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# Applied Statistics and Probability for Engineers, 5th edition

18 January 2010

CHAPTER 5
Section 5-1
5-1.

## 0. Let R denote the range of (X,Y).

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

First, f(x,y)
Then,

## a) P(X < 2.5, Y < 3) = f(1.5,2)+f(1,1) = 1/8+1/4=3/8

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

## i) E(Y|X=1.5) = 2(1/3)+3(2/3) =2 1/3

j) Since fY|1.5(y)fY(y), X and Y are not independent
5-2.

## f ( x, y) = c(2 + 3 + 4 + 3 + 4 + 5 + 4 + 5 + 6) = 1 , 36c = 1, and

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)

## 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
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

## ( x) = f XY ( x,1) + f XY ( x,2) + f XY ( x,3)

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

## 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.
5-3.

f ( x, y ) 0 and

f ( x, y ) = 1
R

a)

b)

## P( X < 0.5) = f XY (1,2) + f XY (0.5,1) = 83

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

## Applied Statistics and Probability for Engineers, 5th edition

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.

## a) The range of (X,Y) is

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

## Applied Statistics and Probability for Engineers, 5th edition

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.

## a) The range of (X,Y) is X 0, Y 0 and X + Y 4 . Here X is the number of pages

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

## e) E(Y|X=3) = 0(0.857)+1(0.143) = 0.143

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.

## 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
1.94x10-19
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)

## For x = 1,2,3,4 and y = 1,2,3,4

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

## 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.

5-5

5-8.

18 January 2010

## a) P ( X = 2) = f XYZ ( 2,1,1) + f XYZ ( 2,1,2) + f XYZ ( 2,2,1) + f XYZ ( 2,2,2) = 0.5

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

## (a) fXY(x,y)= (10%)x(30%)y (60%)4-x-y , for X+Y<=4

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

## (c) E(X)= xf X (x ) =0*0.2511+1*0.0405+2*0.0063+3*0.0009+4*0.0001= 0.0562

(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.

## (a) P(X<5) = 0.44+0.04=0.48

(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

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

0
120
0

Inserts(Z)
0
0
0

## (c) P(X<6, Y<6|Z=0)=P(X=Y=0)=0.3077

(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

## Applied Statistics and Probability for Engineers, 5th edition

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.

## Determine c such that c

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

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

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

## P( X < 2.5, Y < 3) =

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

## xydxdy = 814 (4.5) ydy = 1881

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

## Applied Statistics and Probability for Engineers, 5th edition

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

## for 0 < x < 3.

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

## c) P(Y > 1) is the integral of f XY ( x , y ) over the following region.

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

## d) P(X < 2, Y < 2) is the integral of f XY ( x, y) over the following region.

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

## Applied Statistics and Probability for Engineers, 5th edition

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

## g) f X (x ) is the integral of f XY ( x, y ) over the interval from x to x+2. That is,

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

## (y) defined over this line segment

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

## f Y ( y ) is determined by integrating over x. There are three

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 .

## Applied Statistics and Probability for Engineers, 5th edition

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

## Applied Statistics and Probability for Engineers, 5th edition

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

## P ( X < 2, Y < 2) =10 e

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

## where f(y) = 5e-5y for 0 < y

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

## P ( X < 1, Y < 2) = 15 e 2 x 3 y dyd x = 5 e 2 x (e 3 x e 6 ) d x

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

## P ( X < 2, Y < 2) = 15 e 2 x 3 y dyd x = 5 e 2 x (e 3 x e 6 )d x =

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

## h) f X (1) = 5e 5 f XY (1, y ) = 15e 2 3 y

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

## dy =1 e 3 = 0.9502 for 0 < y, f Y ( 2) =

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

## Applied Statistics and Probability for Engineers, 5th edition

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

## d) E (Y | X = x) = 0 xye xy dy =1 / x (using integration by parts)

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

## Applied Statistics and Probability for Engineers, 5th edition

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

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

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

## for 0 < y < 2

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

## Applied Statistics and Probability for Engineers, 5th edition

5-20.

18 January 2010

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

## P( X > 40, Y > 40, Z > 40) = [ P( X > 40)] 3

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

## = e 1 and the answer is

= 0.0498 .

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

## P (20 < X < 40) = e x / 40

40

= e 0.5 e 1 = 0.2387 .

20

## The answer is 0.2387 3 = 0.0136.

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

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

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!

