Beruflich Dokumente
Kultur Dokumente
18 January 2010
CHAPTER 5
Section 5-1
5-2.
1
36
1
36
1
36
(2 + 3 + 4) = 1 / 4
(3 + 4 + 5) = 1 / 3
(2) = 1 / 18
e)
) + (3 1536 ) = 13 / 6 = 2.167
= (1 369 ) + (2 12
36
V ( X ) = (1 136 ) 2
E (Y ) = 2.167
9
36
+ (2 136 ) 2
12
36
+ (3 136 ) 2
15
36
= 0.639
V (Y ) = 0.639
f) marginal distribution of X
x
f X ( x) = f XY ( x,1) + f XY ( x,2) + f XY ( x,3)
1
2
3
g) fY
( 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
h) f X Y ( x ) =
f XY ( x,2)
and f Y ( 2) = f XY (1,2) + f XY ( 2,2) + f XY (3,2) =
fY (2)
f X Y ( x)
1
2
3
(3/36)/(1/3)=1/4
(4/36)/(1/3)=1/3
(5/36)/(1/3)=5/12
5-1
12
36
= 1/ 3
18 January 2010
y=0
y=1
y=2
y=3
y=4
x=0
x=1
x=2
x=3
x=4
1.10x10-16
2.35x10-14
2.22x10-12
7.88x10-11
1.94x10-19
-16
-13
-11
-9
2.59x10
1.47x10
3.12x10
2.95x10
1.05x10-7
-13
-11
-8
-6
1.29x10
7.31x10
1.56x10
1.47x10
5.22x10-5
2.86x10-11
1.62x10-8
3.45x10-6
3.26x10-4
0.0116
-9
-6
-4
1.35x10
2.86x10
0.0271
0.961
2.37x10
4
4
f(x)
x=1
x=2
1.36 x 10-6
2.899 x 10-4
2.40 x 10-9
x=3
x=4
x = 1,2,3,4
0.0274
0.972
d) f Y |2 ( y ) =
f XY (2, y )
= f ( y ) , fx(2) = 2.899 x 10-4
f X (2)
y
0
1
2
3
4
fY|1(y)=f(y)
8.1 x 10-11
1.08 x 10-7
5.37 x 10-5
0.0119
0.988
5-12.
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!
5-2
18 January 2010
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)
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) =
=
0.010 0.04 2 0.951 0.004608 = 0.98958
P(Y = 2)
0!2!1!
d) First find
P ( X = 1 | Y = 2) =
P( X = 1, Y = 2) 3!
=
0.0110.04 2 0.95 0 0.004608 = 0.01042
P (Y = 2)
1!2!1!
5-13.
xydxdy = c y x2
0 0
dy = c(4.5
y2
2
)=
81
4
c.
Therefore, c = 4/81.
3 2
a) P ( X < 2, Y < 3) =
4
81
xydxdy =
4
81
0 0
b) P(X < 2.5) = P(X < 2.5, Y < 3) because the range of Y is from 0 to 3.
3 2.5
4
81
xydxdy =
4
81
0 0
2.5 3
4
81
xydxdy =
1 0
2.5
4
81
(4.5) ydy = 18
81
1
2.5 3
4
81
xydxdy =
e) E ( X ) =
4
81
ydxdy =
0 0
4
81
9 ydy =
0
4 0
f) P ( X < 0, Y < 4) =
4
81
g) f X ( x ) =
f
0
=0.5833
(2.88) ydy =
4
81
=2
XY
5-3
2x
9
xydxdy = 0 ydy = 0
0 0
2
4 y
9 2
2.5
2.5
4
81
1 1.8
3 3
y2
2
f (1.5, y )
h) fY 1.5 ( y ) = XY
=
f X (1.5)
y (1.5)
(1.5)
2 2
2y3
2
i) E(Y|X=1.5) = y y dy = y dy =
9
90
27
0
=2
0
5-19.
