Rifky Ardhana K.

0401516031

EXERCISE VARIABEL RANDOM

BUKU INTRODUCTION TO PROBABILITY AND MATHEMATICAL STATISTICS
LEE J. BAIN

1. Let e = ( I, j ) represent an arbitrary outcome resulting from two rolls of the four-
sided die of Example 2.1.1. Tabulate the discrete pdf and sketch the graph of the CDF
for the following random variables :
(a) Y (e) = i + j.
(b) Z (e) = i j.
(c) W (e) = (i j)2

Jawaban:
Ruang sampel:
S = {(1, 1), (1, 2), (1, 3), (1, 4), (2, 1), (2, 2), (2, 3), (2, 4), (3, 1), (3, 2), (3, 3), (3, 4), (4,
1), (4, 2), (4, 3), (4, 4)}
n(S) = 16
(a) Y (e) = i + j.
Y (e) Titik sampel fyy
(var. (Fkp)
Rand.)
2 (1, 1) 1
16
3 (1, 2), (2, 1) 2
16
4 (1, 3), (2, 2), (3, 1) 3
16
5 (1, 4), (2, 3), (3, 2), (4, 1) 4
16
6 (2, 4), (3, 3), (4, 2) 3
16
7 (3, 4), (4, 3) 2
16
8 (4, 4) 1
16
Rifky Ardhana K.
0401516031
1
, y = 2, y = 8
16
2
, y = 3, y = 7
16
Fungsi pdf : fy y = 3
, y = 4, y = 6
16
4
, y=5
16
{ 0 y lainnya
0, y < 2
1
, 2y<3
16
3
, 3y<4
16
6
, 4y<5
16
Fungsi CDF: Fy y = 10
, 5y<6
16
13
, 6y<7
16
15
, 7y<8
16
{ 1, y 8
Grafik CDF

(b) Z (e) = i j.
Z (e) Titik sampel fyy

0 (1, 1), (2, 2), (3, 3), (4, 4) 4

16
1 (2, 1), (3, 2), (4, 3) 3
16
2 (3, 1), (4, 2) 2
16
3 (4, 1) 1
16
Rifky Ardhana K.
0401516031
4
, y=0
16
3
, y=1
16
Fungsi pdf : fy y = 2
, y=2
16
1
{16 , y = 3

0, y<0
4
, 0y<1
16
7
Fungsi CDF: Fy y = , 1y<2
16
9
, 2y<3
16
10
{ 16 , y3

Grafik CDF

(c) W (e) = (i j)2

W (e) Titik sampel fyy

0 (1, 1), (2, 2), (3, 3), (4, 4) 4

16
1 (1, 2), (2, 1), (2, 3), (3, 2), (3, 4), (4, 6
3) 16
4 (1, 3), (2, 4), (3, 1), (4, 2) 4
16
9 (1, 4), (4, 1) 2
16
Rifky Ardhana K.
0401516031
4
, y = 0, 4
16
6
Fungsi pdf : fy y = 16
, y=1
2
, y=9
{ 16

0, y<0
4
, 0y<1
16
10
Fungsi CDF: Fy y = , 1y<4
16
14
, 4y<9
16
16
{ 16 , y9
Grafik CDF

2. A game consists of first rolling an ordinary six-sided die once and then
tossing and unbiased coin once. The score, which consists of adding the
number of spots showing on the die to the number of heads showing on the
coin (0 or 1), is a random variable, say X. List the possible values of X and
tabulate the values of :
(a) The discrete pdf.
(b) The CDF at its points of discontinuity.
(c) Sketch the graph of the CDF.
(d) Find P [X>3].
(e) Find the probability that the score is an odd integer.