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

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

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

0 0 0

0.5 0.5

0.5

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

0 0

x2
4

0. 5

= 0.0625

## c) P(Z < 2) = 1, because the range of Z is from 0 to 1.

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

## 0 < y < 1. Also, f Y ( y ) =

(8 xyz )dzdx = 2 y

## for 0 < y < 1.

0 0

Therefore, f X

0.5

( x) =

2x
= 2 x for 0 < x < 1.
1
0.5

## Then, P ( X < 0.5 Y = 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 ) =

## 0 < z < 1 as in part a) and

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

## h) fYZ ( y , z ) = (8 xyz ) dx = 4 yz for 0 < y < 1 and 0 < z < 1.

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

## = the volume of a cylinder with a base of radius 2 and a height of 4 =

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

1
16

5-20

## Applied Statistics and Probability for Engineers, 5th edition

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.
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

## substitution, u = 4 x 2 , du = -2x dx, and E ( X ) = c 4 u du = c4

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

## evaluated at y = 1. That is,

8c 4 y 2

f X 1 ( x) = 2 1 3 for

3<x< 3.
1

## Therefore, P ( X < 1 | Y < 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 .

## for 0 < z < 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

## dzdydx The conditions

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 =

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

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

## 6 x(1 x y )dydx = 6x( y xy

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

## for x > 0 , y > 0 and x + y <1

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

## h) The marginal f Y ( y ) is similar to f X (x ) and f Y ( y ) = 3(1 y ) 2 for 0 < y < 1.

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.

## P ( X > 1400) = P ( Z >

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

## P( X > 2.75) = P( Z >

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.

## 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
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

## = 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

= 75/8 = 9.375

5-23

18 January 2010

## 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 =
5-30.

XY
0.703125
=
= 0.8851
X Y
(0.8594)(0.7344)

## E ( X ) = 1(1 / 8) + (0.5)(1 / 4) + 0.5(1 / 2) +1(1 / 8) = 0.125

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 = 0.875 (0.125)(0.25) = 0.8438

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 ( X ) = 0(0.01) +1(0.99) = 0.99

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)

## The sign is negative.

For another example assume that n = 20
E(X1) = np1 = 20(1/3)=6.67

5-24

= 0.5

## Applied Statistics and Probability for Engineers, 5th edition

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

11
3
0
120
0
12.05

Inserts(Z)
12
1
0
0
0
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

(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

## xy = 8.7763 (2.614)(2.649) = 1.85181

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

## Applied Statistics and Probability for Engineers, 5th edition

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

## xy = 388,888.9 (333.33)(833.33) =111,115.01

=
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.

## 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,
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,

## ac XY XY if a and c are of the same sign

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.

## a) board failures caused by assembly defects = p1 = 0.5

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.

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

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

## 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) = ( 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

## P(X=2, Y=17) = P(X=2, Y=17, Z=1) =

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.

## a) probability for the first landing page = p1 = 0.25

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 ( Z = 3) = ( 320 )0.2530.7517 = 0.1339

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

## Applied Statistics and Probability for Engineers, 5th edition

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

## 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 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

## Applied Statistics and Probability for Engineers, 5th edition

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

## Applied Statistics and Probability for Engineers, 5th edition

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

18 January 2010

## P ( 7.600.087.70 < Z < 7.800.087.70 ) = 0.7887

(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

## ) P ( 7.600.087.70 < Z <

7.80 7.70
0.08

) = 0.7887 2 = 0.6220

## (a) = cov(X,Y)/xy =0.6 cov(X,Y)= 0.6*2*5=6

(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

## = 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
5-50. 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

## Applied Statistics and Probability for Engineers, 5th edition

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 )

## Now fY|X=x is in the form of a normal distribution.

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 )

## Completing the square in the numerator of the exponent we get:

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

## Applied Statistics and Probability for Engineers, 5th edition

Y

X X

= 1

18 January 2010

(Y Y ) Y ( X x ) =

X
Y

(Y ( Y + Y ( X x ))

## Substituting into fXY(x,y), we get

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

## Applied Statistics and Probability for Engineers, 5th edition

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.

## 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,

## P(2 X + 3Y < 30) = P( Z <

d)

) = P( Z < 0) = 0.5

30 30
97
4030
97

## ) = P ( Z < 1.02) = 0.8461

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.

## Y = 10X and E(Y) =10E(X) = 50mm.

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.

## (a) X: time of wheel throwing. X~N(40,4)

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 (T > 0.2405 ) = P Z >

= 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

## Applied Statistics and Probability for Engineers, 5th edition

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

) = P( Z < 0.89) = 0.187

5-61.

## X : time of ACL reconstruction surgery for high-volume hospitals.

X ~ N(129,196).
E(X1+X2++X10) = 10* 129 =1290
V(X1+X2++X10) = 100*196 =19600

5-62.

## a) Let X denote the average fill-volume of 100 cans.

0.5 2

100

= 0.05 .

12 12.1

= P ( Z < 2) = 0.023
0.05

12

## c) P( X < 12) = 0.005 implies that P Z <

= 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

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

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

1110
0.1

## The answer is 1 0.998 = 0.002

b) P( X > 11) = 0.01 and
Therefore,

X =

n

## = 2.33 and n = 5.43 which is rounded

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

X =

## P( X > 11) = P( Z >

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

## = 3.72 and x = 4558

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

## V ( D ) = 0.12 + 0.052 + 0.052 = 0.015mm 2

D = 0.1225mm

5.9 6
) = P(Z < -0.82) = 0.206.
0.1225

## b) P(D < 5.9) = P(Z <

Section 5-5
5-67.

