MI2026 Problems
MI2026 Problems
PROBLEMS
HANOI – 2021
HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY
SCHOOL OF APPLIED MATHEMATICS AND INFORMATICS
PROBLEMS
HA NOI – 2021
Contents
Chapter 1. Probability 2
1.1 Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Counting Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4 Law of Total Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.5 Independent . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.6 Bernoulli Trials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
ii
INTRODUCTION
GENERAL INFORMATION
1. Course name: Probability and Statistics
- Lectures: 45 hours
- Tutorial: 30 hours
5. Requisites (Corequisites):
- Calculus 1
- Calculus 2
OBJECTIVE
The course provides students with the knowledge of probability such as concepts and in-
ference rules of probability as well as random variables and common probability distributions
(one-dimensional and two-dimensional); basic concepts of mathematical statistics which help
students in dealing with statistical problems in estimation, hypothesis testing. Through the
acquired knowledge, students are given a methodology for approaching practical models and
finding out an appropriate solution.
CONTENTS
Random events and probability calculation, random variables, probability distributions,
random vectors, statistical estimation theory, statistical decision theory.
1
Chapter 1
Probability
1.1 Experiments
Problem 1.1 A fax transmission can take place at any of three speeds depending on the condi-
tion of the phone connection between the two fax machines. The speeds are high (h) at 14400
b/s, medium (m) at 9600 b/s, and low (l ) at 4800 b/s. In response to requests for information,
a company sends either short faxes of two (t) pages, or long faxes of four ( f ) pages. Consider
the experiment of monitoring a fax transmission and observing the transmission speed and
length. An observation is a two-letter word, for example, a high-speed, two-page fax is ht.
(b) Let A1 be the event “medium-speed fax.” What are the outcomes in A1 ?
(c) Let A2 be the event “short (two-page) fax.” What are the outcomes in A2 ?
(d) Let A3 be the event “high-speedfax or low-speed fax.” What are the outcomes in A3 ?
Problem 1.2 An integrated circuit factory has three machines X, Y, and Z. Test one integrated
circuit produced by each machine. Either a circuit is acceptable ( a) or it fails ( f ). An observa-
tion is a sequence of three test results corresponding to the circuits from machines X, Y, and
Z, respectively. For example, aa f is the observation that the circuits from X and Y pass the
test and the circuit from Z fails the test.
(a) What are the elements of the sample space of this experiment?
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Problem 1.3 Find out the birthday (month and day but not year) of a randomly chosen per-
son. What is the sample space of the experiment. How many outcomes are in the event that
the person is born in July?
Problem 1.4 Let the sample space of the experiment consist of the measured resistances of
two resistors. Give four examples of event spaces.
Problem 1.6 Consider a language containing four letters: A, B, C, D. How many three-letter
words can you form in this language? How many four-letter words can you form if each letter
appears only once in each word?
Problem 1.7 On an American League baseball team with 15 field players and 10 pitchers, the
manager must select for the starting lineup, 8 field players, 1 pitcher, and 1 designated hitter.
A starting lineup specifies the players for these positions and the positions in a batting order
for the 8 field players and designated hitter. If the designated hittermust be chosen among all
the field players, howmany possible starting lineups are there?
Problem 1.8 A basketball team has three pure centers, four pure forwards, four pure guards,
and one swingman who can play either guard or forward. A pure position player can play
only the designated position. If the coach must start a lineup with one center, two forwards,
and two guards, how many possible lineups can the coach choose?
1.3 Probability
Problem 1.9 In a certain city, three newspapers A, B, and C are published. Suppose that
60 percent of the families in the city subscribe to newspaper A, 40 percent of the families
subscribe to newspaper B, and 30 percent of the families subscribe to newspaper C. Suppose
also that 20 percent of the families subscribe to both A and B, 10 percent subscribe to both A
and C, 20 percent subscribe to both B and C, and 5 percent subscribe to all three newspaper
A, B, and C. What percentage of the families in the city subscribe to at least one of the three
newspapers?
Problem 1.10 From a group of 3 freshmen, 4 sophomores, 4 juniors and 3 seniors a committee
of size 4 is randomly selected. Find the probability that the committee will consist of
Problem 1.11 A box contains 24 light bulbs of which four are defective. If one person selects
10 bulbs from the box in a random manner, and a second person then takes the remaining 14
bulbs, what is the probability that all 4 defective bulbs will be obtained by the same person?
Problem 1.12 Suppose that three runners from team A and three runners from team B partici-
pate in a race. If all six runners have equal ability and there are no ties, what is the probability
that three runners from team A will finish first, second, and third, and three runners from
team B will finish fourth, fifth, and sixth?
Problem 1.13 Suppose that a school band contains 10 students from the freshman class, 20
students from the sophomore class, 30 students from the junior class, and 40 students from
the senior class. If 15 students are selected at random from the band, what is the probability
that at least one students from each of the four classes?
