MATH 2131

July 2nd, 2013

Assignment 1

: , have the joint probability density function

2 ,

, , =

1 < < , 1 < < 2,

0,

) 4 . , , .
) 4 . .
) 4 . > 1, < 2 .
:

) :

, , = 1 , :

1 1

=
2

2
2 2

=
= 1

1
1
4 =
2 2

1
1
+ 3
2
6

=2

= 1+
=1

1 1 1
17

=

48 2 6
48

17

=1 =
48

) . . : =

, .

0.5 < < 1

1<<2

0.5 < < 1, :

48
=
17

48
=

17

1 < < 2, :

2
=2
=1

48 48
48 2 24
+
2 =

17 2 17
17
17

48
=
17

=2

48
=

17

48 48
48 24
+
1=

17 2 17
17 17

:


,

() =

,

,

48
) > 1, < 2 =
17

0.5 < < 1

1<<2

2 2

48
=
2

17

=2
=

48
1
48 1
=
211+
=
=
17
4
17 4

=
2

48
=
17

48
2
1 =

2
17
4

=2

=
=1

 : 4 6 .
.
=

0,
1,

1 ,
1

0,
1,

2 ,
2

) 4 . , , .
) 2 . .

:
2 10 . , 10 1
9 2 . =

10
1

9
= 90,
1

) . . , : , , = = , = . ,
, 0.0 = = 0, = 0 =
, 0,1 = = 0, = 1 =
, 1,0 = = 1, = 0 =
, 1,1 = = 1, = 1 =

4
1

3
1

4
1

6
1

6
1

4
1

6
1

5
1

90
90
90
90

12

=
90

24

=
90

24

=
90

30
=
90

) =

, .

:
2
4

+
=
15 15
4
5
9

1 = = 1 = = 0, = 1 + = 1, = 1 =
+
=
=
15 15 15
0 = = 0 = = 0, = 0 + = 1, = 0 =

()

2 15

4 15

6 15

4 15

5 15

9 15

6 15

9 15

=
=

 :
) 5 . . . .
, .

, (, ) =

1 36 ,
0,

= 1,2, ,6; = 1,2, ,6

) 5 . 1 , 2 . . . . .
() =

,
>0
0,

1 + 2 > 2 .

:
) , , = .
. :

()

1 36

1 36

1 36

1 36

1 36

1 36

1 6

1 36

1 36

1 36

1 36

1 36

1 36

1 6

1 36

1 36

1 36

1 36

1 36

1 36

1 6

1 36

1 36

1 36

1 36

1 36

1 36

1 6

1 36

1 36

1 36

1 36

1 36

1 36

1 6

1 36

1 36

1 36

1 36

1 36

1 36

1 6

1 6

1 6

1 6

1 6

1 6

1 6

=
=

, , =

1
1 1
= = , , 1,2, ,6 .
36 6 6

, .
, | = | = .
= = 1 6 . . . :
| =

, ,
1 36 1
=
= = . , | = .

1 6
6

, 2

 , .
.

) 1 2 . . . ,
, 1 ,2 1 , 2 = 1 1 2 2 , 1 > 0, 2 > 0, 0 . :
2 2 2

1 + 2 > 2 = 1 1 + 2 2 = 1

2
1 + 2 = 2

2 1

1 2 = 1

1 =2 2
1 =0

2 2 2 = 1 + 2 2 + 2
0

= 1 + 2 2 + 2 1 = 3 2 = .
2

2 2 2 1 2 = 1 +

=1+

2
1

2 =2
2 =0

2 =

 : ,
, , =

(6 ) 8 ,
0,

0 < < 2, 2 < < 4,

) 5 . | .
) 3 . 2 < < 3 = 1 .

) : | =

1
, =
8

6 2,
=
0,

6 =
2

1
2
6
8
2

=4

=
=2

, ,
.

1
3
24 4 8 12 + 2 + 2 =
8
4

0<<2
.

,
|

,
8
=
= ( )
3
,
4

0 < < 2, 2 < < 4

) 2 < < 3 = 1) =

| 1 =
2

5
1
2
=
5
4
4
2

=3

=
=2

1
9
1
15 10 + 2 =
4
2
4

5
=
2

 : 4 .

() =

(5) ,
5
0,

.
.

:
1 , 2 . . .
. . , . = min 1 , 2 .
1 , 2 . . . :
= 1

5 = 5

=
5

, () =

=
=5

= 1

,
0,

()

,
5
0,

, , :
21

= 2 1 1 + 5
5 = 2 5 5 = 22+10
, :
+ ,
5
=
,