Beruflich Dokumente
Kultur Dokumente
Problems
1.
2.
4.
4
2
6
P{X = 4} =
14 91
2
2
2
1
P{X = 0} =
14 91
2
4 2
2 1 8
P{X = 2} =
91
14
2
8 2
1 1 16
P{X = 1} =
91
14
2
4 8
1 1 32
P{X = 1} =
91
14
2
8
2 28
P{X = 2} =
14 91
2
p(1) = 1/36
p(5) = 2/36
p(9) = 1/36
p(15) = 2/36
p(24) = 2/36
p(2) = 2/36
p(6) = 4/36
p(10) = 2/36
p(16) = 1/36
p(25) = 1/36
p(3) = 2/36
p(7) = 0
p(11) = 0
p(18) = 2/36
p(30) = 2/36
p(4) = 3/36
p(8) = 2/36
p(12) = 4/36
p(20) = 2/36
p(36) = 1/36
5 5 5
5 45 5
, P{X = 3} =
,
10 9 18
10 9 8 36
5 4 3 5 10
5 4 3 2 5
5
P{X = 4} =
, P{X = 5} =
,
10 9 8 7 168
10 9 8 7 6 252
5 4 3 2 1
1
P{X = 6} =
10 9 8 7 6 252
5.
n 2i, i = 0, 1, , n
6.
8.
48
Copyright 2014 Pearson Education, Inc.
Chapter 4
11.
49
333
9
P{divisible by 105} =
1000
1000
142
P{divisible by 7} =
1000
66
P{divisible by 15} =
1000
(a) P{divisible by 3} =
pi2 }
2
i
13.
14.
50
15.
Chapter 4
P{X = 1} = 11/66
12 j 11
66 54 j
j2
11
P{X = 2} =
P{X = 3} =
k 1
k j
11
12 j 12 k
66 54 j 42 j k
j2
3
P{X = 4} = 1
P{X 1}
i 1
16.
12 i
66
12 j 12 i
P{Y2 = i} =
66 54 j
j i
P{Y1 = i} =
P{Y3 = i} =
11
12 j 12 k
66 54 j 42 k j
j i
k j
k i
21.
(a) E[X] since whereas the bus driver selected is equally likely to be from any of the 4 buses,
the student selected is more likely to have come from a bus carrying a large number of
students.
(b) P{X = i} = i/148, i = 40, 33, 25, 50
E[X] = [(40)2 + (33)2 + (25)2 + (50)2]/148 39.28
E[Y] = (40 + 33 + 25 + 50)/4 = 37
22.
Chapter 4
51
(a) Use all your money to buy 500 ounces of the commodity and then sell after one week.
The expected amount of money you will get is
E[money] =
1
1
500 2000 = 1250
2
2
(b) Do not immediately buy but use your money to buy after one week. Then
E[ounces of commodity] =
24.
1
1
1000 250 = 625
2
2
3 7
3
11
(b) p (1 p )2 p 2
p 3/ 4 ,
4 4
4
4
7
11
p 3 / 4 p 2 p 11 / 18 , maximum value = 23.72
4
4
(a) p (1 p )
3
3
(d) q 2(1 q) , minimax value = 23/72
(c) q (1 q )
4
4
attained when q = 11/18
25.
C A p
10
10
27.
C Ap =
28.
29.
4
= 3/5
20
52
Chapter 4
30.
E[X] =
2 (1 / 2)
n
n 1
32.
35.
36.
Differentiation yields
d
Var( N ) = 24p2 16p3 12p + 2
dp
Chapter 4
37.
53
38.
Var(Y) = 84.5
39.
4
4
2 (1 / 2) = 3/8
10
41.
10
5
5
4
1
4 (1 / 3) (2 / 3) + (1/3) = 11/243
40.
i (1 / 2)
10
i7
42.
(a) Because each question will, independently, be answered correctly by both A and B with
probability .28, the mean number is 2.8.
