Diana, Rodel James

Math 3202-Problem Set 2

March 11, 2021

1. Suppose a die is rolled twice. What are the possible values that the following
random variables can take on?
(a) The maximum value to appear in the two rolls.
Answer: {1,2,3,4,5,6}
(b) The sum of the two rolls.
Answer: {2,3,4,5,6,7,8,9,10,11,12}
(c) The value of the first roll minus the value of the second roll.
Answer: {-5,4,3,2,1,0,1,2,3,4,5}

2. If the die in number 1 is assumed fair, calculate the probabilities associated with
the random variables in 𝑎 to 𝑐.
Answer:
(a) P {X = 1} = P {(1,1)} = 1/36,
P {X = 2} = P {(1,2)(2,1)(2,2)} = 3/36,
P {X = 3} = P {(1,3)(2,3)(3,3)(3,2)(3,1)} = 5/36,
P {X = 4} = P {(1,4)(2,4)(3,4)(4,4)(4,1)(4,2)(4,3)} = 7/36,
P {X = 5} = P {(1,5)(2,5)(3,5)(4,5)(5,5)(5,1)(5,2)(5,3)(5,4)} = 9/36,
P {X = 6} = P {(1,6)(2,6)(3,6)(4,6)(5,6)(6,6)(6,1)(6,2)(6,3)(6,4)(6,5)} = 11/36

(b) P {X = 2} = P {(1,1)} = 1/36,

P {X = 3} = P{(1,2)(2,1)} = 2/36
P {X = 4} = P{(1,3)(2,2,(3,1)} = 3/36
P {X = 5} = P{(1,4)(2,3)(3,2)(4,1)} = 4/36
P {X = 6} = P{(1,5)(2,4)(3,3)(4,2)(5,1)} = 5/36
P {X = 7} = P{(1,6)(2,5)(3,4)(4,3)(5,2),(6,1)} = 6/36
P {X = 8} = P{(2,6)(3,5)(4,4)(5,3)(6,2)} = 5/36
P {X = 9} = P{(3,6)(4,5)(5,4)(6,3)} = 4/36
P {X = 10} = P{(4,6)(5,5)(6,4)} = 3/36
P {X = 11} = P{(5,6)(6,5)} = 2/36
P {X = 12} = P{(6,6)} = 1/36

(c) P {X = 5} = P{(6,1)} = 1/36

P {X = 4} = P{(5,1)(6,2)} = 2/36
P {X = 3} = P{(4,1)(5,2)(6,3)} = 3/36
P {X = 2} = P{(3,1)(4,2)(5,3)(6,4)} = 4/36
P {X = 1} = P{(2,1)(3,2)(4,3)(5,4)(6,5)} = 5/36
P {X = 0} = P{(1,1)(2,2)(3,3)(4,4)(5,5),(6,6)} = 6/36
 P {X = -1} = P{(1,2)(2,3)(3,4)(4,5)(5,6)} = 5/36
P {X = -2} = P{(1,3)(2,4)(3,5)(4,6)} = 4/36
P {X = -3} = P{(1,4)(2,5)(3,6)} = 3/36
P {X = -4} = P{(1,5)(2,6)} = 2/36
P {X = -5} = P{(1,6)} = 1/36

3. Find the expected value for each random variable given in number 1 with the
assumption that the die is fair.
Answer:
(a) E[X] = ∑ 𝑥𝑝(𝑥)
= [(1)(1)+(2)(3)+(3)(5)+(4)(7)+(5)(9)+(6)(11)]/36
= 161/36
= 4.47

(b) E[X] = ∑ 𝑥𝑝(𝑥)

=[(2)(1)+(3)(2)+(4)(3)+(5)(4)+(6)(5)+(7)(6)+(8)(5)+(9)(4)+(10)(3)+(11)(2)+(12)(1)]/36
= 252/36
=7

(c) E[X] = ∑ 𝑥𝑝(𝑥)

