Probability Exercises

CHAPTER 1

Combinatorics
Problems
(1) Suppose a License plate must consist of 7 numbers of letter. How many license plates are there if
(a) there can only be letters?
• Solution: 267
(b) the rst three places are numbers and the last four are letters?
• Solution:103 · 264
(c) the rst three places are numbers and the last four are letters, but there can not be any
repetitions in the same license plate?
• Solution:10 · 9 · 8 · 26 · 25 · 24 · 23
(2) A school of 50 students has awards for the top math, english, history and science student in the
school
(a) How many ways can these awards be given if each student can only win one award?
• Solution:50 · 49 · 48 · 47
(b) How many ways can these awards be given if students can win multiple awards?
• Solution:504
(3) An iPhone password can be made up of any 4 digit combination.
(a) How many dierent passwords are possible?
• Solution:104
(b) How many are possible if all the digits are odd?
• Solution:54
(c) How many can be made in which all digits are dierent or all digits are the same?
• Solution:10 · 9 · 8 · 7 + 10
(4) There is a class of 25 people made up of 11 guys and 14 girls.
(a) How many ways are there to make a committee of 5 people?
 
25
• Solution:
5
(b) How many ways are there to pick a committee of 5 of all girls?
 
14
• Solution:
5
(c) How many ways are there to pick a committee of 3 girls and 2 guys?
   
14 11
• Solution: ·
3 2
(5) If a student council contains 10 people, how many ways are there to elect a president, a vice
president, and a 3 person prom committee from the group of 10 students?
 
8
• Solution:10 · 9 ·
3

3
 PROBLEMS 4

(6) Suppose you are organizing your textbooks on a book shelf. You have three chemistry books, 5
math books, 2 history books and 3 english books.
(a) How many ways can you order the textbooks if you must have math books rst, english books
second, chemistry third, and history fourth?
• Solution:5!3!3!2!
(b) How many ways can you order the books if each subject must be ordered together?
• Solution:4! (5!3!3!2!)
(7) You buy a Powerball lottery ticket. You choose 5 numbers between 1 and 59 (picked on white balls)
and one number between 1 and 35 (picked on a red ball).How many ways can you
(a) win the jackpot (guess all the numbers correctly)?
• Solution:1
(b) match all the white balls but not the red ball?
 
5
• Solution: · 34
5
(c) match 3 white balls and the red ball?
   
5 54
• Solution: · ·1
3 2
(8) A couple wants to invite their friends to be in their wedding party. The groom has 8 possible
groomsmen and the bride has 11 possible bridesmaids. The wedding party will consist of 5 grooms-
man and 5 bridesmaids.
(a) How many wedding party's are possible?
   
8 11
• Solution: ·
5 5
(b) Suppose that two of the possible groomsmen are feuding and will only accept an invitation if
the other one is not going. How many wedding party's are possible?
         
6 11 2 6 11
• Solution: · + · ·
5 5 1 4 5
(c) Suppose that two of the possible bridesmaids are feuding and will only accept an invitation if
the other one is not going. How many wedding party's are possible?
         
8 9 8 2 9
• Solution: · + · ·
5 5 5 1 4
(d) Suppose that one possible groosman and one possible woman refuse to serve together. How
many wedding party's are possible?
           
7 10 7 10 7 10
• Solution: · +1· · + ·1·
5 5 4 5 5 4
(9) There are 52 cards in a standard deck of playing cards. The poker hand is consists of ve cards.
How many poker hands are there?
 
52
• Solution:
5
(10) There are 30 people in a communications class. Each student must have a conversation with each
student in the class for a project. How many total convesations will there be?
 
30
• Solution:
2
(11) Suppose a college basketball tournament consists of 64 teams playing head to head in a knock-
out style tournament. There are 6 rounds, the round of 64, round of 32, round of 16, round
of 8, the nal four teams, and the nals. Suppose you are lling out a bracket such as this
 PROBLEMS 5

which species which teams will win each game in each

round. How many possible brackets can you make?
• Solution: First notice that the 64 teams play 63 total games: 32 games in the rst round, 16
in the second round, 8 in the 3rd round, 4 in the regional nals, 2 in the nal four, and then
the national championship game.That is, 32+16+8+4+2+1= 63. Since there are 63 games to
be played, and you have two choices at each stage in your bracket, there are 263 dierent ways
to ll out the bracket. That is

263 = 9, 223, 372, 036, 854, 775, 808.

(12) You have eight distinct pieces of food. You want to choose three for breakfast, two for lunch, and
three for dinner. How many ways to do that?
 
8
• Solution: = 8!
3!2!3! .
3, 2, 3
 CHAPTER 2

The probability set up

(1) Suppose a box contains 3 balls : 1 red, 1 green, and 1 blue
(a) Consider an experiment that consists of taking 1 ball from the box and then replacing it in
the box and drawing a second ball from the box. List all possible outcomes.
• Solution: Since every marble can be drawn rrst and every marble can be drawn second,
there are 32 = 9 possibilities: RR, RG, RB, GR, GG, GB, BR, BG, and BB (we let the
rst letter of the color of the drawn marble represent the draw).
(b) Consider an experiment that consists of taking 1 ball from the box and then drawing a second
ball from the box without replacing the rst. List all possible outcomes.
• Solution: In this case, the color of the second marble cannot match the color of the
rst, so there are 6 possibilities: RG, RB, GR, GB, BR, and BG.
(2) Suppose that A and B P (A) = .3 and P (B) = .5.
are mutually exclusive events for which
(a) What is the probability that A occurs but B does not?
• Solution: Since A and B are mutually exclusive, the only way A can occur is when B
c
does not. This means thatP (A ∩ B ) = P (A) = .3.
(b) What is the probability that neither A nor B occurs?
• Solution: Since A ∩ B = ∅. Axiom 3 tell us that P (A ∪ B) = P (A) + P (B) = .8.
c c c c
Since we want P (A ∩ B ), we use DeMorgan's law to see that this is P (A ∩ B ) =
c
P ((A ∪ B) ) = 1 − P(A ∪ B) = .2.
(3) Forty percent of college students from a certain college are members of neither an academic club
nor a greek organization. Fifty percent are members of academic clubs while thirty percent are
members of a greek organization. Suppose a student is chosen at random, what is the probability
that this students is a member
(a) of an academic club or a greek organization?
• Solution: P (A ∪ B) = 1 − P ((A ∪ B) ) = 1 − .4 = .6
c

(b) of an academic club and a greek organization?

• Solution: .6 = P (A ∪ B) = P (A) + P (B) − P (A ∩ B) = .5 + .3 − P (A ∩ B) Thus
P (A ∩ B) = .2.
(4) In City, 60% of the households subscribe to newspaper A, 50% to newspaper B, 40% to newspaper
C, 30% to A and B, 20% to B and C, and 10% to A and C, but none subscribe to all three. (Hint:
Draw a Venn diagram)
(a) What percentage subscribe to exactly one newspaper?
• Solution: We use these percentages to produce the Venn diagram below:

6
 2. THE PROBABILITY SET UP 7

•
• This tells us that 30% of households subscribe to exactly one paper.
(b) What percentage subscribe to at most one newspaper?
• Solution: The Venn diagram tells us that 100% - (10% + 20% + 30%) = 40% of
households subscribe to at most one paper.
(5) There are 52 cards in a standard deck of playing cards. The poker hand is consists of ve cards.
There are 4 suits : heats, spades, diamonds, and clubs (♥♠♦♣). The suit's diamonds and clubs
are red while clubs and spades are black. In each suit there are 13 ranks : the numbers 2, 3 . . . , 10,
the face cards, Jack, Queen, King, and the Ace. Find the probability of randomly drawing the
following poker hands.
(a) All red cards?
 

26 
5
• Solution:  

52 
5
(b) Exactly two 10's and exactly three aces?
  

4 ·
4 
2 3
• Solution:  

52 
5
(c) all face cards or no face cards?
 2. THE PROBABILITY SET UP 8

   

12  
40 
5 5
• Solution:   +  

52  
52 
5 5
(6) Find the probability of randomly drawing the following poker hands.
(a) A one pair, which consists of two cards of the same rank and three other distinct ranks. (e.g.
22Q59)
       
4 12 4 4 4 52
• Solution: 13 
2 3 1 1 1 5
(b) A two pair, which constists of two cards of the same rank, two cards of another rank, and
another card of yet another rank. (e.g. JJ779)
      
13 4 4 44 52
• Solution: 
2 2 2 1 5
(c) A three of a kind, which consists of a three cards of the same rank, and two others of distinct
rank. (e.g. 4449K)
      
4 12 4 4 52
• Solution: 13 
3 2 1 1 5
(d) A ush, which consists
 of 
all ve cards of the same suit.
  (e.g. HHHH, SSSS, DDDD, or CCCC)
13 52
• Solution: 4 
5 5
(e) A full house, which consists of a two pair and a three of a kind. (e.g. 88844) (Hint: Note that
88844 is a dierent hand than a 44488)
    
4 4 52
• Solution: 13 · 12 
3 2 5
(7) Suppose a standard deck of cards is modifed with the additional rank of Super King and the
additional suit of Swords so now each card has one of 14 ranks and one of 5 suits.
(a) If a card is selected at random, what is the probability that it's the . Super King of Swords
• Solution: 1
70
(b) What's the probability of getting a six card hand with exactly three pairs (two cards of one
rank and two cards of another rank and two cards of yet another rank, e.g. 7,7,2,2,J,J) ?
      
