CHAPTER 5

Section 5-1
5-1.

First, f(x,y) 0. Let R denote the range of (X,Y).

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

5-2

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

5-3.

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

5-4

a) marginal distribution of X
x
1
1.5
2.5
3
b) fY 1.5 ( y ) =

c) f X 2 ( x) =

f(x)
1/4
3/8
1/4
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,
f Y ( 2)
x

f X 2 ( y)

1.5

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

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

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

5-5

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

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

R

5-6.

a) P ( X = 1, Y < 4) = f XY (1,1) + f XY (1,2) + f XY (1,3) = 361 ( 2 + 3 + 4) = 1 / 4

b) P(X = 1) is the same as part a. = 1/4
c) P (Y = 2) = f XY (1,2) + f XY ( 2,2) + f XY (3,2) = 361 (3 + 4 + 5) = 1 / 3
d) P ( X < 2, Y < 2) = f XY (1,1) =

1
36

(2) = 1 / 18

5-1

5-7.

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)]
= (1 369 ) + (2 12
) + (3 1536 ) = 13 / 6 = 2.167
36
V ( X ) = (1 136 ) 2
E (Y ) = 2.167

+ (2 136 ) 2

9
36

12
36

+ (3 136 ) 2

15
36

= 0.639

V (Y ) = 0.639
5-8

a) marginal distribution of X
x
f X ( x) = f XY ( x,1) + f XY ( x,2) + f XY ( x,3)
1
1/4
2
1/3
3
5/12
b) fY X ( y ) =

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

c) f X Y ( x) =

f XY ( x,2)
and f Y ( 2) = f XY (1,2) + f XY ( 2,2) + f XY (3,2) =
f Y ( 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

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

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

5-9.

f ( x, y ) 0 and

f ( x, y ) = 1
R

5-10.

a) P ( X < 0.5, Y < 1.5) = f XY ( 1,2) + f XY ( 0.5,1) = 18 +

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

3
8

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

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

5-2

1
4

5
8

7
8

3
8

12
36

= 1/ 3

5-11.

E ( X ) = 1( 18 ) 0.5( 14 ) + 0.5( 12 ) + 1( 18 ) =
E (Y ) = 2( 18 ) 1( 14 ) + 1( 12 ) + 2( 18 ) =
5-12

1
8

1
4

a) marginal distribution of X
x

f X (x)

-1
-0.5
0.5
1

1/8

1/8

b) fY X ( y ) =

f XY (1, y )
f X (1)

f Y X ( y)

1/8/(1/8)=1

c) f X Y ( x) =

f XY ( x,1)
f Y (1)

f X Y ( x)

0.5

/(1/2)=1

d) E(Y|X=1) = 0.5
e) no, X and Y are not independent
5-13.

Because X and Y denote the number of printers in each category,

X 0, Y 0 and X + Y = 4
5-14.

a) The range of (X,Y) is

3
y 2
1
0

2
x

Let H = 3, M = 2, and L = 1 denote the events that a bit has high, moderate, and low
distortion, respectively. Then,

5-3

x,y
0,0
0,1
0,2
0,3
1,0
1,1
1,2
2,0
2,1
3,0

fxy(x,y)
0.85738
0.1083
0.00456
0.000064
0.027075
0.00228
0.000048
0.000285
0.000012
0.000001

b)
x
0
1
2
3
c) fY 1 ( y ) =

fx(x)
0.970299
0.029835
0.000297
0.000001

f XY (1, y )
, fx(1) = 0.29835
f X (1)
y
0
1
2

fY|1(x)
0.09075
0.00764
0.000161

E(X)=0(0.970299)+1(0.029403)+2(0.000297)+3*(0.000001)=0.03
(or np=3*.01).
f (1, y )
d) fY 1 ( y ) = XY
, 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
f) No, X and Y are not independent since, for example, fY(0)fY|1(0).

