Exercices pratiques: 1 à 8, 10, 11, 13 à 20, 22 à 26, 28, 29, 31 à 34, 37 à 40.

Exercices théoriques: 2, 4, 5, 7, 9, 10, 13, 14, 15, 27, 29, 30, 31.
212 Chapter 5 Continuous Random Variables

Problems
5.1. Let X be a random variable with probability density 5.6. Compute E[X] if X has a density function given by
⎧
function ⎪
 ⎨ 1 xe−x/2 x > 0
c(1 − x2 ) −1 < x < 1 (a) f (x) = 4 ;
f (x) = ⎪
⎩0
0 otherwise otherwise

c(1 − x2 ) −1 < x < 1
(a) What is the value of c? (b) f (x) = ;
0 otherwise
(b) What is the cumulative distribution function of X? ⎧
⎪
⎨5 x > 5
5.2. A system consisting of one original unit plus a spare (c) f (x) = x2 .
can function for a random amount of time X. If the density ⎪
⎩0 x … 5
of X is given (in units of months) by
 5.7. The density function of X is given by
Cxe−x/2 x > 0 
f (x) =
0 x … 0 a + bx2 0 … x … 1
f (x) =
0 otherwise
what is the probability that the system functions for at least
5 months? If E[X] = 35 , find a and b.

5.3. Consider the function 5.8. The lifetime in hours of an electronic tube is a random
 variable having a probability density function given by
C(2x − x3 ) 0 < x < 52
f (x) = f (x) = xe−x x Ú 0
0 otherwise
Compute the expected lifetime of such a tube.
Could f be a probability density function? If so, determine
C. Repeat if f (x) were given by 5.9. Consider Example 4b of Chapter 4, but now suppose
that the seasonal demand is a continuous random variable

having probability density function f . Show that the opti-
C(2x − x2 ) 0 < x < 52
f (x) = mal amount to stock is the value s∗ that satisfies
0 otherwise
b
F(s∗ ) =
b + 
5.4. The probability density function of X, the lifetime of
a certain type of electronic device (measured in hours), is where b is net profit per unit sale,  is the net loss per unit
given by unsold, and F is the cumulative distribution function of the
⎧ seasonal demand.
⎪
⎨ 10 x > 10
f (x) = x2 5.10. Trains headed for destination A arrive at the train
⎪
⎩0 x … 10 station at 15-minute intervals starting at 7 a.m., whereas
trains headed for destination B arrive at 15-minute inter-
(a) Find P{X > 20}. vals starting at 7:05 a.m.
(b) What is the cumulative distribution function of X? (a) If a certain passenger arrives at the station at a time
(c) What is the probability that of 6 such types of devices, uniformly distributed between 7 and 8 a.m. and then gets
at least 3 will function for at least 15 hours? What assump- on the first train that arrives, what proportion of time does
tions are you making? he or she go to destination A?
(b) What if the passenger arrives at a time uniformly dis-
5.5. A filling station is supplied with gasoline once a week. tributed between 7:10 and 8:10 a.m.?
If its weekly volume of sales in thousands of gallons is a
random variable with probability density function 5.11. A point is chosen at random on a line segment of
length L. Interpret this statement, and find the probabil-
 ity that the ratio of the shorter to the longer segment is
5(1 − x)4 0 < x < 1
f (x) = less than 14 .
0 otherwise
5.12. A bus travels between the two cities A and B, which
what must the capacity of the tank be so that the prob- are 100 miles apart. If the bus has a breakdown, the dis-
ability of the supply being exhausted in a given week tance from the breakdown to city A has a uniform distri-
is .01? bution over (0, 100). There is a bus service station in city A,
 A First Course in Probability 213