(b) Because each question will, independently, be answered correctly either by A or by B
with probability 1 .18 .82 , the number of questions so answered is binomial with
parameters n = 10, p = .82, yielding that its variance is np (1 p ) 1.476 .
43.
5
5
3
2
4
5
3 (.2) (.8) 4 (.2) (.8) (.2)
44.
ik
45.
ik
with 3: P{pass} =
2 3
1 3
2
3
2
3
(.8) (.2) (.8) (.4) (.6) (.4)
3 2
3 2
= .533
with 5: P{pass} =
1 5 5 i
2
(.8) (.2)5i
3 i 3 i
3
i (.4) (.6)
i
5 i
i3
= .3038
54
46.
Chapter 4
Let C be the event that the jury is correct, and let G be the event that the defendant is guilty.
Then
c
P (C ) P (C G ) P (G ) P (C G ) P ( G c )
i 0
(.1) (.9)
12 i )
(.35)
i 0
i0
3
(.2) (.8)
i
12 i
(.65)
i0
47.
(i)
i p (1 p)
i
i 5
(iii)
i p (1 p)
i
7 i
(.1) (.9)
i
12 i )
i 0
12
(.1) (.9)
12 i )
(.35)
(.35)
i 9
9 i
(ii)
i p (1 p)
i
8 i
i 5
i4
48.
49.
(a)
1 10 7 3 1 10 7 3
.4 .6 .7 .3
2 7
27
1 9 7 3 1 7 3
.4 .6 .7 .3
2 6
2
(b)
.55
50.
Chapter 4
55
51.
52.
53.
(a) The probability that an arbitrary couple were both born on April 30 is, assuming
independence and an equal chance of having being born on any given date, (1/365)2.
Hence, the number of such couples is approximately Poisson with mean 80,000/(365)2
.6. Therefore, the probability that at least one pair were both born on this date is
approximately 1 e.6.
(b) The probability that an arbitrary couple were born on the same day of the year is 1/365.
Hence, the number of such couples is approximately Poisson with mean 80,000/365
219.18. Hence, the probability of at least one such pair is 1 e219.18 1.
54.
(a) e2.2
55.
1 3 1 4.2
e e
2
2
56.
57.
The number of people in a random collection of size n that have the same birthday as yourself
is approximately Poisson distributed with mean n/365. Hence, the probability that at least
one person has the same birthday as you is approximately 1 en/365. Now, ex = 1/2 when
x = log(2). Thus, 1 en/365 1/2 when n/365 log(2). That is, there must be at least 365
log(2) people.
32
17 3
(a) 1 e 3e e 2 1 2 e
3
17 3
e
P{ X 3}
2
(b) P{X 3X 1} =
P{ X 1}
1 e 3
1
59.
(a) 1 e1/2
(b)
1 1/2
e
2
(c) 1 e1/2 =
1 1/2
e
2
56
60.
Chapter 4
P{2 beneficial}3/4
P{beneficial2} =
=
e 3
32 3
2 4
32 3 5 52 1
e
2 4
2 4
61.
1 e1.4 1.4e1.4
62.
For i j , say that trial pair (i, j ) is a success if the same outcome occurs on trials i and j.
Then (i, j) is a success with probability
n
k 1
trial pairs that result in successes will approximately have a Poisson distribution with mean
n
pk2 n( n 1)
i j k 1
2
k
/2
k 1
and so the probability that none of the trial pairs result in a success is approximately
exp n( n 1)
63.
n
k 1
pk2 / 2 .
(a) e2.5
(b) 1 e2.5 2.5e2.5
7
64.
(a) 1
4i / i ! p
i 0
(a) 1 e1/2
1
1 e 1/2 e1/2
2
(b) P{X 2X 1} =
1/2
1 e
(c) 1 e1/2
(d) 1 exp {500 i)/1000}
66.
Assume n > 1.
2
(a)
2n 1
2
(b)
2n 2
(c) exp{2n/(2n 1)} e1
Chapter 4
57
67.
Assume n > 1.
