Math 501 Assignment 6: due Tuesday 11/12 at 11:59 p.m.

submitted
via Canvas in pdf format

Scoring: This assignment is worth 180 points (10 + 10 + 25 + 10 + 30 + 30

+ 65 = 180).

1 Academic integrity and collaboration policy

for this assignment
You may work together on the reading assignment, which includes dozens of
solved problems, examples, proofs, detailed discussions, theorems, etc., and you
are encouraged to do so, but you must complete the written assignment entirely
on your own. Learn the material well with the reading assignment; prove you
have learned the material well with the written assignment.
You may consult our TAs or me regarding questions about written exercises
if you have worked hard on them and are very stuck, but you may not consult
anyone else until after all parties have submitted the assignment.
You are to …gure the exercises out entirely on your own.
If you …nd solutions to one or more of the written exercises in Weiss’s book,
in Hsu’s book, or in documents I myself have previously posted to Canvas for
our course this semester, you may make use of them, but the write-up should
be your own, and you must cite the source.
If you …nd solutions to one or more of the written exercises in any source
other than Weiss’s book, Hsu’s book, or documents I myself have previously
posted to Canvas for our course this semester, you may not make use of them
at all, and doing so would be an academic integrity violation.

2 Reading assignment
Class notes: Read the class notes up to and including Chapter 37 on
random vectors (Chapters 1 through 36 were previously assigned.).
Weiss textbook: Sections 7.1, 7.2, 7.3, 10.1, 10.2, 6.1, 6.2, 6.3, 6.4, 9.1,
9.2, 9.3 (Chapters 1 through 5, and Sections 8.1, 8.2, 8.3, 8.4, and 8.5 were
previously assigned.)
Schaum’s book (Hwei Hsu): Skip the “notes” (use our notes and Weiss’s
textbook). However, carefully work through exercises 2.27 – 2.36 (all),
2.44 – 2.50 (all), 2.57, 2.58. Do not turn these in, but make sure you
understand the details of the calculations and how to solve these exercises.

1
3 Written Assignment (to be turned in)
3.1 Exercise 1 (general random variables and cdfs) (10
points –5 points per part)
3.1.1 Background
Read Proposition 8.2 from Weiss’s book carefully. In class, we derived this
result. In this exercise, you will make use of it. Here is an example. Study it
carefully, and proceed similarly for the assigned problem below. You will have
to make some adjustments, since the cdf for the assigned problem is di¤erent.

Example 1 Solve Exercise 8.25a from the textbook. Also, solve Exercise 8.25e
from the textbook but only for the case a = 1; b = 2 (as in part a).

Solution: We calculate

P (f1 < W 2g) = P (fW 2g) P (fW 1g)

= FW (2) FW (1)
= 0:875 0:5 = 0:375:

P (f1 < W < 2g) = P (fW < 2g) P (fW 1g)

= FW (2 ) FW (1)

= lim FW (w) FW (1)

w!2
= 0:5 0:5 = 0:

P (f1 W < 2g) = P (fW < 2g) P (fW < 1g)

= FW (2 ) FW (1 )

= lim FW (w) lim FW (w)

w!2 w!1
= 0:5 0:125 = 0:375:

P (1 W 2) = P (fW 2g) P (fW < 1g)

= FW (2) FW (1 )

= FW (2) lim FW (w)

w!1
= 0:875 0:125 = 0:75:

Next, we’ll …nd these probabilities by using the pmf and the Fundamental
Probability Formula. The values a for which P (fW = ag) > 0 are 0; 1; 2; and 3;

2
and so P (fW 2 Ag) = 1; where A = f0; 1; 2; 3g : When using the Fundamental
Probability Formula for these exercises, we can intersect the interval B with the
set A; as follows:

P (f1 < W 2g) = pW (2) = 0:375;

P (f1 < W < 2g) = 0;
P (f1 W < 2g) = pW (1) = 0:375;
P (1 W 2) = pW (1) + pW (2) = 0:75:

3.1.2 Exercises
a. Solve Exercise 8.28a from the textbook.

b. Solve Exercise 8.28f from the textbook.

3.1.3 Solutions
Solution to a) (8.28a): In principle, the values of P (fa C X J bg) ; where C
may be < or ; and J may be < or (and all 4 possibilities may occur), may
all be di¤erent. It will depend on the values of P (fX = ag) and P (fX = bg) :
For a continuous random variable, those would be zero, and so each of the
probabilities P (fa C X J bg) would be the same. However, for an arbitrary
random variable they may be di¤erent, depending on the values of P (fX = ag)
and P (fX = bg) :
Recall that the graph of F must jump up (and by exactly P (fX = xg)) at
any point x for which P (fX = xg) > 0: Since the graph of F is continuous at
x = 0:2 and at x = 0:8; it follows that

P (fX = 0:2g) = 0;
P (fX = 0:8g) = 0;

and therefore F (0:8) = F (0:8 ) and also F (0:2) = F (0:2 ) : It follows that

P (fa C X J bg) = F (0:8) F (0:2) = 1 0:2 = 0:8:

I.e., the four probabilities you were asked to evaluate are all equal to 0.8.

Solution to b) (8.28f ): Here, F is not continuous at x = 0:75: We see that

the jump at x = 0:75 has height 1 0:75 = 0:25; which means that

P (fX = 0:75g) = 0:25:

Therefore,

F (0:75 ) = F (0:75) P (fX = 0:75g) = 1 0:25 = 0:75:

3
We now evaluate each of the four inequalities individually.

P (f0:75 < Y 2g) = F (2) F (0:75) = 1 1 = 0;

P (f0:75 < Y < 2g) = F (2 ) F (0:75) = 1 1 = 0;
P (f0:75 Y 2g) = F (2) F (0:75 ) = 1 0:75 = 0:25;
P (f0:75 Y < 2g) = F (2 ) F (0:75 ) = 1 0:75 = 0:25:

3.2 Exercise 2) (10 points –5 points per part) (cdfs)

3.2.1 The exercises
a) Let X be the random variable from HW 5 Exercise 2. Give the cdf, F; of X
as a formula. Be sure that your formula gives the values of F (x) for all real x:
Hint: Proceed as in Example 8.3 on pp. 407-408 of Weiss’s book. Study that
example carefully before proceeding. Also study the many related examples in
Hsu’s book from the HW 5 reading assignment.
Recall that the graph of the cdf of a random variable X can jump only at
points a for which P (fX = ag) > 0: For any random variable, the set of such
points (those points are the points of discontinuity of the cdf) is countable, and
the amount by which the cdf jumps at such points is F (a) F (a ) ; which
equals P (fX = ag) : Moreover, when X is discrete (and only in that case), the
values of P (fX = ag) add up to 1:

b) Let X be the random variable from HW 5 Exercise 2. Graph the cdf, F; of

X:
Hint: See the hint for part a).

3.2.2 Solutions
Solution to a): Since FX (x) is simply P (fX xg) ; we should use a multi-
part function, splitting the x ranges at each point in the jump set, since those
are the positive-probability values, the values at which FX will be discontinuous
(and hence will change its value).
Proceeding as in the class notes, we …nd that
8
>
> 0; if x < 4;
>
>
>
> 1=16; if 4 x < 2;
<
5=16; if 2 x < 0;
F (x) = P (fX xg) = :
>
> 11=16; if 0 x < 2;
>
>
>
> 15=16; if 2 x < 4;
:
1; if x 4

Observe that this function jumps at each x value where P (fX = xg) > 0;
namely at x = 4; x = 2; x = 0; x = 2; and x = 4; and it is constant
in between the jump points. Notice also that the heights of the jumps are,

4
in order, 1=16; 4=16; 6=16; 4=16; and 1=16; which are precisely the values of
pX (x) = P (fX = xg) at x = 4; 2; 0; 2; and 4:
Thus, we can easily recover the pmf pX from the cdf if we wanted to do so.

