RMI 3750 Problem Set #3

If you use Microsoft Excel to answer a problem, show enough work (e.g., describe the
math of what you are doing) to allow me to award partial credit in case you get it wrong.
USE THE SPACE PROVIDED FOR ANSWERS.

1. A person born in 1964 is equally likely to live for any (not necessarily integer)
number of years between 1 and 100. On his 50th anniversary this year, John wants
to calculate the probability that he will live beyond 2044. Calculate this
probability. In other words, if T is a random variable whose (continuous)
distribution is uniform on [1,100], find the conditional probability P(T >80|T>50).

2. On a large construction site the lengths of pieces of lumber are rounded off to the
nearest centimeter. Let X be the rounding error random variable (the actual
length of a piece of lumber minus the rounded-off value). Suppose that X is
uniformly distributed over [-0.5,0.5]. Find (a) P(-.10<X<.20); and (b) V(X).
3. Tests on a certain battery have determined that the mean (average) time until
failure is 40 hours. Assume that the time T until failure of the battery is
exponentially distributed.
a. What is the probability that the battery will fail within 40 hours?
b. What is the probability that the battery will still be working after 80
hours?
4. Suppose you are taking an anti-insect ultrasound device powered by the battery
type from Problem 3 on a 48-hour trip into the wilderness. Being cautious, you
bring 3 batteries with you (1 in the flashlight and 2 spares). Assuming that failure
times of batteries are independent, what is the probability that the device will be
working throughout your trip? (HINT: In 48 hours, you expect to see on average
48/40=1.2 failures. Let X be a Poisson with lambda=1.2, denoting the average
number of battery failures in your trip. You need to calculate P(X < 3)=P(X<=2).)
5. Suppose you are taking the anti-bug device powered by the battery types from
Problem 3 on an around the world trip in 80 days (inspired by Jules Verne), and
you bring 60 batteries in total. Using the CLT, compute the probability that the
machine will function throughout the trip. (HINT: Let T1, ,T60 the lifespan of
each battery, which are Exponential with lambda=1/40 (per hour). Let S=
T1++T60 be the total lifespan of the batteries. You need to calculate P(S>
80*24), as there are 24 hours in a day. By the CLT, S is Normal(60*E(T1),
60*V(T1)), etc).

6. Let Z be the standard normal random variable and FZ its cdf. If z > 0 and
FZ(z)=, what are FZ(-z) and P(-z < Z < z)?
7. Assuming that X is normal with mean 5 and variance 100, calculate
i) P(X>3)
ii) P(X>=6)
iii) P(X<4)
iv) P(X<7)
v) P(4<X<6)
vi) P(3<X<4)
vii) P(3<X<7)

8. If a number is selected at random from the interval [0, 1], its value has a uniform
distribution over that interval. Let S be the random variable for the sum of 100
numbers selected at random from [0, 1]. Using the Central Limit Theorem, what
is P(48<S<52)?
9. If Y is a Poisson rv with lambda=16, what are E(Y) and V(Y)? Now consider 40
random variables, independent and identically distributed to Y. Using the CLT,
compute the probability that the average of these 40 r.v.s is between 15 and 17.

10. A fair coin is tossed 200 times. Using the Central Limit Theorem, what is the
probability that the fraction (frequency) of Tails is between 0.49 and 0.51?