STA1503/103/3/2013

Tutorial Letter 103/3/2013

Distribution Theory I
STA1503

Semesters 1 & 2

Department of Statistics

Trial Examination Paper

1. Trial Examination Paper Questions

2. Trial Examination Paper Solutions

BAR CODE

university
Learn without limits. of south africa
1 Trial Examination Paper Questions

SECTION A
QUESTION 1

If A and B are such that P.A/ D 0:25; P.B/ D 0:35 and P.A [ B/ D 0:5, find

(a) P.A \ B/

(b) P.A [ B/

(c) P.A \ B/

(d) P.A j B/

QUESTION 2

If A and B are independent events with P.A/ D 0:55; and P.B/ D 0:25, find

(a) P.A \ B/

(b) P.A [ B/

(c) P.A [ B/

(d) P.A \ B/

(e) P.A j B/

QUESTION 3

A diagnostic test for a disease is such that it detects the disease in 80% of the individuals who
actually have the disease. Also, if the person does not have the disease, the test will report that
he/she does not have it with a probability of 0:9. Only 2% of the population has the disease in
question. If a person is chosen at random from the population and the diagnostic test indicates
that she has the disease, what is the conditional probability that she does, in fact, have the disease?
Hint: Use a probability tree.

QUESTION 4

A population of voters contains 42% opposition voters and 58% voters for the ruling party. A survey
showed that 30% of the opposition and 70% of the ruling party favour an election issue. A person
chosen at random from this population is found to favour the issue in question. Find the conditional
probability that this person is from the ruling party.

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QUESTION 5

A study of the residents of a region showed that 15% were smokers. The probability of death due
to lung cancer, given that a person smoked, was eight times the probability of death due to lung
cancer, given the person did not smoke. If the probability of death due to lung cancer in the region
is 0:005, what is the probability of death due to lung cancer given that the person is a smoker?

SECTION B
These questions are on the contents of Chapter 3: Discrete random variables and their proba-
bility distributions

QUESTION 1

Each of four bulbs are randomly placed into four boxes. Find the probability distribution for Y D the
number of empty boxes.

QUESTION 2

To verify the accuracy of their accounting entries, a company uses auditors for verification on a
regular basis. The companys employees make erroneous entries 8% of the time. Suppose that an
auditor randomly checks four entries.

(a) Find the probability distribution for Y , the number of errors detected by the auditor.

(b) Construct a probability histogram for p .y/ :

(c) Find the probability that the auditor will detect more than one error.

QUESTION 3

The probability distribution for a random variable Y is given below.

Probability distribution for Y

y p.y/
1
2
4
1
3
8
3
4
8
1
5
4
Find the mean, variance and standard deviation of Y:

3
QUESTION 4

Let Y be a random variable with p.y/ given in the accompanying table

y 1 2 3 4
p .y/ 0:4 0:1 0:3 0:2

(a) Find the mean and standard deviation for Y:

(b) Find E Y 2 1
2
(c) Find E Y

(d) What is the probability that the value of Y falls within 2 standard deviations of the mean?

QUESTION 5

A multiple-choice examination has 25 questions, each with five possible answers, only one of which
is correct. Suppose that one of the enrolled students could not study at all writes the examination
and answers each of the questions with an independent random guess. He imagines that the
probability of passing should be very small, but hopes that he will get at least 10 questions correct
(giving him the opportunity to write a supplementary examination).

(a) Find this probability of at least 10 correct answers

(b) What is the probability that he answers at least 10 questions correct if he can correctly elimi-
nate two wrong answers for each question and randomly chooses form among the remaining
answers?

(c) How many questions, having 5 alternatives, can he expect to have correct?

(d) Give the range of this expected value by calculating the standard deviation.

QUESTION 6

To promote more effective use of energy usage a company offered discount rates to consumers
who kept their energy usage below a certain established subsidy standard. It was found that 60%
of their customers in a specific region have reduced their electricity usage sufficiently to qualify
for the discounted rates. If four subscribers from that region are randomly selected what is the
probability that

(a) all four qualify for the favourable rates?

(b) at least three qualify for the favourable rates?

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QUESTION 7
Suppose you roll a balanced six-sided die.

(a) What is the probability of getting the first "three" in the 5th roll?

(b) How many times would you expect to roll the die in order to obtain the first "four"?

QUESTION 8

Eight percent of the engines manufactured on an assembly line are defective. If engines are
randomly selected one at a time and tested, find

(a) the probability that the first defective engine will be found on the fifth engine

(b) the expected number of engines that need to be tested in order to find the fist one that is
defective.

QUESTION 9

Tests for indications of asbestos in the lungs of employees at an insulation manufacturer resulted in
four persons with positive indications of asbestos being sent to a medical centre for further testing.
If 45% of the employees have positive indications of asbestos in their lungs, find the probability that
twelve employees must be tested in order to find the four positives to send for further testing.

QUESTION 10

In a small-scale trial five seeds are treated with a fungicide and five seeds are untreated with the
fungicide. Seeds were then planted and the number of emerging plants were counted. If four plants
actually sprouted, what is the probability that

(a) all four plants emerged from treated seeds?

(b) three or fewer emerged from treated seeds?

QUESTION 11

Let Y denote a random variable that has a Poisson distribution with mean D 1:8 Find

(a) P .Y D 4/

(b) P .Y 5/

(c) The expected value of X; where X D 20 2Y Y2

(d) P .Y 3jY 1/

5
QUESTION 12

Recognize the distributions of the random variables that have each of the following moment gen-
erating functions:
4
(a) m.t/ D 0:3et C 0:7
3
2 t 3
(b) m.t/ D e C
5 5
3et
(c) m.t/ D
4 et
(d) m.t/ D e2:5.e 1/
t

QUESTION 13
2 3 4
Let m.t/ D et C e2t C e3t . Find
9 9 9
(a) E .Y / and
(b) V .Y /

QUESTION 14

The number of students attending a discussion forum, Y , has been observed for a long period of
time and found to have a mean of 15 and a standard deviation of 3. The probability distribution of
Y is not known. What can be said about the probability that Y will be greater than 12, but less than
42?

QUESTION 15

For a certain type of soil the number of wireworms per cubic meter has a mean of 121. Assuming a
Poisson distribution of wireworms, give an interval that will include at least 59 of the sample values
of wireworm counts obtained from a large number of 1 cubic meter samples.

SECTION C
These cover Chapter 4 (continuous random variables).

