SIE 321 Probabilistic Models in OR Homework 3

Problem 1. Let X be a discrete random variable, with probability distribution

P(X = x 1 ) = 0.4, P(X = x 2 ) = 0.6.

Determine x 1 and x 2 such that E[X ] = 0 and σ2 (X ) = 4.

Solution:

x 1 = ±2.449, x 2 = ∓1.633

Problem 2. The life X , in hours, of a certain device, has a pdf


 3,200.0 , t ≥ 40
f X (t) = t3
0, t < 40

(a) What are the probability that this device will survive 130 hours of operation?
(b) Find the life expectancy of the device.

Solution:

P(X ≥ 130) = 0.0947

E[X ] = 80.0

Problem 3. The random variable X takes only the values 0, ±1, ±2. In addition, it is known that

P(−1 < X < 2) = 0.3

P(X = 0) = 0.15
P(|X | ≤ 1) = 0.5
P(X ≥ 2) = P(X = 1 or − 1)

(a) Find the probability distribution of X

(b) Compute E[X ]

Solution:
x −2 −1 0 1 2
P(X = x) 0.15 0.2 0.15 0.15 0.35
E[X ] = 0.35

Problem 4. The number of orders per week, X , for radios can be assumed to have a Poisson distribution
with parameter 35.

1
 (a) Find P{X ≥ 35} and P{X = 45}.
(b) If the number of radios in the inventory is 47, what is the probability of a shortage
occurring in a week?

Solution:

P(X ≥ 35) = 0.522

P(X = 45) = 0.016
P(shortage in a week) = 0.0212

Problem 5. In a chemical process, three bottles of a standard fluid are emptied into a larger container.
A study of the individual bottles shows that the mean value of the contents is 13 ounces
and the standard deviation is 0.07 ounces. If three bottles form an i.i.d. sample,

(a) Find the expected value and the standard deviation of the volume of liquid emptied
into the larger container.
(b) If the content of the individual bottles is normally distributed, what is the probability
that the volume of liquid emptied into the larger container will be in excess of 39.1
ounces?

Solution:

E[Y ] = 39, σ(Y ) = 0.121

P(Y ≥ 39.1) = 0.204