3 Marks Pyq

THEDRIM 111 1
.. :If ,A,,and Bare indepc:nd:em,l, then A, and B' a-re also 'inde:pen-
denl.
Pmaf Sin,ce A, = (A, n B ') U (A n B' )., as the· reader w·a s a:s'~ed 'to s'how. in
parl (a) or Exercise l1 A ri Band A in B; are 'mutually exclusiwei and A and
1
~ . ar
B ___ e- ind - n"
___'!c_pc __y1en-- 11 ._b:v, a.ssu
1 __
~ _ -~ -tio
mp ___ ave
___ n,- w.. e- b-
P(A) = P((A n B) u (A n B')]

= P(A nB) +P(A n1.B')
=· P(A) · P(B) + l'(A n lf'J
ll, ,follows. that

1
P(A n .B'') = P(.A ) - P'( A) ~ P(B)

= P(.A ) · f1- P(BJ)
= P<.A> · P<.B''>
and hence 1ba1 A and B' arc ind.cpc·ndcnt
IXAMIPLI I
.H X has 1Jllc: probabi'lil y de: mi11
I'
flJr) = 'lo
" .'" - 11 for N > Di
el~cwherc
tind, and P(D.S :ii X :i U.
f••·
tnc, ~1.uau Rt' 1111$ "'d ;md oal) ir .11111 T"ti!Nln11 ~ bee,... 1~"'
Rlidd hr; •l•lli\C f'ne· ~
tbr r ~ ~ •illlillul ~ U), ol Lbc p'Dhlhddltir. I ~ n. buLh ,Olli'id'klwns ul lliromn " .-ill1 hr.
ubt&d hf ·m:..-lJ !ID lir prnb,ahJU) ~ wcJ !Ill rr-:11or and ~1i1JJJ11!t.dl m ~bn tciti
:Pirobtab-ili ty Dutributiun'i und Piuhaib1l11y llci01!1a
Sallllian
To scH ill-,, Ille rwcondl condition of 1111.··o R m S.. 'llie· m1n1 b_a,-r
and ii rollOM, IUI k = ],. For lhc: probabililj \lie Jt:I

~Mft.l I I
H the joint pmb\3bility d.PlributJioo ,nf lhfec· dmctc random variah1e5,}r" ·r , anti Z
'5 given by
tor A' C! t2: : = 1.2
find PtX o 2. r + 2' :& l 1

~ .
Solution
,P~X c 2., 'Y + Z 1i ll c /C2. 1.11 +{12. t !) + ft2.,.'!. IJ
31 6 41
c -+- + -
~ ,6.\ 16 l,
ll
= -fu,
TNlOREM J. CEflTllAIL LIMIT THEOREM. If X1,,X2,, ~ ~Xn cooslitule I ran-
p
dom sample from an in,1fini1.e populatio.n with. the mean p., the variance
a 2 , and the moment-generating fun,c tion Mx(ll, then the limilm& distri-
bution of
Z= X-µ
a/Jn
as n~·oo is the standard normal dis,tribution.
IEXAMPlEI
H 'lbe pro1bab.ility de·nsi'ty of X is given by
,Z0 - ..1) for O<X< l

/(:c) =
{0 elsewhere
C•- show 1·bat

2
.E (.r) = . .•
(r+ l)(r+2)
(b) and use this res.ult to evaluate
Saluti.cm
(a)
EX AMPLE 12
If the probability density of X is given by
Dlr4(1 -x)4 for O <X < I

f(x) = {0 elsewhere
find the probability Lhat it will take on a value within two standard deviations or the
mean and compare this probability with the lower bound provided by Chebyshev's
theorem.
Solution
Straightforward integration shows that µ = ½ a nd a 2 = ,b. so that a = J t/44
or approximately 0.1.5. Thus, the probability that X will take on a value within two
standard deviations of Lhe mean is the probability that it wiU lake on a value between
0.20 and 0.80. that is,
0.80
P(0.20 < X < 0.80) ""
=0.96
i
0.211
6.11lr4 ( I - .r) 4 d:r
Observe that the statement "the probability is 0.96" is a much stronger state-
ment than "the probability is at leas t 0.75," which is provide,d by Chebyshev's
theorem.
EXAMPLE 12
The average number- of trucks arrivi ng on any one day at a truck P§i>s1 in a certain
city is known to be 12. What is the probability that on a given day fewer than 9 trucks
will arrive at this depot?
Solution
Le t X be Lhe number of trucks arriving on a given day. Then, using Table II of "Sta-
tistical Tables" with A= 12. we get
8
P(X < 9) = L P(X: 12) = 0.1550
x=O
EXAMPLE I
If the probability density of X is given by

fii(l - x) forO<x < 1
/ (x )
find the probability density of Y

=
l0
= X 3•
elsewhere
Solution
Letting G(y) denote the vaJue of the distribution function of Y at y , we can write
G (y) = P(Y < y)
= P(X 3 < y)
= P(X < ylf 3)

{ v1/3
= · <>x(l - x) dx
10
= 3/' 3 - 2y
and hence
for O < y < 1: elsewhere. g(y) = 0. In Eicercise 15 the reader will be asked to verify
this result by a different technique.
DEFINITION 2. RAN'DOM SAMPLE. // X1, X2, ... , X11 are independent and idenlica/fy
dis1rib11ted random variables, we say that 1hey constitute a rando m sample f ro,n
the it[finUtt poinilal'foij Riven by their con11non distribution.
If /(x 1.xi .... . x,,) is the value of the joint distribution of such a set of random vari-
ables at (x 1•x2 .. ... x,, ). by virtue of independence we can write
II
[(xi ,x2 .... ,x,,) = TT f<x1)

i= I
where J(x;) is the value of the popuJation distribution at x1. Observe that Definition 2
and the subsequent discussion ap ply also to sampling with rep lacement from finite
populations: san1pling without replacement from finite populations is discussed in
section 3.
Statistical inferences are usually based on statistics, that is, 011 random variables
that are funclio11s of a set of randon1 variables X1. Xi, . ... X,,. constituting a random
sample. Typical of w·hat we mean by "statistic" are the sample me an and the sample
variance.
EXAMPLE 3
If the joint density o f Xt , Xi , and X3 is given by
for O< X l < I , 0 < x2 < I. X3 > 0

elsewhere
find the regression equation of X2 on X 1 and X3.
Solution
The joint marginal density of X 1 and X3 is given by
for O <X1 < l ,x3 > 0

elsewhere
The.refore.

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THEDRIM 111 1

P(A) = P((A n B) u (A n B')]

ll, ,follows. that

P(A n .B'') = P(.A ) - P'( A) ~ P(B)

tind, and P(D.S :ii X :i U.

:Pirobtab-ili ty Dutributiun'i und Piuhaib1l11y llci01!1a

and ii rollOM, IUI k = ],. For lhc: probabililj \lie Jt:I

tor A' C! t2: : = 1.2

find PtX o 2. r + 2' :& l 1

,Z0 - ..1) for O<X< l

C•- show 1·bat

Dlr4(1 -x)4 for O <X < I

If the probability density of X is given by

find the probability density of Y

= P(X < ylf 3)

[(xi ,x2 .... ,x,,) = TT f<x1)

for O< X l < I , 0 < x2 < I. X3 > 0

find the regression equation of X2 on X 1 and X3.

for O <X1 < l ,x3 > 0

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