Chapter 5 Multivariate Probability Distributions 5.1 Joint Distribution of Two Random Variables In Sections 3.4.1 and 3.4.5, respectively, both discrete and continuous random variables ‘were defined, However, it stands to reason that many random variables might be defined over the same sample space. In random variable example 1 on page 88, the random variable X was defined as the sum of the numbers from two dice. However, one might also wish to consider “the product of the numbers rolled with the two dice” or “the absolute value of the difference between the numbers rolled with the two dice” as additional random variables that are defined on the same sample space. Another example might be the verbal (X) ‘and quantitative (Y) scores for incoming freshisten at a private college. In this section, a brief overview for both discrete and continuous pdfs and edfs of jointly distributed random. variables is provided as well as some important properties associated with jointly distributed random variables 5.1.1 Joint pdf for Two Discrete Random Variables If. X and ¥ are discrete random variables, the function given by Pxy(2,y) = P(X = 2,¥ =y) (6.1) for each pair of values (x,y) within the domain of X and Y is called the joint pdf of X and Y. Any function px,y(x,y) can be used as a joint pdf provided the following properties are satisfied: (8) px.y(z,y) 20 for all x and y. (ii) LL exvay) =i (ii) PUX.Y) € A] = OY oxy (es) en Property (iii) states that when A is composed of pairs of (,y) values, the probability P((X,Y) € A] is obtained by summing the joint pdf over pairs in A. Example 5.1 > Joint Distribution: Mathematics Grades d To graduate with ‘a bachelor of science (B.S.) degree in mathematics, all majors must. pass Calculus IT and Linear Algebra with a grade of B or better. The population of B.S. graduatesin mathematics earned grades as given in Table 5.1 on the next page. (a) What is the probability of getting a B or better in Linear Algebra? (b) What is the probability of getting a B or better in Calculus IIT? (c) What is the probability of getting a B or better in both Caleulus IIT and Linear Algebra? a7a2 Probability and Statistics with R Table 5.1: B.S. graduate grades in Linear Algebra and Calculus TIT Linear Algebra Al BI c AT 2] [6 Calculus I “BT 5] 85 | _40 cr 7] [9 Solution: ‘The answers are as follows: (a) Let the random variables X and Y represent the grades in Calculus IIT and Linear Algebra, respectively. If A represents the pairs of Calcuius III and Linear Algebra values such that the grade in Linear Algebra is a B or better, then the probability of getting a B or better in Linear Algebra is written D454 TH IO+ 85499 _ U5 PUKY) eA] =D Dpxy(ey) = 2ST ae ae _ towed (b) Let the random variables X and Y represent the grades in Calculus ITT and Linear Algebra, respectively. If A represents the pairs of Calculus Il and Linear Algebra values such that the grade in Calculus HI is a B or better, then the probability of getting a B or better in Calculus IIT is written PUX,Y) € A=) Vex y(ey) mea 2QHIS+6+5485440 _ 151 200 200 (c) Let the random variables X and Y represent the grades in Calculus Il and Linear Algebra, respectively. If A represents the pairs of Calculus IIT and Linear Algebra values such that the grade in both Calculus II and Linear Algebra is a B or better, then the probability of getting a B or better in both Calculus IMT and Linear Algebra is written PUX,Y) € A) => Ypxy (ey wer 245413485 _ 105 200 200 . For any random variables X and Y, the joint cdf is defined in (5.2), while the marginal pdfs of X and Y,, denoted px (x) and py-(y), respectively, are dofined in Equations (5.3) and (al): Fxy(2,y)=P(X $2,¥ Sy), -oo 0 forall and y (2) f Sf fxy(e,v}drdy = 1, (3) PICXY) € A] 7 ile v(a,y) der dy. Property (3) implies that F((X,¥) € A] is the volume of a solid over the region A bounded by the surface fx,v (2,9) For any random variables X and Y, the joint cdf is defined in (5.5), while the marginal pdfs