TUGAS

STATISTIKA MATEMATIKA 1

DOSEN PENGAMPU
Mahmudi, M.Si.

DISUSUN OLEH
Kelompok 15
Trismi Murdianti (1111094000004)
Muhammad Fahmi Adli (1111094000013)
Dwika Maulydia Chasanah (1111094000026)
Fauzia Muslimah (1111094000029)

Jurusan Matematika
Fakultas Sains dan Teknologi
UIN Syarif Hidayatullah Jakarta
2015

Section 1.2 Set Theory

1.
(Soal nomor 1.15 halaman 11) To join a certain club, a person must be either a
statistician or a mathematician or both. Of the 25 members in this club, 19 are
statisticians and 16 are mathematicians. How many persons in the club are both a
statistician and a mathematician?
(Jawab)
Stastisticians (S)= 19
Mathematicians (M) = 16
Sum = 25
( ) = () + () ( )
25 = 19 + 16 ( )
( ) = 19 + 16 25 = 10

Section 1.4 Probability and Distributions

2.
(Soal nomor 1.44 halaman 28) Each of four persons fires one shot at a target. Let
denote the event that the target is hit by person k, k = 1,2,3,4. If 1 , 2 , 3 , 4 are
independent and if (1 ) = (2 ) = 0,7, (3 ) = 0,9, and (4 ) = 0,4, compute
the probability that (a) all of them hit the target; (b) exactly one hits the target; (c) no
one hits the target; (d) at least one hits the target.
(Jawab)
(1 ) = (2 ) = 0,7
(3 ) = 0,9
(4 ) = 0,4
(a) Semua penembak mengenai target
(1 2 3 4 ) = (1 ) . (2 ) . (3 ) . (4 )
(1 2 3 4 ) = 0,7 . 0,7 . 0,9 .0,4
(1 2 3 4 ) = 0,1764
(b) Tepat satu yang mengenai target
[(1 )(1 (2 ))(1 (3 ))(1 (4 ))] +
[(1 (1 ))(2 )(1 (3 ))(1 (4 ))] +
[((1 ))(1 (2 ))(3 )(1 (4 ))] +
[(1 (1 ))(1 (2 ))(1 (3 ))(4 )]

= [0,7 .0,3 . 0,1 .0,6] + [0,3 .0,7 .0,1 .0,6] + [0,3 . 0,3 .0,9 .0,6] +
[0,3 .0,3 .0,1 .0,4]
= 0,0774
(c) Tidak ada satupun yang mengenai target
(1 2 3 4 ) = [1 (1 )][1 (2 )][1 (3 )][1 (4 )]
(1 2 3 4 ) = 0,3 .0,3 .0,1 .0,6
(1 2 3 4 ) = 0,0054
(d) Setidaknya satu mengenai target
(1 2 3 4 ) = 1 [(1 2 3 4 ) ]
(1 2 3 4 ) = 1 (1 2 3 4 )
(1 2 3 4 ) = 1 0,0054
(1 2 3 4 ) = 0,9946
Section 1.7 Properties of the Distribution Function
3.
(Soal nomor 1.73 halaman 51) Let () = /6, = 1,2,3, zero elsewhere, be the
p.d.f of . Find the distribution function and the p.d.f of 2 .
Hint: note that is a random variable of the discrete type.
(Jawab)

0, < 1
1
, 1<2
6
() =
3
, 2<3
6
{ 1, 3
Misalkan () adalah fungsi distribusi dari , maka
() = ( ) = (X 2 ) = ( )
() = 0 , < 1
() =

= [6 ]

() =

= [6 ]

= 6 ( + )

= 6 2

= 6 ( + )
= 6

3
3

= 3 , 1 < 2

= , 2 < 3

() = 1 , 3
Sehingga dapat ditulis,
0, <1
1
, 1 < 2
() = 3
, 2 < 3
1, 3
{
Section 1.9 Some Special Expectation
4.
(Soal nomor 1.102 halaman 66) Let X be a random variable with mean and
variance 2 such that the third moment [( )4 ] about the vertical line throught
exists. The value of the ratio

[()4 ]
4

is often used as a measure of kurtosis.

Graph each of the following probability density functions and show that this measure
is smaller for the first distribution.
1

(a) () = 2 , 1 < < 1,

(b) () =

3(1 2 )
4

, 1 < < 1,

(Jawab)
1

(a) () = 2 , 1 < < 1,

1 1
1 1 2 1
() = = . [ ] = 0
2 1
2 2
1
1
1
1
1 1
1
( 2 ) = 2 = . [ 3 ] =
2 1
2 3
3
1
1
1 1
1 1
( 3 ) = 3 = . [ 4 ] = 0
2 1
2 4
1
1
1
1
1 1
1
( 4 ) = 4 = . [ 5 ] =
2 1
2 5
5
1
4]
4
3
3
[( ) = [ 3 + 3 2 2 + 3 2 2 3 3 3 + 4 ]
[( )4 ] = [ 4 4 3 + 6 2 2 4 3 + 4 ]
[( )4 ] = ( 4 ) 4()( 3 ) + 6( 2 )[()]2 4()[()]3
+ [()]4
1
1
1
[( )4 ] = 4.0.0 + 6.0. 4.0.0 + 0 =
5
3
5

