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Q1.

1 and 1 , the linear equation becomes

1 x1 1

1 x 2 1

0 x3 1

A simple inversion of the matrix shows

x1 1

x2 0

x 0

3

(2) To have a unique solution, matrix A must be invertible. This requires

det( A) 0 , which yields 1 / 2 . Note that det( A) 0 implies that ranks of A and

the augmented matrices are both 3, so can be any real number.

(3) For 1 / 2 , the above equations become

2 1 x1

1 1 1 / 2 x2 1

1 0 0 x 1/ 2

Note that the third vector in matrix A is linearly dependent on the second one, so for

that equation to have a solution b must be in the space spanned by the first and

second vector in A . This requires the following determinant to be zero:

(1) For

1 2

1 1

1 0

det 1

1

So

1

1 0

0 1 / 2

2

2.

2 2 1 x1 0

1 1 1 / 2 x2 0

1 0 0 x 0

3

The third line yields x1 0 , substituting into the first two lines we have two identical

equations:

2 x 2 x3 0

the solution in vector form

x1

0

x 2 a 1

x

2

3

x1 0

x 2

3

Q2.

L xy (1 x 2 y 2 ) [ k (1 x) y ]

x( y 2x k ) 0,

x 0,

y 2x k 0

y ( x 2y ) 0,

y 0,

x 2 y 0

(1 x 2 y 2 ) 0,

[k (1 x) y ] 0,

0, 1 x 2 y 2 0

0, k (1 x) y 0

y 2x 0,

x 2y 0,

1 x 2 y 2 0,

x

2 / 2,

2 / 2,

1/ 2

(3) For x 0, y 0, 0, 0 the relevant K-T conditions become

y k 0,

x 0,

k (1 x ) y 0,

x 1 / 2,

y k / 2,

1/ 2

3.

y 2x k 0,

x 2y 0,

1 x 2 y 2 0,

k (1 x ) y 0,

x (k 2 1) /( k 2 1),

y 2k /( k 2 1),

k (k 2 3) /[ 2( k 2 1)], (k 4 6k 2 1) /( k 2 1) 2

Note that x 0 k 1 , 0 k 3 and 0 k 2 1 , so the restriction on k

is 3 k 2 1 .

V x * y * 1 / 2 , so dV / dk 0 .

For k 3 , V k / 4 , so dV / dk 1 / 4 .

For 3 k 2 1 , V 2k (k 2 1) /(k 2 1) 2 , so dV / dk

2( 4k 4 k 2 1) /( k 2 1) 3 0 .

Q3.

(1) First, determine the particular solution. Assume they are constants, then

(1 ) x e 2 y e 1 x e 1/(3 )

e

e

e

2 x (1 ) y 1 y 1/(3 )

Second, find the general solutions to the homogeneous equations. One only need to

1

2

2

. The two eigen values

1

1

and .

are 1 and 3 with their corresponding eigenvectors

1

1

Third, the general solution to the non-homogeneous equations are therefore given by

x (t )

1 ( 1) t 1 ( 3) t 1 1

K 2 e

K1 e

y (t )

1

1

3 1

(2) For these solutions to be stable (i.e., for any given K1 and K 2 ), 1 0 and

3 0 , so 3 .

(3) Note that method in (1) cant be used in obtaining the particular solution, but one

can check that for 3 , there is a particular solution

x p t

.

p

y t

Q4.

Suppose that we throw a die. Let X be a success if the number of dots on the die is

one and a failure otherwise. Let Y be a success if the number of dots on the

die is odd and a failure otherwise. Suppose that we throw the die three times.

a.

b.

c.

d.

e.

Write out the sample space, that is the possible values of X and Y. (1 mark)

Make a table of the joint probability density function for X and Y. (2 marks)

Find the marginal distributions g(x) and h(y). (6 marks)

Find E(X), E(X2), Var(X), E(Y), E(Y2), and Var(Y). (12 marks)

Find the E(XY) and the cov(X,Y). Are X and Y independent? (6 marks)

{0,1,2,3}. Although, there is actually a further restriction that if X is a

success, then Y is a success. So we know that X Y. Thus the possible values

for X and Y are: {(0,0), (0,1), (0,2), (0,3), (1,1), (1,2), (1,3), (2,2), (2,3), (3,3)}.

b. The table for the joint pdf is easiest constructed by the tree given below. Note

that I use the letter E to denote an even number of dots.

