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Solution!

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6 In each of the following find the pdf of 𝑌 and show that the pdf

integrates to 1.

(a) 𝑓𝑋 𝑥 = 12 𝑒− 𝑥 , −∞ < 𝑥 < ∞; 𝑌 = 𝑋 3 .

Solution

𝐹𝑌 𝑦 = 𝑃 𝑌 ≤ 𝑦

3

=𝑃 𝑋 ≤𝑦

1

=𝑃 𝑋 ≤ 𝑦3

1 1

= 𝑃 −𝑦3 ≤ 𝑋 ≤ 𝑦3

1 1

= 𝑃 𝑋 ≤ 𝑦3 − 𝑃 𝑋 < −𝑦3

1 1

= 𝑃 𝑋 ≤ 𝑦3 − 𝑃 𝑋 ≤ −𝑦3

1 1

𝑦3 −𝑦3

= 𝑓𝑋 𝑥 𝑑𝑥 − 𝑓𝑋 𝑥 𝑑𝑥

−∞ −∞

1 1

𝑦3 −𝑦3

1 −𝑥 1 −𝑥

= 𝑒 𝑑𝑥 − 𝑒 𝑑𝑥

−∞

2 −∞

2

So,

𝑑

𝑓𝑌 𝑦 = 𝐹 𝑦

𝑑𝑦 𝑌

1 1

𝑦3 −𝑦3

𝑑 1 −𝑥 1 −𝑥

= 𝑒 𝑑𝑥 − 𝑒 𝑑𝑥

𝑑𝑦 −∞

2 −∞

2

1 1 1 2 1 1 1 2

= 𝑒−𝑦3 ⋅ 𝑦−3 − 𝑒−𝑦3 ⋅ − 𝑦−3

2 3 2 3

1 2 1

= 𝑦−3 𝑒−𝑦3

3

Since 𝑋 ∈ −∞, ∞ and 𝑌 = 𝑋 3 , 𝑌 ∈ 0, ∞ . Hence,

∞ ∞

1 −2 −𝑦13

𝑓𝑌 𝑦 𝑑𝑦 = 𝑦 3𝑒 𝑑𝑦

−∞ 0

3

∞ 1 −2 −𝑦1 ∞ 1 −2 −𝑦1 ∞ −𝑢

Let 𝑢 = 𝑦1/3 , and we get 𝑦 3𝑒 3 𝑑𝑦 = 𝑦 3𝑒 3 𝑑𝑦 = 𝑒 𝑑𝑢 = 1.

0 3 0 3 0

□

(b) 𝑓𝑋 𝑥 = 38 𝑥 + 1 2 , −1 < 𝑥 < 1; 𝑌 = 1 − 𝑋 2 .

Solution

𝑃 𝑌 ≤ 𝑦 = 𝑃 1 − 𝑋2 ≤ 𝑦

= 𝑃 1 − 𝑦 ≤ 𝑋2

=𝑃 1 − 𝑦 ≤ 𝑋2 ∩ 𝑋 ≥ 0 +𝑃 1 − 𝑦 ≤ 𝑋2 ∩ 𝑋 < 0

=𝑃 1 − 𝑦 ≤ 𝑋 + 𝑃 −𝑋 ≤ − 1 − 𝑦

= 2 − 2𝐹𝑋 1−𝑦

So,

𝑑

𝑓𝑌 𝑦 = 2 − 2𝐹𝑋 1−𝑦

𝑑𝑦

1−𝑦

𝑑 3

= −2 ⋅ 𝑥 + 1 2 𝑑𝑥

𝑑𝑦 −1

8

3 1 −1

= −2 ⋅ 1−𝑦+1 2

⋅− 1−𝑦 2

8 2

3 2−𝑦

=

8 1−𝑦

Notice that

1 1

3 2−𝑦 3 2 𝑦

𝑑𝑦 = − 𝑑𝑦

0

8 1−𝑦 8 0

1−𝑦 1−𝑦

1

1

= 𝑦−4 −𝑦 + 1

4 0

=1

□

(c) 𝑓𝑋 𝑥 = 38 𝑥 + 1 2 , −1 < 𝑥 < 1; 𝑌 = 1 − 𝑋 2 if 𝑋 ≤ 0 and 𝑌 =

1 − 𝑋 if 𝑋 > 0.