Remark 2 (important) Make sure that you understand how to go from a

known cdf FX (x) to a pmf pX (x) if X is discrete. The main formula is

pX (x) = FX (x) FX (x ) :

Solution to b): Here is a graph of the cdf FX :

The jump points (where the cdf jumps up) are marked with green squares
on the x axis.
The vertical jumps are labeled with green dashed (vertical) line segments,
the sum of whose lengths is 1:
Points with solid dots are part of the graph; those with holes (circles) are
excluded from the graph, since FX must pass the vertical line test. Observe
that this makes it more evident that FX is right continuous (if we approach an
x value –any x value –from the right, the function will remain de…ned and the
function value at the point we approach will equal the limit of the y values of
the approaching points).
Arrows indicate that the graph extends to the left and to the right inde…-
nitely.

1.0
y
0.9

0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

-7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7
x

5
3.3 Exercise 3) (25 points –5 points per part) (absolutely
continuous random variables)
3.3.1 The Exercises
Suppose Y is a random variable whose cdf is given by
8
>
> 0; if y < 0
< 1
5 y; if 0 y<3
FY (y) = 1 :
>
> (y + 3) ; if 3 y<7
: 10
1; if y 7

a) Prove that Y is an absolutely continuous random variable, and …nd a pdf for
Y; proceeding as in the class notes.
Suggestion: I am not requiring that you do this on this particular problem,
but I recommend that you quickly verify that the function you …nd as a pdf
is non-negative and integrates to 1; that’s a good way to catch most careless
errors.

b) Calculate P (f2 Y < 6g) by using the pdf you found in part a.

c) Calculate P (f2 Y < 6g) by using the cdf.

d) Calculate P (fY < 6g j fY 2g) :

e) Are the events fY < 6g and fY 2g independent?

3.3.2 Solutions
Solution to a.: In each of the open intervals ( 1; 0) ; (0; 3) ; (3; 7) ; and (7; 1) ;
FY is given by a polynomial expression and so FY is continuous.
y = 0 : FY (0) = 0; and also

1
lim 0 = 0 = lim y ;
y!0 y!0+ 5
so FY is continuous at y = 0:
y = 3 : FY (3) = 6=10; and also

1 3 1
lim y = = lim (y + 3) ;
y!3 5 5 y!3+ 10
so FY is continuous at y = 3:
y = 7 : FY (7) = 1; and also

1
lim (y + 3) = 1 = lim+ 1;
y!7 10 y!7

so FY is continuous at y = 7:

6
 We have shown that FY is continuous for all real y: Thus, FY is continuous,
and so Y is a continuous random variable.

In the open intervals ( 1; 0) ; (0; 3) ; (3; 7) ; and (7; 1) ; FY is given by 0;

y=5; (y + 3) =10; and 1; respectively, and so FY0 is given in those intervals by 0;
1=5; 1=10; and 0; respectively.
Since FY0 is constant in an interval to the left of y = 0 and to the right of
y = 0; the left-sided and right-sided limits of FY0 at y = 0 equal 0 and 1=5;
respectively. In particular, they are de…ned.
Since FY0 is constant in an interval to the left of y = 3 and to the right of
y = 3; the left-sided and right-sided limits of FY0 at y = 3 equal 1=5 and 1=10;
respectively. In particular, they are de…ned.
Since FY0 is constant in an interval to the left of y = 7 and to the right of
y = 7; the left-sided and right-sided limits of FY0 at y = 7 equal 1=10 and 0;
respectively. In particular, they are de…ned.
0
Therefore, FY is piecewise continuous. Since FY is also continuous, it follows
that Y is absolutely continuous, and the function fY de…ned by setting fY = FY0
on the open intervals where FY0 is continuous and fY = 0 at the endpoints of
the intervals is a pdf. We then combine cases to simplify:
8
>
> 0; if y 2 ( 1; 0)
>
>
< 1=5; if y 2 (0; 3)
fY (y) = 1=10; if y 2 (3; 7)
>
>
>
> 0; if y 2 (7; 1)
:
0; otherwise
8
< 1=5; if y 2 (0; 3)
= 1=10; if y 2 (3; 7)
:
0; otherwise

Solution remark: We can save a lot of time in the future by simply making
use of the fact that polynomials are continuous everywhere, and so one-sided
limits of a polynomial can be found by simply substituting values. Since each
piece of FY is a polynomial, the one-sided limits of each piece exist and can be
found by substituting into the formula. Thus, to show that FY is continuous at
the endpoints, we need only give all of this reasoning (as I have done here) and
then check that the values of the pieces (the ones which meet at the endpoint)
are equal at the endpoint. Additionally, since each piece of FY0 is a polynomial,
each piece is continuous in its open interval, and also the one-sided limits of each
piece exist at the endpoints, and so FY0 is piecewise continuous. This reasoning
should not be used if the function pieces are not all polynomials. By contrast,
the method given in the solution above works in all cases.

Solution to b.: Since ff > 0g = (0; 3) [ (3; 7) ; the Fundamental Probability

7
Formula implies
Z
P (f2 Y < 6g) = fY (y) dy
[2;6)\ff >0g
Z 3 Z 6
1 1
= dy + dy
2 5 3 10
1
= :
2

Solution to c.: Since FY is continuous, we have FY (y ) = FY (y+) = FY (y)

for each real y; so

P (f2 Y < 6g) = FY (6 ) FY (2 )

= FY (6) FY (2)
1 1
= (6 + 3) (2)
10 5
1
= :
2

Solution #1 to d.: From part b., we know that P (f2 Y < 6g) = 1=2: Since
FY is continuous, we have FY (y ) = FY (y+) = FY (y) for each real y; so
1 3
P (fY 2g) = 1 FY (2 ) = 1 FY (2) = 1 (2) = :
5 5
Then
P (fY < 6g \ fY 2g)
P (fY < 6g j fY 2g) =
P (fY 2g)
P (f2 Y < 6g)
=
P (fY 2g)
1=2 5
= = :
3=5 6

Solution #2 to d.: From part b., we know that P (f2 Y < 6g) = 1=2: Since
ff > 0g = (0; 3) [ (3; 7) ; the Fundamental Probability Formula implies
Z 3 Z 7
1 1 3
P (fY 2g) = dy + dy = :
2 5 3 10 5

8
Then
P (fY < 6g \ fY 2g)
P (fY < 6g j fY 2g) =
P (fY 2g)
P (f2 Y < 6g)
=
P (fY 2g)
1=2 5
= = :
3=5 6

Solution to e.: Since FY is continuous, we have FY (y ) = FY (y+) = FY (y)

for each real y; so
1 9
P (fY < 6g) = FY (6 ) = FY (6) = (6 + 3) = :
10 10
This is not equal to P (fY < 6g j fY 2g) ; which we found to be 5=6 in part
d). Thus, the events fY < 6g and fY 2g are not independent.

3.4 Exercise 4) (10 points) (cdfs and probability)

3.4.1 The exercise
Suppose that X is a random variable whose cdf is given by
8
>
> 0; if x < 2
<
(x 1) =4; if 2 x < 3
F (x) = 2 ;
>
> (1=2) x 3x + 5; if 3 x < 4
:
1; if x 4

and suppose we attempt to calculate P (f1 X 7=2g) in two ways as follows:

0
Calculation 1: Setting f = F in each open interval, and setting f = 0 at the
endpoints, we get the pdf
8
>
> 0; if x < 2
>
>
< 1=4; if 2 < x < 3
f (x) = x 3; if 3 < x < 4
>
>
>
> 0; if x > 4
:
0; if x 2 f2; 3; 4g
8
< 1=4; if 2 < x < 3
= x 3; if 3 < x < 4 ;
:
0; otherwise

9
and so by the Fundamental Probability Formula we have
Z 7=2
P (f1 X 7=2g) = f (x) dx
1
Z 2 Z 3 Z 7=2
= f (x) dx + f (x) dx + f (x) dx
1 2 3
Z 2 Z 3 Z 7=2
1
= 0dx + dx + (x 3) dx
1 2 4 3
= 3=8:

Calculation 2: Using the cdf, we have

P (f1 X 7=2g) = F (7=2) F (1 )

= (5=8) lim F (x)
x!1
= (5=8) 0
= 5=8:

These calculations yield unequal answers, so clearly one or both of them is

incorrect. Study them both.
For each calculation, comment on whether it is completely correct or not. If
it is not completely correct, explain exactly what went wrong. Be precise, and
explain clearly.