in B, and in the center of the route between A and B. It is taller than 6 feet, 2 inches? What percentage of men in the
suggested that it would be more efficient to have the three 6-footer club are taller than 6 feet, 5 inches?
stations located 25, 50, and 75 miles, respectively, from A.
Do you agree? Why? 5.22. Every day Jo practices her tennis serve by continu-
ally serving until she has had a total of 50 successful serves.
5.13. You arrive at a bus stop at 10 a.m., knowing that the If each of her serves is, independently of previous ones,
bus will arrive at some time uniformly distributed between successful with probability .4, approximately what is the
10 and 10:30. probability that she will need more than 100 serves to
accomplish her goal?
(a) What is the probability that you will have to wait
Hint: Imagine even if Jo is successful that she continues to
longer than 10 minutes?
serve until she has served exactly 100 times. What must be
(b) If, at 10:15, the bus has not yet arrived, what is the true about her first 100 serves if she is to reach her goal?
probability that you will have to wait at least an additional
10 minutes? 5.23. One thousand independent rolls of a fair die will be
made. Compute an approximation to the probability that
5.14. Let X be a uniform (0, 1) random variable. Compute the number 6 will appear between 150 and 200 times inclu-
E[X n ] by using Proposition 2.1, and then check the result sively. If the number 6 appears exactly 200 times, find the
by using the definition of expectation. probability that the number 5 will appear less than 150
5.15. If X is a normal random variable with parameters times.
μ = 10 and σ 2 = 36, compute 5.24. The lifetimes of interactive computer chips produced
(a) P{X > 5}; by a certain semiconductor manufacturer are normally dis-
(b) P{4 < X < 16}; tributed with parameters μ = 1.4 * 106 hours and σ =
3 * 105 hours. What is the approximate probability that a
(c) P{X < 8};
batch of 100 chips will contain at least 20 whose lifetimes
(d) P{X < 20}; are less than 1.8 * 106 ?
(e) P{X > 16}.
5.25. Each item produced by a certain manufacturer is,
5.16. The annual rainfall (in inches) in a certain region is independently, of acceptable quality with probability .95.
normally distributed with μ = 40 and σ = 4. What is the Approximate the probability that at most 10 of the next
probability that starting with this year, it will take more 150 items produced are unacceptable.
than 10 years before a year occurs having a rainfall of more
than 50 inches? What assumptions are you making? 5.26. Two types of coins are produced at a factory: a fair
coin and a biased one that comes up heads 55 percent of
5.17. The salaries of physicians in a certain speciality are the time. We have one of these coins but do not know
approximately normally distributed. If 25 percent of these whether it is a fair coin or a biased one. In order to ascer-
physicians earn less than $180,000 and 25 percent earn tain which type of coin we have, we shall perform the fol-
more than $320,000, approximately what fraction earn lowing statistical test: We shall toss the coin 1000 times. If
(a) less than $200,000? the coin lands on heads 525 or more times, then we shall
(b) between $280,000 and $320,000? conclude that it is a biased coin, whereas if it lands on
heads fewer than 525 times, then we shall conclude that
5.18. Suppose that X is a normal random variable with it is a fair coin. If the coin is actually fair, what is the prob-
mean 5. If P{X > 9} = .2, approximately what is Var(X)? ability that we shall reach a false conclusion? What would
it be if the coin were biased?
5.19. Let X be a normal random variable with mean 12 and
variance 4. Find the value of c such that P{X > c} = .10. 5.27. In 10,000 independent tosses of a coin, the coin
landed on heads 5800 times. Is it reasonable to assume that
5.20. If 65 percent of the population of a large community the coin is not fair? Explain.
is in favor of a proposed rise in school taxes, approximate
the probability that a random sample of 100 people will 5.28. Twelve percent of the population is left handed.
contain Approximate the probability that there are at least 20 left-
handers in a school of 200 students. State your assump-
(a) at least 50 who are in favor of the proposition; tions.
(b) between 60 and 70 inclusive who are in favor;
(c) fewer than 75 in favor. 5.29. A model for the movement of a stock supposes that
if the present price of the stock is s, then after one period,
5.21. Suppose that the height, in inches, of a 25-year-old it will be either us with probability p or ds with probability
man is a normal random variable with parameters μ = 71 1 − p. Assuming that successive movements are indepen-
and σ 2 = 6.25. What percentage of 25-year-old men are dent, approximate the probability that the stock’s price
214 Chapter 5 Continuous Random Variables

