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HOMEWORK #10—SOLUTIONS
JOHANNA FRANKLIN
This assignment will be due on Wednesday, April 24 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
2 FRANKLIN
f (x,y)
Solution. We know that the conditional density of Y given X = x is fY |X (y|x) = fX (x) ,
so first we need the marginal density function of X:
Z ∞ Z x
x
10x2 y dy = 5x2 y 2 0 = 5x4
fX (x) = f (x, y) dy =
−∞ 0
10x2 y 2y
when 0 < x < 1 and 0 elsewhere. This tells us that fY |X (y|x) = 5x4
= x2
for 0 < y <
x < 1 and 0 elsewhere.
(3) Suppose the joint density function of the random variables X1 and X2 is
(
4x1 x2 0 < x1 , x2 < 1
f (x1 , x2 ) = .
0 else
Let Y1 = 2X1 + X2 and Y2 = X1 − 3X2 . What is the joint density function of Y1 and Y2 ?
Solution. We check to be sure that J(x1 , x2 ) 6= 0:
2 1
J(x1 , x2 ) =
= −6 − 1 = −7.
1 −3
Now we solve for x1 and x2 in terms of y1 and y2 , and after some algebra, we get x1 =
3 1 1 2
7 y1 + 7 y2 and x2 = 7 y1 − 7 y2 . This tells us that
3 1 1 2 1 4 3 1 1 2
fY1 ,Y2 (y1 , y2 ) = f y1 + y2 , y1 − y2 · = y1 + y2 y1 − y2
7 7 7 7 | − 7| 7 7 7 7 7
when 0 < 73 y1 + 17 y2 < 1 and 0 < 17 y1 − 27 y2 < 1 and 0 otherwise. We can write this in a
simpler form and get
(
4
3 (3y1 + y2 )(y1 − 2y2 ) 0 < 3y1 + y2 < 7 and 0 < y1 − 2y2 < 7
fY1 ,Y2 (y1 , y2 ) = 7 .
0 else
(4) Krysta simultaneously throws a fair, 8-sided die and draws a tile out of a bag with 3 tiles
with a 1 on them and 7 tiles with a 2 on them. If the tile has a 1, she wins three times the
value of her die roll, but if the tile has a 2, she loses twice the value of her die roll. What
is her expected winnings?
Solution. We make up a table of probabilities. Let X be the value of the die roll, and
let Y be the number on the tile. The first number in each table is the probability of those
values of X and Y , and the second number is Krysta’s winnings W given those values.
Y \X 1 2 3 4 5 6 7 8
3 3 3 3 3 3 3 3
1 80 , (3) 80 , (6) 80 , (9) 80 , (12) 80 , (15) 80 , (18) 80 , (21) 80 (24)
,
7 7 7 7 7 7 7 7
2 80 , (−2) 80 , (−4) 80 , (−6) 80 , (−8) 80 , (−10) 80 , (−12) 80 , (−14) 80 , (−16)
Now we calculate the expected value of W :
3 3 3 3 3 3 3 3
E[W ] = (3) + (6) + (9) + (12) + (15) + (18) + (21) + (24) + . . .
80 80 80 80 80 80 80 80
7 7 7 7 7 7 7 7
. . . + (−2) + (−4) + (−6) + (−8) + (−10) + (−12) + (−14) + (−16)
80 80 80 80 80 80 80 80
9
= −
4
MATH 3160, SPRING 2013 HOMEWORK #10—SOLUTIONS 3