3.4.2 Solution and discussion (extremely important)

First, Calculation 2 is completely correct. It makes use of a formula which holds
for all random variables X; regardless of type (even if X is neither continuous
nor discrete), and calculations of F (7=2) and of F (1 ) are correct.
By contrast, Calculation 1 starts out (with the very …rst sentence!) with
a major error: it makes use of a theorem whose hypotheses are not satis…ed.
Before using that procedure, we must always check that F is continuous and
that F 0 is piecewise continuous, as these are hypotheses of the theorem which
gives that procedure.
An attempt to verify those hypotheses will show right away that F is not
continuous (it is discontinuous at x = 2). X is therefore not absolutely con-
tinuous (since being continuous is part of the requirements for being absolutely
continuous), and so X does not have a pdf. In particular, that function f is not
a pdf for X (it cannot be, since no function at all is a pdf for X; since X does
not have a pdf).
That procedure should never have been used, since its hypotheses were not
satis…ed.
How can you tell, in mathematics, when it is okay to use a result, and when
it is not? Check the hypotheses! If they are satis…ed, then it is okay to use the

10
result; otherwise, it is not. Whether it is helpful or not to use a result is another
matter, but at least you may use it as long as its hypotheses are satis…ed.
This exercise shows how insidious errors of this kind (in which we sloppily
ignore hypotheses of theorems) can be. We often get answers anyway. They
just turn out to be wrong and meaningless and misleading. Hypotheses matter
in mathematics. We cannot simply look up theorems and use the formulas or
procedures in them without checking that the hypotheses are satis…ed. This is
not a matter of mathematicians being “picky.”This is an example of what goes
wrong. Check hypotheses of theorems always. It does not matter how “applied”
your work might be. If you are making use of mathematical theorems, you must
make sure that the hypotheses are satis…ed, or else you’re likely to run into
problems of the type demonstrated here (perhaps quite often), and you might
not catch the errors since the erroneous answers might seem credible.

3.5 Exercise 5) (30 points – 5 points per part) (…nding

cdfs and using them to …nd pdfs)
3.5.1 Background
Given the cdf of a random variable, in certain cases (see the class notes) we can
conclude that the random variable is absolutely continuous, and we can …nd a
pdf from the cdf. Therefore, it is important to know how to …nd the cdf of a
random variable.
One way is to use the de…nition of the cdf, F (x) = P (fX xg) ; together
with the de…nition of the random variable. If X represents a non-negative
quantity, then F (x) = P (fX xg) will be 0 for all x < 0: In such situations,
it is helpful to proceed by cases, for instance …nding F (x) for all x < 0 …rst, or
even for all x 0; and then …nding F (x) for all x > 0: Once F (x) is known, we
can test to see whether or not we can conclude that it is absolutely continuous.
Study Examples 8.5, 8.6, and 8.8 from pp. 409-411, as well as Example 8.19
from pp. 465-466 of Weiss’s textbook carefully before proceeding.
It will also help to review the chain rule for di¤erentiation, from …rst semester
calculus. Using the current notation, if

FY (y) = FX (g (y))

for some open interval of y values, and if FY is di¤erentiable at y; then we can

11
let u = g (y) and proceed as follows:

0 d
FY (y) = FY (y)
dy
d
= FX (g (y))
dy
d
= FX (u)
dy
d du
= FX (u)
du dy
du
= fX (u)
dy
= fX (g (y)) g 0 (y) ;

assuming fX is continuous at u:

3.5.2 The exercises

Important For several of these exercises, the “univariate transformation the-
orem” from Weiss’s book (in Section 8.7) could in principle be used to
help solve the problem. Do not use it. Instead, proceed as indicated be-
low (which in various cases corresponds to the “cdf method”from Weiss’s
book). You may use the univariate transformation theorem to check your
work if you wish, but not in place of the methods indicated below (which
are the ones on which you are being graded).

a) A point is selected at random from a solid ball (in 3-dimensional space)

having radius 10: Let X denote the distance from the point to the outer edge
of the ball. Find the cdf of X: Is X absolutely continuous? If so, explain why,
and …nd a pdf of X: If not, explain why not.
Hint: Remember to use the meaning of X: For instance, fX 1g is the set of
all points within a distance 1 of the outer spherical boundary, and hence it is the
set of points whose distance from the center of the sphere is between 9 and 10;
it is a spherical shell. Its volume can be found using geometry. Its volume can
be used to …nd P (fX 1g) ; which is F (1) : Values of F (x) for other x values
can be found similarly, but be sure to proceed as described in the background
section above.

b) Let T be a triangle (the boundary and interior) in the plane, having base
length 4 and height 13: As it turns out, the shape of the triangle itself will not
matter (but its base length and height will).
A point ! is chosen at random from the interior of T:
We de…ne a function Y : ! R as follows: for each ! 2 ; we let Y (!)
denote the perpendicular distance from ! to the base of the triangle.
Find FY ; the cdf of Y:

12
Hint: First, the area of any triangle is half the length of its base multiplied by
its height. Now proceed as follows:
1) On a sheet of paper draw a triangle with base 4 and height 13:
2) Draw a “random” point inside the triangle. Call the point A:
3) Draw a dotted line segment connecting the point A to the base (extend
the base parallel to itself with dotted lines if necessary), making sure that the
dotted line segment is perpendicular to the base (this is crucial). Let y denote
the distance, along this line segment, from the point A to the base.
4) Draw a dotted line segment parallel to the base and passing through the
point A; and extend it so that it meets both sides (other than the base) of the
triangle.
5) The dotted line segment you drew in 4) divides the triangle T into two parts.
It is easy to show with elementary geometry that the part of T on or above
that line segment is similar (look up “similar triangles” if you wish to review
the topic) to the entire triangle T: The part of T on or above the dotted line
from 4) is fY > yg : By formulas concerning similar triangles (namely, that the
ratio of their areas is the square of the ratios of their heights), we have
2
Area (fY > yg) (height of fY > yg)
= :
Area (T ) height of T

The height of the top triangle fY > yg can be found easily in terms of h
and/or y using your picture.
The height of T can be found easily in terms of h and/or y:
Area (T ) can be found easily in terms of h and/or y:
You can now easily solve for Area (fY > yg) : Then use it to …nd P (fY > yg) :
You can then use that to …nd P (fY yg) ; which you can use to get the cdf of
Y: Remember to proceed with cases, as described in the background above.

c) Let Y be the random variable from part b). Is Y absolutely continuous? If

so, explain why, and …nd a pdf of Y: If not, explain why not.

d) Let X Exp (5) ; and let Y = max (X; 7) : I.e., if X (!) 7 then Y (!) = 7;
while if X (!) > 7 then Y (!) = X (!) : Find the cdf of Y: Is Y absolutely
continuous? If so, explain why, and …nd a pdf of Y: If not, explain why not.
Hint: Let FX and FY denote the cdfs for X and for Y; respectively. Finding
FX is easy, since there is a right tail probability formula for exponential random
variables. The strategy is to …nd FY in terms of FX : For any real number y;
consider the event fY yg : There are two cases: y 7 and y < 7:
Case 1: y < 7: In this case, Y y if and only if both X and 7 are less than
or equal to y: However, 7 cannot be less than or equal to y in Case 1, so Y y
cannot occur. I.e., fY yg = ;; and so FY (y) = P (fY yg) = 0:
Case 2: y 7: In this case, Y y if and only if both X and 7 are less than
or equal to y; which (since we’re in Case 2) is true if and only if X y: I.e.,

13
fY yg = fX yg ; and so FY (y) = P (fY yg) = P (fX yg) = FX (y) ;
which can be found once we …nd the cdf of X:

e) Solve Exercise 8.154 part a) from Weiss’s textbook.

f ) Suppose X N 3; 42 ; and let Y = (X 3) =4: Prove that Y N 0; 12

as follows: …nd a formula expressing FY in terms of FX : Find a formula for
fY : Show that your formula for fY agrees with the pdf of a standard normal
random variable except at most at a set of points having length zero. It then
follows that Y has the same distribution as a standard normal random variable.

