Exam 2 (In-class part) - November 22", 2019 MATH 620, Insrnuctor: Drew Lazar BSU, Fats 2019 Name: Solotions, Score: / 70 = Show work for full credit. Neatness counts; ‘work, Box in final answers, 1 for illegible or unmarked Problem | Points | Score 1 15 : 2 8 ag 3 2 4 12 5 a 6 2 Total: | 70#1) (pts) Fi inthe Blanks below 4) Let X bea random variable md ¥ = g(X) for some faneton g of. 4, IX is continuous with pat f(2) and B(Y) exists then Br)= S god foady i. EX is discrete with pint p(2) and (Y) exists then By)= Zg@foo x it. Let 1(X) and ga(X) be functions of X such that their expectations exis 1s ae ae conta hen Fthoi(¥) + B39] = KE LG ON| + ECGON) b) Let X be a continuous random variable with paf f(r). Assume its moment generating function, M(t), exists for ~h < # < h where h > 0. Then Mi) = S e*™* foydx How would i age {he thd moment of, EX), om AM ” EQ = $55 04D = IV CO), c) Let (X1,X2) be a random vector. 4. The joint odf of (Xi, %1) is F(t) = PCKex, )Yosx) 4, Given F(t.) then the marginal edf of Xa is Fz) = hin FO, »s) x90 Ui, If (4, Xa) is continuous then the joint paf of Xy and Xo is the function, / such that Ke x4, riad= SS £6, wy) doy doo, iv. ILF(3,4) = 076, (1,15) = 025, F(, 1.5) = 0.36, P(-1,4) = 0.38 and A= ((e129):-1 0. ii, Assume o? = var(X) exists and E(X) = y. State two equivalent forms of ‘Chebyshev's theorem: Forever k> 9 PQHI= KSB PCy] e vale,#2) (8 pts.) A casino offers three types of games: 1 (small risk), 2 (medimm risk) and 3 (highest risk). 40 percent of their eustoaners play 50 percent of their customers play game 2 ancl 10 percent of their ewstomers pl ‘The payouts of these games are unifomly distributed on (~2r,.r) where 2 is the type of game (negative Payouts mean the casino makes money). Determine the expected payout to & random player of these games at the casino Let ¥ bbe the parvts XK be the type of game» Gwin Ve~ UCIxN 2 EC) = BE =X Nou, EON= E CECI WI= EC) = EZ pCCHA = Oxo MSH e0 * 01H) Ye\23 = -O.8aS.~#3) (12 pts) Let X be a random variable with paf ») Find £9) and £ 6) WY = 2X44 find E(Y 4) Find the MGF, AM(¢), a show work, 7 3I a) EQ\= 4 tee de “ee =a EQA= S tie” Wed BL 2224 =UE \ oF 6h = ECX)- EGY = 4e- aid pEa= Stxe™ k=tye= © (AB~ atl= - A@\= 5 - = 4 O SCV= PECAN = VCH=HNG Va = sl ucd= Wake ‘) ne = See > OHI = Grey = wie ame BEF) to t= a as el A hcne= 7S. = hn(ne|,.=6 -#4) (12 pts) Let (X,Y) be a random vector with the joint prt Sle.y) = ea? + 2y) for 2 = 0,1 and y = 1,2, 9) Find ) Find fx(2) and fr(g)- Include their supports 6) Are X and ¥ independent or dependent? Justify your answer. 4) Find the conditional pm (sly) ©) Find P(X = ty =2) 1) Find E(Xly) and E(Xy =1) AzS (sae) = Se eCards leas tru)=ct= 1 Ganay= hoo PrImer4a=b OAs =)\— 20) _ ECulyell= Aw a#5) (11 pts.) Let X.Y have joint pat Fley) = caly| for 0 <2 <2,-2 109? Fiat where lives intersect > Set lor ty SIN D> kya4 DREG as 4y 67 8a Io ty Acces C Soppart 0&1 cod Ta) = 4 RE RH) = AO des oo L . Wek Aces (iin) = AH A wee 5 gs” . : in Thos, since Ty od Ta have gow pet whch is gucteer, Cie. york pl ts Constest one tne sxpeos) PAS 1o)= ea Since