5-68.
5-40,

f Y ( y) =

1
at y = 3, 5, 7, 9 from equation 5-40.
4

## Because X 0 , the transformation is one-to-one; that is

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

## y 0 , which is an exponential distribution with =1/2 (which equals a chi-square distribution

with k = 2 degrees of freedom).
5-71.
for

a) If

y=x

, then

x=

## for x 0 and y 0 . Thus,

y > 0.

5-38

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

12

2 y

18 January 2010

## y = x 1 / 2 , then x = y 2 for x 0 and y 0 . Thus, fY ( y ) = f X ( y 2 )2 y = 2 ye y for

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

## must equal one. Let u = bv, then 1 = a

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

## y = e x , then x = ln y for 1 x 2 and e 1 y e 2 . Thus, fY ( y ) = f X (ln y )

for 1
5-74.

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

## From the definition of the gamma function the last expression is

a=

If y =

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

## ( x 2) 2 , then x = 2 y for 0 x 2 and x = 2 + y for 2 x 4 . Thus,

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

## 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

5-39

18 January 2010

## 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
y

g) fY 1 ( y ) =

XY

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

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

## 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!
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!

## b) Because X, Y, and Z are multinomial, the marginal distribution of Z is binomial with

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

## Applied Statistics and Probability for Engineers, 5th edition

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 )!

## 0.616 0.3 ( 4z ) 0.1z

20!
16!4!

16

0.6 0.4

4!
z !( 4 z )!

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

## for 0 z 4 . That is the distribution of Z given X = 16 is binomial with n = 4 and

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) =

## 0.70 8 0.25 ( 2 z ) 0.05 z

10!
8!z!( 2 z )!

10!
8!2!

0.70 0.30

2!
z!( 2 z )!

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

## for 0 z 2 . That is Z is binomial with n =2 and p = 0.05/0.30 = 1/6.

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

## = 18c . Therefore, c = 1/18.

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

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

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

## x 3 ydydx = 181 x 3 2dx =

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

## x 2 ydy = 19 x 2 for 0 < x < 3

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

## = 19 x 2 for 0 < x < 3.

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,

## P( X 2 + Y 2 0.5, Z < 2) = 2( 04.5 ) = 1 / 4

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

## 0.5 and height 2.

dydx =1 / 4

= for x 2 + y 2 1 .

1
4

## dydz = 21 1 x 2 dz = 2 1 x 2 for -1 < x < 1

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

## Applied Statistics and Probability for Engineers, 5th edition

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 ) = c for 0 < x < 1 and 0 < y < 1. Then,

f XY ( x, y ) is constant,

cdxdy = 1 and c = 1.

Because

1
0.5
0

0.5

## That is, P ( X Y <0.5) = 3/4.

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)

## 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

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!

## b) Z is binomial with n = 10 and p = 0.3.

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

## = 0.05 . Then, P( X < 2.95) = P(Z <

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

## Applied Statistics and Probability for Engineers, 5th edition

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 + 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 .

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

## ) = P ( Z < 0.59) = 0.2776 .

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

## ) = P ( Z > 1.58) = 0.057

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

## ) = P ( Z > 2.39) = 0.0084

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

## Applied Statistics and Probability for Engineers, 5th edition

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.

## Let T denote the total thickness. Then, T = X 1 + X2 and

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

## Let P denote the total thickness. Then, P = 2X1 +3 X2 and

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

## b) P (T < 1.5) = P Z <

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.

## a) The range consists of nonnegative integers with x+y+z = 4.

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 +0.1758 +0.0440 =0.3296

( )
( )
( )
( )( )( ) =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

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

( )( )( ) = 0.2198
( )
4
1

5
1
15
4

6
2

## f) The marginal distribution of X is hypergeometric with N = 15, n = 4, K = 4. Therefore, E(X)

= 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)

## [ ( )(( )() ) ] [ ( ( )( ) ) ] = 0.4762

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

## i) Because X+Y+Z = 4, if Y = 0 and Z = 3, then X = 1. Because X must equal 1,

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

## Applied Statistics and Probability for Engineers, 5th edition

18 January 2010

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

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

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

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

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

## ( x1 1 )( x2 2 ) f X 1 ( x1 ) f X 2 ( x2 )... f X p ( x p ) dx1dx2 ...dx p

= 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

## Applied Statistics and Probability for Engineers, 5th edition

5-98.

f XY ( x, y )dydx =
0

18 January 2010

0

## f Y ( y) = cdx = 1 for 0 < y < b. Therefore,

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

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

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

## total number of subsets of n items selected from N is

N 1 N 2 N k

...
x1 x 2 x k

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

n

5-49

. The