of X and Y, denoted f(x) and fy (y) tespectively, are defined in Equations (5.6) and (6.2): Fxy(ay) = / : Peet ee ee fx J favlay)dy, -00<2<20 (56) flv) = Jf fextoadae, 00 Joint PDF <_ Find the value ¢ to make fx,y(x,y) = ex a valid joint pdf for >0,y>0, and 2 75? In other words, if the male partner of a marriage dies at age 72, how likely is it that the surviving female will live to an age of 75 or more? Questions of this type are answered with conditional distributions. Given two discrete random variables, X and Y, define the conditional pdf of X given that ¥ = y provided that py(y) > 0 as =P(X =2l¥ =») = ew) 5. Pxiy (ely) = FLX = al = y) = (69) If the random variables are continuous; the conditional pdf of X given that ¥ = y provided that fy(y) > 0 is defined as Serv (ely) = Sew (10) fr(y) In addition, if X and Y are jointly continuous over an interval A, Peay =u = f fe(olnae. a Example 5.7 Let the random variables X and Y have a joint pdf: BxQ-2-y) for0<2<1,0 Joint Distribution: Radiators 4 A local radiator manufacturer subjects his radiators to two tests. The function that describes the percentage of radiators that pass the two tests is Ixy(ay) =8ry, OSyS2<1 (5.11) ‘The random variable X represents the percentage of radiators that pass test A, and Y represents the percentage of radiators that pass test B.178 Probability and Statistics with R (@) Is the function given in (5.11) a pat? (b) Determine the marginal and conditional pdfs for X and Y. (6) Are X and ¥ independent? (4) Compute the probability that less than } of the radiators will pass test B given that } have passed test A. (c) Compute the quantities: E[X], E [X2], Var(X), E[Y}, B[Y?], and Var(¥) (f) Use S to represent graphically (5.11). Solution: The answers are as follows: (a) The function (5.11) is a péf since fx,y (x,y) is non-negative and |forne-af [ef] afte é a (b) The marginal and conditional pdfs are fx(z) ) Osr= y, Sexry, 0D} function. draw(£3,0,1,25) FIGURE 5.2: Graphical representati n of fx.y (2,4) 8ry,00, y>0 Compute B[Y|X =] Solution: First, compute the conditional pF fy) x(yl2) fev) __ Snixtule) = FyMultivariate Probability Distributions 181 ‘Using (5.13) for continuous random variables, write BYYIX ° / When two random variables, say X and ¥, are independent, recall that f(2, 9} = fx(z) Jv(y) for the continuous case and px.y (2, y) = px(z)-py (y) for the diserete case. Further, E[XY] = E[X]. B[Y). ‘The last statement is true for both continuous and discrete X and Y.. A proof for the diserete case is provided. Note that the proof in the continuous case ‘would simply consist of exchanging the summation signs for integral signs. Proof: XY] = OD svexv(e.v) = DD svpx(a) pv) = Durr) Date) = BEX) : 5 Example 5.11 Use the joint pdf provided in Example 5.8 on page 177 and compute E|XY]. Solution: evn =f fon wvivar-a fl [ra] dons [Zar=} ad vee Since the random variables X and Y were found to be dependent in part (c) of Example 5.8 on page 177, note that 8 2 Br . EIXY] = é #EIX|- EW] z 5.5.2 Covariance When two variables, X and ¥, are not independent or when it is noted that E[XY] # E[X]-E[Y], one is naturally interested in some measure of their dependency. The covariance of X and Y,, written Cov[X, Y], provides one measure of the degree to which X and ¥ tend. to move Hinearly in either the same or opposite directions. ‘The covariance of two random variables X and ¥ is defined as Cov|X,¥] = E[(X — ux) ~ ny)] DU -axy-wrdpxv(eu) —X,¥ discrete Lf @~ax\y-ay)f@,u)dedy X,Y continuous (6.14)182. Probability and Statistics with R A Cov[X,Y] > 0 indicates that, generally, as X increases, so does ¥ (that is, X and ¥ move in the same direction); whereas, a Cou[X,¥] <0 indicates that, generally, as X increases Y decreases (that is, X and ¥ move in opposite directions). To gain an intuitive understanding of covariance, see Figure 5.3, which has both horizontal and vertical dotted lines to indicate ix, and pry, in each of the three plots. The first plot in Figure 5.3 exhibits a strong positive relationship. By this it is meant that large values of X tend to occur with large values of Y and small values of X tend to occur with small values of Y. Consequently, (x — x) will tend to have the same sign as (y — fy), 80 their product will be positive. In the center plot of Figure 5.3, the relationship between the two variables is negative, and note that (x — j.x,) and (y — y,) tend to have opposite signs, which makes most of their products negative. Cou{X:, Yi] = 280 Cov{X2,¥a] = ~2800 8 a eae : 2 cea a cle . 