Solution

𝑓𝑌 𝑦 𝑑𝑦 = −𝑓𝑋 𝑥 𝑑𝑥 𝑥>0 + 𝑓𝑋 −𝑥 −𝑑𝑥 𝑥≤0

3 3

=− 𝑥 + 1 2 𝑑𝑥 + −𝑥 + 1 2

−𝑑𝑥

8 𝑥>0 8 𝑥≤0

3 3

=− 2 − 𝑦 2 𝑑𝑥 + − 1−𝑦+1 2

−𝑑𝑥

8 𝑥>0 8 𝑥≤0

So,

3 2 𝑑𝑥 3 2 𝑑𝑥

𝑓𝑌 𝑦 = − 2−𝑦 + − 1−𝑦+1 −

8 𝑑𝑦 𝑥>0 8 𝑑𝑦 𝑥≤0

2

3 2 3 1− 1−𝑦

= 2−𝑦 +

8 8 2 1−𝑦

Notice that

1 2

3 2 3 1− 1−𝑦

2−𝑦 + 𝑑𝑦

0

8 8 2 1−𝑦

1 1 2

3 2 3 1− 1−𝑦

= 2−𝑦 𝑑𝑦 + 𝑑𝑦

0

8 0

8 2 1−𝑦

1 1

1 3 1 3

2

=− 2−𝑦 + − 2−𝑦 −3 −𝑦 + 1 − −𝑦 + 1 3 − 3𝑦

3 0 8 0

=1

□

𝑥 2

1

Problem 2.11 Let 𝑋 have the standard normal pdf, 𝑓𝑋 𝑥 = 2𝜋

𝑒− 2 .

Example 2.1.7 and calculate 𝐸 𝑌 .

Solution

2 2

1 𝑥 ∞ 1 𝑥

Since 𝑥2 2𝜋

𝑒− 2 is an even function, 𝐸 𝑋 2 = 𝑥2 2𝜋

𝑒− 2 𝑑𝑥 =

−∞

2

∞ 1 𝑥 2

2 𝑥2 2𝜋

𝑒− 2 𝑑𝑥. Let 𝑦 = 𝑥2 . Then 𝑑𝑥 = 1

2𝑦

𝑑𝑦 and therefore

0

∞

𝑒−𝑦 1

𝐸 𝑋2 = 2 2𝑦 𝑑𝑦

0 2𝜋 2𝑦

∞

2 1

= 𝑦2 𝑒−𝑦 𝑑𝑦

𝜋 0

2 3

= 𝛤

𝜋 2

2 1 1

= 𝛤

𝜋2 2

=1

1

, using 𝛤 2

= 𝜋. By Example 2.1.7, 𝑓𝑌 𝑦 = 2 1 𝑦 𝑓𝑋 𝑦 +

1

𝑓

2 𝑦 𝑋

− 𝑦 , we have

1 1 −𝑦 1 𝑦

𝑓𝑌 𝑦 = 𝑒 2 ⋅2 = 𝑒−2 , ∀𝑦 ∈ 0, ∞

2 𝑦 2𝜋 2𝜋𝑦

□

(b) Find the pdf of 𝑌 = 𝑋 , and find its mean and variance.

Solution

𝑓𝑌 𝑦 𝑑𝑦 = 𝑓𝑋 𝑥 𝑑𝑥 − 𝑓𝑋 −𝑥 −𝑑𝑥 = 2𝑓𝑋 𝑥

2 −𝑦 2

= 𝑒 2 , ∀𝑦 ∈ 0, ∞

𝜋

□

Problem 2.12 A random right triangle can be constructed in the

following manner. Let 𝑋 be a random angle whose distribution is

uniform on 0, 𝜋2 . For each 𝑋, construct a triangle as pictures below.

