Page 1 of 20 STA 5325, Homework #3 Due June 15, 2009

Ramin Shamshiri UFID # 90213353

Note: Problem numbers are according to the 6th text edition. Selected problem are highlighted. Assignment for Monday, June 1st , 2009 5.4. Given here is the joint probability function associated with data obtained in a study of automobile accidents in which a child (under age 5) was in the car and at least one fatality occurred. Specifically, the study focused on whether or not the child survived and what type of seatbelt (if any) he or she used. Define: 0, 1 = 1, 0, no belt used 1 = 1, adult belt used 2, car seat belt used.

and

Notice that Y1 is the number of fatalities per child and, since childrens car seats usually utilize two belts, Y2 is the number of seatbelts in use at the time of accident. y1 y2 0 1 2 0 0.38 0.14 0.24 0.76 1 0.17 0.02 0.05 0.24 0.55 0.16 0.29 1.00

a. Verify that the preceding probability function satisfies theorem 5.1. b. Find F(1,2). What is the interpretation of this value? Solution a: Theorem 5.1 states that if Y1 and Y2 are discrete random variables with joint probability function p(y1,y2), then (1 , 2 ) 0 for all y1,y2 1 ,2 1 , 2 = 1, where the sum is over all values (y1,y2) that are assigned nonzero probabilities.

It can be seen from the table values that all of the probabilities are at least 0 and sum of them are 1. Solution b: According to definition 5.2, for any random variable Y1 and Y2, the joint distribution function F(y1,y2) is given by: 1 , 2 = (1 1 , 2 2 ). Therefore, 1,2 = 1 1, 2 2 = 0,0 + 0,1 + 0,2 + 1,0 + 1,1 + (1,2) = 0.38 + 0.14 + 0.24 + 0.17 + 0.02 + 0.05 = . + . = It means that every child in the experiment either survived or didnt and use either 0,1 or 2 seatbelts.

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 2 of 20 5.8. An environment engineer measures the amount (by weight) of particular pollution in air samples of a certain volume collected over two smokestacks at a coal-operated power plant. One of the stacks is equipped with a cleaning device. Let Y1 denote the amount of pollutant per sample collected above the stack that has no cleaning device, and let Y2 denote the amount of pollutant per sample collected above the stack that is equipped with the cleaning device. Suppose that the relative frequency behavior of Y1 and Y2 can be modeled by (1 , 2 ) = , 0, 0 y1 2, 0 y2 1, 2y2 y1

That is, Y1 and Y2 are uniform distributed over the region inside the triangle bounded by y 1=2, y2=0, and 2y2=y1 a. Find the value of k that makes this function a probability density function. b. Find (1 32 ). That is, find the probability that the cleaning device reduces the amount of pollutant by one-their or more.

Solution a:
1 2

0 22 1 0

1 2 = 1

(2 22 ) 2 = 1
1

2 22 2 0 = 1 2 1 = 1 => =

Solution b: 1 2 = 1 3
2

1 32 =

1 3 1 0 2 0

1 2 1 =

1 3 1 1

2 1 = 6

4 = = 6

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 3 of 20 5.13. The management at a fast-food outlet is interested in the joint behavior of the random variables Y 1, defined as the total time between a customers arrival at the store and departure from the service window, and Y2, the time a customer waits in line before reaching the service windows. Because Y 1 includes the time a customer waits in line, we must have 1 2 . The relative frequency distribution of observed values of Y1 and Y2 can be modeled by the probability density function (1 , 2 ) = 1 , 0, 0 y2 y1 < elsewhere

With time measured in minutes. a. Find (1 < 2, 2 > 1). b. Find (1 22 ). c. Find (1 2 1). (Notice that Y1-Y2 denotes the time spent at the service window) Solution a: 1 < 2, 2 > 1 =
2 1 2 2

1 1 2
2 1 1

Or we could say 1 < 2, 2 > 1 = 1 Both are the same. Solving the integral, 1 < 2, 2 > 1 = 1 2 2

1 2 1

Solution b: 1 22 = Or we could say: 1 22 =

22

1 1 2 1 2 1

22 0

Both are the same. Solving the integral 1 1 22 = 2 Solution c: 1 2 1 =

2 +1

1 1 2 = 1

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 4 of 20 5.20. In exercise 5.4, you were given the following joint probability function for 0, 1 = 1, 0, no belt used 1 = 1, adult belt used 2, car seat belt used.

and

y1 y2 0 1 2 0 0.38 0.14 0.24 0.76 1 0.17 0.02 0.05 0.24 0.55 0.16 0.29 1.00

a. Give the marginal probability function for Y1 and Y2. b. Give the conditional probability function for Y2 given Y1=0. c. What is the probability that a child survived given that he or she was in a car-seat belt?