2 8 oe A eee rere sf 8 s ye i ete Q fan Hi FIGURE 5.3: Scatterplots showing positive, negative, and zero covariance between two random variables where py.y(¢, ) = 7h for each of the ten pairs of plotted points. Example 5.12 Compute the covariance between X; and Yj for the valu ‘Table 5.2 given that py,y(z,y) = 1/19 for each (x,y) pair. provided in ‘Table 5.2: Values used to compute covariance for Figure 5.3 Mi) Ky || % Xs) Yo “58 | 80 58 | 1200 25.5 | 30.0 72| 80 z2|120) | 270| a20 72| 9 z2| 1100] | 300 | a45, 86} 90 86 | 1100} | 33.0] 33.0 86 | 100 86 | 1000) | 345 | 30.0 100} 100} 100} 1000) | 38.0] 27.0 100 | 110 100 | 900 30.0 | 25.5 u4}iiof irs] 900} | 270] 27.0 ua}iz0} |i} sof | 288) 300 128 | 120 18] 800] |) 31.2| 300Multivariate Probability Distributions 183 Solution: rule) = Spwselo) 8+ 72+ + 128 Bx, Le px, () = Bette 99 804804 +--+ 120 “Ly pyi(y) = y= 100 Cov[X1,¥i] = y Sle = wx - wn dpxsn (ey) 1 1 = (58 ~ 93) (80 100)- 4. + (7298) (80 — 100) - (58 — 93) (80 — 100) 7 (72 — 93) - (80 — 100) it + (128120) (120 ~ 100-7 280 ‘To reduce the arithmetic drudgery, one can solve the problem with S; > Kt < ¢(§8,72,72,86,86,100, 100,114, 114,128) > Yi < c(80,80,90,90, 100,100,110, 110, 120,120) > covar < function(x, y, £){sum((x-mean(x))*(y-mean(y))*£)} > covar(X1, Y1,1/10) [11 280 ‘There is a covariance function in R, however, it uses an unbiased estimator (n — 1) in the denominator instead of n. The covariance can be obtained directly with $-PLUS using the command var(X, Y, unbiased-F). The S-PLUS command var(X, Y, unbiased=T) returns the same value as the R command cov(k, Y) . At times, it will be easier to work with the shortcut formula Cou[X,Y] = EIXY]—px-py instead of using the definition in (5.14) Example 5.13 Compute the covariance between X and Y for Example 5.8 on page 177. In part (¢) of Example 5,8, E{X] and E[Y] were computed to be # and +, respectively, and in Example 5.11 on page 181, it was found that E[XY] = 4. Solution: Using the shortcut formula, es / ey a CoulX,¥] = EIXY| ~uxwy = 3-3. 5 = When one examines the first two plots in Figure 5.3 on the preceding page, the de- pendency in the left plot seems to be about as strong as the dependency in the center plot, just in the opposite direction. However, the Cov[X,¥] = 280 in the left plot and Cov(X,¥] = -2800 in the center plot. It turns out that the dependencies are the same (just in opposite directions), but the units of measurement for the Y variable in the center plot are factor of 10 times larger than those inthe left plot. So, it turns out that covariance is unit, dependent. To eliminate this unit dependency, scale the covariance. 5.5.3 Correlation ‘The correlation coefficient between X and Y, denoted px,y, ot simply p, is a scale in- dependent measure of linear dependency between two random variables, ‘The independence184 Probability and Statistics with R in scale is achieved by dividing the covariance by ax ay. Specifically, define the correlation between X and Y as pxy = UY (6.15) oxy ‘The correlation coefficient measures the degree of linear dependency between two random variables and is bounded by —1 and +1. The values p = —1 and p = +1 indicate perfect negative and positive relationships between two random variables. When p = 0, there is an absence of linear dependency between X and Y. If X and Y are independent, it is also true that p = 0; however, p = 0 does not imply independence. A