QUESTION 1

A farmer has a 150 liter tank of petrol that is filled at the beginning of each week. His weekly usage
shows a relative frequency behavior that increases steadily up to 100 liters and then levels off
between 100 and 150 liters. If Y denotes weekly usage in hundreds of liters, the relative frequency
of usage can be modelled by
8
< y; 0 y 1
f .y/ D 1; 1 < y 1:5
:
0; elsewhere

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(a) Find the distribution function of Y

(b) P .0:7 Y 1:3/

(c) P .Y 0:2/

(d) P .Y 0:7 j Y 1:3/

(e) Find the mean and the variance of Y .

QUESTION 2

Let the distribution function of a random variable Y be

8
>
> 0; y 0
>
>
>
>
>
> y
>
> ; 0<y<2
>
< 8
F.y/ D
>
> y2
>
> ; 2 y<4
>
>
>
> 16
>
>
>
:
1; y 4

(a) Find the density function of Y

(b) P .1:5 Y 2:5/

(c) P .Y 1:8/

(d) P .Y 1:5 j Y 2:5/

(e) Find the mean and the variance of Y:

QUESTION 3

Daily total solar radiation for a specified location in Kwa-Zulu Natal in June has probability density
function
8
> 3
< .7 y/2 ; 5 y 7
f .y/ D 8
>
:
0; elsewhere

with measurements in hundreds of calories. Find the expected daily solar radiation for June.

7
QUESTION 4

The weekly hours used to purify water samples from a specific lake is a random variable Y with
probability density function given by
8
>
> 3
< y 2 .4 y/ ; 0<y<4
f .y/ D 64
>
>
:
0; elsewhere

Find E .Y / :

QUESTION 5

Computer parts have to be ordered and the delivery time, Y , is uniformly distributed on the interval
one to five days.

(a) Find the probability that the delivery time exceeds two days.

(b) Late delivery results in additional cost, given by C D c1 C c2 Y 2 : Find the expected cost
associated with a single late delivery.

QUESTION 6

The cycle time for a dump-truck from a building site to the dump yard is uniformly distributed over
the interval 55 to 75 minutes. What is the probability that the cycle time exceeds 70 minutes if it is
known that the cycle time exceeds 60 minutes?

QUESTION 7

Observing the monthly expenditure of their daughter at university her statistician father found cost
to be normally distributed with a mean of R400 and a standard deviation of R20. Together they
then budget R450 for the next month.

(a) What is the probability that the actual spending will exceed the budgeted amount?

(b) Determine the budgeted amount if he wants the probability of expenditure exceeding bud-
geted amount in a given week to be only 0:1?

QUESTION 8

The year marks for a class of statistics students are approximately normally distributed with mean
4:2 and standard deviation 1:8.

(a) What fraction of the students will poses a year mark in excess of 5:5?

(b) If students possess with a year mark less than 3:7 are removed form the enrolment list, what
percentage of the students will be removed?

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QUESTION 9

If Y has an exponential distribution and P .Y > 3/ D 0:0357 calculate

(a) D E .Y /

(b) P .Y 1:4/

QUESTION 10

The monthly summer rainfall totals in Mpumahlanga have approximately a gamma distribution with
D 4:2 and D 2:3
Find the mean and standard deviation of the monthly rainfall totals.

QUESTION 11

Find the value of k in the following beta probability density function of the random variable Y

ky 3 .1 y/2 ; 0 y 1
f .y/ D
0; elsewhere

(a) Find E .Y /

(b) Calculate the standard deviation of Y

QUESTION 12

If 1 < 2 ; derive the moment generating function of a random variable that has a uniform distribu-
tion on the interval . 1 ; 2 / :

QUESTION 13

The owner of a stationery shop is interested in the proportion of stock sold per month. Studies
showed that this proportion could be modelled by a beta distribution with density function

20y 3 .1 y/ ; 0 y 1
f .y/ D
0; elsewhere

(a) Use the given density function to prove that D2

(b) What is the expected value of the stock sold per week?

(c) Find the probability that more than 40% of the stock will be sold in one month.

9
QUESTION 14

(a) If Y is a continuous random variable with moment generating function m.t/ and U is given by
U D aY C b, prove that the moment generating function of U is given by ebt m.at/:
(b) If Y has mean and variance 2, and Y is normally distributed, use its moment generating
function
t2 2
t C
m.t/ D e 2

and (a) to derive the moment generating function of U D 2Y C 3

(c) Identify the distribution of U .

QUESTION 15

A machine used to fill boxes of cat food dispenses, on average, grams per box. The manufacturer
wants the actual grams dispensed, Y , to be within 10 grams per box at least 75% of the time. What
is the largest value of , the standard deviation of Y , that can be tolerated if the manufacturers
objective is to be met?

SECTION D
These assignments cover Chapter 5 (multivariate probability distributions) and Chapter 6 (functions
of random variables).

QUESTION 1

The joint density function of Y1 and Y2 is given by

(
ky1 0 y2 y1 < 1
f Y1 ;Y2 .y1 ; y2 / D
0 elsewhere

1.1 Verify that k D 3

1 1 1 1
1.2 Find F 3; 2 D P Y1 3; Y2 2

Y2
1.3 Find P Y2 3

1.4 What is P .Y1 C Y2 0:6/

QUESTION 2

The joint density function of Y1 and Y2 is given by

(
ky1 y2 0 < y1 < 1; 0 < y2 < 1
f Y1 ;Y2 .y1 ; y2 / D
0 elsewhere

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2.1 Show that k D 4

3 1
2.2 Find P Y1 4; Y2 2

2.3 Find the marginal density functions for Y1 and Y2

2.4 Find the conditional density function of Y2 given Y1 D y1

2.5 Are Y1 and Y2 independent?

2.6 Write down the answer of Cov.Y1 ; Y2 /

QUESTION 3

The joint density function of Y1 and Y2 is given by

(
12 2
7 y1 C y1 y2 0 y1 1I 0 y2 < 1
f Y1 ;Y2 .y1 ; y2 / D
0 elsewhere

3.1 Find the marginal density functions of Y1 and Y2 :

3.2 Find the conditional density function of Y1 given Y2 D y2 :

3.3 Will Y1 and Y2 be independent?

QUESTION 4

The joint density function of Y1 and Y2 is given by

(
2 e y2 0 < y1 < y2 ; >0
f Y1 ;Y2 .y1 ; y2 / D
0 elsewhere

4.1 Find the marginal density f Y1 .y1 /

4.2 Find the marginal density f Y2 .y2 /

Hint: When calculating f Y1 .y1 / ; take note that f Y1 ;Y2 .y1 ; y2 / D 0 for y1 y2 and when
calculating f Y2 .y2 / that f Y1 ;Y2 .y1 ; y2 / D 0 for y1 0 and y1 y2 .