Problem 1.14 Suppose that 10 cards, of which 5 are red and 5 are green, are placed at random
in 10 envelopes, of which 5 are red and 5 are green. Determine the probability that exactly x
envelopes will contain a card with a matching color (x = 0, 1, 2, . . . , 10).
Problem 1.15 Consider two events A and B with P( A) = 0.4 and P( B) = 0.7. Determine the
maximum and minimum possible values of P( A ∩ B) and the conditions under which each
of these values is attained.
Problem 1.16 Suppose that four guests check their hats when they arrive at a restaurant, and
that these hats are returned to them in a random order when they leave. Determine the prob-
ability that no guest will receive the proper hat.
Problem 1.17 Suppose that four guests check their hats when they arrive at a restaurant, and
that these hats are returned to them in a random order when they leave. Determine the prob-
ability that at least 2 guests will receive the proper hat.
Problem 1.18 Suppose that A, B and C are three independent events such that P( A) = 1/4,
P( B) = 1/3 and P(C ) = 1/2.
1.3. PROBABILITY 4
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(a) What is the probability that none of these three events will occur?
(b) Determine the probability that exactly one of these three events will occur.
Problem 1.19 Three players A, B and C take turns tossing a fair coin. Suppose that A tosses
the coin first, B tosses the second and C tosses third and cycle is repeated indefinitely until
someone wins by being the first player to obtain a head. Determine the probability that each
of the three players will win.
Problem 1.20 Computer programs are classified by the length of the source code and by the
execution time. Programs with more than 150 lines in the source code are big ( B). Programs
with ≤ 150 lines are little ( L). Fast programs ( F ) run in less than 0.1 seconds. Slow programs
(W ) require at least 0.1 seconds. Monitor a program executed by a computer. Observe the
length of the source code and the run time. The probability model for this experiment contains
the following information: P[ LF ] = 0.5, P[ BF ] = 0.2, and P[ BW ] = 0.2. What is the sample
space of the experiment? Calculate the following probabilities:
(a) P[W ];
(b) P[ B];
Problem 1.21 You have a six-sided die that you roll once and observe the number of dots
facing upwards. What is the sample space? What is the probability of each sample outcome?
What is the probability of E, the event that the roll is even?
Problem 1.22 A student’s score on a 10-point quiz is equally likely to be any integer between
0 and 10. What is the probability of an A, which requires the student to get a score of 9 or
more? What is the probability the student gets an F by getting less than 4?
Problem 1.23 Mobile telephones perform handoffs as they move from cell to cell. During
a call, a telephone either performs zero handoffs ( H0 ), one handoff ( H1 ), or more than one
handoff ( H2 ). In addition, each call is either long ( L), if it lasts more than three minutes, or
brief ( B). The following table describes the probabilities of the possible types of calls.
H0 H1 H2
L 0.1 0.1 0.2
B 0.4 0.1 0.1
What is the probability P[ H0 ] that a phone makes no handoffs? What is the probability a call
is brief? What is the probability a call is long or there are at least two handoffs?
Problem 1.24 Proving the following facts: (a) P[ A ∪ B] ≥ P[ A]; (b) P[ A ∪ B] ≥ P[ B]; (c)
P[ A ∩ B] ≤ P[ A]; (d) P[ A ∩ B] ≤ P[ B].
1.3. PROBABILITY 5
MI2026 - Problems - 20192 NGUYEN THI THU THUY–SAMI–HUST
Problem 1.25 Proving by induction the union bound: For any collection of events A1 , . . . , An ,
n
P [ A1 ∪ A2 ∪ . . . ∪ A n ] ≤ ∑ P [ A i ].
i =1
(a) What is the probability that a brief call will have no handoffs?
(b) What is the probability that a call with one handoff will be long?
(c) What is the probability that a long call will have one or more handoffs?
Problem 1.28 You have a six-sided die that you roll once. Let Ri denote the event that the roll
is i. Let Gj denote the event that the roll is greater than j. Let E denote the event that the roll
of the die is even-numbered.
(a) What is P[ R3 | G1 ], the conditional probability that 3 is rolled given that the roll is greater
than 1?
(b) What is the conditional probability that 6 is rolled given that the roll is greater than 3?
(c) What is P[ G3| E], the conditional probability that the roll is greater than 3 given that the
roll is even?
(d) Given that the roll is greater than 3, what is the conditional probability that the roll is
even?
Problem 1.29 You have a shuffled deck of three cards: 2, 3, and 4. You draw one card. Let
Ci denote the event that card i is picked. Let E denote the event that card chosen is a even-
numbered card.
(a) What is P[C2 | E], the probability that the 2 is picked given that an even-numbered card is
chosen?
(b) What is the conditional probability that an evennumbered card is picked given that the 2
is picked?
