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Homework 5 Solution
Homework 5 Solution
Problem 3: [1, Exercise 4.12] If a dealers profit, in units of 5000, on a new auto-
mobile can be looked upon as a random variable X having the density function
2(1 − x), 0 < x < 1,
f (x) =
0, elsewhere
1
Find the average profit per automobile.
Solution: Z 1 Z 1
E(X) = xf (x)dx = 2x(1 − x)dx
0 0
1 1
x2 x3
Z
=1
2
=2 (x − x )dx = 2 −
0 2 3
0 3
Therefore:
For a laboratory assignment, if the equipment is working, the density function of the
observed outcome X is
2(1 − x), 0 < x < 1,
f (x) =
0, otherwise
2
+∞ 1 1 1
x3 x4
Z Z Z
=1
2 2 2 2 3
E(X ) = x f (x)dx = 2 x (1−x)dx = 2 (x −x )dx = 2 −
−∞ x=0 x=0 3 4
0 6
2
2 1 1 2 1 1 1
V ar(X) = E(X ) − [E(X)] = − = − =
6 3 6 9 18
Z +∞ Z y y
f (y) = f (x, y)dx = 2dx = 2y = 2y
−∞ x=0 0
Z +∞ Z 1 3 1
y =2
E(Y ) = yf (y)dy = 2 y 2 dy = 2
−∞ y=0 3 0 3
Z +∞ Z 1 1
2 2 3 y 4 1
E(Y ) = y f (y)dy = 2 y dy = =
−∞ y=0 2 0 2
2
1 2 1 4 1
V ar(Y ) = E(Y 2 ) − [E(Y )]2 = − = − =
2 3 2 9 18
Z +∞ Z ∞ Z y Z 1
E(XY ) = xyf (x, y)dxdy = 2 xydxdy
−∞ −∞ x=0 y=0
Z 1
y 1 Z 1 4
2 3 y 1
= xy
dy = y dy = =
y=0 x=0 y=0 4 0 4
1 1 2 1
Cov(X, Y ) = E(XY ) − E(X)E(Y ) = − =
4 3 3 36
Cov(X, Y )
⇒ Cor(X, Y ) = p(X, Y ) =
σx σy
Cov(X, Y ) 1/36 1/36 1
=p p =p p = =
V ar(X) V ar(Y ) 1/18 1/18 1/18 2
Problem 7:[1, Exercise 4.36] Suppose that the probabilities are 0.4, 0.3, 0.2, and 0.1,
3
respectively, that 0, 1, 2, or 3 power failures will strike a certain subdivision in any given
year. Find the mean and variance of the random variable X representing the number
of power failures striking this subdivision.
Solution:
x = {0, 1, 2, 3}
f (x) = {0.4, 0.3, 0.2, 0.1}
X
E(X) = µ = xf (x) = (0)(0.4) + (1)(0.3) + (2)(0.2) + (3)(0.1) = 1
x
X
E(X 2 ) = x2 f (x) = (02 )(0.4) + (12 )(0.3) + (22 )(0.2) + (32 )(0.1) = 2
x
⇒ σ 2 = E(X 2 ) − [E(X)]2 = 22 − 12 = 1
σZ2 = σ−2X+4Y
2 2 2 2 2
−3 = (−2 )σX + (4 )σY = (4)(5) + (16)(3) = 68
4
Problem 11: [2, Section 4.1, Exercise 8]
Suppose that X and Y have a continuous joint distribution for which the joint p.d.f. is
as follows:
12y 2 , 0 ≤ y ≤ x ≤ 1,
f (x, y) =
0, otherwise.
Find the value of E(XY ).
Solution: Z 1 Z x Z 1 Z x
2
E(XY ) = xy12y dxdy = 12 xy 3 dxdy
x=0 y=0 x=0 y=0
1
x Z 1 1
xy 4 x6
Z
5 1
= 12 dx = 3 x dx = =
x=0 4 y=0
x=0 2 0 2
5
By matching this expression for ψ(t) with the given expression, it can be seen that X
can only take 3 values 1,4 and 8.
Therefore:
1 2 2
f (1) = , f (4) = , f (8) =
5 5 5
6
References
[1] Walpole, R. E., Myers, R. H., Myers, S. L. and Ye, K., Probability &
Statistics for Engineers & Scientists, 9th ed., MA, USA: Prentice-Hall, 2012.
[2] DeGroot, M. H. and Schervish, M. J., Probability and Statistics, 4th ed., MA,
USA: Pearson Education, Inc., 2012.