Chapter 4: Continuous Random Variables and Probability Distributions

CHAPTER 4
Section 4.1
1.
a.

b.

c.

2.

P(x 1) =

f ( x) dx
1.5

P(.5 X 1.5) =

P(x > 1.5) =

F(x) =

1
10

1.5

.5

1
2

1
1
0 2

xdx

f ( x ) dx

xdx
1
4

x2

1
1.5 2

1
4

1.5
.5

x2

1
0

.25

.5

xdx

1
4

x2

2
1.5

7
16

.438

for 5 x 5, and = 0 otherwise

1
5 10

dx .5

a.

P(X < 0) =

b.

P(-2.5 < X < 2.5) =

c.

P(-2 X 3) =

d.

P( k < X < k + 4) =

2.5

1
2.5 10

3
1
2 10

dx .5

k 4

dx .5

1
10

x k 4
10 k

dx

1
10

[(k 4) k ] .4

3.
a.

Graph of f(x) = .09375(4 x2)

f(x1)

0.5

0.0

-0.5
-3

-2

-1

x1

b.

P(X > 0) =

x3
.09375( 4 x ) dx .09375( 4 x
)
3

.5

129

Chapter 4: Continuous Random Variables and Probability Distributions

c.

d.

P(-1 < X < 1) =

.09375(4 x 2 )dx .6875

P(x < -.5 OR x > .5) = 1 P(-.5 X .5) = 1 = 1 - .3672 = .6328

.5

.5

.09375( 4 x 2 ) dx

4.
a.

b.

f ( x; )dx

2
2
x x 2 / 2 2
e
dx e x / 2
2

P(X 200) =

200

f ( x; ) dx

200

0 (1) 1

x x 2 / 2 2
e
dx
2

200

e x / 2 0 .1353 1 .8647
P(X < 200) = P(X 200) .8647, since x is continuous.
P(X 200) = 1 - P(X 200) .1353
c.

d.

P(100 X 200) =

For x > 0, P(X x) =

ey

/ 2

x
0

200

100

f ( x; ) dx e x

f ( y; ) dy

1 ex

/ 2

b.

c.

d.

1=

f ( x)dx kx 2 dx k

P(0 X 1) =

3
0 8

x 2 dx

1.5

P(1 X 1.5) =

P(X 1.5) = 1 -

1.5

3
8

3
8

x3
3

x3

x 2 dx 18 x 3

1
8

/ 20 , 000

200

100

.4712

y y 2 / 2 2
e
dx
e2

5.
a.

x3

x 2 dx

1
8

1
8

1.5
1

1.5
0

130

2
0

k 83 k 83

.125

1
8

32 3 18 1 3

1
8

19
64

.2969

32 3 0 1 2764 3764 .5781

Chapter 4: Continuous Random Variables and Probability Distributions

6.
a.

f(x)

0
0

b.

c.

1=

k[1 ( x 3) 2 ]dx

P(X > 3) =

3
3 4

k[1 u 2 ]du

4
3
k
3
4

[1 ( x 3) 2 ]dx .5 by symmetry of the p.d.f

d.

P 114 X
e.

13
4

11 / 4 34 [1 ( x 3) 2 ]dx 34 1 / 4 [1 (u ) 2 ]du
13 / 4

1/ 4

P( |X-3| > .5) = 1 P( |X-3| .5) = 1 P( 2.5 X 3.5)

=1-

.5
3
.5 4

[1 (u ) 2 ]du

7.
1
10

for 25 x 35 and = 0 otherwise

a.

f(x) =

b.

P(X > 33) =

c.

E(X) =

35

25

35
1
33 10

dx .2

1
x 10
dx

x2

20

35

30
25

30 2 is from 28 to 32 minutes:
P(28 < X < 32) =
d.

47
.367
128

32
1
28 10

P( a x a+2) =

a2

dx

1
10

1
10

x 28 .4
32

dx .2 , since the interval has length 2.

131

5
.313
16

Chapter 4: Continuous Random Variables and Probability Distributions

8.
a.

0.5
0.4

f(x)

0.3
0.2
0.1
0.0
0

10

b.

f ( y ) dy

1
0 25

10

ydy ( 25
5

1
25

y ) dy =

y2

50

1 2
2
y
y
50
5

1
1
1 1
= ( 4 2) ( 2 ) 1
2
2
2 2
c.

d.

P(Y 3) =

1
0 25

P(Y 8) =

ydy

1
0 25

y2

50
8

ydy ( 52
5

9
.18
50

1
25

e.

P( 3 Y 8) = P(Y 8) - P(Y < 3) =

f.

P(Y < 2 or Y > 6) =

1
0 25

y ) dy

23
.92
25

46 9
37

.74
50 50 50
10

ydy ( 52
6

1
25

y ) dy

2
.4
5

9.
a.

P(X 6) =

.5

.15e .15 ( x 5 ) dx .15

= e .15u

5.5

5 .5
0

e .15u du (after u = x - .5)

1 e .825 .562

b.

1 - .562 = .438; .438

c.

P( 5 Y 6) = P(Y 6) - P(Y 5) .562 - .491 = .071

132

10

Chapter 4: Continuous Random Variables and Probability Distributions

10.
a.

b.

c.

d.

f ( x; k , )dx

P(X b) =

k k
1

dx k k
k 1
x
x

k k
1

dx k k
k 1
x
x

P(a X b) =

k k
dx k
x k 1

k
1
k

k
x

Section 4.2
11.
1
4

.25

a.

P(X 1) = F(1) =

b.

P(.5 X 1) = F(1) F(.5) =

c.

P(X > .5) = 1 P(X .5) = 1 F(.5) =

d.

~)
.5 = F (

e.

f(x) = F(x) =

f.

E(X) =

g.

E(X2) =

x
2

15
16

.9375

for 0 x < 2, and = 0 otherwise

2

x f ( x ) dx x

.1875

~ 2
~ 2 2 ~ 2 1.414
4

x 2 f ( x ) dx x 2
0

So Var(X) = E(X2) [E(X)]2 =

h.

3
16

1
1
xdx
2
2

1
1
xdx
2
2

x 2 dx

x 3 dx

x3

6
x4

0
2

2,
0

2 86 368 .222 , x .471

2

From g , E(X2) = 2

12.

a. P(X < 0) = F(0) = .5

133

8
1.333
6

Chapter 4: Continuous Random Variables and Probability Distributions

11
16

b. P(-1 X 1) = F(1) F(-1) =

.6875

c. P(X > .5) = 1 P(X .5) = 1 F(.5) = 1 - .6836 = .3164

d. F(x) = F(x) =

d 1 3
x3
4 x

dx 2 32
3

= 0 3 4 3 x

32
3

.09375 4 x 2

e. F ~ .5 by definition. F(0) = .5 from a above, which is as desired.

13.
a.

b.

k
dx 1 k
4
3
x

cdf: F(x)=

k
k
1 0 ( )(1) 1 k 3
3
3

f ( y )dy

3 y dy 3
3
4

x 3 1 1
1

0, x 1
F x
3
1 x , x 1

c.

d.

1 18 18 or .125;
P(2 x 3) F (3) F (2) 1 271 1 18 .963 .875 .088

P(x > 2) = 1 F(2) = 1

3
3 3
3
2
E ( x) x 4 dx 3 dx 3 x
0
1
1
2
2 2
x
x
1
x

3
3
1
E ( x 2 ) x 2 4 dx 2 dx 3x
033
1
1
x
x
1

V ( x) E ( x 2 ) [ E ( x)] 2 3

V ( x)
e.

9 3
or .75
4 4

.866

P (1.5 .866 x 1.5 .866) P ( x 2.366) F (2.366)

1 (2.366 3 ) .9245

134

1
. So
x3

Chapter 4: Continuous Random Variables and Probability Distributions

14.
a.

