dxdyyxx

( )ò --1

0 2 22

121 1 dxxx

( )ò +--1

0 32 2

31 1 dxxxx ÷

øö

çèæ +--

41

32

21

311

3611-

3635

Page 20: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

OR

= … = …

OR

= …

c) Find P ( X – 3 Y > 0 ). P ( X – 3 Y > 0 ) = P ( X > 3 Y )

=

= =

= = = » 0.2916667.

ò ò÷÷÷÷

ø

ö

çççç

è

æ

-

-2

0

22

0

61 1 dydxyx

y( )

ò ò÷÷÷÷

ø

ö

çççç

è

æ+-

-

2

0

325

22

61

2

dydxyxy

y

ò òò ò÷÷÷

ø

ö

ççç

è

æ+

÷÷÷

ø

ö

ççç

è

æ -+--+-

-

4

1

253

0

1

0

253

22

61

61

2 2

dxdyyxdxdyyxxx

x

( )

ò òúúú

û

ù

êêê

ë

é +-1

0

325

3

61

2

dydxyxy

y

( )[ ]ò -+-1

0 2 2 9325

121 dyyyy [ ]ò --

1

0 2 10616

121 dyyyy

ò úûù

êëé --

1

0 3 2

65

21

34 dyyyy

245

61

32

--247

Page 21: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

11. Suppose that ( X, Y ) is uniformly distributed over the region defined by

x ³ 0, y ³ 0, x 2 + y

2 £ 1. That is, f ( x, y ) = C, x ³ 0, y ³ 0, x

2 + y 2 £ 1, zero elsewhere.

a) What is the joint probability density function of X and Y ? That is, find the value of C so that f ( x, y ) is a valid joint p.d.f. The area of a circle is p r

2.

Þ The area of the support of

( X, Y ) is .

Þ C = » 1.27324.

b) Find P ( X + Y < 1 ). Since uniform,

= =

» 0.63662.

π4

areatotalareawant

4

21

π π 2

Page 22: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

c) Find P ( Y > 2 X ). Since uniform,

=

» 0.295167.

OR

=

» 0.295167.

d)* Are X and Y independent? The support of ( X, Y ) is not a rectangle. Þ X and Y are NOT independent.

( )

2

2arctan1 π-( )

π2arctan21 ´

-

2

21arctan

π÷øö

çèæ

π21arctan2 ÷øö

çèæ´

Page 23: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

12. Consider two continuous random variables X and Y with joint p.d.f.

f X, Y ( x, y ) = , y > 1, 0 < x < y, zero elsewhere.

a) Sketch the support of ( X , Y ). That is, sketch { y > 1, 0 < x < y }.

( )

3 2

C

x y+

Page 24: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

b) Find the value of C so that f X, Y ( x, y ) is a valid joint p.d.f.

1 = =

= = = = .

Þ C = = 4.5.

c) Find the marginal probability density function of X, f X ( x ). For 0 < x < 1,

f X ( x ) = = = , 0 < x < 1.

For 1 < x < ∞,

f X ( x ) = = = , 1 < x < ∞.

d) Find the marginal probability density function of Y, f Y ( y ).

f Y ( y ) = =

= = , 1 < y < ∞.

( )ò ò¥

÷÷

ø

ö

çç

è

æ

+1 03

2

dydx

yx

y C

( )

2 0 1

4 2

yC dyx y

¥ æ öç ÷-ç ÷+è ø

ò

2 2 1

36 4C C dyy y

¥ æ ö- +ç ÷ç ÷è ø

ò ò¥

12

1 9

2 dy

yC

1

2 19C

y¥æ ö

-ç ÷è ø 9

2 C

29

( )ò¥

+13

22

9

dy

yx ( )

2 1

9

4 2 x y¥

-+ ( ) 2

124

9

+x

( )ò¥

+xdy

yx

22

9 3

( )

2

9

4 2 xx y¥

-+ 2 4

1

x

( )ò+

ydx

yx03

22

9

( )

2 0

9

8 2

y

x y-

+

2 2

1 98 8y y

- +2

1

y

Page 25: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

e) Find P ( X + Y < 2 ).

P ( X + Y < 2 )

=

=

=

=

= = = 0.375.

f) Find P ( X + Y > 5 ).

P ( X + Y > 5 )

=

+

= +

= – –

= – + – 0 + = 0.25.

( )ò ò ÷÷

ø

ö

çç

è

æ

+

-1

0

2

13

22

9

dxdy

yx

x

( )ò-

÷÷

ø

ö

çç

è

æ

+-

1

01

2

2

24

9

dx

yxx

( ) ( )ò ÷÷ø

öççè

æ

+-

+

1

02 2

24

9

124

9

dx

xx

( ) ( ) 0

1

249

1289

÷÷ø

öççè

æ+

++

-xx

89

89

129

249

-++-83

( )ò ò ÷÷

ø

ö

çç

è

æ ¥

+-

5.2

0 53

22

9

dxdy

yxx

( )ò ò¥

÷÷

ø

ö

çç

è

æ ¥

+5.23

22

9

dxdy

yxx

( )ò+

5.2

02

54

9

dx

x ò¥

5.22

4

1 dx

x

( ) 0

5.2

549+x 5.2

41 ¥x

309

209

101

Page 26: Exponential l - GitHub Pages · çç è æ during the next three months at least oneaccident the first two months twoaccidentsduring P AND ÷÷ ø ö çç è æ during the next three

g) Find P ( Y > 3 X ).

P ( Y > 3 X )

=

=

=

= = 0.72.

h)* Are X and Y independent? f X, Y ( x, y ) ≠ f X ( x ) × f Y ( y ). Þ X and Y are NOT independent.

OR

The support of ( X, Y ) is NOT a rectangle. Þ X and Y are NOT independent.

( )ò ò¥

÷÷÷

ø

ö

ççç

è

æ

+1

3

03

22

9

dydxyx

y

( )ò¥

÷÷

ø

ö

çç

è

æ

+-

10

3

2

28

9

dyyx

y

ò¥

÷÷

ø

ö

çç

è

æ-

12 2

200

81

8

9 dy

yy

20081

89-


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