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Anda di halaman 1dari 49

18 January 2010

CHAPTER 5

Section 5-1

5-1.

f ( x, y ) = 14 + 18 + 14 + 14 + 18 = 1

First, f(x,y)

Then,

b) P(X < 2.5) = f (1.5, 2) + f (1.5, 3) +f(1,1)= 1/8 + 1/4+1/4 = 5/8

c) P(Y < 3) = f (1.5, 2)+f(1,1) = 1/8+1/4=3/8

d) P(X > 1.8, Y > 4.7) = f ( 3, 5) = 1/8

e) E(X) = 1(1/4)+ 1.5(3/8) + 2.5(1/4) + 3(1/8) = 1.8125

E(Y) = 1(1/4)+2(1/8) + 3(1/4) + 4(1/4) + 5(1/8) = 2.875

V(X) = E(X2)-[E(X)]2=[12(1/4)+1.5 2(3/8)+2.5 2(1/4)+3 2(1/8)]-1.81252=0.4961

V(Y) = E(Y2)-[E(Y)]2=[12(1/4)+2 2(1/8)+3 2(1/4)+4 2(1/4)+5 2(1/8)]-2.8752=1.8594

f) marginal distribution of X

x

1

1.5

2.5

3

g)

h)

fY 1.5 ( y ) =

f X 2 ( x) =

f(x)

3/8

1/8

f XY (1.5, y )

and f X (1.5) = 3/8. Then,

f X (1.5)

y

fY 1.5 ( y )

2

3

(1/8)/(3/8)=1/3

(1/4)/(3/8)=2/3

f XY ( x,2)

and fY ( 2) = 1/8. Then,

fY (2)

x

1.5

fX

( y)

(1/8)/(1/8)=1

j) Since fY|1.5(y)fY(y), X and Y are not independent

5-2.

R

c = 1/36

1

(2 + 3 + 4) = 1 / 4

a) P ( X = 1, Y < 4) = f XY (1,1) + f XY (1,2) + f XY (1,3) = 36

b) P(X = 1) is the same as part (a) = 1/4

1

(3 + 4 + 5) = 1 / 3

c) P(Y = 2) = f XY (1,2) + f XY ( 2,2) + f XY (3,2) = 36

d)

1

36

( 2) = 1 / 18

5-1

18 January 2010

e)

+ 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

V (Y ) = 0.639

9

36

+ (2 136 ) 2

f) marginal distribution of X

x

f

12

36

+ (3 136 ) 2

h)

fY X ( 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

f X Y ( x) =

= 0.639

1

2

3

g)

15

36

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

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

5-3.

f ( x, y ) 0 and

f ( x, y ) = 1

R

a)

b)

P (Y < 1.5) = f XY (1,2) + f XY (0.5,1) + f XY (0.5,1) =

P( X > 0.25, Y < 4.5) = f XY (0.5,1) + f XY (1,2) = 85

c)

d)

5-2

7

8

3

8

12

36

= 1/ 3

18 January 2010

e)

E ( X ) = 1( 18 ) 0.5( 14 ) + 0.5( 12 ) + 1( 18 ) =

E (Y ) = 2( 18 ) 1( 14 ) + 1( 12 ) + 2( 18 ) =

1

8

1

4

V(X) = (-1-1/8)2(1/8)+(-0.5-1/8)2(1/4)+(0.5-1/8)2(1/2)+(1-1/8)2(1/8)=0.4219

V(Y) = (-2-1/4)2(1/8)+(-1-1/4)2(1/4)+(1-1/4)2(1/2)+(2-1/4)2(1/8)=1.6875

f) marginal distribution of X

x

f X ( x)

-1

-0.5

0.5

1

g)

fY X ( y ) =

h) f X

1/8

1/8

f XY (1, y )

f X (1)

f Y X ( y)

1/8/(1/8)=1

( x) =

f XY ( x,1)

f Y (1)

f X Y ( x)

0.5

/(1/2)=1

i) E(X|Y=1) = 0.5

j) No, X and Y are not independent

5-4.

5-5.

3

y 2

1

0

The problem needs probabilities to total one. Modify so that the probability of moderate distortion

is 0.04.

x,y

0,0

0,1

fxy(x,y)

0.857375

0.1083

5-3

0,2

0,3

1,0

1,1

1,2

2,0

2,1

3,0

18 January 2010

0.00456

0.000064

0.027075

0.00228

0.000048

0.000285

0.000012

0.000001

b)

x fx(x)

0 0.970299

1 0.029403

2 0.000297

3 0.000001

c) E(X) = 0(0.970299)+1(0.029403)+2(0.000297)+3*(0.000001)=0.03

(or np=3*0.01)

d)

fY 1 ( y ) =

f XY (1, y )

, fx(1) = 0.029403

f X (1)

y

0

1

2

fY|1(x)

0.920824

0.077543

0.001632

e) E(Y|X=1)=0(.920824)+1(0.077543)+2(0.001632)=0.080807

g) No, X and Y are not independent because, for example, fY(0)fY|1(0).

5-6.

with moderate graphic content and Y is the number of pages with high graphic output among a

sample of 4 pages.

The following table is for sampling without replacement. Students would have to extend the

hypergeometric distribution to the case of three classes (low, moderate, and high).

For example, P(X = 1, Y = 2) is calculated as [60!/(59!1!)][30!/(1!29!)][10!/(2!8!)]

divided by [100!/(96!4!)]

x=0

x=1

x=2

x=3

x=4

5.35x10-05

0

0

0

0

0.00184

0.00092

0

0

0

0.02031

0.02066

0.00499

0

0

0.08727

0.13542

0.06656

0.01035

0

0.12436

0.26181

0.19635

0.06212

0.00699

y=4

y=3

y=2

y=1

y=0

b)

x=0

f(x)

x=1

0.2338

x=2

0.4188

x=3

0.2679

x=4

0.0725

0.0070

c) E(X)=

4

5-4

d) f Y 3 ( y ) =

18 January 2010

f XY (3, y )

, fx(3) = 0.0725

f X (3)

Y

0

1

2

3

4

fY|3(y)

0.857

0.143

0

0

0

f) V(Y|X=3) = 02(0.857)+1 2(0.143)- 0.1432= 0.123

g) No, X and Y are not independent

5-7.

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

1.94x10-19

1.10x10-16

2.35x10-14

2.22x10-12

7.88x10-11

-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

-11

-8

-6

-4

2.86x10

1.62x10

3.45x10

3.26x10

0.0116

2.37x10-9

1.35x10-6

2.86x10-4

0.0271

0.961

4

4

x

4 x

y

4y

f ( x, y ) =

x

(0.993) (0.007)

y

(0.997) (0.003)

b)

x=0

x=1

x=2

x

4 x

f ( x, y ) =

x

(0.993) (0.007) for x =1,2,3,4

f(x)

2.40 x 10-9

1.36 x 10-6

2.899 x 10-4

x=3

x=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

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.

5-5

5-8.

18 January 2010

b) P ( X = 1, Y = 2) = f XYZ (1,2,1) + f XYZ (1,2,2) = 0.35

c) c) P ( Z < 1.5) = f XYZ (1,1,1) + f XYZ (1,2,1) + f XYZ ( 2,1,1) + f XYZ ( 2,2,1) = 0.5

d)

P ( X = 1 or Z = 2) = P ( X = 1) + P ( Z = 2) P ( X = 1, Z = 2) = 0.5 + 0.5 0.3 = 0.7

e) E(X) = 1(0.5) + 2(0.5) = 1.5

P ( X = 1, Y = 1)

0.05 + 0.10

=

= 0 .3

P (Y = 1)

0.15 + 0.2 + 0.1 + 0.05

P ( X = 1, Y = 1, Z = 2)

0.1

=

= 0.2

g) P ( X = 1, Y = 1 | Z = 2) ==

P ( Z = 2)

0.1 + 0.2 + 0.15 + 0.05

P ( X = 1, Y = 1, Z = 2)

0.10

=

= 0.4

h) P ( X = 1 | Y = 1, Z = 2) =

P (Y = 1, Z = 2)

0.10 + 0.15

f) P ( X = 1 | Y = 1) =

i) f X

x

1

2

5-9.