2
(a)
n
(b) Conditioning on whether the man of couple j sits next to the woman of couple i gives the
1
1
n2 2
2n 3
result:
n 1 n 1 n 1 n 1 ( n 1)2
(c) e2
68.
exp(10e5}
69.
With Pj equal to the probability that 4 consecutive heads occur within j flips of a fair coin, P1
= P2 = P + 3 = 0, and
P4 = 1/16
P5 = (1/2)P4 + 1/16 = 3/32
P6 = (1/2)P5 + (1/4)P4 + 1/16 = 1/8
P7 = (1/2)P6 + (1/4)P5 + (1/8)P4 + 1/16 = 5/32
P8 = (1/2)P7 + (1/4)P6 + (1/8)P5 + (1/16)P4 + 1/16 = 6/32
P9 = (1/2)P8 + (1/4)P7 + (1/8)P6 + (1/16)P5 + 1/16 = 111/512
P10 = (1/2)P9 + (1/4)P8 + (1/8)P7 + (1/16)P6 + 1/16 = 251/1024 = .2451
The Poisson approximation gives
P10 1 exp{6/32 1/16} = 1 e.25 = .2212
70.
et + (1 et)p
71.
26
(a)
38
26 12
(b)
38 38
72.
i 1
P{wins in i games} =
(.6) 4 (.4)i 4
73.
4
P{N = 5} = 2 (1 / 2)(1 / 2)4 = 1/4
1
5
P{N = 7} = 5/16
P{N = 6} = 2 (1 / 2)2 (1 / 2)4 = 5/16,
2
E[N] = 4/8 + 5/4 + 30/16 + 35.16 = 93/16 = 5.8125
58
74.
Chapter 4
2
(a)
3
5
3
6
2
7
8
8 2 1 8 2 1 8 2 1 2
(b)
5 3 3 6 3 3 7 3 3 3
5 2 1
(c)
4 3 3
5
6 2 1
(d)
4 3 3
5
76.
N1 N 2 k
N1 N 2 k
N1 N 2 k
(1 / 2) N1 N 2 k (1 / 2)
(1 / 2)
(1 / 2)
N1
N2
77.
2N k
2
(1 / 2) 2 N k
N
2 N k 1
2
(1 / 2) 2 N k 1 (1 / 2)
N 1
79.
94
10
(a) P{X = 0} =
100
10
94 94 6 94 6
10 9 1 8 2
(b) P{X > 2} = 1
100
10
80.
6 10 10 10
81.
P{rejected} = 1 (.9)4
Chapter 4
83.
59
84.
Let X i equal 1 if box i does not have any balls, and let it equal 0 otherwise. Then
5
E Xi
i 1
E X P( X
i
i 1
1)
i 1
(1 p )
10
i 1
Let Yi equal 1 if box i has exactly one ball, and let it equal 0 otherwise. Then
5
E Yi
i 1
i 1
E Yi
P (Yi 1)
i 1
10 p (1 p )
i
i 1
where we used that the number of balls that go into box i is binomial with parameters 10 and pi .
85.
Let X i equal 1 if there is at least one type of i coupon in the set of n coupons. Then
Let X i equal 1 if box i does not have any balls, and let it equal to 0 otherwise. Then
k
E Xi
i 1
E X P( X
i
i 1
i 1
1)
1 (10 p ) k (1 p )
k
i 1
i 1
60
Chapter 4
Theoretical Exercises
1.
(1 P ) (1 P P ) (1 p
+ (1) P
n
I J
i jk
pk ) n
Not true. Suppose P{X = b} = > 0 and bn = b + 1/n. Then lim P ( X bn } = P{X b}
bn b
When > 0
x
x
P{X + x} = P x
F
When < 0
x
x
P{X + x} = P X
1 .
