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18 January 2010
CHAPTER 5
Section 5-1
5-1.
f ( x, y)
1
4
18 14 14 18 1
h)
fY 1.5 ( y )
f X 2 ( x)
f(x)
3/8
1/8
f XY (1.5, y )
and f X (1.5) = 3/8. Then,
f X (1.5)
y
fY 1.5 ( y )
2
3
(1/8)/(3/8)=1/3
(1/4)/(3/8)=2/3
f XY ( x,2)
and fY (2) = 1/8. Then,
fY (2)
x
f X 2 ( y)
1.5
(1/8)/(1/8)=1
a)
1
36
(2 3 4) 1 / 4
f XY (3,2) 361 (3 4 5) 1 / 3
1
(2) 1 / 18
d) P( X 2, Y 2) f XY (1,1) 36
5-1
18 January 2010
e)
3 1536 13 / 6 2.167
1 369 2 12
36
V ( X ) (1 136 ) 2
E (Y ) 2.167
V (Y ) 0.639
9
36
(2 136 ) 2
f) marginal distribution of X
x
12
36
(3 136 ) 2
h)
fY X ( y )
1/4
1/3
5/12
f XY (1, y )
f X (1)
f Y X ( y)
1
2
3
(2/36)/(1/4)=2/9
(3/36)/(1/4)=1/3
(4/36)/(1/4)=4/9
f X Y ( x)
0.639
1
2
3
g)
15
36
f XY ( x,2)
1/ 3
and f Y (2) f XY (1,2) f XY (2,2) f XY (3,2) 12
36
fY (2)
fX Y ( x)
1
2
3
(3/36)/(1/3)=1/4
(4/36)/(1/3)=1/3
(5/36)/(1/3)=5/12
f ( x, y) 0 and
f ( x, y) 1
R
5-2
18 January 2010
e)
E ( X ) 1( 18 ) 0.5( 14 ) 0.5( 12 ) 1( 18 )
E (Y ) 2( 18 ) 1( 14 ) 1( 12 ) 2( 18 )
1
8
1
4
V(X) = (-1-1/8)2(1/8)+(-0.5-1/8)2(1/4)+(0.5-1/8)2(1/2)+(1-1/8)2(1/8)=0.4219
V(Y) = (-2-1/4)2(1/8)+(-1-1/4)2(1/4)+(1-1/4)2(1/2)+(2-1/4)2(1/8)=1.6875
f) marginal distribution of X
x
f X (x)
-1
-0.5
0.5
1
g)
h)
fY X ( y )
1/8
1/8
f XY (1, y )
f X (1)
f Y X ( y)
1/8/(1/8)=1
f X Y ( x)
f XY ( x,1)
f Y (1)
fX Y ( x)
0.5
/(1/2)=1
i) E(X|Y=1) = 0.5
j) No, X and Y are not independent
5-4.
X 0, Y 0 and X Y 4
5-5.
3
y 2
1
0
2
x
The problem needs probabilities to total one. Modify so that the probability of moderate distortion
is 0.04.
5-3
18 January 2010
fxy(x,y)
0.857375
0.1083
0.00456
0.000064
0.027075
0.00228
0.000048
0.000285
0.000012
0.000001
b)
x fx(x)
0 0.970299
1 0.029403
2 0.000297
3 0.000001
c) E(X) = 0(0.970299)+1(0.029403)+2(0.000297)+3*(0.000001)=0.03
(or np=3*0.01)
d)
fY 1 ( y )
f XY (1, y )
, fx(1) = 0.029403
f X (1)
y
0
1
2
fY|1(x)
0.920824
0.077543
0.001632
e) E(Y|X=1)=0(.920824)+1(0.077543)+2(0.001632)=0.080807
g) No, X and Y are not independent because, for example, fY(0)fY|1(0).
5-6.
with moderate graphic content and Y is the number of pages with high graphic output among a
sample of 4 pages.
The following table is for sampling without replacement. Students would have to extend the
hypergeometric distribution to the case of three classes (low, moderate, and high).
For example, P(X = 1, Y = 2) is calculated as [60!/(59!1!)][30!/(1!29!)][10!/(2!8!)]
divided by [100!/(96!4!)]
y=4
y=3
y=2
y=1
y=0
x=0
x=1
x=2
x=3
x=4
-05
5.35x10
0
0
0
0
0.00184
0.00092
0
0
0
0.02031
0.02066
0.00499
0
0
0.08727
0.13542
0.06656
0.01035
0
0.12436
0.26181
0.19635
0.06212
0.00699
b)
x=0
f(x)
x=1
0.2338
x=2
0.4188
x=3
0.2679
5-4
x=4
0.0725
0.0070
18 January 2010
c)
E(X)=
4
d)
f Y 3 ( y)
f XY (3, y )
, fx(3) = 0.0725
f X (3)
Y
0
1
2
3
4
fY|3(y)
0.857
0.143
0
0
0
X 0, Y 0 and X Y 4 .
Here X and Y denote the number of defective items found with inspection device 1 and 2,
respectively.
y=0
y=1
y=2
y=3
y=4
x=0
x=1
x=2
x=3
x=4
-19
-16
-14
-12
-11
1.94x10
1.10x10
2.35x10
2.22x10
7.88x10
-16
-13
-11
-9
-7
2.59x10
1.47x10
3.12x10
2.95x10
1.05x10
-13
-11
-8
-6
-5
1.29x10
7.31x10
1.56x10
1.47x10
5.22x10
-11
-8
-6
-4
2.86x10
1.62x10
3.45x10
3.26x10
0.0116
-9
-6
-4
2.37x10
1.35x10
2.86x10
0.0271
0.961
4
4
x
4 x
y
4 y
f ( x, y )
(
0
.
993
)
(
0
.
007
)
(
0
.
997
)
(
0
.
003
)
x
y
f(x)
x=1
x=2
x=3
x
4 x
f ( x, y )
for x 1,2,3,4
x
(0.993) (0.007)
-9
-6
-4
2.40 x 10
1.36 x 10
2.899 x 10
0.0274
d)
f Y |2 ( y )
f XY (2, y )
f ( y ) , fx(2) = 2.899 x 10-4
f X (2)
y
0
1
fY|1(y)=f(y)
-11
8.1 x 10
-7
1.08 x 10
5-5
x=4
0.972
5.37 x 10
0.0119
0.988
18 January 2010
-5
5-8.
d)
P( X 1, Y 1)
0.05 0.10
0.3
P(Y 1)
0.15 0.2 0.1 0.05
P( X 1, Y 1, Z 2)
0.1
g) P( X 1, Y 1 | Z 2)
0.2
P( Z 2)
0.1 0.2 0.15 0.05
P( X 1, Y 1, Z 2)
0.10
0.4
h) P( X 1 | Y 1, Z 2)
P(Y 1, Z 2)
0.10 0.15
5-9.
f)
P( X 1 | Y 1)
i)
f X YZ ( x)
f XYZ ( x,1,2)
and f YZ (1,2) f XYZ (1,1,2) f XYZ (2,1,2) 0.25
f YZ (1,2)
f X YZ (x)
1
2
0.10/0.25=0.4
0.15/0.25=0.6
fXY(x,y)
0.1296
0.0648
0.0324
0.0162
0.0081
0.0216
0.0108
0.0054
0.0027
0.0036
y
0
0
0
0
0
1
1
1
1
2
0
1
2
3
4
0
1
2
3
0
5-6
X Y 4
XY
2
2
3
3
4
xf
1
2
0
1
0
( x, y ) .
x
fX(x)
0.2511
0.0405
0.0063
0.0009
0.0001
(c) E(X)=
18 January 2010
0
1
2
3
4
x
0
1
2
3
4
3
3
3
3
3
(e) E(Y|X=3)=0(0.6667)+1(0.3333)=0.3333
(f) V(Y|X=3)=(0-0.3333)2(0.6667)+(1-0.3333)2(0.3333)=0.0741
(g) fX(0)= 0.2511, fY(0)=0.1555, fX(0) * fY(0)= 0.039046 fXY(0,0) = 0.1296
X and Y are not independent.
5-10.
5-11.