Problem 1.30 Two different suppliers, A and B, provide a manufacturer with the same part.
All suppliers of this part are kept in a large bin. In the past, 5 percent of the parts supplied
by A and 9 percent of the parts supplied by B have been defective. A supplies four times as
many parts as B. Suppose you reach into the bin and select a part and find it is non-defective.
What is the probability that it was supplied by A?
Problem 1.31 Suppose that 30 percent of the bottles produced in a certain plant are defective.
If a bottle is defective, the probability is 0.9 that an inspector will notice it and remove it from
the filling line. If a bottle is not defective, the probability is 0.2 that the inspector will think
that it is defective and remove it from the filling line.
(a) If a bottle is removed from the filling line, what is the probability that it is defective?
(b) If a customer buys a bottle that has not been removed from the filling line, what is the
probability that it is defective.
Problem 1.32 Suppose that traffic engineers have coordinated the timing of two traffic lights
to encourage a run of green lights. In particular, the timing was designed so that with proba-
bility 0.75 a driver will find the second light to have the same color as the first. Assuming the
first light is equally likely to be red or green.
(b) What is the probability that you wait for at least one light?
Problem 1.33 A factory has three machines A, B, and C. Past records show that the machine
A produced 40% of the items of output, the machine B produced 35% of the items of output,
and machine B produced 25% of the items. Further 2% of the items produced by machine A
were defective, 1.5% produced by machine B were defective, and 1% produced by machine B
were defective.
(b) An item is acceptable if it is not defective. What is the probability that an acceptable item
comes from machine A?
1.5 Independent
Problem 1.34 Is it possible for A and B to be independent events yet satisfy A = B?
Problem 1.35 Use a Venn diagram in which the event areas are proportional to their proba-
bilities to illustrate two events A and B that are independent.
1.5. INDEPENDENT 7
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Problem 1.39 Suppose each day that you drive to work a traffic light that you encounter is
either green with probability 7/16, red with probability 7/16, or yellow with probability 1/8,
independent of the status of the light on any other day. If over the course of five days, G, Y,
and R denote the number of times the light is found to be green, yellow, or red, respectively,
what is the probability that P[ G = 2, Y = 1, R = 2]? Also, what is the probability P[ G = R]?
Problem 1.40 We wish to modify the cellular telephone coding system in Example 1.29 in
order to reduce the number of errors. In particular, if there are two or three zeroes in the
received sequence of 5 bits, we will say that a deletion (event D) occurs. Otherwise, if at least
4 zeroes are received, then the receiver decides a zero was sent. Similarly, if at least 4 ones are
received, then the receiver decides a one was sent. We say that an error occurs if either a one
was sent and the receiver decides zero was sent or if a zero was sent and the receiver decides
a one was sent. For this modified protocol, what is the probability P[ E] of an error? What is
the probability P[ D ] of a deletion?
Example 1.29 To communicate one bit of information reliably, cellular phones transmit the
same binary symbol five times. Thus the information “zero” is transmitted as 00000 and
“one” is 11111. The receiver detects the correct information if three or more binary symbols
are received correctly. What is the information error probability P[ E], if the binary symbol
error probability is q = 0.1?
Problem 1.41 An airline sells 200 tickets for a certain flight on an airplane that has only 198
seats because, on the average, 1 percent of purchasers of airline tickets do not appear for
the departure of their flight. Determine the probability that everyone who appears for the
departure of this flight will have a seat.
Problem 2.2 A midterm test has 4 multiple choice questions with four choices with one cor-
rect answer each. If you just randomly guess on each of the 4 questions, what is the probability
that you get exactly 2 questions correct? Assume that you answer all and you will get (+5)
points for 1 question correct, (−2) points for 1 question wrong. Let X is number of points that
you get. Find the probability mass function of X and the expected value of X.
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MI2026 - Problems - 20192 NGUYEN THI THU THUY–SAMI–HUST
Problem 2.5 Suppose when a baseball player gets a hit, a single is twice as likely as a double
which is twice as likely as a triple which is twice as likely as a home run. Also, the player’s
batting average, i.e., the probability the player gets a hit, is 0.300. Let B denote the number
of bases touched safely during an at-bat. For example, B = 0 when the player makes an out,
B = 1 on a single, and so on. What is the PMF of B?
Problem 2.6 In a package of M&Ms, Y, the number of yellow M&Ms, is uniformly distributed
between 5 and 15.
Problem 2.7 When a conventional paging system transmits a message, the probability that
the message will be received by the pager it is sent to is p. To be confident that a message is
received at least once, a system transmits the message n times.
(a) Assuming all transmissions are independent, what is the PMF of K, the number of times
the pager receives the same message?
(b) Assume p = 0.8. What is the minimum value of n that produces a probability of 0.95 of
receiving the message at least once?
