CEE 3770 Homework 6 Due 10/18/13

Problem 1 (Adapted from Problem 10.6 from Text) Suppose X and Y are discrete random variables taking values , , and . The following is given about the joint and marginal distributions:

1 a. Take and compute the expectation of and and the covariance between and . b. Show that and are uncorrelated, no matter what the value of is. Hint: one could compute , but there is a short solution using the rule of the covariance under change of units (see page 141) together with part a. c. Are and independent?

Problem 2 (Problem 10.9 from Text) Suppose the blood of 1000 persons has to be tested to see which ones are infected by a (rare) disease. Suppose that the probability that the test is positive is p = 0.001. The obvious way to proceed is to test each person, which results in a total of 1000 tests. An alternative procedure is the following. Distribute the blood of the 1000 persons over 25 groups of size 40, and mix half of the blood of each of the 40 persons with that of the others in each group. Now test the aggregated blood sample of each group: when the test is negative no one in that group has the disease; when the test is positive, at least one person in the group has the disease, and one will test the other half of the blood of all 40 persons of that group separately. In total, that gives 41 tests for that group. Let Xi be the total number of tests one has to perform for the ith group using this alternative procedure. a. Describe the probability distribution of Xi, i.e., list the possible values is takes on and the corresponding probabilities? b. What is the expected number of tests for the ith group? What is the expected number of tests? What do you think of this alternative procedure for blood testing?

Problem 3 (Problem 11.3 from Text) Let X and Y be two independent random variables, where X has a Ber(p) distribution, and Y has a Ber(q) distribution. When p = q = r, weknow that X + Y has a Bin(2, r) distribution. Suppose that p = 1/2 and q = 1/4. Determine P(X + Y = k), for k = 0, 1, 2, and conclude that X + Y does not have a binomial distribution.

Problem 4 Bob and John are traveling for city A to City D. Bob decides to take the upper route (through B), whereas John takes the lower route (through C) as shown in the figure below. Travel times (in hours) between the cities are normally distributed.

Although the travel times can generally be assumed to be statistically independent, dependent with a correlation coefficient of 0.8.

and

are

a. What is the probability that John will not arrive in city D within 10 hours? b. What is the probability that Bob will arrive in city D earlier than John by at least one hour? c. Which route (upper or lower) should be taken if one wishes to minimize the expected travel time from A to D? Substantiate your answer.

Problem 5 X and Y are both

. If Z = X+Y, what is the distribution of Z? Sketch the PDF of Z.