3.5.3 Solutions
Solution to a): Since we are selecting at random from a set having …nite,
positive volume, we will use a geometric probability space ( ; F; P ) with
equal to the ball, so that

Volume (E)
P (E) =
Volume ( )

for each event E:

Since X is a distance, we have fX ag = ; for all a < 0; and so F (a) =
P (fX ag) = 0 for all a < 0:
fX = 0g is the boundary of the ball. The boundary has no volume, and so

F (0) = P (fX 0g)

= P (fX < 0g) + P (fX = 0g)
= P (fX = 0g) (since fX < 0g = ;)
Volume (fX = 0g)
=
Volume ( )
= 0:

Next, we consider F (a) for 0 < a 10: For such a; fX ag is the set of all
points within a distance a of the outer spherical boundary, and hence it is the
set of points whose distance from the center of the sphere is between 10 a and
10; it is a spherical shell, the region outside the solid ball having radius 10 a
and inside the solid ball having radius 10 and the same center. Therefore, for

14
each a such that 0 < a 10; we have

F (a) = P (fX ag)

Volume (fX ag)
=
Volume ( )
4 3 4 3
3 (10) 3 (10 a)
= 4 3
3 (10)
3 3
(10) (10 a)
= 3
(10)
a 3
= 1 1 :
10
If a > 10; then fX > ag = ;; and so P (fX > ag) = 0: Taking complements,
we see that
F (a) = P (fX ag) = 1:
Summarizing, we have
8
< 0; if a 0
F (a) = a 3
1 1 ; if 0 < a 10 :
: 10
1; if a > 10

Next, we will show that F is continuous and that F 0 is piecewise continuous,

and then we will …nd a pdf for X:
Each piece of F is a polynomial. Since polynomials are continuous every-
where, F is continuous on each of the intervals ( 1; 0) ; (0; 10) ; and (10; 1) :
It remains to check the continuity of F at the boundary points, 0 and 10:
Since each piece is a polynomial, one-sided limits can be found by direct
substitution into the appropriate function piece, and so

F (0 ) = lim F (a) = lim 0 = 0;

a!0 a!0
F (0) = 0;
a 3
F (0+) = lim F (a) = lim 1 1 = 0:
a!0+ a!0+ 10

It follows that F is continuous at 0: Similarly,

a 3
F (10 ) = lim F (a) = lim 1 1 = 1;
a!10 a!10 10
F (10) = 1;
F (10+) = lim F (a) = lim + 1 = 1:
a!10+ a!10

It follows that F is continuous at 10:

Putting all of these steps together, we see that F is a continuous function.

15
 We now look at F 0 : In the open intervals ( 1; 0) ; (0; 10) ; and (10; 1) ;
3 2
we have F 0 = 0; F 0 = 1000 (a 10) ; and F 0 = 0; respectively. These are
polynomials, so they are continuous (so F 0 is continuous in these open intervals)
and their one-sided limits exist everywhere, in particular at the boundary points
0 and 10: Thus, F 0 is piecewise continuous.
It follows that X is absolutely continuous, and that the function f de…ned
to equal F 0 in the open intervals above, and de…ned to equal 0 elsewhere, is a
pdf. Putting all of the pieces together, we get
3 2
(a 10) ; if a 2 (0; 10)
f (a) = 1000 :
0; if a 2
= (0; 10)

Solution to b): Since we are selecting at random from a set having …nite,
positive area, we will use a geometric probability space ( ; F; P ) with equal
to the interior of the triangle, so that

Area (E)
P (E) =
Area ( )

for each event E:

Since Y is a distance, we have fY yg = ; for all y < 0; and so F (y) =
P (fY yg) = 0 for all y < 0:
Next, we consider F (y) for 0 y < 13: For such y; fY yg is the set of
all points in the triangle within a distance y of the base of the triangle, while
fY > yg is the set of all points in the triangle a distance at least y from the
base of the triangle; it is a triangle geometrically similar to T; but with height
13 y: Proceeding as in the hint, we have

Area (fY > yg)

P (fY > yg) =
Area (T )
2
(height of fY > yg)
=
height of T
2
13 y
=
13
y 2
= 1 ;
13
and so
y 2
FY (y) = 1 1 whenever 0 y < 13:
13
Next, if y 13; then fY yg = T; and so

Area (T )
FY (y) = P (fY yg) = P (T ) = = 1:
Area (T )

16
 Summarizing, we have
8
< 0; if y<0
FY (y) = y 2
1 1 ; if 0 y < 13 :
: 13
1; if 13 y

Solution to c): Next, we will show that F is continuous and that F 0 is piecewise
continuous, and then we will …nd a pdf for Y:
Each piece of F is a polynomial. Since polynomials are continuous every-
where, F is continuous on each of the intervals ( 1; 0) ; (0; 13) ; and (13; 1) :
It remains to check the continuity of F at the boundary points, 0 and 13:
Since each piece is a polynomial, one-sided limits can be found by direct
substitution into the appropriate function piece, and so

F (0 ) = lim F (y) = lim 0 = 0;

y!0 y!0
F (0) = 0;
y 2
F (0+) = lim+ F (a) = lim+ 1 1 = 0:
y!0 y!0 13

It follows that F is continuous at 0: Similarly,

y 2
F (13 ) = lim F (y) = lim 1 1 = 1;
y!13 y!13 13
F (13) = 1;
F (13+) = lim F (y) = lim + 1 = 1:
y!13+ y!13

It follows that F is continuous at 13:

Putting all of these steps together, we see that F is a continuous function.
We now look at F 0 : In the open intervals ( 1; 0) ; (0; 13) ; and (13; 1) ; we
2 y
have F 0 = 0; F 0 = 13 1 13 ; and F 0 = 0; respectively. These are polynomials,
0
so they are continuous (so F is continuous in these open intervals) and their
one-sided limits exist everywhere, in particular at the boundary points 0 and
13: Thus, F 0 is piecewise continuous.
It follows that Y is absolutely continuous, and that the function f de…ned
to equal F 0 in the open intervals above, and de…ned to equal 0 elsewhere, is a
pdf. Putting all of the pieces together, we get
2 y
13 1 13 ; if y 2 (0; 13)
f (y) = :
0; if y 2
= (0; 13)

Solution to d): The hint gave away most of the calculation of FY ; namely
that FY (y) = 0 when y < 7; and that FY (y) = P (fX yg) when y 7 (see
hint above).

17
 In Case 2, we have y 7; and so in particular we have y > 0: Since
X Exp (5) ; the tail probability formula gives P (fX > yg) = e 5y ; and so
P (fX yg) = 1 e 5y ; so that
0; if y < 7
FY (y) = 5y :
1 e ; if y 7
This function is discontinuous at y = 7; since 0 6= 1 e 5(7) ; so Y is not a
continuous random variable. It therefore cannot be absolutely continuous.

