STA1503/202/2/2013

Tutorial Letter 202/2/2013

Distribution Theory I
STA1503

Semester 2

Department of Statistics

SOLUTIONS TO ASSIGNMENT 2

BAR CODE

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Question 1

Let Y D the measured resistance of a randomly selected wire.

(a)

0:12 0:13 0:14 0:13

P .0:12 Y 0:14/ D P Y
0:005 0:005
D P. 2 Y 2/

D 1 2P .Y 2/

D 1 2 0:0228
D 0:9544

(b) Let X be the number of wires that do not meet specifications. Then X is binomial with n D 4
and p D 0:09954.

4
P .X D 4/ D .0:09954/4 .1 0:09954/0
4
D .0:09954/4
D 0:8297

Question 2

Given a random variable with probability density function f .x/ D ce 2x for x > 0:

(a) The value of c can be obtained as follows:

Z1 h c i1
2x 2x c
ce dx D 1 ) e D1) D 1 ) c D 2:
2 0 2
0

(b) The cumulative distribution function, F.x/, of X is

8
< 0;
Z t if X 0
F.x/ D x
: 2e 2t dt D e 2t 0 D 1 e 2x ; if x > 0:
0

Z4
(c) P.2 < X < 4/ D 2e 2x d x D e 2x 4 D e 8 Ce 4 D 0:01798:
2
2

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Z1
(d) P.1=2 < X < 1/ D 2e 2x d x D e 2x 1 De 1 e 2 D 0:2325:
1=2
1=2

Question 3

We have a gamma distribution with D 3 and D 2 . Then, the loss L D 30Y C 2Y 2 , so

E.L/ D E 30Y C 2Y 2

D 30E Y / C 2E.Y 2

Now use V .Y / D E.Y 2 / [E.Y /]2

2
Gamma; D E.Y 2 / [ /]2

E.Y 2 / D .3/ .2/2 C [.3/ .2//]2 D 48

E.L/ D 30 .6/ C 2 12 C 62

D 276

V .L/ D E.L 2 / [E.L/]2

D E.900Y 2 C 129Y 3 C 4Y 4 / .276/2

Z1
3 y3 y2 y
E.Y / D e 20 dy
23 0 .3/
0
Z1
y5 y
D e 20 dy D 480
16
0
Z1
y4 y2 y
E.Y 4 / D e 20 dy
23 0 .3/
0
Z1
y6 y
D e 20 dy D 5760
16
0

V .L/ D E.900Y 2 C 129Y 3 C 4Y 4 / .276/2

D 900.48/ C 129.480/ C 4 .5760/ 2762

D 47 664

3
Question 4

Z1
2
E.Y / D y 2 f .y/dy
1
Z1 " #
1 .1 1
y y/
D y2 dy
B. ; /
0
Z1
1 C1 1
D y .1 y/ dy
B. ; /
0
B . C 2; /
D
B. ; /
0 . C 2/ 0 . / 0 . C /
D
0 . C C 2/ 0 . / 0 . /
. C 1/ 0 . C 1/ 0 . / 0. C /
D
. C C 1/ 0 . C C 1/ 0 . / 0 . /
. C 1/ 0 . / 0 . / 0. C /
D
. C C 1/ . C / 0 . C / 0 . / 0 . /
. C 1/
D
. C C 1/ . C /

V .Y / D E.Y 2 / [E.Y /]2

2
. C 1/
D
. C C 1/ . C / . C /
. C 1/ . C / 2 . C C 1/
D
. C C 1/ . C /2
. C 1/ . C / 3C 2 C 2
D
. C C 1/ . C /2
3C 2C C 2 3C 2 C 2
D
. C C 1/ . C /2
D
. C C 1/ . C /2

Question 5

P.40 < X < 60/ D P. 10 < X 50 < 10/ D 1 P.jX 50j 10/
25
D 1 P.jX 50j 10/ D 1 D 0:75
102

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Question 6

(a)

Z1 Z1
.y1 Cy2 /
P.Y1 < 1; Y2 > 5/ D e dy2 dy1
0 5
Z1 Z1
y1 y2
D e e dy2 dy1
0 5
2 3
Z1 Z1
D e y1 4 e y2
dy2 5 dy1
0 5
Z1
y1 y2 1
D e e 5
dy1
0
Z1
y1 5
D e 0Ce dy1
0
Z1
5 y1
D e e dy1
0
1
5 y1 /
D e e
0
5 1
D e e C e0
5 1
D e 1 e
D 0:00426

5
 (b)

P.Y1 C Y2 < 3/ D P.Y1 < 3 Y2 /

2 3
Z3 3Z y2
6 7
D 4 e .y1 Cy2 / dy1 5 dy2
0 5
2 3
Z3 3Z y2
6 .y1 Cy2 / 7
D 4 e dy1 5 dy2
0 5
2 3
Z3 3Z y2
y2 6 y1 7
D e 4 e dy1 5 dy2
0 0
Z3
y2 y1 3 y2
D e e j0 dy2
0
Z3
y2
D e e y2 3
C e0 dy2
0
Z3
y2 3 Cy2
D e 1 e e dy2
0
Z3 h i
y2 3
D e e dy2

h0 i
y2 3
D e e y2 j30
h i
3 3
D e 3e . 1 0/
3
D 4e C1

Question 7

1 1
Z2 Z2
1
(a) F. ; 12 / D 30y1 y22 dy2 dy1
2
0 y 1
9
D
16

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1
(b) F. 12 ; 1/ D F. ; 2/
2
1
D P.Y1 ; Y2 2/
2
1 1 1 1
D P.Y1 ; Y2 C P.Y1 ; Y2 > //
2 2 2 2
1 4 9 13
F. ; 1/ D C D
2 16 16 16

1Z y1

(c) f 1 .y1 / D 30y1 y22 dy2

y1 1
D 20.1 y1 /2 ; 0 y1 1
This marginal density must be constructed in two parts

8 9
>
< 1Cy
Z 2 >
=
(d) f 2 .y2 / D 30y1 y22 dy1 D 15y2 .1 C y2 / 1 y2 0
>
: >
;
8 0 9
>
< 1Z y2 >
=
D 30y1 y22 dy1 D 5y2 .1 y2 /0 y2 1
>
: >
;
0

3 2 3;
(e) f .y2 =y1 / D y .1 y1 / for y1 1 y2 1 y1
2 2

Question 8

F[ .u/ D P.[2 u/
D P.3 y u/
D P.Y 3 u/
D 1 FY .3 u/
1
D 1 .3 u/3
2
3
Thus , f u 2 .u/ D F 0 [2 .u/ D .3 u/2 ; 2 u 4
2