= [(5)(1)+(4)(2)+ (3)(3)+ (2)(4)+ (1)(5)+ (0)(6)+ (-1)(5)+ (-2)(4)+ (-
3)(3)+ (-4)(2)+ (-5)(1)]/36
= (35-35)/36
=0
𝟎 , 𝒃 < 𝟎
𝟏
4. Suppose the distribution function of 𝑋 is given by 𝑭(𝒃) = , , 𝟎 ≤ 𝒃 < 𝟏
𝟐
𝟏, 𝟏 ≤ 𝒃 < ∞
(a) What is the probability mass function of 𝑋?
Answer:
#
$
, 0 ≤ 𝑏 < 1
𝑝(𝑏) = 5# , 1 ≤ 𝑏 < ∞
$
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
(b) What is the expected value of 𝑋?
Answer:
1 1 1
𝐸 [𝑋 ] = C 𝑥𝑝(𝑥) = 0 D F + 1 D F =
2 2 2
%('))*
1
𝐸[𝑋] =
2
(c) Graph 𝐹(𝑏).

Software: GeoGebra Classic 6

(d) Find the 𝐸[𝑋].

Answer:
The same as letter (b):
1 1 1
𝐸 [𝑋 ] = C 𝑥𝑝(𝑥) = 0 D F + 1 D F =
2 2 2
%('))*
1
𝐸[𝑋] =
2
 𝟐 ,𝟎 < 𝒙 < 𝟐
5. Let the probability density of 𝑋 be given by 𝒇(𝒙) = K𝒄(𝟒𝒙 − 𝟐𝒙 )
𝟎 , 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆

(a) What is the value of 𝑐?

Answer:
Since the pdf must sum to 1,

$
X 𝑐(4𝑥 − 2𝑥 $ )𝑑𝑥 = 1
*
$ $
$ )𝑑𝑥 $
2𝑥 +
𝑐 X (4𝑥 − 2𝑥 = 𝑐 [2𝑥 − ]^ = 1
* 3 *
2(2)+ 2(0)+
𝑐 _[2(2)$ − ] − [2(0)$ − ]` = 1
3 3
16
𝑐 aD8 − F − 0d = 1
3
8
𝑐D F = 1
3
1 3
𝑐= =
8
e3f 8
3
𝑐=
8

(b) What is 𝑃 (1/2 < 𝑋 < 3/2)?

Answer:
+ + +
$ $3 3 $
𝑓, (𝑥) = X 𝑓(𝑥)𝑑𝑥 = X (4𝑥 − 2𝑥 $ )𝑑𝑥 = X (4𝑥 − 2𝑥 $ )𝑑𝑥
# # 8 8 #
$ $ $
+
+
3 2𝑥 $
= [2𝑥 $ − ]^
8 3 #
$
3 + 1 +
3 3 $ 2 e f 1 $ 2 e f
= ij2 D F − 2 k − j2 D F − 2 kl
8 2 3 2 3

3 9 9 1 1
= aD − F − D − Fd
8 2 4 2 12
3 9 5 3 11
= D − F= D F
8 4 12 8 6
11
=
16
(c) Graph 𝐹[𝑋] with the given 𝑐 in 5a.

Software: GeoGebra Classic 6

(d) Find 𝐸[𝑋] with the given 𝑐 in 5a.

Answer:
- $
3 3 $
𝐸 [𝑋] = X 𝑥𝑓(𝑥) 𝑑𝑥 = X 𝑥 [ (4𝑥 − 2𝑥 )] 𝑑𝑥 = X 𝑥(4𝑥 − 2𝑥 $ )𝑑𝑥
$
. * 8 8 *
$
3 $ $ + )𝑑𝑥
3 4𝑥 + 𝑥 /
= X (4𝑥 − 2𝑥 = [ − ]^
8 * 8 3 2 *
$
𝑥 + 3𝑥 / (2)+ 3(2)/ (0)+ 3(0)/
=[ − ]^ = [ − ]−[ − ]=1−0
2 16 * 2 16 2 16
𝐸[𝑋] = 1
6. Let 𝑋 be uniformly distributed over (0,1). Calculate 𝐸[𝑋4].
Answer:
For a uniform random variable on (a,b) where a < b, the probability density
function is
1
𝑓(𝑥) = o 𝑏 − 𝑎 , 𝑎 < 𝑥 < 𝑏
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Then,
1
𝑓(𝑥) = o 1 − 0 = 1 , 0 < 𝑥 < 1
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

