STAT 6201 - Mathematical Statistics

A box contains three coins with a head on each side, four coins with a
tail on each side, and two fair coins. If one of these nine coins is selected
at random and tossed once, what is the probability that a head will be
obtained?

Define the following events

Prlt D= 3T
T = selected win is H only
,
Prltz)= ht
IT = selected win is T only
( ) MB )=±a
T3= selected coin is fair H -
T

A = H will be obtained

PrlA)=Pr( TDPRCAITDTHHDPRCAITDTPRCTDRCAITD

Pr ( Alt , ) = 1

PRCAITD = 0

IHAITD =
I
 Consider an experiment in which a fair coin is tossed until a head is
obtained for the first time. If this experiment is performed three times,
what is the probability that exactly the same number of tosses will be
required for each of the three performances?

Pr ( same # of tosses ) = Pr ( each experiment lakes exaoty I toss )

+ Pr ( each exp .
takes 2 tosses )
+ Pr ( each exp takes 3 tosses ) + .
. .
=

Bleach exp takes 1

toss ) =
tz .

I .

t.es
I ? 'z)( It
'
Pr ( each exp takes n tosses
)= ( E 't ) ( .

's ) =Hpn

=a3+# 't . . .+KTt . . .

 Suppose that X , Y have a continuous joint distribution for which the
joint pdf is (
cy 2 if 0  x  2 0  y  1
f (x, y ) =
0 otherwise

1. Determine the value of the constant c.

2. Find Pr(X + Y > 2).

fj I
'

Spy dxdy Sj cy ?
1
= 2
2c 9531.1 2 c.
's =L Ce
dg
.

=
.

fkj
'

2 .
Prc xty > 2) =
{ htycgidxdy =
(2 -

Hy ) dy = c. Hgl
.
=
÷
Suppose that the joint pdf of two random variables X and Y is as follows
(
3
(4 2x y ) if x > 0, y > 0, 2x + y < 4
f (x, y ) = 16
0 otherwise

1. Determine the conditional pdf of Y given X .

2. Find Pr(Y 2 | X = 0.5).
"

}u(4rx-y)dy
gyylxj.tk#filH=Fafkihdy=f4j2
f 't 'd =
}u( 4-2,4 -

( 4-2×1 -
the .tl
4-2×12=76.1214-2×5

=hf( xp

O<x<
2- 2

4
'T
gdylx )=To( 4-2×7 ) .

Is .¥
, .
=
o<x< 2

2( 2+42 o< y
< 4- Zx
 2.
Pr ( y >
, 2 I X = 0.5 ) =

[ Th ( y I .
5) dy

=
ftp.t.ay = exercise
Suppose that either of two instruments might be used for making a
certain measurement. Instrument 1 yields a measurement whose pdf h1 is
(
2x if 0 < x < 1
h1 (x) =
0 otherwise

Instrument 2 yields a measurement whose pdf is h2 is

(
3x 2 if 0 < x < 2
h2 (x) =
0 otherwise

Suppose that one of the two instruments is chosen at random and a

measurement X is made with it.

1. Determine the marginal pdf of X

2. If the value of the measurement is X = 1/2 what is the probability
that instrument 1 was used.
 Let Y be the random variable indicating which instrument is being used

yell ,2}

The of X |Y=1 h ( )
pdf is ,
x

the pdf of X /
Y=2 is hdx)

Since aw instrument is selected at random Pr(Y=D=Yz and Pr(y=2)=Yz

( this defines the marginal pmf of Y )

just
The pmf / pdf of ( X ,Y ) is

y±2
y=l
if

{
Prly =D .

h.cn )
FKIY ) =

pr(y=y hdx ) .
if

) PrlY=Dh,( H + Pr(Y=z)hdx)=
YEFHIY
=

the is
marginal
-
pdf of X

=
th ,
(a) + { hdx )
 the conditional pmf of Y given X
is

ffky
#
) joint
gdylx )
( n) marginal

th "
'

g ,aH=prly=i1x= =¥Y=±"h h+Y÷ ,

'
tzhk
gdzlx )=Pr(y=z1x d=fty÷=
th ,( Ntt hdx )

±hl0 . "
Pr(Y=l1X=k)=gd 1
los )=
tzhdashtzhdo 's )
In a large collection of coins, the probability X that a head will be
obtained when a coin is tossed varies from one coin to another, and the
distribution of X in the collection is specified by the following pdf:
(
6x(1 x) if 0 < x < 1
f (x) =
0 otherwise

Suppose that a coin is selected at random from the collection and tossed
once, and that a head is obtained. Determine the conditional pdf of X
for this coin.

Let C be the outcome of the selected coin .

