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This document contains the instructions for homework 3 for STAT 410. It includes 11 problems involving probability distributions, random variables, and multivariate normal distributions. Students are asked to find probabilities, probability density functions, expected values, and complete other calculations related to random samples, bivariate and multivariate normal distributions, and functions of random variables. Supporting work is required and the assignment is due on Friday, October 7 by 3PM.

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197 views3 pages

410Hw03 PDF

This document contains the instructions for homework 3 for STAT 410. It includes 11 problems involving probability distributions, random variables, and multivariate normal distributions. Students are asked to find probabilities, probability density functions, expected values, and complete other calculations related to random samples, bivariate and multivariate normal distributions, and functions of random variables. Supporting work is required and the assignment is due on Friday, October 7 by 3PM.

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Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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STAT 410 Homework 3

(due Friday, October 7, by 3PM)


Please include your name ( with your last name underlined ) and your NetID
at the top of the first page.
No credit will be given without supporting work.
1 - 2. Dick and Jane have agreed to meet for lunch between noon (0:00 p.m.)
and 1:00 p.m. Denote Janes arrival time by X, Dicks by Y , and suppose X
and Y are independent with probability density functions fX (x) = 3x2 for
0 x 1, and fy (y) = 2y for 0 y 1.
1. a) Let T1 denote the arrival time of the person who arrives first. Find the
p.d.f. of T1 .
b) Let T2 denote the arrival time of the person who arrives second. Find the
p.d.f. of T2 .
c) What is the expected amount of time that the one who arrives first must
wait for the person who arrives second?
2. Let W denote the waiting time, the time that the person who arrives first
must wait for the person who arrives second. Find the p.d.f. of W , fW (w).
Suggestion: Find 1 - FW (w) = P (W > w) = P (|X Y | > w), 0 < w < 1.
3. Let X1 , X2 , X3 , X4 , X5 be a random sample (i.i.d) from an exponential
distribution with pdf f (x) = ex for x > 0.
a) Let Y2 be the second smallest in the sample. Find P [Y2 = X4 ].
b) Find the p.d.f. of Y2 .
c). Find P [Y2 > 1].
4. Let X1 , X2 , X3 , X4 , X5 be a random sample (i.i.d.) of size n = 5 from the
distribution with probability density function f (x) = 3x2 , 0 < x < 1, zero
otherwise.
a) Find P (max Xi < 0.87).
b) E(max Xi ).
c) Find P (min Xi < 0.65).
5. Let X1 and X2 be independent random variables with probability density
functions f1 (x) = 3x2 for 0 < x < 1, and f2 (x) = 2(1 x) for 0 < x < 1.
a) Let Y1 = min(X1 , X2 ). Find P (Y1 < 0.60).
1

b) Let Y2 = max(X1 , X2 ). Find P (Y2 < 0.60).


c) Find E(Y2 ).
6. Let X1, X2 , X3 , be i.i.d. with probability mass function p(k) =
1, 2, 3, 4.
a) Find the probability mass function of Y3 = max(X1 , X2 , X3 ).
b) Find the probability mass function of Y1 = min(X1 , X2 , X3 ).

k
,
10

k=

7. For a freshman at a particular college, let X be the students ACT mathematics score and Y be the students ACT verbal score. Assume that X and
Y have a bivariate normal distribution with x = 25.2, x = 3.2, y = 24.6,
y = 4.1, and = 0.64.
a) Find P [Y > 27].
b) Find P [Y > 27|X = 30].
c) Find P [X > Y ].

8. Every month, the government of Neverland spends X million dollars


purchasing guns and Y million dollars purchasing butter. Assume X and
Y jointly follow a bivariate normal distribution with parameters X = 370,
X = 50, Y = 270, Y = 40, = 0.80.
a) Find the probability that more than 250 million was spent on butter during
a particular month. That is, find P (Y > 250).
b) Suppose the government of Neverland spent 450 million dollars on guns
during a particular month. Find the probability that more than 250 million
was spent on butter during the same month. That is, find P (Y > 250|X =
450).
c) Suppose the government of Neverland spent 250 million dollars on butter
during a particular month. Find the probability that more than 450 million
was spent on guns during the same month. That is, find P (X > 450|Y =
250).
9. (8 continued)
d) Find the probability that the government of Neverland spends more on
guns than on butter during a given month. That is, find P (X > Y ).
e) Find the probability that the government of Neverland spends more on
guns than twice the amount it spends on butter during a given month. That
is, find P (X > 2Y ).
2

f) Find the probability that the government of Neverland exceeds the 700million spending limit during a given month. That is, find P (X + Y > 700).
10-11. Let X = (X1 , X2 , X3 )T be a multivariate normal random
vector with
1 0.5 0.5
T

mean vector = (1, 0, 2) and variance-covariance matrix = 0.5 1 0.5


0.5 0.5 1
10.
a) Let W = X1 X2 + X3 . Find E[W ].
b) Find V ar(W ).
11.
c) Find P [W > 4].
d) Let U = 2X1 X2 + X3 . Find P [W > U ].

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