Solution a: 1 1 =
2

(1 , 2 )

P1(Y1=0)=P(0,0)+P(0,1)+P(0,2)=0.38+0.14+0.24=0.76 P1(Y1=1)=P(1,0)+P(1,1)+P(1,2)=0.17+0.02+0.05=0.24 So: 0.76, 1 = 0 1 (1 ) = 0.24, 1 = 1

2 2 =
1

(1 , 2 ) 0 = 0 1 = 1 2 = 2

0.55, 2 (2 ) = 0.16, 0.29, Solution b:

0,0 = 0.38 = 0.5 , 0.76 (1 = 0, 2 ) 0,1 = 0.14 2 1 = 0 = = = 0.184, 1 (1 = 0) 0.76 0,2 = 0.24 = 0.315, 0.76 Solution c: 1 = 0 2 = 2 = (0,2) 0.24 = = 0.827 2 (2) 0.29

2 = 0 2 = 1 2 = 2

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 5 of 20 5.21. In example 5.4 and exercise 5.5 we considered the joint density of Y1, the proportion of the capacity of the tank that is stocked at the beginning of the week, and Y2, the proportion of the capacity sold during the week, given by (1 , 2 ) = 31 , 0, 0 y2 y1 < 1 elsewhere

a. Find the marginal density function for Y2. b. For what values of y2 is the conditional density (1 2 ) defined? c. What is the probability that more than half of a tank is sold given that three-fourths of a tank is stocked?

Solution a: 2 2 hence: 2 2
2 3 32 = 2 2 , 0, 2 31 = (1 , 2 ) 1 = 31 1 = 2 2 1 1

=
2

2 3 32 2 2

0 y2 1 elsewhere

Solution b: Denominator should not be zero, 1 2 = Therefore, 0 y2 1 Solution c: 1 1 =

(1 , 2 ) 2 (2 ) 0

(1 , 2 ) 2 =

1 0

31 2 = 31 2

1 0

2 = 31

9 1 3 (0.75,0.5) 31 4 2 > = = 0.5 0.75 = = = = 2 2 1 4 1 (0.75) 1 (0.75) 31 1 =0.75

9 4 3 3 4

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 6 of 20 Assignment for Tuesday, June 2nd , 2009 5.42. In exercise 5.4 you were given the following joint probability function for 0, 0, 1 = and 2 = 1, 1, 2,
y1 y2 0 1 2 0 0.38 0.14 0.24 0.76 1 0.17 0.02 0.05 0.24 0.55 0.16 0.29 1.00

Are Y1 and Y2 independent? Why or why not? Solution: We should check P(y1,y2)=P1(y1).P2(y2) Lets pick examine P(0,1), from table, we can see that P(0,1)=0.14. P 1(0)=0.76 and P2(1)=0.16 Since 0.140.76)(0.16), we conclude that Y1 and Y2 are not independent. So they are dependent. 5.43. In example 5.4 and exercise 5.5 we considered the joint density of Y1, the proportion of the capacity of the tank that is stocked at the beginning of the week and Y2, the proposition of the capacity sold during the week, given by (1 , 2 ) = 31 , 0, 0 2 1 1

Show that Y1 and Y2 are dependent. Solution: Quick check: We examine the joint density function and see if it satisfies: a. The region in which the joint density is positive must be a rectangle (possibly infinite) b. The function equation must factor into a product of two functions-one depends only on y1 and the other depends only on y2. (One or both could be constant) Since the region in which the joint density is positive is not a rectangle (it is triangle), then part (a) fails and we conclude that Y1 and Y2 are dependent. (However part (b) holds) Detailed solution: 2 2 hence: 2 2
2 3 32 , = 2 2 0, 2 31 = (1 , 2 ) 1 = 31 1 = 2 2 1 1 2 3 32 2 2

=
2

0 y2 1 elsewhere
1 0

1 1 = 1 1 = 1 , 2

2 31 , 0 y1 1 0, elsewhere = 31 1 1 . 2 2

(1 , 2 ) 2 =

31 2 = 31 2

1 0

2 = 31

Hence, Y1 and Y2 are dependent.

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 7 of 20

5.44. In exercise 5.6, we derived the fact that (1 , 2 ) = 41 2 , 0, 0 1 1, 0 2 1

is a valid joint probability density function. Are Y1 and Y2 independent?