4.3 Identify the two marginal densities.

4.4 Will Y1 and Y2 be independent?

11
QUESTION 5

The joint density function of Y1 and Y2 is given by

(
30y1 y22 y1 1 y2 1 y1 ; 0 < y1 < 1
f Y1 ;Y2 .y1 ; y2 / D
0 elsewhere

Hint: To find the limits of integration for the different questions, make a graph illustrating the follow-
ing (make sure about the shading!):

y2 1 y1
y2 y1 1
0 < y1 < 1
1 < y2 < 1
1 1 9
5.1 Show that F 2; 2 D 16
1
5.2 Find F 2; 1

5.3 Find the marginal distribution for Y1 and recognize it as a beta density with D 2 and D4

5.4 Find the marginal distribution for Y2

Hint: you have to integrate over y1 in two parts, namely for 1 y2 0 and 0 y2 1

5.5 Find the conditional density of Y2 given Y1 D y1

QUESTION 6

The joint frequency function of Y1 and Y2 is given in the following table

y2
y1 0 1 2 3
1 2 1
0 8 8 8 0
1 2 1
1 0 8 8 8

6.1 Find P .Y1 D 0 j Y2 D 2/

6.2 Find P .Y2 D 1 j Y1 D 0/

6.3 Find P .Y1 D 1 j Y2 D 2/

6.4 Find P .Y2 D 1 j Y1 D 1/

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QUESTION 7

The joint density function of Y1 and Y2 is given by

(
2y1 0 y1 1; 0 y2 < 1
f Y1 ;Y2 .y1 ; y2 / D
0 elsewhere

7.1 Find the marginal densities of Y1 and Y2

7.2 Use your answer of 6:1 to determine if the two random variables are independent.
7.3 Find that the covariance of Y1 and Y2 .
7.4 Find the variance of .Y1 Y2 /

QUESTION 8

The joint density function of Y1 and Y2 is given by

(
3y1 0 y2 y1 < 1
f Y1 ;Y2 .y1 ; y2 / D
0 elsewhere

with marginal density functions

f 1 .y1 / D 3y12 ; 0 y1 1
3
f 2 .y2 / D 1 y22 ; 0 y2 1
2
3 1
8.1 Find P Y1 4 j Y2 2

8.2 Find the conditional density function of Y1 given that Y2 D y2

3 1
8.3 Find P Y1 4 j Y2 D 2

QUESTION 9

The joint density function8of Y1 and Y2 is given by

> y1 C y2
>
>
< 1y e 2 y1 > 0; y2 > 0
1
f Y1 ;Y2 .y1 ; y2 / D 8
>
>
>
: 0 elsewhere
Y1 and Y2 respectively denote the random lengths of life of two components, referred to as Type I
and Type II. (Measurements in hundreds of hours.)
The marginal density function (hundreds of hours) of Y2 is
y2
1
f 2 .y2 / D e 2 ; y2 > 0
2

13
 9.1 Find the probability that a component of Type II will have a life length in excess of 200 hours.
9.2 If you can accept that Y1 and Y2 are independent, write down the marginal density of Y2 :
Y2
9.3 Computing the ratio Y1 is one way to measure the relative efficiency of the two components.
Y2
Use the independence of to compute E Y1 .

QUESTION 10

The joint density function of Y1 and Y2 is given by

(
4y1 y2 0 < y1 < 1; 0 < y2 < 1
f Y1 ;Y2 .y1 ; y2 / D
0 elsewhere

10.1 Use the marginal densities of Y1 and Y2 ;namely

f 1 .y1 / D 2y1 ; 0 y1 1
f 2 .y2 / D 2y2 ; 0 y2 1

to comment on the dependence/independence and covariance of the two random variables.

10.2 Find E.Y1 / ,E.Y2 /; E.Y12 / and E.Y22 / directly from their respective marginal densities.
10.3 Find the variance of .Y1 Y2 / :

QUESTION 11

A random variable Y with a density function given by

(
2y 0 y 1
f Y .y/ D
0 elsewhere

Find the probability density function for U D 2Y 4 using the method of distribution functions

QUESTION 12

The density function of Y is given by

(
3 2
2y 1 y<1
f Y .y/ D
0 elsewhere

Find the density function for U D 3Y 1, using the method of distribution functions.

QUESTION 13

The waiting time Y for a student to meet with the administration about his/her registration is uni-
formly distributed over the interval from 1 to 5 days. This delay can cost the student dearly and is
expressed in terms of the formula U D 2Y 2 C 1: Use the distribution function of find the probability
density function of U .

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QUESTION 14

Use the method of distribution functions for this question.

Suppose that Z has a standard normal distribution.

14.1 Find the density function of U D Z 2

14.2 Does U have a gamma distribution? If so, specify the values of and :
14.3 Give another name for the distribution of U:

QUESTION 15

Given the random(variable Y with density function

2y 0 y 1
f Y .y/ D
0 elsewhere
Find the density function of U D 3Y C 4; using the method of transformations.

QUESTION 16

The proportion defective articles in a production sample is a random variable Y with a density
function given by
(
3 2
f Y .y/ D 2y C y y1 0; y2 0
0 elsewhere
Y
The rand value of such samples is U D 3 2:

Find the probability density function for U , using the transformation method.

QUESTION 17
The joint density function of Y1 and Y2 is given by
(
e .y1 Cy2 / y1 0; y2 0
f Y1 ;Y2 .y1 ; y2 / D
0 elsewhere
Y1 CY2
Find the probability density function for U D 2 using the transformation method.
QUESTION 18

Let Y1 ; Y2 ; ::: Y6 denote a random sample from a uniform distribution on the interval .0; 1/.
Then
(
1 0 y 1
f Y .y/ D
0 elsewhere

18.1 Find the distribution function associated with each of the Y 0 s

18.2 Find the density function for the maximum of the random variables Yi ; i D 1; 2; :::6:
18.3 Find the joint density function for the second- and fifth-order statistics.

