Math 362K Probability Fall 2007 Instructor: Geir Helleloid

Daily Homework 9 Solutions

1. (Chapter 5, Problem 1) Let X be a random variable with probability density function

c(1 − x2 ) : −1 < x < 1
f (x) =
0 : otherwise

(a) What is the value of c?

Solution. Every probability density function f (x) has to satisfy

Z ∞
f (x) dx = 1.
−∞

For the given function f (x), we compute

Z ∞ Z 1
f (x) dx = c(1 − x2 ) dx
−∞ −1
1
cx3 

= cx −
3 −1
 c   c
= c− − −c +
3 3
4c
=
3
Therefore, c = 3/4 .

(b) What is the cumulative distribution function of X?

Solution. The cumulative distribution function of X is

Z b
F (b) = f (x) dx
−∞

 R 0 : b ≤ −1
b 3 2
= (1 − x ) dx : −1 ≤ b ≤ 1
 −1 4
1 : b≥1

 0 : b ≤ −1
3b b3
= − 4 + 12 : −1 ≤ b ≤ 1
 4
1 : b≥1
2. (Chapter 5, Problem 2) A system consisting of one original unit plus a spare can
function for a random amount of time X. If the density of X is given (in units of
months) by
Cxe−x/2 : x > 0

f (x) =
0 : x≤0
what is the probability that the system functions for at least 5 months?

Solution. First we need to know what the value of C is. So we compute

Z ∞
f (x) dx
−∞
Z ∞
= Cxe−x/2 dx (Integration by parts)
0
u = Cx v = −2e−x/2
du = C dx dvZ = e−x/2 dx
∞ ∞
= −2Cxe−x/2 0 + 2Ce−x/2 dx
0
−x/2

∞
= −2Cxe − 4Ce−x/2 0
= (0 − 0) − (0 − 4C)
= 4C

This must equal 1, which means that C = 1/4. The probability that the system
functions for at least 5 months is
Z ∞
P (X ≥ 5) = f (x) dx
5
Z ∞
= Cxe−x/2 dx (Integration by parts)
5
Z ∞
−x/2 ∞
2Ce−x/2 dx

= −2Cxe 5
+
5

∞
= −2Cxe−x/2 − 4Ce−x/2 5
= (0 − 0) − −10Ce−5/2 − 4Ce−5/2

= 14Ce−5/2
7 −5/2
= e
2

3. (Chapter 5, Problem 4) The probability density function of X, the lifetime of a certain

type of electronic device (measured in hours), is given by
 10
x2
: x > 10
f (x) =
0 : x ≤ 10
(a) Find P (X > 20).

Solution.
Z ∞
P (X > 20) = f (x) dx
Z20∞
10
= 2
dx
20 x
∞
10 
= − 
x 20
 
10
= 0− −
20
1
=
2

(b) What is the cumulative distribution function of X?

Solution. The cumulative distribution function of X is

Z b
F (b) = f (x) dx
−∞

0 : b ≤ 10
= R b 10
10 x2
dx : b ≥ 10

0 : b ≤ 10
= 10
1 − b : b ≥ 10

(c) What is the probability that of 6 such types of devices at least 3 will function for
at least 15 hours? What assumptions are you making?

Solution. We must assume that the lifetimes of the devices are independent of
each other. The probability that a device will function for at least 15 hours is
Z ∞
P (X > 15) = f (x) dx
15
Z ∞
10
= 2
dx
15 x
∞
10 
= − 
x 15
 
10
= 0− −
15
2
=
3
 Therefore the probability that a device does not function for at least 15 hours
is 1/3. The probability that exactly 3 devices function for at least 15 hours is
6

3
3
× 23 × 31 ; there are 63 possibilities for which three devices last 15 hours,



3
for each of those 3 devices there is a probability of 2/3 that they will last that
long, and for each of the other 3 devices there is a probability of 1/3 that they will
not last 15 hours. Similarly, the probability that exactly 4 (respectively 5 and 6)

4
2
5
devices function for at least 15 hours is 64 × 23 × 31 (respectively 65 × 23 ×



1

6
and 23 ). Adding up these four probabilities shows that the probability that


3
656
at least 3 devices function for at least 15 hours is ≈ .8999 .
729

4. (Chapter 5, Problem 6) Compute E[X] if X has a density function given by

(a)
1
xe−x/2 : x > 0

f (x) = 4
0 : otherwise

Solution. The expected value of X is

Z ∞
E[X] = x × f (x) dx
−∞
Z ∞
1 2 −x/2
= xe dx (Integration by parts)
0 4
u = x2 /4 v = −2e−x/2
du = (x/2) dx dv = e−x/2 dx
∞ Z ∞
1
= − x2 e−x/2  + xe−x/2 dx

(Integration by parts)
2 0 0
−x/2
u=x v = −2e
du
 = dx dv = e−x/2 
dx
∞
Z ∞
1 2 −x/2 −x/2 
= − xe − 2xe  + 2e−x/2 dx
2 0 0
 ∞
1 2 −x/2 −x/2 −x/2 

= − xe − 2xe − 4e
2 
0
= (−0 − 0 − 0) − (−0 − 0 − 4)
= 4

(b)

c(1 − x2 ) : −1 < x < 1
f (x) =
0 : otherwise
 Solution. By problem 1, the value of c is 3/4. The expected value of X is
Z ∞
E[X] = xf (x) dx
−∞
Z 1
3
= x(1 − x2 ) dx
−1 4
 2 1
3x 3x4 
= −
8 16 
  −1 
3 3 3 3
= − − −
8 16 8 16
= 0

(c)
5

x2
: x>5
f (x) =
0 : x≤5

Solution. The expected value of X is

Z ∞
E[X] = xf (x) dx
−∞
Z ∞
5
= dx
5 x
= 5 ln x|∞5
= ∞