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given by
The expectation E(XYZ) is equal to: . (Write your answer in the form x.xxx, rounded
to the 3rd decimal place.)
The random variable XYZ obtains the values 1x2x3=6, 2x1x1=2, 2x2x1=4, and
2x3x2=12, each with probability 1/4. The expectation of this random variable is given
by E(XYZ) = (6+2+4+12)/4 = 6. No rounding is required.
Compute the probability of the event {X1 < X2}. The Joint density is f(x,y) = 12e-1x - 2y,
for 0 < x and 0 < y, and f(x,y) = 0 otherwise. The event over which integration takes
place is 0 < x < y < . Therefore,
P(X1 < X2) = 0 1e-1x[x2e- 2y dy ] dx = 0 1e-(1+2)x dx = 1/(1+2).
Compute next the probability of the intersection {X1 > c, X1 < X2}. The event over
which integration takes place is c < x < y < . Therefore,
P(X1 > c, X1 < X2) = c 1e-1x[x2e- 2y dy ] dx = c 1e-(1+2)x dx = e-(1+2)c[1/(1+2)].
It follows that the conditional probability is P(X1 > c | X1 < X2) = e-(1+2)c. Specifying to
1+2 = 8 and c = 1/10 we get that the probability is e-0.8 = 0.449329. After rounding
we get 0.449 as the answer.
The number of engines that operate after 3 hours is a binomial random variable with
n = 5 and p = 0.1991483. The probability that this binomial obtains a value of 3 or
more is
(5 choose 3)p3(1-p)2 + (5 choose 4)p4(1-p) + (5 choose 5)p5 = 0.05726798. After
rounding we get 0.057 as the answer.
4) Suppose that A and B are independent and uniformly distributed over the interval
(0,1). The probability that the roots of the quadratic equation Ax2 + Bx + 1 = 0 are real
numbers is equal to: . (Write your answer in the form 0.xxx, rounded to the 3rd
decimal place.)
The roots of the quadratic equation are real when B2 - 4A 0, which corresponds to
the event {B 2A} The joint density of (A,B) is equal to 1 over the unit square and 0
elsewhere. The integration takes place over the set 0 < a 0.25 and 2a b.
Therefore, the probability is:
01/42a1 db da = 01/4(1-2a) da = 1/4 -2[(2/3)a3/2]01/4 = 1/4 -(4/3)/8 = 1/12 = 0.08333333.
After rounding we get 0.083 as the answer.
5) The joint density of X and Y is given by f(x,y) = c(x2 - y2)e-x, for 0 < x < , -x < y < x,
and f(x,y) = 0 otherwise. Evaluate the conditional density of Y, given that {X = 2}. The
value of the conditional density when {Y = 1.5} is equal to: .(Write your answer in the
form x.xxx, rounded to the third decimal place.)
fX(x) = -xxc(x2 - y2)e-xdy = c(2x3 - [y3/3]-xx)e-x = c(2x3 - (2/3) x3)e-x = (4c/3)x3 e-x, for x > 0,
and fX(x) = 0 otherwise.
The conditional density of Y, given X = x is the ratio fY|X(y|x) = f(y,x)/fX(x) = [c(x2 - y2)e-x=
(3/4x)(1-(y/x)2), for |y| < x, and fY|X(y|x) = otherwise. Evaluation at Y=1.5 and X=2
produces fY|X(1.5|2) = (3/8)(1-(1.5/2)2 = 0.1640625. After rounding up we get 0.164 as
the answer.
6) The joint density density of X and Y is given by f(x,y) = c(x + y), for 0 < x < 2, 0 < y
< 1, and f(x,y) = 0 otherwise. Evaluate the conditional density of X, given that Y = 0.3.
The value of the conditional density at X = 1.5 is equal to: .(Write your answer in the
form x.xxx, rounded to the third decimal place.)
The marginal density of Y is obtained by integrating the joint over the values of X:
fY(y) = 02 c(x+y) dx = c(2+ 2y).
The conditional density of X, given that Y = y, is the ratio between the joint and the
marginal: fX|Y(x|y) = f(x,y)/fY(y) = c(x+y)/[c (2+ 2y)] = (x+y)/(2+2y). When y = 0.3 and x
= 1.5 this becomes 0.6923077. After rounding we get 0.692 as the answer.
7) Jill's bowling scores are approximately normally distributed with mean 170 and
standard deviation 20, while Jack's bowling scores are approximately normally
distributed with mean 160 and standard deviation 15. If Jack and Jill each bowl one
game, then assuming that their scores are independent random variables, the
probability that Jack's score is higher is approximately equal to: . (Do not use
continuity correction. Write your answer in the form 0.xxx, rounded to the 3rd decimal
place.)
The probability that Jack obtains a higher score is the probability that D is negative:
P(D < 0) = P(Z < (0-10)/25) = P(Z < -0.4) = 0.3445783. After rounding we get 0.345
as the answer.
8) The joint density of X and Y is given by f(x,y) = c(x + y), for 0 < x < 2, 0 < y < 1,
and f(x,y) = 0 otherwise. The probability that XY is less than or equal to 1 is equal
to: .(Write your answer in the form 0.xxx, rounded to the third decimal place.)
The value of the constant c is obtained by integrating the density over the entire
support:
1 = 0201 c(x+y) dy dx = c(22/2 + 2/2) = 3c => c = 1/3.
The complementary of probability corresponds to integrating the joint density over the
region 1 < x < 2 and 1/x < y < 1:
121/x1 (1/3)(x+y) dy dx = (1/3) 12(x(1-1/x) + (1/2-1/[2x2]) dx = (1/3) 12(x-1/[2x2]-1/2) dx
= (1/3)([x2/2]12 - [-1/(2x)]12 - 1/2) = (1/3)(3/4) = 0.25.
The probability of the event {XY 1} is 0.75. No rounding is required.
10) Choose a number X at random from the set {1, 2, ..., 10}. Now choose a number
at random from the subset {1, ..., X} and call this number Y. The conditional
expectation of X, given that {Y = 3}, is equal to: .(Write your answer in the form x.xxx,
rounded to the third decimal place.)
The marginal distribution of X is the (discrete) uniform distribution over the integers 1,
..., 10. Hence, P(X=x) = 0.1. The conditional distribution of Y, given that X=x, is
(discrete) uniform over the integers 1, ..., x. Consequently, P(Y=y|X=x) = 1/x.
The support of the conditional distribution of X, given that Y = y, is the integers y, y+1,
...,10. One may obtain the conditional distribution of X, given Y = y, using Bayes rule:
P(X=x|Y=y) = P(X=x)P(Y=y|X=x)/t=y10P(X=t)P(Y=y|X=t) = (1/x)/t=y10(1/t).
The conditional expectation is equal to the sum over the support of the value of X
times the conditional probability of the value:
x=y10(x/x)/t=y10(1/t) = (10-y+1)/t=y10(1/t).
Specifically, if Y = 3 then the conditional expectation is equal to 8/t=310(1/t) =
5.598445. After rounding we get 5.598 as the answer.