1

6

3,5

1

1

6

1

1

1

6

3

3,5

1

2

1

6

1

2

1

3

1

6 1

3

1

2

1

3

E

1

2

1

1

6

3

1

1

2

1

1

6

3

3,5

1

2

1

1

6

3

1

6

1

2

1

3

E

1

2

1

1

6

3

1

1

2

1

1

6

3

1

2

1

3

3,5

1

2

1

1

6

3

E

1

2

1

1

6

3

1

2

111 1

27

2 2 2 8 216

111 111 111 1

54

P (0,1)

3 2 2 2 3 2 2 2 3 4 216

111 111 111 1

36

P (0,2)

3 3 2 3 2 3 2 3 3 6 216

111

1

8

P (0,3)

3 3 3 27 216

111 111 111 1

27

P (1,1)

6 2 2 2 6 2 2 2 6 8 216

111 111 111 111 111 111 1

36

P (1,2)

6 3 2 3 6 2 3 2 6 6 2 3 2 6 3 2 3 6 6 216

111 111 111

1

12

P (1,3)

6 3 3 3 6 3 3 3 6 18 216

111 111 111

1

9

P ( 2,2)

6 6 2 6 2 6 2 6 6 24 216

111 111 111

1

6

P ( 2,3)

6 6 3 6 3 6 3 6 6 36 216

111

1

P (3,3)

6 6 6 216

P (0,0)

c. We can find the marginal distributions either from adding across rows and

columns as above, or we can apply the formula for the binomial distribution,

noting that X~Bin(3,1/6) and Y~Bin(3,1/2) as below:

n x n x

f (x) p (1 p)

x

0 3

3 1 5 125

P(X 0)

0 6 6 216

1 2

3 1 5 75

P(X 1)

1 6 6 216

2 1

3 1 5 15

P(X 2)

2 6 6 21 6

3 0

3 1 5 1

P(X 3)

3 6 6 216

0 3

3 1 1 1

P(Y 0)

0 2 2 8

1 2

3 1 1 3

P(Y 1)

1

d. Here we just use the formulas for expectation and variance and the marginal

distributions from above.

108 1

125

75

15

1

E ( X ) xg ( x) 0

1

2

3

216 2

216

216

216

216

x

75

1

144 2

125

2

2 15

2

E ( X 2 ) x 2 g ( x) 0 2

1

2

3

216 3

216

216

216

216

x

2

2 1

2 1

5

3 2

3 4 12

12 3

1

3

3

1

E (Y ) yh( y ) 0 1 2 3

8

2

8

8

8

8

y

Var ( X ) E ( X 2 ) E ( X )

2

24

1

2 3

2 3

2 1

3

1 2 3

8

8

8

8

8

E (Y 2 ) y 2 h( y ) 0 2

y

Var (Y ) E (Y ) E (Y )

2

3

3

2

9 3

4 4

Note also from the formula for binomial distributions the mean is np and the

variance is np(1-p), so E(X) = 3(1/6) = and Var(X) = 3(1/6)(5/6) = 5/12 and

E(Y) = 3(1/2) = 3/2 and Var(Y) = 3(1/2)(1/2) = .

e. To find E(XY) we need to use the distribution from above:

E( X ,Y )

27

54

36

( x, y )

(1)(1)

27

36

12

9

6

1

216

(1)( 2)

(1)(3)

(2)( 2)

(2)(3)

(3)(3)

1

216

216

216

216

216

216 216

= 1 (1/2)(3/2) = 1 =

To show that X and Y are not independent we can use a variety of arguments.

One simple one is to say that cov(X,Y) 0, so X and Y cannot be independent.

Another way is to say that f(x,y) g(x)h(y) which can be seen for several of

the values on the joint distribution table.

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