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Estatísticas de Ordem
Prof.: Marco Aurélio
Questão 1
A)
Logo,
fY1 ,Y2 ,Y3 (y1 , y2 , y3 ) = 3! e−(y1 +y2 +y3 ) , 0 < y1 < y2 < y3
B)
p−1
fY1 (y1 ) = pfX1 (y1 ) [1 − FX1 (y1 )]
3−1
= 3e−y1 1 − 1 − e−y1
2
= 3e−y1 e−y1
= 3e−y1 e−2y1
= 3e−3y1
Logo,
3e−3y1 , se y1 > 0
fY1 (y1 ) =
0 , c.c
Y1 v Exp (λ = 3)
p−1 2−1 p−2
fY2 (y2 ) = p fX2 (y2 ) [FX2 (y2 )] [1 − FX2 (y2 )]
2−1
3 − 1 −y2 3−2
1 − e−y2 1 − 1 + e−y2
= 3 e
2−1
−y 2 −y2
1 − e−y2
= 6e e
= 6e−2y2 1 − e−y2
Logo,
6e−2y2 (1 − e−y2 ) , se y2 > 0
fY2 (y2 ) =
0 , c.c
p−1
fY3 (y3 ) = p [FX3 (y3 )] fX3 (y3 )
−y3 3−1 −y3
= 3 1−e e
3 2
= 3e−y3 1 − e−y
1
Logo,
, se y3 > 0
2
3e−y3 (1 − e−y3 )
fY3 (y3 ) =
0 , c.c
C) Sem resolução
D)
Logo,
6e−y1 e−y3 (e−y1 − ey3 ) , se y1 > 0 e y3 > 0
fY1 ,Y3 (y1 , y3 ) =
0 , c.c
Z +∞ Z 1+y1
P (Y3 − Y1 < 1) = 6e−2y1 e−y3 − 6e−y1 e−2y3 dy3 dy1
0 y1
= 0, 399
Questão 2
Temos: Xi v U (0, 1) e n = 3
Então,
Z y2 1 Z y2 1
3!
fX(2) (y2 ) = 1 dx 1− 1 dx
1!1! 0 0
= 6y2 (1 − y2 )
Logo,
Z 1
1 2
P X(2) < = 6y2 (1 − y2 ) dy2
2 0
Z 1
2
= 6y2 − 6y2 2 dy2
0
1
3y2 − 2y2 3 02
=
1
=
2
Questão 3
2
A)
3−1
fY1 (y1 ) = 3 (1 − y1 )
2
= 3 (1 − y1 )
Logo,
, se 0 < y1 < 1
2
3 (1 − y1 )
fY1 (y1 ) =
0 , c.c
Y1 v Beta (1, 3)
B)
Y3 v Beta (3, 1)
C)
Seja C = Y3 − Y1 > 1
2
Logo,
6 (y3 − y1 ) , se 0 < y1 < 1 e y1 < y3 < 1
fY1 ,Y3 (y1 , y3 ) =
0 , c.c
Z 1 Z y3 − 12
1
P Y3 − Y1 > = (6y3 − 6y1 ) dy1 dy3
2 1
2 0
1
=
2
Questão 4
Seja, Xi → tempo de vida do motor. Logo, fXi (xi ) = e−xi I(0,+∞) (xi ) , i = 1, . . . , 5
A)
3
Vamos calcular a fY3 (y3 )
5 − 1 −y3 3−1 5−3
fY3 (y3 ) = 5 e 1 − e−y3 1 − 1 − e−y3
3−1
= 30e−3y3 − 60e−4y3 + 30e−5y3
Logo,
B)
Z +∞
E (y3 ) = y3 fY3 (y3 ) dy3
0
Z +∞
y3 30e−3y3 − 60e−4y3 + 30e−5y3
= dy3
0
47
=
60
Logo, E (y3 ) = 47
60
C)
Z +∞
30e−3y3 − 60e−4y3 + 30e−5y3
P (Y3 > 2) = dy3
2
= 0, 02
Questão 5
Sem resolução
Questão 6
Então,
4
Seja o evento A = (|X2 − X1 | ≤ d)
Logo,
Z 1−d Z d+x1 Z 1 Z 1
P (|X2 − X1 | ≤ d) = 8 x1 x2 dx2 dx1 + 8 x1 x2 dx2 dx1
0 x1 1−d x1
Questão 7
Sem resolução
Questão 8
A)
X
FX (x) = P (X ≤ x) = pX (t)
t≤x
Mas,
, se x = 1, 2...
