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Statistika Matematika 1

Ahmad Nurhadi Ridwan


Muhammad Rizqi Aulia Rahman
Zaza Yuda Perwira

14. Let X and Y have joint pdf 𝑓(𝑥, 𝑦) = 4𝑒 −2(𝑥+𝑦) ; 0 < 𝑥 < ∞, 0 < 𝑦 <
∞, 𝑎𝑛𝑑 𝑧𝑒𝑟𝑜 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒.
𝑋
a. find the joint pdf of 𝑈 = , 𝑎𝑛𝑑 𝑉 = 𝑋
𝑌

b. find the marginal pdf of U


Jawab:
a. 𝑓(𝑥, 𝑦) = 4𝑒 −2(𝑥+𝑦) ; 0 < 𝑥 < ∞, 0 < 𝑦 < ∞, 𝑎𝑛𝑑 𝑧𝑒𝑟𝑜 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑋 𝑉 𝑑𝑌 𝑣 𝑑𝑌 1
𝑈= →𝑌= → =− = | 𝑥>0→𝑣>0
𝑌 𝑈 𝑑𝑈 𝑢2 𝑑𝑉 𝑢
𝑑𝑋 𝑑𝑋
𝑉=𝑋→ =0 =1 | 𝑦>0 →𝑢>0
𝑑𝑈 𝑑𝑉
𝑑𝑋 𝑑𝑋
𝑑𝑈 𝑑𝑉
0 1 𝑣
Sehingga 𝐽 = | 𝑑𝑌 𝑑𝑌 | = |− 𝑣 1| = maka
2 𝑢2
𝑢 𝑢
𝑑𝑈 𝑑𝑉

𝑉 𝑣 𝑣
𝑓(𝑢, 𝑣) = 𝑓 (𝑉, ) |𝐽| |𝑏 = 4𝑒 −2(𝑣+𝑢) | 2 | |(0,∞)𝑢 |(0,∞)𝑣
𝑈 𝑢
4𝑣 −2𝑣(1+𝑢)
= 2𝑒 𝑢 |(0,∞)𝑢 |(0,∞)𝑣
𝑢
1+𝑢
4𝑣 −2𝑣( )
b. 𝑓(𝑢, 𝑣) = 2
𝑒 𝑢 |(0,∞)𝑢 |(0,∞)𝑣
𝑢

𝑓(𝑢) = ∫ 𝑓(𝑢, 𝑣)𝑑𝑣 |𝑏


𝑉

4𝑣 −2𝑣(1+𝑢)
= ∫ 𝑒 𝑢 𝑑𝑣 |(0,∞)𝑢
0 𝑢2
1+𝑢
4 ∞ −2𝑣( ) 1+𝑢 𝑘𝑢 𝑢𝑑𝑘
= ∫ 𝑣𝑒 𝑢 𝑑𝑣 |
(0,∞)𝑢 𝑚𝑖𝑠𝑎𝑙: 2𝑣 ( 𝑢 ) = 𝑘 → 𝑣 = 2(𝑢+1) → 𝑑𝑣 = 2(𝑢+1)
𝑢2 0

4 ∞ 𝑘𝑢 𝑢𝑑𝑘
= 2∫ 𝑒 −𝑘 | 𝑢
𝑢 0 2(𝑢 + 1) 2(𝑢 + 1) (0,∞)
1 ∞ 1
=
(𝑢+1)2
∫0 𝑘𝑒 −𝑘 𝑑𝑘 |(0,∞)𝑢 = (𝑢+1)2 |(0,∞)𝑢

15. If X1 and X2 denote a random sample of size 2 from a Poisson distribution, Xi


~ 𝑃𝑂𝐼(𝜆), find the pdf of Y= X1 + X2
Jawab:
𝜆𝑥1+𝑥2 𝑒 −2𝜆
𝑓(𝑥1, 𝑥2) = | 𝑥1
𝑥1 ! 𝑥2 ! (0,1,…,∞) |(0,1,…,∞)𝑥2
Misal Y = X1 + X2 dan U=X1
Maka,
𝑋2 = 𝑌 − 𝑈 → 𝑋1 = 𝑈
𝐴 = {(𝑥1 , 𝑥2 )| 0 ≤ 𝑥1 ≤ ∞, 0 ≤ 𝑥2 ≤ ∞}
𝐵 = {(𝑦, 𝑢)| 0 ≤ 𝑢 ≤ 𝑦 ≤ ∞}
𝑑𝑋1 𝑑𝑋1
𝑑𝑈 𝑑𝑌 1 0
𝐽 = | 𝑑𝑋 𝑑𝑋2 | =| |=1
2 −1 1
𝑑𝑈 𝑑𝑌