(a) fXYZ(x,y,z)
fXYZ(x,y,z)
0.43
0.44
0.04
0.05
0.04
Selects(X)
23
4.2
11.4
130
0
Updates(Y)
11
3
0
120
0
5-7
Inserts(Z)
12
1
0
0
0
18 January 2010
(b) PXY|Z=0
PXY|Z=0(x,y)
4/13 = 0.3077
5/13 = 0.3846
4/13= 0.3077
Selects(X)
11.4
130
0
updates(Y)
0
120
0
Inserts(Z)
0
0
0
Let X, Y, and Z denote the number of bits with high, moderate, and low distortion. Then, the joint
distribution of X, Y, and Z is multinomial with n =3 and
P( X 2, Y 1) P( X 2, Y 1, Z 0)
3!
0.0120.0410.950 1.2 10 5
2!1!0!
3!
b) P( X 0, Y 0, Z 3)
0.0100.0400.953 0.8574
0!0!3!
c) X has a binomial distribution with n = 3 and p = 0.01. Then, E(X) = 3(0.01) = 0.03
and V(X) = 3(0.01)(0.99) = 0.0297.
P( X | Y 2)
P(Y 2) P( X 1, Y 2, Z 0) P( X 0, Y 2, Z 1)
d) First find
3!
3!
0.01(0.04) 2 0.95 0
0.010 (0.04) 2 0.951 0.0046
1!2!0!
0!2!1!
P( X 0, Y 2) 3!
P( X 0 | Y 2)
P( X 1 | Y 2)
P( X 1, Y 2) 3!
5-13.
c xydxdy c y x2
0 0
dy c(4.5
y2
2
3
0
81
4
c.
Therefore, c = 4/81.
a)
3 2
0 0
5-8
18 January 2010
b) P(X < 2.5) = P(X < 2.5, Y < 3) because the range of Y is from 0 to 3.
3 2.5
P( X 2.5, Y 3)
4
81
xydxdy
4
81
0 0
2.5 3
P(1 Y 2.5)
c)
4
81
xydxdy
2.5
4
81
y
(4.5) ydy 18
81 2
1 0
1
2.5 3
d) P( X
1.8,1 Y 2.5)
xydxdy
4
81
E( X )
e)
4
81
(2.88) ydy
4
81
0 0
9 ydy 94
0
4 0
f)
P( X 0, Y 4)
4
81
y2
2
0 0
0
3
4
81
2
9
y(1.5)
(1.5)
2 2
2y3
2
i) E(Y|X=1.5) = y y dy y dy
9
90
27
0
3
f X 2 ( x)
k)
for 0 x 3 .
2x
9
f (1.5, y)
h) fY 1.5 ( y ) XY
f X (1.5)
j)
xydxdy 0 ydy 0
g)
4
81
2
x ydxdy
0.5833
2.5
4
81
1 1.8
3 3
2.5
f XY ( x,2)
fY (2)
4
81
2
9
x(2)
(2)
2
0
2
1
ydy y 2
9
9
2
0
4
4
0
9
9
5-14.
3 x2
c
0
( x y)dydx xy
x
x2
y2
2
dx
x
x( x 2) ( x 22 ) x 2
2
x2
2
dx
0
3
c 4 x 2 dx 2 x 2 2 x
3
0
24c
Therefore, c = 1/24.
a) P(X < 1, Y < 2) equals the integral of
5-9
18 January 2010
y
2
0
1 2
0
Then,
P( X 1, Y 2)
1 12
1 1
(
x
y
)
dydx
xy
24 0 x
24 0
1 2
x 2x
24
x3
2
y2
2
dx
2
1 3
2 x 2 3 x2 dx
24 0
0.10417
0
y
2
0
0
2 x2
P(1 X 2)
1
24 1
( x y)dydx
x
1
xy
24 1
y2
2
x2
dx
x
2
1
1 2
1
(
4
x
2
)
dx
2
x
2
x
6.
24 0
24
1
3
5-10
18 January 2010
1 1
P(Y 1) 1 P(Y 1) 1
1
24
1
y2
1
(
x
y
)
dydx
(
xy
)
0 x
24 0
2 x
1
1
1
1 3 2
1 x2 1 1 3
1
x x dx 1
x
24 0
2 2
24 2 2 2 0
1 0.02083 0.9792
d) P(X < 2, Y < 2) is the integral of fXY ( x, y) over the following region.
y
2
0
0
3 x2
1
E( X )
24 0
1
2
x x( x y)dydx 24 0 x y
xy 2
2
x2
dx
x
3
3
1
1 4x3
15
2
2
(
4
x
2
x
)
dx
24 0
24 3
8
0
e)
3 x2
1
E( X )
24 0
1
2
x x( x y)dydx 24 0 x y
xy 2
2
x2
dx
x
3
3
1
1 4x3
15
2
2
(
4
x
2
x
)
dx
24 0
24 3
8
0
5-11
18 January 2010
f)
3 x2
1
V (X )
24 0
1
15
x ( x y )dydx
x3 y
8
24
0
3
1
x4
15
3
2
(
3
x
4
x
4
x
)dx
24 0
4
8
3
x2 y2
2
x2
x
15
dx
8
1 3x 4 4 x 3
x 5 3 15
31707
2
2x
24 4
3
20 0 8
320
2
g)
f X (x) is the integral of f XY ( x, y) over the interval from x to x+2. That is,
1
f X ( x)
24
h)
f Y 1 ( y)
x2
1
xy
24
( x y)dy
x
f XY (1, y )
f X (1)
1
(1 y )
24
1 1
6 12
1 y
6
y2
2
x2
x
x 1
6 12 for 0 < x < 3.
y
f
Y|1
1
0
1 2
0
3
3
1
1 y2 y3
1 y
2
2.111
i) E(Y|X=1) = y
dy ( y y )dy
6
6
6
2
3
1
1
1
3
3
y2
1
1
1 y
0.5833
dy
(
1
y
)
dy
j) P(Y 2 | X 1)
6
6
6
2
2
2
2
3
k)
f X 2 ( x)
f XY ( x , 2 )
fY ( 2)
. Here
1
1 x2
(
x
y
)
dx
xy
is y=2, only the first integration is needed. f Y ( y )
2
24 0
24
0
for 0 y 2 .
y
5-12
y2
16
18 January 2010
y
f X|2 (x) defined over this line segment
2
1
0
1 2
1
( x 2)
x2
24
Therefore, fY (2) 1 / 4 and f X 2 ( x)
for 0 < x < 3
1/ 4
6
3 x
5-15.
3
y2
x3
x 4 81
c xydyd x c x
dx c
dx
c. Therefore, c = 8/81
2 0
2
8
8
0 0
0
0
8
8 x3
8 1 1
xydyd
x
dx .
81 0 0
81 0 2
81 8 81
1 x
a) P(X<1,Y<2)=
4
8
8
x2
8 x
xydyd
x
x
dx
b) P(1<X<2) =
81 1 0
81 1 2
81 8
2 x
4
8 (2 1) 5
.
27
81 8
c)
3
3
3 x
3
3
8
8 x2 1
8 x
x
8 x4 x2
d x dx
P(Y 1) xydyd x x
81 1 1
81 1 2
81 1 2
2
81 8
4 1
8 3 4 3 2 14 12 64
0.7901
81 8
4 8 4 81
2 x
2
8
8 x3
8 2 4 16
.
xydyd
x
dx
d) P(X<2,Y<2) =
81 0 0
81 0 2
81 8 81
e)
3 x
E( X )
3 x
3 x
5
8 3 12
81 10 5
f)
3 x
E (Y )
8
8
8 x2 2
8 x4
2
x
(
xy
)
dyd
x
x
ydyd
x
x
d
x
dx
81 0 0
81 0 0
81 0 2
81 0 2
8
8
8
x3
2
y
(
xy
)
dyd
x
xy
dyd
x
x
dx
81 0 0
81 0 0
81 0 3
3
5
8 x4
8 3 8
dx
81 0 3
81 15 5
5-13
18 January 2010
g)
f ( x)
8
4x 3
xydy
81 0
81
0 x3
8
(1) y
f (1, y ) 81
h) f Y | x 1 ( y )
2y
f (1)
4(1) 3
81
1
i) E (Y
| X 1) 2 ydy y 2
1
0
0 y 1
j) P(Y
k)
f ( y)
3
4y
8
xydx
, therefore
81 0
9
8
x(2)
f ( x,2) 81
2x
f X |Y 2 ( x)
4(2)
f (2)
9
9
5-16.