Solution to e): We are given Y = eX ; where X N ; 2

: For any real
number y;
FY (y) = P (fY yg) = P eX y :
X any real numb er
If y 0; then e y = ;; since e is positive. Thus, when
y 0; we have FY (y) = 0:
Next, suppose y > 0: Then eX y if and only if X ln y; and so
Z ln y
FY (y) = P eX y = P (fX ln yg) = fX (x) dx:
1

In summary,
8
< Z 0; if y 0
ln y
FY (y) = :
: fX (x) dx; if y > 0
1

The two function pieces match since limy!0+ ln y = 1; so that the integral
in the second piece converges to 0: The …rst piece is a polynomial, so it is
continuous. The second piece is di¤erentiable (as we will show by calculating
its derivative), hence continuous. Thus, FY is continuous.
On the open interval ( 1; 0) ; we have FY0 = 0: On the open interval (0; 1) ;
we can proceed as follows. Let z = ln y: Then
Z ln y !
0 d
FY (y) = fX (x) dx
dy 1
Z z
d fX (x) dx
1
= (rewriting)
dy
Z z
d fX (x) dx
1 dz
= (Chain Rule)
dz dy
1
= fX (z) (Fundamental Theorem of Calculus, fX is continuous)
y
1 z 2
= p e (1=2)( ) (substituting for f (z) )
X
2 y
1 ln y 2
= p e (1=2)( ) : (substituting for z)
2 y

18
 This is continuous as well, since it is a composition of the exponential func-
tion, a quadratic, and the logarithm, all of which are continuous, divided by a
polynomial, which is also continuous (and quotients of continuous functions are
continuous).

FY0 (0 ) = lim FY0 (y) = lim 0 = 0;

y!0 y!0

and

FY0 (0+) = lim FY0 (y)

y!0+

1 (1=2)( ln y
2
)
= lim p e
y!0+ 2 y
= 0:

To see this, note that ln y ! 1 as y ! 0+ ; and so the values of and

are irrelevant – the entire quantity being squared goes to 1; and hence
the entire exponent to which e is being raised goes to 1 quite quickly, and so
ln y 2
ep (1=2)( ) goes to 0 exponentially fast. Meanwhile, as y ! 0+ ; the quantity
2 y goes to 0 only linearly fast, and so the limit is zero. [Try also graphing
the quantity in brackets above with = 0; = 1 (since the values do not a¤ect
the limit, for any > 0 and any ), and you will see it rapidly approach 0 as
y ! 0+ .]
It follows that FY is continuous and FY0 is piecewise continuous, so Y is
absolutely continuous, and the function fY de…ned by setting fY = FY0 in the
open intervals ( 1; 0) and (0; 1) ; and setting fY = 0 at the boundary point
0; is a pdf for Y: I.e., the following is a pdf:
(
0; if y 0
fY (y) = (1=2)( ln y )
2 :
p 1 e ; if y > 0
2 y

Solution to f ): For any real number y; we have

FY (y) = P (fY yg)

X 3
= P y
4
= P (fX 4y + 3g)
Z 4y+3
= fX (x) dx:
1

FY is di¤erentiable (hence continuous), as we will show by calculating its

19
derivative. Let z = 4y + 3: Then
Z 4y+3
d
FY0 (y) = fX (x) dx
dy 1
Z 4y+3
d fX (x) dx
1
= (rewriting)
dy
Z z
d fX (x) dx
1
= (letting z = 4y + 3)
dy
Z z
d fX (x) dx
1 dz
= (Chain Rule)
dz dy
= fX (z) 4 (Fundamental Theorem of Calculus, fX is continuous)
4 z 3 2
= p e (1=2)( 4 )
2 (4)
1 2
= p e (1=2)y :
2
This is continuous for all y: Thus, FY is continuous, and FY0 is piecewise
continuous (it is actually even continuous), so Y is absolutely continuous. In
this case, there are no points of discontinuity of FY0 ; and so we have fY = FY0
everywhere.
Thus, the following is a pdf for Y :
1 (1=2)y 2
fY (y) = p e for all real y:
2
2
We see that fY is a pdf of a N (0; 1) random variable, and so Y N 0; 12 :

3.6 Exercise 6) (30 points – 5 points per part) (normal

random variables)
3.6.1 Background
Normal random variables are among the most important kind of absolutely con-
tinuous random variable because they appear in many applications, especially in
statistics. They are among the most ubiquitous random variables in probability,
because of the Central Limit Theorem (which we will study later). They also
appear as approximations to binomial random variables, when p is near 1=2:
We say that a random variable X is a normal random variable, and we
write X N ; 2 ; provided it has a pdf of the form

1 (1=2)[(x )= ]2
f (x) = p e ;
2

20
where is a real number (called the mean or expected value of X) and is a
positive real number (called the standard deviation of X). These assumptions
about and are always to be made when we write X N ; 2 :
The quantity 2 ; the square of the standard deviation, is called the variance
of X:
With a fair amount of work (see the class notes; it is an exercise in integra-
tion), it can be shown that f is a legitimate pdf for each and as above.
The graph of f is bell-shaped and is called a “bell curve.” Its center (where
the highest point of the curve is located) is at x = ; and the graph is left-right
symmetric about the vertical line x = : Varying a¤ects how much of the
area will be located near the mean, : smaller values of correspond to taller,
narrower graphs with most of the area close to the line x = :
Your calculator has built-in features for approximate evaluation of integrals
of normal pdfs. Start a new document, select Add Calculator, and then press
MENU-5-5-2 to select the normal cdf option. Then enter the left endpoint, the
right endpoint, ; and in the designated …elds, and press ENTER. You will
get the probability that the normal random variable you speci…ed (with and
as you entered them) takes a value between the two endpoints you selected.
For practice, try setting 5 as the left endpoint, 11 as the right endpoint, = 8;
and = 3: You should get about 0:6827:
Be sure you know how to use that feature and that you also can evaluate
integrals of normal pdfs by entering the pdf directly. I recommend you try both
methods for each of these problems to check your work.
Suppose X B (n; p) ; where n is a positive integer and p 2 (0; 1) :
Suppose that B is a union of intervals and/or integers, and suppose we wish
to estimate
P (fX 2 Bg) :
When p is su¢ ciently close to 0 or to 1; we can use a Poisson approximation
(switching the roles of success and failure if p is close enough to 1), but what
about when p is not close to either?
It turns out that when p is far enough away from both 0 and 1 we may use
a normal approximation to the binomial! Our speci…c criteria in practice are

np 5 and n (1 p) 5 simultaneously.