YZ

( x) =

fX

YZ

f XYZ ( x,1,2)

and f YZ (1,2) = f XYZ (1,1,2) + f XYZ ( 2,1,2) = 0.25

f YZ (1,2)

( x)

0.10/0.25=0.4

0.15/0.25=0.6

x

fXY(x,y)

0.1296

0.0648

0.0324

0.0162

0.0081

0.0216

0.0108

0.0054

0.0027

0.0036

0.0018

0.0009

0.0006

0.0003

0.0001

(b) fX(x)= P(X=x) =

X +Y 4

fX(x)

0.2511

0

0

0

0

0

1

1

1

1

2

2

2

3

3

4

XY

0

1

2

3

4

0

1

2

3

0

1

2

0

1

0

( x, y ) .

x

0

5-6

0.0405

0.0063

0.0009

0.0001

18 January 2010

1

2

3

4

(d) f(y|X=3) = P(Y=y, X=3)/P(X=3)

P(Y=0, X=3) = C241 C43/ C404

P(Y=1, X=3) = C121 C43/ C404

P(X=3) = C361 C43/ C404, from the hypergeometric distribution with N=40, n=4, k=4, x=3

Therefore

f(0|X=3) = [C241 C43/ C404]/[ C361 C43/ C404] = C241/ C361 = 2/3

f(1|X=3) = [C121 C43/ C404]/[ C361 C43/ C404] = C121/ C361 = 1/3

fY|3(y)

2/3

1/3

0

0

0

0

1

2

3

4

3

3

3

3

3

(e) E(Y|X=3)=0(0.6667)+1(0.3333)=0.3333

(f) V(Y|X=3)=(0-0.3333)2(0.6667)+(1-0.3333)2(0.3333)=0.0741

(g) fX(0)= 0.2511, fY(0)=0.1555, fX(0) * fY(0)= 0.039046 fXY(0,0) = 0.1296

X and Y are not independent.

5-10.

(b) E(X)= 0.43*23+0.44*4.2+0.04*11.4+0.05*130+0.04*0=18.694

(c) PX|Y=0(X) = P(X=x,Y=0)/P(Y=0) = 0.04/0.08 = 0.5 for x=0 and 11.4

(d) P(X<6|Y=0) = P(X=0|Y=0) = 0.5

(e) E(X|Y=0)=11.4*0.5+0*0.5 = 5.7

5-11.

(a) fXYZ(x,y,z)

fXYZ(x,y,z)

0.43

0.44

0.04

0.05

0.04

Selects(X)

23

4.2

11.4

130

0

Updates(Y)

11

3

0

120

0

Inserts(Z)

12

1

0

0

0

(b) PXY|Z=0

PXY|Z=0(x,y)

4/13 = 0.3077

5/13 = 0.3846

4/13= 0.3077

Selects(X)

11.4

130

0

updates(Y)

0

120

0

Inserts(Z)

0

0

0

(d) E(X|Y=0,Z=0) =0.5*11.4+0.5*0=5.7

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 .

5-7

18 January 2010

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!

3!

0.010 0.0400.953 = 0.8574

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

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.

d) First find 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

!

P ( X = 1, Y = 2) 3!

P ( X = 1 | Y = 2) =

=

0.0110.04 2 0.95 0 0.004608 = 0.01042

P (Y = 2)

1

!

2

!

1

!

=

3 3

5-13.

xydxdy = c y

0 0

x2

2

dy = c ( 4.5

y2

2

3

0

) = 81

c.

4

Therefore, c = 4/81.

3 2

0 0

4

a) P ( X < 2, Y < 3) = 81

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

4

c) P (1 < Y < 2.5) = 81

4

(3.125) ydy = 81

(3.125) 92 = 0.6944

0

2.5 3

2.5

1 0

y2

2

2.5

=0.5833

d)

2.5 3

4

P ( X > 1.8,1 < Y < 2.5) = 81

2.5

( 2.5 1)

xydxdy = 814 (2.88) ydy = 814 (2.88) 2 =0.3733

1 1.8

3 3

e) E ( X ) =

4

81

x

0 0

4

ydxdy = 81

9 ydy = 94

0

4 0

f) P ( X < 0, Y < 4) =

4

81

g) f X ( x ) =

f

0

y2

2

=2

xydxdy = 0 ydy = 0

0 0

XY

0

5-8

fY 1.5 ( y ) =

h)

4

81

2

9

f XY (1.5, y )

=

f X (1.5)

3

y (1.5)

= 92 y

(1.5)

2

2y3

2

i) E(Y|X=1.5) = y y dy = y 2 dy =

90

27

9

0

2

f X 2 ( x) =

k)

f XY ( x,2)

=

f Y ( 2)

4

81

2

9

( 2)

=2

0

2

1 2

0 9 ydy = 9 y

x ( 2)

= 92 x

18 January 2010

4

4

0 =

9

9

5-14.

3 x +2

( x + y)dydx = xy +

x

x +2

y2

2

dx

= x( x + 2) + ( x +22 ) x 2 x2 dx

0

= c ( 4 x + 2 )dx = 2 x 2 + 2 x

0

3

0

= 24c

Therefore, c = 1/24.

a) P(X < 1, Y < 2) equals the integral of f XY ( x, y ) over the following region.

y

2

0

1 2

0

Then,

1 2

1

1

P( X < 1, Y < 2) =

( x + y )dydx =

xy +

24 0 x

24 0

1 2

x + 2x

24

x3

2

y2

2

2

1

dx =

2 x + 2 3 x2 dx =

24 0

x

= 0.10417

0

b) P(1 < X < 2) equals the integral of f XY ( x, y ) over the following region.

5-9

18 January 2010

y

2

0

1 2 x +2

1 2

(

x

+

y

)

dydx

=

xy +

24 1 x

24 1

3

y2

2

x +2

dx

2

1

1 2

1

(

4

x

+

2

)

dx

=

2

x

+

2

x

= 6.

24 0

24

1

5-10

18 January 2010

1 1

P (Y >1) =1 P (Y 1) =1

=1

1

24

1

24

1

0 x ( x + y )dydx =1 24

x +2 2 x

dx =1

1 x

1 1

+ x3

24 2

2 2

0

y

2

2

0

E( X ) =

=

3 x +2

1

24 0

x( x + y )dydx =

x

2

1

x 2 y + xy2

24 0

x +2

dx

3

3

1

1 4 x 3

15

2

2

(

4

x

+

2

x

)

dx

=

+

x

=

24 0

24 3

8

0

e)

E( X ) =

=

3 x +2

1

24

0

x( x + y )dydx =

x

2

1

x 2 y + xy2

24 0

x +2

dx

3

3

1

1 4 x 3

15

2

(

4

x

+

2

x

)

dx

=

+ x2 =

24 0

24 3

8

0

f)

5-11

y2

(

xy

+

)

0

2

1

=1 0.02083 = 0.9792

V (X ) =

3 x +2

1

24 0

2 2

1

15

x 2 ( x + y )dydx =

x 3 y + x 2y

24 0

8

18 January 2010

x +2

x

15

dx

8

1

x

15

(3 x 3 + 4 x 2 + 4 x ) dx

24 0

4

8

1 3 x 4 4 x 3

x 5 3 15

31707

2

+

+

2

x

=

24 4

3

20 0 8

320

h)

1

f X ( x) =

24

x +2

f Y 1 ( y) =

f XY (1, y )

f X (1)

( x + y)dy =

x

1

xy +

24

1

(1+ y )

24

1 1

+

6 12

y2

2

x +2

x

1+ y

6

x 1

= 6 + 12 for 0 < x < 3.

y

f

Y|1

1

0

1 2

0

1

1 + y

i) E(Y|X=1) = y

dy =

6

6

1

3

y3

1 y2

(

y

+

y

)

dy

=

+

1

6

3

2

3

1

1 + y

j) P (Y > 2 | X = 1) =

dy =

6

6

2

3

k)

f X 2 ( x) =

f XY ( x , 2 )

. Here

fY ( 2)

=2.111

1

y2

1

(

1

+

y

)

dy

=

y

+

2

6

2

=0.5833

2

regions of integration. For 0 < y 2 the integration is from 0 to y. For 2 < y 3 the

integration is from y-2 to y. For 3 < y < 5 the integration is from y to 3. Because the

condition is y=2, only the first integration is needed.

y

fY ( y) =

1

1 x2

(

x

+

y

)

dx

=

+

xy

2

24 0

24

0

5-12

y2

16

for 0 < y 2 .

18 January 2010

y

f X|2 (x) defined over this line segment

2

1

0

1 2

0

1

( x + 2)

x + 2 for 0 < x < 3

Therefore, fY (2) = 1 / 4 and

f X 2 ( x) = 24

=

1/ 4

6

5-15.

3 x

0 0

c xydyd x = c x

y2

2

dx = c

0

1 x

x3

x4

81

dx

=

c. Therefore, c = 8/81

2

8

8

1

8

8 x3

8 1 1

xydyd

x

=

dx = = .

81 0 0

81 0 2

81 8 81

a) P(X<1,Y<2)=

2 x

4

8

8

x2

8 x

b) P(1<X<2) =

xydyd

x

=

x

dx

=

81

81 1 2

81 8

1 0

4

5

8 (2 1)

=

=

.