𝑓(𝑦, 𝑢) = 𝑓(𝑢, 𝑦 − 𝑢)|𝐽|


𝜆𝑢+(𝑦−𝑢) 𝑒 −2𝜆
𝑓(𝑦, 𝑢) = ,0 ≤ 𝑢 ≤ 𝑦 ≤ ∞
𝑢!(𝑦−𝑢)!

𝜆𝑦 𝑒 −2𝜆
𝑓(𝑦, 𝑢) = ,0 ≤ 𝑢 ≤ 𝑦 ≤ ∞
𝑢! (𝑦 − 𝑢)!
𝑦
𝜆𝑦 𝑒 −2𝜆
𝑓(𝑦) = ∑ 𝑓(𝑦, 𝑢) |(0,1,2,…,∞)𝑦 → 𝑓(𝑦) = ∑ | 𝑦
𝑢! (𝑦 − 𝑢)! (0,1,2,…,∞)
𝑢 𝑢=0
𝑦
1
𝑓(𝑦) = 𝜆𝑦 𝑒 −2𝜆 ∑ | 𝑦
𝑢! (𝑦 − 𝑢)! (0,1,2,…,∞)
𝑢=0
𝑦
𝜆𝑦 𝑒 −2𝜆 𝑦! 𝜆𝑦 𝑒 −2𝜆
𝑓(𝑦) = ∑ | 𝑦 → 𝑓(𝑦) = (1 + 1)𝑦
𝑦! 𝑢! (𝑦 − 𝑢)! (0,1,2,…,∞) 𝑦!
𝑢=0

(2𝜆)𝑦 𝑒 −2𝜆
𝑓(𝑦) = ~𝑃𝑂𝐼(2𝜆)
𝑦!
No. 16 Page 227
Let X1 and X2 denote a random sample of size 2 from a distribution with 𝑝𝑑𝑓 =
1
; 1 ≤ 𝑥 ≤ ∞ and Zero otherwise.
𝑥2

(a) Find the joint pdf of U = X1X2 and V = X2


(b) Find the marginal pdf of U

Answer :
1 1
𝑓(𝑥1 ) = → 𝑓(𝑥1 , 𝑥2 ) = |(0, ∞)𝑥1 | (0, ∞)𝑥2
𝑥1 𝑥1 𝑥2
𝑈
(a) 𝑈 = 𝑋1 𝑋2 → 𝑋2 =
𝑉
𝑉 = 𝑋1 → 𝑋1 = 𝑉

𝐴 = {(𝑥1 , 𝑥2 )|0 ≤ 𝑥1 ≤ ∞, 0 ≤ 𝑥2 ≤ ∞}
𝐵 = {(𝑢, 𝑣) |0 ≤ 𝑉 ≤ 𝑈 ≤ ∞}

𝑑𝑥1 𝑑𝑥1
0 1 1
𝐽 = | 𝑑𝑢 𝑑𝑣 | = | 1 𝑈|=
𝑑𝑥2 𝑑𝑥2 − 2 𝑉
𝑉 𝑉
𝑑𝑢 𝑑𝑣

1
𝑓𝑢,𝑣 (𝑢, 𝑣) = , 1≤𝑉≤𝑈≤∞
𝑢𝑣

(b)
𝑓𝑢 (𝑢) = ∫ 𝑓𝑢,𝑣 (𝑢, 𝑣) 𝑑𝑣 , |(1,∞)𝑢
𝑣
𝑢
1
= ∫ 𝑑𝑣 , |(1,∞)𝑢
𝑢𝑣
1
𝑢
1 1
= 2 ∫ 𝑑𝑣 , |(1,∞)𝑢
𝑢 𝑣
1
1
= 2 ln 𝑣|1𝑢 , |(1,∞)𝑢
𝑢
1
= 2 (ln|𝑢|), , |(1,∞)𝑢
𝑢
ln |𝑢|
= 2 , |(1,∞)𝑢
𝑢
17. Anggap X1 dan X2 adalah sampel acak berukurn 2 dari distribusi gamma, Xi ~
1
𝐺𝐴𝑀(2, ),
2