14 5 5 5 70
• Solution: 
3 2 2 2 6
(c) What's the probability of getting a six card hand which constists of three cards of the same
rank, two cards of another rank, and another card of yet another rank. (e.g. 3,3,3,A,A,7)?
       
5 5 5 70
• Solution: 14 13 12 
3 2 1 6
(8) A pair of fair dice is rolled. What is the probability that the rst die lands on a strictly higher
value than the second die.
 2. THE PROBABILITY SET UP 9

• Solution: Simple inspection we can see that the only possibilities

(6, 1) (6, 2) (6, 3) (6, 4) (6, 5) 5 possibilities

(5, 1) (5, 2) (5, 3) (5, 4) 4 possibilities

(4, 1) , (4, 2), (4, 3) 3 possibilities

(3, 1) , (3, 2) 2 possibilities

(2, 1) 1 possibility

= 15 total

15
Thus the probability is
36 .
(9) There are 8 students in a class. What is the probability that at least two students share a common
birthday month?
• Solution: 1 − 12·11·10·9·8·7·6·5
128
(10) Nine balls are randomly withdrawn from an urn that contains 10 blue, 12 red, and 15 green balls.
What is the probability that
(a) 2 blue, 5 red, and 2 green balls are withdrawn
   

10 
12 
15 
2 5 2
• Solution:  

37 
9
(b) at least 2 blue balls are withdrawn.
    

27  
10 
27 
9 1 8
• Solution: 1 −   −  

37  
37 
9 9
(11) Suppose 4 valedictorians (from dierent high schools) were all accepted to the 8 Ivy League uni-
versities. What is the probability that they each choose to go to a dierent Ivy League university?
• Solution: 8·7·6·5
84
(12) Let S be a sample space P. Let E, F be any events
with probability in S. Using the Axioms of
Probability or Proposition 1 from the Lecture notes (Section 2.2),
(a) Show that P (E ∩ F c ) = P (E) − P (E ∩ F ):
• Solution: Helps to draw a Venn Diagram, and split the set into disjoint parts.
 After drawing a Venn Diagram, you'll notice that we can write the set E into two
parts:
[
E = (E ∩ F c ) (E ∩ F )

where the sets E ∩ Fc and E∩F are disjoint.

 Therefore by the disjoint property of probability (Proposition 1b, or Axiom 2) we
have
 [ 
P (E) = P (E ∩ F c ) (E ∩ F )
= P (E ∩ F c ) + P (E ∩ F )

and moving things around you get P (E ∩ F c ) = P (E) − P (E ∩ F ).

(b) Show Bonferroni's inequality : P (E ∩ F ) ≥ P (E) + P (F ) − 1:
 2. THE PROBABILITY SET UP 10

• Solution: Note that by Proposition 1e, we know that

P (E ∪ F ) = P(E) + P (F ) − P(E ∩ F ),
moving this inequality around we have

P (E ∩ F ) = P(E) + P (F ) − P(E ∪ F ).
 By Proposition 1d, since E∪F ⊂ S then P (E ∪ F ) ≤ P(S) = 1. But since
P (E ∪ F ) ≤ 1 then −P (E ∪ F ) ≥ −1. Plugging this into the equation above we
have

P (E ∩ F ) = P(E) + P (F ) − P(E ∪ F )
≥ P(E) + P (F ) − 1,
which is exactly what we wanted to show.
 CHAPTER 3

Independence
(1) LetA and B be two independent events with P (A) = .4 and P (A ∪ B) = .64. What is P (B)?
• Solution: Using independence we have P (A ∪ B) = P(A) + P(B) − P(A ∩ B) = P(A) + P(B) −
P(A)P (B) and substituting we have
.64 = .4 + P (B) − .4P (B) .
Solving for P (B) we have P (B) = .4.
(2) In a class, there are 4 male math majors, 6 female math majors, and 6 male actuarial science majors.
How many actuarial science girls must be present in the class if sex and major are independent
when choosing a student selected at random?
• Solution: Let x be the number of actuarial science girls. Then

4
P (Boy ∩ M ath) = ,
16 + x
10
P (Boy) =
16 + x
10
P (M ath) = .
16 + x
Then using independence P (Boy ∩ M ath) = P (Boy) P (M ath) so that

2
4 10 100
= 2 =⇒ 4 =
16 + x (16 + x) 16 + x
and solving for x we have x = 9.
(3) An urn contains 10 balls: 4 red and 6 blue. A second urn contains 16 red balls and an unknown
number of blue balls. A single ball is drawn from each urn. The probability that both balls are the
same color is 0.44. Calculate the number of blue balls in the second urn.
• Solution: Let Ri = even that a red ball is drawn from urn i and let Bi =event that a blue
ball is drawn from urn i.
 Let x be the number of blue balls in urn 2,
 Then
 [ 
.44 = P (R1 ∩ R2 ) (B1 ∩ B2 ) = P (R1 ∩ R2 ) + P (B1 ∩ B2 )
= P (R1 ) P (R2 ) + P (B1 ) P (B2 )
4 16 6 x
= + .
10 x + 16 10 x + 16
 Solve for x! You will get x = 4.
(4) Using only the denition of independence and any properties you already know about events/sets
and probability, prove that if E and F are independent then Ec and Fc must also be independent.

11
 3. INDEPENDENCE 12

• Solution: We want to show that P (E c ∩ F c ) = P (E c ) P (F c ) by only using properties of

Probability that we know so far and the denition of independence. We are already given that
P (E ∩ F ) = P (E) P (F ).
 Now start by using a Venn Diagram to rewrite the event E c ∩ F c into disjoint parts. In
c c c
fact, you'll see from the diagram that E ∩ F = (E ∪ F ) by deMorgan's law, which
simply is everything outside of E ∪ F. Hence
c c c
P (E ∩ F ) = P ((E ∪ F ) )
= 1 − P (E ∪ F )
= 1 − [P (E) + P (F ) − P (E ∩ F )]
= 1 − [P (E) + P (F ) − P (E) P (F )] , by independence of E and F
= 1 − P (E) − P (F ) + P (E) P (F )
= P (E c ) − P (F ) + P (E) P (F )
= P (E c ) − (1 − P (E)) P (F )
= P (E c ) − P (E c ) P (F )
= P (E c ) (1 − P (F ))
= P (E c ) P (F c ) ,
as needed to show.
 CHAPTER 4

Conditional Probability
(1) Two dice are rolled. Let A = {sum of two dice equals 3}, B = {sum of two dice equals 7 }, and
C = {at least one of the dice shows a 1}.
(a) What is P (A | C)?
• Solution: Note that the sample space is S = {(i, j) | i, j = 1, 2, 3, 4, 5, 6} with each
outcome equally likely. Then

A = {(1, 2) , (2, 1)}

B = {(1, 6) , (2, 5) , (3, 4) , (4, 3) , (5, 2) , (6, 1)}
C = {(1, 1) , (1, 2) , (1, 3) , (1, 4) , (1, 5) , (1, 6) , (2, 1) , (3, 1) , (4, 1) , (5, 1), (6, 1)}
Then
P (A ∩ C) 2/36 2
P (A | C) = = = .
P(C) 11/36 11
(b) What is P (B | C)?
• Solution:
P (B ∩ C) 2/36 2
P (B | C) = = = .
P(C) 11/36 11
(c) Are A and C indepedent? What about B and C ?
• Solution:Note that P(A) = 2/36 6= P (A | C), so they are not independent. Similarly,
P (B) = 6/36 6= P(B | C), so they are not independent.
(2) Suppose you roll a two standard, fair, 6-sided dice. What is the probability that the sum is at least
9 given that you rolled at least one 6?
• Solution: Let E be the event there is at least one 6" and F be the event }the sum is at least
9 We want to calculate P (F | E). Begin by noting that there are 36 possible rolls of these
two dice and all of them are equally likely. We can see that 11 dierent rolls of these two dice
11
will result in at least one 6, so =
36 . There are 7 dierent rolls that will result in at
P(E)
least one 6 and a sum of at least 9 . They are ((6, 3), (6, 4), (6, 5), (6, 6), (3, 6), (4, 6), (5, 6)), so
7
P (E ∩ F ) = 36 . This tells us that

P (E ∩ F ) 7/36 7
P (F | E) = = = .
P(E) 11/36 11
(3) Suppose that Annabelle and Bobby each draw 13 cards from a standard deck of 52. Given that
Sarah has exactly two aces, what is the probability that Bobby has exactly one ace?
• Solution: Let A be the event Annabelle has two aces," and let B be the event Bobby has
exactly one ace." Again, we want
  P (B | A), so we calculate
  and
P(A)  P(A ∩ B). Annabelle
52 4 48
could have any of possible hands. Of these hands, · will have exactly
13 2 11
13
 4. CONDITIONAL PROBABILITY 14

two aces, so
   
4 48
·
2 11
P (A) =   .
52
13
Now the number of ways in which Annabelle can have a certain hand and Bobby can have a
   
52 39
certain hand is · , and the number of ways in which A and B can both occur
   13  13 
4 48 2 37
is · · · . so
2 11 1 12
       
4 48 2 37
· · ·
2 11 1 12
P(A ∩ B) =     .
52 39
·
13 13
Therefore,
    
4 ·
48 ·
2   37
 · 
2 11 1 12
  

52 ·
39 
P (A ∩ B) 13 13
P (B | A) = =   
P(A) 
4 ·
48 
2 11
 

52 
13
   
2 37
·
1 12
=   .
39
13
(4) Color blindness is a sex-linked condition, and 5% of men and 0.25% of women are color blind. The
population of the United States is 51% female. What is the probability that a color-blind American
is a man?
• Solution: Let M be the event an American is a man" and letC be the event  an American
is color blind.". Then

P (C | M ) P(M )
P (M | C) =
P (C | M ) P(M ) + P (C | M c ) P(M c )
(.05) (.49)
= ≈ .9505.
(.05) (.49) + (.0025) (.51)
(5) Suppose that two factories supply light bulbs to the market. Factory X's bulbs work for over 5000
hours in 99% of cases, whereas factory Y's bulbs work for over 5000 hours in 95% of cases. It is
known that factory X supplies 60% of the total bulbs available.
(a) What is the chance that a purchased bulb will work for longer than 5000 hours?
 4. CONDITIONAL PROBABILITY 15

• Solution: Let H be the event works over 5000 hours. Let X be the event comes
from factory X and Y be the event comes fom factory Y . Then by the Law of Total
Probability

P (H) = P (H | X) P(X) + P (H | Y ) P(Y )

= (.99) (.6) + (.95) (.4)
= .974.