Problem 2.8 When a two-way paging system transmits a message, the probability that the
message will be received by the pager it is sent to is p. When the pager receives the message,
it transmits an acknowledgment signal ( ACK ) to the paging system. If the paging system
does not receive the ACK, it sends the message again.
(a) What is the PMF of N, the number of times the system sends the same message?
(b) The paging company wants to limit the number of times it has to send the same message.
It has a goal of P[ N ≤ 3] ≥ 0.95. What is the minimum value of p necessary to achieve
the goal?
Problem 2.9 The number of bits B in a fax transmission is a geometric ( p = 2.5 × 10−5 ) ran-
dom variable. What is the probability P[ B > 500, 000] that a fax has over 500,000 bits?
(b) Write PX ( x ), the PMF of X. Be sure to write the value of PX ( x ) for all x from −∞ to ∞.
Problem 2.12 In Problem 2.5, find and sketch the CDF of B, the number of bases touched
safely during an at-bat.
(a) Find a mode xmod of X. If the mode is not unique, find the set Xmod of all modes of X.
(b) Find a median xmed of X. If the median is not unique, find the set Xmed of all numbers x
that are medians of X.
Problem 2.14 Voice calls cost 20 cents each and data calls cost 30 cents each. C is the cost of
one telephone call. The probability that a call is a voice call is P[V ] = 0.6. The probability of a
data call is P[ D ] = 0.4.
Problem 2.15 Find the expected value of the random variable X in Problem 2.10.
Problem 2.16 Find the expected value of the random variable X in Problem 2.11.
Problem 2.17 Find the expected value of a binomial (n = 4, p = 1/2) random variable X.
Problem 2.18 Give examples of practical applications of probability theory that can be mod-
eled by the following PMFs. In each case, state an experiment, the sample space, the range of
the random variable, the PMF of the random variable, and the expected value: (a) Bernoulli;
(b) Binomial; (c) Poisson. Make up your own examples.
Problem 2.19 Given the random variable X in Problem 2.10, let V = g( X ) = | X |. (a) Find
PV (v). (b) Find FV (v). (c) Find E[V ].
Problem 2.20 In a certain lottery game, the chance of getting a winning ticket is exactly one in
a thousand. Suppose a person buys one ticket each day (except on the leap year day February
29) over a period of fifty years. What is the expected number E[ T ] of winning tickets in fifty
years? If each winning ticket is worth $1000, what is the expected amount E[ R] collected on
these winning tickets? Lastly, if each ticket costs $2, what is your expected net profit E[ Q]?
Problem 2.21 In an experiment to monitor two calls, the PMF of N, the number of voice calls,
is
0.2, n = 0,
0.7, n = 1,
PN (n) =
0.1, n = 2,
0, otherwise.
Problem 2.22 Find the variance of the random variable X in Problem 2.10.
(b) What is P[µ X − σX ≤ X ≤ µ X + σX ], the probability that X is within one standard devia-
tion of the expected value?
Problem 2.25 Given a random variable X with mean µ X and variance σX2 , find the mean and
variance of the standardized random variable
(X − µX )
Y= .
σX
Problem 2.26 In Problem 2.10, find PX | B ( x ), where the condition B = {| X | > 0}. What are
E[ X | B] and Var [ X | B]?
Problem 2.27 In Problem 2.23, find PX | B ( x ), where the condition B = { X 6= 0}. What are
E[ X | B] and Var [ X | B]?
Problem 2.29 The cumulative distribution function of the continuous random variable V is
0,
v ≤ −5,
FV (v) = c ( v + 5)2 , −5 < v ≤ 7,
1, v > 7.
(a) What is c?
(a) What is E[ X ]?
(c) What is E[ X ]?
(d) What is E[ X 5 ]?
Problem 2.36 X is a uniform random variable with expected value µ X = 7 and variance
Var [ X ] = 3. What is the PDF of X?
Problem 2.37 The peak temperature T, as measured in degrees Fahrenheit, on a July day in
New Jersey is the Gaussian (85, 10) random variable. What is P[ T > 100], P[ T < 60], and
P[70 ≤ T ≤ 100]?
Problem 2.38 What is the PDF of Z, the standard normal random variable?
Problem 2.39 X is a Gaussian random variable with E[ X ] = 0 and P[| X | ≤ 10] = 0.1. What is
the standard deviation σX ?
Problem 2.40 The peak temperature T, in degrees Fahrenheit, on a July day in Antarctica is
a Gaussian random variable with a variance of 225. With probability 1/2, the temperature
T exceeds 10 degrees. What is P[ T > 32], the probability the temperature is above freezing?
What is P[ T < 0]? What is P[ T > 60]?
Problem 2.41 The voltage X across a 1 Ω resistor is a uniform random variable with parame-
ters 0 and 1. The instantaneous power is Y = X 2 . Find the CDF FY (y) and the PDF f Y (y) of
Y.