x−1
p (1 − p)
pX (x) =
0 , c.c
Logo,
x
X t−1
FX (x) = p (1 − p)
t=1
Xx
t−1
= p (1 − p)
t=1
" #
(x−1)+1
1 − (1 − p)
= p
1 − (1 − p)
x
= 1 − (1 − p)
Então,
5
, se x ≥ 1
x
1 − (1 − p)
FX (x) =
0 , se x < 1
B)
FM (x) = P (M ≤ x)
= P (X1 , X2 , . . . , Xn ≤ x)
= P (X1 ≤ x, X2 ≤ x, . . . , Xn ≤ x)
= P (X1 ≤ x) P (X2 ≤ x) . . . P (Xn ≤ x)
Yn
= P (Xi ≤ x)
i=1
Yn
= FXi (x)
i=1
n
= [FX (x)]
x n
= [1 − (1 − p) ]
Logo,
, se x ≥ 1
x n
[1 − (1 − p) ]
FM (x) =
0 , c.c
C)
FN (x) = P (N ≤ x)
= 1 − P (N > x)
= 1 − P (X1 , X2 , . . . , Xn i x)
= 1 − P (X1 > x) P (X2 > x) . . . P (Xn > x)
Yn
= 1− P (Xi > x)
i=1
n
= 1 − [1 − FX (x)]
x n
= 1 − [1 − (1 − (1 − p) )]
Logo,
, se x ≥ 1
x n
1 − [1 − (1 − (1 − p) )]
FN (x) =
0 , c.c
Questão 9
Temos:
6
, se x < 0
0
FX (x) = (1 − p) , se 0 ≤ x < 1
1 , se x ≥ 1
A)
FX(n) (x) = P X(n) ≤ x
= P (X1 , X2 , . . . , Xn ≤ x)
= P (X1 ≤ x, X2 ≤ x, . . . , Xn ≤ x)
= P (X1 ≤ x) P (X2 ≤ x) . . . P (Xn ≤ x)
Yn
= FXi (x)
i=1
n
= [FX (x)]
Logo,
, se x < 0
0
, se 0 ≤ x < 1
n
FX(n) (x) = (1 − p)
1 , se x ≥ 1
B)
FX(1) (x) = P X(1) ≤ x
= 1 − P X(1) > x
= 1 − P (X1 , X2 , . . . , Xn > x)
= 1 − P (X1 > x, X2 > x, . . . , Xn > x)
= 1 − P (X1 > x) P (X2 > x) . . . P (Xn > x)
Yn
= 1− P (Xi > x)
i=1
n
= 1 − [1 − FX (x)]
Logo,
, se x < 0
0
, se 0 ≤ x < 1
n
FX(1) (x) = 1 − [1 − (1 − p)]
1 , se x ≥ 1
Questão 10
Queremos o primeiro e o terceiro quartis, como X1 é uma uniforme, vamos ter [0,25 ; 0,75]
7
gX(2) (t) = 6t (1 − t) , se 0 ≤ t ≤ 1
Logo,
Z 3 Z 3
4 4
6t (1 − t) dt = 6 t (1 − t) dt
1 1
4 4
Z 3
4
= 6 t − t2 dt
1
4
43
t2 t3
= 6 −
2 3 1
4
11
=
16
Questão 11
Sem resolução