Jawaban
Ruang Sampel:
Rifky Ardhana K.
0401516031

S = {(1, 0), (2, 0), (3, 0), (4, 0), (5, 0), (6, 0), (1, 1), (2, 1), (2, 2), (2, 3), (2, 4), (2, 5), (2,
6)}
n(S) = 12

(a) dan (b)

Y (e) Titik sampel fyy

1 (1, 0) 1
12
2 (1, 1), (2, 0) 2
12
3 (2, 1), (3, 0) 2
12
4 (3, 1), (4, 0) 2
12
5 (4, 1), (5, 0) 2
12
6 (5, 1), (6, 0) 2
12
7 (6, 1) 1
12

1
, x=1
Fungsi pdf : fy y = { 2 12
, x = 2, 3, 4, , 7
12
0, x < 1
1
, 1x<2
12
3
, 2x<3
12
5
, 3x<4
Fungsi CDF: Fy y = 12
7
, 4x<5
12
9
, 5x<6
12
11
, 6x<7
12
{ 1, x 7
Rifky Ardhana K.
0401516031

(c) Grafik CDF

(d) P[X > 3] = P(X = 4) + P(X = 5) + P(X = 6) + P(X = 7)

1 1 1 1
= + + +
6 6 6 12
7
=
12
Atau
P[X > 3] = 1 P(X 3)
= 1 ()
5
=1
12
7
=
12

(e) P[X odd integer] = P(X = 1) + P(X = 3) + P(X = 5) + P(X = 7)

1 1 1 1
= + + +
12 6 6 12
1
=
2

3. a. Misalkan:
H menyatakan koin bagian muka.
T menyatakan koin bagian belakang.
Rifky Ardhana K.
0401516031

X menyatakan kejadian munculnya bagian muka dalam 3 lemparan koin.

menyatakan koin normal.
menyatakan 2 koin berpasangan.

H
1
Tiga kali pelemparan T
koin

2 H

1 T
(1 ) =
3
2
(2 ) =
3

S = { HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}

2 1 1
(0) = . =
3 8 12
2 3 1
(1) = . =
3 8 4
2 3 1
(2) = . =
3 8 4
2 1 1 5
(3) = . + .1 =
3 8 3 12

0 1 2 3
() 1 1 1 5
12 4 4 12

b. Sketsa PDF dan CDF:

Rifky Ardhana K.
0401516031

PDF

CDF

4. menyatakan kejadian terambilnya bola hitam sampai habis.

menyatakan bola hitam.
menyatakan bola putih.

Untuk = 2, = {, }
2 1 1
(2) = . =
5 4 10
Untuk = 3, = {, }
2 3 1 3 2 1 2
(3) = . . + . . =
5 4 3 5 4 3 10
Untuk = 4, = {, , }
Rifky Ardhana K.
0401516031
2 3 2 1 3 2 2 1 3 2 2 1 3
(4) = . . . + . . . + . . . =
5 4 3 2 5 4 3 2 5 4 3 2 10
Untuk = 5, = {, , , }
2 3 2 1 3 2 2 1 3 2 2 1 3 2 2 1 4
(4) = . . . .1 + . . . .1 + . . . .1 + . . . .1 =
5 4 3 2 5 4 3 2 5 4 3 2 5 4 3 2 10
Sehingga diperoleh:
1
() = ; = 2,3,4,5
10

5. Sebuah variabel acak diskret memiliki pdf f(x) sebagai berikut.

() , = , ,
(a) Jika () = {
,
Tentukan nilai k

(b) Apakah fungsi dengan bentuk () = [() ] , = , , merupakan
pdf untuk sebarang nilai k ?

Penyelesaian:
1
( ) , untuk = 1,2,3
(a) Diketahui () = { 2
0 , untuk lainnya
Ditanya: Nilai k
Jawab:
f(x) merupakan pdf jika memenuhi syarat-syarat berikut:
1) () 0 ,
2) () = 1
Sehingga,
( ) =1
1
( ) =1
2

1
( ) =1
2

1
1 1 2 1 3
(( ) + ( ) + ( ) ) = 1
2 2 2
1 1 1
( + + ) =1
2 4 8
7
( ) =1
8
Rifky Ardhana K.
0401516031
8
=
7
8
Jadi, nilai k adalah 7.