Problem 2.42 X is uniform random variable with parameters 0 and 1. Find a function g( x )
such that the PDF of Y = g( X ) is
3y2 , 0 ≤ y ≤ 1,
f Y (y) =
0, otherwise.
Problem 2.43 X is a uniform random variable with parameters −5 and 5. Given the event
B = {| X | ≤ 3},
Problem 2.44 Y is an exponential random variable with parameter λ = 0.2. Given the event
A = {Y < 2 } ,
Problem 2.45 The cumulative distribution function of the continuous random variable X is
0, x≤0
1
FX ( x ) = − k cos x, 0<x≤π
2
1, x > π.
(a) What is k?
π
(b) What is P[0 < X < ]?
2
(c) What is E[ X ]?
Problem 2.46 The cumulative distribution function of the continuous random variable X is
0, x ≤ −a
x
F ( x ) = A + B arcsin , x ∈ (− a, a)
a
1, x ≥ a.
Problem 2.47 The cumulative distribution function of the continuous random variable X is
F ( x ) = a + b arctan x, (−∞ < x < +∞)
Problem 2.48 The cumulative distribution function of the continuous random variable X is
F ( x ) = 1/2 + 1/π arctan x/2. What is the value of x1 such that P( X > x1 ) = 1/4?
Problem 2.49 The continuous random variable X has probability density function
k sin 3x, x ∈ 0, π
f (x) = 3π
0, x∈/ 0, .
3
Use the PDF to find
Problem 2.51 The continuous random variable X has PDF f ( x ) = ae−| x| , (−∞ < x < +∞).
Define the random variable Y by Y = X 2 .
(a) What is a?
(a) What is E[ X ]?
Problem 3.2 (see Problem 2.7) When a conventional paging system transmits a message, the
probability that the message will be received by the pager it is sent to is p. To be confident
that a message is received at least once, a system transmits the message n times.
(a) Assuming all transmissions are independent, what is the PMF of K, the number of times
the pager receives the same message?
(b) Assume p = 0.8. What is the minimum value of n that produces a probability of 0.95 of
receiving the message at least once?
Problem 3.3 (see Problem 2.8) When a two-way paging system transmits a message, the prob-
ability that the message will be received by the pager it is sent to is p. When the pager receives
the message, it transmits an acknowledgment signal ( ACK ) to the paging system. If the pag-
ing system does not receive the ACK, it sends the message again.
(a) What is the PMF of N, the number of times the system sends the same message?
(b) The paging company wants to limit the number of times it has to send the same message.
It has a goal of P[ N ≤ 3] ≥ 0.95. What is the minimum value of p necessary to achieve
the goal?
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Problem 3.4 Four microchips are to be placed in a computer. Two of the four chips are ran-
domly selected for inspection before assembly of the computer. Let X denote the number of
defective chips found among the two chips inspected. Find the probability mass and distri-
bution function of X if
Problem 3.5 A four engine plane can fly if at least two engines work.
(a) If the engines operate independently and each malfunctions with probability q, what is
the probability that the plane will fly safely?
(b) A two engine plane can fly if at least one engine works and if an engine malfunctions
with probability q, what is the probability that plane will fly safely?
Problem 3.6 A rat maze consists of a straight corridor, at the end of which is a branch; at the
branching point the rat must either turn right or left. Assume 10 rats are placed in the maze,
one at a time.
(a) If each is choosing one of the two branches at random, what is the distribution of the
number that turn right?
(b) What is the probability at least 9 will turn the same way?
Problem 3.7 A student who is trying to write a paper for a course has a choice of two topics,
A and B. If topic A is chosen, the student will order 2 books through interlibrary loan, while
if topic B is chosen, the student will order 4 books. The student feels that a good paper
necessitates receiving and using at least half the books ordered for either topic chosen.
(a) If the probability that a book ordered through interlibrary loan actually arrives on time
is 0.9 and books arrive independently of one another, which 2 topics should the student
choose to maximize the probability of writing a good paper?
(b) What if, the arrival probability is only 0.5 instead of 0.9?
Problem 3.8 The number of phone calls at a post office in any time interval is a Poisson ran-
dom variable. A particular post office has on average 2 calls per minute.
(a) What is the probability that there are 5 calls in an interval of 2 minutes?
(b) What is the probability that there are no calls in an interval of 30 seconds?
(c) What is the probability that there are no less than one call in an interval of 10 seconds?
Problem 3.9 (see Problem 1.41) An airline sells 200 tickets for a certain flight on an airplane
that has only 198 seats because, on the average, 1 percent of purchasers of airline tickets do
not appear for the departure of their flight. Determine the probability that everyone who
appears for the departure of this flight will have a seat.
(a) What is E[ X ]?
