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Applied Statistics and Probability for Engineers, 5th edition

18 January 2010

CHAPTER 5
Section 5-1
5-2.

R

a) P ( X = 1, Y < 4) = f XY (1,1) + f XY (1,2) + f XY (1,3) =

b) P(X = 1) is the same as part (a) = 1/4
c) P (Y = 2) = f XY (1,2) + f XY (2,2) + f XY (3,2) =
d) P ( X < 2, Y < 2) = f XY (1,1) =

1
36

1
36

1
36

(2 + 3 + 4) = 1 / 4

(3 + 4 + 5) = 1 / 3

(2) = 1 / 18

e)

E ( X ) = 1[ f XY (1,1) + f XY (1,2) + f XY (1,3)] + 2[ f XY (2,1) + f XY (2,2) + f XY (2,3)]

+ 3[ f XY (3,1) + f XY (3,2) + f XY (3,3)]

) + (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

i) E(Y|X=1) = 1(2/9)+2(1/3)+3(4/9) = 20/9

j) Since fXY(x,y) fX(x)fY(y), X and Y are not independent.

5-1

12
36

= 1/ 3

5-7.

18 January 2010

a) The range of (X,Y) is X 0, Y 0 and X + Y 4 .

Here X and Y denote the number of defective items found with inspection device 1 and 2,
respectively.

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

x
y

b)
x=0

f(x)

x=1

x=2

x

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

c) Because X has a binomial distribution E(X) = n(p) = 4*(0.993)=3.972

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

e) E(Y|X=2) = E(Y)= n(p)= 4(0.997)=3.988

f) V(Y|X=2) = V(Y)=n(p)(1-p)=4(0.997)(0.003)=0.0120
g) Yes, X and Y are independent.

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

p1 = 0.01, p2 = 0.04, and p3 = 0.95 .

a)

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

Applied Statistics and Probability for Engineers, 5th edition

b) P ( X = 0, Y = 0, Z = 3) =

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!

3 3

5-13.

Determine c such that c

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

(2) ydy = 814 (2)( 92 ) = 0.4444

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

0

2.5

4
81

(4.5) ydy = 18
81
1

2.5 3

d) P ( X > 1.8,1 < Y < 2.5) =

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

0

5-3

2x
9

(2.88) ( 2.52 1) =0.3733

xydxdy = 0 ydy = 0
0 0

2
4 y
9 2

2.5

2.5

4
81

1 1.8

3 3

y2
2

Applied Statistics and Probability for Engineers, 5th edition

4
81
2
9

f (1.5, y )
h) fY 1.5 ( y ) = XY
=
f X (1.5)

y (1.5)
(1.5)

= 92 y for 0 < y < 3.

2 2
2y3
2
i) E(Y|X=1.5) = y y dy = y dy =
9
90
27
0

=2
0

k)

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

The graph of the range of (X, Y) is

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

a) P ( X < 0.5, Y < 0.5) =

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

Applied Statistics and Probability for Engineers, 5th edition

1 x +1

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

f Y | X =1 ( y ) = 0.5 for 0 < y < 2

2

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

P ( X > 10, Y > 10) = (1 / 10.24) e

10

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

For both systems, P ( X = 2) P (Y = 2) = 0.256 = 0.0655

2

c) The joint probability distribution is not necessary because the two processes are independent
and we can just multiply the probabilities.

5-28.

P ( X < 1.14) = P( Z < 1.140.31.2 ) = P ( Z < 2) = 0.022750 .

Let Y denote the number of bulbs in the sample of 25 that have less than 1.14 grams. Then, by
independence, Y has a binomial distribution with n = 25 and p = 0.022750. Therefore, the answer
is P (Y 1) = 1 P (Y = 0) =

( )0.02275
25
0

b)

P(Y 5) = P(Y = 0) + P(Y = 1) + P(Y = 2) + ( P(Y = 3) + P(Y = 4) + P(Y = 5)

( )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

= 0.5625 + 0.3274 + 0.09146 + 0.01632 + 0.002090 + 0.0002043 = 0.99997 1

c)

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.