f X 2 ( x) =
4
81
2
9
f XY ( x,2)
=
fY (2)
x(2)
2
1 2
0 9 ydy = 9 y
= 92 x
(2)
18 January 2010
2
0
4
4
0 =
9
9
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
= c + 6c = 7.5c = 1
3
2
Therefore, c = 1/7.5=2/15
0.50.5
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 =
2
15
( 85 ) = 121
c)
1 x +1
E( X ) =
0 0
x
7.5
4 x +1
dydx +
x
7.5
1 x 1
1
7.5
(x
0
dydx
4
+ x)dx +
2
7.5
( x)dx =
1
d)
5-4
12
15
( 56 ) +
2
7.5
(7.5) =
19
9
E (Y ) =
1
7.5
4 x +1
ydydx + ydydx
1
7.5
1 x 1
0 0
1
7.5
( x +1) 2
2
dx + 71.5 ( x +1)
( x 1) 2
2
=
=
1
15
dx
1
15
18 January 2010
( x + 2 x + 1)dx + 4 xdx
( ) + (30) =
2
1
15
7
3
97
45
1
15
e)
x +1
f ( x) =
1
x +1
dy =
for
7.5
7.5
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
y
y2
g) E (Y | X = 1) = dy =
2
4
0
=1
0
0.5
0.5
h) P (Y < 0.5 | X = 1) =
0.5dy = 0.5 y
0
5-21.
= 0.25
0
= 3.2, = 1/3.2
x
y
3 .2 3 .2
5 5
5
= e 3 .2
35.2
e
= e
x
3 .2
x
y
3.2 3.2
10 10
10
3.2
35.2
e
dx
= 0 .0439
3.2
dydx = 3 .2 e
dydx = 3.2 e
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.
P ( X = 2) =
e 1.5625 (1.5625) 2
= 0.256
2!
5-5
18 January 2010
c) The joint probability distribution is not necessary because the two processes are independent
and we can just multiply the probabilities.
5-28.
( )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 =
XY
0.703125
=
= 0.8851
XY
(0.8594)(0.7344)
5-34.
Transaction
New Order
Payment
Order Status
Delivery
Stock Level
Frequency
43
44
4
5
4
Selects(X
)
23
4.2
11.4
130
0
5-6
Updates(Y
)
11
3
0
120
0
Inserts(Z
)
12
1
0
0
0
18.694
12.05
18 January 2010
5.6
E ( XY ) =
xy
3 x
8
8
8 x3 2
8 x5
2 2
(
)
xy
xy
dyd
x
x
y
dyd
x
x
d
x
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
E( X 2 ) = 6
E (Y 2 ) = 3
V ( x) = 0.24,
V (Y ) = 0.44
0.16
=
= 0.4924
0.24 0.44
5-39.
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
0
1/ 2 1/ 2
=0
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
Section 5-3
5-43.
5-7
18 January 2010
20!
0.05 0 0.8517 0.10 3 + 0 = 0.07195
0!17!3!
( )0.05 0.95
20
0
20
( )0.05 0.95
20
1
19
= 0.7358
P ( X = 2, Y = 17)
. Now, because x+y+z = 20,
P(Y = 17)
20!
P(X=2, Y=17) = P(X=2, Y=17, Z=1) =
0.05 2 0.8517 0.101 = 0.0540
2!17!1!
P( X = 2, Y = 17) 0.0540
=
= 0.2224
P( X = 2 | Y = 17) =
0.2428
P(Y = 17)
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)
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.
P ( X = 2, Y = 2, Z = 0) =
4!
0.6 2 0.3 2 0.10 = 0.1944
2!2!0!
5-8
18 January 2010
4!
0.6 0 0.3 0 0.14 = 0.0001
0!0!4!
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 )!
for x + y 4.
P ( X = 2 | Y = 2) =
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.
i) 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!
=
0.6 0 0.3 2 0.12 0.2646 = 0.0204
P(Y = 2)
0!2!2!
P( X = 1, Y = 2) 4!
P ( X = 1 | Y = 2) =
=
0.610.3 2 0.11 0.2646 = 0.2449
P(Y = 2)
1!2!1!
P ( X = 2, Y = 2) 4!
P ( X = 2 | Y = 2) =
=
0.6 2 0.3 2 0.10 0.2646 = 0.7347
P(Y = 2)
2!2!0!
P ( X = 0 | Y = 2) =
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
5-51.
