ELEG 597, ADVANCED PROBABILITY AND STATISTICS FOR ENGINEERS

HOMEWORK SET 2, SPRING 2014, DR. JAAP GELUK

Next class there is a quiz inspired by the previous homework and this homework set
Please study all questions. You dont need to submit anything, just study the questions 1 to 6, 7a, and 8a-e from this homework set as well as the previous homework set. The remaining questions of this homework set will be part of the homework a week later. 2. P ROBABILITY Question 1. Customers are used to evaluate preliminary product designs. In the past, 95% of highly successful products received good reviews, 60% of moderately successful products received good reviews, and 10% of poor products received good reviews. In addition, 40% of products have been highly successful, 35% have been moderately successful, and 25% have been poor products. a. What is the probability that a product attains a good review? b. If a new design attains a good review, what is the probability that it will be a highly successful product? c. If a product does not attain a good review, what is the probability that it will be a highly successful product? Question 2. A company that tracks the use of its web site determined that the more pages a visitor views, the more likely the visitor is to provide contact information. Use the following tables to answer the questions: Number of pages viewed: Percentage of visitors: Percentage of visitors in each page-view category that provide contact information: 1 40 2 30 3 20 4 or more 10

10

10

20

40

a. What is the probability that a visitor to the web site provides contact information?
Date: January 22, 2014.

HOMEWORK SET 2, SPRING 2014, DR. JAAP GELUK

b. If a visitor provides contact information, what is the probability that the visitor viewed four or more pages? 3. R ANDOM VARIABLES AND P ROBABILITY D ISTRIBUTIONS 3.1. Random Variables. No questions on this section.

3.2. Discrete Probability Distributions. Question 3. Verify that the following function is a C.D.F. and determine the probability mass function. for x < 1 0 0.3 for 1 x < 3 F (x) = 1 for 3 x

Question 4. The thickness of wood paneling (in inches) that a customer orders is a random variable with the following cumulative distribution function: 0 0.2 F (x) = 0 .9 1 for x < 1/8 for 1/8 x < 1/4 for 1/4 x < 3/8 for 3/8 x

Determine the following probabilities (a) P (X 1/18),(b) P (X 1/4),(c) P (X 5/16),(d) P (X > 1/4),(e) P (X 1/2).

3.3. Continuous Probability Distributions. Question 5. Suppose that f (x) = 2e2x for 0 < x, and zero else. Determine the C.D.F. Question 6. The random variables X and Y have joint probability density function fX,Y (x, y ) = y, 0 < x < 2, 0 < y < 1 0 else.

a. Find the marginal density function of Y and use the pdf to show that E (Y ) = 2/3. b. Calculate E (Y ) directly using a double integral. c. Find the marginal density function of X .

ELEG 597, ADVANCED PROBABILITY AND STATISTICS FOR ENGINEERS

Question 7. The probability density function of the time customers arrive at a terminal (in minutes after 8:00 a.m.) is f (x) = ex/10 /10 for x > 0. Determine the probability that a. A customer arrives by 9:00 a.m. b. A customer arrives between 8:15 a.m and 8:30 a.m. c. One or more out of ve customers arrive before 8:40 a.m. Assume customer arrivals are independent. d. Determine the cumulative distribution function and use the C.D.F. to determine the probability that a customer arrives between 8:15 a.m. and 8:30 a.m. Question 8. Determine the value of c that makes the function f (x, y ) = ce2x3y a joint probability density function over the range 0 < x and 0 < y < x. Determine the constant c and use it to calculate a. P (X < 1, Y < 2). b. P (1 < X < 2). c. P (Y > 3) d. P (X < 2, Y < 2). e. Marginal probability distribution of X , E (X ) and E (Y ). f. Conditional probability density function of Y given X = 1 and E (Y |X = 1). g. P (Y < 0.5|X = 1). h. Conditional probability distribution of X given Y = 2. i. Are X and Y independent? 4. M ATHEMATICAL E XPECTATION 4.1. Mean of a Random Variable. Question 9. Text book question 4.2. Question 10. Text book question 4.23. 4.2. Variance and Covariance of Random Variables. Question 11. Show that the following relations are correct. a. Cov(X, X ) = Var(X ) b. Cov(X, Y ) = Cov(Y, X ) c. Cov(aX + bY, cX + dY ) = acVar(X ) + bdVar(Y ) + (ad + bc)Cov(X, Y ) d. Cov(aX + bY, cX + d) = acVar(X ) + bcCov(X, Y )

HOMEWORK SET 2, SPRING 2014, DR. JAAP GELUK

Question 12. The discrete random variables X and Y have a joint probability mass function (4 x)2 f (x, y ) = for (x, y ) = (1, 0), (2, 0), (3, 0), (2, 1), (3, 1), (3, 2), zero elsewhere. 20 17 7 You may assume that E (X ) = 10 , E (Y ) = 20 and Var(X ) = 0.51. a. Calculate Cov(X, Y ). b. Determine Cov(3X + 7, X 2Y ). c. Are X and Y independent? Question 13. The random variables X and Y have joint probability density function y, 0 < x < 2, 0 < y < 1 0 else. a. Calculate Cov(X, Y ). You may use that E (X ) = 1 without proving this. b. Determine E (X |Y = 0.5). fX,Y (x, y ) = Question 14. The following table gives the values of the joint probability mass function of two random variables X and Y . x y fXY (x, y ) 0 0 1/3 1 -1 1/3 -1 1 1/3 Determine XY . 4.3. Means and Variances of Linear Combinations of Random Variables. Question 15. Text book question 4.62, 4.63, 4.69 and 4.99.