(b) Given that a lightbulb works for more than 5000 hours, what is the probability that it came
from factoryY?
• Solution: By Part (a) we have

P (H | Y ) P(Y )
P (Y | H) =
P (H)
(.95) (.4)
= ≈ .39.
.974
(c) Given that a lightbulb work does not work for more than 5000 hours, what is the probability
that it came from factory X?
• Solution: We again use the result from Part (a)

P (H c | X) P(X) P (H c | X) P(X)
P (X | H c ) = c
=
P (H ) 1 − P (H)
(1 − .99) (.6) (.01) (.6)
= =
1 − .974 .026
≈ .23

(6) A factory production line is manufacturing bolts using three machines, A, B and C. Of the total
output, machine A is responsible for 25%, machine B for 35% and machine C for the rest. It
is known from previous experience with the machines that 5% of the output from machine A is
defective, 4% from machine B and 2% from machine C. A bolt is chosen at random from the
production line and found to be defective. What is the probability that it came from Machine A?
• Solution: Let D = {Bolt is defective}, A = {bolt is form machine A}, B = {bolt is from machine C}.
Then by Baye's theorem

P (D | A) P(A)
P (A | D) =
P (D | A) P(A) + P (D | B) P(B) + P (D | C) P(C)
(.05) (.25)
=
(.05) (.25) + (.04) (.35) + (.02) (.4)
= .362.

(7) A multiple choice exam has 4 choices for each question. A student has studied enough so that the
probability they will know the answer to a question is 0.5, the probability that they will be able to
eliminate one choice is 0.25, otherwise all 4 choices seem equally plausible. If they know the answer
they will get the question right. If not they have to guess from the 3 or 4 choices. As the teacher
you want the test to measure what the student knows. If the student answers a question correctly
what's the probability they knew the answer?
 4. CONDITIONAL PROBABILITY 16

• Solution: Let C be the vent the students the problem correct and K the event the students
knows the answer. Using Bayes' theorem we have

P (K | C)
P (C | K)P (K)
=
P (C)
P (C | K)P (K)
=
P (C | K)P (K) + P (C | Eliminates)P (Eliminates) + P (C | Guess)P (Guess)
1 · 12 24
= 1 1 1 1 1 = 31 ≈ .774 = 77.4%.
1· 2 + 3 · 4 + 4 · 4
(8) A blood test indicates the presence of a particular disease 95% of the time when the disease is
actually present. The same test indicates the presence of the disease 0.5% of the time when the
disease is not actually present. One percent of the population actually has the disease. Calculate
the probability that a person actually has the disease given that the test indicates the presence of
the disease.
• Solution: Let + signiy a positive test result, andD means dissease is present. Then

P (+ | D) P (D)
P (D | +) =
P (+ | D) P (D) + P (+ | Dc )P (Dc )
(.95) (.01)
=
(.95) (.01) + (.005) (.99)
= .657.
 CHAPTER 5

Random Variables
(1) Two balls are chosen randomly from an urn containing 8 white balls, 4 black, and 2 orange balls.
Supose that we win $2 for each black ball selected and we lose $1 for each white ball selected. Let
X denote our winnings.
(a) What are the possible values of X?
• Solution: Note that X = −2, −1, −0, 1, 2, 4.
(b) What are the probabilities associated to each value?
• Solution: Then
   
4 2
2 6 2 1
P (X = 4) = P (BB) =  = P (X = 0) = P (OO) =  =
14 91 14 91
2 2
     
4 2 8 2
1 1 8 1 1 16
P (X = 2) = P (BO) =   = P (X = −1) = P (W O) =   =
14 91 14 91
2 2
    
4 8 8
1 1 32 2 28
P (X = 1) = P (BW ) =   = P (X = −2) = P (W W ) =  =
14 91 14 91
2 2
(2) A card is drawn at random from a standard deck of playing cards. If it is a heart, you win $1. If it
is a diamond, you have to pay $2. If it is any other card, you win $3. What is the expected value
of your winnings?
• Solution:
1 1 1 5
EX = 1 · + (−2) + 3 · =
4 4 2 4
(3) The game of roulette consists of a small ball and a wheel with 38 numbered pockets around the
edge that includes the numbers 1 − 36, 0 and 00. As the wheel is spun, the ball bounces around
randomly until it settles down in one of the pockets.
(a) Suppose you bet $1 on a single number and random variable X represents the (monetary)
outcome (the money you win or lose). If the bet wins, the payo is $35 and you get your
money back. If you lose the bet then you lose your $1. What is the expected prot on a 1
dollar bet ?
• Solution: 1
− 1 · 37


The expexted prot is EX = 35 · 38 38 = −$.0526.
(b) Suppose you bet $1 on the numbers 1 − 18 and random variable X represents the (monetary)
outcome (the money you win or lose). If the bet wins, the payo is $1 and you get your money

17
 5. RANDOM VARIABLES 18

back. If you lose the bet then you lose your $1. What is the expected prot on a 1 dollar bet
?
• Solution: $1. If you lose then you lose your $1 bet.
If you will then your prot will be
18 20


The expexted prot is
38 − 1 ·
EX = 1 · 38 = −$.0526.
(4) An insurance company nds that Mark has a 8% chance of getting into a car accident in the next
year. If Mark has any kind of accident then the company guarantees to pay him $10, 000. The
company has decided to charge Mark a $200 premium for this one year insurance policy.
(a) Let X be the amount prot or loss from this insurance policy in the next year for the insurance
company. Find EX , the expected return for the Insurance company? Should the insurance
company charge more or less on it's premium?
• Solution: If Mark has no accident then the company makes a prot of 200 dollars. If
Mark has an accident they have to pay him 10, 000 dollars, but regardless they received
200 dollars from him as an yearly premium. We have

EX = (200 − 10, 000) · (.08) + 200 · (.92) = −600.

On average the company will lose $600 dollars. Thus the company should charge more.
(b) What amount should the insurance company charge Mark in order to guarantee an expected
return of $100?
• Solution: Let P be the premium. Then in order to guarantee an expected return of
100 then
100 = EX = (P − 10, 000) · (.08) + P · (.92)
and solving for P we get P = $900.
1 1 1
(5) A random variable X has the following probability mass function: p(0) = 3, p(1) = 6 , p(2) = 4,
1
p(3) = 4 . Find its expected value, variance, and standard deviation.
• Solution: Lets apply the formulas

1 1 1 1 34
EX = 0 · +1· +2· +3· = .
3 6 4 4 24
Now to calculate variance we have
2
= E X 2 − (EX)
 
Var(X)
   2
1 1 1 1 34
= 02 · + 11 + 22 · + 32 · −
3 6 4 4 24
82 342
= −
24 242
812
= .
242
Taking the square root gives us
√
2 203
SD(X) = .
24
(6) Suppose X is a random variable such that E [X] = 50 and Var(X) = 12. Calculate the following
quantities.
 
(a) E X2
• Solution:
  2
Since Var(X) = E X 2 − (EX) = 12 then

2
E X 2 = Var(X) + (EX) = 12 + 502 = 2512.
 
 5. RANDOM VARIABLES 19

(b) E [3X + 2]
• Solution:
E [3X + 2] = 3E [X] + E [2] = 3 · 50 + 2 = 152.
h i
2
(c) E (X + 2)
• Solution:
h i
2
E (X + 2) = E X 2 + 4E [X] + 4 = 2512 + 4 · 50 + 4 = 2716.
 

(d) Var [−X]

• Solution:
2
Var [−X] = (−1) Var(X) = 12
(e) SD (2X).
• Solution:
p p √ √
SD (2X) = Var(2X) = 22 Var(X) = 48 = 2 12.
 