similar statement is true for the Cov|X,¥], That is, if X and Y are independent, Cov[X, ¥] = 4; however, Cov[X,Y] = 0 does not imply independence Example 5.14 Compute px.y for Example 5.8 on page 177. Recall that Cov[X,¥] = af was computed in Example 5.13 on the previous page, and Var[X] = 7 and Var[Y] = & in part (c) of Example 5.8 0n page 177. Solution: = 0.4924 s Example 5.15 Given the random variables X and Y with their joint probability distri- bution provided in Table 5.3, verify that although Cov[X,Y] =0, X and ¥ are dependent. ‘Table 5.3: Joint probability distribution for X and ¥ ¥ aol al x ofdfof: 1aGh Solution: Start by computing the quantities E[XY], H[X], and B[Y] to use in the shorten formula for the eovarie: co 2G BIX]=(-1)- +0) 5+) 50 3 @.24aa3 BIY]=(-1)-3 +0) 3+ 0)-5=0 E|XY] =(-1--1) i+ +(1-1) i Cou[X,¥] = E[XY] ~ BX] - BY] =0 he covariance for this problem is 0. However, the random variables are dependent since 3.3_9 88 4 This example reinforces the idea that a covariance or correlation coefficient of 0 does not imply independence. s Y P(X $4 P(X = -1)-P(Y =-1)=Multivariate Probability Distributions 185 Example 5.16 Compute px,,y for Example 5.12 on page 182. Recall that yx, = 93, fy, = 100, and Cov|X2,¥i] = 280. Solution: Statt by computing the quantities £ [X?], E [Yj Le ex) ad 2 8 + 2 + Ox, and ox, BLN? a foo + 128? 5 = 9000 10 &[h] =v) 807. — 4 80? i +120? a 10200 10 $30 0 Var[X;] = E [X?] - (ELX))* = 9090 - 99? = 441 ox, = /Var[Xi] = VMI = 21 Var{¥;] = E [¥?] - (B{¥:])* = 10200 — 200? oy, = VVar(¥i] = v200 = 1414214 Cov[X1,¥%4] 280 Toxin ~ 2x 410214 9428087 PX.¥ = It is also possible to get the answer directly from $ by entering > cor(xt, Y1) [1] 0.942809 1. It is worthwhile to note that px,,y, = 0.9428087 and pxs,v, = ~0.9428087 for the left ‘and center plots, respectively, in Figure 5.3 on page 182. In other words, the correlations have the same absolute magnitade for both plots, even though the absolute values of the covarianices differ by a factor of ten. 5.6 Multinomial Distribution ‘The saultinomial distribution is a generalization of the binomial distribution. Recall that each trial in a binomial experiment results in only one of two mutually exclusive outcomes. Experiments where each trial can result in any one of k possible mutually exclusive outoomes Ay,...,Ak with probabilities P(A,) =m, 0< xy <4, for E= Ty... yk ‘sich that Yh, m; = 4 can be modeled with the multinomial distribution, Specifically, the multinomial distribution computes the probability that A, occurs xy times, Ag occurs a2 times,..., A, occurs x, times in n independent trials, where x, + 72 +--+ 2% =n. ‘To derive the probability distribution function, reason in a fashion similar to that done with the binamial. Since the tials are independent, any specified ordering yielding 2 outcomes for Ay, 22 outcomes for Ag,..., and zy outcomes for Ax will occur with probability fing? ---mf*. The total number of orderings yielding 2; outcomes for Ai, 72 outcomes for ay. And ay outcomes for Ax is =r2'-5-7. With these two facts in mind, the probability distribution, mean, variance, and mgf of a multinomial distribution can be derived. All are found in (5.16).186 Probability and Statistics with R ‘Muhinomial Distribution X~ MN (ny miy oF) POR = (2). te tym o) = BIJ =n co Var [Xi] = nm(1— mi) sziven that each Xj ~ Bin(n,7) My(t) = (yet + mae!* +++ manettt + mee)” Example 5.17 The probability a particular type of light bulb lasts less than 500 hours is 0.5 and the probability the same type of light bulb lasts more than 800 hours is 0.2. In ‘a random sample of ten light bulbs, what is the probability of obtaining exactly four light: bulbs that last less than 500 hours and two light bulbs that last more than 800 hours? Solution: Let the randot variables X1, Xz, and Xz denote the number of light bulbs that: last less than 500 hours, the number of light bulbs that last between 500 and 800 hours, and the mumber of light bulbs that last more than 800 hours, respectively. Since m1 = 0.5, m2 = 0.3, and 77 = 0.2, use the first equation in (5.16) and compute P(X1 = 4, X2 = 4, Xj = 2) P(X, = 4,2 = 4, Xa = 2110,05,0.,02) = AO (0.5)4(0.)4(0.2)? = 0.0638. 