8

27

81

c)

3

3 x

3

3

3

x 2 1

8

8

8 x

x

8 x4

x2

P (Y > 1) =

xydyd

x

=

x

d

x

=

dx

=

2

81

81

81

2

2

81

4

8

1

1 1

1

1

8 3 4 3 2 14 12 64

4

= 81 = 0.7901

81

4

8

8

d) P(X<2,Y<2) =

2 x

2

8

8 x3

8 24

xydyd

x

=

dx

=

81 0 0

81 0 2

81

8

16

= 81 .

e)

3 x

3 x

8

8

8 x2 2

8 x4

2

E( X ) =

x

(

xy

)

dyd

x

=

x

ydyd

x

=

x

d

x

=

dx

81

81

81

2

81

2

0 0

0 0

0

0

5

8 3 12

=

= 5

81 10

f)

3 x

E (Y ) =

=

3 x

8

8

8

x3

2

y

(

xy

)

dyd

x

=

xy

dyd

x

=

x

dx

81

81

81

3

0 0

0 0

0

3

5

8 x4

8 3 8

dx

=

=

81

81 15 5

0 3

5-13

18 January 2010

8

4x 3

xydy

=

g) f ( x ) =

81 0

81

0< x<3

8

(1) y

f (1, y ) 81

=

= 2y

h) f Y | x =1 ( y ) =

f (1)

4(1) 3

81

1

i) E (Y | X = 1) =

2 ydy = y

2 1

=1

0 < y <1

j) P (Y > 2 | X = 1) = 0 this isnt possible since the values of y are 0< y < x.

3

k) f ( y ) =

4y

8

xydx =

, therefore

81 0

9

8

x ( 2)

f ( x,2) 81

2x

f X |Y =2 ( x ) =

=

=

4(2)

f ( 2)

9

9

5-16.

0< x<3

Solve for c

x

c e 2 x 3 y dyd x =

0 0

c

c

e 2 x (1 e 3 x )d x = e 2 x e 5 x d x =

30

30

c 1 1 1

c.

=

3 2 5 10

c = 10

a)

1 x

0 0

10 e

3

5

5 x

1 0

10 e

3

5

2 x

3 x

e (1 e )dy =

0

= 0.77893

2

0

2 x

5 x

2 x

b)

10

3

10

3

2 x

e 5 x d x

= 0.19057

2

1

2 x

c)

x

3 3

10 e 5 x

e 9 e 2 x

3 5

2

10

3

2 x

(e 9 e 3 x ) dy

= 3.059 x10

3

5-14

10

3

e

0

2 x

e 5 x dy

18 January 2010

d)

2 x

2 x 3 y

0 0

10

dyd x =

3

2 x

(1 e

3 x

10 e 10

e 4

) dx =

3

2

5

= 0.9695

x

e) E(X) = 10

xe

2 x 3 y

0 0

f) E(Y) = 10

ye

2 x 3 y

7

dyd x =

10

dyd x =

0 0

g) f ( x ) = 10 e

2 x 3 y

dy =

f Y \ X =1 ( y ) =

h)

f X ,Y (1, y )

f X (1)

1

5

10e 2 z

10 2 x

(1 e 3 x ) =

(e

e 5 x ) for 0 < x

3

3

10e 2 3 y

10 2 5

(e e )

3

= 3.157e 3 y

0<y<1

i) E(Y|X=1 )=3.157

ye

-3 y

dy=0.2809

j) f X |Y =2 ( x ) =

f X ,Y (x,2 )

fY ( 2 )

10e 2 x 6

= 2e 2 x +4 for 2 < x,

10

5e

5-17.

c e 2 x e 3 y dydx =

0 x

c

c

1

e 2 x (e 3 x ) dx = e 5 x dx = c

30

30

15

c = 15

a)

1 2

0 x

= 5 e 5 x dx 5e 6 e 2 x dx = 1 e 5 +

b) P(1 < X < 2) = 15

1 x

5 6 2

e (e 1) = 0.9879

2

2 x 3 y

dyd x = 5 e 5 x dyd x =(e 5 e 10 ) = 0.0067

e

c)

3 2 x 3 y

2 x 3 y

9 2 x

P (Y > 3) = 15 e

dydx + e

dydx = 5 e e dx + 5 e 5 x dx

3 x

0

3

0 3

3

5

= e 15 + e 9 = 0.000308

2

2

5-15

18 January 2010

d)

2 2

0 x

= 5 e 5 x dx 5e 6 e 2 x dx = (1 e 10 ) +

0

5 6 4

e ( e 1) = 0.9939

2

1

2 x 3 y

dyd x = 5 xe 5 x dx = 2 = 0.04

e) E(X) = 15 xe

5

0 x

0

f)

E (Y ) =15 ye 2 x 3 y dyd x =

0 x

3

5

5 ye 5 y dy + 3 ye 3 y dy

2

20

0

3

5

8

=

+ =

10 6 15

2 x 3 y

dy =

g) f ( x ) =15 e

x

15 2 z 3 x

(e

) = 5e 5 x for x > 0

3

f Y | X =1 ( y ) =

15e 2 3 y

= 3e 3 3 y for 1 <y

5

5e

i) E (Y | X = 1) = 3 ye 33 y dy = y e 33 y

1

j)

3e

33 y

k) For y > 0

e 33 y dy = 4 / 3

f X |Y =2 ( y ) =

15 6

e

2

15e 2 x 6

= 2e 2 x

for 0 < x < 2

15 6

e

2

5-16

5-18.

18 January 2010

a) fY|X=x(y), for x = 2, 4, 6, 8

f(y2)

4

3

2

1

0

0

b) P (Y < 2 | X = 2) = 2e 2 y dy = 0.9817

0

1

1

xy

=

, fY | X ( x, y ) = xe

, and the relationship

b a 10

e) Use fX(x) =

f XY ( x, y )

f X ( x)

f Y | X ( x, y ) =

Therefore, xe xy =

f) fY(y) =

5-19.

10

f XY ( x, y )

1 / 10

and

5

4

3

2

1

1

xe xy

10

xe xy

1 10 ye 10 y e 10 y

dx =

(using integration by parts)

10

10 y 2

f XY ( x, y ) =

5-17

1 x +1

4 x +1

1 x 1

18 January 2010

cdydx + cdydx =1

0

= 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) =

0.5

( x +1)dx =

dydx = 71.5

1

7.5

2

15

( 85 ) = 121

c)

E( X ) =

1 x +1

4 x +1

x

7.5

0 0

dydx +

x

7.5

1 x 1

dydx

1

7.5

2

( x + x)dx + 72.5 ( x)dx =

0

12

15

( 56 ) +

2

7.5

(7.5) =

19

9

d)

E (Y ) =

1 x +1

4 x +1

ydydx + ydydx

1

7.5

1

7.5

= 71.5

1 x 1

( x +1) 2

2

dx + 71.5 ( x +1)

=

=

1

15

dx

1

15

( x 1) 2

2

4

( x + 2 x +1)dx + 4 xdx

( ) + ( 30) =

2

1

15

7

3

97

45

1

15

e)

f ( x) =

x +1

f ( x) =

1

x +1

dy =

for

7.5

7 .5

0 < x < 1,

x +1

1

2

x +1 ( x 1)

dy =

for 1 < x < 4

=

7.5

7.5

x 1 7.5

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

y

y2

g) E (Y | X = 1) = dy =

2

4

0

=1

0

0.5

0.5

0.5dy = 0.5 y

0

5-18

= 0.25

0

5-20.

18 January 2010

Let X, Y, and Z denote the time until a problem on line 1, 2, and 3, respectively.

a)

because the random variables are independent with the same distribution. Now,

40

40

1

P ( X > 40) = 40

e x / 40 dx = e x / 40

(e )

1 3

=e

= 0.0498 .

b) P (20 < X < 40,20 < Y < 40,20 < Z < 40) = [ P (20 < X < 40)]3 and

40

= e 0.5 e 1 = 0.2387 .

20

c) The joint density is not needed because the process is represented by three independent

exponential distributions. Therefore, the probabilities may be multiplied.

5-21.

= 3.2, = 1/3.2

x

y

3.2 3.2

5 5

=

e

3.2

3.2

dydx =3.2 e

3.2

35.2

e

dx

=0.0439

x

y

3.2 3.2

10 10

dydx =3.2 e

3.2

10

310.2

e

dx

310.2 310.2

e

= 0.0019

=

e

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!

c) The joint probability distribution is not necessary because the two processes are independent

and we can just multiply the probabilities.

5-22.

(a) X: the life time of blade and Y: the life time of bearing

f(x) = (1/3)e-x/3

f(y) = (1/4)e-y/4

P(X5, Y5)=P(X5)P(Y5)=e-5/3e-5/4 = 0.0541

(b) P(X>t, Y>t) = e-t/3e-t/4 = e-7t/12 = 0.95 t = -12 ln(0.95)/7 = 0.0879 years

5-23.

a)

P ( X < 0.5) =

0.5 1 1

0.5 1

0.5

0.5

0 0 0

0 0

(8 xyz)dzdydx =

(4 xy)dydx =

5-19

2

(2 x)dx = x

= 0.25

18 January 2010

b)

0.5 0.5 1

(8xyz)dzdydx

0 0 0

0.5 0.5

0.5

(4 xy)dydx = (0.5x)dx =

0 0

x2

4

0. 5

= 0.0625

d) P(X < 0.5 or Z < 2) = P(X < 0.5) + P(Z < 2) - P(X < 0.5, Z < 2). Now, P(Z < 2) =1 and

P(X < 0.5, Z < 2) = P(X < 0.5). Therefore, the answer is 1.

e) E ( X ) =

1 1 1

0 0 0

2

2

(8 x yz )dzdydx = (2 x )dx =

1

2 x3

3 0

= 2/3

fX

0 .5

( x) =

f XY ( x,0.5)

f Y (0.5)

( x ) . Now,

and

0

1 1

(8 xyz )dzdx = 2 y

0 0

Therefore, f X

0.5

( x) =

2x

= 2 x for 0 < x < 1.