(7) Does there exists a random variable X such that E [X] = 4 and E X 2 = 10? Why or why not ?
(Hint: Look at its variance)
• Solution: Using
 2 the hint 2let's compute the variance of this random variable which would be
Var(X) = E X − (EX) = 10 − 42 = −6. But we know a random variable cannot have a
negative variance. Thus no such random variable exists.
(8) Let X be the total number of text messages a random college student at Big State University
receives in a year. Suppose you are given that the pmf of X is of the form
c
pX (n) = n , for n = 0, 1, 2, 3, . . . .
2
What must the value of c have to be if pX is indeed a pmf of X ? (Hint: Recall from Calculus 2
P∞ n 1
that n=0 x = 1−x whenever 0 < x < 1)
• Solution: Using the property of pmf we know that since X ∈ {0, 1, 2, 3, . . . } then
∞
X
pX (n) = 1,
n=0
so that
∞
X c
n
= 1.
n=0
2
Using the hint we can write the left hand side as
∞ ∞  n
X c X 1 c
n
= c = 1 = 2c
n=0
2 n=0
2 1 − 2

thus 2c = 1 which means

1
c= .
2
(9) Let X be a discrete random variable with range given by X ∈ {1, 2, 3, . . . }. Suppose the pmf of X
is given by
1
pX (n) = for n = 1, 2, 3, . . . .
2n
(a) Give a sketch of the graph of the CDF of X.
 5. RANDOM VARIABLES 20

• Solution: The graph is give by:

(b) What is the value of FX (4).
• Solution: We have that

FX (4) = P (X ≤ 4) = p(1) + p(2) + p(3) + p(4)

1 1 1 1 15
= + 2+ 3+ 4 = .
2 2 2 2 16

(c) Use the CDF to nd P (X > 4).

• Solution: Using Part (b), we have that

15 1
P (X > 4) = 1 − P(X ≤ 4) = 1 − FX (4) = 1 − = .
16 16

(10) Suppose the CDF of X is given by



 0 x < −1
1

−1 ≤ x < 1,
FX (x) = 3
x
 1≤x<2
3


1 x ≥ 2.

(a) Plot this CDF.

(b) FindP (X > 1).
• Solution: We have

P (X > 1) = 1 − P (X ≤ 1)
= 1 − FX (1)
1 2
=1− = .
3 3

(c) Find P (X = 1).

 5. RANDOM VARIABLES 21

• Solution: Once you draw the graph, it makes things much easier to see, (or use the
proposition from Section 5.4), so

P (X = 1) = P (X ≤ 1) − P (X < 1)
= FX (1) − lim− FX (x)
x→1
1 1
= − = 0.
3 3
(d) FindP (X = 2).
• Solution: Once you draw the graph, it makes things much easier to see, so

P (X = 2) = P (X ≤ 2) − P (X < 2)
= FX (2) − lim− FX (x)
x→2
2 1
=1− = .
3 3
 CHAPTER 6

Some Discrete Distributions

(1) A UConn student claims that she can tell Dairy Bar ice cream from Friendly's ice cream. As a
test, she is given ten samples of ice cream (each sample is either from the Dairy Bar or friendly's)
and asked to identify each one. She is right eight times. What is the probability that she would be
right exactly eight times if she guessed randomly for each sample?
• Solution: This should be modeled using a binomial random variable X, since there is a
sequence of trials with the same probability of success in each one. If she guesses randomly
1
for each sample, the probability that she will be right each time is
2 . Therefore,
   8  2
10 1 1 45
P (X = 8) = = 10 .
8 2 2 2

(2) A Pharmaceutical company conducted a study on a new drug that is supposed to treat patients
suering from a certain disease. The study concluded that the drug did not help 25% of those
who participated in the study. What is the probability that of 6 randomly selected patients, 4 will
recover?  
6
• Solution:
4 2
(.75) (.25)
4
(3) 20% of all students are left-handed. A class of size 20 meets in a room with 18 right-handed desks
and 5 left-handed desks. What is the probability that every student will have a suitable desk?
• Solution: For each student to have the kind of desk he or she prefers, there must be no more
than 18 right-handed students and no more than 5 left-handed students, so the number of left-
handed students must be between 2 and 5 (inclusive). This means that we want the probability
that there will be 2, 3, 4, or 5 left-handed students. We use the binomial distribution and get

5    i  20−i
X 20 1 4
.
i 5 5
i=2

(4) A ball is drawn from an urn containing 4 blue and 5 red balls. After the ball is drawn, it is replaced
and another ball is drawn. Suppose this process is done 7 times.
(a) What is the probability that exactly 2 red balls were drawn in the 7 draws?
 
7
• Solution: 5 2 4 5



2 9 9

(b) What is the probability that at least 3 blue balls were drawn in the 7 draws?
   
7 7
• Solution: P (X ≥ 3) = 1 − P (X ≤ 2) = 1 − 4 0 5 7 4 1 5 6





9 9 − 9 9 −
  0 1
7 4 2 5 5



2 9 9

22
 6. SOME DISCRETE DISTRIBUTIONS 23

(5) The expected number of typos on a page of the new Harry Potter book is .2. What is the probability
that the next page you read contains
(a) 0 typos ?
• Solution: e−.2
(b) 2 or more typos?
• Solution: 1 − e−.2 − .2e−.2 = 1 − 1.2e−.2 .
(c) Explain what assumptions you used.
• Solution: Since each word has a small probability of being a typo, the number of typos
should be approximately be Poisson distributed.
(6) The monthly average number of car crashes in Storrs, CT is 3.5. What is the probability that there
will be
(a) at least 2 accidents in the next month?
• Solution: 1 − e−3.5 − 3.5e−3.5 = 1 − 4.5e−3.5
(b) at most 1 accident in the next month?
• Solution: 4.5e−3.5
(c) Explain what assumptions you used.
• Solution: Since each accident has a small probability it seems reasonable to suppose
that the number of car accidents is approximately Poisson distributed.
(7) Suppose that the average number of burglaries in New York City in a week is 2.2. Approximate
the probability that there will be
(a) no burglaries in the next week;
• Solution: e−2.2
(b) at least 2 burglaries in the next week.
• Solution: 1 − e−2.2 − 2.2e−2.2 = 1 − 3.2e−2.2 .
(8) The number of accidents per working week in a particular shipyard is Poisson distributed with
mean 0.5. Find the probability that:
(a) In a particular week there will be at least 2 accidents.
0 1
• Solution: We have P (X ≥ 2) = 1 − P (X ≤ 1) = 1 − e.5 (.5)
0! − e
.5 (.5)
1! .
(b) In a particular two week period there will be exactly 5 accidents.
• Solution: In two weeks the average number of accidents will be λ = .5 + .5 = 1. Then
5
P (X = 5) = e−1 15! .
(c) In a particular month (i.e. 4 week period) there will be exactly 2 accidents.
• Solution: In a 4 week period the average number of accidents will be λ = 4 · (.5) = 2.
−2 22
Then P (X = 2) = e
2! .
(9) Jennifer is baking cookies. She mixes 400 raisins and 600 chocolate chips into her cookie dough
and ends up with 500 cookies.
(a) Find the probability that a randomly picked cookie will have three raisins in it.
• Solution: This calls for a Poisson random variable R. The average number of raisins
per cookie is .8, so we take this as our λ . We are asking for P(R = 3), which is

e−.8 (.8)&3
3! ≈ .0383.
(b) Find the probability that a randomly picked cookie will have at least one chocolate chip in it.
• Solution: This calls for a Poisson random variable C. The average number of chocolate
chips per cookie is1.2, so we take this as our λ. We are asking for P (C ≥ 1), which is
0
1 − P (C = 0) = 1 − e−1.2 (1.2)
0! ≈ .6988.
 6. SOME DISCRETE DISTRIBUTIONS 24

(c) Find the probability that a randomly picked cookie will have no more than two bits in it (a
bit is either a raisin or a chocolate chip).
• Solution: This calls for a Poisson random variable B . The average number of bits per
cookie is .8 + 1.2 = 2, so we take this as our λ. We are asking for P (B ≤ 2), which is
0 1 2
P (B = 0) + P (B = 1) + P (B = 2) = e−2 20! + e−2 21! + e−2 22! ≈ .6767.
(10) Chevy has three factories that produces their car called Camaro. The average number of factory
defects per Camaro is2.2 when built by the rst factory, 4 when built by the second factory and
1.5 when built by the third factory. Suppose you buy a brand new Camaro from your local Chevy
dealer. If your Camaro is equally likely to be typed by either factories, approximate the probability
that it will have no defects. Assume factory defects per Camaro is Poisson distributed. (Hint: Law
of total probability)
• Solution: Let us partition the sample space S by S = F1 ∪ F2 ∪ F3 where F1 is the event that
a Camaro is built by Factory 1, F2 is the event that a Camaro is built by Factory 2, and F3
is the event that a Camaro is built by Factory 3. Then

1 1 1
P (F1 ) = , P (F2 ) = P (F3 ) = .
3 3 3
Let N be the event that your camaro has no defects. Then by the law of total probability

P (N ) = P (N | F1 ) P (F1 ) + P (N | F2 ) P (F2 ) + P (N | F2 ) P (F2 )

! ! !
0 0 0
−2.2 (2.2) 1 −4 (4) 1 −1.5 (1.5) 1
= e · + e · + e ·
0! 3 0! 3 0! 3
1 −2.2
+ e−4 + e−1.5 .


= e
3
(11) A roulette wheel has 38 numbers on it: the numbers 0 through 36 and a 00. Suppose that Lauren
always bets that the outcome will be a number between 1 and 18 (including 1 and 18).
(a) What is the probability that Lauren will lose her rst 6 bets.

• Solution: 1 −
18 6


38 .
(b) What is the probability that Lauren will rst win on her sixth bet?

Solution:

5 18
• 1 − 18
38 38 .
(c) What is the expected number of bets until her rst win?
Solution: 18 18


• Since X ∼ Geometric
38 with p = 38 then
1 38
EX = = ≈ 2.1111̄.
p 18
 CHAPTER 7

Continuous distributions
(1) Let X be a random variable with probability density function
(
cx (5 − x) 0≤x≤5
f (x) = .
0 otherwise

(a) What is the value of c?