- # #
/]
1 /
𝐸 [𝑋 = X 𝑥 D F 𝑑𝑥 = X 𝑥 (1)𝑑𝑥 = X 𝑥 / 𝑓(𝑥)𝑑𝑥
/
. 𝑏 − 𝑎 * *
𝑥0 1 10 00
= _ ` = lim − lim = −
5 0 '→#2 '→*3 5 5
1
=
5
7. Consider the 𝑝𝑑𝑓 for 𝑋 and 𝑌 be

𝟏𝟐 𝟐
𝒇(𝒙, 𝒚) = (𝒙 + 𝒙𝒚), 𝟎 ≤ 𝒙 ≤ 𝟏, 𝟎 ≤ 𝒚 ≤ 𝟏
𝟕

(a) Verify that 𝑓(𝑥, 𝑦) is a valid probability density function.

Answer:
# # # #
12 $ 4 6𝑦 4 3𝑦 $
𝐹(𝑥, 𝑦) = X X (𝑥 + 𝑥𝑦)𝑑𝑥 𝑑𝑦 = X + 𝑑𝑦 = + ^
* * 7 * 7 7 7𝑦 7 *
4 3(1)$ 4 3(0)$
= D (1) + ]−D + ]
7 7 7(0) 7
4 3 7
= + = =1
7 7 7

Since F(x,y) = 1, therefore f(x,y) is a valid probability density function.

(b) Find the marginal density 𝑓𝑋(𝑥).

Answer:
# '
12 $ 12 ' $
𝑓, (𝑥) = X 𝑓(𝑥, 𝑦)𝑑𝑦 = X (𝑥 + 𝑥𝑦)𝑑𝑦 = X (𝑥 + 𝑥𝑦)𝑑𝑦
* * 7 7 *
'
12 $ 𝑥𝑦 $ 12 + 𝑥 +
= [𝑥 𝑦 + ]^ = [𝑥 + ]
7 2 * 7 2
 (c) Find 𝑃(1/4 ≤ 𝑌 ≤ 3/4).
Answer:
We find the marginal density 𝑓4 (𝑦)
# 5
12 $ 12 5 $
𝑓4 (𝑦) = X 𝑓(𝑥, 𝑦)𝑑𝑥 = X (𝑥 + 𝑥𝑦)𝑑𝑥 = X (𝑥 + 𝑥𝑦)𝑑𝑦
* * 7 7 *
5
12 𝑥 + 𝑦𝑥 $
= [ + ]^
7 3 2 *
12 𝑦 + 𝑦 +
= [ + ]
7 3 2
Then
+ + +
/ 12 𝑦+ 𝑦+ 12 / 𝑦 + 𝑦 + 12 𝑦 / 𝑦 / /
𝑓4 (𝑦) = X [ + ] 𝑑𝑦 = X [ + ] 𝑑𝑦 = [ + ]^
# 7 3 2 7 # 3 2 7 12 8 #

/ / /
3 / 3 / 1 / 1 /
D
12 4 f D4 f 12 D4f D4f
=i j + kl − i j + kl
7 12 8 7 12 8

25
=
224

8. For a binomial probability function 𝑝(𝑥), show that

(a) 𝐸[𝑋] = 𝑀′𝑋(0) = 𝑛𝑝 and

Answer:
The moment generating function is
𝜓(𝑡) = 𝑀'7 (𝑡) = 𝐸[𝑒 8, ].
Then the first derivative,
𝑑
𝜓 7 (𝑡) = 𝐸 [𝑒 8, ]
𝑑𝑡