1 lim F
h 0
4.
n 1 n ( n 1)( n 2)
n(n 1) n(n 2)
1
n 1
n 1
1
1 1 1 1
n 1 n n 1 ( n 1) 2 n 1 n n 1 n 2
(b) E [ X ] 4
1 1
1 1 / 4
2 2
(n 1)(n 2)
1
n 1
1
1
4
4(1 / 2) 2
n 1 n 1 n 1 n 2
(c) E [ X ( X 1)] 4
1
Hence, E [ X 2 ] E [ X ( X 1)] E [ X ] .
n 1 n 2
Chapter 4
5.
61
Because ai will be part of the sum in all terms having j i it follows that
( a1 a j ) P{N j}
j 1
a ( P{N i} P{N i 1} )
i
i 1
a {N i}
i
i 1
P{N i}
i 1
iP{N i}
i 1
6.
E[cX] = cp + c1(1 p)
Hence, 1 = E[cX] if
cp + c1(1 p) = 1
or, equivalently
pc2 c + 1 p = 0
or
(pc 1 + p)(c 1) = 0
Thus, c = (1 p)/p.
7.
E[Y] = E[X/ /] =
E [ X ] / = / / = 0
62
Chapter 4
9.
P( X i ) i p (1 p)
i 1
n i
i 0
n x y
1
i x y x y
i0
n
x
, gives
x y
n i
i x y
i
n i
i 0
10.
E[1/(X + 1)] =
i 1 (n i )!i ! p (1 p)
i 0
n
i 0
n!
n i
n!
p i (1 p )n i
( n i )!(i 1)!
n
n 1
1
(n 1) p
i 1 p
1
(n 1) p
n 1 0
1
n 1 0
(1
)
p
p
1
(n 1) p 0
1
[1 (1 p )n 1 ]
(n 1) p
11.
i 1
(1 p ) n i
i0
n 1
n 1 j
n 1 j
p (1 p )
j
j 1
12.
P{arrangement}
p k (1 p )n k
1
n
P{k successes} n k
nk
k p (1 p )
k
Condition on the number of functioning components and then use the results of Example 4c
of Chapter 1:
n
Prob =
i p (1 p)
i 0
n i
i 1
n i
n
i
i 1
where
= 0 if n i > i + 1. We are using the results of Exercise 11.
n i
Chapter 4
13.
63
Easiest to first take log and then determine the p that maximizes log P{X = k}.
n
log P{X = k} = log + k log p + (n k) log (1 p)
k
k nk
log P{x k }
p
p 1 p
= 0 p = k/n maximizes
14.
(a) 1
n 1
p
1 p
P{k boys} =
P{k n children} p
n 1
k (1 / 2) p
n
n k
P{0 boys} = 1
17.
p
1 p
(1 / 2) n
n 1
18.
2n
k
log P{ X k } 1
=0=k
64
Chapter 4
19.
E[X n] =
i e
i 0
i e
i 1
/ i!
/ i!
n 1
e i / (i 1)!
i 1
( j 1)
n 1
e j 1 / j !
j0
( j 1)
n 1
e j / j!
j 0
= E [( X 1)n 1 ]
Hence [X 3] = E(X + 1)2]
=
(i 1) e
2
/ i!
i 0
= i 2 e i / i ! 2 ie i / i ! e i / i !
i0
i 0
i 0
2
= [ E [ X ] 2 E[ X ] 1)
= (Var(X) = E2[X] + 2E[X] + 1)
= ( + 2 + 2 + 1) = (2 + 3 + 1)
20.
Let S denote the number of heads that occur when all n coins are tossed, and note that S has a
distribution that is approximately that of a Poisson random variable with mean . Then,
because X is distributed as the conditional distribution of S given that S > 0,
P{X = 1} = P{S = 1S > 0} =
P{S 1}
e
P{S 0} 1 e
21.
(i) 1/365
(ii) 1/365
(iii) 1 The events, though independent in pairs, are not independent.
22.
(i) Say that trial i is a success if the ith pair selected have the same number. When n is large
trials 1, , k are roughly independent.