If X is uniformly distributed on the interval from A to B, then

1
A B
A 2 AB B 2
dx
, E( X 2 )
A
BA
2
3
2
B A .
V(X) = E(X2) [E(X)]2 =
2
B

E( X ) x

With A = 7.5 and B = 20, E(X) = 13.75, V(X) = 13.02

b.

F(X) =

0
x 7 .5

12.5
1

x 7.5
7.5 x 20
x 20

c.

P(X 10) = F(10) = .200; P(10 X 15) = F(15) F(10) = .4

d.

= 3.61, so = (10.14, 17.36)

Thus, P( - X + ) = F(17.36) F(10.14) = .5776
Similarly, P( - X + ) = P(6.53 X 20.97) = 1

a.

F(X) = 0 for x 0, = 1 for x 1, and for 0 < X < 1,

15.

F(X )

f ( y )dy

90 y 8 (1 y )dy 90 ( y 8 y 9 )dy

90 19 y 9 101 y 10

x
0

10 x 9 9 x 10

F(x)

1.0

0.5

0.0
0.0

0.5

1.0

b.

F(.5) = 10(.5)9 9(.5)10 .0107

c.

P(.25 X .5) = F(.5) F(.25) .0107 [10(.25)9 9(.25)10]

.0107 .0000 .0107

d.

The 75th percentile is the value of x for which F(x) = .75

.75 = 10(x)9 9(x)10
x .9036
135

Chapter 4: Continuous Random Variables and Probability Distributions

e.

E(X) =

9x
E(X2) =

11 1
0

10

x 2 f ( x) dx x 2 90 x 8 (1 x) dx 90 x 10 (1 x) dx

90
11

x f ( x ) dx x 90 x 8 (1 x ) dx 90 x 9 (1 x ) dx
x

90
11

x 11

90
12

x 12

1
0

9
11

.8182
1

.6818

V(X) .6818 (.8182)2 = .0124,

x = .11134.

f.

= (.7068, .9295). Thus, P( - X + ) = F(.9295) F(.7068)

= .8465 - .1602 = .6863

a.

F(x) = 0 for x < 0 and F(x) = 1 for x > 2. For 0 x 2,

16.
F(x) =

x
3
0 8

y 2 dy

1
8

y3

1
8

x3

F(x)

1.0

0.5

0.0
0

1 1 3
8 2

1
64

b.

P(x .5) = F(.5) =

c.

P(.25 X .5) = F(.5) F(.25)

d.

.75 = F(x) =

e.

E(X) =

V(X) =
f.

7
18 14 512
.0137
3

x f ( x ) dx x 83 x 2 dx
2

12
5

1
64

x 3 x3 = 6 x 1.8171

1
8

E(X2) =

32
2

3
8

3
20

x 2 dx

.15

3
8

x 4 dx

3
8

3
8

x 3 dx

15 x5 02

12
5

3
8

1
4

x4

2
0

3
2

1 .5

2.4

x = .3873

= (1.1127, 1.8873). Thus, P( - X + ) = F(1.8873) F(1.1127) = .8403 - .

1722 = .6681

136

Chapter 4: Continuous Random Variables and Probability Distributions

17.
a.

For 2 X 4, F ( X )

x 3

3
4

[1 u 2 ]du

1
4

F(x) =

3
u3
u

4
3

~3
By symmetry of f(x),

c.

E(X) =

3
2 4

x 3

0
[3 x 7 ( x 3) 3 ]
1

b.

f ( y ) dy

[1 ( y 3) 2 ]dy (let u = y-3)

3
7 ( x 3) 3
x
. Thus
4
3
3

x2

2 x4
x4

x 34 [1 ( x 3) 2 ]dx

3
4

3
y2
y4
3
3
y

4
2
4

( y 3)(1 y 2 ) dx

3
43
4

3 4
x 3 2 [1 ( x 3) 2 ]dx
4 2
3 1 2
3 4
1
2
.2
= y (1 y )dy
4 1
4 15 5

F(X) =

xA
=p
BA

18.
a.

b.

V(X) =

E( X )

E( X 2 )

( x ) 2 f ( x)dx

1
1
x2
dx

BA
BA 2

1
1
A B

B 2 A2
2 BA
2

1
1
A 2 AB B 2

B 3 A3
3 B A
3

A 2 AB B 2
3

V ( X )

c.

x = (100p)th percentile = A + (B - A)p

E( X n )

xn

A B

B A 2 , ( B A)
x
12

1
B n 1 A n 1
dx
BA
(n 1)( B A)

137

12

Chapter 4: Continuous Random Variables and Probability Distributions

19.
a.

P(X 1) = F(1) = .25[1 + ln(4)] .597

b.

P(1 X 3) = F(3) F(1) .966 - .597 .369

c.

f(x) = F(x) = .25 ln(4) - .25 ln(x) for o < x < 4

a.

For 0 y 5, F(y) =

20.

For 5 y 10, F(y) =

1
y2
udu
25
50

f (u ) du

f (u ) du f (u ) du
5

y 2
1
u
2
y2

du y
1

2 0 5 25
5
50

F(x1)

1.0

0.5

0.0
0

10

x1

For 0 < p .5, p = F(yp) =

b.

For .5 < p 1, p =
c.

y 2p
50

y p 50 p

1/ 2

y 2p
2
yp
1 y p 10 5 2(1 p)
5
50

E(Y) = 5 by straightforward integration (or by symmetry of f(y)), and similarly V(Y)=

50
4.1667 . For the waiting time X for a single bus,
12
25
E(X) = 2.5 and V(X) =
12
21.

E(area) = E(R2) =

r 2 f ( r )dr

11

3
2
1 (10 r ) dr
4

r 2

11
3 11
3
2
2
2
3
4
9 r 1 (100 20r r ) dr 9 99r 20r r dr 100 2
4
4

138

Chapter 4: Continuous Random Variables and Probability Distributions

22.
For 1 x 2, F(x) =

a.

1
1
2 1 2 dy 2 y
y
y

0
F(x) = 2 x 1x 4

2 x 4, so
x

x 1

1 x 2
x2

1
2 x p
4 p 2xp2 (4 p)xp + 2 = 0 xp = 14 [4 p

x
p

~ , set p = .5
~ = 1.64

b.

c.

E(X) =

2
x2

1
1

x 2 1 2 dx 2 x dx 2
ln( x)
1
x
x

x3

x
E(X2) = 2 1 x 2 1 dx 2
3

2

d.

p 2 8 p ] To find

1.614
1

8
Var(X) = .0626
3

Amount left = max(1.5 X, 0), so

E(amount left) =

23.

1.5
1

max(1.5 x,0) f ( x ) dx 2 (1.5 x ) 1 2 dx .061

1
x

9
X 32, so
5

With X = temperature in C, temperature in F =

9
9

X 32 (120) 32 248,
5
5

9
X 32
5

Var

so = 3.6

139

(2) 2 12.96 ,

Chapter 4: Continuous Random Variables and Probability Distributions

24.
a.

E(X) =

b.

E(X) =

c.

E(X2) = k k

1
k k
k k x k 1
dx k k
dx

k 1
k

k 1
x
x

1
x k 1

dx

k 2 k

Var(X) =

k 2 k 1

k
k 1

k 2
, so
k 2
2

k 2

k 2 k 1 2

d.

Var(x) = , since E(X2) = .

e.

E(Xn) = k k

a.

~ + 32) = P(1.8X + 32 1.8

~ + 32) = P( X
~ ) = .5
P(Y 1.8

25.

x n ( k 1) dx , which will be finite if n (k+1) < -1, i.e. if n<k.

b.

90th for Y = 1.8(.9) + 32 where (.9) is the 90th percentile for X, since
P(Y 1.8(.9) + 32) = P(1.8X + 32 1.8(.9) + 32)
= (X (.9) ) = .9 as desired.

c.