• Solution:
R∞
We must have that
−∞
f (x)dx = 1, thus

5   2 5
x3
Z
5x
1= cx(5 − x)dx = c −
0 2 3 0

and so we must have that c = 6/125.

(b) What is the cumulative distribution function of X? That is, nd FX (x) = P (X ≤ x).
• Solution: We have that
Z x
FX (x) = P (X ≤ x) = f (y)dy
−∞
x x
5y 2 y3
Z 
6 6
= y (5 − y) dx = −
0 125 125 2 3 0
 2
x3

6 5x
= − .
125 2 3
(c) Use your answer in part (b) to nd P (2 ≤ X ≤ 3).
• Solution: We have

P (2 ≤ X ≤ 3) = P (X ≤ 3) − P (X < 2)
5 · 32 33 5 · 22 23
   
6 6
= − − −
125 2 3 125 2 3
= .296.

(d) What is E [X]?

• Solution: We have
Z ∞ Z 5
6
E [X] = xfX (x)dx = x· x(5 − x)dx
−∞ 0 125
= 2.5.

(e) What is Var(X)?

25
 7. CONTINUOUS DISTRIBUTIONS 26

• Solution: We need to rst compute

Z ∞ Z 5
2 2 6
x2 ·
 
E X = x fX (x)dx = x(5 − x)dx
−∞ 0 125
= 7.5.
Then
2 2
= E X 2 − (E [X]) = 7.5 − (2.5) = 1.25.
 
Var(X)

(2) UConn students have designed the new u-phone. They have determined that the lifetime of a
U-Phone is given by the random variable X (measured in hours), with probability density function
(
10
x2 x ≥ 10
f (x) = .
0 x ≤ 10
(a) Find the probability that the u-phone will last more than 20 hours?
• Solution: We have Z ∞
10 1
dx = .
20 x2 2
(b) What is the cumulative distribution function of X? That is, nd FX (x) = P (X ≤ x).
• Solution: We have
Z x
10 10
F (x) = P(X ≤ x) = 2
dy = 1 −
10 y x
for x > 10, and F (x) = 0 for x < 10.
(c) Use part (b) to help you nd P (X ≥ 35)?
• Solution: We have

P (X ≥ 35) = 1 − P (X < 35) = 1 − FX (35)

 
10 10
= 1− 1− = .
35 35
(3) Suppose the random variable X has a density function
(
2
x2 x > 2,
f (x) =
0 x ≤ 2.
Compute E [X].
• Solution: Since E [X] = −∞ xfX (x)dx then
R∞
Z ∞
2
E [X] = dx = ∞.
2 x
(4) An insurance company insures a large number of homes. The insured value, X, of a randomly
selected home is assumed to follow a distribution with density function
(
3
x4 x > 1,
f (x) =
0 , otherwise.
Given that a randomly selected home is insured for at least 1.5, calculate the probability that it is
insured for less than 2.
 7. CONTINUOUS DISTRIBUTIONS 27

• Solution: Note that the distribution function is given by

Z x
1
F (x) = P(X ≤ x) = 3y −4 dy = 1 − .
1 x3
Then

P ((X < 2) and (X ≥ 1.5)) P (X < 2) − P (X < 1.5)

P (X < 2 | X ≥ 1.5) = =
P (X ≥ 1.5) P (X ≥ 1.5)
−3
− 1 − 1.5−3



F (2) − F (1.5) 1−2
= =
1 − F (1.5) 1 − (1 − 1.5−3 )
37
= = .578.
64
(5) The density function of X is given by
(
a + bx2 0≤x≤1
f (x) =
0 otherwise.

7
If E [X] = 10 , nd the values of a and b.
• Solution: We need to use the fact that −∞ f (x)dx = 1
R∞ 7
and E [X] = 10 . The rst one gives
us,
Z 1
b
a + bx2 dx = a +


1=
0 3
and the second one give us
Z 1
7 a b
x a + bx2 dx = + .


=
10 0 2 4
Solving these equations gives us

1 12
a= , and b= .
5 5
(6) Let X be a random variable with density function
(
1
a−1 1<x<a
f (x) =
0 otherwise.

Suppose that E [X] = 6Var(X). Find the value of a.

• Solution: Note that
Z a
x 1 1
EX = dx = a + .
1 a−1 2 2
Also
2
Var(X) = EX 2 − (EX)
then we need
a
x2
Z
2 1 1 1
EX = dx = a2 + a + .
1 a−1 3 3 3
 7. CONTINUOUS DISTRIBUTIONS 28

Then
   2
1 2 1 1 1 1
V ar(X) = a + a+ − a+
3 3 3 2 2
1 2 1 1
= a − a+ .
12 6 12
Then using E [X] = 6Var(X) we solve and get 12 a2 − 32 a = 0 which we get a = 3.
(7) Suppose you order a pizza from your favorite pizzaria at 7:00 pm, knowing that the time it takes
for your pizza to be ready is uniformly distributed between 7:00 pm and 7:30 pm.
(a) What is the probability that you will have to wait longer than 10 minutes for your pizza?
• Solution: Note that X is uniformly distributed over (0, 30). Then
2
P(X > 10) = .
3
(b) If at 7:15pm, the pizza has not yet arrived, what is the probability that you will have to wait
at least an additional 10 minutes?
• Solution: Note that X is uniformly distributed over (0, 30). Then

P (X > 25) 5/30

P(X > 25 | X > 15) = = = 1/3.
P(X > 15) 15/30
 CHAPTER 8

Normal Distributions
(1) Suppose X is a normally distributed random variable with µ = 10 and σ 2 = 36. Find
(a) P (X > 5),
• Solution:
 
5 − 10
P (X > 5) = P Z> = P (Z > −.8333)
6
= 1 − P (Z ≤ −.8333) = 1 − Φ (−.8333)
= 1 − (1 − Φ (.8333)) = .7977

(b) P (4 < X < 16),

• Solution: 2Φ(1) − 1 = .6827
(c) P (X < 8).
• Solution: 1 − Φ(.3333) = .3695.
(2) The height of maple trees at age 10 are estimated to be normally distributed with mean 200 cm
and variance 64 cm. What is the probability a maple tree at age
√ 10 grows more than 210cm?
• Solution: We have µ = 200 and σ= 64 = 8. Then

 
210 − 200
P (X > 210) = P Z> = P (Z > 1.25)
8
= 1 − Φ(1.25) = .1056.

(3) The peak temperature T, in degrees Fahrenheit, on a July day in Antarctica is a Normal random
variable with a variance of 225. With probability .5, the temperature T exceeds 10 degrees.
(a) What is P(T > 32), the probability the temperature is above freezing?
√
• Solution: We have σ = 225 = 15. Since P (X > 10) = .5 then we must have that
µ = 10 since the pdf of the normal distribution is symmetric. Then
 
32 − 10
P(T > 32) = P Z >
15
= 1 − Φ (1.47) = .0708.

(b) What is P (T < 0)?

• Solution: We have P(T < 0) = Φ (−.67) = 1 − Φ(.67) = .2514.
(4) The salaries of UConn professors is approximately normally distributed. Suppose you know that
33 percent of professors earn less than $80,000. Also 33 percent earn more than $120,000.
(a) What is the probability that a UConn professor makes more than $100,000?

29
 8. NORMAL DISTRIBUTIONS 30

• Solution: First we need to gure out what µ and σ are. Note that
 
80, 000 − µ
P (X ≤ 80, 000) = .33 ⇐⇒ P Z< = .33
σ
 
80, 000 − µ
⇐⇒ Φ = .33
σ
and since Φ (.44) = .67 then Φ (−.44) = .33. Then we must have

80, 000 − µ
= −.44.
σ
Similarly, since

P (X > 120, 000) = .33 ⇐⇒ 1 − P (X ≤ 120, 000) = .33

 
120, 000 − µ
⇐⇒ 1−Φ = .33
σ
 
120, 000 − µ
⇐⇒ Φ = .67
σ
Now again since Φ (.44) = .67 then
120, 000 − µ
= .44.
σ
Solving the equations

80, 000 − µ 120, 000 − µ

= −.44 and = .44,
σ σ
simultaneously we have that

µ = 100, 000 and σ ≈ 45, 454.5.

Then
P (X > 100, 000) = .5.
(b) What is the probability that a UConn professor makes between $70,000 and $80,000?
• Solution: We have

P (70, 000 < X < 80, 000) ≈ .0753.