1 1
(b) Diketahui () = [(2) 2] , untuk = 0,1,2
Ditanya: Apakah f(x) pdf untuk sebarang nilai k ?
Jawab:
Pilih = 4
Maka

1 1
)
( = 4 [( ) ]
2 2

1 1
= 4 [( ) ]
2 2

1 0 1 1 1 1 1 2 1
= 4 [(( ) ) + (( ) ) + (( ) )]
2 2 2 2 2 2
1
= 4 [1 + 0 ]
4
3
=4
4
=3
1
Diperoleh ( ) 1, oleh karena itu, () bukan pdf untuk sebarang nilai k.

6. Didefinisikan bahwa [x] adalah bilangan bulat terbesar yang tidak melebihi x. Untuk
pdf pada contoh 2.2.1, tunjukkan bahwa CDF-nya dapat dituliskan menjadi () =
[]
( ) , < <
{ ,
,

Penyelesaian:
1
Diketahui () = 144 (2 1) untuk x = 1, 2, , 12
Ditanya: F(x)
Jawab:
() = ( ) , untuk x = 1, 2, , 12
Untuk 0, maka () = 0 , sehingga () = 0
1
Untuk 0 < < 13, maka () = 144 (2 1) , sehingga

() = ( )

Rifky Ardhana K.
0401516031
1
= (2 1)
144

1
= (2 1)
144

(2 1)
=
144
[ 2 ]
=
144
[]2
= 2
12
2
[]
=( )
144
Untuk 13, maka
() = (0) + (1) + (2) + + (12)
1 1 1
=0+ ((2 1) 1) + ((2 2) 1) + + ((2 12) 1)
144 144 144
1 3 23
=0+ + ++
144 144 144
=1

[] 2
( 12 ) , jika 0 < < 13
Jadi, () = { 0 , jika 0
1 , jika 13

7) () = ( )
= , , , , ,
a) Syarat pdf / / ( ) = 1
(8 0) + (8 1) + (8 2) + (8 3) + (8 4) + (8 5) = 1
[8 + 7 + 6 + 5 + 4 + 3] = 1
1
=
33
b)
0 1 2 3 4 5

() 8 7 6 5 4 3
33 33 33 33 33 33

() 8 15 21 26 30 1
33 33 33 33 33
Rifky Ardhana K.
0401516031

0 , < 0
8/33 ,0 < 1
5/11 ,1 < 2
() 7/11 ,2 < 3
26/33 , 3 < 4
10/11 ,4 < 5
1 , 5

c) ( > 2) = 1 ( 2)
= 1 (2)
= 1 21/33
12
=
33
d)
0 1 2 3 4 5

() 8 7 6 5 4 3
33 33 33 33 33 33

8 7 6 5 4 3
() = 33 + 33 + 33 + 33 + 33 + 33

55
() = / / ( ) = 33

9. Sometimes it is desirable to assign numerical "code" values to experimental responses that are
not basically of numerical type For example in testing the color preferences of experimental
subjects, suppose that the colors blue, green, and red occur with probabilities 1/4, 1/4, and 1/2,
respectively. A different integer value is assigned to each color, and this corresponds to a random
variable X that can take on one of these three integer values.

||
a. Can () = () ()|| for x = -1, 1, 0 be used as a pdf for this experiment?

b. Can () = ( ) () for x = 0, 1, 2 be used?

c. Can () = ( )/ for x= -1,0,2 be used?

Jawab:

Syarat dari pdf adalah = 1 ( ) = 1

|0| |1| |1|

a. (0) + (1) + (1) = (14) (12)1|0| + (14) (12)1|1| +(14) (12)1|1|
1 1 1
= 2 + 4 + 4 1(tidak bisa)
Rifky Ardhana K.
0401516031
2 2 2 2 2 2
b. (0) + (1) + (2) = ( ) (12) + ( ) (12) + ( ) (12)
0 1 2
1 1 1
= 4 + 2 + 4 = 1 (Bisa)

c. (1) + (0) + (2) = (1 (1)/4 +(1 0)/4 + (1 2)/4

1 1 1
= + 1 (tidak bisa)
2 4 4

10. Let X be a discrete random variable such that P[X = x] > O if x = 1, 2, 3, or 4, and P[X = xi ] = O
otherwise. Suppose the CDF is F(x) = 0,05x(1 + x) at the values

x = 1,2,3, or 4.

a. Sketch the graph of the CDF.

