/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Q4E Return to the situation describe... [FREE SOLUTION] | 91Ó°ÊÓ

91Ó°ÊÓ

Return to the situation described in Exercise \({\rm{3}}\).

a. Determine the marginal pmf of \({{\rm{X}}_{\rm{1}}}\), and then calculate the expected number of customers in line at the express checkout.

b. Determine the marginal pmf of \({{\rm{X}}_{\rm{2}}}\).

c. By inspection of the probabilities \({\rm{P(}}{{\rm{X}}_{\rm{1}}}{\rm{ = 4),P(}}{{\rm{X}}_{\rm{2}}}{\rm{ = 0),}}\) and \({\rm{P(}}{{\rm{X}}_{\rm{1}}}{\rm{ = 4,}}{{\rm{X}}_{\rm{2}}}{\rm{ = 0),}}\) are \({{\rm{X}}_{\rm{1}}}\) and \({{\rm{X}}_{\rm{2}}}\) independent random variables? Explain

Short Answer

Expert verified


a.Marginal pmf of \({{\rm{X}}_{\rm{1}}}\)is

The expected value is \({\rm{ = 1}}{\rm{.7}}\)

b.Marginal pmf of \({{\rm{X}}_2}\) is

c.The random variable are dependent

Step by step solution

01

Definition of Marginal pmf

PMFs on the fringes The joint PMF contains all of the information about X and Y's distributions. This means that we can get the PMF of X from its joint PMF with Y, for example.

02

Step 2: Determine the marginal pmf of \({{\rm{X}}_{\rm{1}}}\).

(a):

\({\rm{X}}\)has a marginal probability mass function.

\({{\rm{p}}_{\rm{X}}}{\rm{(x) = }}\sum\limits_{\rm{y}} {\rm{p}} {\rm{(x,y),}}\;\;\;{\rm{ for every x,}}\)

\({\rm{Y}}\)has a marginal probability mass function.

\({{\rm{p}}_{\rm{Y}}}{\rm{(y) = }}\sum\limits_{\rm{x}} {\rm{p}} {\rm{(x,y), for every y}}{\rm{.}}\)

Returning to the table from exercise \({\rm{3}}\), the following holds true for \({\rm{x = 0}}\).

\(\begin{aligned}{{\rm{p}}_{{{\rm{X}}_{\rm{1}}}}}{\rm{(0) = }}\sum\limits_{{{\rm{x}}_{\rm{2}}}} {\rm{p}} \left( {{\rm{0,}}{{\rm{x}}_{\rm{2}}}} \right){\rm{ = p(0,0) + p(0,1) + p(0,2) + p(0,3)}}\\{\rm{ = 0}}{\rm{.08 + 0}}{\rm{.07 + 0}}{\rm{.04 + 0}}{\rm{.00}}\\{\rm{ = 0}}{\rm{.19}}\end{aligned}\)

Similarly, for \({\rm{x}} \in \{ 1,2,3,4\} \), the following is true

\(\begin{aligned}{{\rm{p}}_{{{\rm{X}}_{\rm{1}}}}}{\rm{(1) = }}\sum\limits_{{{\rm{x}}_{\rm{2}}}} {\rm{p}} \left( {{\rm{1,}}{{\rm{x}}_{\rm{2}}}} \right){\rm{ = p(1,0) + p(1,1) + p(1,2) + p(1,3)}}\\{\rm{ = 0}}{\rm{.06 + 0}}{\rm{.15 + 0}}{\rm{.05 + 0}}{\rm{.04}}\\{\rm{ = 0}}{\rm{.3}}{{\rm{p}}_{{{\rm{X}}_{\rm{1}}}}}{\rm{(2) = }}\sum\limits_{{{\rm{x}}_{\rm{2}}}} {\rm{p}} \left( {{\rm{2,}}{{\rm{x}}_{\rm{2}}}} \right)\\{\rm{ = p(2,0) + p(2,1) + p(2,2) + p(2,3)}}\\{\rm{ = 0}}{\rm{.05 + 0}}{\rm{.04 + 0}}{\rm{.10 + 0}}{\rm{.06}}\end{aligned}\)