Quick check: We examine the joint density function and see if it satisfies: a. The region in which the joint density is positive must be a rectangle (possibly infinite) b. The function equation must factor into a product of two functions-one depends only on y1 and the other depends only on y2. (One or both could be constant)

Since the region in which the joint density is positive is a rectangle and since the function equation can be factored into a product of two functions 4y1 and y2m both criteria hold and we conclude that Y1 and Y2 are independent. (However part (b) holds) Detailed solution:
1

2 2 = hence: 2 2 =

(1 , 2 ) 1 =

2 41 2 1 = 21 2

1 0

= 22

22 , 0,

0 y2 1 elsewhere
1

1 1 = 1 1 =

(1 , 2 ) 2 =

2 41 2 2 = 21 2

1 0

= 21

21 , 0,

0 y1 1 elsewhere

, = = .

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 8 of 20 5.65. In exercise 5.7, we determined that (1 , 2 ) = is a valid joint probability density function. a. Find E(Y1) and E(Y2). b. Find V(Y1) and V(Y2). c. Find E(Y1-3 Y2). Solution a: 1 =

6(1 2 ), 0,

0 1 2 1

1 0 2 0

1 (1 , 2 )1 2

1 6 62 1 2 =

2 =

1 0 2 0

2 (1 , 2 )1 2

2 6 62 1 2 =

Solution b: 1 = 12 (1 ) 12 = 1 =
1 2 0 0 2

2 1 6 62 1 2 = 2

1 1 10 4

3 80

2 = 22 (2 ) 22 =
1 2 0 0

2 2 6 62 1 2 = 2

3 1 2 = 10 2 Solution c:

1 20 1 3 = 4 2

1 32 = 1 3 2 =

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 9 of 20 5.70. In exercise 5.32 we determined that the joint density function for Y1, the weight in tons of a bulk item stocked by a supplier, and Y2, the weight of the item sold by the supplier, has joint density 1 , 0 2 1 1 (1 , 2 ) = 1 0, In this case, the random variable Y1-Y2 measures the amount of stock remaining at the end of the week, a quantity of great importance to the supplier. Find E(Y1-Y2). Solution: 1 2 = 1 2

1 =
1 1 2

1 1 , 2 1 2 1 2

=
0

1 1 2 =

2 =
1 1

=
0

2 1 1 2 = 4 2 1 1 2 = 1 1 = 2 4

2 1 , 2 1 2

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 10 of 20 Assignment for Wednesday, June 3rd , 2009 5.75. In Exercise 5.1 we determined that the joint distribution of Y1, the number of contracts awarded to firm A, and Y2, the number of contracts awarded to firm B, is given by the entries in the following table y1 1 2/9 2/9 0

y2 0 1 2

0 1/9 2/9 1/9

2 1/9 0 0

Find Cov(Y1, Y2). Does it surprise you that Cov(Y1, Y2) is negative? Why? Solution: Cov(Y1, Y2) = E(Y1Y2)-E(Y1).E(Y2) 1 2 =
1 2

1 2 1 , 2 = 0 0 + 0 2 1 2 = 9 9

1 + 1 0 9

2 + 2 0 9

1 + 0 1 9

2 + 1 1 9

2 9

E(Y1)= E(Y2)=2(1/3)=2/3

since Y1 and Y2 are both binomial with n=2 and p=1/3

Cov(Y1, Y2) = 2/9-(2/3)(2/3)= -2/9 The covariance is negative; it means that the Y2 decreases as the value of Y1 increases. 5.78. In Exercise 5.7, we determined that 1 , 2 = 6(1 2 ), 0, 0 1 2 1

is a valid joint probability density function. Find Cov(Y1,Y2). Are Y1 and Y2 independent? Solution: From Exercise 5.65, E(Y1)=1/4 and E(Y2)=1/2
1

12
0

2 0

61 2 1 2 1 2 =

3 4 3 2 2 2 =

3 3 3 = 4 5 20

Cov(Y1, Y2) = 3/20-1/8=1/40 Since Cov(Y1, Y2) 0, Y1 and Y2 are not independent.

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 11 of 20 5.87. Assume that Y1,Y2 and Y3 are random variables, with E(Y1)=2 V(Y1)=4 Cov(Y1,Y2)= 1 Find E(3Y1+4Y2-6Y3) and V(3Y1+4Y2-6Y3) Solution: If U=a1Y1+a2Y2++anYn Then

E(Y2)= -1 V(Y2)=6 Cov(Y1,Y3)= -1

E(Y3)= 4 V(Y3)= 8 Cov(Y2,Y3)= 0

EU =
=1

. [ ]

E(3Y1+4Y2-6Y3) = E (3Y1)+E(4Y2)+E(-6Y3) = 3E (Y1)+4E(Y2)-6E(Y3) =3(2)+4(-1)-6(4)=-22

2 . [ ] + 2 =1

VU =

[ , ]