1

0.5

2 xdx = 0.25 .

0

g) P ( X <0.5, Y <0.5 Z =0.8) is the integral of the conditional density of X and Y. Now,

f Z ( z ) = 2 z for

f XY Z ( x, y ) =

f XYZ ( x, y, z ) 8 xy (0.8)

=

= 4 xy for 0 < x < 1 and 0 < y < 1.

f Z ( z)

2(0.8)

0.50.5

(4 xy)dydx =

0 0

0.5

( x / 2)dx =

1

16

= 0.0625

0

Then,

f X YZ ( x) =

f XYZ ( x, y, z ) 8 x(0.5)(0.8)

=

= 2 x for 0 < x < 1.

fYZ ( y , z )

4(0.5)(0.8)

0.5

2 xdx = 0.25

0

5-24.

cdzdydx

0

x 2 +y 2 4

( 2 2 ) 4 = 16 . Therefore, c =

1

16

5-20

a) P ( X 2 + Y 2 < 2) equals the volume of a cylinder of radius

times c. Therefore, the answer is

8

= 1 / 2.

16

18 January 2010

2 and a height of 4 ( =8)

b) P(Z < 2) equals half the volume of the region where f XYZ ( x, y, z ) is positive times 1/c.

Therefore, the answer is 0.5.

4 x 2

c E( X ) =

x

c

2 4 x 2 0

2

2

4 x 2

dzdydx = c 4 xy

dx

=

c

(8 x 4 x 2 )dx . Using

2

4 x

2

2

d) f X 1 ( x ) =

f XY ( x,1)

and

f Y (1)

4y 2

Also, f Y ( y ) = c

2

3

(4 x 2 ) 2

2

2

=0 .

f XY ( x, y ) = c dz =

4

c

1

4

for x 2 + y 2 < 4 .

dzdx = 8c

4 y 2 0

Then, f X

( x) =

4c

8c 4 y 2

f X 1 ( x) = 2 1 3 for

3<x< 3.

1

f

( x, y ,1)

e) f XY 1 ( x, y ) = XYZ

and

f Z (1)

1

2 3

dx =

1+ 3

= 0.7887

2 3

2

f Z ( z) =

4 x 2

cdydx =

2 4 x 2

2c

4 x 2 dx

Because f Z (z ) is a density over the range 0 < z < 4 that does not depend on Z, f Z ( z )

=1/4 for

c

1

=

for x 2 + y 2 < 4 .

1 / 4 4

area in x 2 + y 2 < 1

Then, P ( X 2 + Y 2 < 1 | Z = 1) =

= 1/ 4 .

4

0 < z < 4.

f)

fZ

xy

( z) =

Therefore,

5-25.

Then, f XY 1 ( x, y ) =

f XYZ ( x, y, z )

and from part 5-59 a., f XY ( x, y ) =

f XY ( x, y )

f Z xy ( z ) =

1

16

1

4

= 1/ 4

1

4

for x 2 + y 2 < 4 .

Determine c such that f ( xyz ) = c is a joint density probability over the region x>0, y>0 and

z>0 with x+y+z<1

1x

1 1x 1x y

1 1x

1

y2

dx

f ( xyz ) = c dzdydx = c (1 x y )dydx = c ( y xy

)

2

0 0

0

0 0

0

0

(1 x ) 2

= c

(

1

x

)

x

(

1

x

)

2

0

1

= c . Therefore, c = 6.

6

1

5-21

1

(1 x ) 2

dx

=

c

0 2

2

3

dx = c 1 x x + x

2

2

6

18 January 2010

1 1x 1x y

0

x<0.5, y<0.5,

z<0.5 and x+y+z<1 make a space that is a cube with a volume of 0.125. Therefore the

probability of P ( X < 0.5, Y < 0.5, Z < 0.5) = 6(0.125) = 0.75

b)

0.50.5

6(1 x y )dydx =

0 0

0.5

(6 y 6 xy 3 y )

0 .5

dx

0 .5

0.5

3

9

= 3 x dx = x x 2 = 3 / 4

4

2

4

0

0

c)

0.51x 1x y

P ( X < 0.5) = 6

0

0.5

0.51 1x

dzdydx =

0

y2

6

(

1

y

)

dydx

=

6

(

y

xy

)

0

0

2

x

1

x + ) dx = x 3 3 x 2 +3 x

2

2

6(

0

0.5

0.5

0

= 0.875

d)

1 1x 1x y

1 1x

E ( X ) = 6

1

= 6(

0

xdzdydx =

0

0.5

3x

x

x

x 2 + ) dx =

4

2

2

1x

4

2 x 3 +

3x

2

y2

)

2 0

= 0.25

0

e)

1x 1x y

f ( x) = 6

= 6(

1x

y2

dzdy

=

6

(

1

y

)

dy

=

6

y

xy

0

0

x2

1

x + ) = 3( x 1) 2 for 0 < x <1

2

2

f)

1x y

f ( x, y ) = 6

dz = 6(1 x y )

0

g)

f ( x | y = 0.5, z = 0.5) =

f ( x, y = 0.5, z = 0,5) 6

= = 1 for x > 0

f ( y = 0.5, z = 0.5)

6

5-22

1x

1x

18 January 2010

f ( x,0.5) 6(0.5 x )

=

= 4(1 2 x) for x < 0.5

f Y (0.5)

3(0.25)

f X |Y ( x | 0.5) =

5-26.

1400 1500

10000

) = P ( Z > 1) = 0.84134 .

a) Let Y denote the number of days out of five such that the yield exceeds 1400. Then, by

independence, Y has a binomial distribution with n = 5 and p = 0.8413. Therefore, the answer

is P (Y = 5) = 55 0.84135 (1 0.8413) 0 = 0.4215 .

b) As in part (a), the answer is

( )

P (Y 4) = P(Y = 4) + P(Y = 5)

=

5-27.

( )0.8413 (1 0.8413)

5

4

+ 0.4215 = 0.8190

2.75 3

0.25

) = P( Z > 1) = 0.84134 .

Let Y denote the number of bricks in the sample of 20 that exceed 2.75 pounds. Then, by

independence, Y has a binomial distribution with n = 20 and p = 0.84134. Therefore, the answer

20

= 0.032 .

is P (Y = 20) = 20

20 0.84134

b) Let A denote the event that the heaviest brick in the sample exceeds 3.75 pounds. Then, P(A)

= 1 - P(A') and A' is the event that all bricks weigh less than 3.75 pounds. As in part a., P(X <

3.75) = P(Z < 3) and P ( A) = 1 [ P ( Z < 3)] 20 = 1 0.99865 20 = 0.0267 .

( )

5-28.

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) = 025 0.02275 0 (0.97725) 25 =1 0.5625 = 0.4375 .

b)

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

( )

( )0.02275

+( )0.02275

=

( )0.02275

+( )0.02275

( )0.02275

+( )0.02275

25

0

(0.97725) 25 +

25

1

(0.97725) 24 +

25

2

(0.97725) 23

25

3

(0.97725) 22

25

4

(0.97725) 21

25

5

(0.97725) 20

.

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

= 75/8 = 9.375

5-23

18 January 2010

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 =

5-30.

XY

0.703125

=

= 0.8851

X Y

(0.8594)(0.7344)

E (Y ) = 2(1 / 8) + (1)(1 / 4) +1(1 / 2) + 2(1 / 8) = 0.25

E(XY) = [-12 (1/8)] + [-0.5 -1(1/4)] + [0.5 1(1/2)] + [12 (1/8)] = 0.875

V(X) = 0.4219

V(Y) = 1.6875

XY = =

0.8438

XY

0.4219 1.6875

=1

5-31.

3

c( x + y) = 36c,

c = 1 / 36

x =1 y =1

13

13

E (Y ) =

6

6

16

16

E( X 2 ) =

E (Y 2 ) =

3

3

1

36

=

= 0.0435

23 23

36 36

E( X ) =

5-32.

E ( XY ) =

14

3

xy =

V ( X ) = V (Y ) =

14 13

1

=

3 6

36

23

36

E (Y ) = 0(0.02) +1(0.98) = 0.98

E(XY) = [0 0 (0.002)] + [0 1(0.0098)] + [10 (0.0198)] + [11(0.9702)] = 0.9702

V(X) = 0.99-0.992=0.0099

V(Y) = 0.98-0.982=0.0196

XY = 0.9702 (0.99)(0.98) = 0

XY = =

XY

0.0099 0.0196

=0

5-33.

