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Math 16B: Homework 7 Solutions: 1. Let Z Be The Standard Normal Random Variable. Find: (A) P (Z (B) P (0.45

The document provides solutions to probability problems involving the standard normal distribution and Poisson distribution. For problems involving the standard normal distribution, it calculates probabilities by determining the corresponding area under the normal curve. For problems involving a Poisson distribution, it calculates probabilities using the Poisson probability mass function and given mean values. Figures are included to illustrate the regions used to calculate probabilities for the standard normal problems.

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0% found this document useful (0 votes)
38 views

Math 16B: Homework 7 Solutions: 1. Let Z Be The Standard Normal Random Variable. Find: (A) P (Z (B) P (0.45

The document provides solutions to probability problems involving the standard normal distribution and Poisson distribution. For problems involving the standard normal distribution, it calculates probabilities by determining the corresponding area under the normal curve. For problems involving a Poisson distribution, it calculates probabilities using the Poisson probability mass function and given mean values. Figures are included to illustrate the regions used to calculate probabilities for the standard normal problems.

Uploaded by

anon_665109185
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Math 16B: Homework 7 Solutions

1. Let Z be the standard normal random variable. Find:

(a) P (Z ≤ 2.08) = 0.5 + A(2.08) = 0.5 + 0.4812 = 0.9812.


(b) P (0.45 ≤ Z ≤ 2.19) = A(2.19) − A(0.45) = 0.4857 − 0.1736 = 0.3121.

0.4 0.4

0.35 0.35

0.3 0.3
Probability Density

Probability Density

0.25 0.25

0.2 0.2

0.15 0.15

0.1 0.1

0.05 0.05

z = 2.08 z = 0.45 z = 2.19


0 0
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
z z

Figure 1: Problems 1(a) and 1(b)

(c) P (−1.17 ≤ Z ≤ 0.83) = A(0.83) + A(1.17) = 0.2967 + 0.3790 = 0.6757.


(d) P (Z ≥ 1.15) = 0.5 − A(1.15) = 0.5 − 0.3749 = 0.1251.

0.4 0.4

0.35 0.35

0.3 0.3
Probability Density

Probability Density

0.25 0.25

0.2 0.2

0.15 0.15

0.1 0.1

0.05 z=0 0.05

z = −1.17 z = 0.83 z = 1.15


0 0
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
z z

Figure 2: Problems 1(c) and 1(d)

1
0.4 0.4

0.35 0.35

0.3 0.3
Probability Density

Probability Density
0.25 0.25

0.2 0.2

0.15 0.15

0.1 0.1

0.05 z = 0.32 0.05 z = −0.69 z = 2.21


z = −0.32 z = −2.21 z = 0.69
0 0
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
z z

Figure 3: Problems 1(e) and 1(f): the area in green is required; the area in yellow is equal
but easier to compute

(e) P (Z ≤ −0.32) = 0.5 − A(0.32) = 0.5 − 0.1255 = 0.3745.


(f) P (−2.21 ≤ Z ≤ −0.69) = A(2.21) − A(0.69) = 0.4864 − 0.2549 = 0.2315.
(g) P (|Z| ≤ 0.26) = 2 × A(0.26) = 2(0.1026) = 0.2052.
(h) P (Z ≥ −1.49) = 0.5 + A(1.49) = 0.5 + 0.4319 = 0.9319.

0.4 0.4

0.35 0.35

0.3 0.3
Probability Density

Probability Density

0.25 0.25

0.2 0.2

0.15 0.15

0.1 0.1

0.05 z = 0.26 0.05

z = −0.26 z = −1.49
0 0
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
z z

Figure 4: Problems 1(g) and 1(h)

(i) P (|Z| ≥ 1.53) = 2 × (0.5 − A(1.53)) = 2 × (0.5 − 0.4370) = 0.1260.

2. On a bridge, breakdowns occur at a rate of 3.2 per week. Assuming that the number
of breakdowns can be modelled by a Poisson distribution, find the probability that

(a) fewer than the mean number of breakdowns occur in a given week:
Let B be the random variable denoting the number of breakdowns per week.