5.7. Bivariate Normal Distribution The joint distribution of the random variables X and Y is said to have a bivariate normal distribution when its joint density takes the form i. BS e Sax) = Fer ioe - aaa a") ~a9( E08) (Hem) + (YEH) TI, an ox J\ oy oy for 00 < x,y < +00, where wx = E[X], wy = EIY], 0% = VarX], 0% = VorlY], and is the correlation coefficient between X and Y. An equivalent representation of (5.17) is given in (5.18), where X = (X,Y) is a vector of random variables where T represents the transpose, = (jix, pv)", is a vector of constants, and 3 is a 2x 2 non-singular matrix such that its inverse 2! exists and the determinant [3] #0, where ( Var[X] CoulX, ") Covl¥,X} Varl¥]Multivariate Probability Distributions 187 1 1/2, { 1 Pt } x) = Lap exp {2x - pax ~ yw}. 5.18) Hea) = Typ FR exp | 3 — W)C ~ w) (5.18) The shorthand notation used to denote # multivariate (bivariate being a subset) normal distribution is X ~ N(q, 3). In general, ¥ represents what is called the variance covariance matrix. When X = (Xi, X2,..., Xn)" and = (111, 142)---5#4n)7 it is defined as mh B= E(X—p)(X-p)"]=E (Xa = pays) Xn = tn) (xan i Cov(X1, Xn) Cov(Xn,X1) a Different representations of four bivariate normal distributions, all with parameters j.x = ny =0, ox =ay =1, and p values of 0, 0.30, 0.60, and 0.95, respectively, are provided in Figure 5.4 on the following page, The following code produces a perspective plot, contour plot, and image plot of a bivariate normal density with parameters wx = yey = 0, 0x = oy =1, and p = 0.5 similar to those in Figure 5.4 on the next page: > functiont draw <- function(f, low = -1, hi = 1, n = 60)4 + F< seq(low, hi, length’= 2) + 2 outer(r, r, f) + persp(r, r, 2, axes-FALSE, box=TRUE)} > par(mfrow=c(1,3), pty="3") > £1 < function(e, y)L + exp (72-240. Sexayty"2) / (-24(1-0.5°2)) / + @spinagrt (1-0.5°2))} > x < seq(-3,3, length=100) dyex > functiont .draw(£1,-3,3,20) > contour(z, y, outer(x, y, £1), nlevela=t0) > dmage(x, y, outer(x, y, #1), zlin-range(outer(x, y, f1)), add = FALSE) The following facts about the bivariate normal distribution are listed without proof: (a) The marginal distribution of X is N(ux,0x). (b) The marginal distribution of ¥ is N(uy,ey), (©) 1 and ¥ have n bivariate normal distsbution, the conditional density of ¥ given X= rsa normal dibton wth men je = BOY) = + 92E(e— x) an oF (1 - #?). (4) Given any two constants a and b, the distribution of aX + bY is N (ous + buy, \oPo% + Bop + 2abpoxay ) variance 09),188 Probability and Statistics with R 30 p= 0.60 p= 0.95 NN ¢ FIGURE 5.4: The first row uses the function perspective to represent bivaria‘e normal densities with parameters jx = py = 0, ox = ay = 1, and p values of 0, 0.30, 0.60, and 0.95, respectively. The second row represents the same bivariate densities with contour plots, while the third row represents the densities with image plots. Example 5.18 > Bivariate Normal Grades Let us assume that the distribution of grades for a particular group of students where X and Y represent the grade point averages in high school and the first year of college, respectively, follow « bivariate normal distribution with parameters x = 3.2, xy = 2.4, ox = 04, oy = 06, and p= 0.6, Find the following: (a) PY < 1.8) (b) POY < 1.8] X =25) (©) POY > 30) (a) FY > 30|X =25) Solution: ‘The answers are computed first manually, and then with S (a) Using the parameters given in the problem, Py <18) (at 1S— 24) Lz < 1) = 0.1586 06 <~ 06Multivariate Probability Distributions 189 > pnorm(1.8,2.4, .6) [1] 0. 