\( = {\bf{0}}.{\bf{25}}\),

\({{\rm{p}}_{{{\rm{X}}_{\rm{1}}}}}{\rm{(3) = }}\sum\limits_{{{\rm{x}}_{\rm{2}}}} {\rm{p}} \left( {{\rm{3,}}{{\rm{x}}_{\rm{2}}}} \right){\rm{ = p(3,0) + p(3,1) + p(3,2) + p(3,3)}}\)

\( = 0.00 + 0.03 + 0.04 + 0.07\)

\( = {\bf{0}}.{\bf{14}}\),

\({{\rm{p}}_{{{\rm{X}}_{\rm{1}}}}}{\rm{(4) = }}\sum\limits_{{{\rm{x}}_{\rm{2}}}} {\rm{p}} \left( {{\rm{4,}}{{\rm{x}}_{\rm{2}}}} \right){\rm{ = p(4,0) + p(4,1) + p(4,2) + p(4,3)}}\)

\( = 0.00 + 0.01 + 0.05 + 0.06\)

\( = {\bf{0}}.{\bf{12}}\),

\({{\rm{p}}_{{{\rm{X}}_{\rm{1}}}}}\left( {{{\rm{x}}_{\rm{1}}}} \right){\rm{ = 0,}}\;\;\;{{\rm{x}}_{\rm{1}}} \notin {\rm{\{ 0,1,2,3,4\} }}.\)

\({{\rm{X}}_{\rm{1}}}\) is determined by the variables above. We can also represent it as a table.

A discrete random variable \({\rm{X}}\) with a set of possible values \({\rm{S}}\) and \({\rm{pmfp(x)}}\) has an Expected Value (mean value) of

\[\text{E(X)=}{{\text{ }\!\!\mu\!\!\text{ }}_{\text{X}}}\text{=}\sum\limits_{\text{x }\!\!\hat{\mathrm{I}}\!\!\text{ S}}{\text{x}}\text{ }\!\!\times\!\!\text{ p(x)}\text{.}\]

As a result, the anticipated value is

\(\begin{aligned}{\rm{E}}\left( {{{\rm{X}}_{\rm{1}}}} \right){\rm{ = 0 \times }}{{\rm{p}}_{{{\rm{X}}_{\rm{1}}}}}{\rm{(0) + 1 \times }}{{\rm{p}}_{{{\rm{X}}_{\rm{1}}}}}{\rm{(1) + 2 \times }}{{\rm{p}}_{{{\rm{X}}_{\rm{1}}}}}{\rm{(2) + 3 \times }}{{\rm{p}}_{{{\rm{X}}_{\rm{1}}}}}{\rm{(3) + 4 \times }}{{\rm{p}}_{{{\rm{X}}_{\rm{1}}}}}{\rm{(4)}}\\{\rm{ = 0 \times 0}}{\rm{.19 + 1 \times 0}}{\rm{.3 + 2 \times 0}}{\rm{.25 + 3 \times 0}}{\rm{.14 + 4 \times 0}}{\rm{.12}}\\{\rm{ = 0 + 0}}{\rm{.3 + 0}}{\rm{.5 + 0}}{\rm{.42 + 0}}{\rm{.48}}\\{\rm{ = 1}}{\rm{.7}}\end{aligned}\)

03

 Determine the marginal pmf of \({{\rm{X}}_{\rm{2}}}\).

(b):

We get the following marginal pmf of \({{\rm{X}}_{\rm{2}}}\), same like in \({\rm{(a)}}\).