We let Y N ; 2 ; with and 2

chosen so that X and Y will have
matching means and variances, namely
p
= np; = np (1 p):

There is one major issue when using this approximation, however: Y is

absolutely continuous, while X is discrete!
As a result, we make use of the so-called continuity correction: we treat
each integer as though it were an interval having length one centered at that
integer, which is perhaps the most natural thing to do.
Thus:

21
 We will approximate P (fX = 10g) by P (f9:5 < Y < 10:5g) :
We will approximate P (f10 X 11g) by P (f9:5 < Y < 11:5g) :
We will approximate P (f10 X < 20g) ; which equals P (f10 X 19g) ;
by P (f9:5 < Y < 19:5g) :
We will approximate P (f5 X 7g [ f12 X 15g) by P (f4:5 < Y < 7:5g)+
P (f11:5 < Y < 15:5g) :

3.6.2 Exercises
a. On the same graph, draw the pdfs for N 2; 122 ; N 2; 62 ; and N 2; 42
random variables. You may use your calculator to sketch them, but copy them
over onto a single graph and label the x and y axes. Be sure to identify which
is which in some clear way. The reason I want you to draw them on the same
graph is that I want you to see clearly the e¤ect of keeping the mean the same
but varying : Make sure that your graphs make this clear.

b. Normal random variables are so frequently used that there is a “rule” for
estimating certain probabilities involving normal random variables. The Em-
pirical Rule says that the probability
P (f k <X< + k g)
that a normal random variable X takes a value within k standard deviations
of its mean is approximately (rounded to 4 decimal places) 0:6827; 0:9545; and
0:9973 when k = 1; 2; and 3; respectively. This is true regardless of the value
of the mean and standard deviation of X: Of course, since normal random
variables are continuous (they have pdfs, so they are absolutely continuous,
hence in particular continuous), we have
P (f k X + k g) = P (f k <X< + k g)
as well.
For example, a N 0; 12 random variable is called a standard normal
random variable. It is easy to see with a calculator that the probability X
takes a value within 3 standard deviations of its mean (i.e., between 0 3 1 = 3
and 0 + 3 1 = 3) is
Z 3
1 2
p e (1=2)x dx = 0:99730020 : : :
3 2

Rounding to four decimal places, …nd the values of P (f 10 < X < 14g) for
N 2; 122 ; N 2; 62 ; and N 2; 42 random variables.

c. Suppose X N ; 2 ; let ( ; F; P ) denote the probability space over

which X is de…ned, and de…ne a new random variable Z by the formula
X (!)
Z (!) = ; whenever ! 2 :

22
Show that the events
R = fa < X < bg
and
a b
S= <Z<

are the same. This implies that P (R) = P (S) :

Hint: ! satis…es X (!) < b if and only if it satis…es X (!) <b ; which
is true if and only if it satis…es (X (!) ) = < (b ) = ; and therefore

b
fX < bg = Z< :

Proceed the same way but with double inequalities at each step.

d. Solve Exercise 8.104a from the textbook as follows. Let X be the measured
BAC with units of percents. We are told that X is a normal random variable
with = 0:11 and = 0:005: Find a pdf of X; and use it and the Fundamental
Probability Formula to calculate the required probability. Remember that X is
in terms of percents, so do not divide any percents by 100.

e. Solve Exercise 8.104b from the textbook by proceeding as in part d.

f. In the normal approximation to the binomial, we approximate a B (n; p)

random variable with a N ; 2 random variable having = np and 2 =
np (1 p) : In this way, the random variables have equal means, and the random
variables have equal variances.
Normal pdfs are symmetric about their means. However, binomial pmfs are
approximately symmetric (which is essential for a good approximation by a
normal) only when p is far from either 0 or 1:
Use the normal approximation to the binomial, as described above, to solve
Exercise 11.55b from the textbook. When doing so, be sure to demonstrate
that the conditions np 5 and n (1 p) 5 are satis…ed, as required for our
procedure.

3.6.3 Solutions
Solution to a): Here are graphs of pdfs of N 2; 122 (shortest pdf), N 2; 62
(middle pdf), and N 2; 42 (tallest pdf) random variables.

23
 y 0.14

0.12

0.10

0.08

0.06

0.04

0.02

-20 -15 -10 -5 0 5 10 15 20 25

x
2
graphs of pdfs of N 2; RVs for = 12; 6; 4

Solution #1 to b): If = 2 and = 12; then ( 10; 14) = ( 1 ; + 1 );

so the Empirical Rule shows that the probability that X is in this interval is
approximately 0:6827:
If = 2 and = 6; then ( 10; 14) = ( 2 ; + 2 ) ; so the Empirical
Rule shows that the probability that X is in this interval is approximately
0:9545:
If = 2 and = 4; then ( 10; 14) = ( 3 ; + 3 ) ; so the Empirical
Rule shows that the probability that X is in this interval is approximately
0:9973:

Solution #2 to b):
If X N 2; 122 ; then the Fundamental Probability Formula implies that
Z 14
1 (1=2)((x 2)=12)2
P (f 10 < X < 14g) = p e dx 0:6827:
2 12 10

If X N 2; 62 ; then the Fundamental Probability Formula implies that

Z 14
1 (1=2)((x 2)=6)2
P (f 10 < X < 14g) = p e dx 0:9545:
2 6 10

If X N 2; 42 ; then the Fundamental Probability Formula implies that

Z 14
1 (1=2)((x 2)=4)2
P (f 10 < X < 14g) = p e dx 0:9973:
2 4 10

24
Solution #1 to c): We wish to show that
R = f! 2 : a < X (!) < bg
is equal to
a b
S= !2 : < Z (!) < :

! satis…es
a < X (!) < b
(i.e., ! 2 R) if and only if it satis…es
a < X (!) <b ;
which is true if and only if it satis…es
a X (!) b
< < ;

which (by the de…nition of Z above) is the same as

a b
< Z (!) < ;

which holds if and only if ! 2 S: Thus, ! 2 R if and only if ! 2 S; so R = S:

Solution #2 to c) remark: It is also possible to proceed by showing that

R S and S R: To do so, you would suppose ! 2 R and then carry out work,
as in the hint and as above, to show that ! 2 S: Then you would suppose ! 2 S
and then carry out work, as in the hint and as above, to show that ! 2 R:

Solution to d): Between what it says in the book and what it says in the prob-
2
lem description on the assignment, we are given that X N 0:11; (0:005)
and we wish to …nd P (f0 X < 0:10g) : By the Fundamental Probability For-
mula,
Z 0:10
1 (1=2)((x 0:11)=0:005)2
P (f0 X < 0:10g) = p e dx
2 (0:005) 0
= 0:022750 : : :
Remark 3 X cannot be negative, so we do not want P (f 1 < X < 0:10g) :
However, because normal pdfs have very little area once you move several stan-
dard deviations away from the mean, and since in this case 0 is already many
standard deviations away from the mean, this calculation also gives the same
answer to several decimal places and would be acceptable. Be careful, however.
This is true only because 0 is many standard deviations away from the mean,
forcing the tail area under the normal to be extremely small.

25
 2
Solution to e): Here, we have X N 0:095; (0:005) and we wish to …nd
P (f0:10 X 100g) : By the Fundamental Probability Formula,
Z 100
1 (1=2)((x 0:095)=0:005)2
P (f0:10 X 100g) = p e dx
2 (0:005) 0:10
= 0:158655 : : :

Remark 4 X cannot be above 100, so we do not want P (f0:10 X < 1g) :

However, because normal pdfs have very little area once you move several stan-
dard deviations away from the mean, and since in this case 100 is already many
standard deviations away from the mean, this calculation also gives the same
answer to several decimal places and would be acceptable. Be careful, however.
This is true only because 100 is many standard deviations away from the mean,
forcing the tail area under the normal to be extremely small.

Solution to f ): Let X be the number, of the 42 people with reservations, who

do not take the ‡ight. The given information suggests we may suppose that
X B (42; 0:16) : We are to calculate P (f9 X 12g) using this distribution
and also using the normal approximation.
First,

X12
42 x 42 x
P (f9 X 12g) = (0:16) (1 0:16) 0:208743:
x=9
x

Next, since n = 42 and p = 0:16; we have

np = 6:72;
n (1 p) = 35:28;

both of which are above 5: We may thus proceed with a normal approximation.
Let Y N ; 2 ; where

= np = 6:72

and
2
p 2
= np (1 p) = 5:6448 = 5:6448 :

We utilize the continuity correction:

P (f9 X 12g) P (f8:5 Y 12:5g)

Z 12:5 2
1 (1=2) y 6:72
p
= p p e 5:6448 dy
2 5:6448 8:5
0:219378:

26
3.7 Exercise 7) (65 points –5 points per part) (expected
value and variance)
3.7.1 Background
If we know the random variable type and the parameters of a random variable X;
we can in many cases look up its expected value and variance. Weiss’s textbook
has several tables with this information:

E (X) V AR (X)
X is discrete Table 7.4, p. 332 Table 7.10, p. 358
X is absolutely continuous Table 10.1, p. 568 Table 10.2, p. 588

Additionally, using linearity properties of summation and of integration, we

can derive formulas for the expected value, variance, and standard deviation of
an a¢ ne transformation Y = aX + b (with a 6= 0) of a random variable X:
Speci…cally,
E (aX + b) = aE (X) + b;
provided X has …nite expectation, and also

V AR (aX + b) = a2 V AR (X) ;
ST DDEV (aX + b) = jaj ST DDEV (X) ;

provided X 2 has …nite expectation.