will be up at least 30 percent after the next 1000 periods but rather is (in thousands of miles) uniformly distributed
if u = 1.012, d = 0.990, and p = .52. over (0, 40).
5.30. An image is partitioned into two regions, one white 5.35. The lung cancer hazard rate λ(t) of a t-year-old male
and the other black. A reading taken from a randomly cho- smoker is such that
sen point in the white section will be normally distributed
with μ = 4 and σ 2 = 4, whereas one taken from a ran- λ(t) = .027 + .00025(t − 40)2 t Ú 40
domly chosen point in the black region will have a nor-
mally distributed reading with parameters (6, 9). A point Assuming that a 40-year-old male smoker survives all
is randomly chosen on the image and has a reading of 5. If other hazards, what is the probability that he survives to
the fraction of the image that is black is α, for what value (a) age 50 and (b) age 60 without contracting lung cancer?
of α would the probability of making an error be the same,
regardless of whether one concluded that the point was in 5.36. Suppose that the life distribution of an item has the
the black region or in the white region? hazard rate function λ(t) = t3 , t > 0. What is the probabil-
ity that
5.31. (a) A fire station is to be located along a road of
length A, A < q. If fires occur at points uniformly cho- (a) the item survives to age 2?
sen on (0, A), where should the station be located so as (b) the item’s lifetime is between .4 and 1.4?
to minimize the expected distance from the fire? That is, (c) a 1-year-old item will survive to age 2?
choose a so as to
5.37. If X is uniformly distributed over (−1, 1), find
minimize E[|X − a|]
(a) P{|X| > 12 };
when X is uniformly distributed over (0, A). (b) the density function of the random variable |X|.
(b) Now suppose that the road is of infinite length—
stretching from point 0 outward to q. If the distance of 5.38. If Y is uniformly distributed over (0, 5), what is the
a fire from point 0 is exponentially distributed with rate λ, probability that the roots of the equation 4x2 + 4xY +
where should the fire station now be located? That is, we Y + 2 = 0 are both real?
want to minimize E[|X − a|], where X is now exponential
with rate λ. 5.39. If X is an exponential random variable with parame-
ter λ = 1, compute the probability density function of the
5.32. The time (in hours) required to repair a machine is random variable Y defined by Y = log X.
an exponentially distributed random variable with param-
eter λ = 12 . What is 5.40. If X is uniformly distributed over (0, 1), find the den-
sity function of Y = eX .
(a) the probability that a repair time exceeds 2 hours?
(b) the conditional probability that a repair takes at least 5.41. Find the distribution of R = A sin θ, where A
10 hours, given that its duration exceeds 9 hours? is a fixed constant and θ is uniformly distributed on
(−π/2, π/2). Such a random variable R arises in the the-
5.33. The number of years a radio functions is exponen- ory of ballistics. If a projectile is fired from the origin at
tially distributed with parameter λ = 18 . If Jones buys a an angle α from the earth with a speed ν, then the point
used radio, what is the probability that it will be working R at which it returns to the earth can be expressed as
after an additional 8 years? R = (v2 /g) sin 2α, where g is the gravitational constant,
equal to 980 centimeters per second squared.
5.34. Jones figures that the total number of thousands of
miles that an auto can be driven before it would need to 5.42. Let Y be a lognormal random variable (see Example
be junked is an exponential random variable with parame- 7e for its definition) and let c > 0 be a constant. Answer
1
ter 20 . Smith has a used car that he claims has been driven true or false to the following, and then give an explanation
only 10,000 miles. If Jones purchases the car, what is the for your answer.
probability that she would get at least 20,000 additional
miles out of it? Repeat under the assumption that the life- (a) cY is lognormal;
time mileage of the car is not exponentially distributed, (b) c + Y is lognormal.