2
0.4

0.35

0.3

Probability Density
0.25

0.2

0.15

0.1

0.05

z = −1.53 z = 1.53
0
−4 −3 −2 −1 0 1 2 3 4
z

Figure 5: Problem 1(i)

Then, B follows a Poisson distribution with mean 3.2. Then,

P (B < 3.2) = P (B ≤ 3)
= P (B = 0) + P (B = 1) + P (B = 2) + P (B = 3)
(3.2)0 (3.2)1 (3.2)2 (3.2)3
= e−3.2 + e−3.2 + e−3.2 + e−3.2
(0! 1!
2 3
) 2! 3!
(3.2) (3.2)
= e−3.2 1 + 3.2 + +
2 6
≈ 0.603.

(b) more than five breakdowns occur in a given fortnight:


Let D be the random variable representing the number of breakdowns in a fort-
night. The mean number of breakdowns is 3.2 per week which translates into 6.4
per fortnight. Then, D follows a Poisson distribution with mean 6.4. We need
P (D > 5) which can be found by subtracting P (D ≤ 5) from 1. We have

P (D ≤ 5) = P (D = 0) + P (D = 1) + P (D = 2) + P (D = 3) + P (D = 4) +
P (D = 5)
0 1 2 3
−6.4 (6.4) −6.4 (6.4) −6.4 (6.4) −6.4 (6.4)
= e +e +e +e +
0! 1! 2! 3!
(6.4)4 (6.4)5
e−6.4 + e−6.4
(4! 5!
2
)
−6.4 (6.4) (6.4)3 (6.4)4 (6.4)5
= e 1 + 6.4 + + + +
2 6 24 120
≈ 0.384.

Thus, P (D > 5) = 1 − P (D ≤ 5) ≈ 1 − 0.384 = 0.616.


(c) exactly two breakdowns occur in each of four successive weeks.

3
2
We have P (B = 2) = e−3.2 (3.2)
2!
≈ 0.2087. The probability of exactly two break-
downs in each of four successive weeks then is

(P (B = 2))4 ≈ (0.2087)4 = 0.00190.

3. A darts player practices throwing a dart at the bull’s eye on a dart board. Her proba-
bility of hitting the bull’s eye for each throw is 0.2.

(a) Find the probability that she is successful for the first time on the third throw:
The number F of unsuccessful throws till the first bull’s eye follows a geometric
distribution with probability of success q = 0.2 and probability of failure p = 0.8.
If the first bull’s eye is on the third throw, there must be two failures:

P (F = 2) = p2 q = (0.8)2 (0.2) = 0.128.

(b) Find the probability that she will have at least three failures before her first
success.
We want the probability of F ≥ 3. This can be found in two ways:

P (F ≥ 3) = P (F = 3) + P (F = 4) + P (F = 5) + P (F = 6) + . . .
= p3 q + p4 q + p5 q + p6 q + . . . (geometric series with ratio p)
3
pq
=
1−p
(0.8)3 (0.2)
=
1 − 0.8
= (0.8)3 = 0.512.

Alternatively,

P (F ≥ 3) = 1 − (P (F = 0) + P (F = 1) + P (F = 2))
= 1 − (q + pq + p2 q)
= 1 − (0.2)(1 + 0.8 + (0.8)2 )
= 1 − 0.488 = 0.512.

(c) How many throws on average will fail before she hits bull’s eye?
Since p = 0.8 and q = 0.2, the expected number of failures before the first success
is
p 0.8
E[F ] = = = 4.
q 0.2
4. Suppose the number of robberies in a neighbourhood can be modelled using a Poisson
distribution. The probability that no robberies occur in a week is 0.135. Given that
the mean number of robberies per week is an integer, find the probability that there
are fewer than four robberies in week.