\(\begin{aligned}{{\rm{p}}_{{{\rm{X}}_{\rm{2}}}}}{\rm{(0) = }}\sum\limits_{{{\rm{x}}_{\rm{1}}}} {\rm{p}} \left( {{{\rm{x}}_{\rm{1}}}{\rm{,0}}} \right){\rm{ = p(0,0) + p(1,0) + p(2,0) + p(3,0) + p(4,0)}}\\{\rm{ = 0}}{\rm{.08 + 0}}{\rm{.06 + 0}}{\rm{.05 + 0}}{\rm{.00 + 00 = 0}}{\rm{.19}}\\{{\rm{p}}_{{{\rm{X}}_{\rm{2}}}}}{\rm{(1) = }}\sum\limits_{{{\rm{x}}_{\rm{1}}}} {\rm{p}} \left( {{{\rm{x}}_{\rm{1}}}{\rm{,0}}} \right){\rm{ = p(0,1) + p(1,1) + p(2,1) + p(3,1) + p(4,1) = 0}}{\rm{.3}}\\{{\rm{p}}_{{{\rm{X}}_{\rm{2}}}}}{\rm{(2) = }}\sum\limits_{{{\rm{x}}_{\rm{1}}}} {\rm{p}} \left( {{{\rm{x}}_{\rm{1}}}{\rm{,2}}} \right){\rm{ = p(0,2) + p(1,2) + p(2,2) + p(3,2) + p(4,2) = 0}}{\rm{.28}}\\{{\rm{p}}_{{{\rm{X}}_{\rm{2}}}}}{\rm{(3) = }}\sum\limits_{{{\rm{x}}_{\rm{1}}}} {\rm{p}} \left( {{{\rm{x}}_{\rm{1}}}{\rm{,3}}} \right){\rm{ = p(0,3) + p(1,3) + p(2,3) + p(3,3) + p(4,3) = 0}}{\rm{.23}}\\{{\rm{p}}_{{{\rm{X}}_{\rm{2}}}}}\left( {{{\rm{x}}_{\rm{2}}}} \right){\rm{ = 0}}\;\;\;{{\rm{x}}_{\rm{2}}} \notin \{ 0,1,2,3,4\} \end{aligned}\)

We can also represent it as a table.

04

Step 4: \({{\rm{X}}_{\rm{1}}}\) and \({{\rm{X}}_{\rm{2}}}\) independent random variables? Explain

(c):

If and only if, two random variables \({\rm{X}}\) and \({\rm{Y}}\)are independent.

1. \({\rm{p(x,y) = }}{{\rm{p}}_{\rm{X}}}{\rm{(x) \times }}{{\rm{p}}_{\rm{Y}}}{\rm{(y)}}\),

whenever \({\rm{(x,y)}}\) occurs Discrete RVs \({\rm{X}}\) and \({\rm{Y}}\),

2. \({\rm{f(x,y) = }}{{\rm{f}}_{\rm{X}}}{\rm{(x) \times }}{{\rm{f}}_{\rm{Y}}}{\rm{(y)}}\),

for every \({\rm{(x,y)}}\)and when \({\rm{X}}\)and \({\rm{Y}}\)continuous rv's, otherwise they are dependent.

By calculating probabilities

\(\begin{aligned}{\rm{P}}\left( {{{\rm{X}}_{\rm{1}}}{\rm{ = 4}}} \right){\rm{ = }}{{\rm{p}}_{{{\rm{X}}_{\rm{1}}}}}{\rm{(4)}}\\{\rm{ = 0}}{\rm{.12}}\\{\rm{P}}\left( {{{\rm{X}}_{\rm{2}}}{\rm{ = 0}}} \right){\rm{ = }}{{\rm{p}}_{{{\rm{X}}_{\rm{2}}}}}{\rm{(0)}}\\{\rm{ = 0}}{\rm{.19}}\end{aligned}\)

and probability

\(\begin{aligned}{\rm{P}}\left( {{{\rm{X}}_{\rm{1}}}{\rm{ = 4,}}{{\rm{X}}_{\rm{2}}}{\rm{ = 0}}} \right){\rm{ = p(4,0)}}\\{\rm{ = 0}}\end{aligned}\)

we can notice that

We can deduce that the random variables are interdependent.

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

The mean weight of luggage checked by a randomly selected tourist-class passenger flying between two cities on a certain airline is\({\bf{40}}\)lb, and the standard deviation is\({\bf{10}}\)lb. The mean and standard deviation for a business class passenger is\({\bf{30}}\)lb and\({\bf{6}}\)lb, respectively.

a. If there are\({\bf{12}}\)business-class passengers and\({\bf{50}}\)tourist-class passengers on a particular flight, what is the expected value of total luggage weight and the standard deviation of total luggage weight?

b. If individual luggage weights are independent, normally distributed RVs, what is the probability that total luggage weight is at most\({\bf{2500}}\)lb?