0 x3
Solve for c
x
c e
0 0
2 x 3 y
c
c
dyd x e 2 x 1 e 3 x d x e 2 x e 5 x d x
30
30
c 1 1 1
c. c 10
3 2 5 10
a)
1 x
P( X 1, Y 2) 10 e
2 x 3 y
0 0
10 e 5 x e 2 x
0.77893
3 5
2 0
2 x
P(1 X 2) 10 e
1 0
b)
2 x 3 y
10
dyd x e 2 x e 5 x d x
3 1
2
10 e 5 x e 2 x
0.19057
3 5
2 1
c)
x
P(Y 3) 10 e
3 3
2 x 3 y
10
10
dyd x e 2 x (1 e 3 x )dy e 2 x e 5 x dy
3 0
3 0
10 2 x 9
dyd x
e (e e 3 x )dy
3 3
10 e 5 x e 9 e 2 x
3 5
2
3.059 x10 7
3
5-14
18 January 2010
d)
2 x
P( X 2, Y 2) 10 e
2 x 3 y
0 0
2
10 2 x
10 e 10 e 4
3 x
dyd x
e
(
1
e
)
dx
3 0
3 5
2 0
0.9695
x
e) E(X) = 10
2 x 3 y
dyd x
7
10
2 x 3 y
dyd x
1
5
xe
0 0
f) E(Y) = 10
ye
0 0
f ( x) 10 e
g)
2 x 3 y
f Y \ X 1 ( y )
h)
10e 2 z
10
dy
(1 e 3 x ) (e 2 x e 5 x )
3
3
f X ,Y (1, y )
f X (1)
10e 2 3 y
10 2
(e e 5 )
3
for 0 < x
i)
f X |Y 2 ( x)
j)
10e 2 x 6
2e 2 x 4 for 2 < x,
10
fY ( 2 )
5e
f X ,Y (x,2 )
5-17.
c e
0 x
2 x
3 y
c
c
1
dydx e 2 x (e 3 x )dx e 5 x dx c
30
30
15
c = 15
a)
1 2
P( X 1, Y 2) 15 e 2 x 3 y dyd x 5 e 2 x (e 3 x e 6 )d x
0 x
1
0
1
5
5 e 5 x dx 5e 6 e 2 x dx 1 e 5 e 6 (e 2 1) 0.9879
2
0
0
b) P(1 < X < 2) =
1 x
c)
3 2 x 3 y
2 x 3 y
9 2 x
P(Y 3) 15 e
dydx e
dydx 5 e e dx 5 e 5 x dx
3 x
0
3
0 3
3
5
e 15 e 9 0.000308
2
2
5-15
18 January 2010
d)
2 2
P( X 2, Y 2) 15 e
2 x 3 y
dyd x 5 e 2 x (e 3 x e 6 )d x
0 x
5
5 e 5 x dx 5e 6 e 2 x dx 1 e 10 e 6 e 4 1 0.9939
2
0
0
e) E(X) =
15 xe
2 x 3 y
dyd x 5 xe 5 x dx
0 x
1
0.04
52
f)
E (Y ) 15 ye 2 x 3 y dyd x
0 x
f ( x) 15 e 2 x 3 y dy
x
h)
3 5 8
10 6 15
g)
3
5
5 ye 5 y dy 3 ye 3 y dy
2 0
20
15 2 z 3 x
(e
) 5e 5 x for x > 0
3
15e 2 3 y
3e 33 y for 1 <y
5
5e
i)
E (Y | X 1) 3 ye 33 y dy y e 33 y
e 33 y dy 4 / 3
1
j)
3e
1
33 y
k) For y > 0
f X |Y 2 ( y )
15 6
e
2
15e 2 x 6
2e 2 x for 0 < x < 2
15 6
e
2
5-16
18 January 2010
a) fY|X=x(y), for x = 2, 4, 6, 8
f(y2)
4
3
2
1
0
0
b)
P(Y 2 | X 2) 2e 2 y dy 0.9817
0
c)
d)
1
1
xy
, fY | X ( x, y ) xe , and the relationship
b a 10
f XY ( x, y )
fY | X ( x, y )
f X ( x)
e) Use fX(x) =
f XY ( x, y)
xe xy
and
f XY ( x, y)
1 / 10
10
xy
10 y
10 y
10 xe
1 10 ye
e
dx
f) fY(y) =
(using integration by parts)
2
0
10
10 y
Therefore,
5-19.
xe xy
5-17
18 January 2010
y
5
4
3
2
1
0
1 x 1
4 x 1
0 0
1 x 1
cdydx cdydx 1
1
c ( x 1)dx 2c dx
32 c 6c 7.5c 1
Therefore, c = 1/7.5=2/15
0.50.5
a)
P( X 0.5, Y 0.5)
1
7.5
dydx
1
30
0 0
0.5x 1
b)
P( X 0.5)
1
7.5
0.5
dydx
1
7.5
0 0
( x 1)dx
( ) 121
2 5
15 8
c)
1 x 1
E( X )
4 x 1
x
7.5
dydx
x
7.5
1 x 1
0 0
dydx
1
7.5
(x
x)dx
2
7.5
( x)dx
1
d)
E (Y )
1
7.5
1 x 1
4 x 1
0 0
1 x 1
1
7.5
ydydx 71.5
( x 1) 2
2
dx
1
7.5
ydydx
( x 1) 2 ( x 1) 2
2
dx
30
1 7
15 3
1
15
1
97
45
e)
5-18
12
15
( 56 ) 72.5 (7.5)
19
9
f ( x)
1
x 1
dy
for
7.5
7.5
18 January 2010
0 x 1,
x 1
f ( x)
1
x 1 ( x 1) 2
dy
for 1 x 4
7.5
7.5
7.5
x 1
f)
f Y | X 1 ( y )
f XY (1, y ) 1 / 7.5
0.5
f X (1)
2 / 7.5
f Y | X 1 ( y ) 0.5 for 0 y 2
2
y
y2
g) E (Y | X 1) dy
2
4
0
1
0
0.5
0.5
h) P(Y
5-20.
0.25
0
Let X, Y, and Z denote the time until a problem on line 1, 2, and 3, respectively.
a)
P( X 40)
1
40
e x / 40dx e x / 40
40
40
1 3
e3 0.0498 .
3
b) P(20 X 40,20 Y 40,20 Z 40) [ P(20 X 40)] and
P(20 X 40) e x / 40
40
e 0.5 e1 0.2387 .
20
The answer is
0.2387 0.0136.
3
c) The joint density is not needed because the process is represented by three independent
exponential distributions. Therefore, the probabilities may be multiplied.
5-21.
= 3.2, = 1/3.2
P( X 5, Y 5) (1 / 10.24) e
x
y
3.2 3.2
5 5
5
e 3.2
35.2
e
dydx 3.2 e
5
x
y
3.2 3.2
dydx 3.2 e
10 10
10
3.2
x
3.2
35.2
e
dx
0.0439
3.2
10
x
3.2
310.2
e
dx
0.0019
b) Let X denote the number of orders in a 5-minute interval. Then X is a Poisson random variable
with = 5/3.2 = 1.5625.
5-19
18 January 2010
e 1.5625(1.5625) 2
P( X 2)
0.256
2!
For both systems,
c) The joint probability distribution is not necessary because the two processes are independent
and we can just multiply the probabilities.
5-22.