V(3Y1+4Y2-6Y3)= 9(4)+16(6)+36(8)+2.3.4.1+2.3.6(-1)+0=480

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 12 of 20 5.92. If Y1 is the total time between a customers arrival in the store and departure from the service window and if Y2 is the time spent in line before reaching the window, the joint density of these variables was given in Exercise 5.13 to be 1 , 2 = 1 , 0, 0 2 1 1

The random variable Y1-Y2 represents the time spent at the service window. Find E(Y 1-Y2) and V(Y1-Y2). Is it highly likely that a randomly selected customer would spend more than 4 minutes at the service window?

Solution: From exercise 5.29, 1 1 = 1 1 is a gamma distribution with = 2, = 1. Hence E(Y1)=2(1)=2 and V(Y1)= 2 = 2.

2 2 =

Which has a gamma distribution with = = 1. Hence E(Y2)=V(Y2)=1.

1

1 1 = 1

= 2

1 2 = Cov(Y1, Y2) = 3-(1)(2)=1 E(Y1-Y2) = 2-1=1 V(Y1-Y2) = 2+1-2(1)=1

1 0

1 2 1 2 1 =

3 1 4 1 1 = 2 2

=3

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 13 of 20 Assignment for Monday, June 8th, 2009 5.99. A learning experiment requires a rat to run a maze (a network of pathways) until it locates one of three possible exists. Exit 1 presents a reward of food, but exit 2 and 3 do not. (If the rat eventually select exit 1 almost every time, learning may have taken place.) Let Yi denote the number of times exit i is chosen in successive runnings. For the following, assume that the rat chooses an exit at random on each run. a. b. c. d. Find the probability than n=6 runs result in Y1=3, Y2=1 and Y3=2. For general n, find E(Y1) and V(Y1). Find Cov(Y2,Y3) for general n. To check for the rats preference between exit 2 and 3, we may look at Y2-Y3. Find E(Y2-Y3) and V(Y2Y3) for general n.

Solution: Y1 denote the number of times that exit 1 is chosen. The probability that exit 1, 2 or 3 is chosen is equal and is 1/3. Solution a: 1 , 2 , 3 = 3,1,2 = Solution b: 1 = => 1 = 1 = 3 1 2 2 = . => 1 = = 3 3 9 Solution c: , = . 1 1 1 2 , 3 = . = 3 3 9 Solution d: =0 3 3 2 2 1 6 2 3 = 2 + 3 + 2 2 , 3 = + 2 = 9 9 9 9 2 3 = 2 3 = 2 3 = 6! 1 3! .1! .2! 3
3

1 3

1 3

= 0.823

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 14 of 20 5.103. The National Fire Incident Reporting Service stated that, among residential fires, 73% are in family homes, 20% are in apartments, and 7% are in other types of dwellings. If four residential fires are independently reported on a single day, what is the probability that two are in family homes, one is in an apartment, and one is in another type of dwelling? Solution: n=4 1 , 2 , 3 = 2,1,1 = 4! 0.73 2 . 0.2 1 . 0.07 2! .1! .1!
1

= 0.08953

5. 115. In Exercise 5.35, we considered a quality control plan that calls for randomly selecting three items from the daily production (assumed large) of a certain machine and observing the number of defectives. The proportion of defectives produced by the machine varies from day to day and has a uniform distribution on the interval (0,1). a. Find the expected number of defectives observed among the three samples items. b. Find the variance of the number of defectives among the three sampled. Solution: Y=(# of defectives) P= (Proportion of defectives) n=3 P is uniform on interval (0,1), = E[P]=1/2 Solution a: = [[ ]], given that n=3, [ ]=np=3p =E[3P]=3E[P]=3(1/2)=3/2 Solution b: = + [[ ]] [ ]=np(1-p)=3p(1-p) =V[3p]+E[3P(1-P)]=9V[P]+3[E(P)-E(P2)] E[P]=1/2 and V[P]=1/12 (since P is uniform (0,1)) and E[P 2]=V[P]+(E[P])2=1/12+(1/2)2=1/3 Therefore, 1 1 1 = 9 +3 = . 12 2 3 1, 0 1 0,

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 15 of 20 5.118. Assume that Y denotes the number of bacteria per cubic centimeter in a particular liquid and that Y has a Poisson distribution with parameter . Further assume that varies from location to location and has a gamma distribution with parameters and , where is a positive integer. If we randomly select a location, a. What is the expected number of bacteria per cubic centimeter? b. What is the standard deviation of the number of bacteria per cubic centimeter?