(5) SupposeX is a normal random variable with mean 5. If P (X > 0) = .8888, approximately what is
V ar (X)?
• Solution: Since P (X > 0) = .8888, then
 
0−5
P (X > 0) = .8888 ⇐⇒ P Z> = .8888
σ
 
5
⇐⇒ 1−P Z ≤− = .8888
σ
 
5
⇐⇒ 1−Φ − = .8888
σ
  
5
⇐⇒ 1− 1−Φ = .8888
σ
 
5
⇐⇒ Φ = .8888.
σ
 8. NORMAL DISTRIBUTIONS 31

Using the table we see that Φ (1.22) = .8888, thus we must have that

5
= 1.22
σ
and solving this gets us σ = 4.098, hence σ 2 ≈ 16.8.
(6) The shoe size of a UConn basketball player is normally distributed with mean 12 inches and variance
4 inches. Ten percent of all UConn basketball players have a shoe size greater than c inches. Find
the value of c.
• Solution: Note that
 
c − 12
P (X > c) = .10 ⇐⇒ P Z> = .10
2
 
c − 12
⇐⇒ 1−P Z ≤ = .10
2
 
c − 12
⇐⇒ P Z≤ = .9
2
 
c − 12
⇐⇒ Φ = .9
2
Using the table we see that Φ (1.28) = .90, thus we must have that

c − 12
= 1.28
2
and solving this gets us c = 14.56.
 CHAPTER 9

Normal Approximation to the binomial

(1) Suppose that we roll 2 dice 180 times. Let E be the event that we roll two ves no more than once.
(a) Find the exact probability of E.
• Solution: The probability of rolling two ves in a particular roll is
1
36 , so the probability
that we roll two ves no more than once in 180 rolls is
  180    179
180 35 180 1 35
p= + ≈ .0386.
0 36 1 36 36
(b) Approximate P(E) using the normal distribution.
• Solution: We want the number of successes to be 0 or 1, so we want P (0 ≤ S180 ≤ 1).
Since the binomial is integer-valued, we apply the continuity correction and calculate
P (−.5 ≤ S180 ≤ 1.5)instead. Wepcalculate that the expected value is µ = 180 · p = 5
and the standard deviation σ = 180p(1 − p) ≈ 2.205. Now, as always, we convert this
question to a question about the standard normal random variable Z ,
 
.5 − 5 1.5 − 5
P (−.5 ≤ S180 ≤ 1.5) = P ≤Z≤ = P (−2.49 < Z < −1.59)
2.205 2.205
= (1 − Φ (1.59)) − (1 − Φ (2.49))
= (1 − .9441) − (1 − .9936) = .0495.
(c) Approximate P(E) using the Poisson distribution.
• Solution: We use λ = np = 5 (note that we calculated this already in (b)!). Now we
see that
50 51
P(E) ≈ e−5 + e−5 ≈ .0404.
0! 1!

32
 CHAPTER 10

Some continuous distributions

(1) Suppose that the time required to replace a car's windshield can be represented by an exponentially
1
distributed random variable with parameter λ=2.
(a) What is the probability that it will take at least 3 hours to replace a windshield?
• Solution: We have

P (X > 3) = 1 − P (0 < X < 3)

Z 3
1 −x
= 1− e 2 dx
0 2
3
= e− 2 ≈ .2231.
(b) What is the probability that it will take at least 5 hours to replace a windshield given that it
hasn't been nished after 2 hours?
• Solution: There are two ways to do this. The longer one is to calculate P(X > 5 | X >
2). The shorter one is to remember that the exponential distribution is memoryless and
to observe that P(X > t + 3 | X > t) = P (X > 3), so the answer is the same as the
answer to (a).
1
(2) The number of years a u-phone functions is exponentially distributed with parameter λ = . If Pat
8
buys a used u-phone, what is the probability that it will be working after an additional 8 years?
• Solution: e−1
(3) Suppose that the time (in minutes) required to check out a book at the library can be represented
2
by an exponentially distributed random variable with parameter λ=
11 .
(a) What is the probability that it will take at least 5 minutes to check out a book?
• Solution: Recall a formula P (X > a) = e
−λa
, then
10
P (X > 5) = e− 11 .
(b) What is the probability that it will take at least 11 minutes to check out a book given that
you've already waited for 6 minutes?
• Solution: We use the memoryless property

P (X > 11 | X > 6) = P (X > 6 + 5 | X > 6)

10
= P (X > 5) = e− 11 .
(4) Let X be an exponential random variable with mean E [X] = 1. Dene a new random variable
Y = eX . Find the p.d.f. of Y , fY (y).
• Solution: Since E [X] = 1 then we know that λ=1. Then it's pdf and cdf is

−x
fX (x) = e ,x ≥ 0
FX (x) = 1 − e−x , x ≥ 0.
33
 10. SOME CONTINUOUS DISTRIBUTIONS 34

By using the given relation,

Fy (y) = P (Y ≤ y) = P eX ≤ y = P (X ≤ ln y) = FX (ln y)

and so
1
FY (y) = 1 − e− ln y = 1 − , when ln(y) ≥ 0,
y
taking derivatives we get

dFy (y) 1
fY (y) = = 2, when y ≥ 1.
dy y
Thus (
1
y2 y≥1
fY (y) =
0 y<1
(5) Suppose that X has an exponential distribution with parameter λ = 1. Let c > 0. Show that
Y = Xc is exponential with parameter λ = c.
• Solution: Since X is exponential with parameter 1, then it's pdf and cdf is
fX (x) = e−x , x ≥ 0
FX (x) = 1 − e−x , x ≥ 0.
By using the given relation,
 
X
Fy (y) = P (Y ≤ y) = P ≤y = P (X ≤ cy) = FX (cy)
c
and so
FY (y) = 1 − e−cy , when cy ≥ 0,
taking derivatives we get

dFy (y)
fY (y) = = ce−cy , when y ≥ 0.
dy
Note that since (
ce−cy , y ≥ 0
fY (y) =
0 y<0
then this is the pdf of an exponential with parameter λ = c.
(6) Let X be a uniform random variable over (0, 1). Dene a new random variable Y = eX . Find the
probability density function of Y , fY (y).
• Solution: Since X is uniform over (0, 1), then it's pdf and cdf are

fX (x) =1 , 0≤x<1
FX (x) =x , 0 ≤ x < 1.
By using the given relation,

Fy (y) = P (Y ≤ y) = P eX ≤ y = P (X ≤ ln y) = FX (ln y)

and so
FY (y) = ln y, when 0 ≤ ln y < 1.
taking derivatives we get

dFy (y) 1
fY (y) = = , when 1 < y < e1 .
dy y
 10. SOME CONTINUOUS DISTRIBUTIONS 35

so that (
1
y 1<y<e
fY (y) = .
0 otherwise
 CHAPTER 11

Multivariate distributions
(1) Suppose that 2 balls are chosen without replacement from an urn consisting of 5 white and 8 red
balls. Let X equal 1 if the rst ball selected is white and zero otherwise. Let Y equal1 if the
second ball selected is white and zero otherwise. Find the probability mass function of X, Y .
• Solution: We have

8·7 14
p(0, 0) = P (X = 0, Y = 0) = P (RR) = = ,
13 · 12 39
5·8 10
p(1.0) = P (X = 1, Y = 0) = P (W R) = = ,
13 · 12 39
8·5 10
p(0, 1) = P (X = 0, Y = 1) = P (RW ) = = ,
13 · 12 39
5·4 5
p(1, 1) = P (X = 1, Y = 1) = P (W W ) = = .
13 · 12 39

(2) Suppose you roll two fair dice. Find the probability mass function of X and Y, where X is the
largest value obtained on any die, and Y is the sum of the values.
• Solution: First we need to gure what values X, Y can attain. Note that X can be any of
1, 2, 3, 4, 5, 6, But Y is the sum, can only be as low as 2 and as high as 12. First we make a
table of possibilities for (X, Y ) given the values of the die. Recall X is the largest of the two,
and Y is the sum of them. The possible outcomes are given by:
1st Die\2nd die 1 2 3 4 5 6

1 (1, 2) (2, 3) (3, 4) (4, 5) (5, 6) (6, 7)

2 (2, 3) (2, 4) (3, 5) (4, 6) (5, 7) (6, 8)
• 3 (3, 4) (3, 5) (3, 6) (4, 7) (5, 8) (6, 9)
4 (4, 5) (4, 6) (4, 7) (4, 8) (5, 9) (6, 10)
5 (5, 6) (5, 7) (5, 8) (5, 9) (5, 10) (6, 11)
6 (6, 7) (6, 8) (6, 9) (6, 10) (6, 11) (6, 12)
X\Y 2 3 4 5 6 7 8 9 10 11 12
1
1
36 0 0 0 0 0 0 0 0 0 0
2 1
2 0 36 36 0 0 0 0 0 0 0 0
• Then we make a table of the pmf p(x, y). 2 2 1
3 0 0 36 36 36 0 0 0 0 0 0
2 2 2 1
4 0 0 0 36 36 36 36 0 0 0 0
2 2 2 2 1
5 0 0 0 0 36 36 36 36 36 0 0
2 2 2 2 2 1
6 0 0 0 0 0 36 36 36 36 36 36
(3) Suppose the joint density function of X
and Y is f (x, y) = 41 for 0<x<2 and 0 < y < 2.
1
(a) Calculate P 2 < X < 1, 23 < Y < 34 .
36
 11. MULTIVARIATE DISTRIBUTIONS 37

• Solution: We integrate the pdf over the bounds and get

4
Z 1 Z   
3 1 1 1 4 2 1
dydx = 1− − = .
1
2
2
3
4 4 2 3 3 12
(b) Calculate P (XY < 2).
• Solution: We need to nd the region that is within 0 < x, y < 2 and y < x2 . (Draw a
picture!!! Please!) We get two regions from this. One with bounds 0 < x < 1, 0 < y < 2
and the other region being 1 < x < 2, 0 < y < x2 . Then
Z 1Z 2 Z 2 Z x2
1 1
P (XY < 2) = dydx + dydx
0 0 4 1 0 4
Z 2
1 1
= + dx
2 1 2x
1 ln 2
= + .
2 2
(c) Calculate the marginal distributions fX (x) and fY (y).
• Solution: Recall that
Z ∞ Z 2
1 1
fX (x) = f (x, y)dy = dy =
−∞ 0 4 2
for 0<x<2 and 0 otherwise. By symmetry, fY is equal to the same thing.
(4) The joint probability density function of X and Y is given by

f (x, y) = e−(x+y) , 0 ≤ x < ∞, 0 ≤ y < ∞.

