MATHEMATICAL STATISTICS Tutorial Exercises 4

Exercises which are taken from the text book, Wackerly, D.D. et.al. Mathematical
Statistics with Applications are marked with their exercise number in the textbook
in brackets.

[6.5] 1. The waiting time Y until delivery of a new component for an industrial
operation is uniformly distributed over the interval from 1 to 5 days. The
cost of this delay is given by U = 2Y 2 + 3. Find the probability density
function of U .
[6.29] 2. The speed of a molecule in a uniform gas at equilibrium is a random variable
V whose density function is given by

2
f (v) = av 2 e−bv v > 0,

where b = m/2kT and k, T and m denote Boltzman’s constant, the absolute

temperature and the mass of the molecule, respectively.
Derive the distribution of W = mV 2 /2, the kinetic energy of the molecule.
Find E(W ).
3. If X1 and X2 are independent random variables with X1 ∼ N (µ1 , σ12 ) and
X2 ∼ N (µ2 , σ22 ) find the distribution of X1 − X2 using moment generating
functions.
[6.71] 4. Suppose that Y1 and Y2 are independent exponentially distributed random
variables, both with mean β, and define U1 = Y1 + Y2 and U2 = Y1 /Y2 .
Show that the joint density of (U1 , U2 ) is

1 −u1 /β 1
β 2 u1 e 0 < u1 , 0 < u2 ,
(
(1+u2 )2
fU1 ,U2 (u1 , u2 ) =
0 otherwise
Are U1 and U2 independent?