The (100p)th percentile for Y is 1.8(p) + 32, verified by substituting p for .9 in the
argument of b. When Y = aX + b, (i.e. a linear transformation of X), and the (100p)th
percentile of the X distribution is (p), then the corresponding (100p)th percentile of the
Y distribution is a(p) + b. (same linear transformation applied to Xs percentile)

140

Chapter 4: Continuous Random Variables and Probability Distributions

Section 4.3
26.
a.

P(0 Z 2.17) = (2.17) - (0) = .4850

b.

(1) - (0) = .3413

c.

(0) - (-2.50) = .4938

d.

(2.50) - (-2.50) = .9876

e.

(1.37) = .9147

f.

P( -1.75 < Z) + [1 P(Z < -1.75)] = 1 - (-1.75) = .9599

g.

(2) - (-1.50) = .9104

h.

(2.50) - (1.37) = .0791

i.

1 - (1.50) = .0668

j.

P( |Z| 2.50 ) = P( -2.50 Z 2.50) = (2.50) - (-2.50) = .9876

a.

.9838 is found in the 2.1 row and the .04 column of the standard normal table so c = 2.14.

b.

P(0 Z c) = .291 (c) = .7910 c = .81

c.

P(c Z) = .121 1 - P(c Z) = P(Z < c) = (c) = 1 - .121 = .8790

d.

P(-c Z c) = (c) - (-c) = (c) (1 - (c)) = 2(c) 1

(c) = .9920 c = .97

e.

P( c | Z | ) = .016 1 - .016 = .9840 = 1 P(c | Z | ) = P( | Z | < c )

= P(-c < Z < c) = (c) - (-c) = 2(c) 1
(c) = .9920 c = 2.41

27.

141

c = 1.17

Chapter 4: Continuous Random Variables and Probability Distributions

28.
a.

(c) = .9100 c 1.34 (.9099 is the entry in the 1.3 row, .04 column)

b.

9th percentile = -91st percentile = -1.34

c.

(c) = .7500 c .675 since .7486 and .7517 are in the .67 and .68 entries,
respectively.

d.

25th = -75th = -.675

e.

(c) = .06 c .-1.555 (both .0594 and .0606 appear as the 1.56 and 1.55 entries,
respectively).

a.

Area under Z curve above z.0055 is .0055, which implies that

( z.0055) = 1 - .0055 = .9945, so z.0055 = 2.54

b.

( z.09) = .9100 z = 1.34 (since .9099 appears as the 1.34 entry).

c.

( z.633) = area below z.633 = .3370 z.633 -.42

a.

P(X 100) = P z

29.

30.

b.

P(X 80) = P z

c.

100 80
= P(Z 2) = (2.00) = .9772
10

80 80
= P(Z 0) = (0.00) = .5
10
100 80
65 80
z
= P(-1.50 Z 2)
10
10

P(65 X 100) = P

= (2.00) - (-1.50) = .9772 - .0668 = .9104

d.

P(70 X) = P(-1.00 Z) = 1 - (-1.00) = .8413

e.

P(85 X 95) = P(.50 Z 1.50) = (1.50) - (.50) = .2417

f.

P( |X 80 | 10) = P(-10 X - 80 10) = P(70 X 90)

P(-1.00 Z 1.00) = .6826

142

Chapter 4: Continuous Random Variables and Probability Distributions

31.
a.

P( X 18) = P z

18 15
= P(Z 2.4) = (2.4) = .9452
1.25

b.

P(10 X 12) = P(-4.00 Z -2.40) P(Z -2.40) = (-2.40) = .0082

c.

P( |X 10| 2(1.25) ) = P(-2.50 X-15 2.50) = P(12.5 X 17.5)

P(-2.00 Z 2.00) = .9544

a.

P(X > .25) = P(Z > -.83) = 1 - .2033 = .7967

b.

P(X .10) = (-3.33) = .0004

c.

We want the value of the distribution, c, that is the 95th percentile (5% of the values are
higher). The 95th percentile of the standard normal distribution = 1.645. So c = .30 +
(1.645)(.06) = .3987. The largest 5% of all concentration values are above .3987 mg/cm3.

a.

P(X 10) = P(Z .43) = 1 - (.43) = 1 - .6664 = .3336.

P(X > 10) = P(X 10) = .3336, since for any continuous distribution, P(x = a) = 0.

b.

P(X > 20) = P(Z > 4) 0

c.

P(5 X 10) = P(-1.36 Z .43) = (.43) - (-1.36) = .6664 - .0869 = .5795

d.

P(8.8 c X 8.8 + c) = .98, so 8.8 c and 8.8 + c are at the 1st and the 99th percentile
of the given distribution, respectively. The 1st percentile of the standard normal
distribution has the value 2.33, so
8.8 c = + (-2.33) = 8.8 2.33(2.8) c = 2.33(2.8) = 6.524.

e.

From a, P(x > 10) = .3336. Define event A as {diameter > 10}, then P(at least one Ai) = 1
P(no Ai) = 1 P ( A ) 4 1 (1 .3336) 4 1 .1972 .8028

32.

33.

34.

Let X denote the diameter of a randomly selected cork made by the first machine, and let Y be
defined analogously for the second machine.
P(2.9 X 3.1) = P(-1.00 Z 1.00) = .6826
P(2.9 Y 3.1) = P(-7.00 Z 3.00) = .9987
So the second machine wins handily.

143

Chapter 4: Continuous Random Variables and Probability Distributions

35.

36.

37.

a.

+ (91st percentile from std normal) = 30 + 5(1.34) = 36.7

b.

30 + 5( -1.555) = 22.225

c.

= 3.000 m; = 0.140. We desire the 90th percentile: 30 + 1.28(0.14) = 3.179

= 43; = 4.5

40 43
= P(Z < -0.667) = .2514
4 .5

60 43

P(X > 60) = P z

= P(Z > 3.778) 0
4.5

a.

P(X < 40) = P z

b.

43 + (-0.67)(4.5) = 39.985

P(damage) = P(X < 100) = P z

100 200
= P(Z < -3.33) = .0004
300

P(at least one among five is damaged)

38.

.1
.1
z

From Table A.3, P(-1.96 Z 1.96) = .95. Then P( - .1 X + .1) = P

implies that

39.

= 1 P(none damaged)
= 1 (.9996)5 = 1 - .998 = .002

.1

= 1.96, and thus that

.1
.0510
1.96

Since 1.28 is the 90th z percentile (z.1 = 1.28) and 1.645 is the 5th z percentile (z.05 = 1.645),
the given information implies that + (1.28) = 10.256 and + (-1.645) = 9.671, from
which (-2.925) = -.585, = .2000, and = 10.

40.
a.

P( - 1.5 X + 1.5) = P(-1.5 Z 1.5) = (1.50) - (-1.50) = .8664

b.

P( X < - 2.5 or X > + 2.5) = 1 - P( - 2.5 X + 2.5)

= 1 - P(-2.5 Z 2.5) = 1 - .9876 = .0124

c.

P( - 2 X - or + X + 2) = P(within 2 sds) P(within 1 sd) = P( 2 X + 2) - P( - X + )

= .9544 - .6826 = .2718

144

Chapter 4: Continuous Random Variables and Probability Distributions

41.

With = .500 inches, the acceptable range for the diameter is between .496 and .504 inches,
so unacceptable bearings will have diameters smaller than .496 or larger than .504. The new
distribution has = .499 and =.002. P(x < .496 or x >.504) =

.496 .499
.504 .499

P z
P z
P z 1.5 P z 2.5
.002
.002

(1.5) 1 2.5 .0068 .0062 .073 , or 7.3% of the bearings will be

unacceptable.
42.
a.

P(67 X 75) = P(-1.00 Z 1.67) = .7938

b.

P(70 c X 70 + c) = P

c
c
c
c
Z 2 ( ) 1 .95 ( ) .9750
3
3
3
3

c
1.96 c 5.88
3

43.

c.