(a) X: the life time of blade and Y: the life time of bearing
f(x) = (1/3)e-x/3
f(y) = (1/4)e-y/4
P(X5, Y5)=P(X5)P(Y5)=e-5/3e-5/4 = 0.0541
(b) P(X>t, Y>t) = e-t/3e-t/4 = e-7t/12 = 0.95 t = -12 ln(0.95)/7 = 0.0879 years
5-23.
a)
P( X 0.5)
0.5 1 1
0.5 1
0.5
0.5
0 0 0
0 0
(8xyz )dzdydx
2
(4 xy )dydx (2 x)dx x
0.25
b)
0.5 0.5 1
P( X 0.5, Y 0.5)
(8xyz )dzdydx
0 0 0
0.5 0.5
0.5
(4 xy )dydx (0.5x)dx
0 0
x2
4
0.5
0.0625
f)
1 1 1
0 0 0
1
2 x3
3 0
E ( X ) (8 x 2 yz )dzdydx (2 x 2 )dx
2/3
f ( x,0.5)
f X 0.5 ( x) XY
f Y (0.5)
and
1 and
1 1
Therefore,
f X 0.5 ( x)
2x
2 x for 0 < x < 1.
1
0.5
5-20
18 January 2010
P( X 0.5, Y 0.5 Z 0.8) is the integral of the conditional density of X and Y. Now,
f Z ( z ) 2 z for
f XY Z ( x, y)
f XYZ ( x, y, z ) 8 xy (0.8)
4 xy
f Z ( z)
2(0.8)
Then,
0.5
(4 xy )dydx ( x / 2)dx
0 0
1
16
0.0625
h)
Then,
f X YZ ( x)
f XYZ ( x, y, z ) 8 x(0.5)(0.8)
i) Therefore,
2 xdx 0.25
0
5-24.
0
x y 4
2
( 22 )4 16 . Therefore, c
1
16
E( X )
4 x 2 4
x
c
2 4 x 2 0
substitution,
2
2
4 x 2
dzdydx c 4 xy
dx
c
(8 x 4 x 2 )dx . Using
4 x 2
2
2
4
f XY ( x,1)
and f XY ( x, y) c dz 4c
d) f X 1 ( x)
f Y (1)
0
1
4
4 2
c 3
(4 x 2 ) 2
for x 2 y 2 4 .
4 y 2 4
Also,
f Y ( y) c
dzdx 8c
4 y 2 0
Then, f ( x)
X y
4c
8c 4 y
f X 1 ( x)
3x 3.
1
Therefore,
P( X 1 | Y 1)
5-21
1
2 3
dx
0.
1 3
0.7887
2 3
1
2 3
for
18 January 2010
2 4 x
2
f XYZ ( x, y,1)
e) f XY 1 ( x, y )
and f Z ( z ) cdydx 2c 4 x 2 dx
f Z (1)
2 4 x 2
2
2
Because f Z (z ) is a density over the range 0 < z < 4 that does not depend on Z,
f Z (z ) =1/4 for
c
1
2
2
for x y 4 .
1 / 4 4
area in x 2 y 2 1
2
2
Then, P( X Y 1 | Z 1)
1/ 4 .
4
f)
Then,
f Z xy ( z )
f XYZ ( x, y, z )
and from part 5-59 a., f XY ( x, y )
f XY ( x, y )
Therefore,
5-25.
f XY 1 ( x, y)
0 < z < 4.
f Z xy ( z )
1
16
1
4
for x 2 y 2 4 .
f ( xyz ) c is a joint density probability over the region x>0, y>0 and z>0
1 1 x 1 x y
1 1 x
0 0
0 0
f ( xyz ) c
1
4
2 1 x
y
c( y xy ) dx
2 0
1
1 x 2
dx c
2
(1 x) 2
c (1 x) x(1 x)
2
0
1
c . Therefore, c 6.
6
1
1
x2 x3
dx c x
2
2
6 0
1 1 x 1 x y
a) P( X
0 0
and x+y+z<1 make a space that is a cube with a volume of 0.125. Therefore the probability of
b)
0.50.5
P( X 0.5, Y 0.5)
6(1 x y)dydx
6 y 6 xy 3 y
0.5
0 0
0.5
0
dx
0
0.5
3
9
9
3 x dx x x 2 3 / 4
4
2 0
4
0
0.5
c)
0.51 x 1 x y
P( X 0.5) 6
dzdydx
0 0
0.5
6(
0
0.51 1 x
1 x
y2
6
(
1
y
)
dydx
6
(
y
xy
)
0
0
2 0
x
1
x )dx x 3 3x 2 3x
2
2
5-22
0.5
0.5
0
0.875
18 January 2010
d)
1 1 x 1 x y
1 1 x
0 0
E ( X ) 6
xdzdydx
0
1 x
0.5
y2
6
x
(
1
y
)
dydx
6
x
(
y
xy
)
0
0
2 0
1
3x 4
x3
x
3x 2
0.25
6( x 2 )dx
2x3
2
2
2 0
4
0
1
e)
1 x 1 x y
y2
dzdy
6
(
1
y
)
dy
6
y
xy
0
0
f ( x) 6
0
6(
1 x
1 x
x2
1
x ) 3( x 1) 2 for 0 x 1
2
2
f)
1 x y
f ( x, y ) 6
dz 6(1 x y)
0
for x 0, y 0 and x y 1
g)
f ( x | y 0.5, z 0.5)
f ( x, y 0.5, z 0,5) 6
1 for x > 0
f ( y 0.5, z 0.5)
6
h) The marginal
5-26.
P( X 1400) P( Z
) P(Z 1) 0.84134 .
14001500
10000
a) Let Y denote the number of days out of five such that the yield exceeds 1400. Then, by
independence, Y has a binomial distribution with n = 5 and p = 0.8413. Therefore, the answer is
P(Y 5)
0.8413 (1 0.8413)
5
5
0.4215 .
0.8413 (1 0.8413)
5
4
0.4215 0.8190
5-27.
a) Let X denote the weight of a brick. Then,
P( X 2.75) P(Z
2.753
0.25
) P(Z 1) 0.84134 .
5-23
18 January 2010
Let Y denote the number of bricks in the sample of 20 that exceed 2.75 pounds. Then, by
independence, Y has a binomial distribution with n = 20 and p = 0.84134. Therefore, the answer is
P(Y 20)
0.84134
20
20
0.032 .
20
b) Let A denote the event that the heaviest brick in the sample exceeds 3.75 pounds. Then, P(A) =
1 - P(A') and A' is the event that all bricks weigh less than 3.75 pounds. As in part a., P(X < 3.75)
= P(Z < 3) and
5-28.
P(Y 1) 1 P(Y 0)
0.02275
25
0
b)
0.02275 (0.97725)
0.02275 (0.97725)
25
0
25
25
3
22
0.02275 (0.97725)
0.02275 (0.97725)
25
1
24
25
4
21
0.02275
0.02275
25
2
(0.97725) 23
25
5
(0.97725) 20
P(Y 0)
0.02275
25
0
(0.97725) 25 0.5625
d) The lamps are normally and independently distributed, therefore, the probabilities can
be multiplied.
Section 5-2
5-29.
XY
= 75/8 = 9.375
E( XY ) E( X ) E(Y ) 9.375 (1.875)(4.625) 0.703125
XY
5-30.
XY
0.703125
0.8851
XY
(0.8594)(0.7344)
0.8438
0.4219 1.6875
5-24
18 January 2010
5-31.
3
c( x y) 36c,
c 1 / 36
x 1 y 1
13
13
E( X )
E (Y )
6
6
16
16
E( X 2 )
E (Y 2 )
3
3
1
36
0.0435
23 23
36 36
5-32.
14 13
1
3 6
36
2
14
E ( XY )
3
xy
V ( X ) V (Y )
23
36
XY 0.9702 (0.99)(0.98) 0
XY
XY
0.0099 0.0196
5-33.
E(X1) = np1 = 3(1/3)=1
E(X2) = np2= 3(1/3)= 1
V(X1) = 3p1(1-p1)=3(1/3)(2/3)=2/3
V(X2) = 3p2(1-p2)=3(1/3)(2/3)=2/3
E(X1X2) = n(n-1)p1p2 =3(2)(1/3)(1/3)=2/3
XY 2 / 3 12 1 / 3 and XY
1/ 3
(2 / 3)(2 / 3)
0.5
5-25
2.267
(4.44)(4.44)
0.51
18 January 2010
5-34.