4
Let R be the random variable denoting the number of robberies in a week. Let the
mean number of robberies be λ. Then, R follows a Poisson distribution with mean λ.
We are given that P (R = 0) = 0.135. Then,

0.135 = P (R = 0)
λ0
0.135 = e−λ
0!
−λ
0.135 = e
ln(0.135) = −λ
λ = − ln(0.135) ≈ 2

Hence, λ = 2. Thus,

P (R < 4) = P (R = 0) + P (R = 1) + P (R = 2) + P (R = 3)
(2)1 (2)2 (2)3
= e−2 + e−2 + e−2 + e−2
( 1! )2! 3!
4 8
= e−2 1 + 2 + +
2 6
≈ 0.857.

5. Alice runs a stall at a fete in which the player is guaranteed to win $10. Players pay
a certain amount each time they throw a dice and must keep throwing the dice until
a four occurs. When a four is obtained, Alice gives the player $10. On average, Alice
expects to make a profit of $2 per game. How much does she charge for each throw?
Let $C be the charge per throw. Since the game continues until a four turns up, the
number of unsuccessful throws follows a geometric distribution. The probability of
success (four shows up) is q = 16 and the probability of failure is p = 65 . The expected
number of unsuccessful throws then is
p 5/6
= = 5.
q 1/6

Including the one successful throw, on average a player therefore takes six throws. The
average profit per game is given by 6C − 10 which equals 2; solving for C gives

6C − 10 = 2 ⇒ C = 2.

Alice charges $2 per throw.

6. The number of goals scored by Manchester United in a match can be modelled using a
Poisson distribution. Assume that the team scores an average of three goals per match.

(a) Find the probability that the team scores more than four goals in a match:
Let G be the random variable denoting the number of goals scored by Manchester
United in a match. Then, G follows a Poisson distribution with mean 3. Note

5
that P (G > 4) can be found by subtracting P (G ≤ 4) from 1. We have
P (G ≤ 4) = P (G = 0) + P (G = 1) + P (G = 2) + P (G = 3) + P (G = 4)
0 1 2 3 4
−3 3 −3 (3) −3 (3) −3 (3) −3 (3)
= e +e +e +e +e
0!
( 1! 2! ) 3! 4!
9 27 81
= e−3 1 + 3 + + +
2 6 24
≈ 0.815.
Thus, P (G > 4) = 1 − P (G ≤ 4) ≈ 1 − 0.815 = 0.185.
(b) The team receives a bonus if it scores more than four goals in a match. After how
many matches on average will the team earn the bonus?
The number of matches in which no bonus is received follows a geometric dis-
tribution with probability of success q = 0.185 (found in (a)) and probability of
failure p = 0.815. The average length of a bonus-less streak is pq = 0.815
0.185
≈ 4.41.
Thus, on average 4.41 games will pass before a match in which the team scores
more than four goals and receives a bonus.
7. For each of the following probability density functions, find (i) k; (ii) the expected
value; (iii) the variance; (iv) the cumulative distribution function.
(a) f (x) = k(x2 − x3 ), 0 ≤ x ≤ 1:
∫1
(i) We require 0 f (x) dx = 1 so
∫ 1
k(x2 − x3 ) dx = 1
0
[ 3 ]1
x x4
k − = 1
3 4 0
[( ) ]
1 1
k − − (0 − 0) = 1
3 4
1
k = 1
12
k = 12.
(ii) We have
∫ 1
E[X] = xf (x) dx
0
∫ 1
= 12 x3 − x4 dx
0
[ 4 ]1
x x5
= 12 −
4 5
[ ] 0
1 1
= 12 −
4 5
12
= = 0.6.
20

6
(iii) We have
∫ 1
2
E[X ] = x2 f (x) dx
0
∫ 1
= 12 x4 − x5 dx
0
[ 5 ]1
x x6
= 12 −
5 6
[ ] 0
1 1
= 12 −
5 6
12
= = 0.4.
30
Thus, V ar(X) = E[X 2 ] − (E[X])2 = 0.4 − (0.6)2 = 0.04.
(iv) The cumulative distribution function is given by
∫ a
F (a) = f (x) dx
0
∫ a
= 12 x2 − x3 dx
[0 3 ]a
x x4
= 12 −
3 4 0
[ 3 ]
a a4
= 12 −
3 4
( 3 )
4a − 3a4
= 12
12
= 4a − 3a4 .
3

