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XX
p(x, y),
(x,y) A
pY (y) =
p(x, y)
f (x, y)dydx.
a
f (x, y)dy
fY (y) =
Two continuous random variables X and Y are independent, if for every pair of x and y
f (x, y) = fX (x)fY (y)
Example: Each front tire on a particular type of vehicle is supposed to be filled to a pressure
of 26 psi. Suppose the actual air pressure in each tire is a random variable (X) for the right
tire and (Y ) for the left tire, with joint pdf
(
K(x2 + y 2 ) 20 6 x 6 30, 20 6 y 6 30
f (x, y) =
0
otherwise.
a. What is the value of K?
b. What is the probability that both tires are under filled?
c. What is the probability that the difference in air pressure between the two tires is at most
2 psi?
d. Determine the distribution of air pressure in the right tire alone.
e. Are X and Y independent rvs?
For two continuous rvs X and Y , the conditional pdf of Y given that X = x is
fY |X (y|x) =
f (x, y)
<y <
fX (x)
pY |X (y|x) =
p(x, y)
<y <
pX (x)
If X and Y be discrete
X and Y discrete
X and Y continuous
Also
Cov(X, Y ) = E(XY ) X Y
The correlation coefficient of two random variables is
Corr(X, Y ) = X,Y =
Cov(X, Y )
X Y
0
0
.02
5 .04
10 .01
y
5
.06
.15
.15
10
.02
.2
.14
15
.1
.1
.01
a. What is E(X + Y )?
b. What is expected value for maximum of X and Y ?
c. Compute the covariance for X and Y .
d. Compute for X and Y .
A statistic is any quantity that calculated from sample like sample mean (X).
Random variables X1 , X2 , Xn from a random sample of size n if
1. The Xi s are independent random variables.
2. Every Xi has the same probability distribution.
If X1 , X2 , Xn be a random sample from a distribution with mean and variance 2 , then
is unbiased
= X = X
1. E(X)
= 2 =
2. V (X)
x
2
n
N (, )
X
n
also
T N (n, n 2 )
The Central limit theorem
For a random sample X1 , X2 , Xn from a distribution with and 2 , sample mean has
2
approximately a normal distribution with mean and variance n , if n is sufficiently large.
(Also total sample has a normal distribution)
If n > 30, the central limit theorem can be used.
Example: The inside diameter of a randomly selected position ring is a random variable
with mean value 12 cm and standard deviation 0.04 cm.
is the sample mean for a random sample of n = 16 rings, where is the sampling
a. If X
centered, and what is the standard deviation of the X
distribution?
distribution of X
b. Answer the question part (a) for a sample size of n = 64 rings.
is more likely to be within 0.01 cm of 12 cm?
c. For which of the two random samples, X
6 12.01) when n = 64.
d. Calculate P (11.99 6 X
Example: Let X1 , X2 , X3 , X4 , X5 be the observed numbers of miles per gallon for the five
cars. suppose these variables are independent and normally distributed with 1 = 2 =
20, 3 = 4 = 5 = 21, and 2 = 4 for X1 and X2 and 2 = 3.5 for others, define Y as
Y =
X1 + X 2 X3 + X 4 + X5
2
3
Suggested Exercises for Chapter 5: 3, 5, 11, 13, 15, 19, 25, 27, 31, 37, 39, 41, 47, 49,
51, 55, 59, 63, 65, 69, 73, 75,