FindP (X < Y ).
• Solution: Draw a picture of the region and note the bounds are
Z ∞ Z y Z ∞
−(x+y)
 −2y
+ e−y dy

P (X < Y ) = e dxdy = −e
0 0
∞ 0 
1 −2y −y 1 1
= e −e =0− −1 = .
2 0 2 2
1
(5) Suppose X and Y are independent random variables and that X is exponential with λ= 4 and Y
is uniform on (2, 5). Calculate the probability that 2X + Y < 8.
• Solution: We know that
(
1 −x
4e
4 when x≥0
fX (x) =
0 otherwise

and
(
1
3 when 2<y<5
fY (y) =
0 otherwise

Since X, Y are independent then fX,Y = fX fY , thus

(
1 −x
12 e
4 when x ≥ 0, 2 < y < 5
fX,Y (x, y) =
0 otherwise
 11. MULTIVARIATE DISTRIBUTIONS 38

• Draw the region (2X + Y < 8), which correspond to 0 ≤ x, 0 < y < 5 and y < 8−2x. Drawing
a picture of the region, we get the corresponding bounds of 2 < y < 5 and 0 < x < 4 − y2 , so
that
Z 5 Z 4− y2
1 −x
P (2X + Y < 8) = e 4 dxdy
2 0 12
Z 5 
1 
= 1 − ey/8−1 dx
2 3
8  −3 3

= 1− e 8 − e− 4
3
(6) Consider X and Y given by the joint density
(
10x2 y 0≤y≤x≤1
f (x, y) =
0 otherwise.

(a) Find the marginal pdfs, fX (x) and fY (x).

• Solution: We have
(
5x4 0≤x≤1
fX (x) = ,
0 otherwise
(
10
3 y(1 − y3 ) 0≤y≤1
fY (y) = .
0 otherwise

(b) Are X and Y independent random variables?

• Solution:
No, since fX,Y 6= fX fY .
X
(c) Find P Y ≤
2 .
• Solution: P Y ≤ X

1
2 = 4.
X X


(d) Find P Y ≤
4 |Y ≤ 2 .
• Solution: Also 14 .
(e) Find E [X].
• Solution: Use fX from part (a) the denition of expected value.
(7) Consider X and Y given by the joint density
(
4xy 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
f (x, y) =
0 otherwise.

fX and fY .
(a) Find the joint pdf 's,
• Solution: fX = 2x and fY = 2y .
(b) Are X and Y independent?
• Solution: Yes! Since f (x, y) = fX fY .
(c) Find EY .

• Solution: We have EY = 0 y · 2ydy = 32 .

R1

(8) Consider X, Y given by the joint pdf

(
2
(x + 2y) 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
f (x, y) = 3
0 otherwise.

Are X and Y independent random variables?

 11. MULTIVARIATE DISTRIBUTIONS 39

• Solution: 2 2 1 4


We get
3 x + 3 while fY = 3 + 3 y and f 6= fX fY .
fX =
(9) Suppose that gross weekly ticket sales for UConn basketball games are normally distributed with
mean $2, 200, 000 $230, 000. What is the probability that the total gross
and standard deviation
$4, 600, 000? What assumption did you use?
ticket sales over the next two weeks exceeds
• Solution: If W = X1 + X2 is the sales over the next two weeks, then W is normal with mean
2 2
2, 200,
p 000 + 2, 200, 000 = 4, 400, 00 and variance 230, 000 + 230, 000 . Thus the variance
is 2 2
230, 000 + 230, 000 = 325, 269.1193. Here we used the assumption that X1 , X2 are
independent random variables, that is, basketball ticket sales are independent from week to
week.
• Hence
 
4, 600, 000 − 4, 400, 000
P (W > 5, 000, 000) = P Z>
325, 269.1193
= P (Z > .6149)
≈ 1 − Φ (.61)
= .27
(10) Suppose the joint density function of the random variable X1 and X2 are
(
4x1 x2 0 < x1 < 1, 0 < x2 < 1
f (x1 , x2 ) =
0 otherwise.

LetY1 = 2X1 + X2 and Y2 = X1 − 3X2 . What is the joint density function of Y1 and Y2 ?
• Solution:
 Step1: Find the Jacobian: Note that

y1 = g1 (x1 , x2 ) = 2x1 + x2 ,
y2 = g2 (x1 , x2 ) = x1 − 3x2 .
So
2 1
J (x1 , x2 ) = = −7.
1 −3
 Step2: Solve for x1 , x2 and get

3 1
x1 = y1 + y2
7 y
1 2
x2 = y1 − y2
7 7
 Step3: The joint pdf of Y1 , Y2 is given by the formula:

−1
fY1 ,Y2 (y1 , y2 ) = fX1 ,X2 (x1 , x2 ) |J (x1 , x2 )|
 
3 1 1 2 1
= fX1 ,X2 y1 + y2 , y1 − y2 .
7 y 7 7 7
Since we are given the joint pdf of X1 and X2 , then plugging it these into fX1 ,X2 , we
have
(
4
73 (3y1 + y2 ) (y1 − 2y2 ) 0 < 3y1 + y2 < 7, 0 < y1 − 2y2 < 2
fY1 ,Y2 (y1 , y2 ) =
0 otherwise.
 11. MULTIVARIATE DISTRIBUTIONS 40

(11) Suppose the joint density function of the random variable X1 and X2 are
(
3


2 x21 + x22 0 < x1 < 1, 0 < x2 < 1
f (x1 , x2 ) =
0 otherwise.

Let Y1 = X1 − 2x2 and Y2 = 2X1 + 3X2 . What is the joint density function of Y1 and Y2 ?
• Solution:
 Step1: Find the Jacobian: Note that

y1 = g1 (x1 , x2 ) = x1 − 2x2 ,
y2 = g2 (x1 , x2 ) = 2x1 + 3x2 .
So
1 −2
J (x1 , x2 ) = = 7.
2 3
 Step2: Solve for x1 , x2 and get

1
x1 = (3y1 + 2y2 )
7
1
x2 = (−2y1 + y2 )
7
 Step3: The joint pdf of Y1 , Y2 is given by the formula:
−1
fY1 ,Y2 (y1 , y2 ) = fX1 ,X2 (x1 , x2 ) |J (x1 , x2 )|
 
1 1 1
= fX1 ,X2 (3y1 + 2y2 ) , (−2y1 + y2 ) .
7 7 7
Since we are given the joint pdf of X1 and X2 , then plugging it these into fX1 ,X2 , we
have
(  
3 1 2 2
2 · 73 (3y1 + 2y2 ) + (−2y1 + y2 ) 0 < 3y1 + 2y2 < 7, 0 < −2y1 + y2 < 7
fY1 ,Y2 (y1 , y2 ) =
0 otherwise.
 CHAPTER 12

Expectations
(1) Suppose the joint distribution for X and Y is given by the joint probability mass function shown
Y \X 0 1

below: 0 0 .3 .
1 .5 .2
(a) Calculate the covariance of X and Y.
Y \X 0 1

0 0 .3 .3
• Solution: First let's calculate the marginal distributions: Then
1 .5 .2 .7
.5 .5

EXY = (0 · 0) 0 + (0 · 1) .5 + (1 · 0) .3 + (1 · 1) .2 = .2
EX = 0 · .5 + 1 · .5 = .5
EY = 0 · .3 + 1 · .7 = .7.
Hence

Cov(X, Y ) = E [XY ] − EXEY

= .2 − (.5) (.7) = −.15
(b) Calculate Var(X) and Var(Y ).
• Solution: First need

EX 2 = 02 .5 + 12 .5 = .5
EY 2 = 02 .3 + 12 .7 = .7
Therefore
2 2
Var(X) = EX 2 − (EX) = .5 − (.5) = .25,
2 2
Var(Y ) = EY 2 − (EY ) = .7 − (.7) = .21,
(c) Calculate ρ(X, Y ).
• Solution:
Cov(X, Y )
ρ(X, Y ) = p =≈ −.6547.
Var(X) · Var(Y )
(2) Let X and Y be random variable whose joint probability density function is given by
(
x+y 0 < x < 1, 0 < y < 1
f (x, y) =
0 otherwise.

(a) Calculate the covariance of X and Y.

