School of Mathematical and Physical Sciences

MATH2420 Engineering Mathematics – Probability and Statistics Strand

Week: 10

The following exercises have been mainly selected from the prescribed reference book 1. We
start with the questions with ‘*’ mark. If time allows, some further questions will be discussed
as well. You may solve the remaining ones as optional exercises for yourselves. If you have
any questions regarding those exercises, please feel free to ask them in a consulting session.

1. Suppose a die is rolled twice. What is the sample space of this experiment? What are the
possible values that the following random variables can take on? (a) The maximum value to
appear in the two rolls; (b) The minimum value to appear in the two rolls; (c) The sum of the
two rolls; (d) The value of the first roll minus the value of the second roll.
2. A fair coin is tossed twice. What is the sample space of this experiment? Let 𝑋𝑋 represent the
difference between the number of heads and the number of tails in this experiment. (a) What
are the possible values of 𝑋𝑋? (b) Find the probability mass function of the discrete random
variable 𝑋𝑋; (c) Calculate the cumulative distribution function of 𝑋𝑋.
3. For what value(s) of 𝑎𝑎, 𝑓𝑓(𝑥𝑥) is a valid probability mass function?
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𝑎𝑎 𝑥𝑥 3 + 3 𝑓𝑓𝑓𝑓𝑓𝑓 𝑥𝑥 = −1,0,1
𝑓𝑓(𝑥𝑥) = � .
0 𝑜𝑜𝑜𝑜ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒
4. * Let the random variable X be the time (in hours) required to repair a machine. According to
historical data, we know that the probability density function X is equal to
𝑥𝑥
−
𝑓𝑓(𝑥𝑥) = � 𝑘𝑘𝑒𝑒 3 𝑓𝑓𝑓𝑓𝑓𝑓 𝑥𝑥 > 0 .
0 𝑜𝑜𝑜𝑜ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒
(a) Find 𝑘𝑘; (b) Find the CDF of the random variable 𝑋𝑋; (c) What is the probability that a
repair time exceeds 3 hours?
5. * Consider the continuous random variable 𝑋𝑋 with the following CDF:
0 𝑓𝑓𝑓𝑓𝑓𝑓 𝑥𝑥 ≤ 0
𝑥𝑥(𝑥𝑥+4)
𝐹𝐹(𝑥𝑥) = � 5
𝑓𝑓𝑓𝑓𝑓𝑓 0 < 𝑥𝑥 ≤ 1 .
1 𝑓𝑓𝑓𝑓𝑓𝑓 𝑥𝑥 ≥ 1
(a) Find the pdf of the random variable X; (b) What is the probability 𝑃𝑃(𝑋𝑋 > 0.5)?
6. Suppose it is known from large amounts of historical data that 𝑋𝑋, the number of cars that
arrive at a specific intersection during a 20-second time period, is characterized by the
following discrete probability function:
𝑒𝑒 −6 6𝑥𝑥
𝑝𝑝(𝑥𝑥) = 𝑓𝑓𝑓𝑓𝑓𝑓 𝑥𝑥 = 0,1,2, ….
𝑥𝑥!

1 R.E. Walpole, R.H. Myers, S.L. Myers and K.E. Ye, Probability and Statistics for Engineers and Scientists, Pearson,
9th Ed., Boston, 2011.
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 (a) Find the probability that in a specific 20-second time period, more than 8 cars arrive at
the intersection; (b) Find the probability that only 2 cars arrive.
7. * The density function of coded measurements of the pitch diameter of threads of a fitting
is
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𝑓𝑓𝑓𝑓𝑓𝑓 0 < 𝑥𝑥 < 1
𝑓𝑓(𝑥𝑥) = �𝜋𝜋(1+𝑥𝑥 2 ) .
0 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒ℎ𝑒𝑒𝑒𝑒𝑒𝑒
Find the expected value of 𝑋𝑋.
8. * If the joint probability distribution of 𝑋𝑋 and 𝑌𝑌 is given by
𝑥𝑥+𝑦𝑦
𝑝𝑝(𝑥𝑥, 𝑦𝑦) = 𝑘𝑘
𝑓𝑓𝑓𝑓𝑓𝑓 𝑥𝑥 = 0,1,2,3; 𝑦𝑦 = 0,1,2 .
(a) Find 𝑘𝑘; (b) Find 𝑃𝑃(𝑋𝑋 ≤ 2, 𝑌𝑌 = 1); (c) Find 𝑃𝑃(𝑋𝑋 > 𝑌𝑌); (d) Find 𝑃𝑃(𝑋𝑋 + 𝑌𝑌 = 4).
9. * A fast-food restaurant operates both a drive through facility and a walk-in facility. On a
randomly selected day, let 𝑋𝑋 and 𝑌𝑌, respectively, be the proportions of the time that the
drive-through and walk-in facilities are in use, and suppose that the joint density function of
these random variables is
𝑘𝑘(𝑥𝑥 + 2𝑦𝑦) 𝑓𝑓𝑓𝑓𝑓𝑓 0 ≤ 𝑥𝑥, 𝑦𝑦 ≤ 1
𝑓𝑓(𝑥𝑥, 𝑦𝑦) = � .
0 𝑜𝑜𝑜𝑜ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒
(a) Find 𝑘𝑘; (b) Find the marginal density of 𝑋𝑋; (c) Find the marginal density of 𝑌𝑌; (d) Are
𝑋𝑋 and 𝑌𝑌 independent variables? (e) Find the probability that the drive-through facility
is busy less than one-half of the time.
10. The CDF of the continuous random variable 𝑋𝑋 is given by
0 𝑓𝑓𝑓𝑓𝑓𝑓 𝑥𝑥 < 0,
𝐹𝐹(𝑥𝑥) = � −5𝑥𝑥
1 − 𝑒𝑒 𝑓𝑓𝑓𝑓𝑓𝑓 𝑥𝑥 ≥ 0,
Find the expected value of 𝑋𝑋.
11. Given a random variable X, with standard deviation σ, and a random variable 𝑌𝑌 = 𝑎𝑎 + 𝑏𝑏𝑏𝑏,
show that the covariance 𝐶𝐶𝐶𝐶𝐶𝐶(𝑋𝑋, 𝑌𝑌) = 𝑎𝑎𝜎𝜎 2 .
12. Suppose that 𝑋𝑋 and 𝑌𝑌 are independent random variables with probability densities
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𝑔𝑔(𝑥𝑥) = � 𝑥𝑥 3 𝑓𝑓𝑓𝑓𝑓𝑓 𝑥𝑥 > 2,
0 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒ℎ𝑒𝑒𝑒𝑒𝑒𝑒,
and
2𝑦𝑦 𝑓𝑓𝑓𝑓𝑓𝑓 0 < 𝑦𝑦 < 1,
ℎ(𝑦𝑦) = �
0 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒ℎ𝑒𝑒𝑒𝑒𝑒𝑒.
Find the expected value of 𝑍𝑍 = 𝑋𝑋𝑋𝑋.

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