Hence, the cumulative distribution function is F (x) = 4x3 − 3x4 . To check


this, differentiate it and see if you get back the density function.
(b) f (x) = xk , 1 ≤ x ≤ 3:
∫3
(i) We require 1 f (x) dx = 1 so
∫ 3
k
dx = 1
1 x
k [ln(x)]31 = 1
k(ln(3) − ln(1)) = 1
1
k =
ln(3)

7
(ii) We have
∫ 3
E[X] = xf (x) dx
∫ 3 (
1
)
1
= x dx
1 x ln(3)
∫ 3
1
= dx
1 ln(3)
1
= [x]31
ln(3)
1
= [3 − 1]
ln(3)
2
= ≈ 1.82.
ln(3)
(iii) We have
∫ 3
2
E[X ] = x2 f (x) dx
∫1 3 ( )
2 1
= x dx
1 x ln(3)
∫ 3
x
= dx
1 ln(3)
[ 2 ]3
1 x
=
ln(3) 2 1
[ ]
1 9 1
= −
ln(3) 2 2
4
= ≈ 3.64.
ln(3)
( )2
Thus, V ar(X) = E[X ] − (E[X]) = ln(3) − ln(3) ≈ 0.327.
2 2 4 2

(iv) The cumulative distribution function is given by


∫ a
F (a) = f (x) dx
1
∫ a
1 1
= dx
ln(3) 1 x
1
= [ln(x)]a1
ln(3)
1
= [ln(a) − ln(1)]
ln(3)
ln(a)
= .
ln(3)

8
ln(x)
Thus, the cumulative distribution function is F (x) = ln(3)
.
(c) f (x) = k sin(x), 0 ≤ x ≤ π:
∫π
(i) We require 0 f (x) dx = 1 so
∫ π
k sin(x) dx = 1
0
k [− cos(x)]π0 = 1
k[−(−1) + (1)] = 1
2k = 1
1
k = .
2
(ii) We have
∫ π
E[X] = xf (x) dx
∫ π ( 0
)
1
= x sin(x) dx
2
0

1 π
= x sin(x) dx
2 0

We need to integrate this by parts. Let f (x) = x and g(x) = sin(x) ⇒


f ′ (x) = 1 and G(x) = − cos(x). Then,
( ∫ π )
1
E[X] = [−x cos(x)]0 −
π
− cos(x) dx
2 0
1
= ([−π(−1) + 0] + [sin(x)]π0 )
2
1
= (π + [0 − 0])
2
π
= ≈ 1.57.
2
(iii) We have
∫ π
2
E[X ] = x2 f (x) dx
∫0 π ( )
2 1
= x sin(x) dx
2
0
∫ π
1
= x2 sin(x) dx
2 0

We integrate this by parts. Let f (x) = x2 and g(x) = sin(x) ⇒ f ′ (x) = 2x

9
and G(x) = cos(x). Then,
( ∫ π )
1 [ 2 ]π
2
E[X ] = −x cos(x) 0 − −2x cos(x) dx
2
∫ π0
1[ 2 ]
= −π (−1) + 0 + x cos(x) dx
2
∫ π 0
π2
= + x cos(x) dx
2 0

We need to integrate this by parts again. Take f (x) = x and g(x) = cos(x) ⇒
f ′ (x) = 1 and G(x) = sin(x):
∫ π
π2
2
E[X ] = + [x sin(x)]0 −
π
sin(x) dx
2 0
π2
= + [π(0) − 0] − [− cos(x)]π0
2
π2
= + [(−1) − 1]
2
π2
= − 2.
2
2 ( )2 2
Thus, V ar(X) = E[X 2 ] − (E[X])2 = π2 − 2 − π2 = π4 − 2 ≈ 0.467.
(iv) The cumulative distribution function is given by
∫ a
F (a) = f (x) dx
∫ a
0
1
= sin(x) dx
0 2
1
= [− cos(x)]a0
2
1
= [− cos(a) + 1] .
2
1−cos(x)
Thus, the cumulative distribution function is F (x) = 2
.