1586553 (b) First, find the quantities pyjeno.s and oyjena. By 5 = BUY |e = 25) = py + p22 (2 px) =24 406-25. (25-32) =1.77 ox oa OF emas = 94 (1 ~ 97) = 0.67 - (1 — 0.67) 0.2304 = oyjen25 = 0.48 PY <18|X = 2.5) =P (XGA < MELT) — p(z < 0.0625) = 0.5249. > pnorm(1.8,1.77,.48) (1) 0.524917 (c) Using the parameters given in the problem, PY > 3.0) 1-PY < 30) =1-P(Z <1) = 0.1586 > Arpnorm(3,2.4, .6) (1) 0.1586563 (4) Using the quantities yyjp and oyjs from (b), PY > 30X = 25) =1-P(Y <30]X =25) = P(Z < 2.5625) = 0.0052, > A-pnorm(3,1.77, .48) (21 0.005196079 1.190 Probability and Statistics with R 5.8 Problems 1. Let X and ¥ have the following joint distribution: Joint Probability Distribution of X and ¥ % -1foli =i faj6[o [aje i 0)| 1/9)/0:/ 80, rife fo [i/e (a) Find the covariance between X and ¥. (b) Show that X and ¥ are dependent. 2. Given the random variables X and Y and their joint probability py,i(X,¥): - Telegu 1 [0.05 | 0.05 | 0.1 X 2{0.05] 0.1 [0.35 30 [o2 [or (a) Show that px,y(X,¥) satisfies properties (i) and (ii) given on page 171 for the joint af of two discrete random variables. (b) Find the mean of and the mean of Y. (c) Are X and ¥ independent? (4) Find the variances of X and of Y. (e) Find the covariance of X and Y. 3. A particular unfair coin is constructed so that the probability of obtaining a head is "/ ‘The unfair coin is fipped twice. Define two random variables: Z = the number of heads in the first fip and W = the number of heads in two flips. (a) Construct 2 table showing the joint probability distribution of both random variables Z aud W including the marginal probabilities. (b) Find the covariance between Z and W. Are they independent? (©) Suppose the covariance between Z and W were 0. Would this imply that Z and W. are independent? 4. An international travel agency translates its promotional fliers each season. Translators are hired to translate the fliers into several languages. The translators are paid either € 60 or €90 per page, depending on word density. The fiers are all either 5, 7, or 20 pages in length. The joint density function for X and Y, where X = number of pages and Y = price per page, isMultivariate Probability Distributions 191 y 60 | 90 5 [005] 04 xX "700501 io [0.35 | 0.05, (a) Find the mean and variance of X and Y. (b) Find Gou(X,¥), and explain its meaning (c) Find the probability function of Z (the total translation cost). (@) Find the mean of Z. . A student uses a free dialup service to access the Internet. Depending on the server to which the Internet service provider connects the student, there are three transmission rates: 1800, 2700, and 3600 bytes per second. Let X be the number of transmitted bytes and Y the transmission rate in bytes per second. The joint probability for X and Y is given by the following table: ¥ 1800 2700 3600 e480 | 0.3 0.05 0.025 X 32400] 0.025 0.15 0.15 g7z00| 0 02 04 (a) Let Z be the random variable indicating the time necessary for transmission. Write down the probability funetion of Z. (b) Find the expected time spent in transmission (©) Find the mean and variance of X and ¥ and Cov(X,Y) 6. At tie local movie theater, drinks and popcorn come in three sizes: small, medium, and large. The prices for both drinks and popcorn are $1.50, $2.50, and $3.50 for the small, medium, and large sizes, respectively. For a given customer, define the random variables X = amount spent for popcorn and Y = amount spent for drinks. Suppose the joint distribution for X and ¥ is x 15 | 25 | 35 15 [0.03 [0.07 | 0.05 ¥ (25 | 0.08 | 0.08 | 0.30 3.5 [0.00 | 0.30 [6.09 (a) Find the probability a given customer spends no more than $2.50 on popcorn. What is the probability a given customer spends at least $2.50 on popcorn? (b) What is the average amount of money spent at the movies for a customer buying both popeorn and a drink, if the cost of the movie ticket is $5.20? . The interior diameter of a particular type of test tube is a random variable with a mean of 5 cm and a standard deviation of 0.03 cm. If the test tube thickness is a random variable with a mean of 0.5 cm and a standard deviation of 0.001 cm and both variables are independent, find the mean and standard deviation of the exterior diameter.192 Probability and Statistics with R 8, The flow of water arriving at an irrigation canal is measured in cubie meters and follows a. (100,20) distribution. ‘The canal has a flow capacity that follows a N(120,30) distribution. The sluice gate is opened when the water flow exceeds the canal’s capacity. What is the probability that the flood gate will be opened? 