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Worksheet Quiz 2

The following work should be completed individually. Use of notes or textbooks is not allowed. You may use a scientific calculator, not a graphing calculator or phone app.
Show all work unless instructed otherwise.

1.

Write either True or False for each of the following statements. No justification is required.

(b)

Suppose \(X\) is a continuous random variable with pdf \(f(x)\) and cdf \(F(x)\text{.}\) Then \(\displaystyle{\int_a^b f(x)\ dx = F(b) - F(a)}\text{.}\)
Solution.

2.

Consider the joint distribution for \(X\) and \(Y\) below.
Table 91. Joint Distribution
\(X = 0\) \(X = 1\) \(X = 2\)
\(Y = 0\) 0.1 0.05 0.1
\(Y = 1\) 0.3 0.15 0.3

(a)

Find the marginal distributions for \(X\) and \(Y\text{.}\)
Solution.
\begin{align*} \Pr(X = 0) \amp = 0.1 + 0.3 = 0.4 \amp \Pr(Y = 0) \amp = 0.1 + 0.05 + 0.1 = 0.25 \\ \Pr(X = 1) \amp = 0.05 + 0.15 = 0.2 \amp \Pr(Y = 1) \amp = 0.3 + 0.15 + 0.3 = 0.75 \\ \Pr(X = 2) \amp = 0.1 + 0.3 = 0.4 \end{align*}

(b)

Are \(X\) and \(Y\) independent?
Solution.
Checking each cell in the table:
\begin{align*} \Pr(X = 0, Y = 0) \amp = 0.1 = (0.4)(0.25) = \Pr(X = 0)\Pr(Y = 0) \\ \Pr(X = 1, Y = 0) \amp = 0.05 = (0.2)(0.25) = \Pr(X = 1)\Pr(Y = 0) \\ \Pr(X = 2, Y = 0) \amp = 0.1 = (0.4)(0.25) = \Pr(X = 2)\Pr(Y = 0) \\ \Pr(X = 0, Y = 1) \amp = 0.3 = (0.4)(0.75) = \Pr(X = 0)\Pr(Y = 1) \\ \Pr(X = 1, Y = 1) \amp = 0.15 = (0.2)(0.75) = \Pr(X = 1)\Pr(Y = 1) \\ \Pr(X = 2, Y = 1) \amp = 0.3 = (0.4)(0.75) = \Pr(X = 2)\Pr(Y = 1) \end{align*}
So \(X, Y\) are independent.

3.

Suppose a continuous random variable \(X\) taking values in \([0, 1]\) has cdf \(F(x) = 2x^2 - x^4\text{.}\)

(b)

Find \(\E(X)\text{.}\)
Solution.
\begin{align*} \E(X) \amp = \int_0^1 x f(x)\ dx \\ \amp = \int_0^1 x (4x - 4x^3)\ dx \\ \amp = \int_0^1 4x^2 - 4x^4\ dx \\ \amp = \frac{4x^2}{3} - \frac{4x^5}{5}\bigg|_0^1 \\ \amp = \left(\frac{4}{3} - \frac{4}{5}\right) - (0) \\ \amp = \frac{8}{15} \approx 0.533. \end{align*}