Hence, 𝑌 = height of the random triangle. For a fixed constant 𝑑, find

the distribution of 𝑌 and 𝐸 𝑌 .

Solution

Since 𝑌 = 𝑑 tan 𝑋,

𝑃 𝑌 ≤ 𝑦 = 𝑃 𝑑 tan 𝑋 ≤ 𝑦

𝑦

= 𝑃 𝑋 ≤ tan−1

𝑑

𝑦

= 𝐹𝑋 tan−1

𝑑

𝑦

tan−1

𝑑 2

= 𝑑𝑥

0

𝜋

So,

𝑦

tan−1

𝑑 𝑑 2 2 1 1 2𝑑

𝑓𝑌 𝑦 = 𝑑𝑥 = ⋅ ⋅ = , ∀𝑦 ∈ 0, ∞

𝑑𝑦 0

𝜋 𝜋 1+ 𝑦 2 𝑑 𝜋 𝑑2 + 𝑦2

𝑑

Next, to evaluate 𝐸 𝑌 , let 𝑘 = 𝑑𝑦. Then

∞ ∞ ∞

2 1 1 2𝑑 𝑘 1

𝐸 𝑌 = ⋅ ⋅ 𝑑𝑦 = 𝑑𝑘 = ln 1 + 𝑥2 = ∞.

0

𝜋 1+ 𝑦 2 𝑑 𝜋 0

1+𝑘 2 2 0

𝑑

□

Problem 2.13 Consider a sequence of independent coin flips, each of

which has probability 𝑝 of being heads. Define a random variable 𝑋 as

the length of the run (of either heads or tails) started by the first trial.

(For example, 𝑋 = 3 if either TTTH or HHHT is observed.) Find the

distribution of 𝑋, and find 𝐸 𝑋 .

Solution

𝑃 𝑋 = 𝑘 = 𝑝𝑘 1 − 𝑝 + 1 − 𝑝 𝑘 𝑝, 𝐾 ∈ ℕ.

This is a legitimate distribution because

∞

𝑝𝑘 1 − 𝑝 + 1 − 𝑝 𝑘 𝑝 = 1.

𝑘=1

And

∞

𝐸 𝑋 = 𝑘 𝑝𝑘 1 − 𝑝 + 1 − 𝑝 𝑘 𝑝

𝑘=1

∞ ∞

= 1−𝑝 𝑘𝑝𝑘 + 𝑝 𝑘 1−𝑝 𝑘

𝑘=1 𝑘=1

𝑝 1−𝑝

= +

1−𝑝 𝑝

2𝑝2 − 2𝑝 + 1

=

𝑝 − 𝑝2

□

Problem 2.14

(a) Let 𝑋 be a continuous, nonnegative random variable, i.e. 𝑓 𝑥 =

0 for 𝑥 < 0. Show that

∞

𝐸 𝑋 = 1 − 𝐹𝑋 𝑥 𝑑𝑥,

0

Solution

∞

𝐸 𝑋 = 𝑥𝑓𝑋 𝑥 𝑑𝑥

0

∞

∞

= 𝑥𝐹𝑋 𝑥 0 − 𝐹𝑋 𝑥 𝑑𝑥

0

∞

=𝑥∞

0 − 𝐹𝑋 𝑥 𝑑𝑥

0

∞

= 1 − 𝐹𝑋 𝑥 𝑑𝑥.

0

□

(b) Let 𝑋 be a discrete random variable whose range is the

nonnegative integers. Show that

∞

𝐸 𝑋 = 1 − 𝐹𝑋 𝑘 ,

𝑘=0

where 𝐹𝑋 𝑘 = 𝑃 𝑋 ≤ 𝑘 . Compare this with part (a).

Solution

Observe that

𝑋 𝑤 = 1 0,𝑋 𝑤 −1 𝑥 .

