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Tutorial Sheet - 6 (NAS)

This document contains 11 probability and statistics problems. The problems cover topics like Poisson distribution, gamma distribution, exponential distribution, probability density functions, and finding minimum values of independent exponential random variables. The solutions require calculating probabilities, means, variances, and determining distributions from given parameters.

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52 views2 pages

Tutorial Sheet - 6 (NAS)

This document contains 11 probability and statistics problems. The problems cover topics like Poisson distribution, gamma distribution, exponential distribution, probability density functions, and finding minimum values of independent exponential random variables. The solutions require calculating probabilities, means, variances, and determining distributions from given parameters.

Uploaded by

A SAIPUVIIYARASU
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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BIRLA INSTITUTE OF TECHNOLOGY & SCIENCE, PILANI

Second Semester, 2021-22


MATH F113 : Probability & Statistics
Tutorial Sheet - 6
1. In order to answer “Do interruptions while you are working reduce your productivity?” a group of
researchers from University of California-Irvine found that business people are interrupted at the rate
of approximately 5.5 times per hour. Suppose the number of interruptions per hour follows a Poisson
probability distribution.
(a) Find the probability distribution for the time between interruptions.
(b) What is the probability that a business person will have no interruptions during a 15 minute
period?
2. The daily consumption of milk in a city, in excess of 20,000 gallons, is approximately distributed as a
gamma variate with parameters α = 2 and β = 10,000. The city has a daily stock of 30,000 gallons.
(a) What is the probability that the stock is insufficient on a particular day?
(b) Find the mean and variance of the daily consumption of milk.
3. Data collected at Toronto Pearson International Airport suggests that an exponential distribution with
mean value 2.725 hours is a good model for rainfall duration (Urban Stormwater Management Planning
with Analytical Probabilistic Models, 2000, p. 69).
(a) What is the probability that the duration of a particular rainfall event at this location is at least 2
hours? At most 3 hours? Between 2 and 3 hours?
(b) What is the probability that rainfall duration exceeds the mean value by more than 2 standard
deviations? What is the probability that it is less than the mean value by more than one standard
deviation?
4. A consumer is trying to decide between two long-distance calling plans. The first one charges a flat rate
of 10 cents per minute, whereas the second charges a flat rate of 99 cents for calls up to 20 minutes in
duration and then for each additional minute exceeding 20 cents (assume that calls lasting a non integer
number of minutes are charged proportionately to a whole-minutes charge). Suppose the consumers
distribution of call duration is exponential with parameters.
(a) Explain intuitively how the choice of calling plan should depend on what the expected call duration
is.
(b) Which plan is better if the expected call duration is 10 minutes? 15 minutes? [Hint: Let h1(x)
denote the cost for the first plan when call duration is x minutes and let h2(x) be the cost function
for the second plan. Give expressions for these two cost functions, and then determine the
expected cost for each plan.]
5. Suppose that when a transistor of a certain type is subjected to an accelerated life test, the lifetime X
(in weeks) has a gamma distribution with mean 24 weeks and standard deviation 12 weeks.
a. What is the probability that a transistor will last between 12 and 24 weeks?
b. What is the probability that a transistor will last at most 24 weeks?
c. What is the 99th percentile of the lifetime distribution?
d. Suppose the test will actually be terminated after t weeks. What value of t is such that only
0.5% of all transistors would still be operating at termination?
6. Suppose an earthquake occurs very 400 days in a certain region, on average. After an earthquake
occurs, find the probability that it will take more than 500 days for the next earthquake to occur.
7. If

;
0 elsewhere,
where x and y are integers, n is a positive integer, defines a valid joint pdf, then (a) find the
constant k. (b) find fX(x) and fY (y). (c) Are X and Y independent?
8. The joint pdf of the random variable (X,Y ) is given by
; 0 < x < 1, 0 < y < x
otherwise.
(a) Find the value of k.
(b) Find the marginal densities for X and Y .
(c) Find Cov(X,Y )
(d) Are X, Y independent? Justify your answer.
(e) Find the conditional density for X given Y= 0.5.
(f) Find Cov(3X + 2,3Y + 2).
(g) Find 𝜌3𝑋+2,3𝑌+2 .
9. In a bank, every customer is first served by a teller machine and then by an executive, after which
customer leaves the bank. The service times (in minutes) at the teller machine and at the executive
are independent and exponentially distributed with mean µM and µE, respectively. A new customer
(named A) arrives and finds the teller machine free while 2 customers (B and C) are being served
by the executive, customer B in service and customer C in waiting. Find the probability that B is
still in service when A has been served by the teller machine.
10. Rahul and Narendra have agreed to meet for lunch between 12 P.M. to 1 P.M. Denote Narendra’s
arrival time by X, Rahul’s by Y , and suppose X and Y are independent with density functions

2
𝑓𝑋 (𝑥) = { 3𝑥 0<𝑥<1
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
2𝑦 0<𝑦<1
𝑓𝑌 (𝑦) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
(a) Find the probability that Narendra arrives before Rahul, and hence compute the expected
amount of time Narendra would have to wait for Rahul to arrive.
(b) If they have pre-decided on a condition that whoever comes first will only wait for 15 minutes
for the other, what is the probability that they will meet for lunch?
11. Let T1,T2,...,Tk be independent exponential random variables with mean values
1/λ1,1/λ2,...,1/λk, respectively. Denote Tmin = min(T1,T2,...,Tk). Show that Tmin has an exponential
distribution. What is the mean of Tmin?

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