Theoretical Exercises

5.1. The speed of a molecule in a uniform gas at equilib- 2 −bx2 x Ú 0
rium is a random variable whose probability density func- f (x) = ax e
0 x < 0
tion is given by
 A First Course in Probability 215

where b = m/2kT and k, T, and m denote, respectively, 5.8. Let X be a random variable that takes on values
Boltzmann’s constant, the absolute temperature of the gas, between 0 and c. That is, P{0 … X … c} = 1. Show that
and the mass of the molecule. Evaluate a in terms of b.
c2
5.2. Show that Var(X) …
4
 q  q
E[Y] = P{Y > y} dy − P{Y < −y} dy Hint: One approach is to first argue that
0 0
E[X 2 ] … cE[X]
Hint: Show that
 q  0 and then use this inequality to show that
P{Y < −y} dy = − xfY (x) dx
E[X]
0
 q  q−q Var(X) … c2 [α(1 − α)] where α =
P{Y > y} dy = xfY (x) dx c
0 0
5.9. Show that Z is a standard normal random variable;
5.3. Show that if X has density function f , then then, for x > 0,
 q (a) P{Z > x} = P{Z < −x};
E[g(X)] = g(x)f (x) dx (b) P{|Z| > x} = 2P{Z > x};
−q
(c) P{|Z| < x} = 2P{Z < x} − 1.
Hint: Using Theoretical Exercise 5.2, start with
5.10. Let f (x) denote the probability density function of
 q  q
a normal random variable with mean μ and variance σ 2 .
E[g(X)] = P{g(X) > y} dy − P{g(X) < −y} dy Show that μ − σ and μ + σ are points of inflection of this
0 0
function. That is, show that f  (x) = 0 when x = μ − σ or
and then proceed as in the proof given in the text when x = μ + σ.
g(X) Ú 0.
5.11. Let Z be a standard normal random variable Z, and
5.4. Prove Corollary 2.1. let g be a differentiable function with derivative g .

5.5. Use the result that for a nonnegative random vari- (a) Show that E[g (Z)] = E[Zg(Z)];
able Y, (b) Show that E[Zn+1 ] = nE[Zn−1 ].
 q
(c) Find E[Z4 ].
E[Y] = P{Y > t} dt
0
5.12. Use the identity of Theoretical Exercise 5.5 to derive
to show that for a nonnegative random variable X, E[X 2 ] when X is an exponential random variable with
 q parameter λ.
n
E[X ] = nxn−1 P{X > x} dx 5.13. The median of a continuous random variable having
0
distribution function F is that value m such that F(m) = 12 .
Hint: Start with That is, a random variable is just as likely to be larger than
 q
its median as it is to be smaller. Find the median of X if
E[X n ] = P{X n > t} dt X is
0
(a) uniformly distributed over (a, b);
and make the change of variables t = xn . (b) normal with parameters μ, σ 2 ;
(c) exponential with rate λ.
5.6. Define a collection of events Ea , 0 < a < 1, having
5.14. The mode of a continuous random variable having
the property that P(Ea ) = 1 for all a but P Ea = 0. density f is the value of x for which f (x) attains its maxi-
a
Hint: Let X be uniform over (0, 1) and define each Ea in mum. Compute the mode of X in cases (a), (b), and (c) of
terms of X. Theoretical Exercise 5.13.

