TOTAL 100 MARKS

MST470S MEMO FISA

QUESTION 1 [15 marks]

Let X be a random variable having the following probability mass function (p.m.f ).

 cx2 for x = 0, 1, 2, 3, 4
60
fX (x) =
0 otherwise
i) [3 marks] Determine the value of c.

Answer: The total probability adds up to 1. Thus we have

h i h i
1 4 9 16 30
c 0+ 30
+ 60
+ 60
+ 60
= 1 which implies that c 60
leading to c = 2.

ii) [8 marks] Find the cumulative distribution of X.

Answer:
P
FX (x) = t≤x fX (t)

We can see that FX (x) = 0 for x ≤ 0 and FX (x) = 1 for x > 4. Otherwise,

x x
x
" #
X 1 X X t2
x(x + 1)(2x + 1) [x(x + 1)(2x + 1)]
FX (x) = fX (t) = = =
t=1 t=1 30 30 t=1 6 180
We now have

0

 if x ≤ 0
[x(x+1)(2x+1)]
FX (x) =  180
if 1 ≤ x ≤ 4


1 otherwise
√
iii) [4 marks] Derive the probability mass function of Y = X.

Answer:

X = Y2
gY (y) = fX (y 2 )
((y 2 )2
=
30
Thus,
 4 √ √
y for y = 0, 1, 2, 3, 2.
30
gY (y) ==
0 otherwise

1
QUESTION 2 [37 marks]

Suppose that the random variables X and Y have a joint density function given by

c(2x + y) if 2 < x < 6, 0 < y < 5
fX,Y (x, y) = 
0 otherwise
i) [4 marks] Find The value of the constant c.

Answer: The total probability is given by

" #5
Z 6 Z 5 Z 6 y2
c(2x + y)dydx = c 2xy + dx
x=2 y=0 x=2 2 0
Z 6
25
 
= c 10x + dx
x=2 2
25 6
 
2
= c 5x + x
2 2
= c [180 + 75 − 20 − 25]
= c [160 + 50]

Since the total probability is equal to 1. Thus, c = 1/210.

ii)[5 marks] Determine P (X + Y > 4) and show a sketch of the required probability.

Answer:
ZZ
P (X + Y > 4) = f (x, y)dxdy
R

where R is the shaded region in the figure below. Note that is convenient to write
ZZ
P (X + Y > 4) = 1 − P (X + Y ≤ 4) = 1 − f (x, y)dxdy
R0

where R0 is the cross-hatched region of figure below.

2
We now have:

1 Z 4 Z 4−x
P (X + Y ≤ 4) = (2x + y)dydx
210 x=2 y=0
1 Z4 y2
= [2xy + ]4−x dx
210 x=2 2 0
1 Z4 (4 − x)2
= [2x(4 − x) + ]dx
210 x=2 2
1 Z 4
1
= [8x − 2x2 + (16 − 8x + x2 )]dx
210 x=2 2
1 2 x3
= [4x2 − x3 + 8x − 2x2 + ]42
210 3 6
1 2 1 3 4
= [2x − x + 8x]2
210 2
1 12 2
= [(32 − 32 + 32) − (8 − 4 + 16)] = =
210 210 35
Thus,
33
P (X + Y > 4) = .
35
iii) [5 marks] Find E(X).

Answer:

3
 1 Z6 Z5 1 Z6 Z5
E(X) = x(2x + y)dydx = (2x2 + xy)dydx
210 x=2 y=0 210 x=2 y=0
1 Z6 1 2 5
 
2
= 2x y + xy dx
210 x=2 2 0
1 Z6 25
= (10x2 + x)dx
210 x=2 2
1 10 3 25 2 6
 
= x + x
210 3 4 2
!
1 8(10)
= 720 + 225 − − 25
210 3
1 2680
 
=
210 3
268
= = 4.2540
63
iv) [5 marks] Find E(Y ).

