Page 1 of 12 STA 5325, Homework #2 Due June 01, 2009

Ramin Shamshiri UFID # 90213353

Note: Problem numbers are according to the 6th text edition. Selected problem are highlighted. Assignment for Tuesday, May 26th , 2009 4.5. Suppose that Y posses the density function a. b. c. d. e. , 0 2 0, . Find the value of c that makes f(y) a probability density function. Find F(y) Graph f(y) and F(y) Use F(y) to find (1 2). Use f(y) and geometry to find (1 2). =

Solution a: According to the properties of density function, 0 () = 1 Therefore:

2

() = , = 2 0,
0

2 = 2

= 1 => =
0

1 2

0 2 .

Solution b: According to definition 4.3, = So, F(y) can be written as: =

() = () 2 = 4 2

() =

Solution c: Plots are shown in Figures 4.5a and 4.5b.

Fig 4.5.a

Fig 4.5.b

Ramin Shamshiri

STA 5325, HW #2

Due 06/01/09

Page 2 of 12

Solution d: 1 2 = () Solution e: According to the figure below, the area corresponding to (1 2) can be calculated by calculating the area corresponding to (0 2) minus (0 1).
2 1

2 = 4

= 1
1

1 = 4

Area under 0 2 = Area under 0 1 =

2 1 2 1 0.5 2

=1 =4
1

1 =
4

Ramin Shamshiri

STA 5325, HW #2

Due 06/01/09

Page 3 of 12 4.7. A supplier of kerosene has a 150-gallon tank that is filled at the begging of each week. His weekly demand shows a relative frequently behavior that increases steadily up to 100 gallons and then levels off between 100 and 150 gallons. If Y denotes weekly demand in hundreds of gallons, the relative frequency of demand can be modeled by , 0 1 1, 0 < 1.5 = 0, . a. Find F(y) b. Find (1 0.5). c. Find (0.5 1.2). Solution a: = For ( < 0), = ( ) = For (0 1), =
0 2

=
1 0

2 0 1

For 1 1.5 , =

+ =
0

+
1

1 =

1 + 1 = 2 < 0 0 1 1 1.5 > 1.5

For 1.5 , = 1

0, , = , 1,

Solution b: 1 0.5 = 0.5 = Solution c: 0.5 1.2 = 1.2 0.5 = 1.2 0.5 1 8 1 = 0.575 8

Ramin Shamshiri

STA 5325, HW #2

Due 06/01/09

Page 4 of 12

4.14. If, as in Exercise 4.10, Y has density function = find the mean and variance of Y. Solution: The mean of Y is the expected value of Y:

1/2 2 , 0,

0 2 .

= =

. =

1 2

. 2 =
0

The variance can be calculated as: 2 = 2 2 2 =

2 2

2 . =

1 2
2

2 0

2 . 2 =

2 3

2 2 = 3 3
2

4.16. If, as in Exercise 4.12, Y has density function 0.2, = 0.2 + 1.2 , 0, find the mean and variance of Y. Solution: = =
0 1

1 0 0 < 1 .

. =
1

. 0.2 +
0

. 0.2 + 1.2 = .

2 = 2 2 2 =
0

2 . 0.2 +

1 0

2 . 0.2 + 1.2 = 0.4333

2 = 2 2 = 0.4333 0. 42 = .

Ramin Shamshiri

STA 5325, HW #2

Due 06/01/09

Page 5 of 12 Assignment for Wednesday, May 27th , 2009 4.36. If a point is randomly located in an interval (a,b) and if Y denotes the location of the point, then Y is assumed to have a uniform distribution over (a,b). A plant efficiency expert randomly selects a location along a 500-foot assembly line from which to observe the work habits of the workers on the line. What is the probability that the point she selects a. is whiting 25 feet of the end of the line? b. is within 25 feet of the beginning of the line? c. is closer to the beginning of the line that to the end of the line?