10P(a single one is acceptable) = 9.05

d.

p = P(X < 73.84) = P(Z < 1.28) = .9, so P(Y 8) = B(8;10,.9) = .264

The stated condition implies that 99% of the area under the normal curve with = 10 and =
2 is to the left of c 1, so c 1 is the 99th percentile of the distribution. Thus c 1 = +
(2.33) = 20.155, and c = 21.155.

44.

45.

a.

By symmetry, P(-1.72 Z -.55) = P(.55 Z 1.72) = (1.72) - (.55)

b.

P(-1.72 Z .55) = (.55) - (-1.72) = (.55) [1 - (1.72)]

No, symmetry of the Z curve about 0.

X N(3432, 482)
a.

4000 3432

P x 4000 P Z
P z 1.18
482

1 (1.18) 1 .8810 .1190

4000 3432
3000 3432
P 3000 x 4000 P
Z

482
482

1.18 .90 .8810 .1841 .6969

b.

2000 3432
5000 3432

P x 2000orx 5000 P Z
P Z

482
482

2.97 1 3.25 .0015 .0006 .0021

145

Chapter 4: Continuous Random Variables and Probability Distributions

c.

We will use the conversion 1 lb = 454 g, then 7 lbs = 3178 grams, and we wish to find

3178 3432

P x 3178 P Z
1 (.53) .7019
482

d.

We need the top .0005 and the bottom .0005 of the distribution. Using the Z table, both .
9995 and .0005 have multiple z values, so we will use a middle value, 3.295. Then
3432(482)3.295 = 1844 and 5020, or the most extreme .1% of all birth weights are less
than 1844 g and more than 5020 g.

e.

Converting to lbs yields mean 7.5595 and s.d. 1.0608. Then

7 7.5595

P x 7 P Z
1 ( .53) .7019 This yields the same
1.0608

answer as in part c.
46.

We use a Normal approximation to the Binomial distribution: X b(x;1000,.03)

N(30,5.394)
a.

b.

39.5 30

P x 40 1 P x 39 1 P Z

5.394

1 (1.76) 1 .9608 .0392

5% of 1000 = 50: P x 50 P Z

47.

50.5 30
(3.80) 1.00
5.394

P( |X - | ) = P( X - or X + )
= 1 P( - X + ) = 1 P(-1 Z 1) = .3174
Similarly, P( |X - | 2 ) = 1 P(-2 Z 2) = .0456
And P( |X - | 3 ) = 1 P(-3 Z 3) = .0026

48.
a.

P(20 - .5 X 30 + .5) = P(19.5 X 30.5) = P(-1.1 Z 1.1) = .7286

b.

P(at most 30) = P(X 30 + .5) = P(Z 1.1) = .8643.

P(less than 30) = P(X < 30 - .5) = P(Z < .9) = .8159

146

Chapter 4: Continuous Random Variables and Probability Distributions

49.

P:
:
:

.5
12.5
2.50

.6
15
2.45

.8
20
2.00

a.

P(15 X 20)

P(14.5 normal 20.5)

.5

.212

P(.80 Z 3.20) = .2112

.6

.577

P(-.20 Z 2.24) = .5668

.8

.573

P(-2.75 Z .25) = .5957

b.

P(X 15)

P(normal 15.5)

.885

P(Z 1.20) = .8849

.575

P(Z .20) = .5793

.017

P( Z -2.25) = .0122

c.

50.

P(20 X)

P(19.5 normal)

.002

.0026

.029

.0329

.617

.5987

P = .10; n = 200; np = 20, npq = 18

a.

30 .5 20

P(X 30) =

= (2.47) = .9932

18

29 .5 20
= (2.24) = .9875
18

b.

P(X < 30) =P(X 29) =

c.

P(15 X 25) = P(X 25) P(X 14) =

(1.30) - (-1.30) = .9032 - .0968 = .8064

51.

25 .5 20

14 .5 20

18

18

N = 500, p = .4, = 200, = 10.9545

P(180 X 230) = P(179.5 normal 230.5) = P(-1.87 Z 2.78) = .9666

a.

b.

P(X < 175) = P(X 174) = P(normal 174.5) = P(Z -2.33) = .0099
147

Chapter 4: Continuous Random Variables and Probability Distributions

52.

P(X + [(100p)th percentile for std normal])

... = P(Z []) = p as desired

53.
a.

Fy(y) = P(Y y) = P(aX + b y) = P X

( y b)
(for a > 0).
a

Now differentiate with respect to y to obtain

fy(y) = Fy ( y )

2 a

and variance a22.

9
5

1
2 a 2 2

[ y ( a b )]2

so Y is normal with mean a + b

(115) 32 239 , variance = 12.96

b.

Normal, mean

a.

P(Z 1) .5 exp

b.

P(Z > 3) .5 exp

c.

P(Z > 4) .5 exp

54.

83 351 562
.1587
703 165

2362
.0013
399.3333

3294
.0000317 , so
340.75

P(-4 < Z < 4) 1 2(.0000317) = .999937

d.

4392
.00000029
305.6

P(Z > 5) .5 exp

148

Chapter 4: Continuous Random Variables and Probability Distributions

Section 4.4
55.
a.

b.

(6) = 5! = 120

3 1
3 1 1 3
5

2 2
2 2 2 4
2

1.329

c.

F(4;5) = .371 from row 4, column 5 of Table A.4

d.

F(5;4) = .735

e.

F(0;4) = P(X 0; = 4) = 0

a.

P(X 5) = F(5;7) = .238

b.

P(X < 5) = P(X 5) = .238

c.

P(X > 8) = 1 P(X < 8) = 1 F(8;7) = .313

d.

P( 3 X 8 ) = F(8;7) F(3;7) = .653

e.

P( 3 < X < 8 ) =.653

f.

P(X < 4 or X > 6) = 1 P(4 X 6 ) = 1 [F(6;7) F(4;7)] = .713

a.

= 20, 2 = 80 = 20, 2 = 80 =

b.

P(X 24) = F

c.

P(20 X 40 ) = F(10;5) F(5;5) = .411

56.

57.

58.

80
20

,=5

24
;5 = F(6;5) = .715
4

= 24, 2 = 144 = 24, 2 = 144 = 6, = 4

a.

P(12 X 24 ) = F(4;4) F(2;4) = .424

b.

P(X 24 ) = F(4;4) = .567, so while the mean is 24, the median is less than 24. (P(X
~ ) = .5); This is a result of the positive skew of the gamma distribution.

149

Chapter 4: Continuous Random Variables and Probability Distributions

c.

d.

We want a value of X for which F(X;4)=.99. In table A.4, we see F(10;4)=.990. So with
= 6, the 99th percentile = 6(10)=60.
We want a value of X for which F(X;4)=.995. In the table, F(11;4)=.995, so t =
6(11)=66. At 66 weeks, only .5% of all transistors would still be operating.

59.

1
1

a.

E(X) =

b.

c.

P(X 4 ) = 1 e (1)( 4 ) 1 e 4 .982

d.

P(2 X 5) = 1 e (1)(5) 1 e (1)( 2 ) e 2 e 5 .129

a.

P(X 100 ) = 1 e (100 )(.01386 ) 1 e 1.386 .7499

P(X 200 ) = 1 e ( 200 )(.01386 ) 1 e 2.772 .9375
P(100 X 200) = P(X 200 ) - P(X 100 ) = .9375 - .7499 = .1876

b.

1
1

60.

1
72.15 , = 72.15
.01386

P(X > + 2) = P(X > 72.15 + 2(72.15)) = P(X > 216.45) =

1 1 e ( 216.45)(.01386) e 2.9999 .0498

c.

~
~
~)
.5 = P(X
1 e ( )(.01386 ) .5 e ( )(.01386 ) .5

~ (.01386) ln(.5) .693

~ 50

61.