Answer:

1 Z6 Z5 1 Z6 Z5
E(Y ) = y(2x + y)dydx = (2xy + y 2 )dydx
210 x=2 y=0 210 x=2 y=0
1 Z6 1 5
 
= xy 2 + y 3 dx
210 x=2 3 0
1 Z 6
125
= (25x + )dx
210 x=2 3
6
1 25 2 125

= x + x
210 2 3 2
1 250
 
= 450 + 250 − 50 −
210  3
1 1700

=
210 3
170
= = 2.6984
63

v) [8 marks] Determine the covariance of X and Y and comment on the relationship be-
tween them.

Answer:

4
 1 Z6 Z5 1 Z6 Z5
E(XY ) = xy(2x + y)dydx = (2x2 y + xy 2 )dydx
210 x=2 y=0 210 x=2 y=0
1 Z6 1 3 5
 
2 2
= x y + xy dx
210 x=2 3 0
1 Z6 125
= (25x2 + x)dx
210 x=2 3
1 25 3 125 2 6
 
= x + x
210 3 6 2
1 200 250
 
= 1800 + 750 − −
210  3 3
1 7200

=
210 3
240 80
= = = 11.4287
21 7

Cov(XY ) = 11.4287 − (4.2540)(2.6984) = −0.0503.

There exists a negative correlation between X and Y .

vi) [5 marks] Derive the marginal probability density function of X.

Answer:

1 Z5
gX (x) = (2x + y)dy
210 0
" #5
1 y2
= 2xy +
210 2 0
1 25
 
= 10x +
210 2
(4x + 5)
=
84
Thus,

 (4x+5) if 2 < x < 6.
84
gX (x) =
0 otherwise
vii) [5 marks] Derive the conditional probability density function of Y given that X = 1.

5
Answer:

fX,Y (1, y)
νY |X (y|1) =
gX (1)
(2+y)
210
= 9
84

Thus,

(2+y)
 210 if 0 < y < 5.

9
νY |X (y|1) = 84
0

otherwise
QUESTION 3 [14 marks]

i) [8] (a) Let RX (t) = ln MX (t), show from the definition of moment generating function
0 00
that RX (0) = µ and RX (0) = σ 2 . (b) Find the mean and the variance of a random variable
X having the moment-generating function
1 t
MX (t) = e 2 (e −1) .
Answer:
a) By definition of MGF, we have that: MX0 (0) = µ, MX00 (0) = σ 2 + µ2 and MX (0) = 1.
Proof.

0 MX0 (t)
RX (t) =
MX (t) 1/2

0 MX0 (0)
RX (0) =
MX (0)
0 µ
RX (0) = = µ 1/2
1

00 MX00 (t)MX (t) − MX0 (t)MX0 (t) 1/2

RX (t) =
(MX (t))2
00 MX00 (0)MX (0) − MX0 (0)MX0 (0)
RX (0) =
(MX (0))2
00 (σ 2 + µ2 )1 − µ × µ
RX (0) =
12
00
RX (0) = σ 2 1/2

6
 1 t
b) Now, we find the mean and variance of MX (t) = e 2 (e −1) as follows:
Mean µ

1 t 1 (et −1)
MX0 (t) = e e2
2
1 0 1 (e0 −1)
MX0 (0) = e e2
2
1
MX0 (0) = µ =
2
Variance σ 2

1 t 1 (et −1) 1 t 1 t 1 (et −1)

MX00 (t) = e e2 + e e e2
2 2 2
1 1 0 1 1 1 0
MX00 (0) = e0 e 2 (e −1) + e0 e0 e 2 (e −1)
2 2 2
1 1
MX00 (0) = +
2 4
Note that since MX00 (0) = σ 2 + µ2 and µ = 12 , we deduce that

1 1
σ 2 + µ2 = +
2 4
 2
1 1 1 1
σ2 = + − = .
2 4 2 2
ii) [6 marks] If X ∼ a discrete uniform(k), show that the mean and variance of X are
2
respectively (k+1)
2
and (k 12−1) .

