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Suppose that A, B, C, are independent random variables, each being uniformly distributed over0,1.

(a) What is the joint cumulative distribution function of A, B, C?

(b) What is the probability that all of the roots of the equation AX2+Bx+C=0are real?

Short Answer

Expert verified

a. Joint cumulative distribution function:

FA,B,C(a,b,c)=abc

b. The probability that all the roots of the equation are real roots:P(B2≥4D)=log26+536

Step by step solution

01

Content Introduction 

We are given,Ax2+Bx+C=0

where A, B, C are independent random variables and each being distributed over [0,1].

02

Explanation (part a)

For (a,b,c)∈(0,1)3

we have

FA,B,C(a,b,c)=PA≤a,B≤b,C≤c=PA≤aP(B≤b)P(C≤c)

where the last equality holds because the variables are independent.

we know that

A, B, C are being distributed over [0,1]

then we have P(A≤a)=a

and P(B≤b)=b

and P(C≤c)=c

Therefore, FA,B,C(a,b,c)=abc

03

Explanation (part b)

The discriminant of the equation is greater or equal to zero

such that

B2-4AC≥0

B2≥4AC

Now, fid the distribution of the random variable,

D=AC

we have

D∈(0,1)

and

for d∈(0,1),

FD(d)=P(D≤d)=PAC≤d=∫∫ac≤ddadc=∫0d∫01dcda+∫d1∫0dadcda=d+d∫d11ada=d-dlogd

By differentiation:

We have

fD(d)=∂∂dFD(d)=-logd

Thus the required probability,

P(B2≥4D)=log26+536

Where, in order to calculate the second integral,

we have used

∫s2logsds=s3logs3-s39

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