15
2 Trial Examination Paper Solutions

SECTION A
QUESTION 1

(a) P.A \ B/ D P.A/ C P.B/ P.A [ B/

D 0:25 C 0:35 C 0:5
D 0:1

(b) P.A [ B/ D P.A/ C P.B/ P.A \ B/

D 1 P.A \ B/
D 1 0:1
D 0:9

(c) P.A \ B/ D 1 P.A [ B/

D 1 0:5
D 0:5

P.A \ B/
(d) P.A=B/ D
P.B/
0:5
D
0:65
D 0:77

QUESTION 2

(a) P.A \ B/ D P.A/ P.B/

D 0:55 0:25
D 0:1375

(b) P.A [ B/ D P.A/ C P.B/ P.A \ B/

D 0:55 C 0:25 0:1375
D 0:6625

(c) P.A [ B/ D 1 P.A \ B/

D 1 0:1375
D 0:8625

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(d) P.A \ B/ D 1 P.A [ B/

D 1 0:6625
D 0:3375

P.A \ B/
(e) P.A=B/ D
P.B/
0:3375
D
0:75

D 0:45

QUESTION 3

Let D D Having the disease D DNot having the disease

P D Having a positive test results P D Having a negative test result.

P.P=D/ D 0:8 P.D/

P(P=D/ D 0:9 P.D/0:98

The conditional probability that she does have the diseases is

P.D \ P/
P.P=D/ D
P.P/
P.P=D/P.D/
D
P.P=D/P.D/ C P.P=D/P.D/

0:016
D
0:016 C 0:098

D 0:114

QUESTION 4

P.O/ D 0:42; P.O/ D 0:58

P.F=O/ D 0:3 P.F=O/ D 0:7
P.O=F/
P.O=F/ D
P.F/
P.F=O/P.O/
D
P.F=O/P.O/ C P.F=O/P.O/

.0; 3/.0:42/
D
.0:3/.0:42/ C .0:7/90:58/

0:126
D
0:532

D 0:237

17
QUESTION 5
P.D/ D P.D=S/P.S/ C P.D=S/
D 8P.D=S/0:15 C P.D=S/0:8
D 0:005
P.D=S/ D 0:003

SECTION B
QUESTION 1
4! 24
P.Y D 0/ D D D 0:09375
4! 256

24 C 120 C 4
P.Y D 1/ D 1 D 0:421875
256

4 4 2 4 2
C
2 3 1 2 1 6 [.4/.2/] 120
P.Y D 2/ D D D D 0:46875
256 256 256

4
1 4
P.Y D 3/ D D D 0:015625
256 256
QUESTION 2

(a) p D 0:08
q D 1 0:08 D 0:92
n D 4

n y n y
pD p q
y

4
P.Y D 0/ D 0:080 0:924 0
0
D 1.1/0:924
D 0:71639296

4
P.Y D 1/ D 0:081 0:924 1
1
D 4.0:08/0:923
D 0:24918016

4
P.Y D 2/ D 0:082 0:924 2
2
D 6.0:0064/0:922
D 0:03250176

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4
P.Y D 3/ D 0:083 0:924 3
3
D 4.0:00512/0:92
D 0:00188416

4
P.Y D 4/ D 0:084 0:924 4
4
D 1.0:00004096/1
D 0:00004096

y P.y/
0 0:7139296
1 0:24918016
2 0:03250176
3 0:00188416
4 0:00004096

Draw a probability

(b) P.Y > 1/ D p.2/ C p.3/ C p.4/

D 0:03250176 C 0:00188416 C 0:00004096
D 0:03442688

QUESTION 3
P
4
D E.Y / D yp.y/
yD1
D 2.0:25/ C 3.1=33/ C 4.0:375/ C 5.0:25/
D 4:25

2
P
5
D E .Y /2 D .y /2 p.y/
yD2
.2 4:25/2 .1=4/ C .3 4:25/2 .1=8/ C .4 4:25/2 .3=8/ C 5 .4:25/2 .1=4/
1:625
p p
D 2 D 1:625 D 1:2748

QUESTION 4

P
4
(a) D E.Y / D yp.y/
yD1
D 1.0:4/ C 2.0:1/ C 3.0:3/ C 4.0:2/
D 2:3

19
 2
P
5
D E .Y /2 D .y /2 p.y/
yD2
.1 2:3/2 .0:4/ C .2 2:3/2 .0:1/ C .3 2:3/2 .0:3/ C .4 2:3/2 .0:2/
1:41
p p
D 2 D 1:41 D 1:1874

(b) E.Y 2 1/ D E.Y 2 / E.1/

D .V .Y / C / C 2 / 1
D 1:41 C .2:3/2 1
D 5:7

2 1 1
(c) E. / D E.2 / D 2E. /
Y Y Y

P. 0:0748 < Y < 4:6748/ D p.0/ C p.1/ C p.3/ D p.4/

D 0:4 C 0:1 C 0:3 C 0:2
D 1

QUESTION 5

(a) n D 25
p D 0:2
k D 10

(b) P.Y 10/ D 1 P.Y 9/

D 1 0:983
D 0:017

(c) D E.Y / D np D 25.0:2/ D 5

(d) 2 D npq D 25.0:2/.0:8/ D 4

QUESTION 6

n D 4
p D 0:6
q D 0:4

(a) P.Y 3/ D P.Y D 3/ C PY D 4/

D 4.0:6/3 90:4/ C .0:6/4
D 0:3456 C 0:1296
D 0:4752

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QUESTION 7

(a) P D 1=6
P.y/ D q y 1p

P.y D 5/ D .5=6/4 .1=6/ D 0:08038

1 1
(b) E.Y / D D D 6:0024
P 0:166

QUESTION 8

(a) P D 0:08
P.y/ D q y 1p

P.y D 5/ D .0:92/4 .0:08/ D 0:05731

(b) E.1= p/ DD 1=0:08 D 12:5

Thus 13 engine would need to be examined in order to be find the first one that is defective.