(b) () =

3(1 2 )
4

, 1 < < 1,

3 1
3 1 2 1 4 1
3
() = = . [ ] = 0
4 1
4 2
4
1
1
3
3 1 3 1 5 1
1
2)
2
4
( = = . [ ] =
4 1
4 3
5
5
1
1
1
3
3 1
1
( 3 ) = 3 5 = . [ 4 6 ] = 0
4 1
4 4
6
1
1
1
3
3 1
1
3
( 4 ) = 4 6 = . [ 5 7 ] =
4 1
4 5
7
35
1
[( )4 ] = [ 4 3 3 3 + 3 2 2 + 3 2 2 3 3 3 + 4 ]
[( )4 ] = [ 4 4 3 + 6 2 2 4 3 + 4 ]
[( )4 ] = ( 4 ) 4()( 3 ) + 6( 2 )[()]2 4()[()]3
+ [()]4
3
1
3
[( )4 ] =
4.0.0 + 6. . 0 4.0.0 + 0 =
35
5
35

5.

(Soal nomor 1.109 halaman 67) Let have the p.d.f () = 1/, = 1,2, . . . , ,
zero elsewhere. Show that the m.g.f is
(1 )
() =
, 0
(1 )
= 1 , = 0.
(Jawab)

() = ( )

=
=1

=1

1
= ( + 2 + 3 + + )

Berdasarkan deret geometri

(1 )
=
1
sehingga diperoleh,

() =

() = ( )

(1 )
, 0
(1 )

1
=

=1

1
= ( + 2 + 3 + + )

(0) =
1

=1

1 ( 0 + 2.0 + 3.0 + + .0 )

, = 0

Terbukti

Section 2.1 Distributions of Two Random Variables

6.
(Soal nomor 2.3 halaman 81) Let (, ) be the distribution function of and .
Show that
( < , < ) = (, ) (, ) (, ) (, ) , for all real
constants < , < .
(Jawab)
Karena dan adalah variabel acak kontinu dan (, ) adalah fungsi distribusi dari
dan , maka

( < , < ) = (, )

= (, )|

= [(, ) (, )]

= [(, ) (, )]
= [(, ) (, )][(, ) (, )]
= (, ) (, ) (, ) + (, )
= (, ) (, ) (, ) + (, )
Terbukti
7.

(Soal nomor 2.10 halaman 82) Let 1 and 2 have the joint p.d.f. (1 , 2 ) =
15 1 2 2 , 0 < 1 < 2 < 1 , zero elsewhere. Find each marginal p.d.f. and compute
Pr(1 + 2 1).
(Jawab)

(1 , 2 ) = 15 1 2 2 ,
= 0

0 < 1 < 2 < 1

1 , 2

1 (1 ) = 151 2 2 2 ,

0 < 1 < 1

15
2 2 ]1
2 1 2 1

15
15
1 2
4
2
2 1
2

2 (2 ) = 15 1 2 2 1 ,

0 < 2 < 1

15

3 ] 2
3 1 2 0

15
4 0
3 2

= 5 2 4

Pr(1 + 2 1)
1 11

11

15 1 2 2 2 1 = 15 1 2 [ 2 2 ] 1
0

1
1
= 15 1 2 [ (1 1 )2 (0)] 1
2
2
0

15
=
1 2 [(1 1 )2 ] 1
2
0

15
=
1 2 [1 21 + 1 2 ] 1
2
0

15
=
[1 2 21 3 + 1 4 ] 1
2
0

15 1 3 2 4
1 5 1
]
[ 1 1 +
2 3
4
5 1 0

15 1
2
1
[ + ]
2 3
4
5

15 1
[
]
2 30

1
4

Section 2.2 Conditional Distributions and Expectations

8.
(Soal nomor 2.17 halaman 91) Let us choose at random a point from the interval
(0,1) and let the random variable 1 be equal to the number which corresponds to that
point. Then choose a point at random from the interval (0, 1 ) , where 1 is the
experimental value of 1; and let the random variable 2 be equal to the number which
corresponds to this point.
(a) Make assumptions about the marginal p.d.f. 1 (1 ) , and the conditional p.d.f.
2|1 (2 |1 ).
(b) Compute Pr(1 + 2 1).
(c) Find the conditional , mean (1|2 ).
(Jawab)
(a) 1 (1 ) = 1
=0

, 0 < 1 < 1
, 1
1
1

2|1 (2 |1 ) =

=0

, 0 < 2 < 1 < 1

, 1 , 2

(b) (1 , 2 ) = 2|1 (1 , 2 ) 1 (1 )
1
=
. 1
1
1
=
1
(1 , 2 ) =

1
1

=0

, 0 < 2 < 1 < 1

, 1 , 2
1

Pr(1 + 2 1) =
1 11
2

1
2 1
1

2 1
]
1
1 11

=
1
2
1

1 1
= 1 (
) 1
1
1
2

=
1
2
1

=
1
2

1 1 + 1
1
1
2 1 1
1
1

= 2
1
2

1
1
1

= 2 1 ln(1 ) ]11
2

1
= 2 (1) ln(1) [1 ln ( )]
2
1
= 1 ln(1) + ln ( )
2
= 1 ln(2)
(c)