41
 12. EXPECTATIONS 42

• Solution: We'll need E [XY ] , EX,

EY : and
Z 1 Z 1
Z 1 2 
x x 1
E [XY ] = xy (x + y) dydx = + dx = ,
0 0 0 2 3 3
Z 1Z 1 Z 1
x 7
EX = x(x + y)dydx = (x2 + )dx =
0 0 0 2 12
7
EY = , by symmetry with the EX case.
12
Therefore,
 2
1 7 1
Cov(X, Y ) = E [XY ] − E [X] E [Y ] = − =− .
3 12 144
(b) Calculate Var(X) and Var(Y ).
• Solution: We need EX 2 and EY 2 ,
1 1 1
x2
Z Z Z
5
EX 2 = x2 (x + y)dydx = (x3 + )dx =
0 0 0 2 12
2 5
so we know that EY = 12 by symmetry. Therefore
 2
5 7 11
Var(X) = Var(Y ) = − = .
12 12 144
(c) Calculateρ(X, Y ).
• Solution:
Cov(X, Y ) 1
ρ(X, Y ) = p =− .
Var(X) · Var(Y ) 11
(3) LetX be normally distributed with mean 1 and variance h9. Let Y bei exponentially distributed
2
with λ = 2. Suppose X and Y are independent. Find E (X − 1) Y . (Hint: Use a properties

about expectations)
• Solution: Since X, Y are independent then
h i h i
2 2
E (X − 1) Y = E (X − 1) E [Y ]
= Var(X)µY
1
= 9·
2
9
= .
2
 CHAPTER 13

Moment generating functions

(1) Suppose that you have a fair 4-sided die, and let X be the random variable representing the value
of the number rolled.
(a) Write down the moment generating function for X.
• Solution:
1 1 1 1
= E etX = e1·t + e2·t + e3·t + e4·t
 
mX (t)
4 4 4 4
1 1·t
e + e2·t + e3·t + e4·t


=
4
(b) Use this moment generating function to compute the rst and second moments of X.
• Solution: We have
1 1·t
m0X (t) e + 2e2·t + 3e3·t + 4e4·t ,


=
4
1 1·t
m0X (t) e + 4e2·t + 9e3·t + 16e4·t ,


=
4
so
1 5
EX = m0X (0) = (1 + 2 + 3 + 4) =
4 2
and
1 15
EX 2 = m00X (0) = (1 + 4 + 9 + 16) = .
4 2
(2) Let X be a random variable whose probability density function is given by
(
e−2x + 12 e−x x>0
fX (x) = .
0 otherwise

(a) Write down the moment generating function for X.

• Solution:
Z ∞  
−2x 1 −x
= E etX = tx
 
mX (t) e e + e dx
0 2
1 1
= + , for t < 1.
2 − t 2 (1 − t)
(b) Use this moment generating function to compute the rst and second moments of X.
• Solution: We have

1 1
m0X (t) = 2 + 2
(2 − t) 2 (1 − t)
2 1
m00X (t) = 3 + 3
(2 − t) (1 − t)
43
 13. MOMENT GENERATING FUNCTIONS 44

so EX = m0X (0) = 34 and EX 2 = m00X = 45 .

(3) Suppose X and Y are Poisson independent random variables with parameters λx , λy , respectively.
Find the distribution of X + Y .
• Solution: Since X ∼ Pois(λx ) and Y ∼ Pois(λy ) then
t t
mX (t) = eλx (e −1)
and mY (t) = eλy (e −1)
.

Then

mX+Y (t) = mX (t)mY (t), by independence

t t
= eλx (e −1) eλy (e −1)
t
= e(λx +λy )(e −1)
.

Thus by the Theorem in Section 13.1, X + Y ∼ Pois (λx + λy ).

(4) True or False? Suppose X ∼ Exp (λx ) and Y ∼ Exp (λy ) with parameters λx , λy > 0 and suppose
X, Y are independent. Is X + Y ∼ Exp (λx + λy )?
• Solution: Since X ∼ Exp (λx ) and Y ∼ Exp (λy ) then

λx λy
mX (t) = , for t < λx and mX (t) = , for t < λx .
λx − t λy − t

Then

mX+Y (t) = mX (t)mY (t), by independence

λx λy
=
λx − t λy − t
λx λy
= .
(λx − t) (λy − t)

While if Z ∼ Exp (λx + λy ) then

λx + λy
mZ (t) = , for t < λx + λy ,
λx + λy − t

but since

λx λy λx + λy
mX+Y (t) = 6= = mZ (t)
(λx − t) (λy − t) λx + λy − t

for general λx , λy then the answer is false!.

(5) Suppose that a mathematician determines that the revenue the UConn Dairy Bar makes in a week
is a random variable, X, with moment generating function

1
MX (t) = 4.
(1 − 2500t)

Calculate the standard deviation of the revenue the UConn Dairy bar makes in a week.
 13. MOMENT GENERATING FUNCTIONS 45

• Solution:
2
p
We want SD(X) = Var(X). But Var(X) = EX 2 − (EX) . We compute

0 −5
m (t) = 4 (2500) (1 − 2500t) ,
00 2 −6
m (t) = 20 (2500) (1 − 2500t) ,
0
EX = m (0) = 10, 000
EX 2
= m00 (0) = 125, 000, 000
Var(X) = 125, 000, 000 − 10, 0002 = 25, 000, 000
p
SD(X) = 25, 000, 000 = 5, 000.
(6) Let X and Y be two independent random variables with respective moment generating functions

1 1 1 1
mX (t) = , if t< , mY (t) = 2, if t< .
1 − 5t 5 (1 − 5t) 5
2
Find E (X + Y ) .
• Solution: First recall that if we let W =X +Y t, and X, Y indepedent then

1
mW (t) = mX+Y (t) = mX (t)mY (t) = 3,
(1 − 5t)
E W 2 = m00W (0).
 
recall that Thus we need to compute some derivatives

15
m0W (t) = 4,
(1 − 5x)
300
m00W (t) = 5,
(1 − 5x)
thus
300
E W 2 = m00W (0) =
 
5 = 300.
(1 − 0)
 CHAPTER 14

Limit Laws
(1) In a 162-game season, nd the approximate probability that a team with a 0.5 chance of winning
will win at least 87 games.
• Solution: Let Xi be1 if the team win's the ith game and 0 if the team loses. This is a
2
Bernoulli R.V. with p = .5. Thus µ = p = .5 and σ 2 = p (1 − p) = (.5) . Then

162
X
X= Xi
i=1

is the number of games won in the season. Using CLT

nµ = 162 · .5 = 81
√ √
σ n = .5 162 = 6.36

then

162
!
X
P Xi ≥ 87 = P (X ≥ 86.5)
i=1
 
X − 81 86.5 − 81
= P >
6.36 6.36
≈ P (Z > .86) = .1949

where we used a correction since X is a discrete r.v.

(2) An individual students MATH 3160 Final exam score at UConn is a random variable with mean 75
and variance 25, How many students would have to take the examination to ensure with probability
at least .9 that the class average would be within 5 of 75?

46
 14. LIMIT LAWS 47

• Solution:Now µ = 75, σ 2 = 25, σ = 5.

 Pn  n
!
i=1 Xi
X
P 70 < < 80 ≥ .9 ⇐⇒ P 70 · n < Xi < 80 · n ≥ .9
n i=1
 
70 · n − 75 · n 80 · n − 75 · n
⇐⇒ P √ <Z< √ ≥ .9
5 n 5 n
 √ √ 
n n
⇐⇒ P −5 <Z<5 ≥ .9
5 5
√ √

⇐⇒ P − n < Z < n ≥ .9
√
√

⇐⇒ Φ n − Φ − n ≥ .9
√
√


⇐⇒ Φ n − 1 − Φ n ≥ .9
√

⇐⇒ 2Φ n − 1 ≥ .9
√

⇐⇒ Φ n ≥ .95
Using the table inversely we have that
√
n ≥ 1.65 =⇒ n ≥ 2.722
hence the rst integer that insurers that n ≥ 2.722 is

n = 3.
(3) Let X1 , X2 , . . . , X100 be independent exponential random variables with parameter λ = 1. Use the
central limit theorem to approximate

100
!
X
P Xi > 90 .
i=1

• Solution: Since λ=1 then EXi = 1 and Var(Xi ) = 1. Use CLT

nµ = 100 · 1 = 100
√ √
σ n = 1 · 100 = 10.

100
! P100 !
X
i=1Xi − 100 · 1 90 − 100 · 1
P Xi > 90 = P √ > √
i=1
1 · 100 1 · 100
≈ P (Z > −1) = .8413.
(4) Suppose an insurance company has 10,000 automobile policy holders. The expected yearly claim
per policy holder is $240, with a standard deviation of $800. Approximate the probability that the
total yearly claim is greater than $2,500,000.
• Solution:
 
X − 2400000 2500000 − 2400000
P (X ≥ 1300) = P ≥
80000 80000
≈ P (Z ≥ 1.25)
= 1 − Φ(1.25) = 1 − .8944
= .1056.
 14. LIMIT LAWS 48

(5) Suppose you are the only clerk at the UConn dairy bar. Suppose that the checkout time at the
dairy bar has a mean of 5 minutes and a standard deviation of 2 minutes. Estimate the probability
that a clerk will serve at least 36 customers during her 3-hour and a half shift.
• Solution: Let Xi be the time it takes to check out customer i. Then

X = X1 + · · · + X36
is the time it takes to check out 36 customer. We want P (X ≤ 210).
• Use CLT,

nµ = 36 · 5 = 180
√ √
σ n = 2 36 = 12.
• Thus
 
X − 180 210 − 180
P (X ≤ 210) = P ≤
12 12
≈ P (Z ≤ 2.5)
= Φ(2.5)
= .9938.
(6) Shabazz Napier is a basketball player in the NBA. His expected number of points per game is 15
with a standard deviation of 5 points per game. The NBA season is 82 games long. Shabazz is
guaranteed a ten million dollar raise next year if he can score a total of 1300 points this season.
Approximate the probability that Shabazz will get a raise next season.
• Solution:Let Xi be the number of points scored by Shabazz in game i . Then

X = X1 + · · · + X82
is the total number of points in a whole season. We want P (X ≥ 1800).
• Use CLT,

nµ = 82 · 15 = 1230
√ √
σ n = 5 82 = 45.28.
• Thus
 
X − 1230 1300 − 1230
P (X ≥ 1300) = P ≥
45.28 45.28
≈ P (Z ≥ 1.55)
= 1 − Φ(1.55) = 1 − .9394
= .0606.