QUESTION 9

r D4 p D 0:45
11
P.Y D 12/ D .0:45/3 C .0:55/9
2
D 5:5.0:00911/.0:0046/
D 0:0023

QUESTION 10

5 5
4 0
(a) P.Y D 4/ D
10
4
D 0:023

(b) P.Y 3/ D 1 p.Y D 4/

5 5
4 0
D 1
10
4
D 1 0:023
D 0:9762

21
QUESTION 11

(a) D 1:8

e y
P.Y D 4/ D
y!
e 1:8 1:84
D
4!
D 0:0723

(b) P.Y 5/ D p.0/ C p.1/ C p.2/ C p.3/ C p.4/ C p.5/

e 1:8 1:80 e 1:8 1:85
D C :::: C
0! 5!
D 0:9896

E.Y / D D 1:8

(c) V .Y / D E.Y 2 / [E.Y /]2

E.Y 2 / D V .Y / C [E.Y /]2
D 1:8 C [1:8]2 D 5:04
E.X / D 20 2E.Y / E.Y 2 /
D 20 2.1:8/ 5:05
D 20 C 3:6 C 5:04
D 11:36

(d) P.Y 3/ D 1 p.0/ C p.1/ C p.2/ C p.3/

D 1 .0:1653 C 0:2975 C 0:2678/
D 1 0:7306 D 0:2694

P.Y 1/ D 1 p.0/
D 1 0:1653 D 0:83

P.Y 3=Y D 1/ D 0:2694=0:8347

D 0:3228

QUESTION 12

(a) Binomial

(b) Negative Binomial

(c) Geometric

(d) Poisson

22
 STA1503/103

QUESTION 13

2 3 4
(a) m.t/ D et C e2t C e3t
9 9 9

2 3 4
m 0 .t/ D et .1/ C e2t .2/ C e3t .3/
9 9 9
2 6 12
D et C e2t C e3t
9 9 9

2 6 12
m 0 .t/=tD0 D D C D C D 2:22 D E.Y /
9 9 9

2 t 6 2t 12 3t
m .2/ t D e C e C e
9 9 9
2 t 3 4
D e .1/ C e2t .2/ C e3t .3/
9 9 9
2 t 12 2t 36 3t
D e C e C e
9 9 9

2 12 36 50
m .2/ t=tD0 D DC DC D D 5:55
9 9 9 9

(b) V .Y / D 0 D 5:55 2:22 D 3:33

2

QUESTION 14

P.12 < Y < 42/

1
P [. k / < Y < .. C k /] 1
k2
Because D 15 and D 3
It follows that k D 12 and Ck D 20 if k D 3
1 8
P.12 < Y < 42/ D P [. 3 / < Y < .. C 3 /] 2
D 1
3 9
In other words, tomorrows customer total will be between 12 and 42 with fairly high probability (at
8
least /
9
QUESTION 15
5 1
Using Tchebysheffs theorem, D 1
9 k2
3 3
so k D :The interval 121 . /10
2 2

23
SECTION C
QUESTION 1

(a) F.y/ for 0 y 1

Z1
y2
F.y/ D tdt D
2
0

for 1 y 1:5

Z1 Zy
F.y/ D tdt C dt
0 0

1
D Cy 1
2
1
D y
2

hence
8 9
>
> 0 y<0 >
>
>
> y2 >
>
>
< >
0 y 1 =
F.y/ D 2
>
> 1 >
>
> y 1 y1:5 >
>
>
>
: 2 >
;
1 y > 1:5

(b) P .0:7 Y 1:3/

D [F.1/ F.0:7/] C [F.1:3/ F.1/]
1
D 2 .1/
2 .0:7/2 . 21 / C [.1:3/ .0:5/ .1 0:5/]
D .0:5 0:245/ C .0:8 0:5/
D 0:555

(c) P .y 2/ D 1 F .0:2/
1
D 1 .0:2/2
2
D 0:98

P .0:7 Y 1:3/
(d) P .0:7 Y 1:3/ D
P .Y 1:3/
0:55
D
0:8
D 0:69373

24
 STA1503/103

Z1
E.y/ D y f .y/dy
1

Z1 Z1:5
1 1
D y y 2 dy C y.y /dy
2 2
0 1

Z1 Z1:5
1 3 1
D y dy C y2 ydy
2 2
0 1

1 1 1 1 2 1:5
D 2 y4=10 C 3 y3 y =1
4 4
1 1 1 1 1 1
D 2 C[ 3 .1:5/3 .1:5/] [ 3 .1/2 .1/2 ]
4 4 4
1 1 1
D C [.1:125 0:375/ 3 ]
8 4
1
D C [0:75 0:0833]
8
D 0:125 C 0:66
D 0:7916

Z1
E.y 2 / D y 2 f .y/dy
1

Z1 Z1:5
1 4 1
D y dy C y 2 .y /dy
2 2
0 1

Z1 Z1:5
1 3 1
D y dy C y2 ydy
2 2
0 1

1 1 5 1 1 1 1 3 1:5
D 2 y =0 C 4 y4 2 y =1
5 3
1
D C [1:2656 0:5625] [0:25 0:083]
10
D 0:6364

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

D 0:6364 .0:7916/2
D 0:0098

25
QUESTION 2

(a) Differentiating F.y/ with respect to y we have

8 9
>
> 0 y < 0 >
>
< =
0:125 0 < y < 2
f .y/ D
>
> 0:125y 2 y < 4 > >
: ;
1 y 4

(b) P .1:5 Y 2:5/ D 1 F.1:8/

1
D 1 .1:8/
8
D 0:775

(c) P.y 8/ D 1 F.1:5/

1 1
D .2:5/2 .1:5/2
6 16
D 0:25

P .1:5 y 2:5/
(d) P.y 1:5= .y 2:5/ D
P .y 2:5/
0:25521
D
0:390625
D 0:6533
Z1
(e) E.y/ D y f .y/dy
1

Z2 Z4
1 1
D y dy C y. /ydy
8 8
0 0

1 1 2 2 1 1
D y =0 C y 3 =42
8 2 8 3
1 4 1 64 8
D [ 0] C
8 2 8 3 3
1 56
D C
4 24
62
D
24
31
D
12

26
 STA1503/103

Z1
E.y 2 / D y 2 f .y/dy
1

Z2 Z4
1 1
D y 2 dy C y 3 . /ydy
8 8
0 0

1 1 3 2 1 1
D y =0 C y 4 =42
8 3 8 4

1 8 1 256 16
D [ 0] C
8 3 8 4 4

47
D
6

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

47 31 2
D
6 12
D 1:1594

QUESTION 3

Z7
3
E.y/ D y.7 y/2 dy
8
5
3 49 2 14 3 y 4 7
D [ y y C ]5
8 2 3 4
D 5:5

QUESTION 4

Z4
3
E.y/ D y 3 .4 y/dy
64
0
3 4 y5 4
D [y ]
64 5 0
D 2:4

QUESTION 5
1 4
The density for Y D delivery time is f .y/ D ; 1 y 5:Also, E.y/ D 3; V .y/ D
4 3