Jawab:
X 1 2 3 4

F(x) 0,1 0,3 0,6 E1

Y-Values
1.2
1
Axis Title

0.8
0.6
0.4 Y-Values
0.2
0
0 1 2 3 4 5
Axis Title
b. Sketch the graph of the discrete pdf f(x)
Jawab:
F(X) = P(X+x) = f(X = x)
f(1) =0,1
f(2) = F(2) - F(1) = 0,3 - 0,1 = 0,2
f(3) = F(3) - F(2) = 0,6 - 0,3 = 0,3
f(4) = F(4) - F(3) = 1 - 0,6 = 0,4

Y-Values
0.45

0.4

0.35

0.3

0.25

0.2 Y-Values

0.15
Rifky Ardhana K.
0401516031

c. Find E(X).
Jawab:
4
() = ( )
=1
= 1(0,1) + 2(0,2) + 3(0,3) + 4(0,4)
= 0,1 + 0,4 + 0,9 + 1,6 = 3

11. Seorang pemain memutar enam sisi dan menerima sejumlah dolar yang sesuai
dengan jumlah titik sisi muka yang muncul. Berapa jumlah yang harus dibayar
pemain untuk bergulir agar game ini "adil"?
x 1 2 3 4 5 6

F(x) 1 1 1 1 1 1
6 6 6 6 6 6

1 2 3 4 5 6
E(x) = ( ) = + + + + + = 3,5
6 6 6 6 6 6

Jadi jumlah yang harus dibayar pemain untuk bergulir agar game ini "adil" adalah $3,5

12. Variabel acak kontinyu X memiliki pdf yang diberikan oleh f(x) = c(1 x)x2 jika 0 <
x < 1 dan
a. Tunjukkan konstanta c
b. Tunjukkan E(x)
Jawab :
(1 ) 2 , 0 < , 1
() = {
0,
1
a. 0 (1 ) 2 = 1
1
1 = c0 2 3
Rifky Ardhana K.
0401516031

1 1 1
1 = c [3 3 4 4 ]
0
1 1
1 = c [3 4]
1
1 =12

c = 12
12(1 ) 2 , 0 < , 1
Diperoleh () = {
0,

1
b. E(x) = 0 . 12(1 ) 2 dx
1
= 12 0 3 4 dx
1 1 1
= 12 [4 4 5 5 ]
0
12
= 20
3
=5

13. A function f(x) = kx-(k+1) , 1< x <

And zero otherwise.

(a) For what values of k is f(x) a pdf?

(b) Find the CDF based on (a).
(c) For what values of k does E(X) exist?
Jawab :

a. Untuk nilai k berapa agar f(x) pdf?

1 (+1) dx = 1

1 = k1 (+1) dx

1
1 = k [ ]
1

1 = -1 [ ]1

1 1
1 = -1 [ ]
1
Rifky Ardhana K.
0401516031
1 1
Agar [ ] menghasilkan suatu bilangan real, maka k 0, dan k berhingga, dan
1
1 1
k>0, karena 0, 1 adalah bilangan tak tentu, serta apabila k < 0 maka [ ]
1
akan menghasilkan .

b. Cari CDF berdasarkan (a)

(+1) , 1 < < , > 0

fx(x) = {
0,

Untuk 1< x<, CDF

1 1 (+1) x = 1 k 1 (+1) x

1
= 1 k [ ]
1

= 1 + [ ]1

1 1
= 1 + [ ]

= 1 -

Untuk 1 x sebaliknya, CDF : 0

1 , 1 < < , > 0

CDF {
0,

c. Untuk nilai k berapa sehingga E(X) ada?