(ii) Since, P{trial i is a success} = 1/(2n 1) it follows that, when n is large, Mk is
approximately Poisson distributed with mean k/(2n 1). Hence,
P{Mk = 0} exp[k/(2n 1)]
(iii) and (iv) P{T > n} = P{Mn = 0} exp[n/(2n 1)] e/2
Chapter 4
23.
65
(a) P(Ei) = 1
2 365
j 0
(1 /
(b) exp(365P(E1)}
24.
(a) There will be a string of k consecutive heads within the first n trials either if there is one
within the first n 1 trials, or if the first such string occurs at trial n; the latter case is
equivalent to the conditions of 2.
(b) Because cases 1 and 2 are mutually exclusive
Pn = Pn1 + (1 Pnk1)(1 P)pk
25.
P(m counted) =
P(m n events)e
m p
/ n!
(1 p )n m e n / n !
nm
= e p
( p)m
m!
e p
[ (1 p )]n m (1 p )
e
( n m )!
nm
( p )m
m!
Intuitively, the Poisson random variable arises as the approximate number of successes in n
(large) independent trials each having a small success probability (and n). Now if each
successful trial is counted with probability p, than the number counted is Binomial with
parameters n (large) and p (small) which is approximately Poisson with parameter pn = p.
27.
P{X = n + kX > n} =
P{ X n k }
P{ X n}
p (1 p )n k 1
(1 p )n
= p(1 p)k1
If the first n trials are fall failures, then it is as if we are beginning anew at that time.
28.
29.
The events {X > n} and {Y < r} are both equivalent to the event that there are fewer than r
successes in the first n trials; hence, they are the same event.
P{ X k 1}
P{ X k}
Np N np
k 1 n k 1
=
Np N Np
k n k
( Np k )( n k )
(k 1)( N Np n k 1)
66
30.
Chapter 4
j 1
P{Y = j} =
n 1
N
E[Y] =
j 1
n 1
jn
=
31.
n
N
n
N
n , n j N
N
n
n
jn
n N 1 i 1
N i n 1 n 1 1
n
n N 1
N n 1
n
n( N 1)
n 1
m n
m , m j n + m
Now, X = n + m Y and so
m n i 1
P{X = i} = P{Y = m + n i} =
m 1
32.
P{X = k} =
k 1
n
k 2
i0
m n
m , i n
ni
,k>1
n
Chapter 4
67
n
k
k
34.
E[X] =
1
n
k2
k
k 0
E[X 2] =
2
k 0
n 2n 1
2n 1
2n 2 n( n 1)
2n 1
n 22 n 2 n( n 1)2n 2
(2n 1)2
n 22 n 2 n
4
22 n
~
n 1
E[Y] =
, E[Y 2] =
2
35.
/n ~
i 1
x 2 dx n 2
~
n
3
n
n
n 1
~
3 2
12
2
Var(Y) ~
n 1
12
i
1
...
2 3 i 1 i 1
(b) P(X < } = lim P{ X i}
= lim(1 1 / (i 1)) 1
i
iP{X i}
= i ( P{ X i 1} P{ X i}
(c) E[X] =
i i i 1
i
i 1
1
68
36.
Chapter 4
(a) This follows because { X Y zk } ( i , j )Ak {X xi , Y y j } , and the events
{X xi , Y y j } , (i, j ) Ak , are mutually exclusive.
E[ X Y ]
(b)
x P{X Y z }
k
z
k
P{ X xi , Y y j }
( i , j )Ak
zk P{ X xi , Y y j }
( xi y j ) P{ X xi , Y y j }
k ( i , j )Ak
k ( i , j )Ak
(c) This follows from (b) because every pair i, j is in exactly one of the sets Ak .
(d) The follows because
{ X xi } j { X xi , Y y j }
( xi y j )xk P{ X xi , Y y j }
k ( i , j )Ak
( x y ) P{X x ,Y y }
i
i, j
x P{ X x ,Y y } y P{X x ,Y y }
i
i, j
x P{X x ,Y y } y P{ X x ,Y y }
i
i, j
x P{ X x } y P{Y y }
i
E [ X ] E [Y ]