Solution: According to the definition of uniform probability distribution, a random variable Y is said to have a continuous uniform probability distribution on the interval (1 , 2 ) if and only if the density function of Y is: 1 = 1 <y<2
2 1

Here we have: 1 = 0 and 2 = 500, therefore =

500

Solution a: Probability that the selected point is within 25 of the end of the line means P(475<y<500), so we have: 500 500 1 475 = = = 1 = 0.05 500 475 475 500

Solution b: Probability that the selected point is within 25 of the beginning of the line means P(0<y<25), so we have: 25 25 1 25 = = = = 0.05 500 0 0 500 Solution c: P(0<y<250), =
0

250

250

=
0

1 = 250/500 = 0.5 500

Ramin Shamshiri

STA 5325, HW #2

Due 06/01/09

Page 6 of 12 4.38. Beginning at 12:00 midnight, a computer center is up for 1 hour and then down for 2 hours on a regular cycle. A person who is unaware of this schedule dials the center at a random time between 12:00 midnight and 5:00 AM. What is the probability that the center is up when the persons call comes in? Solution: 1 Let 12:00 midnight be 1 = 0, then we will have 2 = 5, therefore = 5 Beginning at 1 = 0, the computer is up for 1 hour, so: P(0<Y<1) The computer is down for 2 hours and then up for another one hour, so P(3<Y<4) The probability that the center is up when the person call is: P(0<Y<1) + P(3<Y<4)
1 4

=
1 0

+
4 3 3

=
0

1 + 5

1 1 4 3 = + = 5 5 5 5

4.49. A company that manufactures and bottles apple juice uses a machine that automatically fills 16-ounces bottles. There is some variation, however, in the amounts of liquid dispensed into the bottles that are filled. The amount dispensed has been observed to be approximately normally distributed with mean 16 ounces and standard deviation 1 ounce. What portion of bottles will have more than 17 ounces dispenses into them? Solution: Mean = 16 Standard deviation=1 Transforming normal random variable Y to a standard normal random variable Z: = Using Table 4, page 792, P(Z>1)=0.1587 17 16 = =1 1

Ramin Shamshiri

STA 5325, HW #2

Due 06/01/09

Page 7 of 12

4.57. Wires manufacture for use in a computer system are specified to have resistance of between 0.12 and 0.14 ohms. The actual measured resistances of the wires produced by company A have a normal probability distribution with mean 0.13 ohm and standard deviation 0.005 ohm. a. What is the probability that a randomly selected wire from company As production will meet the specifications? b. If four of these wires are used in each computer system and all are selected from company A, what is the probability that all four in a randomly selected system will meet the specifications? Solution a: Mean=0.13 SD=0.005 Probability to meet the specification, P(0.12<Z<0.14) Transforming 1 = 0.12 0.13 = = 2 0.005 0.14 0.13 2 = = =2 0.005

Using table 4; P(-2<Z<2)=2[0.5-P(Z>2)]=2[0.5-0.0228]=0.9544 Solution b: Probability that all four meet the specifications is (0.9544)4=0.829

4.61. A soft-drink machine can be regulated so that it discharges and average of ounces per cup. If the ounces of fill are normally distributed with standard deviation 0.3 ounce, give the setting for so that 8-ounce cups will overflow only 1% of the time. Solution: Y is a normal random variable with (, = 0.3) From table 4.1, P(Z>z)=0.01, so z should be 2.33. = Therefore = . 8 = = 2.33 0.3

Ramin Shamshiri

STA 5325, HW #2

Due 06/01/09

Page 8 of 12 Assignment for Thursday, May 28th , 2009 4.74. One-hour carbon monoxide concentrations in air samples from a large city have an approximately exponential distribution with mean 3.6 parts per million. a. Find the probability that the carbon monoxide concentration exceeds 9 parts per million during a randomly selected 1-hour period. b. A traffic control strategy reduced the mean to 2.5 parts per million. Now find the probability that the concentration exceeds 9 parts per million. Solution This is an exponential distribution with Mean= = 3.6. The density function of random variable Y in exponential distribution is: 1 , 0 < = 0, Solution a: Probability of exceeding 9 means P(Y>9), therefore we will have:

> 9 =
9

1 =

1 3.6 = 3.6 3.6

= 0.0821

Solution b: = 2.5 > 9 =

1 =

1 2.5 = 2.5 2.5

= 0.0273

4.76. Suppose that a random variable Y has a probability density function given by
3 = 2 , 0,

> 0 .