E(x) = 1 . . (+1) dx

= 1 dx

= k1 dx

1
= k [1 1 ] k>0
1

= [1 ]1
1
Rifky Ardhana K.
0401516031

= [0 11 ]
1

= 11
1

= 1

Karena fx(x) bernilai positif untuk 1 < x < , k > 0, maka :

E(x) > 0

> 0
1

k > 1

14.Tentukan apakah masing-masing fungsi berikut merupakan suatu CDF atas bagian
yang ditandai dengan daerah asal :

a. () = ; 0 <
b. () = ; < 0
c. () = 1 ; 1 <

Penyelesaian :

a. () = (0,1..) ()

() = =

() =
0 0
= ]
0
= 1
F(x) bukan CDF dengan (0,..) ()

b. () = (.,2,1,0) ()

() = =

0 0

() =

= ]0
=1
F(x) adalah CDF dengan (.,2,1,0) ()
Rifky Ardhana K.
0401516031

c. () = 1 (10,1..) ()

() = =

() =
1 1
= ]
1
=
F(x) bukan CDF dengan (1,0,1,..) ()

++
15. a. () = (,,,,) ()

() 2+2 +1
() = ()
= 16
= 8

+1
() =
8 (1,0,1,2,3)
()

b. () = 1

()
() = ()
= ( + () )

() = + () )

() = 2

17. A random variable has a CDF such that

, <

() = {
, <

a) Graph ()
b) Graph the pdf ()

c) Find [ ]

d) Find [ ]
e) Find [ , ]
f) What is [ = , ]

Penyelesaian:
Rifky Ardhana K.
0401516031

, 0<1
2
() = { 1 3
,1 <
2 2
a) Graph ()
F(X)

1
2

X
1 3
2

b) Graph the pdf ()

1
, 0<1
2
() = () = 3
1, 1<
2
{0 ,
F(X)

1
2

X
1 3
2
1 1
1 1 1 1
c) [ 2] = 02 2 = 2 | 2 = 4
0
Rifky Ardhana K.
0401516031
1 1 1 3
d) [ 2] = 1 [ 2] = 1 4 = 4
5
5
11 11 1 1 3
e) [ 1,25] = 0 2 + 1 = 2 | + |41 = 2 + 4 = 4
1
4

2 0
2
f) [ = 1,25] = 0 .

18. A continuous random variable has a pdf of the form () = for < < and

zero otherwise.

a) Find the CDF of

b) Find [ ]
c) Find [ < < , ]
d) Find a number such that [ ]= [ ]
e) Find ()
Penyelesaian:

2
() = { 9 , 0 < < 3
0 ,
2 1 1
a) () = 0 = 9 2 | = 9 2 untuk 0 < < 3
9 0
2

() = { 9 , 0 < < 3
0 ,
1 2 22 4
b) [ 2] = 0 = 9 2 | = 9
9 0
0 1,5 2 1 1,5 1
c) [1 < < 1,5] = 1 0 + 0 9 = 0 + 9 2 | =4
0
d) [ ] = [ ]
[ ] = 1 [ ]
2[ ] = 1

2
2 = 1
0 9
2
2 | =1
9 0
2
2 0=1
9
2
2 =1
9
9
2 =
2
9
2 =
2
Rifky Ardhana K.
0401516031
3
2 =
2
32
2 =
2

e) () = . ()
3
2
() = .
0 9
3 2
2
() =
0 9
2 3 3
() = |
27 0
() = 2

19. A random variable X has the pdf

<
f(x) = { <


(a) Find the median of X.
(b) Sketch the graph of the CDF and show the position of the median on the graph.
Jawab:
2 0 < 1
2
f(x) = { 1 < 2
3
0
Diperoleh:
1 1 1 1
0 2 = 3 3 |0 = 3
Karena P(x 1) < 0,5 maka median (m) ada di 1 < x 2.
(a) P(x m) = 0,5
1 2
0 2 + 1 3
= 0,5
1 2
3 |10 + 3 |10 = 0,5
3
1 2 2
+3m-3 = 0,5
3
2 1 1
m =2+3
3
2 5
m =6
3
5
m =4
Rifky Ardhana K.
0401516031
1 1
(b) F(x) = 0 2 = 3 3 |0 = 3 3 untuk 0 < x 1.
1 2
F(x) = 0 2 + 1
3
1 2
= 3 3 |10 + 3 |1
1 2 2
=3+3x-3
2 1
= 3 x - 3 untuk 1 < x 2

Diperoleh:
0 , 0
1
3 , 0<1
3
F(x) = 2 1
, 1<2
3 3
{ 1 , > 2
Gambar ditunjukkan dengan menggunakan software geogebra sebagai berikut.