Mean =
a.

1
25,000 implies = .00004

P(X > 20,000) = 1 P(X 20,000) = 1 F(20,000; .00004)

e (.00004 )( 20 , 000 ) .449

P(X 30,000) = F(30,000; .00004) e 1.2 .699
P(20,000 X 30,000) = .699 - .551 = .148
b.

1
25,000 , so P(X > + 2) = P( x > 75,000) =

1 F(75,000;.00004) = .05.
Similarly, P(X > + 3) = P( x > 100,000) = .018

150

Chapter 4: Continuous Random Variables and Probability Distributions

62.

1 n
; for = .5, n = 10, E(X) = 20

a.

E(X) = = n

b.

P(X 30) = F

c.

P(X t) = P(at least n events in time t) = P( Y n) when Y Poisson with parameter t .

30

;10 = F(15;10) = .930

2

Thus P(X t) = 1 P( Y < n) = 1 P( Y n 1) 1

e t t
.

k!
k 0
k

n 1

63.
a.

{X t} = A1 A2 A3 A4 A5

b.

P(X t) =P( A1 ) P( A2 ) P( A3 ) P( A4 ) P( A5 ) = e t
t) = 1 - e .05 t , fx(t) = .05e .05 t
, but with parameter = .05.

c.

64.

e .05t , so Fx(t) = P(X

for t 0. Thus X also ha an exponential distribution

By the same reasoning, P(X t) = 1 - e nt , so X has an exponential distribution with

parameter n.

With xp = (100p)th percentile, p = F(xp) = 1 - e

a.

{X2 y} =

b.

P(X2 y) =

y X

y
y

x p

1 p ,

ln(1 p)
~ .693 .
. For p = .5, x.5 =

x p ln(1 p ) x p

65.

x p

e z

/2

dz . Now differentiate with respect to y to obtain the

chi-squared p.d.f. with = 1.

151

Chapter 4: Continuous Random Variables and Probability Distributions

Section 4.5
66.
a.

1
1 1
3
2
2 2
1

1 1 2 1
2

E(X) = 3 1

Var(X) = 9

2.66 ,

1.926

b.

P(X 6) = 1 e ( 6 / ) 1 e ( 6 / 3) 1 e 4 .982

c.

P(1.5 X 6) = 1 e ( 6 / 3) 1 e (1.5 / 3)

a.

P(X 250) = F(250;2.5, 200) = 1 e ( 250 / 200 )

.25

e 4 .760

67.
P(X < 250) = P(X 250) .8257

P(X > 300) = 1 F(300; 2.5, 200) = e (1.5)

b.

c.

2.5

2 .5

1 e 1.75 .8257

.0636

P(100 X 250) = F(250;2.5, 200) - F(100;2.5, 200) .8257 - .162 = .6637

~ is requested. The equation F(
~ ) = .5 reduces to
The median
2
.
5
~
2.5
~

~ = (.6931).4(200) = 172.727.
.5 = e ( / 200 ) , i.e., ln(.5)
, so

200

68.
a.

For x > 3.5, F(x) = P( X x) = P(X 3.5 x 3.5) = 1 -

b.

E(X 3.5) = 1.5

( x 3.5 ) 2
1.5

3
= 1.329 so E(X) = 4.829
2

3
.483
2

Var(X) = Var(X 3.5) = 1.5 2

2

69.

c.

P(X > 5) = 1 P(X 5) = 1 1 e 1 e 1 .368

d.

P(5 X 8) = 1 e 9 1 e 1 e 1 e 9 .3679 .0001 .3678

x
0

1
x 1
x
x
e
dx

=
(after
y
=
,
dy
=
dx )

152

Chapter 4: Continuous Random Variables and Probability Distributions

1
1

y e y dy 1 by definition of the gamma function.

0

70.

71.

a.

~ 1 e / 3 2 e
.5 F

b.

~
2
2
~
~
1 e 3.5 /1.5 .5 3.5 = -2.25 ln(.5) = 1.5596

c.

P = F(xp) = 1 -

d.

The desired value of t is the 90th percentile (since 90% will not be refused and 10% will
be). From c, the 90th percentile of the distribution of X 3.5 is 1.5[ -ln(.1)]1/2 = 2.27661,
so t = 3.5 + 2.2761 = 5.7761

xp

a.

b.

c.

F x,20, 1 e

~ 2 9 ln(.5) 6.2383
~ 2.50
.5

= 4.75

(xp/) = -ln(1 p) xp = [ -ln(1-p)]1/

X Weibull: =20,=100

/9

1 e

105 20
100

1 .070 .930

F 105 F 100 .930 1 e 1 .930 .632 .298

.50 1 e

20

x
100

x
100

20

.50 100x ln(.50)

20

20 ln(.50) x 100 20 ln(.50) x 98.18

100
72.
a.

E( X ) e

e 4.82 123.97

2
V ( X ) e 2( 4.5) .8 e .8 1 15,367.34 .8964 13,776.53
117 .373

b.

c.

ln(100) 4.5

P ( x 100) P z
0.13 .5517
.8

ln(200) 4.5

P ( x 200) P z
1 1.00 1 .8413 .1587 P ( x 200)
.8

73.
a.

E(X) = e 3.5 1.2 / 2 = 68.0335; V(X) = e 2 3.5 1.2 e 1.2 1 14907.168 ;

x = 122.0949
2

153

Chapter 4: Continuous Random Variables and Probability Distributions

b. P(50 X 250) = P z

ln(250) 3.5
ln(50) 3.5

P z

1 .2
1 .2

P(Z 1.68) P(Z .34) = .9535 - .6331 = .3204.

c.

ln(68.0335) 3.5
= P(Z .60) = .7257. The lognormal
1.2

P(X 68.0335) = P z

distribution is not a symmetric distribution.

74.
a.

~
~ ) = ln( ) , (where
~ refers to the lognormal distribution and
.5 = F(

and to the normal distribution). Since the median of the standard normal distribution is

ln(~ )
~)=
~ = . For the power distribution,
~=
0 , so ln(
e

e 3.5 33.12

0,

ln( X )

z P (ln( X ) z )

b. 1 - = (z) = P(Z z) =

e z ) , so the 100(1 - )th percentile is e z . For the power

distribution, the 95th percentile is e 3.5 (1.645)(1.2 ) e 5.474 238.41
= P( X

75.
a.

E(X) = e 5 (.01) / 2 e 5.005 149.157 ; Var(X) = e10 (.01) e .01 1 223.594

b. P(X > 125) = 1 P(X 125) =

ln(125) 5

1 P z
1 1.72 .9573
.1

c.

ln(110 ) 5
.0427 .0013 .0414
.1

P(110 X 125) 1.72

~= 5
d.
e 148.41 (continued)
e. P(any particular one has X > 125) = .9573 expected # = 10(.9573) = 9.573
f.

We wish the 5th percentile, which is e 5 ( 1.645 )(.1) 125.90

a.

E(X) = e1.9 9

76.

/2

3.8 (.81)
e .81 1 125.395 , x = 11.20
10.024 ; Var(X) = e

b. P(X 10) = P(ln(X) 2.3026) = P(Z .45) = .6736

P(5 X 10)
= P(1.6094 ln(X) 2.3026)
= P(-.32 Z .45) = .6736 - .3745 = .2991
154

Chapter 4: Continuous Random Variables and Probability Distributions

77.

1
2

The point of symmetry must be

, so we require that

f 12 f 12 , i.e.,

12 1 12 1 12 1 12 1 , which in turn implies that .

78.
a.

E(X) =

b. f(x) =

5
10
.714 , V(X) =
.0255
7
( 49)(8)

5 2

7
x 4 1 x 30 x 4 x 5 for 0 X 1,
5 2

so P(X .2) =
c.

