MathStat HW3 Answer

MathStat HW3
SKIML lab
2023 fall
1 PDF
Let X have probability density function :

1/4
 0<x<1
f (x) = 3/8 3<x<5

0 otherwise

(a) Find the cumulative distribution function of X.




 0 x≤0
1/4x 0<x≤1



FX (x) = 1/4 1<x≤3

1/4 + 3/8(x − 3)

 3<x≤5


1 x>5
(b) Let Y=1/X. Find the probability density function fY (y) for Y.
Hint: Consider three cases: 51 ≤ y ≤ 13 , 13 ≤ y ≤ 1, and y ≥ 1.
FY (y) = P (Y ≤ y) = P (1/X ≤ y) = P (X ≥ 1/y)

= 1 − P (X ≤ 1/y) = 1 − FX (1/y)

2
3/(8y ) 1/5 < y < 1/3

fY (y) = 1/(4y 2 ) y > 1

0 otherwise

2 PMF CDF
In a classroom, there are 8 children, 3 of whom are boys and 5 are girls. If you
randomly select 2 children from the class, let X denote the random variable
1
representing the number of boys chosen. Calculate the cumulative distribution
function (CDF) for X.
P(X=0)=10/28, P(X=1)=15/28, P(X=2)=3/28


 0 x<0

10/28 0 ≤ x < 1
FX (x) =


 25/28 1 ≤ x < 2
1 x≥2

3 Binomial
(True or False) If a binomial random variable X has a large sample size n, then
sample distribution of X is close to a Poisson distribution in general.
false
4 Poisson
(True or False) Sum of two Poisson random variables always follows Poisson
distribution, even if they don’t have the same expected value (λ).
true
5 Conditional
Let X and Y denote the lengths of life, in years, of two components in an
electronic system. Given that the joint density function of these variables as
(
e−(x+y) x > 0, y > 0
f (x, y) =
0 otherwise
, find P(0 < X < 1 | Y=2).
marginal distributions : fX (x, y) = e−x , fY (x, y) = e−y

X and Y are independent. 1 − e(−1)
6 Transformation of RV
Let X and Y be independent random variables, and suppose that each follows
a Uniform(0,1) distribution. Let Z=min{X, Y}. Calculate fZ (0.75).
X and Y are independent.

FZ (z) = P (Z ≤ z) = 1 − P (Z ≥ z) = 1 − P (X ≥ z)P (Y ≥ z)
fZ (0.75) = 0.5
2
7 Expectation & Variance
Let X be a random variable with E(X) = 1, V (X) = 5. Find:
(a) E[(1 + X)2 ]
(b) V (4 + 3X).
(9, 45)
8 Moment Generating Function

Let X and Y be random variables, where their moment generating functions
ψX and ψY are given by:
t
−2 1 1
ψX (t) = e2e , ψY (t) = ( et + )8
2 2
, respectively. Assuming that X and Y are independent, solve the problems (a),
(b), and (c). You may use the following facts:
1. e0 = 1
2. ex × ey = ex+y
dex
3. the derivative of ex is equal to itself, namely, dx = ex .
(a) E[X]
(b) E[XY 2 ]
(c) V (X + Y )
(a, b, c) = (2, 36, 4)
9 Expectation & Binomial Random Variable

The following gambling game, known as the wheel of fortune (or chuck-a-luck),
is quite popular at many carnivals and gambling casinos: A player bets on one
of the numbers 1 through 6. Three dice are then rolled, and if the number bet
by the player appears i times, i = 1, 2, 3, then the player wins i units; if the
number bet by the player does not appear on any of the dice, then the player
loses 1 unit. (Actually, the game is played by spinning a wheel that comes to
rest on a slot labeled by three of the numbers 1 through 6, but this variant is
mathematically equivalent to the dice version.)
(a) Let X be a gain unit of player for a bet, i.e., the value of X can take
{−1, 1, 2, 3}. Find E(X).
3
(b) Is this game favorable to the player? Write your answer at the view of your
solution (a).
17
E(X) = − 216 . Not favorable
10 Properties of Expectation & Variance

In year of 2123, the human race finally found a planet where life existed. A
race called the Na’vi has inhabited the planet, which consisted of two tribes,
Omatikaya and Matkaina. Human researchers found that the height of Omatikaya
tribe has expectation 215 and variance 9, and the height of Matkaina tribe has
expectation 195 and variance 25. Researchers assumed that the numbers of
Omatikaya and Matkaina are the same. Solve the following questions.
(a) Compute the variance of the Na’vi’s height.
Through further explorations, the human researchers found that the numbers
of two tribes are different: Omatikaya tribe comprises 60% of Na’vi. Solve the
following questions with this new information.
(b) Compute the expectation of Na’vi’s height.
(c) Compute the variance of Na’vi’s height.
(a, b, c) = (117, 207, 111.4)

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MathStat HW3

(a) Find the cumulative distribution function of X.

FY (y) = P (Y ≤ y) = P (1/X ≤ y) = P (X ≥ 1/y)

, find P(0 < X < 1 | Y=2).

marginal distributions : fX (x, y) = e−x , fY (x, y) = e−y

X and Y are independent.

8 Moment Generating Function

(a, b, c) = (2, 36, 4)

9 Expectation & Binomial Random Variable

10 Properties of Expectation & Variance

(a) Compute the variance of the Na’vi’s height.

(b) Compute the expectation of Na’vi’s height.

(c) Compute the variance of Na’vi’s height.

(a, b, c) = (117, 207, 111.4)

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