𝑥∈ℕ

So,

𝐸 𝑋 = 𝑋 𝑤 𝑃 𝑋=𝑋 𝑤

𝑤∈Ω

∞

= 𝑋 𝑤 1 0,𝑋 𝑤 −1 𝑘

𝑤∈Ω 𝑘=0

∞

= 𝑋 𝑤 ∘ 1 0,𝑋 𝑤 −1 𝑘

𝑤∈Ω 𝑘=0

∞

= 𝑋 𝑤 ∘ 1 0,𝑋 𝑤 −1 𝑘

𝑘=0 𝑤∈Ω

∞

= 1 𝑋 𝑤 −1,∞ 𝑘 ∘ 𝑘

𝑘=0 𝑤∈Ω

∞

= 𝑃 𝑋≥𝑘

𝑘=0

∞

= 1 − 𝐹𝑋 𝑘 .

𝑘=0

□

Problem 2.17 A median of a distribution is a value 𝑚 such that

𝑃 𝑋 ≤ 𝑚 ≥ 0.5 and 𝑃 𝑋 ≥ 𝑚 ≥ 0.5. If 𝑋 is continuous, then 𝑚

𝑚 ∞

satisfies 𝑓 𝑥 𝑑𝑥 = 𝑓 𝑥 𝑑𝑥 = 0.5. Find the median of the

−∞ 𝑚

following distributions.

(a) 𝑓 𝑥 = 3𝑥2 , 0 < 𝑥 < 1

Solution

𝑋 is continuous. So

𝑚 1

2 1

3𝑥 𝑑𝑥 = 3𝑥2 𝑑𝑥 = 0.5 ⟹ 𝑚3 = 1 − 𝑚3 ⟹ 𝑚 = 3

.

0 𝑚 2

□

1

(b) 𝑓 𝑥 = 𝜋 1+𝑥 2 , −∞ < 𝑥 < ∞

Solution

Since 𝑓 𝑥 is an even function, 𝑚 = 0.

□

Problem 2.18 Show that if 𝑋 is a continuous random variable, then

min 𝐸 𝑋 − 𝑎 = 𝐸 𝑋 − 𝑚

𝑎

Solution

∞

𝐸 𝑋−𝑎 = 𝑥 − 𝑎 𝑓𝑋 𝑥 𝑑𝑥

−∞

𝑎 ∞

= 𝑎 − 𝑥 𝑓𝑋 𝑥 𝑑𝑥 + 𝑥 − 𝑎 𝑓𝑋 𝑥 𝑑𝑥

−∞ 𝑎

𝑑

Let 𝑑𝑎

𝐸 𝑋 − 𝑎 = 0. Then

𝑎 ∞

𝑑 𝑑

𝑎 − 𝑥 𝑓𝑋 𝑥 𝑑𝑥 + 𝑥 − 𝑎 𝑓𝑋 𝑥 𝑑𝑥

𝑑𝑎 −∞

𝑑𝑎 𝑎

𝑎 ∞

= 𝑓𝑋 𝑥 𝑑𝑥 − 𝑓𝑋 𝑥 𝑑𝑥

−∞ 𝑎

=0

𝑎 ∞ 𝑎 ∞

⟹ 𝑓 𝑥 𝑑𝑥 = 𝑓𝑋 𝑥 𝑑𝑥 and 𝑓 𝑥 𝑑𝑥 + 𝑓𝑋 𝑥 𝑑𝑥 =

−∞ 𝑋 𝑎 −∞ 𝑋 𝑎

1 ⟹ 𝑎 = 𝑚.

□

Problem 2.19 Prove that

𝑑 2

𝐸 𝑋−𝑎 =0⟺𝐸 𝑋 =𝑎

𝑑𝑎

by differentiating the integral. Verify, using calculus, that 𝑎 = 𝐸 𝑋 is

indeed a minimum. List the assumptions about 𝐹𝑋 and 𝑓𝑋 that are

needed.

Solution

= 𝐸 𝑋 , it suffices to show that

𝑎

𝑑 2 𝜕 2

𝐸 𝑋−𝑎 =𝐸 𝑋−𝑎 .

𝑑𝑎 𝜕𝑎

In other words,

𝑑 𝜕

𝑥 − 𝑎 2 𝑓𝑋 𝑥 𝑑𝑥 = 𝑥 − 𝑎 2 𝑓𝑋 𝑥 𝑑𝑥.