P(.2 X .4) =

.4

.2

.2

30 x 4 x 5 dx .0016

30 x 4 x 5 dx .03936

d. E(1 X) = 1 E(X) = 1 -

79.
a.

5 2
.286
7 7

1
1
1
1
x 1 x
dx
x 1 x
dx

0
0


1

=
1

E(X) =

1
1
x 1 x
dx

1 1
m
m 1

x 1 x
dx

0

m

For m = 1, E(1 X) =
.

b. E[(1 X)m] =

1 x
1

155

Chapter 4: Continuous Random Variables and Probability Distributions

80.
a.

100
100
1
Y 1
Y
Var

; Var(Y) =

7
2800 28
20 2
20

E(Y) = 10 E

3, 3 , after some algebra.

1
2

12

;3,3 F
;3,3 = F(.6;3,3) F(.4; 3,3).
20

20

b. P(8 X 12) = F

The standard density function here is 30y2(1 y)2,

so P(8 X 12) =
c.

30 y 2 1 y dy .365 .

.6

.4

We expect it to snap at 10, so P( Y < 8 or Y > 12) = 1 - P(8 X 12)

= 1 - .365 = .665.

Section 4.6
81.

The given probability plot is quite linear, and thus it is quite plausible that the tension
distribution is normal.

82.

The z percentiles and observations are as follows:

observation
152.7
172.0
172.5
173.3
193.0
204.7
216.5
234.9
262.6
422.6

400

lifetime

percentile
-1.645
-1.040
-0.670
-0.390
-0.130
0.130
0.390
0.670
1.040
1.645

300

200

-2

-1

z %ile

The accompanying plot is quite straight except for the point corresponding to the largest
observation. This observation is clearly much larger than what would be expected in a normal
random sample. Because of this outlier, it would be inadvisable to analyze the data using any
inferential method that depended on assuming a normal population distribution.

83.

The z percentile values are as follows: -1.86, -1.32, -1.01, -0.78, -0.58, -0.40, -0.24,-0.08,
0.08, 0.24, 0.40, 0.58, 0.78, 1.01, 1.30, and 1.86. The accompanying probability plot is
156

Chapter 4: Continuous Random Variables and Probability Distributions

reasonably straight, and thus it would be reasonable to use estimating methods that assume a
normal population distribution.

thickness

1.8

1.3

0.8
-2

-1

z %ile

The Weibull plot uses ln(observations) and the z percentiles of the pi values given. The
accompanying probability plot appears sufficiently straight to lead us to agree with the
argument that the distribution of fracture toughness in concrete specimens could well be
modeled by a Weibull distribution.

0.0
-0.1
-0.2

ln(x)

84.

-0.3
-0.4
-0.5
-0.6
-0.7
-0.8
-2

-1

z %ile

157

Chapter 4: Continuous Random Variables and Probability Distributions

85.

The (z percentile, observation) pairs are (-1.66, .736), (-1.32, .863),

(-1.01, .865),
(-.78, .913), (-.58, .915), (-.40, .937), (-.24, .983), (-.08, 1.007), (.08, 1.011), (.24, 1.064), (.40,
1.109), (.58, 1.132), (.78, 1.140), (1.01, 1.153), (1.32, 1.253), (1.86, 1.394). The
accompanying probability plot is very straight, suggesting that an assumption of population
normality is extremely plausible.

1.4
1.3

obsvn

1.2
1.1
1.0
0.9
0.8
0.7
-2

-1

z %ile

86.
The 10 largest z percentiles are 1.96, 1.44, 1.15, .93, .76, .60, .45, .32, .19 and .06; the
remaining 10 are the negatives of these values. The accompanying normal probability
plot is reasonably straight. An assumption of population distribution normality is
plausible.

500
400

load life

a.

300
200
100
0
-2

-1

z %ile

158

Chapter 4: Continuous Random Variables and Probability Distributions

b. For a Weibull probability plot, the natural logs of the observations are plotted against
extreme value percentiles; these percentiles are -3.68, -2.55, -2.01, -1.65, -1.37, -1.13,
-.93, -.76, -.59, -.44, -.30, -.16, -.02, .12, .26, .40, .56, .73, .95, and 1.31. The
accompanying probability plot is roughly as straight as the one for checking normality (a
plot of ln(x) versus the z percentiles, appropriate for checking the plausibility of a
lognormal distribution, is also reasonably straight - any of 3 different families of
population distributions seems plausible.)

ln(loadlife)

4
-4

-3

-2

-1

W %ile

To check for plausibility of a lognormal population distribution for the rainfall data of
Exercise 81 in Chapter 1, take the natural logs and construct a normal probability plot. This
plot and a normal probability plot for the original data appear below. Clearly the log
transformation gives quite a straight plot, so lognormality is plausible. The curvature in the
plot for the original data implies a positively skewed population distribution - like the
lognormal distribution.

3000

7
6

ln(rainfall)

2000

rainfall

87.

5
4
3

1000

2
1

-2

-2

-1

-1

z %ile

z %ile

159

Chapter 4: Continuous Random Variables and Probability Distributions

88.

a. The plot of the original (untransformed) data appears somewhat curved.

5

precip

4
3

2
1

0
-2

-1

z %iles

b. The square root transformation results in a very straight plot. It is reasonable that this
distribution is normally distributed.

sqrt

2.0

1.5

1.0

0.5
-2

-1

z %iles

c. The cube root transformation also results in a very straight plot. It is very reasonable that
the distribution is normally distributed.

cubert

1.6

1.1

0.6
-2

-1

z %iles

160

Chapter 4: Continuous Random Variables and Probability Distributions

89.

The pattern in the plot (below, generated by Minitab) is quite linear. It is very plausible
that strength is normally distributed.
Normal Probability Plot

.999
.99

Probability

.95
.80
.50
.20
.05
.01
.001
125

135

145

strength
Average: 134.902
StDev: 4.54186
N: 153

We use the data (table below) to create the desired plot.

ordered absolute
values (w's)
0.89
1.15
1.27
1.44
2.34
3.78
3.96
12.38
30.84
43.4

probabilities
0.525
0.575
0.625
0.675
0.725
0.775
0.825
0.875
0.925
0.975

z
values
0.063
0.19
0.32
0.454
0.6
0.755
0.935
1.15
1.44
1.96

z values

90.

Anderson-Darling Normality Test

A-Squared: 1.065
P-Value: 0.008

0
0

10

15

20

25

30

35

40

45

wi

This half-normal plot reveals some extreme values, without which the distribution may appear
to be normal.
161

Chapter 4: Continuous Random Variables and Probability Distributions

91.

The (100p)th percentile (p) for the exponential distribution with = 1 satisfies F((p)) = 1
exp[-(p)] = p, i.e., (p) = -ln(1 p). With n = 16, we need (p) for p =

5
16

, 116.5 ,..., 1516.5 .

These are .032, .398, .170, .247, .330, .421, .521, .633, .758, .901, 1.068, 1.269, 1.520, 1.856,
2.367, 3.466. this plot exhibits substantial curvature, casting doubt on the assumption of an
exponential population distribution. Because is a scale parameter (as is for the normal
family), = 1 can be used to assess the plausibility of the entire exponential family.

600
500

failtime

400
300
200
100
0
0.0

0.5

1.0

1.5

2.0

2.5

3.0

3.5

percentile

Supplementary Exercises
92.
a.

P(10 X 20) =

10
.4
25

b. P(X 10) = P(10 X 25) =

c.

For 0 X 25, F(x) =

d. E(X) =

15
.6
25

1
x
dy
. F(x)=0 for x < 0 and = 1 for x > 25.
25
25

A B 0 25 12.5 ; Var(X) = B A 2
2

12

162

625
52.083
12

Chapter 4: Continuous Random Variables and Probability Distributions

93.
a.