E(X) = 1(3/8)+2(1/2)+4(1/8)=15/8 = 1.875

E(Y) = 3(1/8)+4(1/4)+5(1/2)+6(1/8)=37/8 = 4.625

E(XY) = [1 3 (1/8)] + [1 4 (1/4)] + [2 5 (1/2)] + [4 6 (1/8)]

= 75/8 = 9.375
XY = E ( XY ) E ( X ) E (Y ) = 9.375 (1.875)(4.625) = 0.703125

V(X) = 12(3/8)+ 22(1/2) +42(1/8)-(15/8)2 = 0.8594

V(Y) = 32(1/8)+ 42(1/4)+ 52(1/2) +62(1/8)-(37/8)2 = 0.7344

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

)
11
3
0
120
0

Inserts(Z
)
12
1
0
0
0

Mean Value

18.694

12.05

18 January 2010
5.6

(a) COV(X,Y) = E(XY)-E(X)E(Y) = 23*11*0.43 + 4.2*3*0.44 + 11.4*0*0.04 + 130*120*0.05

+ 0*0*0.04 - 18.694*12.05=669.0713

(b) V(X)=735.9644, V(Y)=630.7875; Corr(X,Y)=cov(X,Y)/(V(X)*V(Y) )0.5 = 0.9820

(c) COV(X,Z)=23*12*0.43+4.2*1*0.44+0-18.694*5.6 = 15.8416
(d) V(Z)=31; Corr(X,Z)=0.1049
5-35.

From Exercise 5-19, c = 8/81, E(X) = 12/5, and E(Y) = 8/5

3 x

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.

If X and Y are independent, then f XY ( x, y ) = f X ( x) f Y ( y ) and the range of

(X, Y) is rectangular. Therefore,

hence XY=0
Section 5-3
5-43.

a) percentage of slabs classified as high = p1 = 0.05

percentage of slabs classified as medium = p2 = 0.85
percentage of slabs classified as low = p3 = 0.10

5-7

18 January 2010

b) X is the number of voids independently classified as high X 0

Y is the number of voids independently classified as medium Y 0
Z is the number of with a low number of voids and Z 0 and X+Y+Z = 20
c) p1 is the percentage of slabs classified as high.
d) E(X)=np1 = 20(0.05) = 1
V(X)=np1 (1-p1)= 20(0.05)(0.95) = 0.95
e) P ( X = 1, Y = 17, Z = 3) = 0 Because the point (1,17,3) 20 is not in the range of
(X,Y,Z).
f)

P ( X 1, Y = 17, Z = 3) = P ( X = 0, Y = 17, Z = 3) + P( X = 1, Y = 17, Z = 3)

=

20!
0.05 0 0.8517 0.10 3 + 0 = 0.07195
0!17!3!

Because the point (1,17,3) 20 is not in the range of (X, Y, Z).

g) Because X is binomial, P( X 1) =

( )0.05 0.95
20
0

20

( )0.05 0.95
20
1

19

= 0.7358

h) Because X is binomial E(Y) = np = 20(0.85) = 17

i) The probability is 0 because x+y+z>20

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)

0.07195 0.1079 0.05396 0.008994

E ( X | Y = 17) = 0
+ 1
+ 2
+ 3

0.2428 0.2428 0.2428 0.2428

=1
5-45.

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

Applied Statistics and Probability for Engineers, 5th edition

c) P( X = 0, Y = 0, Z = 4) =

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

consists of the single value z = 4-x-y and

f XY ( x, y ) =

4!
0.6 x 0.3 y 0.14 x y
x! y!(4 x y )!

for x + y 4.

e) E ( X ) = np1 = 4(0.6) = 2.4

f) E (Y ) = np 2 = 4(0.3) = 1.2
g)

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) =

j) E(X|Y=2) = 0(0.0204)+1(0.2449)+2(0.7347) = 1.7143

5-49.