9. Given the joint density function flry)=62, O 0, and y > 0, find P(X +3>¥ |X > 4) ~2r, find the 4. If f(y) =1,0<2 <1,03|X+¥> 4)? 15. if f(x,y) = k(y ~ 22) is a joint density funetion over 0<2 <1,0 2°, ‘then what is the value of the constant 4’? 16. Let X and ¥ have the joint density function getty foroce 190|X = 75), and (f) P(I85 << 195|X = 90). 19. Let X and ¥ denote the heart rate (in beats per minute) and average power output (in ‘watts) for a 10 minute cycling time trial performed by a professional cyclist. Assume that X and Y have a bivariate normal distribution with parameters jx = 180, 0x = 10, iy = 400, oy = 50, and p= 0.9. Find (a) BLY|X = 170), (b) B[Y |X = 200}, (©) Var[¥ |X = 170}, (a) Var[¥ |X = 200], (e) P(Y < 380|X = 170), and (f) B(Y > 450) X = 200) 20, A certain group of cotiege students takes both the Scholastic Aptitude Test (SAT) and an intelligence quotient (IQ) test. Let X and ¥ denote the students’ scores on the SAT and IQ tests, respectively, Assume that X and Y have a bivariate normal distribution with parameters 1x = 980, ox = 126, py = LIT, oy = 7.2, and p= 0.58. Find (a) ELY|X = 1350), (b) B[Y|X = 700), (©) Var[¥ |X = 700], (a) P(Y <120|X = 1350), and (©) B(Y > 100|X = 700). 21, A pepper canning company uses tins weighing 20 grams. ‘The full tin of peppers is placed on a balance. Customer good will is maximized when the balance shows a quantity j1 tnd the peppers weight is ¥ grams, If the balance has a random error X ~ N(0, = 10), (a) Find the relationship between Y, X, and yu. (b) What is the distribution of ¥?194 Probability and Statisties with R (©) Find j1s0 that 98% of the tins have at least 400 grams of peppers. (@) Repeat the exercise assuming that the tin weight is a random variable W ~ N(Q0,¢ = 5) 22, Given the joint density function fxy(e,y) =2+u, > 0,y <1, (@) Show that properties (1) and (2) on page 173 for the joint pdf of two continuous random variables are satisfied. (b) Find the cumulative distribution function. (©) Find the marginal means of X and Y. (d) Find the marginal variances of X and Y. 23. The lifetime of two electronic components are two random variables, X and ¥. Their joint density function is given by léztytery aa Le +y)) #2 0andy20 Sxv(eu) = (a) Verify that [% [fev (ey) dedy (b) Find fx! (6) What value of ¢ makes X and Y independent? 24. A high technology company manufactures circular mirrors used in certain satellites. The radius of any mirror in inches is a random variable R with density function fry =A H@r—) 1srsh 0 otherwise. ‘To place the mirrors iz the satellites without any problems, the mirror area, given by ‘R*, cannot be greater than 6.5 inches. Using 5, (a) Verify that J%, f(r)dr = 1 (b) Find the mean area of the mirrors (©) Find the probability that @ mirror’s diameter does not surpass 6.5 inches. 25. Use the package adapt from R to solve Example 5.2 on page 173. 26. Let X and ¥ have the joiut density function, Kry 2<2<4anddcy<6 fav(e,y) = 4 PSS ae 0 otherwise (a) Find K so that the given function is a valid pdf. () Find the marginal densities of X and ¥ (c) Are X and ¥ independent? Justify.Multivariate Probability Distributions 195 QA Given the joint density function of X and Y 1/2 rt+y<2, 220, y20 0 otherwise fxy (x,y) -{ (a) Find the marginal densities of X and Y. (b) Find E|X], E[Y], Cov[X,Y], and px.y (©) Find P(X +¥ <1|X> 4). 28. Let X and ¥ have the joint density function, Ky -2<252,1 3|X <4). 