For 0 Y 25, F(y) =

1 y
u2
1 u2
u3
u

24 0
12
24 2
36

0
1
y3
y 2
F(y) =
18
48

. Thus
0

y0
0 y 12
y 12

b. P(Y 4) = F(4) = .259, P(Y > 6) = 1 F(6) = .5

P(4 X 6) = F(6) F(4) = .5 - .259 = .241
c.

E(Y) =

1 12 2
y
1 y3
y4
y 1
dy

24 0
12
24 3
48

E(Y2) =

12

6
0

y
1 12 3
y 1
dy 43.2 , so V(Y) = 43.2 36 = 7.2

0
24
12

d. P(Y < 4 or Y > 8) = 1 - P(4 X 8) = .518

e.

the shorter segment has length min(Y, 12 Y) so

E[min(Y, 12 Y)] =
12

min( y ,12 y ) f ( y )dy min( y,12 y ) f ( y )dy

0

12

12

min( y,12 y ) f ( y ) dy y f ( y ) dy (12 y ) f ( y ) dy =

90
.3.75
24
94.
a.

Clearly f(x) 0. The c.d.f. is , for x > 0,

F ( x)

f ( y ) dy

1
32
dy
3
2
2
y 4
y 4
32

( F(x) = 0 for x 0.)

Since F() =

f ( y ) dy 1, f(x) is a legitimate pdf.

b. See above
c.

P(2 X 5) = F(5) F(2) = 1

16
16
1
.247
81
36

(continued)

163

1
0

16

x 4 2

Chapter 4: Continuous Random Variables and Probability Distributions

d.

32

e.

E ( x) x f ( x)dx x
x 4

dx 4

32

x 4 3

32

x 4

dx ( x 4 4)
3
0

32

x 4 3

dx

dx 8 4 4

E(salvage value) =

100
32
1
3200

dx 3200
dx
16.67
3
4
0
x 4 y 4
(3)(64)
y 4

95.
a.

By differentiation,

f(x) =

x2
7 3
x
4 4
0

0 x 1
7
1 y
3
otherwise
1 7
.5 11 .917
7 3
2 2
2 3
3
12
4 4
3

b. P(.5 X 2) = F(2) F(.5) = 1

c.

96.

E(X) =

7 3

4 4

x x 2 dx x
0
1
3

131

x dx
1.213
108

= 40 V; = 1.5 V
a.

42 40
39 40

1
.
5

1. 5

P(39 < X < 42) =

= (1.33) - (-.67) = .9082 - .2514 = .6568

b. We desire the 85th percentile: 40 + (1.04)(1.5) = 41.56

c.

42 40
= 1 - (1.33) = .0918
1.5

P(X > 42) = 1 P(X 42) = 1

Let D represent the number of diodes out of 4 with voltage exceeding 42.

4
0
4
.0918 .9082 =1 - .6803 = .3197
0

P(D 1 ) = 1 P(D = 0) = 1

164

Chapter 4: Continuous Random Variables and Probability Distributions

97.

= 137.2 oz.; = 1.6 oz

a.

135 137.2
= 1 - (-1.38) = 1 - .0838 = .9162
1.6

P(X > 135) = 1

b. With Y = the number among ten that contain more than 135 oz,
Y ~ Bin(10, .9162, so P(Y 8) = b(8; 10, .9162) + b(9; 10, .9162)
+ b(10; 10, .9162) =.9549.

135 137.2
1.65 1.33

c.

= 137.2;

a.

Let S = defective. Then p = P(S) = .05; n = 250 = np = 12.5, = 3.446. The

random variable X = the number of defectives in the batch of 250. X ~ Binomial. Since
np = 12.5 10, and nq = 237.5 10, we can use the normal approximation.

98.

24.5 12.5
1 3.48 1 .9997 .0003
3.446

P(Xbin 25) 1

b. P(Xbin = 10) P(Xnorm 10.5) - P(Xnorm 9.5)

= .58 .87 .2810 .1922 .0888
99.
a.

100 96
1 .29 1 .6141 .3859
14

P(X > 100) = 1

80 96
50 96

14
14

b. P(50 < X < 80) =

= (-1.5) - (-3.29) = .1271 - .0005 = .1266.

c.

a = 5th percentile = 96 + (-1.645)(14) = 72.97.

b = 95th percentile = 96 + (1.645)(14) = 119.03. The interval (72.97, 119.03) contains the
central 90% of all grain sizes.

165

Chapter 4: Continuous Random Variables and Probability Distributions

100.
a.

F(X) = 0 for x < 1 and = 1 for x > 3. For 1 x 3, F ( x )

1

f ( y ) dy

3 1
1

dy 1.51 1
2 y2
x

0dy

b. P(X 2.5) = F(2.5) = 1.5(1 - .4) = .9; P(1.5 x 2.5) =

F(2.5) F(1.5) = .4
c.

E(X) =

d. E(X2) =

3 1
3 31
3
2 dx dx 1.5 ln( x) 1 1.648
2 x
2 1 x

x2

=.553

e.

3 1
3 3
2 dx dx 3 , so V(X) = E(X2) [E(X)]2 = .284,
2 x
2 1

1 x 1.5

h(x) = x 1.5

so E[h(X)] =

1.5 x 2.5
2.5 x 3

3 1
x 1. 5 2 x
2.5

1.5

dx 1
2.5

3 1

dx .267
2 x2

101.
a.

0.4

f(x)

0.3

0.2

0.1

0.0
-2

-1

b. F(x) = 0 for x < -1 or == 1 for x > 2. For 1 x 2,

1
1
x3
11

4 y 2 dy 4 x
1 9
9
3
27

F ( x)
c.

The median is 0 iff F(0) = .5. Since F(0) =

11
27

, this is not the case. Because

the median must be greater than 0.

d. Y is a binomial r.v. with n = 10 and p = P(X > 1) = 1 F(1) =

166

5
27

11
27

< .5,

Chapter 4: Continuous Random Variables and Probability Distributions

102.
a.

E(X) =

= 1.075,

1
= 1.075

b. P(3.0 < X) = 1 P(X 3.0) = 1 F(3.0) = 3-.93(3.0) = .0614

P(1.0 X 3.0) = F(3.0) F(1.0) = .333
c.

The 90th percentile is requested; denoting it by c, we have

.9 = F(c) = 1 e-(.93)c, whence c =

ln(.1)
2.476
( .93)

103.
a.

(150 150)
exp[ exp(0)] exp(1) .368
90

P(X 150) = exp exp

, where exp(u) = eu. P(X 300) = exp[ exp(1.6667)] .828 ,

and P(150 X 300) = .828 - .368 = .460.
b. The desired value c is the 90th percentile, so c satisfies

(c 150)
. Taking the natural log of each side twice in
90

(c 150)
succession yields ln[ ln(.9)] =
, so c = 90(2.250367) + 150 = 352.53.
90
.9 = exp exp

c.

f(x) = F(X) =

x
x
1
exp

exp exp

d. We wish the value of x for which f(x) is a maximum; this is the same as the value of x for
which ln[f(x)] is a maximum. The equation of

d [ln f ( x ) ]
0 gives
dx

x
x
0 , which implies that x = . Thus the mode is
1 , so
exp

.
e.

E(X) = .5772 + = 201.95, whereas the mode is 150 and the median is
(90)ln[-ln(.5)] + 150 = 182.99. The distribution is positively skewed.

a.

E(cX) = cE(X) =

104.

b. E[c(1 - .5eax)] =

c1 .5e e

ax

167

dx

c[.5 a ]
a

Chapter 4: Continuous Random Variables and Probability Distributions

105.
a.

From a graph of f(x; , ) or by differentiation, x* = .

b. No; the density function has constant height for A X B.

c.

d.

F(x;) is largest for x = 0 (the derivative at 0 does not exist since f is not continuous
there) so x* = 0.

ln[ f x; , ] ln ln 1 ln( x)

x
;

d
1 1
ln[ f x; , ]

x x* ( 1)
dx
x

1 2 2.
2

e.