Problem 3.12 Let X be an exponential random variable with parameter and define Y = [ X ],
the largest integer in X, (ie. [ x ] = 0 for 0 ≤ x < 1, [ x ] = 1 for 1 ≤ x < 2 etc.)
(d) Let Y represent the number of periods that a machine is in use before failure. What is the
probability that the machine is still working at the end of 10th period given that it does
not fail before 6th period?
Problem 3.13 Starting at 5:00 am, every half hour there is a flight from San Francisco airport
to Los Angeles International Airport. Suppose that none of these planes sold out and that
they alwayshave room for passengers. A person who wants to fly LA arrives at the airport at
a random time between 8:45–9:45 am. Find the probability that she waits at most 10 minutes
and at least 15 minutes.
Problem 3.14 X is a Gaussian random variable with E[ X ] = 0 and P[| X | ≤ 10] = 0.1. What is
the standard deviation σX ?
Problem 4.2 Express the following extreme values of FX,Y ( x, y) in terms of the marginal cu-
mulative distribution functions FX ( x ) and FY (y).
Problem 4.3 Random variables X and Y have CDF FX ( x ) and FY (y). Is FX,Y ( x, y) = FX ( x ) FY (y)
a valid CDF? Explain your answer.
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Problem 4.6 Given the random variables X and Y in Problem 4.4, find
Problem 4.7 Given the random variables X and Y in Problem 4.5, find
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HH
Y
H
HH -1 0 1
X HH
-1 4/15 1/15 4/15
1 0 2/15 0
(b) What is P[ X ≤ Y ]?
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MI2026 - Problems - 20192 NGUYEN THI THU THUY–SAMI–HUST
(c) What is f X ( x )?
(d) What is E[ X ]?
Problem 4.14 X and Y are random variables with the joint PDF
2, x + y ≤ 1, x ≥ 0, y ≥ 0,
f X,Y ( x, y) =
0, otherwise.
(c) What is FX ( x )?
Problem 4.16 Given random variables X and Y in Problem 4.5 and the function W = X + 2Y,
find
Let W = max( X, Y ).
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MI2026 - Problems - 20192 NGUYEN THI THU THUY–SAMI–HUST
Let W = Y/X.
Problem 4.19 For the random variables X and Y in Problem 4.4, find
Find the marginal PMFs PX( x ) and PY (y). Also find the covariance Cov[ X, Y ].
(d) What is E[ X + Y ]?
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MI2026 - Problems - 20192 NGUYEN THI THU THUY–SAMI–HUST
Let A = {Y ≤ 1}.
Let A = {Y ≤ 1/4}.
(d) What is f X | A ( x )?
26
Chapter 5
Random Sample
Problem 5.1 The lengths of time, in minutes, that 10 patients waited in a doctor’s office before
receiving treatment were recorded as follows: 5, 11, 9, 5, 10, 15, 6, 10, 5, and 10. Treating the
data as a random sample, find (a) the mean; (b) the median; (c) the mode.
Problem 5.2 The numbers of incorrect answers on a true-false competency test for a random
sample of 15 students were recorded as follows: 2, 1, 3, 0, 1, 3, 6, 0, 3, 3, 5, 2, 1, 4, and 2. Find
(a) the mean; (b) the median; (c) the mode.
Problem 5.3 The grade-point averages of 20 college seniors selected at random from a grad-
uating class are as follows: 3.2, 1.9, 2.7, 2.4, 2.8, 2.9, 3.8, 3.0, 2.5, 3.3, 1.8, 2.5, 3.7, 2.8, 2.0, 3.2,
2.3, 2.1, 2.5, 1.9. Calculate the standard deviation.
Problem 5.4 (a) Find t0.025 when ν = 14. (b) Find −t0.10 when ν = 10. (c) Find t0.995 when
ν = 7.
Problem 5.5 (a) Find P( T < 2.365) when ν = 7. (b) Find P( T > 1.318) when ν = 24. (c) Find
P(−1.356 < T < 2.179) when ν = 12. (d) Find P( T > −2.567) when ν = 17.
Problem 5.6 Given a random sample of size 24 from a normal distribution, find k such that
Problem 5.7 A manufacturing firm claims that the batteries used in their electronic games
will last an average of 30 hours. To maintain this average, 16 batteries are tested each month.
If the computed t-value falls between −t0.025 and t0.025 , the firm is satisfied with its claim.
What conclusion should the firm draw from a sample that has a mean of x = 27.5 hours
and a standard deviation of s = 5 hours? Assume the distribution of battery lives to be
approximately normal.
27
Chapter 6
Problem 6.1 The average zinc concentration recovered from a sample of measurements taken
in 36 different locations in a river is found to be 2.6 grams per milliliter.
(a) Find the 95% and 99% confidence intervals for the mean zinc concentration in the river.
Assume that the population standard deviation is 0.3 gram per milliliter.
(b) What are the errors?