3.7.2 Instructions and hints

For each of the following random variables, …rst indicate what type of random
variable X is (its type and parameter(s), if this information is not given). For
these exercises only (to save you time), you do not need to justify your claims
about what type of random variable X is. You can just assert X B (20; 0:4) ;
or X G (0:9) ; or whatever, without proof or justi…cation.
If you can use the tables in the book to quickly evaluate expected values,
variances, or standard deviations for these exercises then do so.
If you can use the a¢ ne transformation formulas above to quickly evaluate
expected values, variances, or standard deviations for these exercises then do
so.
If no other way Zworks, you can use the de…nition of expected value (as
X
x p (x) ; or as x f (x) dx), or the de…nition of variance, to …nd the
expected value or variance of the given random variable (and with the variance
you can easily …nd the standard deviation).
In some cases, you will be able to proceed quite quickly as follows. If you
are able to determine, for instance, that X B (10; 0:6) ; then you can use the
tables to quickly …nd Ep(X) = 10 0:6p= 6; V AR (X) = 10 0:6 0:4 = 2:4;
and ST DDEV (X) = V AR (X) = 2:4: If you need V AR (2X 7) ; that

27
is simply 22 V AR (X) = 9:6; according to the a¢ ne transformation formulas
above. Many of the problems below can be solved quickly in this fashion. In
other cases, you will have to work harder.
In each case, use exact distributions –do not approximate X with any other
type of random variable, even if such an approximation would be reasonable to
make.
Also, saying “X has a binomial distribution” is the same as saying “X is a
binomial random variable.”
Some of the random variable types might be types we have not yet worked
with. They are all in the book, as is the relevant information about their
expected values and variances.
All …nal answers for E (X) and V AR (X) must be numerical and cannot
have any unknown parameters in them. Enough information is given to allow
you to solve for all of the parameters exactly.
The formulas for E (X) and V AR (X) can help us determine the parameters
for X: For instance, if we are told X has a binomial distribution with n = 20; and
if we are further told that X has an average value of 8; then since E (X) = np
we can substitute E (X) = 8 and n = 20 to …nd that p = 0:4; and we can use
that information to …nd V AR (X) :

3.7.3 Exercises
a. An experiment consists of rolling a 10-sided die, with sides numbered 0, 1,
2, 3, 4, 5, 6, 7, 8, and 9. We will roll the die 4 times. Let X denote the number
of rolls which are 6 or less. Find E (X) and V AR (X) :

b. The Economic Security Index (ESI) is one measure of the percentage of

Americans who have experienced a “signi…cant …nancial loss.” For a more pre-
cise de…nition of this index, and for more details, you may consult economicse-
curityindex.org if you wish (it is not necessary to do so to solve this problem).
State by state results are also available. One of the reports from that site can
be found here (it is not necessary to read this to solve this problem):
http://economicsecurityindex.org/upload/media/esiupdate_11_16_13.pdf
The ESI (nationwide) for 2012 was estimated to be about 17.8. I.e., in
the technical sense of the de…nition of the ESI, about 17.8% of Americans had
experienced a signi…cant …nancial loss. This was an improvement compared to
2011 when the number was 18.9%.
A random sample of 10 Americans is selected. Let X denote the number of
Americans in our selected sample who had experienced a signi…cant …nancial
loss in the technical sense of the de…nition of the ESI. Find E (X) and V AR (X) ;
assuming there were 315,000,000 Americans in 2012.

c. Suppose the number of cars getting onto the Key Bridge from Virginia
between 3 p.m. and 3:30 p.m. on a Monday, Tuesday, Wednesday, or Thursday
in November has a Poisson distribution with an average of 14 cars per minute.
Let X be the number of cars getting onto the Key Bridge on a given Wednesday

28
in November, between 3:07 p.m. and 0 seconds and 3:08 p.m. and 0 seconds.
Find E (X) and V AR (X) :

d. Suppose a certain type of anti-ballistic missile (ABM) can e¤ectively in-

tercept a particular type of incoming missile about 40% of the time. Suppose
ABMs are launched in an attempt to intercept an incoming missile, and let X
be the number of missiles used altogether in the interception process (i.e., if the
…rst two ABMs fail and the third succeeds, then X = 3). (For the purposes of
this problem, suppose su¢ cient independence that we may regard the launches
of the ABMs as Bernoulli trials.)
Find E (X) and V AR (X) :

e. A certain pharmaceutical company is interested in developing a vaccine

for a given disease. One researcher for the company believes that a successful
vaccine can be manufactured using blood components from individuals having
a particular variety of antibody in their blood. It is estimated that 2% of
individuals have this variety of antibody in their blood. Furthermore, since
there are limits on how much blood may be safely drawn from a donor, it has
been determined that 30 individuals with this particular variety of antibody
must be found in order to develop a su¢ cient supply of the vaccine for testing
and clinical trials.
Since they have not found any way to know in advance whether a given
person has this variety of antibody or not without doing a blood test, the com-
pany advertises that they are willing to pay anyone willing to undergo a blood
test, and willing to allow their blood (if it turns out they have this variety of
antibody) to be used for testing and clinical trials.
People are tested one at a time until 30 individuals with the crucial variety of
antibody have been found, and then no one else is tested. Let X be the number
of individuals who receive blood tests as a result of these e¤orts. E.g., if the
2000th person tested is the 30th person to have this variety of antibody then
X = 2000: (For the purposes of this problem, suppose su¢ cient independence
that we may regard the blood tests as Bernoulli trials.)
Find E (X) and V AR (X) :

f.: Suppose X has a chi-square distribution and that V AR (X) = 10: What is
E (X)?

g.: Suppose X has an exponential distribution with E (X) = 4: What is

V AR (X)?

h.: Suppose X has a Gamma distribution with E (X) = 2; V AR (X) = 1=2:

What are its parameters and ?

i. Let X B (4; 0:2) : Find V AR (2X 3) by any legitimate method.

j. Let X Exp (5) : Find V AR (4X + 1) by any legitimate method.

29
k. Let X be a discrete random variable that takes the values 7; 3; 1; and 4
with probabilities 3=18; 2=18; 5=18; and 8=18; respectively. Find V AR (4X + 1) :

l. Let X U ([1; 4] [ [10; 22]) : Find V AR (3X 9) by any legitimate method.

Hint: First, explain why X and X 2 have …nite expectation. Find E (X) : Find
E X 2 : Then …nd V AR (X) : Finally, …nd V AR (3X 9) :

m. Let X U (( 7; 3)) ; and let Y = jXj : Find V AR (Y ) :

3.7.4 Solutions
GRADING NOTE: In the solutions below, I will provide more details than
are required because I explicitly stated that certain justi…cations which are
necessary by default are not necessary for this particular exercise.
A minimal answer acceptable for full credit for part a) is as follows:
“X B (4; 0:7) ; so
E (X) = 4 0:7 = 2:8;
V AR (X) = 4 0:7 0:3 = 0:84:”
Similar considerations apply to the other parts.
Half the credit should be for the identi…cation of the correct random variable
type (with no partial credit) and the other half should be divided up evenly
between the expected value and the variance. Random variable approximations
are not allowed; only exact distributions may be used for this exercise.