29, An engineer has designed a new diesel motor that is used in a prototype vehicle. ‘The prototype’s diesel consumption in gallons per mile C follows the equation © = 3+2K + 3Y. where X is a speed coefficient and Y is the quality diesel coefficient. Suppose the Joint density for X and ¥ is fuv(z,y) = hy, OS ¢ <2, 0S y Sa. (a) Find k so that fixy(2,y) is a valid density function. (b) Are X and ¥ independent? (©) Find the mean and variance for the prototype vehicle's diesel consumption, 30, ‘To make porcelain, kaolin X and feldspar Y are nesded to create a soft: mixture that later becomes hard. The proportion of these components for every tone of porcelain has the density funetion fxy (0) = Kx"y, QCALGERPLELDA 04421506561 5 «2% (a) Find the value of K’ so that frrv(x,y) is @ valid pdf (b) Find the marginal densities of X and Y. (©) Find the kactin mean and the feldspar mean by tone (a) Find the probability that the proportion of feldspar will be higher than 1/5, if the Jaolin is more than half of the porcelain. 31. A device can fall in four different ways with probabilities my = 0.2, x2 = 0.1, 3 =0.4, ‘and 74 = 0.3. Suppose there are 12 devices that fail independently of one another. What is the probability of 3 failures of the frst kind, 4 of the second, 3 of the third, and 2 of the fourth? 82, ‘The wait time in minutes a shopper spends in a local supermarket’s checkout line hss distribution f(2) = 9(-2/2)/,,2 > 0. On weekends, however, the wait is longer, and the distribution then is given by g(2) = *s0(-/9)/5,2°> 0. Find (a) The probability that the waiting time for a customer will be less than 1 minute. (b) The probability that, given a waiting time of 2 minutes, it will be a weekend.196 Probability and Statistics with R 33. 34. 36. (c) The probability that the customer waits less than 2 minutes. ‘An engineering team has designed lamp with two light bulbs. Let X be the lifetime for bulb 1 and ¥ the lifetime for bulb 2, both in thousands of hours. Suppose that X and ¥ ace independent and they follow an exp(A = 1) distribution, (a) Find the joint density function of X and Y, What is the probability neither bulb lasts longer than 1000 hours? (b) Ifthe lamp works when at least one bulb is lit, what is the probability tha¢ the lamp works no more than 2000 hours? (©) What is the probability that the lamp works between 1000 and 2000 hours? ‘The national weather service has issued a severe weather advisory for a particular county that indicates that severe thunderstorms will accur between 9 p.m. and 10 p.m. When the rain starts, the county places a call to the maintenance supervisor who opens the sluice gate to avoid flooding. Assuming the rain's start time is uniformly distributed Detween 9 p.m. and 10 p.m, (a) At what time, on the average, will the county maintenance supervisor open the sluice gate? (b) What is the probability that the sluice gate will be opened before 9:30 p.mn.? Note: Solve this problem both by hand and using S. Example 5.18 on page 188 assumes the distribution of grades for a particular group of students, where X and ¥ represent the grade point averages in high school and the first year of college, respectively, and have a bivariate normal distribution with parameters bx = 32, ty =24, 0x = 04, oy = 0.6, and p= 06. (a) Set the seed equal to 194 (set.seet (194)), and use the function avenorm() from the MASS package to simulate the population, assuming the population of interest consists of 200 students. (Hint: Use empirical=TRUE.) (b) Compute the means of X and Y. Are they equal to 3.2 and 2.4, respectively? (c) Compute the variance of X and ¥ as well as the covariance between X and Y. Are the values 0.16, 0.36, and 0.144, respectiveiy? (€) Create a scatterplot of ¥ versus X. If a different seed value is used, how do the simulated numbers differ? Show that if X1, X2,...,%n are independent random variables with means 1, /12,---, fm and variances o?,08,...,04, respectively, then the mean and variance of ¥ = 7" eis where the o,s are real-valued constants, are py = Ty equ and of = D8 yo? as stated on page 180 of the text. (Hint: Use moment generating functions.)