Columbia University CIEN 4111x - Uncertainty and Risk in Civil Infrastructure Systems Prof. A.

Smyth

Homework #2

1. A land surveyor measured the distance between two points repeatedly and found that the mean value is 1,000 feet and the standard deviation is 0.5 feet. What is the upper bound of the probability that subsequent measurements of the same distance will give values greater than 1,005 feet or less than 995 feet?

2. Find the distribution function and density function of Y = sinX , where X is distributed uniformly between 0 and 2 .

3. Calculate E{X }, E{Y }, Var{X }, Var{Y } and XY for random variables X and Y with joint density function: fXY (x, y ) = 8xy 0 for 0 x y 1 otherwise

4. The joint density function of random variables X and Y is given as follows: fXY (x, y ) = Find: (a) P{Y > 2}, (b) P{1 < X + Y < 3} e(x+y) 0 for x, y > 0 otherwise

5. V and W are independent random variables with the following density functions: fV (v ) = fW (w) = 2v 0 for 0 v 1 otherwise

3w2 for 0 w 1 0 otherwise Find the distribution function of random variable X = V + W .

Homework #2

Uncertainty and Risk in Civil Infrastructure Systems