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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).

Short Answer

Expert verified
  1. The joint p.d.f of Xand Y is\(\frac{9}{{64}}{x^2}{y^2}{I_{\left\{ {\left( {r,s} \right)\left| {0 \le x \le 2,0 \le y \le 2} \right.} \right\}}}\).
  2. \(\Pr \left( {X = Y} \right) = 0\)
  3. \(\Pr \left( {X > Y} \right) = 0.5\)
  4. \(\Pr \left( {X + Y \le 1} \right) = \frac{1}{{1280}}\)

Step by step solution

01

Given information

In a certain drug, a particular chemical concentration is a random variable and follows a continuous distribution.

The probability density function is,

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

In two separate batches of the chemical, two concentrations X and Y are independent random variables.

02

Determining the joint Probability density function

a.

As X and Y are independent, so, the joint p.d.f is,

\(\begin{array}{c}g\left( {x,y} \right) = g\left( x \right)g\left( y \right)\\ = \left( {\frac{3}{8}{x^2}} \right) \times \left( {\frac{3}{8}{y^2}} \right)\\ = \frac{9}{{64}}{x^2}{y^2}{I_{\left\{ {\left( {r,s} \right)\left| {0 \le x \le 2,0 \le y \le 2} \right.} \right\}}}\end{array}\)

03

Calculating the probability when \(\Pr \left( {X = Y} \right)\)

b.

As we know from the given information, Xand Y have a continuous joint distribution, so, we can say that,

\(\Pr \left( {X = Y} \right) = 0\)

04

Calculating the probability when \(\Pr \left( {X > Y} \right)\)

c.

Since XAnd Y have the same probability distribution and are independent, so, we can say that\(\Pr \left( {X > Y} \right) = \Pr \left( {Y < X} \right)\).

Now, referring to part b, we know that\(\Pr \left( {X = Y} \right) = 0\).

So, it follows that \(\Pr \left( {X > Y} \right) = 0.5\).

05

Calculating the probability when \(\Pr \left( {X + Y \le 1} \right)\)

d.

\(\Pr \left( {X + Y \le 1} \right) = \Pr \left( {X \le 1 - Y} \right)\)

Now,

\(\begin{array}{c}\Pr \left( {X + Y \le 1} \right) = \int\limits_0^1 {\int\limits_0^{1 - y} {f\left( {x,y} \right)dxdy} } \\ = \int\limits_0^1 {\int\limits_0^{1 - y} {\frac{9}{{64}}{x^2}{y^2}dxdy} } \\ = \frac{1}{{1280}}\end{array}\)

Thus, the probability is \(\frac{1}{{1280}}\) .

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Most popular questions from this chapter

Suppose that the p.d.f. of a random variable X is as follows:

f(x) = {c/(1-x)1/2 for 0 <x< 1,

0 otherwise.

a. Find the value of the constant c and sketch the p.d.f.

b. Find the value of Pr(X ≤ 1/2).

An ice cream seller takes 20 gallons of ice cream in her truck each day. LetXstand for the number of gallons that she sells. The probability is 0.1 thatX=20. If she doesn’t sell all 20 gallons, the distribution ofXfollows a continuous distribution with a p.d.f. of the form


wherecis a constant that makes Pr(X <20)=0.9. Find the constantcso that Pr(X <20)=0.9 as described above.

Suppose that three random variables X1, X2, and X3 have a continuous joint distribution with the following joint p.d.f.:

\({\bf{f}}\left( {{{\bf{x}}_{\bf{1}}}{\bf{,}}{{\bf{x}}_{\bf{2}}}{\bf{,}}{{\bf{x}}_{\bf{3}}}} \right){\bf{ = }}\left\{ {\begin{align}{}{{\bf{c}}\left( {{{\bf{x}}_{\bf{1}}}{\bf{ + 2}}{{\bf{x}}_{\bf{2}}}{\bf{ + 3}}{{\bf{x}}_{\bf{3}}}} \right)}&{{\bf{for0}} \le {{\bf{x}}_{\bf{i}}} \le {\bf{1}}\,\,\left( {{\bf{i = 1,2,3}}} \right)}\\{\bf{0}}&{{\bf{otherwise}}{\bf{.}}}\end{align}} \right.\)

Determine\(\left( {\bf{a}} \right)\)the value of the constant c;

\(\left( {\bf{b}} \right)\)the marginal joint p.d.f. of\({{\bf{X}}_{\bf{1}}}\)and\({{\bf{X}}_{\bf{3}}}\); and

\(\left( {\bf{c}} \right)\)\({\bf{Pr}}\left( {{{\bf{X}}_{\bf{3}}}{\bf{ < }}\frac{{\bf{1}}}{{\bf{2}}}\left| {{{\bf{X}}_{\bf{1}}}{\bf{ = }}\frac{{\bf{1}}}{{\bf{4}}}{\bf{,}}{{\bf{X}}_{\bf{2}}}{\bf{ = }}\frac{{\bf{3}}}{{\bf{4}}}} \right.} \right){\bf{.}}\)

Suppose that either of two instruments might be used for making a certain measurement. Instrument 1 yields a measurement whose p.d.f.\({{\bf{h}}_{\bf{1}}}\)is

\({{\bf{h}}_{\bf{1}}}\left( {\bf{x}} \right){\bf{ = }}\left\{ {\begin{align}{}{{\bf{2x}}}&{{\bf{for}}\,{\bf{0 < x < 1}}}\\{\bf{0}}&{{\bf{otherwise}}}\end{align}} \right.\)

Instrument 2 yields a measurement whose p.d.f.\({{\bf{h}}_2}\)is

\({{\bf{h}}_{\bf{2}}}\left( {\bf{x}} \right){\bf{ = }}\left\{ {\begin{align}{}{{\bf{3}}{{\bf{x}}^{\bf{2}}}}&{{\bf{for}}\,{\bf{0 < x < 1}}}\\{\bf{0}}&{{\bf{otherwise}}}\end{align}} \right.\)

Suppose that one of the two instruments is chosen randomly, and a measurement X is made with it.

  1. Determine the marginal p.d.f. of X.
  2. If the measurement value is\({\bf{X = }}{\raise0.7ex\hbox{\({\bf{1}}\)} \!\mathord{\left/ {\vphantom {{\bf{1}} {\bf{4}}}}\right.\ } \!\lower0.7ex\hbox{\({\bf{4}}\)}}\), what is the probability that instrument 1 was used?

Question:Suppose thatXandYhave a discrete joint distributionfor which the joint p.f. is defined as follows:

\({\bf{f}}\left( {{\bf{x,y}}} \right){\bf{ = }}\left\{ \begin{array}{l}\frac{{\bf{1}}}{{{\bf{30}}}}\left( {{\bf{x + y}}} \right)\;{\bf{for}}\;{\bf{x = 0,1,2}}\;{\bf{and}}\;{\bf{y = 0,1,2,3}}\\{\bf{0}}\;{\bf{otherwise}}\end{array} \right.\)

a. Determine the marginal p.f.’s ofXandY.

b. AreXandYindependent?

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