a. Tentukan pdf dari 𝑌 = √𝑋1 + 𝑋2


Jawab:
1
X𝑖 ~𝐺𝐴𝑀 (2, )
2
1 𝑥
1 − − 𝑖
𝑓𝑥𝑖 (𝑥𝑖 ) = 𝑥 2 𝑒 2 𝐼(0,∞)(𝑥𝑖)
𝛽 𝛼 𝛤(𝛼) 𝑖
1
𝛽 = 2, 𝛼 =
2
1 𝑥𝑖
1
𝑓𝑥𝑖 (𝑥𝑖 ) = 1
1
𝑥𝑖 −2 𝑒 − 2 𝐼(0,∞)(𝑥𝑖)
22 𝛤( )
2

X1 dan X2 merupakan sampel acak, maka X1 dan X2 independen


𝑓𝑥1,𝑥2 (𝑥1, 𝑥2 ) = 𝑓(𝑥1 )𝑓(𝑥2 )
1 𝑥1 1 𝑥2
1 1
𝑓𝑥1,𝑥2 (𝑥1, 𝑥2 ) = ( 1
1
𝑥1 −2 𝑒 − 2 ) ( 1
1
𝑥2 −2 𝑒 − 2 ) 𝐼(0,∞)(𝑥1) 𝐼(0,∞)(𝑥2)
22 𝛤( ) 22 𝛤( )
2 2

2
1 𝑥1+𝑥2
1
) (𝑥1 𝑥2 )−2 𝑒 −( )
𝑓𝑥1,𝑥2 (𝑥1 , 𝑥2 ) = ( 1
2 𝐼(0,∞)(𝑥1) 𝐼(0,∞)(𝑥2)
22 √𝜋
1 𝑥1+𝑥2
1
𝑓𝑥1,𝑥2 (𝑥1 , 𝑥2 ) = 2𝜋 (𝑥1 𝑥2 )−2 𝑒 −( )
2 𝐼(0,∞)(𝑥1) 𝐼(0,∞)(𝑥2)

Diketahui 𝑌 = √𝑋1 + 𝑋2 , misal 𝑍 = 𝑋2


Maka 𝑋1 = 𝑌 2 − 𝑍 , 𝑋2 = 𝑍
𝑋1 = 𝑌 2 − 𝑍 ≥ 0 𝑋2 = 𝑍 ≥ 0
𝑌2 ≥ 𝑍 𝑍≥0
𝐴 = {(𝑥1 , 𝑥2 )|𝑥1 ≥ 0, 𝑥2 ≥ 0} → 𝐵 = {(𝑦, 𝑧)|0 ≤ 𝑧 ≤ 𝑦 2 }
𝑑𝑥1 𝑑𝑥1
𝑑𝑦 𝑑𝑧 2𝑦 −1
𝐽 = |𝑑𝑥2 𝑑𝑥2 | =| | = 2𝑦
0 1
𝑑𝑦 𝑑𝑧

𝑓𝑌,𝑍 (𝑦, 𝑧) = 𝑓𝑥1,𝑥2 (𝑥1 , 𝑥2 )|𝐽|𝐼𝐵


𝑓𝑌,𝑍 (𝑦, 𝑧) = 𝑓𝑥1,𝑥2 (𝑦 2 − 𝑧, 𝑧)|𝐽|𝐼(0,∞)(𝑦) 𝐼(0,𝑦2)(𝑧)
1 𝑦2 −𝑧+𝑧
1 − −( )
𝑓𝑌,𝑍 (𝑦, 𝑧) = ((𝑦 2 − 𝑧)(𝑧)) 2 𝑒 2 |2𝑦|𝐼(0,∞)(𝑦) 𝐼(0,𝑦2)(𝑧)
2𝜋

1 𝑦2
1 2 )−2 −( )
𝑓𝑌,𝑍 (𝑦, 𝑧) = (𝑦 2 𝑧−𝑧 𝑒 2 (2𝑦)𝐼(0,∞)(𝑦) 𝐼(0,𝑦2)(𝑧)
2𝜋

1 𝑦2
𝑦 2 )−2 −( )
𝑓𝑌,𝑍 (𝑦, 𝑧) = (𝑦 2 𝑧−𝑧 𝑒 2 𝐼(0,∞)(𝑦) 𝐼(0,𝑦2)(𝑧)
𝜋

𝑓𝑌 (𝑦) = ∫𝑧 𝑓𝑌,𝑍 (𝑦, 𝑧) 𝑑𝑧 𝐼(0,∞)(𝑦)