20. A continuous random variable X has CDF given by

<

F(x) = {( + )
<

(a) Find the 100 pth percentile of the distribution with p = .

(b) Find the pdf of X.

Jawab:
Rifky Ardhana K.
0401516031

0 < 1
1
F(x) = {2( 2 + ) 1 2
1 2 <
1
(a) P =3
1 1
2( 2 + ) =3
1 1
2+ =6
1
2 2 + 1 =6x
13
2 +1 =0
6
2 3
( 3) ( 2) = 0
2 3
x = 3 (tidak memenuhi) atau x = 2
3
Jadi, 1 = 2.
3

1
(b) F(x) = 2 ( 2 + )

f(x) = 2 + 2(-1) 2
2
f(x) = 2 2 untuk 1 x 2.

Diperoleh:
2
2 ; 12
F(x) = { 2
0 ;
21. Buktikan bahwa fungsi berikut mempunyai empat properti dari teorema 2.2.3 dan
temukan titik yang tidak kontinu, jika Diberikan fungsi

0.25 , < < 0

() = { 0.5, 0 < 1

1 , 1 <

Sekarang lihat properti dari teorema 2.2.3

lim () = lim 0.25

= lim 0.25 ()

= lim 0.25(0)

= 0
Rifky Ardhana K.
0401516031

lim () = lim (1 )

= lim (1 )

= lim (1 0)

= 1

lim ( + ) = lim ( + 0+ )
0+ 0+

= lim (0.5)
0+

= 0.5

= ()

Diasumsikan pada interval [, ] menjadi [0,1], sedemikian hingga,

(0) = 0.5

(1) = (1 1 )
1
= [1 ]

1
= (1 2.72)

= 0.63

Jadi (0) < (1) berimplikasi

22. Untuk CDF, (), dari contoh 21, temukan CDF dari tipe diskrit () dan CDF dari
tipe kontinu, () dan bilangan < < sedemikian hingga

() = () + (1 ) ()

Untuk menjawab pertanyaan no 22, dilihat pada distribusi campuran contoh 2.3.4.

() = () + (1 ) () dengan () dan (), 0 < < 1

3
= 4 1 sehingga
Rifky Ardhana K.
0401516031

() = () + (1 ) ()

3 3
= ( 1 ) . 1 + ((1 ( 1 )) (1 ))
4 4

3 1
= 1 + (( + 1 ) (1 ))
4 4

3 1 1
= 1 + ( + 1 1 )
4 4 4
1
= 1 1
4
Sedemikian hingga distribusi dari diberikan 0 < sesuai dengan

[0 < ]
[ |0 < ] =
[0 < ]

[0 < ]
=
[0 < ]

() (0)
=
1 (0)

1 3
(1 4 1 ) (4 1 )
=
3
1 (4 1 )

1 1
4 + 1 1
= 4 4
1 1
+
4
1 + 4 1 4 1
=
1 + 4 1

Jadi

0 <0
1
() = { 01
3 4 1
1 1
Rifky Ardhana K.
0401516031

<0
(1 + 4 1 )
1
() = 0<1
1 4 1
1 + 4 1 4
{ 1
1 + 4 1

;=,,

23) () = { ;
1 2 5 30
a. () = . () = 1. 8 + 2. 8 + 5. 8 = 8
1 2 5 134
b. ( 2 ) = 2 . () = 12 . 8 + 22 . 8 + 52 . 8 = 8

134 30 2 172
() = ( 2 ) [()]2 = [8] =
8 64
30 42 21
c. (2 + 3) = 2() + 3 = 2. +3= =
8 4 2