Solution to a): We can consider the rolls to constitute Bernoulli trials in which
a success is a roll of a number from 0 through 6 (7 of the 10 total possibilities).
Thus, X B (4; 0:7) ; and so
E (X) = np = 4 0:7 = 2:8;
V AR (X) = np (1 p) = 4 0:7 0:3 = 0:84:

Solution to b): The population of Americans in 2012 was divided into two
groups: those who experienced signi…cant …nancial loss (the “successes”) and
those who did not (the “failures”). X is the number of successes in a sample of
size n = 10 from a population of size N = 315000000; where the proportion of
successes in the population at the time was 0:178:
Thus, X H (315000000; 10; 0:178) ; and so
E (X) = np = 10 0:178 = 1:78;
N n
V AR (X) = np (1 p)
N 1
315000000 10
= 10 0:178 (1 0:178)
315000000 1
1:463160:

30
GRADING NOTE: If you stated that X B (315000000; 0:178) ; then you
lost points as the true distribution is hypergeometric, not binomial, and the in-
structions above state that “Use exact distributions –do not approximate
X with any other type of random variable, even if such an approxima-
tion would be reasonable to make.” Numerically, your answers would be
nearly the same since N is much larger than n and so a binomial approximation
to the hypergeometric would be reasonable if I had not explicitly indicated not
to use any approximations for this exercise. I was testing whether you could
identify the exact distribution.

Solution to c): Since X P (14) ; we have

E (X) = = 14;
V AR (X) = = 14:

Solution to d): Regarding the launches of the ABMs as Bernoulli trials in

which a success is an interception, we have X G (0:4) ; and so
1
E (X) = = 2:5;
p
1 p
V AR (X) = = 3:75:
p2

Solution to e): Regarding the blood tests as Bernoulli trials in which a success
occurs if the tested individual has the desired variety of antibody, we have
X N B (30; 0:02) ; and so
1 30
E (X) = r = = 1500;
p 0:02
1 p
V AR (X) = r = 73500:
p2

2
Solution to f ): Table 10.2 of our book (p. 588) indicates that if X (v) ;
then V AR (X) = 2v: Evidently, then, since V AR (X) = 10; we have v = 5; and
2
so X (5) : Table 10.1 of our book (p. 568) then gives E (X) = v = 5:

Solution to g): We are given that X Exp ( ) : Table 10.1 of our book (p.
568) then gives E (X) = 1= : Since E (X) = 4; we have = 1=4: Table 10.2 of
our book (p. 588) then gives
1
V AR (X) = 2 = 16:

31
Solution to h): We have X ( ; ) : Tables 10.1 and 10.2 give

E (X) =

and
V AR (X) = 2:

Setting E (X) = 2 and V AR (X) = 1=2; we get the two equations

= 2;
1
2 = :
2
The …rst equation gives = 2 ; which turns the second equation (after
substituting = 2 ) into 2= = 1=2; and so = 4: Then = 2 = 8: We must
have = 8 and = 4:

Solution to i):

V AR (2X 3) = 22 V AR (X) = 4 (0:64) = 2:56:

Solution to j): We will …nd V AR (X) and then complete the calculation using
the fact that V AR (4X + 1) = 42 V AR (X) :
V AR (X) is de…ned as long as X has a second moment, so we estimate
Z 1
E X2 = x2 fX (x) dx
1
Z 1
= x2 5e 5x dx
0
2
= (calculator or integration by parts).
25
Thus, X 2 has …nite expectation (X has a second moment).
Since X 2 = X 2 ; we have shown that E X 2 = 2=25:
Since X has a second moment, it has a …rst moment as well, which is
Z 1 Z 1
1
E (X) = x fX (x) dx = x 5e 5x dx = :
1 0 5
The shortcut formula for variance gives
2
V AR (X) = E X2 E (X)
2
2 1
=
25 5
1
= :
25

32
 Finally,
16
V AR (4X + 1) = 42 V AR (X) = = 0:64:
25

Solution to k): We have P (fX 2 Ag) = 1 with A = f 7; 3; 1; 4g ; so X is

a simple random variable. It therefore has moments and central moments of all
orders. We calculate
X 3 2 5 8 5
E (X) = x pX (x) = ( 7) + ( 3) + (1) + (4) = ;
18 18 18 18 9
x2A
X 2 3 2 2 2 5 2 8 149
E X2 = x2 pX (x) = ( 7) + ( 3) + (1) + (4) = ;
18 18 18 18 9
x2A
2
2 149 5 1316
V AR (X) = E X2 E (X) = = :
9 9 81

Alternatively, let X = E (X) = 5=9: Then

V AR (X)
2
= E (X X)
!
2
5
= E X
9
X 5
2
= x pX (x)
9
x2A
2 2 2 2
5 3 5 2 5 5 5 8
= 7 + 3 + 1 + 4
9 18 9 18 9 18 9 18
1316
= :
81
Finally,

1316 21 056
V AR (4X + 1) = 42 V AR (X) = 16 = = 259: 950 : : :
81 81

Solution to l): The pdf of X is 0 outside of the bounded set [1; 22] ; and so
X has moments and central moments of all orders. The total length of A =
(1; 4) [ (10; 22) is 15; so the pdf is 1=15 in this set and 0 elsewhere. Proceeding

33
exactly as in the hint, we calculate
Z Z 4 Z 22
1 1 133
E (X) = xf (x) dx = x dx + x dx = ;
A 1 15 10 15 10
Z Z 4 Z 22
2 2 2 1 1 1079
E X = x f (x) dx = x dx + x2 dx = ;
A 1 15 10 15 5
2
2 1079 133 3891
V AR (X) = E X 2 E (X) = = ;
5 10 100
3891 35 019
V AR (3X 9) = 32 V AR (X) = 9 = :
100 100
Solution to m): The interval ( 7; 3) has length 10; so fX (x) = 1=10 inside
the interval and zero elsewhere. The pdf of X is 0 outside of the bounded set
[ 7; 3] ; and so X has moments and central moments of all orders. In particular,
2
jXj has a second moment since jXj = X 2 ; which has …nite expectation. We
calculate
Z 3 Z 0 Z 3
1 1 1 29
E (jXj) = jxj dx = ( x) dx + xdx = ;
7 10 7 10 0 10 10
Z 3 Z 3
2 1 2 1 2 37
E jXj = jxj dx = x dx = ;
7 10 7 10 3
2
2 2 37 29 1177
V AR (jXj) = E jXj E (jXj) = = :
3 10 300
Remark 5 An alternative (but much slower) way to proceed (after showing that
jXj has a second moment, as above) is to …nd a pdf for Y = jXj in the usual
manner. This is somewhat time-consuming. After completing all of that work
(those steps cannot be omitted; I highly recommend you try them for practice –
…nd FY ; show FY is continuous, show FY0 is piecewise continuous, deduce that
Y is absolutely continuous, and …nally …nd fY ), you will …nd that a pdf for Y
is the function fY for which fY (y) = 1=5 for y 2 [0; 3] ; and fY (y) = 1=10 for
y 2 [3; 7] : Consequently,
Z 1 Z 3 Z 7
1 1 29
E (Y ) = y fY (y) dy = y dy + y dy = ;
1 0 5 3 10 10
Z 1 Z 3 Z 7
1 1 37
E Y2 = y 2 fY (y) dy = y2 dy + y2 dy = ;
1 0 5 3 10 3
2
2 37 29 1177
V AR (Y ) = E Y2 E (Y ) = = ;
3 10 300
as before. These calculations are not appreciably simper than those in the solu-
tion given above, and they require us to …rst carry out a long derivation of the
pdf of jXj ; which is not necessary in the solution given above. This is typically
the case, which is why the approach used in the solution is usually the far better
approach.

34