1|2 (1 , 2 ) =
1

2 (2 ) =
2

(1 , 2 )
2 (2 )

1
1
1

= ln(1 )]12
= ln(1) ln(2 )
= ln(2 )
(1 , 2 )
2 (2 )
1
1
=
ln(2 )

1|2 (1 , 2 ) =

1
1 ln ( )
2

Jadi,
1

(1|2 ) =
2

1
1
1 ln ( )
2

1
]
1
ln ( )
2

1
=
1
ln ( )
2
=

2
1
ln ( )
2

1 2
1
ln ( )
2

Section 2.3 The Correlation Coefficient

9.
(Soal nomor 2.24 halaman 100) Verify the results of Equations (6) of this section.
Let the continuous-type random variables X and Y have the joint p.d.f.
(, ) = , 0 < < <
= 0
The m.g.f of this joint distribution is

(1 , 2 ) = exp(1 + 2 )
0

1
, + 2 < 1, 2 < 1
(1 1 2 )(1 2 ) 1

For this distribution,

1 = 1,

2 = 2,

12 = 1,

22 = 2,

[( 1 )( 2 )] = 1.
(6)
(Jawab)
a) Pertama, akan dibuktikan 1 = 1, 2 = 2,
(1 , 2 ) = [(1 1 2 )(1 2 )]1

(1 ,2 )
1

= 1[(1 1 2 )(1 2 )]2 [(1 2 )] = [(1 2 )][(1 1

2 )(1 2 )]2
(0,0)
1 =
= (1 0)[(1 0 0)(1 0)]2 = 1 . 11 = 1
1
(1 , 2 ) = [(1 1 2 )(1 2 )]1
(1 , 2 )
= 1[(1 1 2 )(1 2 )]2 [(1 2 ) + (1 1 2 )(1)]
2
= [(1 1 2 )(1 2 )]2 [2 + 1 + 22 ]
= [2 1 22 ][(1 1 2 )(1 2 )]2
(0,0)
2 =
= [2 0 0][(1 0 0)(1 0)]2 = 2 . 11 = 2
2
Terbukti 1 = 1, 2 = 2.
b) Selanjutnya akan dibuktikan 12 = 1, 22 = 2

2 (1 ,2 )
1 2

= (1 2 )(2)[(1 1 2 )(1 2 )]3 [(1 2 )]

= 2(1 2 )2 [(1 1 2 )(1 2 )]3

2 (0,0)
= 2(1 0)2 [(1 0 0)(1 0)]3 = 2
2
1
2 (0,0)
2
1 =
1 2 = 2 12 = 1
1 2

2 (1 ,2 )
2 2

= [2][(1 1 2 )(1 2 )]2 + (2 1 22 )[2][(1

1 2 )(1 2 )]3 [(1 2 ) + (1 1 2 )(1)]
= 2[(1 1 2 )(1 2 )]2 + [2](2 1 22 )
[(1 1 2 )(1 2 )]3 [2 + 1 + 22 ]
= 2[(1 1 2 )(1 2 )]2
+ 2(2 1 22 )2 [(1 1 2 )(1 2 )]3
= [2[(1 1 2 )(1 2 )]2 ][1
(2 1 22 )2 [(1 1 2 )(1 2 )]1 ]

2 (0,0)
= (2[(1 0 0)(1 0)]2 )[1
2 2
(2 0 0)2 [(1 0 0)(1 0)]1 ]
= (2)(1 4) = (2)(3) = 6
22

2 (0,0)
=
2 2 = 6 22 = 2
2 2

 Terbukti 12 = 1, 22 = 2
c) Kemudian akan dibuktikan [( 1 )( 2 )] = 1
2 (1 , 2 )
= (1)[(1 1 2 )(1 2 )]2 + (1 2 )(2)
1 2
[(1 1 2 )(1 2 )]3 [(1 2 ) + (1 1 2 )(1)]
= [(1 1 2 )(1 2 )]2 + (2)(1 2 )[2 + 1 + 22 ]
[(1 1 2 )(1 2 )]3
= [(1 1 2 )(1 2 )]2 + 2(1 2 )[2 1 22 ]
[(1 1 2 )(1 2 )]3
2 (0,0)
= [(1 0 0)(1 0)]2
1 2
+ 2(1 0)[2 0 0][(1 0 0)(1 0)]3
= 1 + 2.1 + 2.1 = 1 + 4 = 3
[( 1 )( 2 )] =

2 (0,0)
1 2 = 3 1.2 = 3 2 = 1
1 2

Terbukti [( 1 )( 2 )] = 1
Sehingga, terbukti 1 = 1, 2 = 2, 12 = 1, 22 = 2, [( 1 )( 2 )] = 1.