𝑑
= 𝐸 a 𝑒 8, d
𝑑𝑡
Let 𝑢 = 𝑡𝑋.
By chain rule we get,
𝑑 9 𝑑
= 𝐸a 𝑒 (𝑡𝑋)d
𝑑𝑢 𝑑𝑡
= 𝐸 [𝑒 9 𝑋]
𝜓′(𝑡) = 𝐸[𝑋𝑒 8, ]
Hence,
𝜓 7 (0) = 𝑀'7 (0) = 𝐸[𝑋]. (1)
Differentiating 𝜓′(𝑡) again,
𝑑 7
𝜓 77 (𝑡) = 𝜓 (𝑡)
𝑑𝑡
𝑑
= 𝐸[𝑋𝑒 8, ]
𝑑𝑡
𝑑
= 𝐸[ (𝑋𝑒 8, )]
𝑑𝑡
By chain rule,
𝑑 8,
= 𝐸 a𝑋 (𝑒 )d
𝑑𝑡
𝑑
= 𝐸 a𝑋 (𝑒 8, )d
𝑑𝑡
Let 𝑢 = 𝑡𝑋.
𝑑 9 𝑑
= 𝐸 a𝑋 𝑒 (𝑡𝑋)d
𝑑𝑢 𝑑𝑡
= 𝐸 [𝑋𝑒 9 𝑋]
= 𝐸[𝑋(𝑋𝑒 8, )]
= 𝐸[𝑋 $ 𝑒 8, ]
Hence,
𝜓 77 (0) = 𝑀'77 (0) = 𝐸[𝑋 $ ]. (2)

For a binomial distribution,

𝜓(𝑡) = 𝐸 [𝑒 8, ]
;
𝑛
= C 𝑒 8: e f 𝑝: (1 − 𝑝);2: , 0 < 𝑝 < 1
𝑖
:<*
;
𝑛
= C e f (𝑝𝑒 8 ): (1 − 𝑝);2:
𝑖
:<*

𝜓(𝑡) = (𝑝𝑒 8 + 1 − 𝑝);

Then the first derivative,

𝜓 7 (𝑡) = 𝑛(𝑝𝑒 8 + 1 − 𝑝);2# 𝑝𝑒 8 (3)

Let 𝑡 = 0.
Since 𝑒 * = 1 and 1;2# = 1,
𝑀'7 (0) = 𝜓 7 (0) = 𝑛(𝑝 + 1 − 𝑝);2# 𝑝
= 𝑛(1);2# 𝑝 = 𝑛𝑝
Then by (1),
𝜓 7 (0) = 𝑀'7 (0) = 𝐸 [𝑋] = 𝑛𝑝. (4)
 Differentiating (3) again using chain rule,

𝜓 77 (𝑡) = 𝑛(𝑛 − 1)(𝑝𝑒 8 + 1 − 𝑝);2$ (𝑝𝑒 8 )$ + 𝑛(𝑝𝑒 8 + 1 − 𝑝);2# 𝑝𝑒 8

Let 𝑡 = 0. Note that the equation after the plus (+) is just (3).

And since 𝑒 * = 1 and 1;2# = 1,

𝑀'77 (0) = 𝜓 77 (0) = 𝑛(𝑛 − 1)(𝑝 + 1 − 𝑝);2$ (𝑝𝑒 8 )$ + 𝑛𝑝

Then by (2),
𝑀'77 (0) = 𝜓 77 (0) = 𝐸[𝑋 $ ] = 𝑛(𝑛 − 1)𝑝$ + 𝑛𝑝 (5)

∎
(b) 𝑉𝑎𝑟(𝑋) = 𝐸[𝑋2] – 𝐸[𝑋]2 = 𝑛𝑝(1 − 𝑝)

Answer:
Var(X) = 𝐸[𝑋 $ ] − (𝐸[𝑋])$

By (4) and (5),

=𝑛(𝑛 − 1)𝑝$ + 𝑛𝑝 − (𝑛𝑝)$

= 𝑛(𝑛 − 1)𝑝$ + 𝑛𝑝 − 𝑛$ 𝑝$
=(𝑛$ − 𝑛)𝑝$ + 𝑛𝑝 − 𝑛$ 𝑝$
=𝑛$ 𝑝$ − 𝑛𝑝$ + 𝑛𝑝 − 𝑛$ 𝑝$
=𝑛𝑝 − 𝑛𝑝$
= 𝑛𝑝(1 − 𝑝)
∎