E(X1) = np1 = 3(1/3)=1

E(X2) = np2= 3(1/3)= 1

V(X1) = 3p1(1-p1)=3(1/3)(2/3)=2/3

V(X2) = 3p2(1-p2)=3(1/3)(2/3)=2/3

E(X1X2) = n(n-1)p1p2 =3(2)(1/3)(1/3)=2/3

XY = 2 / 3 12 = 1 / 3 and XY =

1 / 3

(2 / 3)(2 / 3)

For another example assume that n = 20

E(X1) = np1 = 20(1/3)=6.67

5-24

= 0.5

E(X2) = np2=20(1/3)=6.67

V(X1) = np 1(1-p1)=20(1/3)(2/3)=4.44

V(X2) = np 2(1-p2)=20(1/3)(2/3)=4.44

E(X1X2) = n(n-1)p1p2 =20(19)(1/3)(1/3)=42.22

5-25

2.267

( 4.44)( 4.44)

18 January 2010

= 0.51

18 January 2010

5-34.

Transaction

New Order

Payment

Order Status

Delivery

Stock Level

Mean Value

Frequency

43

44

4

5

4

Selects(X)

23

4.2

11.4

130

0

18.694

Updates(Y)

11

3

0

120

0

12.05

Inserts(Z)

12

1

0

0

0

5.6

(b)

(c)

(d)

5-35.

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

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

COV(X,Z)=23*12*0.43+4.2*1*0.44+0-18.694*5.6 = 15.8416

V(Z)=31; Corr(X,Z)=0.1049

E ( XY ) =

8 3 x

8 3 x 2 2

8 3 x3 2

8 3 x5

xy

(

xy

)

dyd

x

=

x

y

dyd

x

=

x

d

x

=

dx

81

81

81

3

81

3

0 0

0 0

0

0

6

8 3

=4

81 18

12 8

xy = 4 = 0.16

5 5

2

E( X ) = 6

E (Y 2 ) = 3

V ( x) = 0.24,

V (Y ) = 0.44

0.16

=

= 0.4924

0.24 0.44

5-36.

E( X ) =

E (Y ) =

1 x +1

2

19

0

2

19

xdydx +

0

1 x +1

ydydx +

0

Now, E ( XY ) =

2

19

1 x +1

5 x +1

2

xdydx = 2.614

19

1 x 1

2

19

5 x +1

ydydx = 2.649

1 x 1

xydydx +

0

5 x +1

2

xydydx = 8.7763

19

1 x 1

E ( X 2 ) = 8.7632

E (Y 2 ) = 9.11403

V ( x ) = 1.930,

V (Y ) = 2.0968

1.852

=

= 0.9206

1.930 2.097

5-37.

a) E(X) = 1 E(Y) = 1

5-26

18 January 2010

E ( XY ) = xye x y dxdy

0 0

= xe x dx ye y dy

= E ( X ) E (Y )

Therefore, XY = XY = 0 .

5-38.

E(X) = 333.33, E(Y)= 833.33

E(X2) = 222,222.2

V(X) = 222222.2-(333.33)2=111,113.31

E(Y2) = 1,055,556

V(Y) = 361,117.11

0 x

=

5-39.

111,115.01

111113.31 361117.11

= 0.5547

E ( X ) = 1(1 / 4) +1(1 / 4) = 0

E (Y ) = 1(1 / 4) +1(1 / 4) = 0

E(XY) = [-10 (1/4)] + [-10 (1/4)] + [10 (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.

(X, Y) is rectangular. Therefore,

E ( XY ) = xyf X ( x ) f Y ( y )dxdy = xf X ( x) dx yf Y ( y ) dy = E ( X ) E (Y )

hence XY=0

5-41.

Suppose the correlation between X and Y is . for constants a, b, c, and d, what is the correlation

between the random variables U = aX+b and V = cY+d?

Now, E(U) = a E(X) + b and E(V) = c E(Y) + d.

Also, U - E(U) = a[ X - E(X) ] and V - E(V) = c[ Y - E(Y) ]. Then,

UV =

=

a 2 X2 c 2 Y2 - XY if a and c dif er in sign

5-27

18 January 2010

Section 5-3

5-42.

board failures caused by electrical components = p2 = 0.3

board failures caused by mechanical defects = p 3 = 0.2

P ( X = 5, Y = 3, Z = 2) =

10!

0.55 0.330.2 2 = 0.0851

5!3!2!

b) Because X is binomial, P ( X = 8) =

( )0.5 0.5

10

8

= 0.0439

P ( X = 8, Y = 1)

. Now, because x+y+z = 10,

P(Y = 1)

10!

0.58 0.310.21 = 0.0211

P(X=8, Y=1) = P(X=8, Y=1, Z=1) =

8!1!1!

1

9

P (Y =1) = ( 10

= 0.1211

1 )0.3 0.7

P ( X = 8, Y = 1) 0.0211

P ( X = 8 | Y = 1) =

=

= 0.1742

P (Y = 1)

0.1211

P ( X = 8, Y = 1) P ( X = 9, Y = 1)

+

d) P ( X 8 | Y = 1) =

. Now, because x+y+z = 10,

P (Y = 1)

P (Y = 1)

10!

0.58 0.310.21 = 0.0211

P(X=8, Y=1) = P(X=8, Y=1, Z=1) =

8!1!1!

10!

0.59 0.310.2 0 = 0.0059

P(X=9, Y=1) = P(X=9, Y=1, Z=0) =

9!1!0!

1

9

)

P (Y =1) = ( 10

0

.

3

0

.

7

=

0

.

1211

1

c) P ( X = 8 | Y = 1) =

P( X = 8, Y = 1) P ( X = 9, Y = 1) 0.0211 0.0059

+

=

+

= 0.2230

P (Y = 1)

P (Y = 1)

0.1211 0.1211

P ( X = 7 , Y = 1, Z = 2)

e) P ( X = 7, Y = 1 | Z = 2) =

P ( Z = 2)

10!

0.57 0.310.2 2 = 0.0338

P(X=7, Y=1, Z=2) =

7!1!2!

2

)

P ( Z = 2) = ( 10

0

.

2

0.88 = 0.3020

2

P ( X = 7, Y = 1, Z = 2) 0.0338

P ( X = 7, Y = 1 | Z = 2) =

=

= 0.1119

P ( Z = 2)

0.3020

P( X 8 | Y = 1) =

5-43.

percentage of slabs classified as medium = p 2 = 0.85

percentage of slabs classified as low = p3 = 0.10

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

5-28

18 January 2010

(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) = ( 020 )0.05 0 0.95 20 +( 120 )0.05 1 0.9519 = 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)

j) P ( X = 2 | Y = 17) =

. Now, because x+y+z = 20,

P(Y = 17)

=

20!

0.05 2 0.85 17 0.10 1 = 0.0540

2!17!1!

P( X = 2, Y = 17) 0.0540

P( X = 2 | Y = 17) =

=

= 0.2224

P(Y = 17)

0.2428

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

5-44.

probability for the second landing page = p 2 = 0.25

probability for the third landing page = p 3 = 0.25

probability for the fourth landing page = p 4 = 0.25

P (W = 5, X = 5, Y = 5, Z = 5) =

20!

0.2550.2550.2550.255 = 0.0107

5!5!5!5!

b) Because w+x+y+z = 20 P (W = 5, X = 5, Y = 5) = P (W = 5, X = 5, Y = 5, Z = 5)

20!

0.255 0.255 0.2550.255 = 0.0107

5!5!5!5!

c) P(W = 7, X = 7, Y = 6 | Z = 3) = 0 Because the point (7,7,6,3) 20 is not in the

P (W = 5, X = 5, Y = 5) =

range of (W,X,Y,Z).

d) P (W = 7, X = 7, Y = 3 | Z = 3) =

P(W=7,X=7, Y=3, Z=3) =

P (W = 7, X = 7, Y = 3, Z = 3)

P ( Z = 3)

20!

0.257 0.257 0.2530.253 = 0.0024

7!7!3!3!

P (W = 7, X = 7, Y = 3 | Z = 3) =

P (W = 7, X = 7, Y = 3, Z = 3) 0.0024

=

= 0.0179

P ( Z = 3)

0.1339

5-29

e) Because W is binomial,

P (W 2) = 020 0.250 0.7520 +

f) E(W)=np1 = 20(0.25) = 5

g)

( )

( )0.25 0.75

20

1

19

P (W = 5, X = 5) = P (W = 5, X = 5, Y + Z = 10) =

P (W = 5, X = 5)

P ( X = 5)

from part g) P (W = 5, X = 5) = 0.0434

18 January 2010

( )0.25

20

2

0.7518 = 0.0913

20!

0.2550.2550.510 = 0.0434

5!5!10!

h) P (W = 5 | X = 5) =

P ( X = 5) =

( )0.25 0.75

20

5

P(W = 5 | X = 5) =

5-45.

15

= 0.2023

P(W = 5, X = 5) 0.0434

=

= 0.2145

P ( X = 5)

0.2023

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.

4!

0.6 2 0.3 2 0.10 = 0.1944

2!2!0!

4!

0.6 0 0.3 0 0.14 = 0.0001

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

0!0!4!