(c) How large a sample is required if we want to be 95% confident that our estimate of µ is
off by less than 0.05?
Problem 6.2 An electrical firm manufactures light bulbs that have a length of life that is ap-
proximately normally distributed with a standard deviation of 40 hours. If a sample of 30
bulbs has an average life of 780 hours, find a 96% confidence interval for the population mean
of all bulbs produced by this firm.
Problem 6.3 In a psychological testing experiment, 25 subjects are selected randomly and
their reaction time, in seconds, to a particular stimulus is measured. Past experience suggests
that the variance in reaction times to these types of stimuli is 4 sec2 and that the distribution
of reaction times is approximately normal. The average time for the subjects is 6.2 seconds.
Give an upper 95% bound for the mean reaction time.
Problem 6.4 The contents of seven similar containers of sulfuric acid are 9.8, 10.2, 10.4, 9.8,
10.0, 10.2, and 9.6 liters. Find a 95% confidence interval for the mean contents of all such
containers, assuming an approximately normal distribution.
Problem 6.5 A machine produces metal pieces that are cylindrical in shape. A sample of
pieces is taken, and the diameters are found to be 1.01, 0.97, 1.03, 1.04, 0.99, 0.98, 0.99, 1.01,
and 1.03 centimeters. Find a 99% confidence interval for the mean diameter of pieces from
this machine, assuming an approximately normal distribution.
Problem 6.6 The following measurements were recorded for the drying time, in hours, of a
certain brand of latex paint:
3.4 2.5 4.8 2.9 3.6 2.8 3.3 5.6 3.7 2.8 4.4 4.0 5.2 3.0 4.8
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MI2026 - Problems - 20192 NGUYEN THI THU THUY–SAMI–HUST
Assuming that the measurements represent a random sample from a normal population, find
a 95% prediction interval for the drying time for the next trial of the paint.
Problem 6.7 Scholastic Aptitude Test (SAT) mathematics scores of a random sample of 500
high school seniors in the state of Texas are collected, and the sample mean and standard
deviation are found to be 501 and 112, respectively. Find a 99% confidence interval on the
mean SAT mathematics score for seniors in the state of Texas.
Problem 6.8 The heights of a random sample of 50 college students showed a mean of 174.5
centimeters and a standard deviation of 6.9 centimeters.
(a) Construct a 98% confidence interval for the mean height of all college students.
(b) What can we assert with 98% confidence about the possible size of our error if we esti-
mate the mean height of all college students to be 174.5 centimeters?
Problem 6.9 In a random sample of n = 500 families owning television sets in the city of
Hamilton, Canada, it is found that m = 340 subscribe to HBO.
(a) Find a 95% confidence interval for the actual proportion of families with television sets
in this city that subscribe to HBO.
(c) How large a sample is required if we want to be 95% confident that our estimate of p is
within 0.02 of the true value?
Problem 6.10 In a random sample of 1000 homes in a certain city, it is found that 228 are
heated by oil. Find 99% confidence intervals for the proportion of homes in this city that are
heated by oil.
Problem 6.11 (a) A random sample of 200 voters in a town is selected, and 114 are found to
support an annexation suit. Find the 96% confidence interval for the fraction of the voting
population favoring the suit. (b) What can we assert with 96% confidence about the possible
size of our error if we estimate the fraction of voters favoring the annexation suit to be 0.57?
Problem 6.12 A geneticist is interested in the proportion of African males who have a certain
minor blood disorder. In a random sample of 100 African males, 24 are found to be afflicted.
(a) Compute a 99% confidence interval for the proportion of African males who have this
blood disorder.
(b) What can we assert with 99% confidence about the possible size of our error if we esti-
mate the proportion of African males with this blood disorder to be 0.24?
29
Chapter 7
Problem 7.1 The average weekly earnings for female social workers is $670. Do men in the
same positions have average weekly earnings that are higher than those for women? A ran-
dom sample of n = 40 male social workers showed x = $725. Assuming a population stan-
dard deviation of $102, test the appropriate hypothesis using α = 0.01.
Problem 7.2 A random sample of 64 bags of white cheddar popcorn weighed, on average,
5.23 ounces with a standard deviation of 0.24 ounce. Test the hypothesis that µ = 5.5 ounces
against the alternative hypothesis, µ < 5.5 ounces, at the 0.05 level of significance.
Problem 7.3 A local telephone company claims that the average length of a phone call is
8 minutes. In a random sample of 18 phone calls, the sample mean was 7.8 minutes and
the standard deviation was 0.5 minutes. Is there enough evidence to support this claim at
α = 0.05?
Problem 7.4 Test the hypothesis that the average content of containers of a particular lubri-
cant is 10 liters if the contents of a random sample of 10 containers are 10.2, 9.7, 10.1, 10.3,
10.1, 9.8, 9.9, 10.4, 10.3, and 9.8 liters. Use a 0.01 level of significance and assume that the
distribution of contents is normal.