5-9
18 January 2010
( x X ) 2 ( y Y ) 2
12
+
2
Y 2 dxdy =
X
1
f
x
y
dxdy
=
e
(
,
)
XY
2 X Y
e
2 X
( x X )2
12
2
X
dx
e
2 Y
( y Y ) 2
12
2
Y
dy
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.
Section 5-4
5-54.
30 30
97
) = P ( Z < 0) = 0.5
40 30
97
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,
V(T) = 0.00031 + 0.00017 = 1.25 x10
2
0.2337 0.33
b)
P ( T > 0 . 2405
5-63.
0 . 2405 0 . 33
) = P Z >
= P ( Z > 253 ) = 1 P ( Z < 253 ) 1
0 . 000345
1110
0.1
X =
1
n
1110
1
n
) = 0.01 ,
up to 6.
c) P ( X > 11) = 0.0005 and
X =
1110
10
) = 0.0005 ,
10
1110
= 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) = 252(900) = 22500
5-10
18 January 2010
4300 4000
P Z >
= P( Z > 2) = 1 P( Z < 2) = 1 0.9773 = 0.0227
22500
x 4000
b) c) P( Y > x) = 0.0001 implies that P Z >
= 0.0001.
22500
4000
Then x 150
= 3.72 and x = 4558
Section 5-5
5-71.
a) If y = x , then x =
2
y for
f Y ( y ) = f X ( y ) 12 y
x 0 and y 0 . Thus,
12
for
2 y
y > 0.
b) If y = x
y > 0.
1/ 2
5-73.
e y
1
2
for e y e .
y
Supplemental Exercises
5-75.
The sum of
f ( x, y ) = 1 , ( 1 4 ) + ( 1 8 ) + ( 1 8 ) + ( 1 4 ) + ( 1 4 ) = 1
x
and
f XY ( x, y ) 0
g)
fY 1 ( y ) =
f XY (1, y )
and fY 1 (0) =
f X (1)
1/ 8
3/8
= 1 / 3, fY 1 (1) =
5-11
1/ 4
3/8
= 2/3.
for
= e y e for
y
y2
1 1
=
y y
18 January 2010
E (Y | X = 1) = yf Y | X =1 ( y ) =0(1 / 3) + 1(2 / 3) = 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 XZ ( x, z )
(20 z )! 1 2
(20 z )! 0.1 x 0.2 20 x z
=
=
20 z
f Z ( z)
x! (20 x z )! 0.3
x! (20 x z )! 3 3
x
f X | Z = z ( X | Z = 19)
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) =
5-78.
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.
Therefore, P(W = 10) =
( )0.95
10
10
10
0.050 = 0.5987 .
fZ 8 ( z) =
f XZ (8, z )
10!
0.70 x 0.25(10 x z ) 0.05 z for
and f XZ ( x, z ) =
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
5-12
20 x z
18 January 2010
5-82.
a) Let X1, X 2 ,..., X 6 denote the lifetimes of the six components, respectively. Because of
independence,
P( X1 > 5000, X 2 > 5000,..., X 6 > 5000) = P( X1 > 5000)P( X 2 > 5000)... P( X 6 > 5000)
P( X > x) = 1 e t / dt = e t /
x
5 / 8
0.5
0.5
0.25
0.25
0.2
=e
2.325
and
= 0.0978 .
b) The probability that at least one component lifetime exceeds 25,000 hours is the same as 1
minus the probability that none of the component lifetimes exceed 25,000 hours. Thus,
1-P(Xa<25,000, X2<25,000, , X6<25,000)=1-P(X1<25,000)P(X6<25,000)
=1-(1-e-25/8)(1-e-2.5)(1-e-2.5)(1-e-1.25)(1-e-1.25)(1-e-1)=1-.2592=0.7408
5-85.
a)
18.25
5.25
17.75
4.75
Because
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
That is,
17.75
5.25
90 / x
18.25
18.25
17.75
17.75
) = 0.499
5.25
17.75
23 x
18.25
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
b) P ( P < 1.6) = P ( Z < 1.06.161.6 ) = P ( Z < 0) = 0.5 .
5-13
18 January 2010
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 .
5-92.
5-93.
1.5 3
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.
5-14