From d x*

a.

106.

f ( x) dx

.1e .2 x dx

.1e .2 x dx .5 .5 1

0.10
0.09
0.08
0.07

fx

0.06
0.05
0.04
0.03
0.02
0.01
0.00
-2

-1

1 .2 x
e .
2
x
1
1
.1e .2 y dy 1 e .2 x .
For x 0, F(x) =
0
2
2

b. For x < 0, F(x) =

c.

P(X < 0) = F(0) =

.1e .2 y dy

1
.5 , P(X < 2) = F(2) = 1 - .5e-.4 = .665,
2

P(-1 X 2) F(2) F(-1) = .256, 1 - (-2 X 2) = .670

168

Chapter 4: Continuous Random Variables and Probability Distributions

107.
a.

Clearly f(x; 1, 2, p) 0 for all x, and

=

p e
1

1 x

= p + (1 p) = 1

f ( x; 1 , 2 , p ) dx

1 p 2 e 2 x dx p 1 e 1 x dx 1 p 2 e 2 x dx
0

b. For x > 0, F(x; 1, 2, p) =

c.

f ( y; 1 , 2 , p ) dy p (1 e 1 x ) (1 p )(1 e 2 x ).

E(X) =

x p1 e 1 x ) (1 p ) 2 e 2 x ) dx

p x1e 1 x dx (1 p) x 2 e 2 x dx

p 1 p

1
2

2 p 21 p
2 p 21 p p 1 p
d. E(X ) = 2
, so Var(X) = 2

1
2
1
22
2
1

e.

For an exponential r.v., CV =

CV =

2p

12

2 1 p

22

p 1 p

1
2

= [2r 1]

1/2

where r =

1.

For X hyperexponential,

2 p 22 (1 p)12

p 2 (1 p)1

2
2

(1 p)12

p2 (1 p)1 2

. But straightforward algebra shows that r >

1 provided 1 2 , so that CV > 1.

f.

n
,

n
,
2

so

169

and CV =

1
n

1 if n > 1.

Chapter 4: Continuous Random Variables and Probability Distributions

108.
a.

k
51
dx

k 1 51 where we must have > 1.

1
x

b. For x 5, F(x) =

k
dy 51
y

51

5
1
x 1
x

k
k
k
dx x 1 dx 2
, provided > 2.

5
x
x
5
2

c.

E(X) =

d.

5
P ln
e y P X 5e y F 5e y 1
y P
y
5
5

5e

1 e 1 y , the cdf of an exponential r.v. with parameter - 1.

109.
a.

b.

o
is a normal r.v.
A lognormal distribution, since ln
Ii

Io

2 P ln o ln 2 1 P ln o ln 2
Ii

Ii

Ii

P I o 2 I i P

ln 2 1
1 6.14 1
.05

c.

Io
Ii

I
e1.0025 / 2 2.72, Var o e 2 .0025 e .0025 1 .0185

Ii

170

Chapter 4: Continuous Random Variables and Probability Distributions

110.
a.

C2

1.0

0.5

0.0
0

50

100

150

200

250

C1

b. P(X > 175) = 1 F(175; 9, 180) =

175
9
180

.4602

P(150 X 175) = F(175; 9, 180) - F(150; 9, 180)

= .5398 - .1762 = .3636
c.

P(at least one) = 1 P(none) = 1 (1 - .3636)2 = .5950

d. We want the 10th percentile: .10 = F( x; 9, 180) =

1 e

180x 9 .

A small bit of algebra

leads us to x = 140.178. Thus 10% of all tensile strengths will be less than 140.178 MPa.

111.

F(y) = P(Y y) = P(Z + y) = P Z

1
2

12 z 2

dz . Now

differentiate with respect to y to obtain a normal pdf with parameters and .

112.
a.

y
y

; . Thus fY(y) =
F
FY(y) = P(Y y) = P(60X y) = P X
60

60

y
60

y
1
y e
, which shows that Y has a gamma distribution
;

60

60

60

with parameters and 60.

b.

With c replacing 60 in a, the same argument shows that cX has a gamma distribution
with parameters and c.

171

Chapter 4: Continuous Random Variables and Probability Distributions

113.
a.

Y = -ln(X) x = e-y = k(y), so k(y) = -e-y. Thus since f(x) = 1,

g(y) = 1 | -e-y | = e-y for 0 < y < , so y has an exponential distribution with parameter
= 1.

b. y = Z + y = h(z) = Z + z = k(y) =

result follows easily.

and k(y) =

, from which the

c.

y = h(x) = cx x = k(y) =

y
1
and k(y) =
, from which the result follows easily.
c
c

a.

If we let 2 and

2 , then we can manipulate f(v) as follows:

114.

f ( )

2
2
2 / 2 2
2
e

e / 2
2
2

2
2

which is in the Weibull family of distributions.

b.

25

2 1 e /
2

e d ; cdf: F ;2, 2 1 e
400

800

2 1 e 2
,

v2

1 e 800 , so

625

F 25;2, 2 1 e 800 1 .458 .542

115.
a.

Assuming independence, P(all 3 births occur on March 11) =

b.

3651 3 (365) .0000073

c.

3651 3 .00000002

Let X = deviation from due date. XN(0, 19.88). Then the baby due on March 15 was 4
days early. P(x = -4) P(-4.5 < x < -3.5)

3.5
4.5

.18 .237 .4286 .4090 .0196 .
19.88
19.88

Similarly, the baby due on April 1 was 21 days early, and P(x = -21)

20.5
21.5

1.03 1.08 .1515 .1401 .0114 .
19.88
19.88

The baby due on April 4 was 24 days early, and P(x = -24) .0097
Again, assuming independence, P( all 3 births occurred on March 11) =
.0196 .0114 .0097 .00002145
d. To calculate the probability of the three births happening on any day, we could make
similar calculations as in part c for each possible day, and then add the probabilities.

172

Chapter 4: Continuous Random Variables and Probability Distributions

116.
a.

F(x) = e x and F(x) = 1 e x , so r(x) =

e x
, a constant (independent of
e x

X); this is consistent with the memoryless property of the exponential distribution.

x 1 ; for > 1 this is increasing, while for < 1 it is a decreasing

b. r(x) =

function.
c.

ln(1 F(x)) =

x
1

x
f(x) = 1

x2

dx x

F
(
x
)

x2
x

x2
2

0x

117.
a.

ln 1 U x P ln(1 U ) x P 1 U e x

x
x
P U 1 e
1 e since FU(u) = u (U is uniform on [0, 1]). Thus X has an

FX(x) = P

exponential distribution with parameter .

b. By taking successive random numbers u1, u2, u3, and computing x i

1
ln 1 u i
10

, we obtain a sequence of values generated from an exponential distribution with

parameter = 10.
118.
a.

E(g(X)) E[g() + g()(X - )] = E(g()) + g()E(X - ), but E(X) - = 0 and E(g())

= g() ( since g() is constant), giving E(g(X)) g().
V(g(X)) V[g() + g()(X - )] = V[g()(X - )] = (g())2V(X - ) = (g())2V(X).

b.

g (I )

v
v
v
v

, g ( I ) 2 , so E g ( I ) R
I 20
I
I

v
V g ( I ) 2
I
119.

V I , g(I )

v
v
I
2
800
20

g() + g()(X - ) g(X) implies that E[g() + g()(X - )] = E(g()) = g() E(g(X)), i.e.
that g(E(X)) E(g(X)).

173

Chapter 4: Continuous Random Variables and Probability Distributions

120.

y
2X 2

2y
P X
y P X 2
. Now
2

2
2

y
take the cdf of X (Weibull), replace x by
, and then differentiate with respect to y to
2
obtain the desired result fY(y).
For y > 0, F ( y ) P (Y y ) P

174