Transaction
New Order
Payment
Order Status
Delivery
Stock Level
Mean Value
Frequency
43
44
4
5
4
Selects(X)
23
4.2
11.4
130
0
18.694
Updates(Y)
11
3
0
120
0
12.05
Inserts(Z)
12
1
0
0
0
5.6
3 x
8
8
8 x3 2
8 x5
E ( XY ) xy ( xy )dyd x x 2 y 2 dyd x
x dx
dx
81 0 0
81 0 0
81 0 3
81 0 3
6
8 3
4
81 18
12 8
4 0.16
5 5
xy
E( X 2 ) 6
E (Y 2 ) 3
V ( x) 0.24,
V (Y ) 0.44
0.16
0.4924
0.24 0.44
5-36.
c 2 / 19
5 x 1
2
xdydx
xdydx 2.614
0
19 1 x1
E( X )
2
19 0
1 x 1
2
E (Y )
19 0
5 x 1
2
0 ydydx 19 1 x1ydydx 2.649
1 x 1
xy
5 x 1
2
2
xydydx xydydx 8.7763
19 0 0
19 1 x 1
8.7763 (2.614)(2.649) 1.85181
Now,
E ( XY )
E ( X 2 ) 8.7632
E (Y 2 ) 9.11403
V ( x) 1.930,
V (Y ) 2.0968
1.852
0.9206
1.930 2.097
5-37.
a) E(X) = 1 E(Y) = 1
5-26
18 January 2010
E ( XY ) xye x y dxdy
0 0
xe dx ye y dy
x
E ( X ) E (Y )
Therefore, XY XY 0 .
5-38.
E(X) = 333.33, E(Y)= 833.33
E(X2) = 222,222.2
V(X) = 222222.2-(333.33)2=111,113.31
E(Y2) = 1,055,556
V(Y) = 361,117.11
E ( XY ) 6 10
xye
.001x .002y
dydx 388,888.9
0 x
5-39.
111,115.01
111113.31 361117.11
0.5547
E( X ) 1(1 / 4) 1(1 / 4) 0
E(Y ) 1(1 / 4) 1(1 / 4) 0
E(XY) = [-1 0 (1/4)] + [-1 0 (1/4)] + [1 0 (1/4)] + [0 1 (1/4)] 0
V(X) = 1/2
V(Y) = 1/2
XY 0 (0)(0) 0
XY
XY
1/ 2 1/ 2
The correlation is zero, but X and Y are not independent, since, for example, if y = 0, X must be 1
or 1.
5-40.
hence XY=0
5-41.
Suppose the correlation between X and Y is . for constants a, b, c, and d, what is the correlation
between the random variables U = aX+b and V = cY+d?
Now, E(U) = a E(X) + b and E(V) = c E(Y) + d.
Also, U - E(U) = a[ X - E(X) ] and V - E(V) = c[ Y - E(Y) ]. Then,
Also,
5-27
UV
ac XY
a 2 X2
c 2 Y2
18 January 2010
Section 5-3
5-42.
P( X 5, Y 3, Z 2)
10!
0.550.330.2 2 0.0851
5!3!2!
8
2
P( X 8) 10
8 0.5 0.5 0.0439
P( X 8, Y 1)
c) P( X 8 | Y 1)
. Now, because x+y+z = 10,
P(Y 1)
10!
P(X=8, Y=1) = P(X=8, Y=1, Z=1) =
0.580.310.21 0.0211
8!1!1!
1
9
P(Y 1) 10
1 0.3 0.7 0.1211
P( X 8, Y 1) 0.0211
P( X 8 | Y 1)
0.1742
P(Y 1)
0.1211
P( X 8, Y 1) P( X 9, Y 1)
d) P( X 8 | Y 1)
. Now, because x+y+z = 10,
P(Y 1)
P(Y 1)
10!
P(X=8, Y=1) = P(X=8, Y=1, Z=1) =
0.580.310.21 0.0211
8!1!1!
10!
P(X=9, Y=1) = P(X=9, Y=1, Z=0) =
0.59 0.310.2 0 0.0059
9!1!0!
10
1
9
P(Y 1) 1 0.3 0.7 0.1211
b) Because X is binomial,
P( X 8 | Y 1)
e)
P( X 8, Y 1) P( X 9, Y 1) 0.0211 0.0059
0.2230
P(Y 1)
P(Y 1)
0.1211 0.1211
P( X 7, Y 1 | Z 2)
P( X 7 , Y 1, Z 2)
P ( Z 2)
10!
0.57 0.310.2 2 0.0338
7!1!2!
10
2
P( Z 2) 2 0.2 0.88 0.3020
P( X 7, Y 1, Z 2) 0.0338
P( X 7, Y 1 | Z 2)
0.1119
P ( Z 2)
0.3020
5-43.
5-28
18 January 2010
f)
P( X 2, Y 17)
. Now, because x+y+z = 20,
P(Y 17)
20!
0.05 2 0.8517 0.101 0.0540
P(X=2, Y=17) = P(X=2, Y=17, Z=1) =
2!17!1!
P( X 2, Y 17) 0.0540
P( X 2 | Y 17)
0.2224
P(Y 17)
0.2428
j)
P( X 2 | Y 17)
k)
P( X 0, Y 17) P( X 1, Y 17)
1
E ( X | Y 17) 0
P(Y 17)
P(Y 17)
P( X 2, Y 17) P( X 3, Y 17)
3
2
P(Y 17)
P(Y 17)
P(W 5, X 5, Y 5, Z 5)
b) Because w+x+y+z = 20 P(W
20!
0.2550.2550.2550.255 0.0107
5!5!5!5!
5, X 5, Y 5) P(W 5, X 5, Y 5, Z 5)
5-29
18 January 2010
20!
0.2550.2550.2550.255 0.0107
5!5!5!5!
7, X 7, Y 3 | Z 3)
P(W 7, X 7, Y 3, Z 3)
P( Z 3)
20!
0.257 0.257 0.2530.253 0.0024
7!7!3!3!
20
3
17
P( Z 3) 3 0.25 0.75 0.1339
P(W 7, X 7, Y 3, Z 3) 0.0024
P(W 7, X 7, Y 3 | Z 3)
0.0179
P( Z 3)
0.1339
e) Because W is binomial,
2
18
P(W 2) 020 0.2500.7520 120 0.2510.7519 20
0.0913
2 0.25 0.75
f) E(W)=np1 = 20(0.25) = 5
g) P(W 5, X 5) P(W 5, X 5, Y Z 10)
20!
0.2550.2550.510 0.0434
5!5!10!
P(W 5, X 5)
P( X 5)
from part g) P(W 5, X 5) 0.0434
P( X 5) 520 0.2550.7515 0.2023
P(W 5, X 5) 0.0434
P(W 5 | X 5)
0.2145
P( X 5)
0.2023
h) P(W
5-45.
5 | X 5)
a) The probability distribution is multinomial because the result of each trial (a dropped
oven) results in either a major, minor or no defect with probability 0.6, 0.3 and 0.1
respectively. Also, the trials are independent
b) Let X, Y, and Z denote the number of ovens in the sample of four with major, minor, and no
defects, respectively.
4!
0.6 2 0.3 2 0.10 0.1944
2!2!0!
4!
0.6 0 0.3 0 0.14 0.0001
c) P( X 0, Y 0, Z 4)
0!0!4!
P( X 2, Y 2, Z 0)
d) fXY ( x, y) fXYZ ( x, y, z) where R is the set of values for z such that x+y+z = 4. That is, R
R
f XY ( x, y )
4!
0.6 x 0.3 y 0.14 x y
x! y!(4 x y)!
5-30
for x y 4.
g)
P( X 2 | Y 2)
18 January 2010
P( X 2, Y 2) 0.1944
0.7347
P(Y 2)
0.2646
4
P(Y 2) 0.3 2 0.7 4 0.2646 from the binomial marginal distribution of Y
2
h) Not possible, x+y+z = 4, the probability is zero.
P( X | Y 2) P( X 0 | Y 2), P( X 1 | Y 2), P( X 2 | Y 2)
P( X 0, Y 2) 4!
P( X 0 | Y 2)
P( X 1, Y 2) 4!
P( X 1 | Y 2)
P( X 2, Y 2) 4!
