MTHE/STAT 353 Winter 2016

Homework Assignment 1
Assignment 1 due Friday, Jan. 15
1. An urn contains 12 balls: 3 red balls, 3 blue balls, 3 green balls, and 3 magenta balls.
Nine of the balls are selected at random and removed from the urn.
(a) Let X denote the number of red balls, Y the number of blue balls, and Z the
number of green balls in the sample. Determine the joint probability mass function
of (X, Y, Z).
(b) Let U denote the number of red balls and V the number of blue balls remaining
in the urn. Determine the joint probability mass function of (U, V ).
2. Suppose an urn initially contains one red ball, one blue ball, and one green ball. At
each draw, a ball is randomly selected from the urn, replaced, and an additional ball
of the same colour as the drawn ball is added to the urn. Thus, after n draws there
are n + 3 balls in the urn. After n draws, let X be the number of times a red ball
was drawn, Y the number of times a blue ball was drawn, and Z the number of times
a green ball was drawn. Compute the joint probability mass function of the random
vector (X, Y, Z).
3. Let X1 be a discrete random variable and let X2 be a continuous random variable. The
joint pmf/pdf of (X1 , X2 ) is a function f : R2 [0, ) satisfying
Z
P (X1 = x1 , X2 A) =
f (x1 , x2 )dx2 .
{x2 A}

for all x1 R and all A R.

(a) Give expressions for the marginal pmf of X1 and the marginal pdf of X2 in terms
of f .
(b) Suppose that (X1 , X2 ) have joint pmf/pdf

9!
for x1 = 1, . . . , 10 and 0 < x2 < x1
29 x1 !(10x1 )!
f (x1 , x2 ) =
0
otherwise.
Find the marginal pmf of X1 .
(c) Find P (X2 > 8), where (X1 , X2 ) have the joint pmf/pdf from part(b).
4. Suppose that X1 , . . . , Xn are jointly continuous with joint probability density function
 n/2
 h
n1
i
1
1 2 X
2
f (x1 , . . . , xn ) =
exp xn +
(xi xn )
.
2
2
i=1
Find the joint marginal pdf of (X1 , . . . , Xn1 ).