;< <
24) () = { ;

1 1 1 3 3
a. () = 0 . () = 0 . 3 2 = 4 | = 4
0 4

1 1 3 1 3
b. ( 2 ) = 0 2 . () = 0 2 . 3 2 = 5 5 | = 5
0

2)
3 32 3
() = ( [()]2 = [ ] =
5 4 80
3 3 1
c. (3 5 2 + 1) = 3() 5( 2 ) + 1 = 3. 4 5. 5 + 1 = 4

1
,1 x
25. f ( x) x 2
0, otherwise

1
a. E ( x) x. 2
dx ln x |1 E ( x) tidak ada
1 x

1 1 1 1 1
b. E ( ) . 2 dx x 2 |1 E ( x) ada
x 1
x x 2 2

c. E ( x k ) x k .x 2 dx
1 k 1
k 1
x |1
1
k 1
k 1 1k 1
1
Rifky Ardhana K.
0401516031

agar E ( x k ) ada, maka k 1 < 0 atau k < 1

26.
x 0 1 2 3 4

f (x) 1 3 3 2 1

a. E ( x) x x. f ( x) 0(0,1) 1(0,3) 2(0,3) 3(0,2) 4(0,1) 1,9

b. E ( x 2 ) x x 2 . f ( x) 0 2 (0,1) 12 (0,3) 2 2 (0,3) 32 (0,2) 4 2 (0,1) 4,9

V ( x) E ( x 2 ) E ( x) 4,9 (1,9) 2 1,29

2

c. Y 35x 40
E (Y ) E (35 x 40) 35E ( x) 40 35(1,9) 40 26,5
V (Y ) V (35x 40) 35 2 V ( x) 1225(1,29) 1580,25

27. The measured radius of circle, R has pdf f(r) =6r(1-r),0 < r < 1, Find:
a) The expected value of radius
b) The expected circumference
c) The expected area

Jawab
Fungsi kepadatan probabilitas diberikan jari-jari lingkaran R sebagai berikut ,
6(1 ), 0<<1
() = {
0

a) Hitung nilai yang diharapkan dari radius lingkaran

() = [6(1 )]

1
= 0 6( 2 3 )

1
= 6 0 ( 2 3 )

1
3 4
= 6[3 ]
4 0

1 1
= 6 (3 4)

1
= 6(12)

6
= 12

b) Lingkaran diberikan oleh 2r

Rifky Ardhana K.
0401516031

Hitunglah nilai lingkaran lingkar yang diharapkan

(2) = 2[6(1 )]

1
= 0 12( 2 3 )

1
= 12 0 ( 2 3 )

1
3 4
= 12 [ 3 ]
4 0

c) Area lingkaran dengan 2

( 2 ) = 2 [6(1 )]

= 6( 3 4 )
0

1
= 6 0 ( 3 4 )

1
3 4
= 6 [ 4 ]
5 0

1 1
= 6 (4 5)

1
= 6(20)

3
= 10

28. Prove theorem 2.4.5 for continuous case. Hint : use the transformation =
is the integral and note that () = ( + )is an odd function of y.
Teorema 2.4.5 menyatakan bahwa jika distribusinya simetris tentang mean, =
E (X), maka momen ketiga tentang mean, adalah nol, = 0.
Sekarang Misalkan distribusi X adalah simetris tentang sehingga E (X) = .
Momen sentral X untuk setiap nilai integral positif k diberikan oleh E [(X-) ^ k]
For k = 3

3]
[( ) = ( )3 ()

Rifky Ardhana K.
0401516031
0
= ( )3 () + 0 ( )3 ()

= 0 ( )3 () + 0 ( )3 ()

=0

29. consider the discrete random variabel X with pdf given by the following table :

-3 -1 0 2

()

The distribution of X is not symmetric. Why? Show that = .