5.7. The standard deviation of X, denoted SD(X), is 5.15. If X is an exponential random variable with parame-
given by ter λ, and c > 0, show that cX is exponential with param-
 eter λ/c.
SD(X) = Var(X)
5.16. Compute the hazard rate function of X when X is
Find SD(aX + b) if X has variance σ 2 . uniformly distributed over (0, a).
216 Chapter 5 Continuous Random Variables

5.17. If X has hazard rate function λX (t), compute the haz- 5.28. Consider the beta distribution with parameters
ard rate function of aX where a is a positive constant. (a, b). Show that
5.18. Verify that the gamma density function integrates (a) when a > 1 and b > 1, the density is unimodal (that
to 1. is, it has a unique mode) with mode equal to (a − 1)/(a +
b − 2);
5.19. If X is an exponential random variable with mean (b) when a … 1, b … 1, and a + b < 2, the density is either
1/λ, show that unimodal with mode at 0 or 1 or U-shaped with modes at
k! both 0 and 1;
E[X k ] = k = 1, 2, . . . (c) when a = 1 = b, all points in [0, 1] are modes.
λk
Hint: Make use of the gamma density function to evaluate 5.29. Let X be a continuous random variable having
the preceding. cumulative distribution function F. Define the random
variable Y by Y = F(X). Show that Y is uniformly dis-
5.20. Verify that tributed over (0, 1).
α
Var(X) =
λ2 5.30. Let X have probability density fX . Find the proba-
when X is a gamma random variable with parameters α bility density function of the random variable Y defined
and λ. by Y = aX + b.
  √
5.31. Find the probability density function of Y = eX when
2 = π.
1
5.21. Show that
   X is normally distributed with parameters μ and σ 2 . The
q −x −1/2
2 = 0 e x
1
Hint: dx. Make the change of vari- random variable Y is said to have a lognormal distribution
√
ables y = 2x and then relate the resulting expression to (since log Y has a normal distribution) with parameters μ
the normal distribution. and σ 2 .

5.22. Compute the hazard rate function of a gamma ran- 5.32. Let X and Y be independent random variables that
dom variable with parameters (α, λ) and show it is increas- are both equally likely to be either 1, 2, . . . , (10)N , where
ing when α Ú 1 and decreasing when α … 1. N is very large. Let D denote the greatest common divisor
of X and Y, and let Qk = P{D = k}.
5.23. Compute the hazard rate function of a Weibull ran-
dom variable and show it is increasing when β Ú 1 and (a) Give a heuristic argument that Qk = k12 Q1 .
decreasing when β … 1. Hint: Note that in order for D to equal k, k must divide
both X and Y and also X/k, and Y/k must be relatively
5.24. Show that a plot of log(log(1 − F(x))−1 ) against log prime. (That is, X/k, and Y/k must have a greatest com-
x will be a straight line with slope β when F(·) is a Weibull mon divisor equal to 1.)
distribution function. Show also that approximately 63.2
(b) Use part (a) to show that
percent of all observations from such a distribution will be
less than α. Assume that v = 0.
Q1 = P{X and Y are relatively prime}
5.25. Let
β 1
X − ν = q
Y= 
α 1/k2
k=1
Show that if X is a Weibull random variable with parame-
ters ν, α, and β, then Y is an exponential random variable
!
q
with parameter λ = 1 and vice versa. It is a well-known identity that 1/k2 = π 2 /6, so Q1 =
1
5.26. If X is a beta random variable with parameters a and 6/π 2 . (In number theory, this is known as the Legendre
b, show that theorem.)
a (c) Now argue that
E[X] =
a + b  
q
"
ab Pi2 − 1
Var(X) = Q1 =
(a + b) (a + b + 1)
2 Pi2
i=1

5.27. If X is uniformly distributed over (a, b), what ran- where Pi is the ith-smallest prime greater than 1.
dom variable, having a linear relation with X, is uniformly Hint: X and Y will be relatively prime if they have no com-
distributed over (0, 1)? mon prime factors. Hence, from part (b), we see that
 A First Course in Probability 217

q
 
" Pi2 − 1 6 Problem 11 of Chapter 4 is that X and Y are relatively
= prime if XY has no multiple prime factors.)
Pi2 π2
i=1

which was noted without explanation in Problem 11 of 5.33. Prove Theorem 7.1 when g(x) is a decreasing
Chapter 4. (The relationship between this problem and function.

