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SM 316 - Spring 2019 Homework 4

This document provides instructions for homework 4 in SM 316 due on February 11, 2019. It includes 4 problems from the textbook to complete involving probability distributions and expected values. The problems calculate means, variances, and standard deviations for various random variables and transformations of random variables. The document demonstrates how to find these values through integration of probability density functions.

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Leeyah Young
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126 views4 pages

SM 316 - Spring 2019 Homework 4

This document provides instructions for homework 4 in SM 316 due on February 11, 2019. It includes 4 problems from the textbook to complete involving probability distributions and expected values. The problems calculate means, variances, and standard deviations for various random variables and transformations of random variables. The document demonstrates how to find these values through integration of probability density functions.

Uploaded by

Leeyah Young
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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SM 316 – Spring 2019

Homework 4

Due: Monday 11 FEB 2019

Please read the instructions/suggestions on the course webpage.

Hand in the following problems:


1. From the text book, 4.2, 4.12, 4.20, 4.34.
4.2: The probability distribution of the discrete random variable X is
   x  3−x
3 1 3
f (x) = , x = 0, 1, 2, 3.
x 4 4

Find the mean of X.


Solution: The mean of X is
3    x  3−x
X X 3 1 3
E[X] = xf (x) = x ,
x=0
x 4 4
all x
   1  2    2  1    3  0
3 1 3 3 1 3 3 1 3 3
=0+1· +2· +3· =
1 4 4 2 4 4 3 4 4 4

4.12: If a dealers profit, in units of $5000, on a new automobile can be looked upon as a
random variable X having the density function

2(1 − x), 0 < x < 1,
f (x) =
0, elsewhere.

find the average profit per automobile.


Solution: By definition, the average is
Z ∞ Z 1
1
E[X] = xf (x) dx = x[2(1 − x)] dx = .
−∞ 0 3

Since the units are in $5000, then the average profit is


5000
Average profit = $
3
4.20: A continuous random variable X has the density function
 −x
e , x > 0,
f (x) =
0, elsewhere.

Find the expected value of g(X) = e2X/3 .


Solution: By definition we have
Z ∞ Z ∞
E[e 2X/3
]= 2x/3
e f (x) dx = e2x/3 e−x dx
−∞ 0
Z ∞ ∞
= e−x/3 dx = −3e−x/3 0
= 3.
0

4.34: Let X be a random variable with the following probability distribution:

x −2 3 5
f (x) 0.3 0.2 0.5
Find the standard deviation of X.
Solution: Note the standard deviation is the square root of the variance of X. First we must
find the mean. X
E[X] = xf (x) = −2 · 0.3 + 3 · 0.2 + 5 · 0.5 = 2.5.
all x
The variance is
X
E[(X − µ)2 ] = (x − 2.5)2 f (x) = (−2 − 2.5)2 · 0.3 + (3 − 2.5)2 · 0.2 + (5 − 2.5)2 · 0.5 = 9.25.
all x
Thus the standard deviation of X is
p
σX = E[(X − µ)2 ] = 3.041.

2. Suppose that X is a random variable with mean 2 and variance 3.

(a) Compute E(X − 1)2 .


Solution: We foil the expected value to obtain

E[(X − 1)2 ] = E[X 2 − 2X + 1] = E[X 2 ] − 2E[X] + 1.

We know the mean is 2 and the variance is 3. We can find E[X 2 ] by noting

Var(X) = E[(X − µ)2 ] = E[X 2 − 2µX + µ2 ] = E[X 2 ] − 2µ2 + µ2

= E[X 2 ] − µ2 .
Thus
Var(X) = 3 = E[X 2 ] − (2)2
7 = E[X 2 ].
Therefore,
E[(X − 1)2 ] = E[X 2 ] − 2E[X] + 1 = 7 − 2 · 2 + 1 = 4.

(b) Compute Var(2X + 1).


Solution: By definition

Var(2X + 1) = E[(2X + 1 − E[2X + 1])2 ] = E[(2X − 2E[X])2 ]

= 4E[(X − µ)2 ] = 4Var(X) = 4 · 3 = 12.

3. Consider these two random variables X and Y ,


1 1
P (X = 0) = , P (X = 1) = P (X = −1) = ,
2 4
and
1 1
P (Y = 0) = , P (Y = 10) = P (Y = −10) = .
2 4
Find E[X] and E[Y ]. Next find the variance of X and variance of Y . Discuss why the mean
of X and Y don’t tell the whole story about the random variables.
Solution: The mean of each is
X 1 1 1
E[X] = xf (x) = −1 + 0 + 1 = 0,
4 2 4
all x

and X 1 1 1
E[Y ] = yf (y) = −10 + 0 + 10 = 0.
4 2 4
all y

The variance is
1 1 1 1
Var(X) = E[(X − µ)2 ] = E[X 2 ] = (−1)2 + 02 + (1)2 = ,
4 2 4 2
and
1 1 1
Var(Y ) = E[(Y − µ)2 ] = E[Y 2 ] = (−10)2 + 02 + (10)2 = 50.
4 2 4
Thus the variance of Y is much higher than X. We can imagine X is a game where we win $1
with probability 0.25, lose $1 with probability 0.25 and tie with probability 0.5. Y is a similar
game where we lose or win $10. Both games are mean 0, but Y you are risking 10 times as
much much (with the chance of a ×10 payout).
4. The length of time, in minutes, for an airplane to obtain clearance for takeoff at a certain
airport is a random variable Y = 3X − 2, where X has the density function
 1 −x/4
4
e , x>0
f (x) =
0, elsewhere.

Find the mean and variance of the random variable Y .


Solution: First we find the mean of X
Z ∞ Z ∞
x −x/4
E[X] = xf (x) dx = e dx = 4,
−∞ 0 4

where we had to perform integration by parts. The variance of X is,


Z ∞ Z ∞
2 (x − 4)2 −x/4
Var(X) = (x − 4) f (x) dx = e dx = 16,
−∞ 0 4

where we did integration by parts twice. Then the mean of Y is

E[Y ] = E[3X − 2] = 3E[X] − 2 = 3 · 4 − 2 = 10 minutes to obtain clearance.

The variance is

Var(Y ) = E[(3X − 2 − E[3X − 2])2 ] = 9E[(X − µ)2 ] = 9Var(X)

= 9 · 16 = 144.

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