College Algebra
College Algebra
10th Edition
ISBN: 9781337282291
Author: Ron Larson
Publisher: Cengage Learning
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[画像:6.54 Let Y1, Y2,..., Y, be independent Poisson random variables with means 1, 2,..., An respectively. Find the a probability function of Y. b conditional probability function of Y1, given that Y = m. Y1 = m. c conditional probability function of Y1+Y2, given that 6.55 Customers arrive at a department store checkout counter according to a Poisson distribution with a mean of 7 per hour. In a given two-hour period, what is the probability that 20 or more customers will arrive at the counter? 6.56 The length of time necessary to tune up a car is exponentially distributed with a mean of .5 hour. If two cars are waiting for a tune-up and the service times are independent, what is the probability that the total time for the two tune-ups will exceed 1.5 hours? [Hint: Recall the result of Example 6.12.] 6.57 Let Y, Y2,..., Y,, be independent random variables such that each Y, has a gamma distribution with parameters a, and B. That is, the distributions of the Y's might have different a's, but all have the same value for ẞ. Prove that U Y1+Y2++Y,, has a gamma distribution with parameters a1+α2++α, and B. 6.58 We saw in Exercise 5.159 that the negative binomial random variable Y can be written as Y=W, where W1, W2,..., W, are independent geometric random variables with parameter p. 349/939 6.6 Multivariable Transformations Using Jacobians (Optional) a Use this fact to derive the moment-generating function for Y. b Use the moment-generating function to show that E(Y) = r/p and V(Y) = r(1 - p)/p2. c Find the conditional probability function for W1, given that Y = W1+ W2+...+W, = m. 6.59 Show that if Y, has a x2 distribution with v1 degrees of freedom and Y2 has a x2 distribution with v2 degrees of freedom, then U = Y1+ Y2 has a x2 distribution with v1 + v2 degrees of freedom, provided that Y, and Y2 are independent. 6.60 Suppose that W = Y1 + Y2 where Y1 and Y2 are independent. If W has a x2 distribution with v degrees of freedom and W1 has a x2 distribution with v1 <v degrees of freedom, show that Y2 has a x2 distribution with v-v1 degrees of freedom. 6.61 Refer to Exercise 6.52. Suppose that W = Y1 + Y2 where Y1 and Y2 are independent. If W has a Poisson distribution with mean and W1 has a Poisson distribution with mean 1 <λ, show that Y2 has a Poisson distribution with mean λ - λ1. *6.62 Let Y1 and Y2 be independent normal random variables, each with mean 0 and variance o2. Define U1 = Y1+Y2 and U2 = Y1- Y2. Show that U1 and U2 are independent normal random variables, each with mean 0 and variance 202. [Hint: If (U1, U2) has a joint moment-generating function m(11, 12), then U1 and U2 are independent if and only if m(11, 12) = mu,(t)mu2 (12).]]
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Transcribed Image Text:6.54 Let Y1, Y2,..., Y, be independent Poisson random variables with means 1, 2,..., An respectively. Find the a probability function of Y. b conditional probability function of Y1, given that Y = m. Y1 = m. c conditional probability function of Y1+Y2, given that 6.55 Customers arrive at a department store checkout counter according to a Poisson distribution with a mean of 7 per hour. In a given two-hour period, what is the probability that 20 or more customers will arrive at the counter? 6.56 The length of time necessary to tune up a car is exponentially distributed with a mean of .5 hour. If two cars are waiting for a tune-up and the service times are independent, what is the probability that the total time for the two tune-ups will exceed 1.5 hours? [Hint: Recall the result of Example 6.12.] 6.57 Let Y, Y2,..., Y,, be independent random variables such that each Y, has a gamma distribution with parameters a, and B. That is, the distributions of the Y's might have different a's, but all have the same value for ẞ. Prove that U Y1+Y2++Y,, has a gamma distribution with parameters a1+α2++α, and B. 6.58 We saw in Exercise 5.159 that the negative binomial random variable Y can be written as Y=W, where W1, W2,..., W, are independent geometric random variables with parameter p. 349/939 6.6 Multivariable Transformations Using Jacobians (Optional) a Use this fact to derive the moment-generating function for Y. b Use the moment-generating function to show that E(Y) = r/p and V(Y) = r(1 - p)/p2. c Find the conditional probability function for W1, given that Y = W1+ W2+...+W, = m. 6.59 Show that if Y, has a x2 distribution with v1 degrees of freedom and Y2 has a x2 distribution with v2 degrees of freedom, then U = Y1+ Y2 has a x2 distribution with v1 + v2 degrees of freedom, provided that Y, and Y2 are independent. 6.60 Suppose that W = Y1 + Y2 where Y1 and Y2 are independent. If W has a x2 distribution with v degrees of freedom and W1 has a x2 distribution with v1 <v degrees of freedom, show that Y2 has a x2 distribution with v-v1 degrees of freedom. 6.61 Refer to Exercise 6.52. Suppose that W = Y1 + Y2 where Y1 and Y2 are independent. If W has a Poisson distribution with mean and W1 has a Poisson distribution with mean 1 <λ, show that Y2 has a Poisson distribution with mean λ - λ1. *6.62 Let Y1 and Y2 be independent normal random variables, each with mean 0 and variance o2. Define U1 = Y1+Y2 and U2 = Y1- Y2. Show that U1 and U2 are independent normal random variables, each with mean 0 and variance 202. [Hint: If (U1, U2) has a joint moment-generating function m(11, 12), then U1 and U2 are independent if and only if m(11, 12) = mu,(t)mu2 (12).]
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