8. The serving time at a restaurant is exponentially distributed with mean 11 minutes.

(a) Find the probability that an order is served in under 4 minutes:


Let X be the random variable representing the serving time (in minutes). Then
X is exponentially distributed with density function f (x) = ke−kx where x is the
time and k satisfies the mean equation
1 1
= 11 ⇒ k = .
k 11

10
1 −x/11
Thus, the density function is f (x) = 11
e . The probability that an order is
served in under 4 minutes is
∫ 4
1 −x/11
P (X < 4) = e dx
0 11
[ −x/11 ]4
1 e
=
11 (−1/11) 0
[ −x/11 ]4
= −e
[ −4/11 0 0 ]
= −e +e
= 1 − e−4/11 ≈ 0.305.

(b) Find the probability that an order takes more than 10 minutes to be served:
We have
∫ ∞
1 −x/11
P (X > 10) = e dx
10 11
∫ b
1
= lim e−x/11 dx
b→∞ 11 10
[ −x/11 ]b
1 e
= lim
b→∞ 11 (−1/11)
10
[ −x/11 ]b
= lim −e 10
b→∞
[ −b/11 ]
= lim −e + e−10/11
b→∞
−10/11
= e ≈ 0.403.

(c) Find the variance in the serving time:


Since k = 11, we get V ar(X) = k12 = 121
1
.

9. The time taken by a food delivery firm to deliver an order is exponentially distributed.
If the firm has r employees, the average delivery time is 100
r
. What is the least number
of employees the firm should employ to ensure that more than 99% of the orders are
delivered within 30 minutes?
Let X be the random variable representing the time to deliver an order. Then X is
exponentially distributed with density function f (x) = ke−kx where x denotes time
and k satisfies the mean equation
1 100 r
= ⇒k= .
k r 100
r −rx/100
Thus, the density function is f (x) = 100 e where r, the number of employees, is
yet to be determined. We require more than 99% of the orders to be delivered within

11
30 minutes. This means that the probability P (X < 30) must be greater than 99%:

P (X < 30) > 0.99


∫ 30
r −rx/100
e dx > 0.99
0 100
[ ]30
r e−rx/100
> 0.99
100 −r/100 0
[ −rx/100 ]30
−e > 0.99
[ −30r/100 0]
−e +1 > 0.99
−3r/10
e < 1 − 0.99
3r
− < ln(0.01)
10
−10 ln(0.01)
r > ≈ 15.4.
3
Hence, the number of employees should be greater than 15. At the very least, 16
employees should be hired to ensure that more than 99% of the orders are delivered
within 30 minutes.

10. Cartons of milk at a supermarket are advertised as containing 1 litre, but in fact the
volume is normally distributed with a mean of 1012 ml and a standard deviation of 5
ml.

(a) Find the probability that a randomly chosen carton contains more than 1010 ml:
Let M be the random variable representing the quantity of milk in a carton (in
ml). Then M is normally distributed with mean 1012 and standard deviation 5
(i.e. M ∼ N (1012, 52 )). The standard normal random variable is related to M
by Z = M −1012
5
. Hence,
( )
1010 − 1012
P (M > 1010) = P Z >
5
= P (Z > −0.4)
= 0.5 + A(0.4)
= 0.5 + 0.1554 = 0.6554.

(b) Find the probability that a randomly chosen carton contains less than the adver-
tised quantity of milk.
We require
( )
1000 − 1012
P (M < 1000) = P Z <
5
= P (Z < −2.4)
= 0.5 − A(2.4)
= 0.5 − 0.4918 = 0.0082.

12
11. The manufacturers of a new model of car claim that it gives an average mileage of
32.4 miles per gallon with standard deviation 1.4 miles per gallon. Assuming a normal
distribution, find the probability that a randomly chosen car of that model will give a
mileage of less than 30 miles per gallon.
Let M be the random variable representing the mileage. Then M ∼ N (32.4, 1.42 ) and
M is related to the standard normal random variable Z by Z = M −32.4
1.4
. Then,
( )
30 − 32.4
P (M < 30) = P Z <
1.4
= P (Z < −1.71)
= 0.5 − A(1.71)
= 0.5 − 0.4564 = 0.0436.

13

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