MATHEMATICAL STATISTICS Tutorial Exercises 3 Answers

1. Z 1 Z ∞
P (Y1 < 1, Y2 > 5) = e −y1
e−y2 dy2 dy1
0 5
Z 1 ∞
= e −y1
(−e −y2
) dy1

0 5
Z 1
= e−y1 (e−5 ) dy1
0
1
= −e−y1 e−5 

0
= e−5 (1 − e−1 )
Z 3 Z 3−y1
P (Y1 + Y2 < 3) = e −y1
e−y2 dy2 dy1
0 0
Z 3 3−y1
= e −y1
(−e −y2
) dy1

0 0
Z 3
= e−y1 (1 − e−(3−y1 ) ) dy1
0
Z 3
= e−y1 − e−3 dy1
0
3 3
= −e−y1  − e−3 y1 
 
0 0
= 1 − 4e −3

= 0.801

2. The joint probability density function of Y1 and Y2 is

1 1
f (y1 , y2 ) = e− 3 (y1 +y2 ) y1 , y2 > 0
9
1 1−y1
1
Z Z
− 31 y1 1
P (Y1 + Y2 ≤ 1) = e e− 3 y2 dy2 dy1
9 0 0
1 1−y1
1
Z
1 1
= e− 3 y1 (−3)e− 3 y2  dy1

9 0 0
1
1
Z
1 1
= e− 3 y1 (1 − e− 3 (1−y1 ) ) dy1
3 0
1
1
Z
1 1
= e− 3 y1 − e− 3 dy1
3 0
1
1 1 1 1
= −e− 3 y1  − e− 3 y1 
 
0 3 0
4 −1
=1− e 3
3
= 0.0446
3. Z ∞
f1 (x1 ) = e−x1 e−x2 dx2
0
∞
=e −x1
(−1)x −x2 

0
= e−x1 0 < x1 < ∞
.
By symmetry f2 (x2 ) = e−x2 0 < x2 < ∞ and so f (x1 , x2 ) = f1 (x1 )f2 (x2 )
and the variables are independent.
4. Z 1−y1
f1 (y1 ) = 30y1 y22 dy2
y1 −1
1−y1
= 30y1 y23 /3

y1 −1

= 10y1 (1 − y1 ) 3 − 10y1 (y1 − 1)3

= 20y1 (1 − y1 )3
which is the density function of a beta(2,4).

Z 1+y2
f2 (y2 ) = 30y1 y22 dy1
0
1+y2
= 15y12 y22 

0
= 15(1 + y2 )2 y22 for − 1 < y2 < 0

Z 1−y2
f2 (y2 ) = 30y1 y22 dy1
0
1−y2
= 15y12 y22 

0
= 15(1 − y2 )2 y22 for 0 < y2 < 1

30y1 y22
f (y2 |y1 ) =
20y1 (1 − y1 )3
3
= y22 (1 − y1 )−3 y1 − 1 < y2 < 1 − y 1 .
2