Answer:

X
E(X) = xfX (x; k)
x∈ω
k
" #
1X 1 k(k + 1) k+1
= x= =
k x=1 k 2 2
E(X 2 ) = x2 fX (x; k)
X

x∈ω
" #
X 1 k(k + 1)(2k + 1)
2
= x =
x∈ω k 6

7
 " # !2
2 2 (k + 1)(2k + 1) k+1
Var(X) = E(X ) − (E(X)) = −
6 2
" # " #
2k + 1 k + 1 4(2k + 1) − 6(k + 1)
= (x + 1) − = (x + 1)
6 4 24
" #
8k + 4 − 6k − 6
= (k + 1)
24
" #
2k − 2 (k − 1) k2 − 1
= (k + 1) = (k + 1) = .
24 12 12

QUESTION 4 [11 marks]

i) [5 marks] In a certain town city, 20% of individuals prefer vaccine candidate A, 35%
for vaccine candidate B, and the remaining have no preference. You randomly sample 20
eligible for vaccination. What is the probability that 5 will prefer vaccine candidate A, 7
will prefer vaccine candidate B, and the remaining will have no preference?

Answer: Let Xa be the number of individuals for candidate A in the n sample and Xb be
the number of individuals for candidate B.

Then (Xa , Xb ) ∼Multinomial (n, 0.20, 0.35). Thus,

20!
P r(Xa = 5 ∩ Xb = 7) = (0.20)5 (0.35)7 (0.45)8 = 0.03454.
5!7!8!
ii) [6 marks] An empirical observation of a random variable having a binomial distribution
is used to test the null hypothesis p = 0.45 against the alternative hypothesis ρ < 0.45.
Let X be the number of successes in a random sample of size 12. The researchers decide
to reject the null hypothesis if X ≤ 2. Determine the type I error probability of this test.

Answer:

α = P (X ≤ 2|p = 0.45)
2
!
12
(0.45)k (0.55)12−k
X
=
k=0 k
! ! !
12 12 12
= (0.45)0 (0.55)12 + (0.45)1 (0.55)12−1 + (0.45)2 (0.55)12−2
0 1 2
= 0.04214

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QUESTION 5 [12 marks]

If X1 , X2, ..., Xn are a random sample from a geometrically distributed population with
parameter p, find an estimator for p using
i) [5 marks] The method of moments.

Answer:
We have µ01 = E(Xi ) = p1 . Thus,

1
m01 = x̄ =
p
1
p =
x̄
Thus our estimator is p̂ = x̄1 .

ii) [7 marks] The method of maximum likelihood

Answer:

L(p) = Πni=1 fxi (xi ; p) = Πni=1 pk (1 − p)xi −1

Pn
= pn (1 − p) i=1 (xi −n) = pn (1 − p)nx̄−n
log L(p) = n log p + n(x̄ − n)log(1 − p)
d log L(p) n n(1 − x̄)
= + =0
dp p 1−p
n(1 − p) + np(1 − x̄)
= 0
p(1 − p)
n − np + np − npx̄
= 0
p(1 − p)
1 − px̄ = 0 provided that p 6= 0 and p 6= 1
1
p =
x̄
Thus the method of maximum likelihood yields the same estimate as the method of mo-
ments .in this case. Exercise.

QUESTION 6 [11 marks]

If X is a continuous
 random variable having the probability density function
2xe−x2 for x > 0
fX (x) =
0 otherwise

9
[4 marks] i) Verify the requirements of probability density function.

Answer:
R∞
It is clear that fX (x) ≥ 0 for x > 0. We need to check also that −∞ fX (x) = 1. It follows
thatR
∞ −x2
= 0∞ eu du if we let u = x2 , then du = 2xdx.
R
0 2xe

R∞
We have 0 e−u du = [−e−u ]∞
0 = [−e
−∞
+ e0 ] = [0 + 1] = 1.

[4 marks] ii) Apply the cumulative distribution technique to find the probability distribu-
tion of Y = X 2 .

Answer:

GY (y) = P (Y ≤ y)
= P (X 2 ≤ y)
√
= P (X ≤ y)
√
Z y 2
= 2xe−x dx
0

Integration by substitution follows that: u = x2 , du = 2xdx as in i) which also implies

squaring the bounds of integration.

Z y
GY (y) = e−u du
0
= [−e−u ]y0
= 1 − e−y

We have gY (y) = dGdy

Y (y)
= e−y .
Thus,
e−y for y > 0 1/2


gY (y) =
0 otherwise 1/2

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