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    1 Solutions For HW6

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    vrb126
    This document contains solutions to homework problems involving probability concepts such as probability density functions, cumulative distribution functions, and calculations of probabilities for random variables. The problems cover topics like the uniform, exponential, normal, and other common distributions. Formulas are provided and calculations are shown to find probabilities that random variables fall within or outside of given ranges.

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    1 Solutions For HW6

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    vrb126
    26 views2 pages
    This document contains solutions to homework problems involving probability concepts such as probability density functions, cumulative distribution functions, and calculations of probabilities for random variables. The problems cover topics like the uniform, exponential, normal, and other common distributions. Formulas are provided and calculations are shown to find probabilities that random variables fall within or outside of given ranges.

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    This document contains solutions to homework problems involving probability concepts such as probability density functions, cumulative distribution functions, and calculations of probabilities for random variables. The problems cover topics like the uniform, exponential, normal, and other common distributions. Formulas are provided and calculations are shown to find probabilities that random variables fall within or outside of given ranges.

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    © All Rights Reserved
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    Download as pdf or txt
    26 views2 pages

    1 Solutions For HW6

    Uploaded by

    vrb126
    This document contains solutions to homework problems involving probability concepts such as probability density functions, cumulative distribution functions, and calculations of probabilities for random variables. The problems cover topics like the uniform, exponential, normal, and other common distributions. Formulas are provided and calculations are shown to find probabilities that random variables fall within or outside of given ranges.

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    STAT/MATH 309

    Solution 6

    Solutions for HW6

    1: (a) P (U 1) = 1
    (b)P(U=1/2)=0

    R 1/2
    (c)P (U 2 < 1/4) = P (1/ 4 < U < 1/ 4) = 0 1dx = 1/2
    (d)P (|2U 1| > 1/2) = P (2U 1 > 1/2or2U 1 < 1/2) = P (2U 1 > 1/2) + P (2U 1 <
    R 3/4
    1/2) = 1 1/4 1dx = 1/2
    (e)P (|U
    R 1 1/2| > 0.3) = P (U > 0.7orU < 0.3) = P (0 U < 0.2) + P (U > 0.8) =
    0.2 + 0.8 1dx = 0.2 + 0.2 = 0.4
    2: For Exp(), P (X x) = ex for x > 0
    (a) P (W 2) = e16
    (b) P (W 10) = 1 e810 = 1 e80
    (c) P (1 < W < 5) = P (W > 1) P (W > 5) = e8 e40
    (d) P (W 2 < 4) = P (2 < W < 2) = P (0 W < 2) = 1 P (W 2) = 1 e16
    (e) P (W > a) = e8a
    R
    3: For the density f (x), f (x)dx = 1
    R
    R1
    (a) f (x)dx = 0 c1 x3 dx = c1 /4 = 1. So c1 = 4.
    1/2

    4x3 dx = (1/2)4

    P (X1 < 1/2) =


    0

    R
    R1
    (b) f (x)dx = 0 c2 x(2 x)dx = c2 4/3 = 1, So c2 = 3/4
    Z
    P (X2 > 1/2) = 1
    0

    1/2

    3
    x(2 x)dx = 27/32 = .084375
    4

    R
    R
    1

    (c) f (x)dx = c3 1+x


    2 dx = c3 arctan(x)| = c3 = 1 , so c3 = 1/
    Z

    1/2

    P (X3 < 1/2) =

    1/2

    arctan(x)|
    1
    arctan(1/2) + /2
    c3
    =
    =
    2
    (1 + x )

    R4
    (d) 0 c4 (x3 3x2 + 2x + 1)dx = 20c4 = 1, so c4 = 1/20
    Z
    P (2 < X4 < 3) =

    (x3 3x2 + 2x + 1)/20dx = 13/80 = .1625

    4: Take x = rcos, y = rsin, then the Jaccobian is




    (x, y) cos
    sin
    =
    =r
    rsin rcos
    (r, )
    1

    e(x

    C =

    Z 2 Z

    =
    0

    er

    2 +y 2 )/2

    2 /2

    dxdy

    rdrd

    0
    2

    1d

    =
    0

    = 2

    So C = R2
    2
    5:(a) 0 c(2x2 x3 )dx = 4c/3 = 1, so c=3/4
    (b)

    x<0
    0,
    Rx 3 2
    F (x) =
    (2t t3 )dt = 12 x3
    0 4

    1, x 2

    3 4
    x ,0
    16

    x<2

    (c) P (0.5 < X < 1.5) = F (1.5) F (0.5) = 11/16 = 0.6875


    6: (a) P (Z > 1) = P (Z < 1) = (1) = 0.1587
    (b)P (Z > 1.49) = 1 (1.49) = 1 0.0681 = 0.9319
    (c)P (1.96 < Z < 1.96) = (1.96) (1.96) = 1 2(1.96) = 1 2 0.025 = 0.95
    (d)P (Z > z) = P (Z < z) = (z) = 0, So z = 0
    (e)P (|Z| > 2.33) = 2P (Z < 2.33) = 2 (2.33) = 2 0.0099 = 0.0198
    (f)P (|Z| < z) = P (z < Z < z) = (z) (z) = 1 2(z) = 0.9, so (z) =
    0.05, z = 1.645, z = 1.645
    7:Let Z = (Y 200)/25, Z N (0, 1)
    (a) P (Y > 205) = P ((Y 200)/25 > (205 200)/25) = P (Z > 0.2) = 0.4207 (b)P (Y >
    192) = P (Z > (192 200)/25) = P (Z > 0.32) = 1 (0.32) = 0.6255
    (c)P (180 < Y < 220) = P (0.8 < Z < 0.8) = (0.8) (0.8) = 0.5762
    (d)P (Z > (y 200)/25) = 0.2, (y-200)/25=0.845, y=221
    (e)P (|Y 200| > 40) = P (|Z| > 1.6) = 2 (1.6) = 0.1096
    (f)P (|Y 200| < y) = P (|Z| < y/25) = 0.9, we have y/25=1.645, so y=41
    Rx 1
    arctan(x)+/2
    8: F (x) = (1+t
    2 ) dt =
    p
    p
    P (X > 1/ (3)) = 1 F (1/ (3)) = 1 (1/6 + 1/2) = 1/3

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