1 𝑦2
𝑦2 𝑦 2 )−2 −( )
𝑓𝑌 (𝑦) = ∫0 𝜋 (𝑦 2 𝑧 −𝑧 𝑒 2 𝑑𝑧 𝐼(0,∞)(𝑦)
𝑦2 1
𝑦 −( ) 𝑦2 −
𝑓𝑌 (𝑦) = 𝑒
𝜋
2
∫0 (𝑦 2 𝑧 − 𝑧 2 ) 2 𝑑𝑧 𝐼(0,∞)(𝑦)
𝑦2
𝑦 −( ) 𝑦2 1
𝑓𝑌 (𝑦) = 𝑒 2
∫0 2
𝑑𝑧 𝐼(0,∞)(𝑦)
𝜋 4
√𝑦 −(𝑧−1𝑦 2 )
4 2

1
Misal 𝑤 = 𝑧 − 𝑦 2
2

𝑑𝑤 = 𝑑𝑧
𝑦2 𝑦2
𝑦 −( ) 2 1
𝑓𝑌 (𝑦) = 𝑒 2
∫𝑦2 𝑑𝑤 𝐼(0,∞)(𝑦)
𝜋 − 2 2
2 √(𝑦 ) −𝑤 2
2

𝑦2 2𝑤
Misal 𝑤 = ( ) 𝑠𝑖𝑛𝜃 , 𝜃 = 𝑠𝑖𝑛−1 ( )
2 𝑦2

𝑦2
𝑑𝑤 = ( ) cos 𝜃 𝑑𝜃
2
𝑦2 𝜋
𝑦 −( ) 2 1 𝑦2
𝑓𝑌 (𝑦) = 𝑒 2
∫𝜋 cos 𝜃 𝑑𝜃 𝐼(0,∞)(𝑦)
𝜋 − 2 2 2 2
2
2
√(𝑦 ) −(𝑦 ) 𝑠𝑖𝑛2 𝜃
2 2

𝑦2 𝜋
𝑦 −( ) 2 1 𝑦2
𝑓𝑌 (𝑦) = 𝑒 2
∫𝜋 cos 𝜃 𝑑𝜃 𝐼(0,∞)(𝑦)
𝜋 − 𝑦2 cos 𝜃 2
2 2

𝑦2 𝜋
𝑦 −( ) 2
𝑓𝑌 (𝑦) = 𝑒 2 𝜃| 𝜋 𝐼(0,∞)(𝑦)
𝜋 −
2

𝑦2
𝑦 −( )
𝑓𝑌 (𝑦) = 𝑒 2 (𝜋) 𝐼(0,∞)(𝑦)
𝜋
𝑦2
−( )
𝑓𝑌 (𝑦) = 𝑦𝑒 2 𝐼(0,∞)(𝑦)
𝑋1
b. Tentukan pdf dari 𝑤 =
𝑋2

Jawab:
𝑋1
𝑤= , misal 𝑍 = 𝑋2
𝑋2

Maka 𝑋1 = 𝑊𝑍, 𝑋2 = 𝑍
𝑋1 = 𝑊𝑍 ≥ 0, 𝑊≥0
𝑋2 = 𝑍 ≥ 0, 𝑍≥0
𝐴 = {(𝑥1 , 𝑥2 )|𝑥1 ≥ 0, 𝑥2 ≥ 0} → 𝐵 = {(𝑤, 𝑧)|𝑤 ≥ 0, 𝑧 ≥ 0}
𝑑𝑥1 𝑑𝑥1
𝑑𝑤 𝑑𝑧 𝑧 𝑤
𝐽= |𝑑𝑥 𝑑𝑥2 | =| |=𝑧
2 0 1
𝑑𝑤 𝑑𝑧
1 𝑥1 +𝑥2
1
𝑓𝑥1,𝑥2 (𝑥1 , 𝑥2 ) = (𝑥1 𝑥2 )−2 𝑒 −( 2
)
𝐼(0,∞)(𝑥1) 𝐼(0,∞)(𝑥2)
2𝜋