𝑑𝑎 𝜕𝑎

The key step is exchanging the integration and the differentiation,

which is legitimate if and only if

- 𝑥 − 𝑎 2 𝑓𝑋 𝑥 is differentiable with respect to 𝑎,

𝜕

- 𝜕𝑎

𝑥 − 𝑎 2 𝑓𝑋 𝑥 exists.

□

Problem 2.33 In each of the following cases verify the expression given

for the moment generating function, and in each case use mgf to

calculate 𝐸 𝑋 and 𝑉𝑎𝑟 𝑋 .

−𝜆

𝜆𝑥 𝑡

(a) 𝑃 𝑋=𝑥 =𝑒 𝑥!

, 𝑀 𝑋 𝑡 = 𝑒𝜆 𝑒 −1

, 𝑥 = 0,1,2,3 ⋯ ; 𝜆 > 0

Solution

∞ ∞

𝑒−𝜆 𝜆𝑥 𝑒𝑡 𝜆 𝑥

𝑡 𝑡

𝑀𝑋 𝑡 = 𝐸 𝑒𝑡𝑋 = 𝑒𝑡𝑥 = 𝑒−𝜆 = 𝑒−𝜆 𝑒𝑒 𝜆

=𝑒𝑒 −1 𝜆

.

𝑥=0

𝑥! 𝑥=0

𝑥!

′ 𝑡

𝐸 𝑋 = 𝑀𝑋 0 = 𝜆𝑒𝜆𝑒 +𝑡−𝜆

𝑡=0 = 𝜆.

′′ 𝑡

𝐸 𝑋 2 = 𝑀𝑋 0 = 𝜆𝑒𝜆𝑒 +𝑡−𝜆

𝜆𝑒𝑡 + 1 𝑡=0 = 𝜆2 + 𝜆, and by 𝑉𝑎𝑟 𝑋 =

𝐸 𝑋 2 − 𝐸 𝑋 2 , we have 𝑉𝑎𝑟 𝑋 = 𝜆 . 2

□

𝑝

(b) 𝑃 𝑋 = 𝑥 = 𝑝 1 − 𝑝 𝑥 , 𝑀𝑋 𝑥 = 1− 1−𝑝 𝑒𝑡

, 𝑥 = 0,1,2,3, ⋯ ; 0 < 𝑝 <

1

Solution

∞ ∞

𝑥 𝑝

𝑀𝑋 𝑡 = 𝐸 𝑒𝑡𝑋 = 𝑒𝑡𝑥 𝑝 1 − 𝑝 𝑥

=𝑝 1 − 𝑝 𝑒𝑡 = .

𝑥=0 𝑥=0

1 − 1 − 𝑝 𝑒𝑡

′ 𝑒𝑡 𝑝 1 − 𝑝 1−𝑝

𝐸 𝑋 = 𝑀𝑋 0 = 2

= .

1 − 𝑒𝑡 1 − 𝑝 𝑝

𝑡=0

2 ′′ 𝑒𝑡 𝑝 𝑒𝑡 1 − 𝑝 + 1 1 − 𝑝 1−𝑝 2−𝑝

𝐸 𝑋 = 𝑀𝑋 0 = 3

= .

1 − 𝑒𝑡 1 − 𝑝 𝑝2

𝑡=0

So, 𝑉𝑎𝑟 𝑋 = 𝑝2

− 𝑝

= 1−𝑝

𝑝2

.

□

𝑥−𝜇 2 𝜎 2 𝑡2

1

(c) 𝑓𝑋 𝑥 = 2𝜋𝜎

𝑒 2𝜎2 , 𝑀𝑋 𝑡 = 𝑒𝜇𝑡+ 2 , −∞ < 𝑥 < ∞; −∞ < 𝜇 <

∞, 𝜎 > 0

Solution

∞ 1 2 1 2

Let 𝑍 ≔ 𝑋−𝜇

𝜎

. Then 𝑀𝑍 𝑡 = 𝑒𝑧𝑡 1

2𝜋

𝑒−2𝑧 𝑑𝑧 = 𝑒2𝑡 and thus

−∞

𝜎 2 𝑡2

𝑀𝑋 𝑡 = 𝑀𝜎𝑍+𝜇 𝑡 = 𝑒𝜇𝑡 𝑒 2 .

