MATH 3160, SPRING 2013

HOMEWORK #9—SOLUTIONS

JOHANNA FRANKLIN

This assignment will be due on Wednesday, April 17 at the beginning of class. Remember to
show your reasoning and name the classmates you worked with. Answers without work shown will
receive almost minimal credit.
When calculating probabilities for normal random variables, use the table on p. 201 of your
textbook.

(1) Suppose X is an exponential random variable with parameter λ = 5. Find the probability
density function for the random variable Y = 1 − e−5X .
Solution. We know from the problem that fX (x) = 5e−5x for x ≥ 0 and 0 otherwise, and
we know that g(x) = 1 − e−5x . Since this function is differentiable and strictly increasing,
we can apply Theorem 7.1 (Chapter 5), so we find its inverse and its inverse’s derivative:
g −1 (y) = − 15 ln |1 − y|, and (g −1 )0 (y) = 51 1−y
1
. This tells us that
 
−1 −1 0 −5(− 51 ln |1−y|)  1 1 
  |1 − y|
fY (y) = fX (g (y))|(g ) (y)| = 5e  5 1 − y  = |1 − y| = 1.
Now we need to check the domain for this function. It must be the range of g(x) for x ≥ 0,
which is [0, 1). Therefore,
(
1 when 0 ≤ y < 1
fY (y) = .
0 otherwise
(2) A bin of 5 grav boots is known to contain exactly 2 that are defective. The grav boots
are to be tested, one at a time, until the defective ones are identified. Denote by N1 the
number of tests necessary to identify the first defective grav boot and N2 the number of
additional tests necessary to identify the second one. (Note that the way this question is
phrased allows you to assume that once a grav boot has been tested, it is removed from the
bin and never tested again.)
(a) Find the joint probability mass function of N1 and N2 .
Solution. The best way to approach this problem is probably by drawing a tree of
possibilities as below. Each “leaf” is boxed, and the pair of numbers under the leaf is
(N1 , N2 ).

1
2 FRANKLIN

This gives us the following table that contains the value of the joint probability mass
function:
N1 \N2 1 2 3 4 5
1 1 1 1
1 10 10 10 10 0
1 1 1
2 10 10 10 0 0
1 1
3 10 10 0 0 0
1
4 10 0 0 0 0
5 0 0 0 0 0
(b) Find the marginal probability mass functions of N1 and N2 .
Solution. The marginal probability mass functions can be found in, unsurprisingly,
the margins of the table in (a):
N1 \N2 1 2 3 4 5 P (N1 = a)
1 1 1 1 4
1 10 10 10 10 0 10
1 1 1 3
2 10 10 10 0 0 10
1 1 2
3 10 10 0 0 0 10
1 1
4 10 0 0 0 0 10
5 0 0 0 0 0 0
4 3 2 1
P (N2 = a) 10 10 10 10 0
(c) Are N1 and N2 independent? Show that your answer is correct.
1
Solution. N1 and N2 are not independent: P (N1 = 1, N2 = 1) = 10 is not equal to
16
P (N1 = 1)P (N2 = 1) = 100 .
1
(3) Suppose the joint density function of X and Y is f (x, y) = 4 for 0 < x, y < 2.
(a) Calculate P ( 21 < X < 1, 32 < Y < 34 ).
Solution. We integrate the jdf over these bounds:
Z 1Z 4   
3 1 1 1 4 2 1
dy dx = 1− − = .
1 2 4 4 2 3 3 12
2 3
 MATH 3160, SPRING 2013 HOMEWORK #9—SOLUTIONS 3

(b) Calculate P (XY < 2).

Solution. First, we find the region described by the constraints 0 < x, y < 2 and
y < x2 . We find that it divides naturally into the rectangle 0 < x < 1, 0 < y < 2 and
the region 1 < x < 2, 0 < y < x2 . Therefore,
Z 1Z 2 Z 2Z 2
1 x 1
P (XY < 2) = dy dx + dy dx
0 0 4 1 0 4
Z 2
1 1
= + dx
2 1 2x
1 ln 2
= +
2 2
(c) Calculate the marginal distributions fX (x) and fY (y).
Solution. Z ∞ Z 2
1 1
fX (x) = dy =
f (x, y) dy =
−∞ 0 4 2
1
for 0 < x < 2 and 0 elsewhere, and by symmetry, fY (y) = 2 for 0 < y < 2 and 0
elsewhere.
1
(4) Suppose X and Y are independent random variables and that X is exponential with λ = 4
and Y is uniform on (2, 5). Calculate the probability that 2X + Y < 8.
Solution. We know that
(
1 − x4
4e when x ≥ 0
fX (x) =
0 otherwise
and (
1
3 when 2 < y < 5
fY (y) = .
0 otherwise
Since X and Y are independent,
(
1 − x4
12 e when x ≥ 0, 2 < y < 5
f (x, y) = .
0 otherwise
We must integrate over the region determined by 0 ≤ x, 2 < y < 5, y < 8 − 2x. After
graphing the region, we see that this corresponds to the bounds 2 < y < 5 and 0 < x < 4− y2 ,
so
Z 5 Z 4− y
2 1 x
P (2X + Y < 8) = e− 4 dx dy
2 0 12
Z 5 
1 y

= 1 − e 8 −1 dx
2 3
8  −3 3

= 1− e 8 − e− 4
3
4 FRANKLIN

(5) Suppose that Z = X + Y and X and Y are independent. Find the probability distribution
function of Z if
(
x
if 0 < x < 2
fX (x) = fY (x) = 2 .
0 otherwise
Solution. We follow the steps in the handout. First, we set up the problem and write
Z ∞
fZ (z) = fX (x)fY (z − x) dx.
−∞
Then we look at the bounds given for fX : we need 0 < x < 2 for fX to be nonzero.
Now we look at the bounds given with fY : we know that we need 0 < z − x < 2, which
turns into z − 2 < x < z. This means we need to satisfy z − 2 < x < z and 0 < x < 2 for
all z.
We set z − 2 = 0 and solve to get z = 2. If z ≤ 2, the bigger of the lower bounds is 0
and the smaller of the upper bounds is z, and if z > 2, the bigger of the lower bounds is
z − 2 and the smaller of the upper bounds is 2. Now we can plug in fX and fY and do the
integrals.
For z ≤ 2, we get
Z z z
1 zx2 x3 z3

1 2
fZ (z) = (zx − x ) dx = − = ,
0 4 4 2 3 0 24
and if z > 2, we get
2 2
1 zx2 x3 4 z3
Z 
1 2
fZ (z) = (zx − x ) dx = − =z− − .
z−2 4 4 2 3 z−2 3 24
Since we have 0 < x, y < 2, we know that 0 < z < 4, so our final answer is
 3
z
 24
 0<z≤2
z3
fZ (z) = z − 43 − 24 2<z<4.

0 otherwise


Suggested problems: Chapter 5 Theoretical Exercises: 16, 17, 19; Chapter 6 Prob-
lems: 1, 2, 8, 9, 15, 19, 20, 22, 23