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Homework 3: Due by noon, Friday, Sept 10 in Mr. Mello’s mail box, Rm 419 DKH (or you may hand it in at class on Thursday)

2.1 Hint: compute the mgf for the negative binomial (p20-21 of the text). Use the negative binomial expansion:

where

(a b) r =

k=0

Comb(r + k 1, k) b k (1/a) r+k

Comb(n, m) =

m =

n

n! m!(n m)!

|b| < a

2.14 Do part (a) two different ways: (i) following the hint in the book, and (ii) find the joint density for U = X , V = X Y and integrate out U

Let X and Y be independent rv’s each with a Uniform distribution on (0, 1). Consider the transformation U = X + Y , V = X/Y . Find the joint density for (U, V ). Identify the domain explicitly! Find the marginal density for V , and the conditional density for U | V = v . Note: these densities will have different forms for 0 v 1 and 1 v 2 . Specifically, the range for u will be different in these two intervals on v. Identify these intervals explicitly.

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