INTERMEDIATE MATHEMATICAL STATISTICS I

HOMEWORK 4

Assigned September 13, 2022, due September 20, 2022

This homework pertains to materials covered in Lecture 7 and 8. The
assignment can be typed or handwritten, with your name on the document,
and with properly labeled computer output for those problems that require
computer simulations. To obtain full credit, please write clearly and show
your reasoning. If you choose to collaborate, the write-up should be your
own. Please show your work! Upload the file to the Week 4 Assignment on
Canvas or hand it in before class.
Problem 1 (10 points). Problem 2.2 of Casella & Berger.
Problem 2 (10 points; Weibull distribution). Let X denote a random vari-
able with CDF
FX (x) = 1 − exp(−x), x > 0.
Let Y = X 1/θ where θ > 0. Find the CDF and PDF of Y .
Problem 3 (10 points). Problem 2.3 of Casella & Berger.
Problem 4 (10 points). Let X be a real-valued random variable (i.e., one-
dimensional random variable) with PDF p. Find the PDF of Y = |X|.
Problem 5 (5 points). Problem 2.6 of Casella & Berger.
Problem 6 (15 points). Problem 2.7 of Casella & Berger.
Problem 7 (10 points). Problem 2.9 of Casella & Berger.
Problem 8 (10 points). Suppose X = (X1 , X2 ) has PDF
p(x1 , x2 ) = x−2 −2
1 x2 , x1 > 1, x2 > 1.
Find the PDF of X1 X2 .
Problem 9 (12 points). Let X1 and X2 denote independent, real-valued
random variables with absolutely continuous distributions with PDFs p1
and p2 , respectively. Let Y = X1 /X2 . Prove that Y has PDF
Z ∞
pY (y) = |z|p1 (zy)p2 (z)dz.
−∞

Problem 10 (8 points). Let X1 , X2 denote independent random variables

such that Xj has an absolutely continuous distribution with density function
λj exp(−λj x), x > 0,
j = 1, 2, where λ1 > 0 and λ2 > 0. Find the density of Y = X1 /X2 .
1
 INTERMEDIATE MATHEMATICAL STATISTICS I HOMEWORK 4 2

Problem 11 (Bonus 10 points). Let X denote a random variable with a

PDF:
 d1 /2  −(d1 +d2 )/2
1 d1 d1
fX (x) =   x d1 /2−1
1+ x 1(x > 0),
B d21 , d22 d2 d2

in which 1(·) is the indicator function, B(·, ·) is the Beta function, and
d1 , d2 > 0 are fixed positive constants.
Find the PDF of
d1 X
Y = .
d2 1 + (d1 /d2 )X