27
 Z5 Z5
1 1 1
(a) P.y > 2/ D dy D dy D y=52 D 0:25.5/ 0:25.2/ D 0:75
5 1 4 4
2 2

(b) E.c/ D E.c1 C c2 y 2 /

D c1 C c2 [V .y/ C .E.y//2
4
D c1 C c2 [ C 9]
3

QUESTION 6

Let Y D cycle time. Thus, Y has a uniform distribution on the interval .55; 75/:Then,
P .y > 70/
P.y > 70= .y > 60/ D
P .y > 60/

.70 55/
1
D 20
60 55
1
20
1 0:75
D D 0:333
1 0:25

QUESTION 7

(a) Note that the value 450 is.450 400/=20 D 2:5 and standard deviations above the mean

P.Z > 2:5/ D 0:0062 D 1 0:0062 D 0:9938:

(b) P.Y > y/ D 0:1

P.Z > z/ D 0:1
z D 1:28

QUESTION 8

(a) X D marks~N .4:2; .1:8/2 /

5:5 4:2
frac D P.X > 5:5/ D P.Z > / D P.Z > 0:75/ D 0:2266
1:8

3:7 4:2
(b) frac D P.X 3:7/ D P.Z > / D P.Z > 0:277/ D 0:1064
1:8

28
 STA1503/103

QUESTION 9

x
x 1
(a) f . / D e

Z1 x
1
0:0357 D P.Y > 3/ D e
3
x
D e =1
3
3
D e
3
lin0:0357 D
3
D D 0:900
lin0:0357

1:4 1:4
(b) .Y 1:4/ D 1 e D1 e 0:900 D 0:79

QUESTION 10

(a) D 4:2 and D 2:3

D E.y/
D
D .4:2/.2:3/
D 9:66

2 D V .y/
D 2

D .4:2/.2:3/2
D 22:218

p
D p 2
D 22:218
D 4:714

29
QUESTION 11

(a) D4 D3
0.4 C 3/ 6!
kD D D 60
0.4/.03/ 3!2!

4
(b) E.y/ D D D 0:43
C 4C3

QUESTION 12

Z2
et y et 2 et 1
m.t/ D E.et y / D D dy D
2C 1 t. 2 C 1/
1

QUESTION 13

(a) In general if y has beta( ; / the density

8 9
< 0. /0. / 3 =
y .1 y/; 0 y 1
f .y/ D 0. C /
: 0 elsewher e ;

8 9
< 0.2 /0. / 3 =
y .1 y/; 0 y 1
f .y/ D 0.2 C /
: 0 elsewher e ;

2 2
(b) E.y/ D D D D 0:67
C 2 C 3

(c) P.Y > 0:4/ D 0:82080

QUESTION 14

(a) The mg f for U is

m U .t/ D E.et y /
D E.et .ayCb/ /
D ebt m.at/

30
 STA1503/103

0 .t/ D bebt m.at/ C aebt m 0 .at/

(b) m U

0 .0/
mU D b C am 0 .0/
So D bCa
D E.U /

00
m U .t/ D b2 ebt m.at/ C abebt m 0 .at/ C abebt m 0 .at/ C a 2 ebt m 00 .at/, so

00
m U .0/ D b2 C 2ab C Ca 2 E.y 2 /
D E.U 2 /

V .U / D b2 C 2ab C a 2 E.y 2 / .b C a /2
Therefore, D a 2 [E.y 2 / 2]

D a2 2

(c) a D 2 and b D 4
2
2t
m x .t/ D e4t m. 2t/ D e.4 2 /tC4 2

By the uniqueness of mg f s, X is normal with mean 4 2 and variance 4 2

QUESTION 15
1
We require P.Y j 0:1 0:75/ D 1
k2
1
Thus, k D 2; using Tchebysheffs inequality, 1 k and so D .
2

SECTION D
QUESTION 1

Z1 Zy1
1.1 1 D k y1 dy2 dy1
0 0
Z1
D k y12 dy1
0
y3
D k =10
3
k
D DkD3
3

31
 1 1
1.2 P.Y1 3 ; Y2 2/
1 1
Z2 Z3
D 3y1 dy2 dy1
0 0
1
Z2 1
3 2 3
D 2 y1 =0 dy2
0
1
Z2
3
D . /2 .0/2dy2
2
0
1
Z2
3 1
D : dy2
2 9
0
1 1
D .y1 /=02
6
1 1
D :
6 2
1
D 12
D 0:08
y1
1.3 P.Y2 2/
y1
Z1 Z 3
D 3y1 dy2 dy1
0 0
Z1 1
D 3y1 y2 =03 dy1
0
Z1
3
D . /y12 dy2
3
0
1
Z2
y13
D dy1
3
0

1
D 0
3
1
D 3

D 0:33

32
 STA1503/103

1
Z3 Zy Z0:60:6
Z y1

1.4 D 3y1 dy2 dy1 C 3y1 dy2 dy1

0 0 0:3 0
Z0:6
2 3
D 3y1 dy1 =0 C 3y1 .0:6 y1 /dy1
0:3
1:8 2 0:6
D .0:3/3
C y13 0:3
2 y1
D .0:3/3 C 0:9.0:6/2 C .0:6/3 0:9.0:3/3 C .0:3/3
D 0:081

QUESTION 2

Z1 Z1
2.1 f Y1 f Y2 .y1 ; y2 /dy1 dy2 D 1
1 1
Z1 Z1 Z1
1
ky1 y2 dy1 dy2 D ky2 dy2
2
0 0 0