𝑓𝑊,𝑍 (𝑤, 𝑧) = 𝑓𝑥1,𝑥2 (𝑥1 , 𝑥2 )|𝐽|𝐼𝐵


1 𝑤𝑧+𝑧
1
𝑓𝑊,𝑍 (𝑤, 𝑧) = ((𝑤𝑧)(𝑧))−2 𝑒 −( 2
)
|𝑧|𝐼(0,∞)(𝑤) 𝐼(0,∞)(𝑧)
2𝜋
1 𝑧(𝑤+1)
1 − −1 −( )
𝑓𝑊,𝑍 (𝑤, 𝑧) = 𝑤 2 𝑧 𝑧𝑒 2 𝐼(0,∞)(𝑤) 𝐼(0,∞)(𝑧)
2𝜋
1 𝑧(𝑤+1)
1 −( )
𝑓𝑊,𝑍 (𝑤, 𝑧) = 𝑤 −2 𝑒 2 𝐼(0,∞)(𝑤) 𝐼(0,∞)(𝑧)
2𝜋

𝑓𝑊 (𝑤) = ∫𝑧 𝑓𝑊,𝑍 (𝑤, 𝑧) 𝑑𝑧 𝐼(0,∞)(𝑤)


1 𝑧(𝑤+1)
∞ 1 −( )
𝑓𝑊 (𝑤) = ∫0 𝑤 −2 𝑒 2 𝑑𝑧 𝐼(0,∞)(𝑤)
2𝜋
1 𝑧(𝑤+1)
1 − ∞ −( )
𝑓𝑊 (𝑤) = 𝑤 2 ∫0 𝑒 2 𝑑𝑧 𝐼(0,∞)(𝑤)
2𝜋
1 𝑧(𝑤+1) ∞
1 2 −( )
𝑓𝑊 (𝑤) = 𝑤 −2 (− ) (𝑒 2 )| 𝐼(0,∞)(𝑤)
2𝜋 𝑤+1
0
1

𝑤 2
𝑓𝑊 (𝑤) = − (𝑒 −∞ − 𝑒 0 ) 𝐼(0,∞)(𝑤)
𝜋(𝑤+1)
1

𝑤 2
𝑓𝑊 (𝑤) = 𝐼(0,∞)(𝑤)
𝜋(𝑤+1)

18. Let X and Y have joint pdf 𝑓(𝑥, 𝑦) = 𝑒 −𝑦 ; 0 < 𝑥 < 𝑦 <
∞ 𝑎𝑛𝑑 𝑧𝑒𝑟𝑜 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a. Find the joint pdf of S=X+Y and T=X.
b. Find the marginal pdf of T.
c. Find the marginal pdf of S.
Jawab:
𝑆 =𝑋+𝑌 →𝑌 =𝑆−𝑇
𝑇=𝑋 →𝑋=𝑇
𝑑𝑋 𝑑𝑋
|𝐽| = | 𝑑𝑆 𝑑𝑇 | = |0 1 | = |−1| = 1
𝑑𝑌 𝑑𝑌 1 −1
𝑑𝑆 𝑑𝑇
𝐴 = {(𝑥, 𝑦)|0 < 𝑥 < 𝑦 < ∞}
𝐵 = {(𝑠, 𝑡) |0 < 2𝑡 < 𝑠 < ∞}
a. 𝑓(𝑠, 𝑡) = 𝑓(𝑡, 𝑠 − 𝑡)|𝐽|
𝑓(𝑠, 𝑡) = 𝑒 −(𝑠−𝑡) ; 0 < 2𝑡 < 𝑠 < ∞

b. 𝑓(𝑡) = ∫𝑠 𝑓(𝑠, 𝑡)𝑑𝑠



𝑓(𝑡) = ∫ 𝑒 −(𝑠−𝑡) 𝑑𝑠
2𝑡

𝑓(𝑡) = −𝑒 −(𝑠−𝑡) | 𝐼 𝑡
2𝑡 (0,∞)
𝑓(𝑡) = 𝑒 −𝑡 𝐼(0,∞)𝑡

c. 𝑓(𝑠) = ∫𝑡 𝑓(𝑠, 𝑡)𝑑𝑡


𝑠
2
𝑓(𝑠) = ∫ 𝑒 −(𝑠−𝑡) 𝑑𝑡
0
𝑠⁄
𝑓(𝑠) = 𝑒 −(𝑠−𝑡)
| 2 𝐼(0,∞)𝑡
0
𝑠
𝑓(𝑠) = (𝑒 −2 − 𝑒 −𝑠 ) 𝐼(0,∞)𝑡