Exercises
Exercise 1.
Classify the following random variables as discrete or continuous:
X: the number of automobile accidents per year in Virginia.
Y : the length of time to play 18 holes of golf.
M: the amount of milk produced yearly by a particular cow.
N: the number of eggs laid each month by a hen.
P: the number of building permits issued each month in a certain city.
Q: the weight of grain produced per acre.
Solution:
X: Discrete
Y : Continuous
M: Continuous
N: Discrete
P: Discrete
Q: Continuous
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Exercises
Exercise 2.
An overseas shipment of 5 foreign automobiles contains 2 that have slight paint blemishes. If
an agency receives 3 of these automobiles at random, list the elements of the sample space
S, using the letters B and N for blemished and non-blemished, respectively;then to each
sample point assign a value x of the random variable X representing the number of
automobiles with paint blemishes purchased by the agency.
Solution:
The sample space
S = {NNN, NNB, NBN, BNN, NBB, BNB, BBN},
So
RX = {0, 1, 2}.
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Exercises
Exercise 3.
Let W be a random variable giving the number of heads minus the number of tails in three
tosses of a coin. List the elements of the sample space S for the three tosses of the coin and
to each sample point assign a value w of W .
Solution:
The sample space
S = {TTT , TTH, THT , HTT , THH, HHT , HTH, HHH}
So
RW = {0 − 3, 1 − 2, 2 − 1, 3 − 0} = {−3, −1, 1, 3}.
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Exercises
Exercise 3.
The total number of hours, measured in units of 100 hours, that a family runs a vacuum
cleaner over a period of one year is a continuous
random variable X that has the density
function x
0<x <1
f (x) = 2 − x 1 ≤ x < 2 .
0 elsewhere
Find the probability that over a period of one year, a family runs their vacuum cleaner (a) less
than 120 hours; (b) between 50 and 100 hours.
Solution:
120 hours taking 100 hours as a measured unit, gives 1.2, so
Z 1.2 Z 1 Z 1.2
P(X < 1.2) = f (x)dx = xdx + 2 − xdx =
−∞ 0 1
1−0 (2 − 1.2)2 − (2 − 1)2 0
− = 0.68.
2 2
Between 50 and 100 Zhours, this means
1 Z 1 12 − (0.5)2
P(0.5 < X < 1) = f (x)dx = xdx = = 0.375.
0.5 0.5 2
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Exercises
Exercise 4.
A shipment of 7 television sets contains 2 defective sets. A hotel makes a random purchase
of 3 of the sets. If X is the number of defective sets purchased by the hotel, find the
probability distribution of X .
Solution: Here there s a selection, without repetition, without repetition, of 3 sets from 7 sets
in which 2 are defective. Then
RX = {0, 1, 2}.
So X here is a discrete R.V.
5
C3 10
f (0) = P(X = 0) = 7C = 35
.
3
2
C1 5C2 20
f (1) = P(X = 1) = 7C = 35
.
3
2
C2 5C1 5
f (2) = P(X = 2) = 7C = 35
.
3
x 0 1 2
Thus the probability distribution of X is: .
f (x) 10/35 20/35 5/35
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Exercises
Exercise 5. (Important): Discrete Random Variables
An investment firm offers its customers municipal bonds that mature after varying numbers of
years. Given that the cumulative distribution function of T , the number of years to maturity for
a randomly selected bond, is:
0 t <1
1/4 1≤t <3
F (t) = 1/2 3≤t <5
3/4 5≤t <7
1 t ≥7
Find P(T = 5), P(T > 3), P(1.4 < T < 6), and P(T ≤ 5|T ≥ 2).
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Exercises
Solution:
P(T = 5) = f (5) = F (5) − F (3) = 3/4 − 1/2 = 1/4.
P(T > 3) = 1 − P(X ≤ 3) = 1 − F (3) = 1 − 1/2 = 1/2.
P(1.4 < T < 6) = P(X < 6) − P(X ≤ 1.4) = F (5) − F (1.4) = 3/4 − 1/4 = 1/2.
P(2≤T ≤5)
P(T ≤ 5|T ≥ 2) = P(T ≥2)
P(2 ≤ T ≤ 5) = F (5) − F (1) = 3/4 − 1/4 = 1/2, and
P(T ≥ 2) = 1 − P(X < 2) = 1 − F (1) = 1 − 1/4 = 3/4, so
1/2
P(T ≤ 5|T ≥ 2) = 3/4 = 2/3.
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Exercises
Exercise 6. (Important)
The waiting time, in hours, between successive speeders spotted by a radar unit is a
continuous random variable with cumulative distribution function:
(
0 x <0
F (x) =
1 − e −8x x ≥0
Find the probability of waiting less than 12 minutes between successive speeders using the
cumulative distribution function of X and (b) using the probability density function of X .
Solution: 12 minutes, this means 12/60 = 0.2 hours. So
P(X < 0.2) = P(X ≤ 0.2) = F (0.2) −8∗0.2 = 0.7981.