P ( X = 2, Y = 2, Z = 0) =

d) f XY ( 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.

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 2

4

P (Y = 2) =

2

0.3 0.7 = 0.2646 from the binomial marginal distribution of Y

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) =

5-30

18 January 2010

5-46. a)

0.04

0.03

z(0)

0.02

0.01

10

0.00

-2

0

-1

-10

4

b)

5-31

18 January 2010

0.07

0.06

0.05

0.04

z(.8)

0.03

0.02

0.01

10

0.00

-2

-1

-10

4

c)

0.07

0.06

0.05

0.04

z(-.8)

0.03

0.02

0.01

10

0.00

-2

5-47.

-1

-10

4

Because = 0 and X and Y are normally distributed, X and Y are independent. Therefore,

(a) P(2.95 < X < 3.05) =

5-32

(b) P(7.60 < Y < 7.80) =

18 January 2010

(c) P(2.95 < X < 3.05, 7.60 < Y < 7.80) = P(2.95 < X < 3.05) P(7.60 < Y < 7.80) =

5-48.

3.05 3

0.04

7.80 7.70

0.08

) = 0.7887 2 = 0.6220

(b) The marginal probability distribution of X is normal with mean x , x.

(c) P(X < 116) =P(X-120 < -4)=P((X_120)/5 < -0.8)=P(Z < -0.8) = 0.21

(d) The conditional probability distribution of X given Y=102 is bivariate normal distribution

with mean and variance

X|y=102 = 120 100*0.6*(5/2) +(5/2)*0.6(102) = 123

2X|y=102 = 25(1-0.36) =16

(e) P(X < 116|Y=102)=P(Z < (116-123)/4)=0.040

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

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

Probability that a randomly selected lamp is within specification limits is (0.8664)(0.9594) =

0.8270

5-50. a) By completing the square in the numerator of the exponent of the bivariate normal PDF, the joint

PDF can be written as

1

fY |X =x =

f XY ( x, y )

=

f X ( x)

2 x y 1 2

2

1

x x

( x x )) + (1 2 )

( y ( Y +

2

Y

X

2

2 (1 )

1

2 x

2

Also, fx(x) =

1

2x

x x

By definition,

5-33

x x

1

Y2

1

2x y 1 2

f XY ( x, y )

=

f X ( x)

fY | X = x =

x x

Y

( x x )) +(12 )

( y (Y +

X

2 y 1 2

2x

2 (12 )

18 January 2010

1

( y (Y + Y ( x x ))

2

X

Y

2(12 )

x x

2 (12 )

b) E(Y|X=x) = y +

( x x ) . This answer can be seen from part a). Since the PDF is

x

in the form of a normal distribution, then the mean can be obtained from the exponent.

c) V(Y|X=x) = 2y (1 2 ) . This answer can be seen from part a). Since the PDF is in the

form of a normal distribution, then the variance can be obtained from the exponent.

5-51.

( x X ) 2 ( y Y ) 2

12

+

2

Y 2 dxdy =

1

X

f

(

x

,

y

)

dxdy

=

e

XY

2 X Y

( x X ) 2

( y Y ) 2

12

12

2

2

X

1

1

Y

e

dx

e

dy

2 X

2 Y

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.

5-52.

Let

f XY ( x, y ) =

1

2x y 1 2

X

X

2( X X )(Y X ) Y Y

+

X Y

Y

2(12 )

X

X

2 ( X X )(Y X ) Y Y

+

XY

2

Y

Y

=

Y

But,

5-34

X X

X

X

X

+ (1 )

X

2

Y

X X

= 1

18 January 2010

(Y Y ) Y ( X x ) =

X

Y

(Y ( Y + Y ( X x ))

f XY ( x, y ) =

1

e

2 x

1

2 x y 1 2

1 x x

2 x

2

2

1

xx

y ( Y + Y ( x x )) + (1 2 )

2

X

Y

2(1 2 )

dx

2 y 1 2

y ( y + y ( x x ))

2 x2 (1 2 )

dydx

dy

The integrand in the second integral above is in the form of a normally distributed random

variable. By definition of the integral over this function, the second integral is equal to 1:

1

e

2 x

1 xx

2 x

dx

2 y 1 2

1

e

2 x

1 x x

2 x

y ( y + y ( x x ))

2

2

2

(1

dy

dx 1

The remaining integral is also the integral of a normally distributed random variable and

therefore, it also integrates to 1, by definition. Therefore,

f XY ( x, y )

=

1

5-53.

1

f X ( x) =

2

X

Y

X e

1

2

X e

1

2

1 2

2

2

0.5 ( x X ) 2 ( x X )( y Y ) + ( y Y )

2

2

X

Y

X

Y

0.5 ( x X ) 2

2

1 2

X

0.5

( x X

2

X

)2

1 2

1 2

1 2

dy

0.5 ( y Y ) ( x X ) ( x X )

1 2

Y

X

X

0.5 ( y Y ) ( x X )

1 2

X

5-35

dy

dy

18 January 2010

The last integral is recognized as the integral of a normal probability density with mean

Y + Y ( xX X )

and variance

Section 5-4

5-54.

b) V(2X + 3Y) = 4V(X) + 9V(Y) = 97

c) 2X + 3Y is normally distributed with mean 30 and variance 97. Therefore,

d)

) = P( Z < 0) = 0.5

30 30

97

4030

97

5-55.

(a) E(3X+2Y) = 3*2+2*6=18

(b) V(3X+2Y) = 9*5+4*8 =77

(c) 3X+2Y ~ N(18, 77)

P(3X+2Y < 18) = P(Z < (18-18)/77 0.5)=0.5

(d) P(3X+2Y < 28) = P(Z < (28-18)/77 0.5)=P(Z < 1.1396) =0.873

5-56.

5-57.

V(Y) = 102V(X)=25mm 2

a) Let T denote the total thickness. Then, T = X + Y and E(T) = 4 mm,

V(T) = 0.12 + 0.12 = 0.02mm 2 , and T = 0.1414 mm.

b)

4.3 4

= P ( Z > 2.12)

0

.1414

5-58.

Y: time of wheel firing. Y~N(60,9)

X+Y ~ N(100, 13)

P(X+Y 95) = P(Z<(95-100)/13 0.5) =P(Z<-1.387) = 0.083

(b) P(X+Y>110) = 1- P(Z<(110-100)/ 130.5) =1-P(Z<2.774) = 1-0.9972 =0.0028

5-59.

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) = 0.000312 + 0.00017 2 = 1.25 x10 7 mm 2 , and T = 0.000354 mm.

0.2337 0.33

= P ( Z < 272) 0

0.000354

b)

0.2405 0.33

= P (Z > 253 ) = 1 P (Z < 253 ) 1

0.000345

5-60.

Let D denote the width of the casing minus the width of the door. Then, D is normally

distributed.

a) E(D) = 1/8

V(D) =

( 18 ) 2 + ( 161 ) 2 =

5

256

5-36

T = 5 256 = 0.1398

b)

c)

P( D > ) = P( Z >

1

4

P ( D < 0) = P ( Z <

1 1

4 8

5

256

0 18

5

256

18 January 2010

) = P( Z < 0.89) = 0.187

5-61.

X ~ N(129,196).

E(X1+X2++X10) = 10* 129 =1290

V(X1+X2++X10) = 100*196 =19600

5-62.

0.5 2

100

= 0.05 .

12 12.1

= P ( Z < 2) = 0.023

0.05

12

= 0.005.

0.05

12

Then 0.05 = -2.58 and =12.129 .

Z <

Then

12 12.1

/ 100

= -2.58 and

= 0.388 .

Z <

Then

5-63.

1212.1

0 .5 / n

12 12.1

= 0.005.

/ 100

12 12.1

= 0.01.

0 .5 / n

9 10

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

1110

0.1

b) P( X > 11) = 0.01 and

Therefore,

X =

n

up to 6.

c) P ( X > 11) = 0.0005 and

Therefore,

X =

1110

10

10

) = 0.0005 ,

1110

10

= 3.29

= 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

P(Y > 4300) =

4300 4000

P Z >

= P( Z > 2) = 1 P ( Z < 2) = 1 0.9773 = 0.0227

22500

x 4000

= 0.0001.

b) c) P( Y > x) = 0.0001 implies that P

Z >

22500

5-37

x 4000

150

Then

18 January 2010

5-65.

W: weights of parts

E: measurement error.

W~ N(w, w2) , E ~ N(0, e2) ,W+E ~ N(w, w2+ e2) .

Wsp = weights of the specification P

(a) P(W > w + 3w) + P(W < w 3w) = P(Z > 3) + P(Z < -3) = 0.0027

(b) P(W+E > w + 3w) + P( W+E < w 3w)

= P (Z > 3w / (w2+ e2)1/2) + P (Z < -3w / (w2+ e2)1/2)

Because e2 = 0.5 w2 the probability is

= P (Z > 3w / (1.5 w2)1/2) + P (Z < -3w / (1.5w2)1/2)

= P (Z > 2.45) + P (Z < -2.45) = 2(0.0072) = 0.014

No.