1
D k
4
1
k D 1
4
k D 4

3
Z 4 Z1
1
2.2 P.Y1 < 34 ; Y2 / D 4y1 y2 dy1 dy2
2
0 1
2
3
Z 4

D 2y1 .12 0:52 /dy1

0
D .0:75/2 .12 0:52 /
D 0:4219

Z1
2.3 f 1 .y1 / D 4y1 y2 dy2 D 2y1
0
Similarly f 2 .y2 / D 2y2

f .y1 ; y2/
2.4 f 2 .y2 =y1 / D
f .y1 /
4y1 ; y2
D
2y1
D 2y2

33
 2.5 Yes, since f 1 .y1 /: f 2 .y2 / D f Y1 f Y2 .y1 ; y2 /

2.6 Cov.Y1 ; Y2 / D 0

QUESTION 3

Z1
12 2
3.1 f 1.y1 / D .y C y1 y2 /dy2
7
y1

Z1 Z1
12 12
D .dy2 C .y1 y2 /dy2
7 7
y1 y1

12 12
D y2 =1y C . y12y2 /2 =1y
7 7

12 12
D y1 y2 =1y C y1 y2 =1y
7 7

12 6
D .1 y1 y2 / C .1 .y1 y2 /2 /
7 7

12 12 6 6
D y1 y2 / C .y1 y2 /2
7 7 7 7
1
D .12 12y1 y2 6 C 6.y1 y2 /2
7
1
D .6.y1 y2 /2 12y1 y2 C 6/
7
6
D .6.y1 y2 /2 2y1 y2 C 1/
7
6
D .y1 y2 2y1 y2 C 1/
7
6
D .y1 y2 1/2 ; 0 y1 1
7

34
 STA1503/103

f .y1 y2 /
3.2 f .y1 =y2 / D
f 2 .y2 /

12 2
.y C y1 y2 /
D 7 1 ; for 0 y1 1
12 2
y2 .y1 C y1 y2 /
7

D y2

D y22

3.3 f y1 y2 .y1 y2 / 6D f .y1 /: f 2 .y2 /

) Y1 and Y2 are not independent

QUESTION 4

Z1
4.1 f Y1 .Y1 / D 2e y2 dy
2
y1
D 2e y2 1
y1
D e y1

Zy2
4.2 f Y2 .Y2 / D 2e y2 dy
1
0
2e y2 y2
D y1 0
D y2 2e y1

1
4.3 f Y1 .Y1 / is an exponential distribution with D
1
f Y2 .Y2 / is a gamma distribution D 2; D

4.4 No, since f Y1 .Y1 /: f Y2 .Y2 / 6D f Y1 Y2 .y1; y2 /

QUESTION 5

1 1
Z2 Z2
1
5.1 F. ; 12 / D 30y1 y22 dy2 dy1
2
0 y1 1
9
D 16

35
 1
5.2 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

5.3 f 1 .y1 / D 30y1 y22 dy2

y1 1
D 20.1 y1 /2 ; 0 y1 1

5.4 This marginal density must be constructed in two parts

8 9
>
< 1Cy
Z 2 >
=
f 2 .y2 / D 30y1 y22 dy1 D 15y2 .1 C y2 / 1 y2 0
>
: >
;
80 9
>
< 1Z y2 >
=
30y1 y22 dy1 D 5y2 .1 y2 /0 y2 1
>
: >
;
0

3 2 3;
5.5 f .y2 =y1 / D y .1 y1 / for y1 1 y2 1 y1
2 2

QUESTION 6

P.y2 D 2; y1 D 0/
6.1 P.Y1 D 0=Y2 D 2/ D
P.y1 D 0/
1
D 81
8
D 1

2
6.2 P.Y2 D 1=Y1 D 0/ D 8
1 2
C
8 8
2
D
3

36
 STA1503/103

P.y1 D 1; y2 D 2/
6.3 P.Y1 D 1=Y2 D 2/ D D
P.y2 D 2/

2
D 8
1 2
. C /
8 8
2
D
3

P.y1 D 1; y2 D 2/
6.4 P.Y2 D 1=Y1 D 1/ D D
P.y2 D 1/

1
D 1 82 1
. C C /
8 8 8
1
D
4

QUESTION 7

Z1
7.1 f 1 .y1 / D f .y1; y2 /dy2
1
Z1
D 2y1 dy2
0
D 2y1 =10 D 2y1

and if y1 < 0 or y1 > 1

Z1
f 1 .y1 / D f .y1; y2 /dy1
1
Z1
D 0dy2
0
D 0

2y1 ; 0 y1 1
f 1 .y1 / D
0; elsewhere

37
 Similarly, if 0 y2 1

Z1
f 2 .y2 / D f .y1; y2 /dy1
1
Z1
D 2y1 dy1
0
D y12 =10 D 1

and if y2 < 0 or y2 > 0

Z1
f 2 .y2 / D f .y1 ; y2 /dy1
1
Z1
D 2y1 dy1
0
D y21 j10 D 1

and if y2 < 0; or y2 > 1

Z1
f 2 .y2 / D f .y1 ; y2 /dy1
1
Z1
D 0dy1
0
D 0

1; 0 y2 1;
Summarizing, f 2 .y2 / D
0; elsewhere

7.2 Notice that f .y1 ; y2 / is a positive if and only if 0 y1 1 and 0 y2 1. Further,

f .y1 ; y2 / D g.y1 /h.y2 /, where

y1 ; 0 y1 1 2; 0 y2 1
g.y1 / D and h.y2 / D
0; elsewhere 0; elsewhere

Therefore, Y1 and Y2 are indepent random variables.

1 2 1
7.3 The E.Y1 ; Y2 / D :Also, 1 D E.Y1 / D and 2 D E.Y2 / D , so
3 3 2
1 2 1
Cov.Y1 ; Y2 / D E.Y1 ; Y2 / 1; 2 D . /. / D 0
3 3 2

38
 STA1503/103

7.4 V .Y1 Y2 / D V .Y1 / C V .Y2 / 2Cov.Y1 Y2 /

2y1 ; 0 y1 1
Because f 1 .y1 /
0; elsewhere
And
1; 0 y2 1;
It follows that f 2 .y2 / D
0; elsewhere
Z1
1
E.Y12 / D 2y13 dy1 D
2
0

Z1
1
E.Y22 / D y22 dy2 D
3
0

2
Then we have E.Y1 / D 1 and E.Y2 / D
3
V .Y1 / D :01 and V .Y2 / D 0:03

We determined that Cov.Y1; Y2 / D 0 therefore,

V .Y1 Y2 / D V .Y1 / C V .Y2 / 2Cov.Y1 Y2 /

D :01 C :05 0
D 0:06

QUESTION 8

3 1
3 1 P.Y1 ; Y2 /
8.1 P.Y1 =Y2 /D 4 2 D 23 D 0:523
4 2 1 44
P.Y2 /
2

f .y1 ; y2 /
8.2 f .Y1 =y2 / D
f .y2 /
3y1
D
3
.1 y22 /
2
2y1
D ; y2 y1 1
.1 y22 /