P( X 2 | Y 2)
i)
0.04
0.03
0.02
z(0)
0.01
10
0.00
-2
0
-1
-10
4
5-31
18 January 2010
b)
0.07
0.06
0.05
0.04
z(.8)
0.03
0.02
0.01
10
0.00
-2
-1
-10
4
c)
0.07
0.06
0.05
0.04
z(-.8)
0.03
0.02
0.01
10
0.00
-2
-1
5-47.
Because
-10
4
5-32
18 January 2010
(c) P(2.95 < X < 3.05, 7.60 < Y < 7.80) = P(2.95 < X < 3.05) P(7.60 < Y < 7.80) =
P( 2.095.043 Z
5-48.
3.053
0.04
) P( 7.600.087.70 Z
7.807.70
0.08
) 0.7887 2 0.6220
5-49.
Because 0 and X and Y are normally distributed, X and Y are independent. Therefore, X =
0.1 mm, X=0.00031 mm, Y = 0.23 mm, Y=0.00017 mm
Probability X is within specification limits is
0.100465 0.1
0.099535 0.1
P(0.099535 X 0.100465) P
Z
0.00031
0.00031
0.23034 0.23
0.22966 0.23
P(0.22966 X 0.23034) P
Z
0.00017
0.00017
P(2 Z 2) P( Z 2) P( Z 2) 0.9545
Probability that a randomly selected lamp is within specification limits is (0.8664)(0.9594) =
0.8270
5-50. a) By completing the square in the numerator of the exponent of the bivariate normal PDF, the joint
PDF can be written as
1
fY|X x
2
f XY ( x, y ) 2 x y 1
f X ( x)
2
2
1
x x
( x x )) (1 2 )
( y ( Y
Y2
X
2 (1 2 )
1
2 x
Also, fx(x) =
1
e
2 x
xx
x x
By definition,
5-33
1
fY | X x
2
f ( x, y ) 2 x y 1
XY
f X ( x)
2
1
x x
(
y
(
x
))
(1 2 )
Y
x
Y2
X
2
2(1 )
2 x
1
2 y 1 2
18 January 2010
Y
1
( x x ))
( y (Y
X
Y2
2(1 2 )
x x
2
2(1 )
y
x
( x x ) . This answer can be seen from part a). Since the PDF is in the
form of a normal distribution, then the mean can be obtained from the exponent.
c) V(Y|X=x) = 2y (1 2 ) . This answer can be seen from part a). Since the PDF is in the form of a
normal distribution, then the variance can be obtained from the exponent.
5-51.
( x X ) 2 ( y Y ) 2
12
2
Y 2 dxdy
X
1
f
(
x
,
y
)
dxdy
e
XY
2 X Y
( x X )2
( y Y ) 2
12
12
2
2
1
1
e
dx
e
dy
2 X
2 Y
and each of the last two integrals is recognized as the integral of a normal probability density
function from to . That is, each integral equals one. Since f XY( x, y) f ( x) f ( y) then
X and Y are independent.
5-52.
Let f XY ( x, y )
1
2 x y 1
X
X
2( X X )(Y X ) Y Y
X Y
2(1 2 )
X
XY
Y
Y
X
2 X X
(1 )
X
But,
Y
Y
Y
X X
1 (Y ) Y ( X ) 1 (Y ( Y ( X ))
Y
x
Y
x
X
X
Y
Y
5-34
f XY ( x, y )
1
e
2 x
1
2 x y 1 2
1 xx
2 x
2
2
1
xx
y ( Y Y ( x x )) (1 2 )
2
X
Y
2(1 2 )
dx
1
2 y 1 2
18 January 2010
y ( y y ( x x ))
x
2 x2 (1 2 )
dydx
dy
The integrand in the second integral above is in the form of a normally distributed random
variable. By definition of the integral over this function, the second integral is equal to 1:
1
e
2 x
1 xx
2 x
dx
1 xx
2 x
2 y 1 2
1
e
2 x
y ( y y ( x x ))
x
2 x2 (1 2 )
dy
dx 1
The remaining integral is also the integral of a normally distributed random variable and therefore,
it also integrates to 1, by definition. Therefore,
f XY ( x, y) 1
5-53.
1
f X ( x)
2
X
Y
1 2
0.5 ( x X )
e
2 X
1 2
e
2 X
( x X )2
2
X
0.5
1
2
X
2
2
0.5 ( x X ) 2 ( x X )( y Y ) ( y Y )
2
2
X
Y
X
Y
1 2
1
Y
1 2
1
Y
1 2
dy
2
2
0.5 ( y Y ) ( x X ) ( x X )
2
1
Y
X
X
0.5 ( y Y ) ( x X )
2
1
X
dy
dy
The last integral is recognized as the integral of a normal probability density with mean
Y ( x
Y
and variance
5-35
5-54.
18 January 2010
3030
97
) P(Z 0) 0.5
4030
97
5-55.
(a) E(3X+2Y) = 3*2+2*6=18
(b) V(3X+2Y) = 9*5+4*8 =77
(c) 3X+2Y ~ N(18, 77)
P(3X+2Y < 18) = P(Z < (18-18)/770.5)=0.5
(d) P(3X+2Y < 28) = P(Z < (28-18)/770.5)=P(Z < 1.1396) =0.873
5-56.
5-57.
4.3 4
P(T 4.3) P Z
P( Z 2.12)
0.1414
5-59.
a) XN(0.1, 0.00031) and YN(0.23, 0.00017) Let T denote the total thickness.
Then, T = X + Y and E(T) = 0.33 mm,
P(T 0.2337) P Z
P( Z 272) 0
0.000354
V(T) =
b)
0.2405 0.33
P (T 0.2405) P Z
P ( Z 253) 1 P ( Z 253) 1
0.000345
5-60.
Let D denote the width of the casing minus the width of the door. Then, D is normally distributed.
a) E(D) = 1/8
b)
c)
V(D) =
P( D 14 ) P( Z
P( D 0) P( Z
( 18 ) 2 ( 161 ) 2
1 1
4 8
5
T 5 256 0.1398
) P( Z 0.89) 0.187
256
0 18
5
5
256
) P( Z 0.89) 0.187
256
5-36
5-62.
18 January 2010
0.5 2
100
0.05 .
12 12.1
P( X 12) P Z
P( Z 2) 0.023
0.05
12
12
Then 0.05 = -2.58 and 12.129 .
b) E( X ) = 12.1 and
12 12.1
P Z
0.005.
/ 100
1212.1
/ 100
12 12.1
P Z
0.01.
0.5 / n
1212.1
0.5 / n
X 11) P( 9 010
Z
.1
1110
0.1
Therefore,
1
n
to 6.
c)
Therefore,
P( X 11) P( Z
1110
10
) 0.0005 ,
1110
10
= 3.29
10
10 / 3.29 0.9612
5-64.
X~N(160, 900)
a) Let Y = X1 + X2 + ... + X25, E(Y) = 25E(X) = 4000, V(Y) = 25 2(900) = 22500
P(Y > 4300) =
4300 4000
P Z
P( Z 2) 1 P( Z 2) 1 0.9773 0.0227
22500
x 4000
0.0001.
b) c) P( Y > x) = 0.0001 implies that P Z
22500
4000
Then x 150
= 3.72 and x 4558
5-65.
W: weights of parts
E: measurement error.
W~ N(w, w2) , E ~ N(0, e2) ,W+E ~ N(w, w2+e2) .
Wsp = weights of the specification P
5-37
18 January 2010
(a) P(W > w + 3w) + P(W < w 3w) = P(Z > 3) + P(Z < -3) = 0.0027
(b) P(W+E > w + 3w) + P( W+E < w 3w)
= P (Z > 3w / (w2+e2)1/2) + P (Z < -3w / (w2+e2)1/2)
Because e2 = 0.5w2 the probability is
= P (Z > 3w / (1.5w2)1/2) + P (Z < -3w / (1.5w2)1/2)
= P (Z > 2.45) + P (Z < -2.45) = 2(0.0072) = 0.014
No.
(c) P( E + w + 2w > w + 3w) = P(E > w) = P(Z > w/(0.5w2)1/2)
= P(Z > 1.41) = 0.079
Also, P( E + w + 2w < w 3w) = P( E < 5w)
= P(Z < -5w/(0.5w2)1/2) = P(Z < -7.07) 0
5-66.