(c) P( E + w + 2w > w + 3w) = P(E > w) = P(Z > w/(0.5 w2)1/2)

= P(Z > 1.41) = 0.079

Also, P( E + w + 2w < w 3w) = P( E < 5w)

= P(Z < -5w/(0.5 w2)1/2) = P(Z < -7.07) 0

5-66.

D=A-B-C

a) E(D) = 10 - 2 - 2 = 6 mm

D = 0.1225mm

5.9 6

) = P(Z < -0.82) = 0.206.

0.1225

Section 5-5

5-67.

5-68.

5-40,

f Y ( y) =

1

at y = 3, 5, 7, 9 from equation 5-40.

4

fY

If p = 0.25,

5-69.

( ) p (1 p)

( y ) = ( )(0.25) (0.75)

f Y ( y) = f X ( y ) =

3 y

for y = 0, 1, 4, 9.

y 10 1 y 10

fY ( y ) = f X

for 10 y 22

=

72

2 2

22 2

y 10 y

1 y 3 10 y 2 22

dy =

2

= 18

b) E (Y ) =

10

72

72 3

10

a)

5-70.

y . From equation

for y = 0, 1, 4, 9.

3 y

y = x 2 and x =

Because y = -2 ln x,

x . Then,

f Y ( y ) = f X (e 2 ) 12 e

y

2

= 12 e 2 for 0 e 2 1 or

y

with k = 2 degrees of freedom).

5-71.

for

a) If

y=x

, then

x=

y > 0.

5-38

f Y ( y ) = f X ( y ) 12 y

12

2 y

18 January 2010

2

b) If

y > 0.

x 0 . Thus, f Y ( y ) = f X (e y )e y = e y e e = e y e for

y

c) If y = ln x, then x = e y for

< y < .

5-72.

a) Now,

2 bv

av e dv

b3

.

2

b) If

w=

mv 2

, then v =

2

f W ( w) = f V

=

for

5-73.

If

2w

for v 0, w 0 .

m

dv

b 2w

) dw

=

e

2m

3

2w

m

b 3 m 3 / 2

2

w 0.

a

2a

(3) = 3 . Therefore,

3

b

b

w1 / 2 e

2w

m

(2mw) 1 / 2

2w

m

for 1

5-74.

2 u du

2 u

a

0 ( ub ) e b = b 3 0 u e du.

a=

If y =

ln y 2 . That is, fY ( y ) =

2 y

16 y

2+ y

16 y

= ( 14 ) y 1 / 2 for 0 y 4

Supplemental Exercises

The sum of

and

1 1

=

y y

1

for e y e 2 .

y

fY ( y ) = f X (2 y ) | 12 y 1 / 2 | + f X (2 + y ) | 12 y 1 / 2 |

5-75.

( )( )( )( )( )

f ( x, y ) =1 , 1 + 1 + 1 + 1 + 1 = 1

4

8

8

4

4

x

f XY ( x, y ) 0

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

5-39

18 January 2010

V(Y) = 12(3/8) + 02(3/8) + 22(1/4) - 7/82 =39/64

f) f X ( x ) =

f

y

g) fY 1 ( y ) =

XY

f XY (1, y )

and fY 1 (0) = 13 // 88 = 1 / 3, fY 1 (1) = 13 // 48 = 2 / 3 .

f X (1)

h) E (Y | X = 1) =

yf

x =1

Y | X =1

( y ) =0(1 / 3) +1(2 / 3) = 2 / 3

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!

b) P ( X = 0) = 0.10 0 0.90 20 = 0.1216

XY =

5-76.

c) E ( X ) = np1 = 20(0.10) = 2

f XZ ( x, z )

d) f X | Z = z ( X | Z = 19)

f Z ( z)

20!

0.1x 0.2 20 x z 0.7 z

x! z!( 20 x z )!

20!

f Z ( z) =

0.3 20z 0.7 z

z! ( 20 z )!

f XZ ( xz ) =

f X | Z =z ( X | Z = 19)

f XZ ( x, z )

( 20 z )!

( 20 z )! 1 2

0.1 x 0.2 20 x z

=

=

20 z

f Z ( z)

x! (20 x z )!

x! (20 x z )! 3 3

0.3

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) =

5-77.

Let X, Y, and Z denote the number of bolts rated high, moderate, and low. Then, X, Y, and Z

have a multinomial distribution.

a) P ( X = 12, Y = 6, Z = 2) =

20!

0.6120.36 0.12 = 0.0560

12!6!2!

n = 20 and p = 0.1

c) E(Z) = np = 20(0.1) = 2

d) P(low>2)=1-P(low=0)-P(low=1)-P(low=2)=1-0.1*0.920- 0.1*0.919-0.12*0.918

=0.863

5-40

20 x z

f Z |16 ( z ) =

e)

18 January 2010

f XZ (16, z )

and

f X (16)

20!

0.6 x 0.3 ( 20 x z ) 0.1 z for

x! z! ( 20 x z )!

x + z 20 and 0 x,0 z . Then,

f XZ ( x, z ) =

f Z 16 ( z ) =

20!

16!z!( 4 z )!

20!

16!4!

16

0.6 0.4

4!

z !( 4 z )!

( 00..43 ) 4z ( 00..41 ) z

p = 0.25

f) From part (a), E(Z) = 4 (0.25) = 1

g) Because the conditional distribution of Z given X = 16 does not equal the marginal

distribution of Z, X and Z are not independent.

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.

10

0

=0.5987 .

Therefore, P(W = 10) = (10

10 )0.95 0.05

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

f Z 8 ( z) =

d)

f XZ (8, z )

and

f X (8)

10!

0.70 x 0.25(10 x z ) 0.05 z for

x! z!(10 x z )!

x + z 10 and 0 x,0 z . Then,

f XZ ( x, z ) =

f Z 8 ( z) =

10!

8!z!( 2 z )!

10!

8!2!

0.70 0.30

2!

z!( 2 z )!

( 00..3025 ) 2z ( 00..3005 ) z

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.

3 2

5-79.

2

2

cx ydydx = cx

0 0

y2

2

dx = 2c x3

1 1

1

x 2 ydydx = 181 x 2

a) P ( X < 1, Y < 1) = 18

0 0

2.5

1

18

x 2 ydydx =

0 0

0 1

1

18

x2

y2

2

3 2

1

18

x 2 ydydx = 181 x 2

0

d)

5-41

2

0

y2

2

dx =

2.5 2

b) P ( X < 2.5) =

y2

2

dx = 19

2

1

1 x3

36 3

x3

3

dx = 121

2.5

1

0

1

= 108

= 0.5787

0

x3

3

3

0

3

4

3

1.5

=

3 2

e) E ( X ) =

0 0

95

432

3

0 0

1.5

1

5

dx = 144

x3

3

3

2

= 0.2199

1 x4

9 4

1

18

y2

2

1

18

3 2

f) E (Y ) =

x 2 ydydx = 181 x 2

1

18

18 January 2010

x 2 y 2 dydx = 181 x 2 83 dx =

0

3

4 x3

27 3

9

4

4

3

g) f X ( x) =

1

18

1

18

1

9

h)

fY X ( y ) =

f XY (1, y )

=

f X (1)

i)

f X 1 ( x) =

3

1

x

f XY ( x,1)

2

and fY ( y ) = 181 x ydx =

= 18

f Y (1)

fY (1)

0

y

2

Therefore,

5-80.

f X 1 ( x) =

1

18

x2

1/ 2

y

2

and 0 < z < 4 is a cylinder of radius 1 ( and base area ) and height 4.

1

Therefore, the volume of the cylinder is 4 and f XYZ ( x, y, z) =

for x2 + y 2 1 and 0

4

< z < 4.

a) The region X 2 + Y 2 0.5 is a cylinder of radius 0.5 and height 4. Therefore,

The region

x2 + y 2 1

P ( X 2 + Y 2 0.5) =

4 ( 0.5 )

4

= 1/ 2 .

Therefore,

f XYZ ( x, y,1)

f ( z) =

c) f XY 1 ( x, y ) =

and Z

x

f Z (1)

1 / 4 1

for 0 < z < 4. Then, f XY 1 ( x, y ) =

4

d) f X ( x ) =

e)

1 x 2

1 x 2

1/ 4

1

4

2

+y 2 1

dydx =1 / 4

= for x 2 + y 2 1 .

1

4

0

4

f XYZ (0,0, z )

and f XY ( x, y ) = 41 dz =1 / for x 2 + y 2 1 . Then,

f XY (0,0)

0

1 / 4

f Z 0, 0 ( z ) =

= 1 / 4 for 0 < z < 4 and Z 0, 0 = 2 .

1/

f Z 0,0 ( z ) =

5-42

fZ

f)

xy

( z) =

18 January 2010

f XYZ ( x, y, z ) 1 / 4

=

= 1 / 4 for 0 < z < 4. Then, E(Z) given X = x and Y =

f XY ( x, y )

1/

y is

z

4

dz = 2 .