3
Z4
3 1 2
8.3 P.Y1 =Y2 / D y1 : 1
4 2 .1 4 /dy1
0
2
D
3

39
QUESTION 9

Z1 y1 C y2
yi
9.1 f 2 .y2 / D e 2 dy1
8
0
y2
1
D e 2 ; y2 > 0
2

Thus Y2 has exponential distribution with D 2 and P.Y2 > 2/ D 1 F.2/ D e 1

Z1
1 y1 Cy2
9.2 f 2 .y2 / D y1 e 2 dy2
8
0
1 y2 ;
D y1 e y2 > 0
16

9.3 Since Y1 and Y2 are independent E.Y2 =Y1 / D E.Y2 /E.1=Y1 /

Thus ,using the marginal densities

E.Y2 =Y1 / D E.Y2 /E.1=Y1 /

Z1
1 y2
D y2 e 2 dy 2 Z1 3
2 61 y2 7
0 26
4 e 2 dy1 7
5
2
0
1
D 2 D1
2

QUESTION 10

10.1 Note that f .y1 ; y2 / can be factored and the ranges of y1 and y2 do not depend on each i.e.
f .y1 /: f 2 .y2 / D f Y1 Y2 .y1 y2 /

Y1 and Y2 are independent and cov.Y1; Y2 / D 0

Z1
2
10.2 E.Y1 / D 2y12 dy1 D
3
0

2
Similarly E.Y2 / D
3

40
 STA1503/103

Z1
2
E.Y12 / D 2y13 dy1 D
4
0

2
Similarly E.Y22 / D
4

10.3 Since Y1 and Y2 are independent, V .Y1 C Y2 / D V .Y1 / C V .Y2 / D 1=18 C 1=18 D 1=9:

QUESTION 11

U D 2Y 4 ) P.U u/
D P.2Y 4 u/
uC4
D P.Y /
8 2 9
>
> 0; u < 4 >
>
> uC4
> >
>
>
< Z2 >
=
FU .u/ D 2ydy; 4 u 2 >
>
> >
>
> >
>
>
: 0 >
;
1; u> 2
2 uC4 3
Z2
d 6 7
fU .u/ D du 4 2ydy 5
0
uC4
D y 2 =0 2

u 2 C 8u C 16
D
u
4
2 C 2; 4 u 2
D
0 otherwise

QUESTION 12
Y
U D 3 2 )Y D6 2U
d
du [6 2U ] D 2
3
2 [.6 2u/ C .6 2u/] j 2j ; 6 2U 0
fU .u/ D
0 otherwise

2:. 32 .36 24u C 4u 2 / C .6 2u/ u 3

fU .u/ D
0 otherwise

120 76u C 12u 2 u 3

fU .u/ D
0 otherwise

41
QUESTION 13

The distribution function of Y

y
FY .y/ D ; 1 y 5
4
F[ .u/ D P.[ u/
D P.2Y 2 Cr3 u/
u 3
D P.Y /
r 2
u 3
D FY . /
r 2
u 3
D 41 /
2
1
1 u 3
Differentiating, f [ .u/ D F[0 .u/ D . / 2;5 u 53
16 2

QUESTION 14

14.1 Let FZ .z/and f Z .z/ denote the standard normal distribution and density functions respectively.
p p p p
FU .u/ D P.[ u/ D P.Z 2 u/ D P. u Z u/ D FZ . u/ FZ . u/ The density
function for U is then
0
F[ .u/ D FU .u/
1 p 1 p
D p2
f Z . u/ C p
2
fZ. u/
u u
1 p
D p f Z . u/; u 0
u
1
1 u
Evaluation we find f [ .u/ D p e 2 ;u 0
2

p
14.2 U has a gamma distribution with D 2 and D 2(recall that 0.1=2) D

14.3 This is the chisquare distribution with one degree of freedom.

QUESTION 15

The function of interest, h.y/ D 3Y C 4; is decreasing for all y1 and hence for all 0 < y < 1; if
u D 3y C 4

1 .u/ 4 u dh 1 1
yDh D and D
3 du 3

42
 STA1503/103

1 .u/ dh 1
Notice that h is decreasing function of u and than <0
du
1
Then f u .u/ D f Y h 1 .u/= dh D 2.
4 u
/=
1
=; 0 <
4 u
1
du 3 3 3
( 3 u )
; 1 u 3
Simple algebra gives f u .u/ D 8
0 elsewhere

QUESTION 16

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, fU .u/ D FU0 .u/ D .3 u/2 ; 2 u 4
2
QUESTION 17

F.u/ D P.U u/
D P.Y1 C Y2 2u/
Z2u 2uZ y1
D e .y1 Cy2 dy2 dy1
0 0
Z2u
D e y1 e y1 3u y1 dy1
0
0
Z2u
D e y1 1 e y1 2u dy1
0
D e y1 y1 e 2u =2u
0
1 e 2u 2ue 2u

QUESTION 18

18.1 F.y/ D 8
P.Y y/ 9
< 0 for y<0 =
D y for 0 y 0
: ;
1 for y>1

18.2 Y D max fY1 ; Y2 ; Y3 ; Y4 ; Y5 ; Y6 g

43
 G.y/ D P.Y y/
D 1 Q P.Y y/
D 1 Q P.Yi y/
D 1 1 P.Yi y/ D 1 .1 F.y//6

18.3 The distribution associated with each of the Y 0 s is

8 9
< 0 for y<0 =
F.y/ D y for 0 y 0
: ;
1 for y>1

The density function of the second-order statistics, Y.2/; can be obtained directly from Theo-
rem 6.5 with n D 6; k D 2: Thus, with f .y/and F.y/as noted,

6! 2 1
g.2/ .y2 / D .2 1/!.6 2/! F..y2 / 1 f .y/6 2 f .y2 /
30y2 .1 y2 /2
D
0

The joint density of the second- and fifth- order statistics is ready obtained from the second
result in Theorem 6.5. With f .y/ and F.y/ as before, j D 2; k D 3; and n D 6

6! 2 1
g.2/.3/ .y2 y3 / D F.y2 / F.y3 / F.y2 /3 1 2
.2 1/!.3 1 2/.6 3/!
6 3
1 F.y3 / f .y2 / f .y3 /
6!y2 .y3 y2 /.1 y3 /; 1 < y2 < y3 < 1
D
0 elsewhere

44