Stat 310 Fall 2021 Problem Set 4
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Karen LuStat 310 Fall 2021 Problem Set 4
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Karen LuCommon questions
Powered by AIThe correlation coefficient ρ(X, Y) is calculated by dividing the covariance by the product of the standard deviations: ρ(X, Y) = Cov(X, Y) / (σ_Xσ_Y) = -1 / (2*3) = -1/6. This uses the relation between covariance and correlation .
For the exponential distribution, Markov's inequality gives P(X ≥ 2) ≤ E(X)/2 = 1/λ / 2 = 1. Using Markov’s inequality provides a loose upper bound based on expectation and requires knowing E(X) = 1/λ .
The moment generating function M_X(s) = (0.3e^s + 0.7)^10 indicates that X follows a binomial distribution with parameters n = 10 and p = 0.3. This can be determined by recognizing the pattern of the MGF for a binomial random variable, which is (pe^s + q)^n, where q = 1 - p .
Chebyshev’s inequality states P(|X̄ - μ| ≥ kσ) ≤ 1/k². For X̄ with n = 15, Var(X̄) = 2.7/15. For k such that kσ = 0.5, k = 0.5/sqrt(2.7/15). Substituting into Chebyshev’s gives an upper bound: P(|X̄ - μ| ≥ 0.5) ≤ (2.7*15)/(15*0.5²) = 0.18. This provides an upper probability bound .
The correlation ρ(X, aY + b) = ρ(X, Y) follows from the definition of correlation ρ(X, Y) = Cov(X, Y)/(σ_Xσ_Y). Using covariance property: Cov(X, aY + b) = aCov(X, Y) and standard deviation scaling: σ(aY + b) = aσ(Y), substituting gives ρ(X, aY + b) = (aCov(X, Y))/(σ_Xaσ_Y) = ρ(X, Y).
Using the Central Limit Theorem, the total weight is approximately normally distributed with mean 2750 and variance 10416.67. Thus, P(total weight > 3000) can be calculated as P(Z > (3000 - 2750)/sqrt(10416.67)) = P(Z > 7.75) ≈ Φ(-7.75) ≈ 0 (practically almost 0), assuming standard normal distribution properties .
Since X and Y are independent and uniformly distributed, the probability that the washer (X) fails before the dryer (Y) can be calculated as P(X < Y) = Integral from 0 to 400 of (x/260)dx * (1/400) = (400^2)/(2*400*260) = 0.5. This result comes from integrating the joint PDF of independent uniform distributions over the region where x < y .
The marginal PDF of X is obtained by integrating the joint PDF over y, resulting in f_X(x) = Integral from 0 to 1 of 1/3(x + y) dy = 1/3(x + 0.5) for 0 < x < 2, which is the support of X. This requires integrating the joint distribution with respect to the other variable .
According to the Law of Large Numbers, as n increases, the probabilities that the sample mean diverges from the population mean decrease to 0. This result implies that with a larger sample size, the sample mean becomes a more accurate estimate of the population mean, leading to probabilities of deviation tending towards zero .
Using the Central Limit Theorem, S ~ N(nμ, nσ²) where μ = E(X_i) and σ² = Var(X_i) calculated from the given PDF. Approximate P(-0.3 < S < 1.5) using Z=(S-nμ)/sqrt(nσ²), adapting probabilities to the standard normal table Φ: P((Z+0.3/sqrt(nσ²)) < (S-nμ)/sqrt(nσ²) < (1.5-nμ)/sqrt(nσ²)). This provides a normal approximation for sum probabilities .