Solution a: = ! = has a gamma distribution with parameters and . The expected number of bacteria per cubic centimeter is given by . Solution b: = and = . = = 2 = + Therefore: = (1 + )

= + = + 2

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 16 of 20 6.7. Suppose that a unit of mineral ore contains a proportion Y1 of metal A and a proportion Y2 of metal B. Experience has shown that the joint probability density function of Y1 and Y2 is uniform over the region 0 1 1, 0 2 1, 0 1 + 2 1. Let U=Y1+Y2, the proportion of either metal A or B per unit. a. Find the probability density function for U. b. Find E(U) by using the answer to (a). c. Find E(U) by using only the marginal density of Y1 and Y2. Solution: Y1=(Proportional of metal A) Y2=(Proportional of metal B) 1 , 2 = Solution a: The range of U is 0 1 , taking u such that 0 1 , we will have: = = 1 + 2 = 1 2 = [2 1 ]

2, 0

0 1 1 , ,

0 2 1 , 0 1 + 2 1

=
0

21 2 =

21

2 2 0

=
0

2 2 2

2 2 = 2( ) 2

= 2 2
0

2 2 =2 = 2 2

, = ,

0 1

Solution b:
1 1

. 2. =
0 0

23 2 = 3
2

=
0

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 17 of 20 6.30. A density function sometimes used by engineers to model lengths of life of electronic components is the Rayleigh density, given by = 2 2 , 0 , > 0 .

a. If Y has the Rayleigh density, find the probability density function for U=Y 2. b. Use the result of (a) to find E(Y) and V(Y)

Solution a: Y has the Rayleigh density and U=Y2

1

Let y2=h(y)=u, then = 1 = and 1 = 2 2 = 1 = , , 1 0 . 2 =

2

1 1 2 2 2 = 2

2 2

This is an exponential density with mean

Solution b:

=
0

3 3/2 2

1 = 2 = 2 = = = 2
2

3 1/2 1 1 1/2 . = = 3 3/2 2 2 2 2

= ( ) 4

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 18 of 20 6.46. Let Y1, Y2, Yn be independent Poisson random variables with means 1 , 2 , , , respectively. a. Find the probability function of =1 b. Find the conditional probability function of Y1 given = =1 c. Find the conditional probability function of Y1+Y2 given = =1 Solution a: Let = =1 Since each Yi is Poisson distributed with mean ; we have: 1 = ( 1) . By Theorem 6.2:

= 1 . 2 = = 1
1

=1

. 2

= ( )

This is the moment generating function of a Poisson with mean Solution b: Let k be an arbitrary value for Y1, then:

=1 .

1 =
=1

1 = , = [1 = , = ] =1 =2 = = = [ = ] [ = ] =1 =1 by independence

1 = [ = ] =2 [ =1 = ]

1 1 . !

=2 =1

=2

( )!
=1

! 1 = . ! !

=2 =1

= . 1
=1

=2 =1 =1

. 1

=2 =1

This is a binomial probability function with probability of success =

=1

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 19 of 20 Solution c: Let W= Y1+Y2 and k be an arbitrary value for W. Then:

=
=1

= =

= , = =1 [ = ] =1 by independence

= [ = ] =3 [ = ] =1

1 + 2 1 + 2 . !
=1

=2

=3

( )!

=1

!
=3 =1 =2 =1

! 1 + 2 = . ! ! 1 + 2 . = .
=1

1 + 2 =1

=3 =1

This is a binomial probability function with probability of success =

1 +2 =1

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09

Page 20 of 20 6.58. Let Y1 and Y2 be independent and uniformly distributed over the interval (0,1). a. Find the probability density function of U1=min(Y1,Y2) b. Find E(U1) and V(U1) Solution: Given that Y1 and Y2 are independent and each uniformly distributed over the interval (0,1) = 1, 0, 0 < < 1 < 0 0 1 > 0

0, = , 1, Solution a: U1=min(Y1,Y2) 1 = 1 = 1 [ ] = 1 [1 > , 2 > ] = 1 1 > [2 > ] The density function of U1 is: 1 = 2 1 Solution b:
1 1

(by independence)

( ), 0 1 ,
1

[1 ] =

. 2 1 =
0 1 0 0

2 3 2 = 2 2 3
2 1

= 1
0 1

2 = 3

2 [1 ] =

2 . 2 1 =

2 2 3 = 2

3 4 3 4

=
0

2 1 = 3 2

Thus
2 [1 ] = [1 ] [1 ] 2

1 1 6 3

Ramin Shamshiri

STA 5325, HW #3

Due 06/15/09