Find the value of k that makes f(y) a density function. Solution: From definition of gamma distribution: A random variable Y is said to have gamma distribution with parameters > 0 and > 0 if and only if the density function of Y is: 1 / 0 < = () 0, . Comparing this with the given probability density function; 1 = 3 => = 4 = 2 = 1 ! => 4 = 6 = 24 = 16 Therefore: 1 1 = = = () 6 16

Ramin Shamshiri

STA 5325, HW #2

Due 06/01/09

Page 9 of 12 4.78. Consider the plant of exercise 4.77. How much of the bulk product should be stocked so that the plants chance of running out of the product is only 0.05? Solution: From problem 4.77, the amount of product used in one day can be modeled by an exponential distribution with = 4. Plants chance of running out of the product is 0.05, which means P(Y>x)=0.05

P Y > = =
( 4 ) 4

1 =

1 4 = 4 4

= 0.05

= (0.05) = 2.995 4

=> = .

4.88. If Y has a probability density function given by = Obtain E(Y) and V(Y) by inspection. Solution: Comparing the given density function with gamma distribution function,
1 / ()

4 2 2 , 0,

> 0 .

1 = 2 => = = According to Theorem 4.8, the mean and variance of gamma distribution is: = = 2 = = 2 Therefore: 1 = 2 1 2 = 3 . = 2 = (3)

Ramin Shamshiri

STA 5325, HW #2

Due 06/01/09

Page 10 of 12 4.101. The proportion of time per day that all checkout counters in a supermarket are busy is a random variable Y with a density function given by = 2 1 4 , 0, 0 1 .

a. Find the value of c that makes f(y) a probability density function. b. Find E(Y). Solution a: A random variable Y is said to have a beta probability distribution with parameters > 0 and > 0 if and only if the density function of Y is: 1 1 = (, ) 0,
1

0 1

. () , = ( + ) Comparing the given density function with beta probability distribution function: 1 = 2 => = 3 1 = 4 => = 5 and 1 + = = , 1 (3 + 5) 7.6.5 210 => = = = = = 3,5 3 (5) 2 2 Knowing that = 1 ! Solution b: According to Theorem 4.11, the mean of beta distribution is: 3 = = = = . + 8

Ramin Shamshiri

STA 5325, HW #2

Due 06/01/09

Page 11 of 12 Assignment for Friday, May 29th, 2009 4.104. Suppose that the waiting time for the first customer to enter a retail shop after 9:00 AM is a random variable Y with an exponential density function given by = 1 / , 0, > 0 .

a. Find the moment-generating function for Y. b. Use the answer from (a) to find E(Y) and V(Y). Solution a: As an special case of gamma-distributed random variables, the gamma density function in which = 1 is called the exponential density function. A random variable is said to have an exponential distribution with parameter > 0 if and only if the density function Y is:
1 , = 0,

0 <

Comparing the given density function with exponential density function: = The moment-generating function for a gamma distributed random variable, according to example 4.13, page 190 of the text book is: 1 = 1 Replacing = and = 1, we will have: = Solution b: = =

()

=0

=
=0

2 =

2 () 2

=
=0

2 2 1

= 2 2
=0

= 2 2 = 2 2 2 =

Ramin Shamshiri

STA 5325, HW #2

Due 06/01/09

Page 12 of 12 4.107. The moment generating function of a normally distributed random variable, Y, with mean and variance 2 was shown in Exercise 4.106 to be = +2 . Use the result in Exercise 4.105 to derive the moment generating function of = 3 + 4 . What is the distribution of X? Why? Solution: Solving exercise 4.105 for = 3 + 4, ( = 3, = 4) According to the theorem 4.12, the moment generating function of g(Y) is given by: = Let = = 3 + 4, then: = (3+4) = 3 +4 = 4 3 => = () Solving exercise 4.106, According to Example 4.16, if we let = , where Y is a normally distributed random variable with mean and variance 2 , the moment generating function for g(Y) is: = In the other words, = ( ) = = = () Therefore we have: Which leads to: = . Or =
+ 2 2 2 2 2 2
1 2 2

= ()

Now, having = 4 (3)

= 4
(3)+ (3)2 2 2

=> = ()

X has a normal distribution with mean equal to 4 3 and variance of 9 2 .

This is because of the uniqueness of moment generating function.

Ramin Shamshiri

STA 5325, HW #2

Due 06/01/09