Problem 7.5 According to a dietary study, high sodium intake may be related to ulcers, stom-
ach cancer, and migraine headaches. The human requirement for salt is only 220 milligrams
per day, which is surpassed in most single servings of ready-to-eat cereals. If a random sam-
ple of 20 similar servings of a certain cereal has a mean sodium content of 244 milligrams and
a sample standard deviation of 24.5 milligrams, does this suggest at the 0.05 level of signifi-
cance that the average sodium content for a single serving of such cereal is greater than 220
milligrams? Assume the distribution of sodium content to be normal.
Problem 7.6 The daily yield for a local chemical plant has averaged 880 tons for the last sev-
eral years. The quality control manager would like to know whether this average has changed
in recent months. She randomly selects 50 days from the computer database and computes
the average and sample standard deviation of the n = 50 yields as x = 871 tons and s = 21
tons, respectively. Test the appropriate hypothesis using α = 0.05.
30
MI2026 - Problems - 20192 NGUYEN THI THU THUY–SAMI–HUST
Problem 7.7 A college claims that more than 94% of their graduates find employment within
6 months of graduation. In a sample of 500 randomly selected graduates, 475 of them were
employed. Is there enough evidence to support the college’s claim at a 1% level of signifi-
cance?
Problem 7.8 A cigarette manufacturer claims that 1/8 of the US adult population smokes
cigarettes. In a random sample of 100 adults, 5 are cigarette smokers. Test the claim at α =
0.05.
Problem 7.9 A marketing expert for a pasta-making company believes that 40% of pasta
lovers prefer lasagna. If 9 out of 20 pasta lovers choose lasagna over other pastas, what can
be concluded about the expert’s claim? Use a 0.05 level of significance.
Problem 7.10 It is believed that at least 60% of the residents in a certain area favor an annex-
ation suit by a neighboring city. What conclusion would you draw if only 110 in a sample of
200 voters favored the suit? Use a 0.05 level of significance.
Problem 7.11 A high school math teacher claims that students in her class will score higher on
the math portion of the ACT then students in a colleague’s math class. The mean ACT math
score for 49 students in her class is 22.1 and the sample standard deviation is 4.8. The mean
ACT math score for 44 of the colleague’s students is 19.8 and the sample standard deviation
is 5.4. At α = 0.10, can the teacher’s claim be supported?
Problem 7.12 To determine whether car ownership affects a student’s academic achievement,
two random samples of 100 male students were each drawn from the student body. The grade
point average for the n1 = 100 non-owners of cars had an average and variance equal to
x1 = 2.70 and s21 = 0.36, while x2 = 2.54 and s22 = 0.40 for the n2 = 100 car owners. Do the
data present sufficient evidence to indicate a difference in the mean achievements between
car owners and nonowners of cars? Test using α = 0.05.
Problem 7.13 A manufacturer claims that the average tensile strength of thread A exceeds
the average tensile strength of thread B by at least 12 kilograms. To test this claim, 50 pieces
of each type of thread were tested under similar conditions. Type A thread had an average
tensile strength of 86.7 kilograms with a standard deviation of 6.28 kilograms, while type B
thread had an average tensile strength of 77.8 kilograms with a standard deviation of 5.61
kilograms. Test the manufacturer’s claim using a 0.05 level of significance.
Problem 7.14 Engineers at a large automobile manufacturing company are trying to decide
whether to purchase brand A or brand B tires for the company’s new models. To help them
arrive at a decision, an experiment is conducted using 12 of each brand. The tires are run until
they wear out. The results are as follows:
Brand A: x A = 37, 900 kilometers, s A = 5100 kilometers.
Brand B: x B = 39, 800 kilometers, s B = 5900 kilometers.
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MI2026 - Problems - 20192 NGUYEN THI THU THUY–SAMI–HUST
Test the hypothesis that there is no difference in the average wear of the two brands of tires.
Assume the populations to be approximately normally distributed with equal variances. Use
a 0.01 level of significance.
Problem 7.15 A recent survey stated that male college students smoke less than female col-
lege students. In a survey of 1245 male students, 361 said they smoke at least one pack of
cigarettes a day. In a survey of 1065 female students, 341 said they smoke at least one pack
a day. At α = 0.01, can you support the claim that the proportion of male college students
who smoke at least one pack of cigarettes a day is lower then the proportion of female college
students who smoke at least one pack a day?
Problem 7.16 In a study to estimate the proportion of residents in a certain city and its sub-
urbs who favor the construction of a nuclear power plant, it is found that 63 of 100 urban
residents favor the construction while only 59 of 125 suburban residents are in favor. Is there
a significant difference between the proportions of urban and suburban residents who favor
the construction of the nuclear plant? Use a 0.01 level of significance.
32