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Question:LetYbe the rate (calls per hour) at which calls arrive at a switchboard. LetXbe the number of calls during at wo-hour period. A popular choice of joint p.f./p.d.f. for(X, Y )in this example would be one like

\({\bf{f}}\left( {{\bf{x,y}}} \right){\bf{ = }}\left\{ \begin{array}{l}\frac{{{{\left( {{\bf{2y}}} \right)}^{\bf{x}}}}}{{{\bf{x!}}}}{{\bf{e}}^{{\bf{ - 3y}}}}\;{\bf{if}}\;{\bf{y > 0}}\;{\bf{and}}\;{\bf{x = 0,1, \ldots }}\\{\bf{0}}\;{\bf{otherwise}}\end{array} \right.\)

a. Verify thatfis a joint p.f./p.d.f. Hint:First, sum overthexvalues using the well-known formula for thepower series expansion of\({{\bf{e}}^{{\bf{2y}}}}\).

b. Find Pr(X=0).

Short Answer

Expert verified
  1. It is verified that f is a joint p.f/p.d.f.
  2. \(\Pr \left( {X = 0} \right) = \frac{1}{3}\)

Step by step solution

01

Given information

At a switchboard, the rate which is arriving a call per hour is Y and for a two-hour period, the number of calls is X.

The joint probability density function of (X,Y) is,

\(f\left( {x,y} \right) = \left\{ \begin{array}{l}\frac{{{{\left( {2y} \right)}^x}}}{{x!}}{e^{ - 3y}}\;if\;y > 0\;and\;x = 0,1, \ldots \\0\;otherwise\end{array} \right.\)

02

Determining the verification

a. .

To verify that f is a joint p.d.f or p.f and to verify its validity, we have to do the sum over all x values and integrate the sum over the region\({{\bf{S}}_{\bf{y}}}{\bf{ = }}\left\{ {{\bf{y:y > 0}}} \right\}\). Then we have to show that the value of the integration is 1.

So,

\(\begin{array}{c}\int\limits_0^\infty {\sum\limits_{x = 0}^\infty {{f_{X,Y}}\left( {x,y} \right)dy = } } \int\limits_0^\infty {\sum\limits_{x = 0}^\infty {\frac{{{{\left( {2y} \right)}^x}}}{{x!}}{e^{ - 3y}}dy} } \\ = \int\limits_0^\infty {{e^{ - 3y}}\sum\limits_{x = 0}^\infty {\frac{{{{\left( {2y} \right)}^x}}}{{x!}}dy} } \\ = \int\limits_0^\infty {{e^{ - 3y}}{e^{2y}}dy} \\ = \left. {{e^{ - y}}} \right|_0^\infty \\ = 1\end{array}\)[For the power series of\({e^{2y}}\)]

Thus, it is verified that f is joint p.d.f.

03

Calculating the probability

b.

The probability that X=0is-

\(\begin{array}{c}\Pr \left( {X = 0} \right) = {f_X}\left( 0 \right)\\ = \int\limits_0^\infty {{f_{X,Y}}\left( {0,y} \right)dy} \\ = \int\limits_0^\infty {\frac{{{{\left( {2y} \right)}^0}}}{{0!}}{e^{ - 3y}}dy} \\ = \int\limits_0^\infty {{e^{ - 3y}}dy} \\ = \left. {\frac{{{e^{ - 3y}}}}{3}} \right|_0^\infty \\ = \frac{1}{3}\end{array}\)

Thus, the probability is \(\frac{1}{3}\).

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Most popular questions from this chapter

Question:Suppose that in a certain drug the concentration of aparticular chemical is a random variable with a continuousdistribution for which the p.d.f.gis as follows:

\({\bf{g}}\left( {\bf{x}} \right){\bf{ = }}\left\{ \begin{array}{l}\frac{{\bf{3}}}{{\bf{8}}}{{\bf{x}}^{\bf{2}}}\;{\bf{for}}\;{\bf{0}} \le {\bf{x}} \le {\bf{2}}\\{\bf{0}}\;{\bf{otherwise}}\end{array} \right.\)

Suppose that the concentrationsXandYof the chemicalin two separate batches of the drug are independent randomvariables for each of which the p.d.f. isg. Determine

(a) the joint p.d.f.of X andY;

(b) Pr(X=Y);

(c) Pr(X >Y );

(d) Pr(X+Y≤1).

Show that there does not exist any numbercsuch that the following functionf (x)would be a p.d.f.:

Suppose that a Markov chain has four states 1, 2, 3, 4, and stationary transition probabilities as specified by the following transition matrix

\(p = \left[ {\begin{array}{*{20}{c}}{\frac{1}{4}}&{\frac{1}{4}}&0&{\frac{1}{2}}\\0&1&0&0\\{\frac{1}{2}}&0&{\frac{1}{2}}&0\\{\frac{1}{4}}&{\frac{1}{4}}&{\frac{1}{4}}&{\frac{1}{4}}\end{array}} \right]\):

a.If the chain is in state 3 at a given timen, what is the probability that it will be in state 2 at timen+2?

b.If the chain is in state 1 at a given timen, what is the probability it will be in state 3 at timen+3?

Let Xbe a random variable with the p.d.f. specified in Example 3.2.6. Compute Pr(X≤8/27).

Suppose that the joint p.d.f. of a pair of random variables (X,Y) is constant on the rectangle where 0≤x≤2 and 0≤ y ≤ 1, and suppose that the p.d.f. is 0 off of this rectangle.

a. Find the constant value of the p.d.f. on the rectangle.

b. Find Pr (X≥Y)

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