5.5.3 Suppose X and Y have a bivariate normal distribution with , , , , and . Determine the following. Round your answers to three decimal places (e.g. 98.765). (a) Enter your answer in accordance to the item a) of the question statement (b) Enter your answer in accordance to the item b) of the question statement (c) Enter your answer in accordance to the item c) of the question statement

Respuesta :

The question is incomplete. The complete question is :

Suppose X and Y have a bivariate normal distribution with [tex]$\sigma_X = 0.04, \sigma_Y = 0.08, \mu_X = 3.00, \mu_Y = 7.70$[/tex] and ρ = 0.

Determine the following. Round your answers to three decimal places (e.g. 98.765).

(a). [tex]$P(2.90 < X < 3.10) =$[/tex]

(b). [tex]$P(7.60 < X < 7.80) =$[/tex]

(c). P(2.90 < X < 3.10, 9.60 < Y < 7.80) =

Solution :

We have

[tex]$X \sim N (\mu_X=3, \sigma_X^2=0.04^2)$[/tex]  and

[tex]$Y \sim N (\mu_Y=7.7, \sigma_Y^2=0.08^2)$[/tex]

a). The required probability is

   [tex]$P(2.90 < X < 3.10) =$[/tex] [tex]$P\left(\frac{2.9-3}{0.04}< Z < \frac{3.1-3}{0.04}\right)$[/tex]

  = P(-2.5 < Z < 2.5)  =  P(Z < 2.5) - P(Z < -2.5)

  = P(Z < 2.5) - [1-P(Z < 2.5)]

 = 2P(Z < 2.5) - 1

 = 2(0.99379) - 1

 = 0.98758

 ≈ 0.988

b). The required probability is

   [tex]$P(7.6 < X < 7.8) =$[/tex] [tex]$P\left(\frac{7.6-7.7}{0.08}< Z < \frac{7.8-7.7}{0.08}\right)$[/tex]

  = P(-1.25 < Z < 1.25)  =  P(Z < 1.25) - P(Z < -1.25)

  = P(Z < 1.25) - [1-P(Z < 1.25)]

 = 2P(Z < 1.25) - 1

 = 2(0.89435) - 1

 = 0.7887

 ≈ 0.789

c). Since, ρ = 0, so the X and Y are independent. Thus the required probability is :

P(2.90 < X < 3.10, 9.60 < Y < 7.80) = P(2.9 < X < 3.1) x P(7.6 < Y < 7.8)

     = (0.98758)(0.7887)

     = 0.77890

      ≈ 0.779

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