( =1−e
0 x <0
Note that f (x) = F ′ (x) so f (x) = So
8e −8x x ≥0
Z 0.2
0.2
P(X < 0.2) = 8e −8x dx = −e −8x = −e −8∗0.2 − (−1) = 0.7981.
0 0
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Exercises
Exercise 7.
Consider the density function:
( √
k x 0<x <1
f (x) =
0 elsewhere
1 Evaluate k .
2 Find F (x) and use it to evaluate P(0.3 < X < 0.6).
Solution:
Z +∞ Z 1 √ 1
2
1 We have f (x)dx = 1, then k xdx = 1 ⇒ 3
kx 3/2 =1
−∞ 0 0
2k 2k 3
⇒ 3
(1 − 0) = 1 ⇒ 3
=1⇒k = 2
.
x
x 3√ 3 t 3/2
Z
2 For all 0 < x < 1, F (x) = P(X ≤ x) = tdt = = x 3/2 , so
0 2 2 3/2
0
0
x <0
F (x) = x 3/2 0<x <1 SoP(0.3 < X < 0.6) = F (0.6) − F (0.3)
= 0.63/2 − 0.33/2 = 0.3004.
1 x > 1.
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Exercises
Exercise 8.
An important factor in solid missile fuel is the particle size distribution. Significant problems
occur if the particle sizes are too large. From production data in the past, it has been
determined that the particle size (in micrometers) distribution is characterized by
(
3x −4 x >1
f (x) =
0 elsewhere
1 Verify that this is a valid density function..
2 Find F (x) and use it to evaluate the probability that a random particle from the
manufactured fuel exceeds 4 micrometers.
Solution:
Z +∞ Z +∞ 3 −3 +∞
1 We have f (x)dx = 3x −4 dx = x = 0 − (−1) = 1.
−∞ 1 −3 1
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Exercises
Solution:
Z x
2 For all x < 1, F (x) = P(X ≤ x) = 0dx = 0.
−∞
For all x ≥ 1,
x
Z x 3 −3
F (x) = P(X ≤ x) = 3t −4 dt = t = −(x −3 − 1) = 1 − x −3 . so
1 −3
1
(
0 x <1
F (x) =
1 − x −3 x ≥ 1.
SoP(X > 4) = 1 − P(X ≤ 4) = 1 − F (4) = 1 − (1 − 4−3 ) = 0.0156.
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Exercises
Exercise 9.
Measurements of scientific systems are always subject to variation, some more than others.
There are many structures for measurement error, and statisticians spend a great deal of time
modeling these errors. Suppose the measurement error X of a certain physical quantity is
decided by the density function
(
k (3 − x 2 ) −1 ≤ x ≤ 1
f (x) =
0 elsewhere
1 Evaluate k that renders f (x) a valid density function..
2 Find the probability that a random measurement error is less than 1/2.
3 For this particular measurement, it is undesirable if the error (magnitude of the error (i.e.,
|x|)) exceeds 0.8. What is the probability that this occurs?
Solution:
Z +∞ Z 1
1
1 We have f (x)dx = 1, then k (3 − x 2 )dx = 1 ⇒ k (3x − 13 x 3 ) =1
−∞ −1 −1
h i
⇒ k (3 − 13 ) − (−3 + 13 ) = 1 ⇒ 16k 3
= 1 ⇒ k = 16 3
.
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Exercises
Solution:
1/2
Z 1/2 3 3 1 99
2 P(X < 1/2) = (3 − t 2 )dt = (3t − t 3 ) =
−1 16 16 3 128
−1
3 P(|X | > 0.8) = P(X > 0.8) + P(X < −0.8) =
Z −0.8 Z 1
3 3
(3 − t 2 )dt + (3 − t 2 )dt = 0.164.
−1 16 0.8 16
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Exercises
Exercise 10.
The cumulative distribution function of a continuous R.V X is given by:
0
x < −5
F (x) = k (x + 5)2 −5 ≤ x < 7
1 x ≥ 7.
1
1 Show that k = 144
.
2 Determine the probability density function of x.
3 Find P(X > 4) in two methods.
2
4 What is the value of a so that P(X > a) = 3
.
Solution:
1
1 We have F (7) = 1 and F (7) = k (7 + 5)2 = k 144 so 144k = 1 ⇒ k = 144
.
2 f (x) = F ′ (x) so (
1
72
(x + 5) −5 ≤ x ≤ 7
f (x) =
0 elsewhere.
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Exercises
1 2
3 First Method: P(X > 4) = 1 − P(x ≤ 4) = 1 − F (4) = 1 − 144 9 = 0.4375 .
Z 7 7
1 1 t2 99
Second Method: P(X > 4) = (t + 5)dt = (5t + ) = .
4 72 72 2 128
4
2
4 P(X > a) = 1 − P(X < a) = 1 − F (a) = 3
2 1 1 1
⇒ F (a) = 1 − = ⇒ (a + 5)2 = ⇒ (a + 5)2 = 48
3 3 144 3
the solutions are:
a = −11.928 < −5 rejected
a = 1.928 ∈ [−5, 7] accepted.
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