In an area having sandy soil,\({\rm{50}}\)small trees of a certain type were planted, and another \({\rm{50}}\) trees were planted in an area having clay soil. Let \({\rm{X = }}\) the number of trees planted in sandy soil that survive \({\rm{1}}\) year and \({\rm{Y = }}\)the number of trees planted in clay soil that survive \({\rm{1}}\) year. If the probability that a tree planted in sandy soil will survive \({\rm{1}}\)year is \({\rm{.7}}\)and the probability of \({\rm{1}}\)-year survival in clay soil is \({\rm{.6}}\), compute an approximation to \({\rm{P( - 5£ X - Y£ 5)}}\) (do not bother with the continuity correction).

Suppose a randomly chosen individual's verbal score \({\rm{X}}\)and quantitative score \({\rm{Y}}\)on a nationally administered aptitude examination have a joint pdf

\({\rm{f(x,y) = }}\left\{ {\begin{array}{*{20}{c}}{\frac{{\rm{2}}}{{\rm{5}}}{\rm{(2x + 3y)}}}&{{\rm{0£ x£ 1,0£ y£ 1}}}\\{\rm{0}}&{{\rm{ otherwise }}}\end{array}} \right.\)

You are asked to provide a prediction \({\rm{t}}\)of the individual's total score\({\rm{X + Y}}\). The error of prediction is the mean squared error\({\rm{E}}\left( {{{{\rm{(X + Y - t)}}}^{\rm{2}}}} \right)\). What value of \({\rm{t}}\)minimizes the error of prediction?

A shipping company handles containers in three different sizes:\(\left( 1 \right)\;27f{t^3}\;\left( {3 \times 3 \times 3} \right)\)\(\left( 2 \right) 125 f{t^3}, and \left( 3 \right)\;512 f{t^3}\). Let \({X_i}\left( {i = \;1, 2, 3} \right)\)denote the number of type i containers shipped during a given week. With \({\mu _i} = E\left( {{X_i}} \right)\)and\(\sigma _i^2 = V\left( {{X_i}} \right)\), suppose that the mean values and standard deviations are as follows:

\(\begin{array}{l}{\mu _1} = 200 {\mu _2} = 250 {\mu _3} = 100 \\{\sigma _1} = 10 {\sigma _2} = \,12 {\sigma _3} = 8\end{array}\)

a. Assuming that \({X_1}, {X_2}, {X_3}\)are independent, calculate the expected value and variance of the total volume shipped. (Hint:\(Volume = 27{X_1} + 125{X_2} + 512{X_3}\).)

b. Would your calculations necessarily be correct if \({X_i} 's\)were not independent?Explain.

We have seen that if\(E\left( {{X_1}} \right) = E\left( {{X_2}} \right) = . . . = E\left( {{X_n}} \right) = \mu \), then\(E\left( {{X_1} + . . . + {X_n}} \right) = n\mu \). In some applications, the number of\({X_i} 's\)under consideration is not a fixed number n but instead is a rv N. For example, let N\(5\)be the number of components that are brought into a repair shop on a particular day, and let Xi denote the repair shop time for the\({i^{th}}\)component. Then the total repair time is\({X_1} + {X_2} + . . . + {X_n}\), the sum of a random number of random variables. When N is independent of the\({X_i} 's\), it can be shown that

\(E\left( {{X_1} + . . . + {X_N}} \right) = E\left( N \right) \times \mu \)

a. If the expected number of components brought in on a particular day is\({\bf{10}}\)and the expected repair time for a randomly submitted component is\({\bf{40}}\)min, what is the expected total repair time for components submitted on any particular day?

b. Suppose components of a certain type come in for repair according to a Poisson process with a rate of\(5\)per hour. The expected number of defects per component is\(3.5\). What is the expected value of the total number of defects on components submitted for repair during a four-hour period? Be sure to indicate how your answer follows from the general result just given.

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.