Course # 6

Two Dimensional Continuous random variable

and Sampling Distribution
Answers

Exercise 1:
Suppose that X and Y have a continuous joint distribution for which the joint probability
density function is defined as :

Determine
a) the value of the constant c
Answer:

then
C=3/2

b) Pr(Y < 1/2)

Answer:

Exercise 2:

Suppose that the joint probability density function of two random variables X and Y as
follows:

Determine :

a) the conditional density of X for every given value of Y.

Answer:
For 0 ≤ y ≤ 1, the marginal density function of y is :

Therefore, for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1, the conditional density of X given that Y=y is

It should be noted that is was not necessary to evaluate the constant c in order to determine
this conditional probability density function.
b) Pr(X<1/2|Y=1/2)
Answer:

Exercise 3 :

Suppose that X and Y have a continuous joint distribution for which the joint density
function is as follows:

Find E(XY) and Cov(X, Y)

Answer:
Exercise 4.
Recent graduates of a management program applying for a job with the government must
first pass a battery of tests. Over the last four years, it has been observed that the scores have
a normal distribution with an average of 600 and a standard deviation of 50. Suppose that in
December of this year, 25 candidates take these tests. Find the probability that the average
score of this sample will be between 590 and 620.
Answer :
X = score of a randomly selected recent management graduate on this test.
X  N(600, 502)
n = 25
P(590 < X < 620) = ?

X  N(μ, σ2 / n) = N(600, 502 / 25) = N(600, 100)

P(590 < X < 620) = P( X < 620) – P( X < 590)
X−600 620−600 X−600 590−600
= P( < ) - P( < )
√100 √100 √100 √100
= P(Z < 2.00) – P(Z < -1.00)
 = 0.9772 – 0.1587 = 0.8185

Exercise 5.
Sony produces an MP3 player that uses 2 AA batteries. Suppose that the average lifetime of
these batteries is very close to a normal distribution, with an average of 35 hours and a
standard deviation of 5.5 hours. As part of its quality control program, Sony tests samples of
25 randomly selected batteries.
a) What is the sampling distribution of the average of the sample?
Answer :

Let X = the lifetime of a randomly selected battery.

From the statement of the problem, X  N(35, 5.52).

X  N(μ, σ2 / n) = N(35, 5.52 / 25) = N(35, 1.21)

b) What is the standard error on the mean?
Answer : √ 1.21 = 1.1
c) What is the proportion of samples with an average useful life of more than 36 hours?
Answer :

1 – P(Z ≤ 0.91) = 1 – 0.8186 = 0.1814

d) What is the proportion of samples with an average useful life of more than 34.5 hours?
X−35 34.5−35
Answer : P( X > 34.5) = P( > ) = P(Z > -0.45) = P(Z < 0.45) = 0.6736
1.1 1.1

e) What is the proportion of samples with an average useful life between 34.5 and 36 hours?
Answer:
P(34.5 ≤ X ≤ 36) = P( X ≤ 36) – P( X ≤ 34.5) = [ 1 - P( X > 36) ] – [ 1 - P( X > 34.5) ]
= [ 1 – 0.1814 ] – [ 1 – 0.6736 ]
= 0.4922

Exercise 6.
The weight of containers of laundry detergent is normally distributed with an average of 5.2
kg and a standard deviation of 0.4 kg. We assume that the minimum weight of these
containers is 5 kg. We collect a random sample (with replacement) of 16 containers. What is
the probability that the average weight of the containers in this sample will exceed the
minimum weight of 5 kg?
Answer:
Set X = the weight of a randomly selected container of detergent.
From the statement of the problem, X  N(5.2, 0.42).
We also know that n = 16.
n < 30, X is normally distributed and σ2 is known so:

X  N(μ, σ2 / n) = N(5.2, 0.42 / 16) = N(5.2, 0.01)

X−5.2 5−5.2
P( X > 5) = P( > )
√0.01 √0.01
= P(Z > -2.00)
= P(Z < 2.00)
= 0.9772

Exercise 7.

Claims filed under auto insurance policies follow a normal distribution with mean 19400 and
standard deviation 5000.

Calculate the probability that the average of 25 randomly selected claims exceeds 20000.
Answer:
The average has the same mean as a single claim, 19400. The standard deviation is that for a
single claim divided by the square root of the sample size, 5000/5 = 1000. The probability of
exceeding 20000 is the probability that a standard normal variable exceeds (20000 –
19400)/1000 = 0.6. From the tables, this is 1 – 0.7257 = 0.2743.

Exercise 8.
The minimum force required to break a particular type of cable is normally distributed with
mean 12432 and standard deviation 25. A random sample of 400 cables of this type is
selected.
Calculate the probability that at least 349 of the selected cables will not break under a force
of 12400.
Answer:
The probability that a randomly selected cable will not break under a force of 12400 is P(Y >
12400) = P(Y > 12400 – 12432 / 25 = -1.28) = 0.9
The number of cables, N, that will not break has the binomial distribution with n = 400 and p
= 0.9.
This can be approximated by a normal distribution with mean 360 and standard deviation 6.
With the continuity correction, P(N ≥ 349) = P(Z ≥ (348.5 – 360)/6 = -1.9167) = 0.97

Exercise 9.
In 1982 Abby’s mother scored at the 93rd percentile in the math SAT exam. In 1982 the
mean score was 503 and the variance of the scores was 9604.

In 2008 Abby took the math SAT and got the same numerical score as her mother had
received 26 years before. In 2008 the mean score was 521 and the variance of the scores was
10,201.

Math SAT scores are normally distributed and stated in multiples of ten.
Calculate the percentile for Abby’s score.
Answer :
From the table the 93rd percentile comes from a z-score is close to 1.47. Then 1.47 implies a
test score of 503 + 1.47(98) = 647.06. The only multiple of 10 in this range is 650. Abby’s z-
score is then (650 – 521)/101 = 1.277. This is at the 90th percentile of the standard normal
distribution.

QUESTION 10

A sample of 50 is selected from a known population of 250 elements. The population

standard deviation is 15. What is the standard error of the sample means?

Answer : n/N =50/250 = 0.2 > 0.05 we need the correction factor

Then the standard error of the sample is : 1.90