5-81.

f XY ( x, y ) is constant,

cdxdy = 1 and c = 1.

Because

1

0.5

0

0.5

5-82.

a) Let X 1, 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

and

= e x / . Therefore, the answer is

2.325

e

e e e

e

e

=e

= 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

5-83.

Let X, Y, and Z denote the number of problems that result in functional, minor, and no defects,

respectively.

a)

P ( X = 2, Y = 5) = P ( X = 2, Y = 5, Z = 3) =

10!

2!5!3!

c) E(Z) = 10(0.3) = 3.

5-84.

X =

a) Let X denote the mean weight of the 25 bricks in the sample. Then, E( X ) = 3 and

0.25

25

b) P ( X > x ) = P ( Z >

5-85.

2 . 95 3

0 . 05 ) = P (Z < -1) = 0.159.

x 3

x 3

) = 0.99 . So,

= -2.33 and x=2.8835.

.05

0.05

a)

5-43

18.25

5.25

17.75

4.75

Because

18 January 2010

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

18.25

4dydx = 4

90 / x

17.75

18.25

17.75

) = 0.499

18.25

17.75

5.25

18.25

4dydx = 4

23x

17.75

18.25

=4

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

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

5-87.

1.6 1.7

0.0289

Let X denote the average time to locate 10 parts. Then, E( X ) =45 and

a) P ( X > 60) = P ( Z >

60 45

30 / 10

X =

30

10

b) Let Y denote the total time to locate 10 parts. Then, Y > 600 if and only if X > 60.

Therefore, the answer is the same as part a.

5-88.

a) Let Y denote the weight of an assembly. Then, E(Y) = 4 + 5.5 + 10 + 8 = 27.5 and

V(Y)= 0.4 2 + 0.5 2 + 0.2 2 + 0.5 2 = 0.7 .

29.5 27.5

0 .7

b) Let X denote the mean weight of 8 independent assemblies. Then, E( X ) = 27.5 and V( X ) =

0.7/8 = 0.0875. Also, P( X > 29) = P( Z >

5-89.

5-44

29 27.5

0.0875

) = P ( Z > 5.07) = 0 .

0.07

0.06

0.05

0.04

z(-.8)

0.03

0.02

0.01

10

0.00

-2

0

-1

-10

4

5-45

18 January 2010

18 January 2010

5-90.

1

{( x 1)

1

f XY ( x, y ) =

e 0.72

1.2

1.6 ( x 1)( y 2 ) +( y 2 ) 2 }

{( x 1)

1

f XY ( x, y ) =

e 2 ( 0.36 )

2 .36

f XY ( x, y ) =

1

2 1 .8 2

1.6 ( x 1)( y 2 ) +( y 2 ) 2 }

1

{( x 1) 2 2 (.8 )( x 1)( y 2 ) +( y 2 ) 2 }

2 (10.82 )

E ( X ) =1 , E (Y ) = 2 V ( X ) =1 V (Y ) =1 and = 0.8

5-91.

a)

b)

c)

5-92.

E(T) = 0.5+1=1.5 mm

a. V(T)=V(X1) +V(X2) + 2Cov(X1X2)=0.01+0.04+2(0.014)=0.078mm 2

i. where Cov(XY)=XY=0.7(0.1)(0.2)=0.014

1 1.5

P (T < 1) = P Z <

= P ( Z < 1.79) = 0.0367

0.078

E(P) =2(0.5)+3(1)=4 mm

V(P)=4V(X1) +9V(X2) + 2(2)(3)Cov(X1X2)=4(0.01)+9(0.04)+2(2)(3)(0.014)=0.568mm 2

where Cov(XY)=XY=0.7(0.1)(0.2)=0.014

Let T denote the total thickness. Then, T = X 1 + 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)=0.246mm 2

where Cov(XY)=XY

5-93.

1.5 3

= 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.

Mind-Expanding Exercises

5-94.

b) Because the samples are selected without replacement, the trials are not independent and the

joint distribution is not multinomial.

c) P ( X

= x | Y = 2) =

f XY ( x,2)

f Y ( 2)

5-46

( )

( )

( )

( )( )( ) =0.1098

=0 and Y =2) =

( )

( )( )( ) =0.1758

=1 and Y =2) =

( )

( )( )( ) =0.0440

=2 and Y =2) =

( )

P (Y =2) =

P( X

P( X

P( X

18 January 2010

4

0

5

2

15

4

6

2

4

1

4

0

4

1

f XY (x,2)

0

1

2

0.1098/0.3296=0.3331

0.1758/0.3296=0.5334

0.0440/0.3296=0.1335

6

1

5

2

15

4

4

2

5

2

15

4

6

0

6

2

5

2

15

4

4

1

5

2

15

4

6

1

5

2

15

4

6

1

d)

P(X=x, Y=y, Z=z) is the number of subsets of size 4 that contain x printers with graphics

enhancements, y printers with extra memory, and z printers with both features divided by the

number of subsets of size 4.

P ( X = x, Y = y , Z = z ) =

P ( X =1, Y = 2, Z =1) =

( )( )( )

( )

4

x

5

y

6

z

for x+y+z = 4.

15

4

( )( )( ) = 0.1758

( )

4

1

5

2

15

4

6

1

( )( )( ) = 0.2198

( )

4

1

5

1

15

4

6

2

= nK/N = 16/15 and V(X) = 4(4/15)(11/15)[11/14] = 0.6146.

g)

P ( X = 1, Y = 2 | Z = 1) = P( X = 1, Y = 2, Z = 1) / P ( Z = 1)

=

h)

4

1

5

2

15

4

6

1

6

1

9

3

15

4

P( X = 2 | Y = 2) = P( X = 2, Y = 2) / P(Y = 2)

4 5 6

= ( 2 )(( 152 )() 0 )

4

] [ ( ( )( ) ) ] = 0.1334

5

2

10

2

15

4

f X YZ (1) =1 .

5-95.

a) Let X, Y, and Z denote the risk of new competitors as no risk, moderate risk,

and very high risk. Then, the joint distribution of X, Y, and Z is multinomial with n =12 and

p1 = 0.13, p 2 = 0.72, and p 3 = 0.15 . X, Y and Z 0 and x+y+z=12

b) P ( X = 1, Y = 3, Z = 1) = 0, not possible since x+y+z 12

c)

12

12

12

0

12

1

11

2

10

P ( Z 2) =

0

0.15 0.85 +

1

0.15 0.85 +

2

0.15 0.85

= 0.1422 + 0.3012 + 0.2924 = 0.7358

5-47

18 January 2010

d) P ( Z = 2 | Y = 1, X = 10) = 0

e)

12!

12!

12!

=

0.1310 0.72 2 0.15 0 +

0.1310 0.7210.151 +

0.1310 0.72 0 0.1

10!2!0!

10!1!1!

10!0!2!

8

8

9

8

= 4.72 x10 +1.97 x10 + 2.04 x10 = 6.89 x10

P( Z = 0, Y = 2, X = 10) P ( Z = 1, Y = 1, X =10)

P( Z 1 | X =10) =

+

P( X = 10)

P ( X = 10)

12!

12!

=

0.1310 0.72 2 0.15 0 6.89 x10 8 +

0.1310 0.72 1 0.151 6.89 x10 8

10!2!0!

10!1!1!

= 0.9698

f)

P ( Z =1, Y = 1, X = 10)

P ( X = 10)

P (Y 1, Z 1 | X = 10) =

12!

0.13100.7210.151 6.89 x108

10!1!1!

= 0.2852

=

g)

E ( Z | X =10) = (0( 4.72 x10 8 ) +1(1.97 x10 8 ) + 2(2.04 x10 9 )) / 6.89 x10 8

= 0.345

5-96.

By the independence,

P ( X 1 A1 , X 2 A2 ,..., X

A p ) =

A1

A2

Ap

= f X 1 ( x1 )dx1 f X 2 ( x 2 ) dx 2 ... f X p ( x p ) dx p

A p

A1

A2

= P( X 1 A1 ) P( X 2 A2 )...P( X

5-97.

[

= [c ( x

A p )

1

2

c c

1

= c1c2

[( x

1 ) f X 1 ( x1 )dx1

][( x

2 ) f X 2 ( x2 ) dx2 = 0

from the definition of the mean. Therefore, each cross-term in the last integral for V(Y) is zero

and

V (Y ) =

[c ( x

2

1

][

5-48

5-98.

f XY ( x, y )dydx =

0

18 January 2010

0

b

0

f XY (x,y)=f X (x)f Y (y) for all x and y and X and Y are independent.

5-99.

b

0

0

a

b

g

(

x

)

h

(

y

)

dydx

=

g

(

v

)

dv

0 0

0

0

a

function,

m N m

n k

5-100. The probability function for X is P ( X = x ) =

N

Nj

xj

N 1 N 2 N k

...

x1 x 2 x k

. Therefore

n

N 1 N 2 N k

...

x1 x 2 x k

P ( X 1 = x1 ,... X k = x k ) =

N

n

5-49

. The

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