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

= P(1.5 < Z < 1.5) = P( Z < 1.5) P( Z < 1.5) = 0.8664

Probability that Y is within specification limits is

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

Applied Statistics and Probability for Engineers, 5th edition

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.

a) E(2X + 3Y) = 2(0) + 3(10) = 30

b) V(2X + 3Y) = 4V(X) + 9V(Y) = 97
c) 2X + 3Y is normally distributed with mean 30 and variance 97. Therefore,

30 30
97

d) P ( 2 X + 3Y < 40) = P ( Z <

5-59.

) = P ( Z < 0) = 0.5

40 30
97

) = P ( Z < 1.02) = 0.8461

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

P (T < 0.2337) = P Z <

= P( Z < 272) 0
0.000354

b)
P ( T > 0 . 2405

5-63.

0 . 2405 0 . 33

) = P Z >
= P ( Z > 253 ) = 1 P ( Z < 253 ) 1
0 . 000345

Let X denote the average thickness of 10 wafers. Then, E( X ) = 10 and V( X ) = 0.1.

a) P (9 < X < 11) = P ( 9 10 < Z <
0.1

1110
0.1

The answer is 1 0.998 = 0.002

b) P ( X > 11) = 0.01 and

X =

1
n

1110
1
n

) = 0.01 ,

11 10 = 2.33 and n = 5.43 which is rounded

1
n

up to 6.
c) P ( X > 11) = 0.0005 and

X =

Therefore, P ( X > 11) = P ( Z >

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

P(Y > 4300) =

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

2

< y < .
y

5-73.

e y

for 1 ln y 2 . That is, fY ( 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

a) P ( X < 0.5, Y < 1.5) = f XY (0,1) + f XY (0,0) = 1 / 8 + 1 / 4 = 3 / 8 .

b) P ( X 1) = f XY (0,0) + f XY (0,1) + f XY (1,0) + f XY (1,1) = 3 / 4
c) P (Y < 1.5) = f XY (0,0) + f XY (0,1) + f XY (1,0) + f XY (1,1) = 3 / 4
d) P ( X > 0.5, Y < 1.5) = f XY (1,0) + f XY (1,1) = 3 / 8
e) E(X) = 0(3/8) + 1(3/8) + 2(1/4) = 7/8.
V(X) = 02(3/8) + 12(3/8) + 22(1/4) - 7/82 =39/64
E(Y) = 1(3/8) + 0(3/8) + 2(1/4) = 7/8.
V(Y) = 12(3/8) + 02(3/8) + 22(1/4) - 7/82 =39/64
f)

f X ( x ) = f XY ( x, y ) and f X (0) = 3 / 8, f X (1) = 3 / 8, f X (2) = 1/ 4 .

y

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

x

y2

1 1
=
y y

Applied Statistics and Probability for Engineers, 5th edition

h)

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 .

c) E(W) = 10(0.95) = 9.5.

d)

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)

f Z 8 ( z) =

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

e) E(Z) given X = 8 is 2(1/6) = 1/3.

f) Because the conditional distribution of Z given X = 8 does not equal the marginal distribution
of Z, X and Z are not independent.

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)

If X is exponentially distributed with mean , then =

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

= e x / . Therefore, the answer is

= 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

18.25

5.25

17.75

23 x

18.25

17.75

18.25

= 4 (17.75 + x)dx = 4(17.75 x +

17.75

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

Applied Statistics and Probability for Engineers, 5th edition

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.

Let T denote the total thickness. Then, T = X1 + X2 + X3 and

a) E(T) = 0.5+1+1.5 =3 mm
V(T)=V(X1) +V(X2) +V(X3)+2Cov(X1X2)+ 2Cov(X2X3)+
2Cov(X1X3)=0.01+0.04+0.09+2(0.014)+2(0.03)+ 2(0.009)=0.246mm2
where Cov(XY)=XY
b) P (T

5-93.

1.5 3

< 1.5) = P Z <

= P( Z < 6.10) 0
0.246

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