} C 't indicates outcome H

Say Ctb ,
I where that is

C =O indicates that Outcome is T

The information given is that

the marginal pdf of X is
Pr(C=1 / X=x ) = x

fk )
Pr(C=o|X=x)= 1- x
the joint pmf/pdf of X, C is

it Y "
)
"
conditional
( note the
.

write joint marginal

,y)=µH
how x
f(
=
we
x

flx ) ( tx ) if y=o

the problem is asking for the conditional pdf of X C=l that is

given ,

joint
f#=D
,

gdxl C=D=%(x1y=D= =

marginal 3( C

the marginal Pr(C=D=§xfHdx=§6x4ix)dn =L

Thus the conditional pdf of X given that C 't is

t.pt#=zxf(x)=12x4rx )
,
o<x< i
Suppose that random variables X1 , X2 , X3 are iid with a discrete
distribution for which the pdf is f . Determine the value of

Pr(X1 = X2 = X3 )

=
independent
and
id identically distributed

,dz
Ek
}

,=x
X,
Say , ,
. . .

and so
)=Pr(×z=d=Pr(X5a
Pr( X , )=f( xD
,

÷X ,=dn)=Pr(Xe4=Pr(Xs=4= fkn )

Prlx ,=X<=XD=FgH×i×z=×s
-
Ln ) -
fkitt FKDI . .
.+fW 't ...
Suppose that the n random variables X1 , . . . , Xn form a random sample
from a continuous distribution for which the pdf is f . Determine the
probability that at least k of these n random variables will lie in a
specified interval [a, b].

The desired probability is

'

.tk ) Fapi
'

(nu) pkapshht Ku ) put 'apT" + . .

where is the probability that random variable lies

p one

between a and b

p= Pr(
a < X, Eb ) =
[ floddx
 Suppose that a random variable X can have each of the seven values
.

3, 2, 1, 0, 1, 2, 3 with equal probability. Determine the pmf of

- -

Y = X2 X.

The possible values for Y are 0,2 6 12

, ,

}
Pr(Y=o)=Pr(X= 1
or X=o ) =

Pr(Y=2)=Pr(X= -1 or 11=2 ) =
}
Pr(y=6)=Pr(X= -
2 or
X=3)=÷
My -tz)=Pr(x= -
3) = 's
Suppose that the pdf of a random variable X is
(
x
if 0 < x < 2
f (x) = 2
0 otherwise

1. Determine the cdf and pdf of Y = X (2 X ).

2. Determine the pdf of Y = 3X + 2.
3. Determine the pdf of Y = 4 X 3 .

start with 2 .

First find the cdf of X

FC a )= [nfHdz

{
If X < 0 Flx )=0

extort
new
;t; =⇐E=÷
Hatted
fokndz -

"
 off
the
Now find the of Y first , using

Gly )=Pr(Y±y)=Pr( 3×+2 <

g)
-
Pr( Xefly -

D) =
F ( fly ) .
2) FC ) .

is the cdf of X

>:(
If fly 2) < 0 G(y)=o

¥dotX
-

2
or ya

If 0± fly -4<2

or
8 z£y<
'=H( th
64 -52=1%4.25

If fly -432 Gly )=l

or y78

c¥ )=€b(
0 if y< 2
of Y is Gly y . zp if 2ey<
8

1
if y

g)
the of Y is fly )= -
=tz ( Zy -4 )= holy 2) -
if z±y<
8
Now pdf =
dy

fly )=O if y< 2 or

y > 8
 Find the of 4=4 X3
3 .
pdf -

Note that Y depends on X3

find the cdf of 2=1/3
,

H(z)= Prl Z
e =Pr( X3£

Jf z< 0 Pr ( X3< = 0 H(z)=0

8×3
If 0 _< z <

HE ) ?
's "' 's
)=F(z' 3)
'
< z c × ± z Pr(X3< =Pr( Xez =
tyz43

It z , 8 Pr ( X3Ez)= I

it
so
Into
Hc ={YaE 1
'

if zz 8

Now
, find the cdf of 4=4 -

X? 4 -
2

Gly )=Pr(Y±y)=Pr( 4- Z ±y)=Pr( z , 4- y )= 1- HC 4- y ) where HE ) is the

cdf of Z

Rest of the problem is left as aw exercise

Suppose that a random variable has the uniform distribution on the
interval [0, 1]. t /
2
1. Determine the pdf of X
2. Determine the pdf of X 3

tint find the cdf of X first call it FED

exercise
:
,

lheu , find the Cdt of Y=X2

then , find the pdf of Y

Repeat for Y= -
1/3
Suppose that the pdf of X is
(
x
e if x > 0
f (x) =
0 otherwise

Determine the cdf and pdf of Y = X 1/2

Find the cdf of X

Flx )=Pr(×±x )

if x< o F(x)=o

if x%o FCx)= So "eYdy =

-

ist 's = 1 -
et

° it no

50 Ffx ) -
{ 1- It if an
Now find the cdf of Y

Gly )=Pr( Yey ) =

Pr( xkey)

If y
< o Gly )=o

( xkey ) =p ( ) Fly ) F the cat of X

'
where
'

y70 Gly ) = Pr , × c-
y = is

GH
=/
"fp
T
↳ .
g .
( take the calf of X and plug -
in
y
'
in
place of a)

The pdf of Y is

° of so

hw=ddfYT={ "

Zyet if ya