′ ′′

𝐸 𝑋 = 𝑀𝑋 0 = 𝜇 and 𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 2 − 𝜇2 = 𝑀𝑋 0 − 𝜇2 =

𝑉𝑎𝑟 𝑋 .

□

Problem 2.38 Let 𝑋 have the negative binomial distribution with pmf

𝑟+𝑥−1 𝑟

𝑓 𝑥 = 𝑝 1 − 𝑝 𝑥 , 𝑥 = 0,1,2, ⋯

𝑥

where 0 < 𝑝 < 1 and 𝑟 > 0 is an integer.

(a) Calculate the mgf of 𝑋.

Solution

Observe that for a negative binomial distribution 𝑋 with parameters 𝑟,

where 𝑟 is the number of given success, and 𝑋 is the number of

failures in a sequence of independent and identically distributed

Bernoulli trials before a specified number of success 𝑟 occurs,

𝑟

𝑋= 𝑌𝑖 ,

𝑖=1

where 𝑌𝑖 ~𝐺𝑒𝑜𝑚 𝑝 . The mgf of a sum of independent random variables

is just the product of their mgfs, so

𝑟

𝑀𝑋 = 𝑀 𝑟

𝑌 = 𝑀𝑌 𝑖

𝑖=1 𝑖

𝑖=1

To derive 𝑀𝑌𝑖 , it suffices to evaluate 𝑀𝑌1 since they are all identically

distributed.

𝑀 𝑌 1 𝑡 = 𝐸 𝑒𝑌 1 𝑡

∞

= 𝑒𝑡𝑦 𝑃 𝑌 = 𝑦

𝑦=1

∞

= 𝑒𝑡𝑦 𝑝 1 − 𝑝 𝑦−1

𝑦=1

𝑝 ∞ 𝑡 𝑦

= 𝑒 1−𝑝

1 − 𝑝 𝑦=1

𝑝 𝑒𝑡 1 − 𝑝

= ⋅

1 − 𝑝 1 − 𝑒𝑡 1 − 𝑝

𝑒𝑡 𝑝

=

1 − 𝑒𝑡 1 − 𝑝

Hence,

𝑟

𝑒𝑡 𝑝

𝑀𝑋 𝑡 =

1 − 𝑒𝑡 1 − 𝑝

□

(b) Define a new random variable by 𝑌 = 2𝑝𝑋. Show that, as 𝑝 → 0,

the mgf of 𝑌 converges to that of a Chi-squared random variable

with 2𝑟 degrees of freedom by showing that

𝑟

1 1

lim 𝑀𝑌 𝑡 = , 𝑡 < .

𝑝→0 1 − 2𝑡 2

Solution

Since 𝑀𝑌 𝑡 = 𝑀2𝑝𝑋 𝑡 = 𝑀𝑋 2𝑝𝑡 , we have

𝑟

𝑒2𝑝𝑡 𝑝

𝑀𝑌 𝑡 = 𝑀𝑋 𝑡 = ,

1 − 𝑒2𝑝𝑡 1 − 𝑝

and thus

𝑟

𝑒2𝑝𝑡 𝑝

lim 𝑀𝑌 𝑡 = lim

𝑝→0 𝑝→0 1 − 𝑒2𝑝𝑡 1 − 𝑝

𝑟

𝑒2𝑝𝑡 𝑝

= lim

𝑝→0 1 − 𝑒2𝑝𝑡 1 − 𝑝

𝑟

𝑝

= lim −2𝑝𝑡

𝑝→0 𝑒 +𝑝−1

𝑟

1

= lim

𝑝→0 −2𝑡𝑒−2𝑝𝑡 +1

𝑟

1

= ,

1 − 2𝑡

1

and 1−2𝑡

> 0 implies 𝑡 < 12.

□

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