Penyelesaian :

-3 -1 0 2 22

() 1 1 6 32 1 32
4 4 16 8 16
Distribusi x simetris tentang c jika :

( ) = ( + ) untuk semua x

() = ()

1 1 632 1 32
= (3) 4 + (1) 4 + 0. + 2. 8 + 22.
16 16

() = 0

Jika () = ( ) ( + ) distribusi x tidak simetris

2
3 = [( ()) ]

= ( 3 3 2 () + 3[()]2 [()]3 )

= 3 ()

1 1 632 1 3 32
= (3)3 . 4 + (1)3 . 4 + 03 . + 23 . 8 + (22) . =0
16 16

30. Let X be a nonnegative continuous random variable with CDF F(x) and () < .
Use integration by parts to show that
Rifky Ardhana K.
0401516031

() = [ ()]

Note: For any Continuous random variable with (||) < , this result extends to

() = () + [ ()]

Penyelesaian :

33. Suppose () = and () = . Find the approximate mean and variance

of :
(a)
(b) / (assuming )
(c) () (assuming = ).
Jawaban
(a) () = ; () = ; () =
The approximate mean value as
1 2
[ ] = + 2 = +
2 2
The approximate variance is

[ ] = [ ]2 2 = 2 2

1 1
(b) () = 1/ ; () = ( 2 ) ; () = ( 3 )
The approximate mean value as
1 1 1 1 2
[1/] = + ( 3) 2 = + 3
2 2
The approximate variance is
1 2 2 2
[1/] = [ 2 ] = 4

1 1
(c) () = () ; () = () ; () = ( 2 )
The approximate mean value as
1 1 2
[ ()] = + ( 2 ) 2 = 2
2 2
The approximate variance is
1 2 2 2
[ ()] = [ ] = 2

34. Suppose that X is a random variable with MGF () = (/) +

(/) + (/) .
(a) What is a distribution of ?
Rifky Ardhana K.
0401516031

(b) What is [ = ]?

Jawaban:

(a) What is a distribution of ?

Here coefficient of is ( = 1), coefficient of 2 is ( = 2) and coefficient
of 5 is ( = 5). For all other probability will be zero. Since =
( ) = [ ( = ) ], we compare terms to get the PMF:
1
( = 1) =
8
1
( = 2) =
4
5
( = 5) =
8
and ( = ) = 0 for other values.

1
, =1
8
2
, =2
() 8
5
, =5
8
{ 0,

(b) What is [ = 2]?

2 1
( = 2) = = = 0.25
8 4

37. Use the FGMF of Example 2.2.2 to find E[X(X-1)(X-2)], and then find E(X3)

Example 2.5.5 Kita perhatikan ditribusi diskret dari of Example 2.5.3. FMGF dari X
adalah

Gx(t) = Mx(ln t)

= ,t<2

Catatan bahwa turunan tertinggi mudah menggunakan FMGF , dimana tidak semua
kasus untuk MGF. Khusus , turunan dengan pangkat r adalah :

() = ! ( )

Akibatnya E(X) = () = ! ( ) = 1 dan E[X(X-1)] =

() = ! ( ) = 2.
Selanjutnya E(X2)= E(X) + 2 = 3, kemudian Var(X) = 3 12 = 2.

Jawab :
Rifky Ardhana K.
0401516031

a. Nilai dari E[X(X1)(X2)] dengan menggunakan FMGF.

Dengan FMGF ,

E[X(X1)(X2)] = (1)

= 3! (2 1)4

= 6 (1)-4

6
= 14

=6

Jadi nilai E[X(X1)(X2)] = 6

b. Nilai dari E(X3)

E[X(X1)(X2)] = E[X33X2 + 2X]
6 = E(X3) 3E(X2) + 2 E(X)
E(X3) = 6 + 3E(X2) 2 E(X)
= 6 + 3 x 3 2 x 1 [jika E(X2)= 3, E(X) = 1]
=6+92
= 13
Jadi E(X3) = 13

39.Buktikan bahwa = [( )] ( )

Bukti :

2 = ( 2 ) 2

= ( 2 ) 2 () + , diketahui bahwa () =

= ( 2 ) () 2 +

= ( 2 ) ( 1)

= [( 1)] ( 1)