D=A-B-C
a) E(D) = 10 - 2 - 2 = 6 mm
5-68.
40,
f Y ( y)
1
at y = 3, 5, 7, 9 from equation 5-40.
4
If p = 0.25,
5-69.
p (1 p)
( y) (0.25) (0.75)
f Y ( y) f X ( y )
fY
3 y
for y = 0, 1, 4, 9.
y 10 1 y 10
for 10 y 22
fY ( y ) f X
72
2 2
22 2
y 10 y
1 y 3 10 y 2 22
dy
2
18
b) E (Y )
10
72
72 3
10
a)
5-70.
y . From equation 5-
for y = 0, 1, 4, 9.
3 y
y x 2 and x
Because y = -2 ln x,
x . Then, f Y ( y) f X (e 2 ) 12 e 2 12 e 2 for 0 e 2 1 or
5-71.
a) If
y x 2 , then x
y for
x 0 and y 0 . Thus,
f Y ( y ) f X ( y ) 12 y
12
for
2 y
y > 0.
b) If y
y > 0.
5-38
5-72.
18 January 2010
x 0 . Thus, f Y ( y) f X (e y )e y e y e e e y e for
y
du a u 2 e u du.
a) Now, av e dv must equal one. Let u = bv, then 1 a ( ) e
b b 3 0
0
0
a
2a
From the definition of the gamma function the last expression is 3 (3) 3 . Therefore,
b
b
3
b
.
a
2
2w
mv 2
b) If w
, then v
for v 0, w 0 .
2
m
dv b 3 2w b 2mw
f W ( w) f V 2mw
e
(2mw) 1 / 2
dw
2m
b 3 m 3 / 2 1 / 2 b 2mw
w e
2
for w 0 .
2 bv
u 2
b
5-73.
If
1 ln y
5-74.
If y =
2 . That is, fY ( y )
1
2
for e y e .
y
fY ( y ) f X (2 y ) | 12 y 1 / 2 | f X (2 y ) | 12 y 1 / 2 |
2 y
16 y
2 y
16 y
14 y 1 / 2 for 0 y 4
Supplemental Exercises
5-75.
The sum of
f ( x, y) 1, 14 18 18 14 14 1
x
and
1 1
for
y y
f XY ( x, y) 0
5-39
f)
18 January 2010
f XY (1, y )
and fY 1 (0)
f X (1)
g)
fY 1 ( y )
h)
E (Y | X 1) yf Y | X 1 ( y) 0(1 / 3) 1(2 / 3) 2 / 3
1/ 8
3/8
1 / 3, fY 1 (1)
1/ 4
3/8
2/3.
x 1
i) As is discussed after Example 5-19, because the range of (X, Y) is not rectangular, X and Y are
not independent.
j) E(XY) = 1.25, E(X) = E(Y)= 0.875 V(X) = V(Y) = 0.6094
COV(X,Y)=E(XY)-E(X)E(Y)= 1.25-0.8752=0.4844
0.4844
0.7949
0.6094 0.6094
20!
P( X 2, Y 4, Z 14)
0.10 2 0.20 4 0.7014 0.0631
2!4!14!
0
20
b) P( X 0) 0.10 0.90 0.1216
c) E ( X ) np1 20(0.10) 2
V ( X ) np1 (1 p1 ) 20(0.10)(0.9) 1.8
f XZ ( x, z )
d) f X | Z z ( X | Z 19)
f Z ( z)
20!
f XZ ( xz )
0.1x 0.2 20 x z 0.7 z
x! z!(20 x z )!
20!
f Z ( z)
0.3 20 z 0.7 z
z! (20 z )!
XY
5-76.
f ( x, z )
(20 z )! 0.1x 0.2 20 x z
(20 z )! 1 2
f X |Z z ( X | Z 19) XZ
20 z
f Z ( z)
x! (20 x z )! 0.3
x! (20 x z )! 3 3
x
Therefore, X is a binomial random variable with n=20-z and p=1/3. When z=19,
2
1
and f X |19 (1) .
3
3
2 1 1
e) E ( X | Z 19) 0 1
3 3 3
f X |19 (0)
5-77.
Let X, Y, and Z denote the number of bolts rated high, moderate, and low. Then, X, Y, and Z have
a multinomial distribution.
a)
P( X 12, Y 6, Z 2)
20!
0.6120.360.12 0.0560
12!6!2!
5-40
20 x z
e)
18 January 2010
f XZ (16, z )
20!
and f XZ ( x, z )
0.6 x 0.3 ( 20 x z ) 0.1z for
x! z! (20 x z )!
f X (16)
f Z 16 ( z )
0.6160.3( 4 z ) 0.1z
20!
16!z!( 4 z )!
20!
16!4!
16
0.6 0.4
4!
0.3 4 z 0.1 z
z!( 4 z )! 0.4
0.4
Let X, Y, and Z denote the number of calls answered in two rings or less, three or
four rings, and five rings or more, respectively.
a)
P( X 8, Y 1, Z 1)
10!
0.780.2510.051 0.0649
8!1!1!
b) Let W denote the number of calls answered in four rings or less. Then, W is a binomial random
variable with n = 10 and p = 0.95.
0.95
10
10
0.050 0.5987 .
10
f Z 8 ( z)
d)
f XZ (8, z )
10!
and f XZ ( x, z )
0.70 x 0.25(10 x z )0.05z for
x! z!(10 x z )!
f X (8)
10!
8!z!( 2 z )!
10!
8!2!
0.70 0.30
2!
0.25 2 z 0.05 z
z!( 2 z )! 0.30
0.30
3 2
5-79.
2
2
cx ydydx cx
0 0
y2
2
dx 2c x3
1 1
a)
P( X 1, Y 1) x ydydx 181 x 2
1
18
0 0
P( X 2.5)
2.5
1
18
x 2 ydydx
0 0
3 2
c)
1
18
x2
y2
2
0
3
0 1
y2
2
2.5 2
b)
d)
5-41
1
0
dx
0
y2
2
dx
2
1
1 x3
9 3
1 x3
36 3
2.5
1
108
0.5787
dx 121 x3
3
0
3
4
1.5
P( X 2,1 Y 1.5)
3 2
2
95
432
0 0
1 x4
9 4
E (Y ) x y dydx 181 x 2 83 dx
2
0 0
1
18
y2
2
1.5
dx
5 x3
144 3
3
2
0.2199
f)
x 2 ydydx 181 x 2
e)
1
18
18 January 2010
4 x3
27 3
3
0
9
4
4
3
g)
f X ( x)
1
18
x 2 ydy 19 x 2 for 0 x 3
h)
f XY (1, y )
f X (1)
fY X ( y )
1
18
1
9
y
for 0 < y < 2.
2
2
f XY ( x,1) 181 x
i) f X 1 ( x)
and fY ( y )
fY (1)
fY (1)
Therefore,
5-80.
f X 1 ( x)
1
18
x 2 ydx
y
2
for 0 y 2 .
x2 1 2
x for 0 < x < 3.
1/ 2 9
1
18
The region x2 y 2 1 and 0 < z < 4 is a cylinder of radius 1 ( and base area
) and height 4.
1
Therefore, the volume of the cylinder is 4 and fXYZ ( x, y, z)
for x2 y 2 1 and 0 < z < 4.
4
P( X Y 0.5)
2
4 ( 0.5 )
4
1/ 2 .
2 ( 0.5 )
4
P( X Y 0.5, Z 2)
1/ 4
f ( x, y,1)
c) f XY 1 ( x, y ) XYZ
and f Z ( z ) 41 dydx 1 / 4
f Z (1)
x 2 y 2 1
2
d)
f X ( x)
0
f XY 1 ( x, y)
1 x 2
1 x 2
1 / 4 1
for x 2 y 2 1 .
1/ 4
1
4
f (0,0, z )
2
2
e) f Z 0, 0 ( z ) XYZ
and f XY ( x, y ) 41 dz 1 / for x y 1 . Then,
f XY (0,0)
0
1 / 4
f Z 0, 0 ( z )
1 / 4 for 0 < z < 4 and Z 0,0 2 .
1/
5-42
f)
18 January 2010
f XYZ ( x, y, z ) 1 / 4
z
4
dz 2 .
