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Homework5 STAT351 Spr22

Homework #5 for STAT351 requires students to complete various statistical problems, including Poisson processes, probability density functions, and random variable distributions. Students must present their work neatly, submit it as a single PDF titled with their name, and include a Matlab exercise for estimating a probability distribution. The assignment is due on May 16, 2022.

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3 views3 pages

Homework5 STAT351 Spr22

Homework #5 for STAT351 requires students to complete various statistical problems, including Poisson processes, probability density functions, and random variable distributions. Students must present their work neatly, submit it as a single PDF titled with their name, and include a Matlab exercise for estimating a probability distribution. The assignment is due on May 16, 2022.

Uploaded by

drm0dw
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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Homework #5

STAT351 Spring ‘22


Due: Monday 5/16.

Include all work in a neat and well organized presentation. Grading is based on the quality,
thoroughness, and correctness of the work provided.

You do not need to print out this assignment; you may provide your work and answers on your own
separate paper (had written is sufficient).
Upload your solutions as a single PDF file to the “Homework 5” submission folder in our Canvas course.
Your submission should be titled “(your name) STAT351 Homework 5.”
_____________________________________________________________________________________
1. The number of requests for assistance received by a towing service is a Poisson process
with a mean rate of 5 calls per hour.

a. If the operator of the towing service takes a 30 minute break for lunch, what is the
probability that they do not miss any requests for assistance?
b. Calculate the probability of 4 calls in a 20-minute span.
c. Calculate the probability of 2 calls in each of two consecutive 10-minute spans.
d. Conjecture why your answers to b) and c) differ.

2. The pdf of a random variable, X, is given below:

𝑓𝑋 (𝑥) = {𝑘√𝑥 for 0 ≤ 𝑥 ≤ 1


0 otherwise

a. Find the value of k so that 𝑓𝑋 (𝑥) is a pdf.


b. Compute the P(X > 0.5).
c. Compute the average or expected value of X.

3. The length of time to failure (in hundreds of hours) for a transistor is a random variable X
with the CDF given below:
−𝑥 2
𝐹𝑋 (𝑥) = {1 − 𝑒 for 𝑥 ≥ 0
0 elsewhere

a. Compute the P(X ≤ 0.4)


b. Compute the probability that a randomly selected transistor operates
for at least 200 hours.
c. Derive the pdf of this random variable.
4. Let 𝑋 be a Uniform Random Variable on then interval [0, 2𝜋] and let 𝑌 = 𝑎𝑋 + 𝑏.
Determine values for 𝑎 and 𝑏 so that the mean of Y is zero and the variance of Y is one.
Hint: start with the mean and variance of X, a Uniform Random Variable.

5. Matlab exercise.

Often times the probability distribution of a Random Variable of interest is unknown.


In such cases simulation can be a useful tool to estimate the probability distribution.

Suppose that X1, X2, X3 are each Poisson(𝜆 = 5) independent random variables.
And let Y = maximum(X1, X2, X3).

We are interested in the probability distribution of Y. Note: Y is a discrete RV.

Randomly generate N = 1000000 values for each of X1, X2, X3.

Matlab code:
>>N=1000000;
>>lambda=5;
>>X1=poissrnd(lambda, [N,1]); % repeat these steps for X2 and X3.

To create vector Y where Y = maximum(X1, X2, X3) we can use:

>>Y=max(X1,max(X2,X3)); % Produces vector: 𝑌 = [𝑦𝑖 ] = [max (𝑥1𝑖 , 𝑥2𝑖 , 𝑥3𝑖 )]

Note that Y is a discrete RV (possible values 0,1,2,3, …).


We estimate 𝑝𝑌 (𝑦) = 𝑃(𝑌 = 𝑦) by the proportion of times Y = y.

Create a labelled, normalized histogram of Y.


“Normalized” for a discrete random variable means to express the column height as
proportions (Thus, across all values of Y, the proportions must sum to)

For a discrete RV, you must be careful that the number of bins (i.e. columns on your
graph) aligns with the integer values in your data set. You want 1 integer in each bin. If
these are not aligned, you’ll see gaps or weird spikes on your graph.
You may have to try a couple until you get something you like.
A promising candidate is:
>>bins=max(Y)-min(Y)+1;
To create the labelled, normalized histogram you can use:

>> histogram(Y,bins,‘normalization’,’probability’)
>>title(‘Maximum of 3 Independent Poisson Random Variables’)
>>xlabel(‘Y’)
>>ylabel(‘Estimated PMF of Y’)

Note: To normalize a discrete RV (as in this case) use ‘probability’.


To normalize a continuous RV (as you did in a previous Homework problem) use ‘pdf’.

In addition, compute the mean and standard deviation of Y; the commands are:
mean(Y) and std(Y) respectively. Note these would be denoted 𝑌̅ and sY respectively
since they are based only on our sample results they are estimates of 𝜇𝑌 and 𝜎𝑌
respectively.

For you to hand in:


a. labelled, normalized histogram of Y
b. mean and standard deviation of vector Y
c. Use your histogram results to estimate P(𝑌 ≤ 5).
>>Prob=(sum(Y<=5)/N)

d. Include your MatLab code.

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