Unit 4 Problem Set

McGuffey Fall 2021 Stat 310 Problem Set
U NIT 4 P ROBLEM S ET (PS4)

Due: 11 pm CT on Monday, October 25, 2021.
Submission instructions are on Canvas.
All textbook problems refer to problems from Introduction to Probability, Second Edition, by Bert-
sekas and Tsitsiklis. All problems will be graded for effort and completeness. Work must be
shown thoroughly for a problem to be considered complete. See Canvas for answers and com-
plete solutions.
Lesson 3.3: Functions of RVs, MGFs

These two problems were moved from PS3. If you submitted them with PS3, please resubmit with PS4.
1. For each MGF stated below, what named distribution does X follow? State the name and
parameter value(s).
2
(a) MX (s) = (0.3es + 0.7)10 (c) MX (s) = e4s
( 5s es
e es
4s − 4s 6 0
for s =
(b) MX (s) = s
1 for s = 0 (d) MX (s) = e−0.7 e0.7e
2. (Textbook, pg. 257) Ch. 4, Problem 36 parts (b) and (c) only.
Lesson 3.4: Intro to Joint PDFs

3. Suppose you (simultaneously) buy a used clothes washer and dryer. Let X be how long the
washer will last, in days, and let Y be how long the dryer will last, in days. Assume X and Y
are independent and jointly uniform, with 0 < x < 400 and 0 < y < 260.
(a) State the joint PDF of X and Y . Be sure to include the support.
(b) What is the probability the washer fails before the dryer?
4. Consider r.v.s X and Y with joint PDF f (x, y ) = 31 (x + y ) for 0 < x < 2 and 0 < y < 1.
2
(a) Find P(X + Y > 1). (b) Find P( XY < 1). (c) Find P(|X − Y | > 0.6).
5. Consider r.v.s X and Y with joint PDF f (x, y) = cxy for 0 < y < x < 2. Find P(X − Y ≤ 0.5).
Hint: First find the value of c that makes this a valid PDF.
Lesson 3.5: Joint PDFs, Independence, Covariance & Correlation

6. (Textbook, pg. 190) Ch. 3, Problem 18 part (a).
7. Show that ρ(X , aY + b) = ρ(X , Y ) for r.v.s X and Y and scalars a > 0 and b. (This is one
of the covariance/correlation properties in the Lesson 3.5 notes.) Briefly justify each step;
a word or short phrase is fine, such as “correlation definition”, “covariance property 4”, or
“algebra”. Hint: Start by using the definition of correlation.
8. (Textbook, pg. 249) Ch. 4, Problem 18.
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McGuffey Fall 2021 Stat 310 Problem Set
9. Again consider r.v.s X and Y with joint PDF f (x, y ) = 31 (x + y ) for 0 < x < 2 and 0 < y < 1.
(a) Find the marginal PDF of X . Remember to state the support.
(b) Find the conditional distribution of Y given that X = x.
(c) Find E[Y | X = 1].
(d) Calculate the covariance of X and Y .
10. Consider r.v.s X , Y , and Z . Suppose Var (X ) = 4, Var (Y ) = 9, Var (Z ) = 16, Cov (X , Y ) = −1,
ρ(X , Z ) = 0.3, and ρ(Y , 3Z ) = −0.9. Hint: Use the definitions and properties of covariance
and correlation.
(a) Find ρ(X , Y ). (c) Find Cov (X , Z ). (e) Find Cov (X + Y , Y ).
(b) Find ρ(Z , Y ). (d) Find Cov (X + 0.5, 2.5Y ).
Lesson 4.1: Inequalities and Law of Large Numbers

11. Let X ∼ Exponential(λ = 0.5). For each of the following, use the Markov inequality to find an
upper bound on the probability and use the exponential PDF or CDF to calculate the exact
probability.
(a) P(X ≥ 0.5) (b) P(X ≥ 2) (c) P(X ≥ 4) (d) P(X ≥ 8)

12. (Textbook, pg. 284) Ch. 5, Problem 1, parts (a) and (b) only. Hint: Be careful with units.
13. Let Xi , i = 1, ..., n, be i.i.d. continuous random variables with Var (Xi ) = 2.7, and consider
their mean X n . For the values of n below, use Chebyshev’s inequality to calculate an upper
bound for the probability that X n is at least 0.5 units away from its expected value.
(a) n = 15 (b) n = 100 (c) n = 1000
(d) What value does the Law of Large Numbers tell us these probabilities should tend
towards as n increases?
Lesson 4.2: Central Limit Theorem

14. (Textbook, pg. 275) This is Example 5.9. We load on a plane 100 packages whose weights
are independent r.v.s that are uniformly distributed between 5 and 50 pounds. Use the CLT
to find the approximate probability that the total weight will exceed 3000 pounds. Report your
answer in Φ notation and provide a final numerical answer.
15. Let X be the mean of a random sample of size 50 from a geometric distribution with mean 3.
(a) Calculate P(2.5 ≤ X ≤ 4). Note that this is asking about a single X , not X .
(b) Use the approximate distribution of X , based on the CLT, to calculate P(2.5 ≤ X ≤ 4).
16. The tensile strength X of paper, in pounds per square inch, has µ = 30 and σ = 3. A random
sample of size n = 100 is taken from the distribution of tensile strengths. Compute the
(approximate) probability that the sample mean X is greater than 29.5 pounds per square
inch. Provide your answer in Φ notation and calculate a final numerical answer.
17. Let S = X1 +X2 +· · ·+X30 be the sum of 30 i.i.d. r.v.s, where each Xi has the distribution defined
by PDF fX (x) = 1.5x 2 for −1 < x < 1. Use the CLT to approximate P(−0.3 < S < 1.5).
18. THIS PROBLEM IS OPTIONAL: (Textbook, pg. 290) Ch. 5, Problem 8. Background: If the
roulette is fair, then each number (1 - 36) is equally likely to be the result of the round.
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McGuffey Fall 2021 Stat 310 Problem Set