5-81.
f XY ( x, y) is constant,
1
0.5
0
That is,
5-82.
0.5
P( X Y 0.5) = 3/4.
a) Let X1, X 2 ,..., X 6 denote the lifetimes of the six components, respectively. Because of
independence,
P( X1 5000, X2 5000,..., X6 5000) P( X1 5000)P( X2 5000)... P( X6 5000)
P( X x) 1 et / dt e t /
Let X, Y, and Z denote the number of problems that result in functional, minor, and no defects,
respectively.
a)
P( X 2, Y 5) P( X 2, Y 5, Z 3)
10!
2!5!3!
a) Let X denote the mean weight of the 25 bricks in the sample. Then, E( X ) = 3 and
3 ) = P (Z < -1) = 0.159.
X 0.25 0.05 . Then, P( X < 2.95) = P(Z < 2 .095
. 05
25
b)
5-85.
P( X x) P( Z
x3
x3
) 0.99 . So,
-2.33 and x=2.8835.
.05
0.05
a)
5-43
5.25
17.75
4.75
Because
18 January 2010
cdydx 0.25c, c = 4. The area of a panel is XY and P(XY > 90) is the
5.25
4.75
18.25
17.25
18.25
5.25
That is,
17.75
18.25
18.25
17.75
17.75
90 / x
) 0.499
5.25
17.75
23 x
18.25
5-86.
x2
2
18.25
) 0.5
17.75
a) Let X denote the weight of a piece of candy and XN(0.1, 0.01). Each package has 16 candies,
then P is the total weight of the package with 16 pieces and E( P ) = 16(0.1)=1.6 ounces and V(P)
= 162(0.012)=0.0256 ounces2
1.6
b) P( P 1.6) P( Z 1.06.16
) P(Z 0) 0.5 .
c) Let Y equal the total weight of the package with 17 pieces, E(Y) = 17(0.1)=1.7 ounces and
V(Y) = 172(0.012)=0.0289 ounces2
1.7
P(Y 1.6) P(Z 1.06.0289
) P(Z 0.59) 0.2776 .
5-87.
X ) =45 and X
30
10
b) Let Y denote the total time to locate 10 parts. Then, Y > 600 if and only if X > 60. Therefore,
the answer is the same as part a.
5-88.
a) Let Y denote the weight of an assembly. Then, E(Y) = 4 + 5.5 + 10 + 8 = 27.5 and
b) Let X denote the mean weight of 8 independent assemblies. Then, E( X ) = 27.5 and V( X ) =
0.7/8 = 0.0875. Also,
P( X 29) P(Z
29 27.5
0.0875
5-89.
5-44
) P(Z 5.07) 0 .
0.07
0.06
0.05
0.04
z(-.8)
0.03
0.02
0.01
10
0.00
-2
0
-1
-10
4
5-45
18 January 2010
18 January 2010
5-90.
1
1 0.72{( x 1)
f XY ( x, y )
e
1.2
1.6 ( x 1)( y 2 ) ( y 2 ) 2 }
{( x 1)
1
f XY ( x, y )
e 2 ( 0.36)
2 .36
f XY ( x, y )
1
2 1 .8 2
1.6 ( x 1)( y 2 ) ( y 2 ) 2 }
1
{( x 1) 2 2 (. 8 )( x 1)( y 2 ) ( y 2 ) 2 }
2
2 (10.8 )
E ( X ) 1 , E (Y ) 2 V ( X ) 1 V (Y ) 1 and = 0.8
5-91.
a)
b)
c)
5-92.
1 1.5
P(T 1) P Z
P( Z 1.79) 0.0367
0.078
5-93.
1.5 3
1.5) P Z
P( Z 6.10) 0
0.246
Let X and Y denote the percentage returns for security one and two respectively.
If of the total dollars is invested in each then X+ Y is the percentage return.
E(X+ Y) = 0.05 (or 5 if given in terms of percent)
V(X+ Y) = 1/4 V(X)+1/4V(Y)+2(1/2)(1/2)Cov(X,Y)
where Cov(XY)=XY=-0.5(2)(4) = -4
V(X+ Y) = 1/4(4)+1/4(6)-2 = 3
Also, E(X) = 5 and V(X) = 4. Therefore, the strategy that splits between the securities has a lower
standard deviation of percentage return than investing 2million in the first security.
Mind-Expanding Exercises
5-94.
5-46
c)
18 January 2010
f XY ( x,2)
f Y (2)
P( X x | Y 2)
5
2
15
4
6
2
4
1
5
2
15
4
4
0
5
2
15
4
4
1
5
2
15
4
4
1
5
2
15
4
f XY (x,2)
0
1
2
0.1098/0.3296=0.3331
0.1758/0.3296=0.5334
0.0440/0.3296=0.1335
4
2
6
1
5
2
15
4
6
0
6
2
6
1
6
1
d)
P(X=x, Y=y, Z=z) is the number of subsets of size 4 that contain x printers with graphics
enhancements, y printers with extra memory, and z printers with both features divided by the
number of subsets of size 4.
P ( X x, Y y , Z z )
for x+y+z = 4.
0.1758
P( X 1, Y 2, Z 1)
0.2198
e) P( X 1, Y 1) P( X 1, Y 1, Z 2)
4
x
5
y
6
z
15
4
4
1
5
2
15
4
6
1
4
1
5
1
15
4
6
2
P( X 1,Y 2 | Z 1) P( X 1,Y 2, Z 1) / P( Z 1)
h)
0.4762
4
1
6
1
5 6
2 1
15
4
9
3
15
4
P( X 2 | Y 2) P( X 2, Y 2) / P(Y 2)
4 5 6
2 125 0
4
0.1334
5
2
10
2
15
4
5-47
f X YZ (1) 1 .
18 January 2010
a) Let X, Y, and Z denote the risk of new competitors as no risk, moderate risk,
and very high risk. Then, the joint distribution of X, Y, and Z is multinomial with n =12 and
12
12
12
P( Z 2) 0.15 0 0.8512 0.151 0.8511 0.15 2 0.8510
0
1
2
0.1422 0.3012 0.2924 0.7358
d)
P(Z 2 | Y 1, X 10) 0
e)
0.13100.72 2 0.15 0
0.13100.7210.151
0.13100.72 0 0.15 2
10!2!0!
10!1!1!
10!0!2!
4.72 x10 8 1.97 x10 8 2.04 x10 9 6.89 x10 8
P( Z 0, Y 2, X 10) P( Z 1, Y 1, X 10)
P( Z 1 | X 10)
P( X 10)
P( X 10)
12!
12!
f)
P(Y 1, Z 1 | X 10)
P( Z 1, Y 1, X 10)
P( X 10)
12!
0.13100.7210.151 6.89 x108
10!1!1!
0.2852
g)
5-96.
By the independence,
P( X 1 A1 , X 2 A2 ,..., X p A p )
...
A1
A2
Ap
f X 1 ( x1 )dx1 f X 2 ( x 2 )dx 2 ... f X p ( x p )dx p
A1
A2
A p
P( X 1 A1 ) P( X 2 A2 )...P( X p A p )
5-48
5-97.
18 January 2010
E (Y ) c11 c2 2 ... c p p .
Also,
c x c x ... c x (c c ... c )
c ( x ) ... c ( x ) f ( x ) f ( x )... f
V (Y )
1 1
2 2
1 1
X1
X2
Xp
c c ( x )( x ) f ( x ) f
c c ( x ) f ( x )dx ( x
1
1 2
X1
X1
X2
2 ) f X 2 ( x2 )dx2 0
from the definition of the mean. Therefore, each cross-term in the last integral for V(Y) is zero
and
V (Y )
c ( x )
2
1
5-98.
f XY ( x, y )dydx
5-99.
g
(
x
)
h
(
y
)
dydx
g
(
v
)
dv
m N m
k n k
5-100. The probability function for X is P ( X x)
N
n
5-49
1
a
18 January 2010
Nj
. Therefore, from the multiplication rule the
xj
N 1 N 2 N k
... . The total
x1 x 2 x k
N
. Therefore
n
N 1 N 2 N k
...
x1 x 2 x k
P( X 1 x1 ,... X k x k )
N
n
5-50