Self-Test Problems and Exercises

5.1. The number of minutes of playing time of a certain equal to x. Show that if U is a uniform random variable on
high school basketball player in a randomly chosen game (0, 1), then X = Int(nU) + 1 is a discrete uniform random
is a random variable whose probability density function is variable on 1, . . . , n.
given in the following figure:
5.6. Your company must make a sealed bid for a construc-
tion project. If you succeed in winning the contract (by
.050
having the lowest bid), then you plan to pay another firm
$100,000 to do the work. If you believe that the minimum
.025
bid (in thousands of dollars) of the other participating
companies can be modeled as the value of a random vari-
10 20 30 40 able that is uniformly distributed on (70, 140), how much
should you bid to maximize your expected profit?
Find the probability that the player plays
5.7. To be a winner in a certain game, you must be success-
(a) more than 15 minutes; ful in three successive rounds. The game depends on the
(b) between 20 and 35 minutes; value of U, a uniform random variable on (0, 1). If U > .1,
(c) less than 30 minutes; then you are successful in round 1; if U > .2, then you are
(d) more than 36 minutes. successful in round 2; and if U > .3, then you are successful
in round 3.
5.2. For some constant c, the random variable X has the
probability density function (a) Find the probability that you are successful in round 1.
 n (b) Find the conditional probability that you are successful
cx 0 < x < 1 in round 2 given that you were successful in round 1.
f (x) =
0 otherwise (c) Find the conditional probability that you are success-
ful in round 3 given that you were successful in rounds 1
Find (a) c and (b) P{X > x}, 0 < x < 1.
and 2.
5.3. For some constant c, the random variable X has the (d) Find the probability that you are a winner.
probability density function
 5.8. A randomly chosen IQ test taker obtains a score that
cx4 0 < x < 2 is approximately a normal random variable with mean 100
f (x) =
0 otherwise and standard deviation 15. What is the probability that the
score of such a person is (a) more than 125; (b) between
Find (a) E[X] and (b) Var(X). 90 and 110?
5.4. The random variable X has the probability density 5.9. Suppose that the travel time from your home to your
function office is normally distributed with mean 40 minutes and

standard deviation 7 minutes. If you want to be 95 percent
ax + bx2 0 < x < 1
f (x) = certain that you will not be late for an office appointment
0 otherwise
at 1 p.m., what is the latest time that you should leave
home?
If E[X] = .6, find (a) P{X < 2}
1
and (b) Var(X).
5.5. The random variable X is said to be a discrete uniform 5.10. The life of a certain type of automobile tire is nor-
random variable on the integers 1, 2, . . . , n if mally distributed with mean 34,000 miles and standard
deviation 4000 miles.
1
P{X = i} = i = 1, 2, . . . , n (a) What is the probability that such a tire lasts more than
n 40,000 miles?
For any nonnegative real number x, let Int(x) (sometimes (b) What is the probability that it lasts between 30,000 and
written as [x]) be the largest integer that is less than or 35,000 miles?
218 Chapter 5 Continuous Random Variables

⎧
(c) Given that it has survived 30,000 miles, what is the con- ⎨ .2 0 < t < 2
ditional probability that the tire survives another 10,000 λ(t) = .2 + .3(t − 2) 2 … t < 5
miles? ⎩ 1.1 t > 5
5.11. The annual rainfall in Cleveland, Ohio, is approxi-
(a) What is the probability that the machine will still be
mately a normal random variable with mean 40.2 inches
working 6 years after being purchased?
and standard deviation 8.4 inches. What is the probabil-
ity that (b) If it is still working 6 years after being purchased, what
is the conditional probability that it will fail within the next
(a) next year’s rainfall will exceed 44 inches? 2 years?
(b) the yearly rainfalls in exactly 3 of the next 7 years will
exceed 44 inches? 5.16. A standard Cauchy random variable has density
function
Assume that if Ai is the event that the rainfall exceeds 44
inches in year i (from now), then the events Ai , i Ú 1, are 1
f (x) = − q < x < q
independent. π(1 + x2 )
5.12. The following table uses 1992 data concerning the Show that if X is a standard Cauchy random
percentages of male and female full-time workers whose variable, then 1/X is also a standard Cauchy random vari-
annual salaries fall into different ranges: able.

