You are on page 1of 4

# 1) The joint probability mass function p(x,y,z) = P(X=x, Y=y, Z=z) of X, Y, and Z is

given by

## p(1,2,3) = p(2,1,1) = p(2,2,1) = p(2,3,2) = 1/4.

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.

## 2) Suppose that X1 is exponential with 1 = 3 and that X2 is independent and

exponential with 2 = 5. The conditional probability of the event {X1 > 1/10}, given that
{X1 < X2}, is equal to: . (Write your answer in the form 0.xxx, rounded to the 3rd
decimal place.)

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.

## 3) A complex machine is able to operate effectively as long as at least 3 of its 5

motors are functioning. Each motor independently functions for a random amount of
time with density function given by f(x) = x e-x, for 0 < x < , and f(x) = 0 otherwise.
The probability that the machine still operates after 3 units of time is equal to: .(Write
your answer in the form 0.xxx, rounded to the third decimal place.)

## 3 x e-xdx = [-x e-x]3 + 3 e-xdx = 3 e-3 + e-3 = 0.1991483.

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.)

## The marginal density of X is obtained by integration over all values of Y:

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

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.)

## Any linear combination of independent normal random variable is also normal. In

particular, if X is the score of Jill and Y is the score of Jack then D = X-Y has a normal
distribution (approximately). The expectation is E(D) = E(X) - E(Y) = 170 - 160 = 10
and the variance is Var(D) = Var(X) + Var(Y) = 202 + 152 = 625. The standard
deviation is 25.

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

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.

## 9) Suppose that X1 is Poisson with expectation 2, X2 is Poisson with expectation 3,

and X3 is Poisson with expectation 2 and assume that the three random variables are
independent. Let Y1 = X1 + X2 and let Y2 = X2 + X3. The joint probability mass function
of Y1 and Y2, evaluated at the point (3,5), is equal to: . (Write your answer in the form
0.xxx, rounded to the 3rd decimal place.)

## The probability of the event {Y1=3, Y2 = 5} can be evaluated by considering the

different values of X2. The relevant values are 0, 1, 2, and 3:
P(Y1=3, Y2 = 5) = x=03 P(X1=3-x, X2=x, X3=5-x) = x=03 P(X1=3-x)P(X2=x)P(X3=5-x) = e-
(2+3+2)
x=03 23-x3x25-x/[(3-x)!x!(5-x)!] = 0.02312127.
After rounding we get 0.023 as the answer.

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.