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# STAT 410 Homework 1

## (due Friday, September 9, by 3PM)

at the top of the first page.
No credit will be given without supporting work.
1. 1.9.18 ( 7th edition ) 1.9.17 ( 6th edition )
Find the mean and the variance of the distribution that has the cdf

F (x) =

x
8

x2

16

x<0
0x<2
2x<4
4x

0
1 ex
F (x) =

1 e1

x0
0<x1
1<x<2
2x

## a) Find P [0 < X < 1/2]

b) Find P [1 < X < 3/2]
c) Find = E(X).
d) Find 2 = V ar(X).
3. Let X have a uniform distribution on the interval (0, 1).
X
a) Find the c.d.f. and the p.d.f. of Y = 1X
.
b) Find the c.d.f. and the p.d.f. of W = ln(Y ).
4. 1.8.8 ( 7th edition ) 1.8.10 ( 6th edition )
Let f (x) = 2x, 0 < x < 1, zero elsewhere, be the p.d.f. of X.
a) Compute E( X1 ).
1
b) Compute E(X). Does E( X1 ) = E(X)
?
c) Find the c.d.f. and the p.d.f. of Y = X1 .
1

5. Let X have the pdf f (x) = 4x3 , for 0 < x < 1, zero elsewhere.
a) 1.7.23 ( 7th and 6th edition ) Find the c.d.f. and the p.d.f. of Y =
ln (X 4 ).
X
b) Let Y = e
. Find the probability distribution of Y .
c) Let Y = 2 X. Find the probability distribution of Y .
6. Let X have a Pareto(, ) distribution with p.d.f.
f (x) =

x1+

## for x > , > 0 and > 0.

Find the c.d.f. of Y = log(X).
7. Suppose the the joint probability mass function f (x, y) of X and Y is
given in the following table
y
0
1
2
f(x,y)
0 0.40 0.16 0.20
x
1 0.10 0.05 0.09
a) Find the marginal probability mass function fy (y).
b) Find the conditional probability mass function fx|y (x|y).
c) Find the probability mass function of E[X|Y ].
8. Let > 0 and let X be a random variable with the probability density
function

## , x > 1, zero otherwise. Let W = ln(X).

f (x) = x+1
a) Determine the probability distribution of W by finding the c.d.f. of W
FW (w) = P (W w) = P (ln(X) w).
Hint: Find FX (x) first.
b) Determine the probability distribution of W by finding the m.g.f. of W
MW (t) = E(eW t ) = E(eln(X)t ).
c) Determine the probability distribution of W by finding the p.d.f. of W ,
fW (w), using the change-of-variable technique.

9. Let X have a uniform distribution on the interval (0, 1). Given that
X = x, let Y have a uniform distribution (0, x + 1).
a) Find E(Y |x), the conditional mean of Y , given that X = x.
b) Find fY (y), the marginal p.d.f. of Y .
c) Find E(Y ).
d) Find E(X|y), the conditional mean of X, given that Y = y.
10. Suppose that Y U nif (0, 1).
a) Find the p.d.f. and c.d.f of X = a + bY .
b) Suppose F is a c.d.f. and let X = F 1 (Y ). Show that the c.d.f of X is F .
11. Suppose that we randomly draw an angle from the interval (/2, /2).
In other words U nif (/2, /2).
a) Let X = tan(). What is the support of X?
b) Find the p.d.f of X.
12. (Casella & Berger, 2nd ed.) A p.d.f. is defined by f (x, y) = C(x + 2y)
for 0 < y < 1 and 0 < x < 2, and is zero otherwise.
a) Find the value of C.
b) Are X and Y independent?
c) Find the marginal p.d.f of X.
d. Find the conditional p.d.f fy|x (y|x).
e) Find E[Y |x = 1].