5.17. A roulette wheel has 38 slots, numbered 0, 00, and

Percentage Percentage 1 through 36. If you bet 1 on a specified number, then
Earnings range of females of males you either win 35 if the roulette ball lands on that num-
ber or lose 1 if it does not. If you continually make such
…9999 8.6 4.4
bets, approximate the probability that
10,000–19,999 38.0 21.1
20,000–24,999 19.4 15.8 (a) you are winning after 34 bets;
25,000–49,999 29.2 41.5 (b) you are winning after 1000 bets;
Ú50,000 4.8 17.2 (c) you are winning after 100,000 bets.
Assume that each roll of the roulette ball is equally likely
Suppose that random samples of 200 male and 200 female to land on any of the 38 numbers.
full-time workers are chosen. Approximate the probabil-
ity that 5.18. There are two types of batteries in a bin. When in use,
type i batteries last (in hours) an exponentially distributed
(a) at least 70 of the women earn $25,000 or more;
time with rate λi , i = 1, 2. A battery that is randomly cho-
(b) at most 60 percent of the men earn $25,000 or more; sen from the bin will be a type i battery with probability
(c) at least three-fourths of the men and at least half the !
2
women earn $20,000 or more. pi , pi = 1. If a randomly chosen battery is still operat-
i=1
5.13. At a certain bank, the amount of time that a cus- ing after t hours of use, what is the probability that it will
tomer spends being served by a teller is an exponential still be operating after an additional s hours?
random variable with mean 5 minutes. If there is a cus-
5.19. Evidence concerning the guilt or innocence of a
tomer in service when you enter the bank, what is the
defendant in a criminal investigation can be summarized
probability that he or she will still be with the teller after
by the value of an exponential random variable X whose
an additional 4 minutes?
mean μ depends on whether the defendant is guilty. If
5.14. Suppose that the cumulative distribution function of innocent, μ = 1; if guilty, μ = 2. The deciding judge will
the random variable X is given by rule the defendant guilty if X > c for some suitably chosen
value of c.
F(x) = 1 − e−x
2
x > 0 (a) If the judge wants to be 95 percent certain that an inno-
cent man will not be convicted, what should be the value
Evaluate (a) P{X > 2}; (b) P{1 < X < 3}; (c) the hazard
of c?
rate function of F; (d) E[X]; (e) Var(X).
(b) Using the value of c found in part (a), what is the
Hint: For parts (d) and (e), you might want to make use of probability that a guilty defendant will be convicted?
the results of Theoretical Exercise 5.5.
5.20. For any real number y, define y+ by
5.15. The number of years that a washing machine func-
tions is a random variable whose hazard rate function is y, if y Ú 0
y+ =
given by 0, if y < 0
 A First Course in Probability 219

Let c be a constant. (b) (x) + (−x) = 1

(a) Show that (c) (−x) = 1/ (x)
5.22. Let U be a uniform (0, 1) random variable, and let
1
E[(Z − c)+ ] = √ e−c /2 − c(1 − a < b be constants.
2
(c))
2π
(a) Show that if b > 0, then bU is uniformly distributed
when Z is a standard normal random variable. on (0, b), and if b < 0, then bU is uniformly distributed on
(b) Find E[(X − c)+ ] when X is normal with mean μ and (b, 0).
variance σ 2 . (b) Show that a + U is uniformly distributed on (a, 1 + a).
(c) What function of U is uniformly distributed on (a, b)?
5.21. With (x) being the probability that a normal ran- (d) Show that min(U, 1 − U) is a uniform (0, 1/2) random
dom variable with mean 0 and variance 1 is less than x, variable.
which of the following are true:
(e) Show that max(U, 1 − U) is a uniform (1/2, 1) random
(a) (−x) = (x) variable.