5-4

5-15

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

moderate graphic content and Y is the number of pages with high graphic output out of 4.

x=0
x=1
x=2
x=3
x=4
-05
5.35x10
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

xi f ( xi ) = 0(0.2338) + 1(0.4188) + 2(0.2679) + 3(0.7248) = 4(0.0070) = 1.2

0

d.) f Y 3 ( y ) =

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)+12(0.143)- 0.1432= 0.123
g) no, X and Y are not independent

5-5

5-16

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

items found with inspection device 1 and Y is the number of defective items found with
inspection device 2.
x=0
x=1
x=2
x=3
x=4
-19
-16
-14
-12
-11
1.94x10
1.10x10
2.35x10
2.22x10
7.88x10
-16
-13
-11
-9
-7
2.59x10
1.47x10
3.12x10
2.95x10
1.05x10
-13
-11
-8
-6
-5
1.29x10
7.31x10
1.56x10
1.47x10
5.22x10
-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

y=0
y=1
y=2
y=3
y=4

f (x, y) =

4
( 0 . 993 ) x ( 0 . 007 ) 4 x
x

4
( 0 . 997 ) y ( 0 . 003 ) 4 y
y

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

b.)
x=0
f (x, y) =

f(x)

x=1

x=2

4
( 0 . 993 ) x ( 0 . 007 ) 4 x
x

2.40 x 10-9

1.36 x 10-6

x=3
for

2.899 x 10-4

c.)since x is binomial E(X)= n(p) = 4*(0.993)=3.972

d.) f Y |2 ( y ) =

f XY (2, y )
= f ( y ) , fx(2) = 0.0725
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.

5-6

x=4

x = 1,2,3,4

0.0274

0.972

Section 5-2

5-17.

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
5-18

a)

b)

c)

5-19.

5-20

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
P ( X = 1, Y = 1 | Z = 2) ==
=
= 0 .2
P ( Z = 2)
0.1 + 0.2 + 0.15 + 0.05
P( X = 1, Y = 1, Z = 2)
0.10
=
= 0 .4
P( X = 1 | Y = 1, Z = 2) =
0.10 + 0.15
P(Y = 1, Z = 2)
P ( X = 1 | Y = 1) =

f X YZ ( x) =

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)

f X YZ (x)

1
2

0.10/0.25=0.4
0.15/0.25=0.6

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

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

5-7

5-21.

a) P ( X = 1, Y = 17, Z = 3) = 0 Because the point (1,17,3) 20 is not in the range of

(X,Y,Z).
b)

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).

( )

c) Because X is binomial, P ( X 1) = 020 0.05 0 0.95 20 +

d.) Because X is binomial E(X) = np = 20(0.05) = 1

5-22

( )0.05 0.95
20
1

19

= 0.7358

a) The probability is 0 since x+y+z>20

P ( X = 2, Z = 3 | Y = 17) =

P ( X = 2, Z = 3, Y = 17)
.
P (Y = 17)

Because Y is binomial, P (Y = 17) =

( )0.85
20
17

17

0.15 3 = 0.2428 .

20! 0.05 2 0.8517 0.10 3

=0
2!3!17!
0.2054
P ( X = 2, Y = 17)
b) P ( X = 2 | Y = 17) =
. Now, because x+y+z = 20,
P (Y = 17)
20!
P(X=2, Y=17) = P(X=2, Y=17, Z=1) =
0.05 2 0.8517 0.10 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
Then, P ( X = 2, Z = 3, Y = 17) =

c)

E ( X | Y = 17) = 0

P ( X = 0, Y = 17)
P ( X = 1, Y = 17)
+1
P (Y = 17)
P (Y = 17)
+2

E ( X | Y = 17) = 0

P ( X = 2, Y = 17)
P ( X = 3, Y = 17)
+3
P(Y = 17)
P (Y = 17)

0.07195
0.1079
0.05396
0.008994
+1
+2
+3
0.2428
0.2428
0.2428
0.2428

=1
5-23.

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.

5-8

5-24

f XY ( x , 2 )
fY (2)

P ( X = x | Y = 2) =

( )( )( ) + ( )( )( ) + ( )( )( ) = 0.1098 + 0.1758 + 0.0440 = 0.3296

P (Y = 2) =
( )
( )
( )
( )( )( ) = 0.1098
P ( X = 0 and Y = 2) =
( )
( )( )( ) = 0.1758
P ( X = 1 and Y = 2) =
( )
( )( )( ) = 0.0440
P ( X = 2 and Y = 2) =
( )
4
0

5
2
15
4

6
2

4
1

4
0

4
1

4
1

5-25.

5
2
15
4

5
2
15
4

5
2
15
4

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

5
2
15
4

6
0

6
2

6
1

5
2
15
4

4
2

6
1

6
1

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. From the results on the CD material on counting
techniques, it can be shown that

( )( )( )
P ( X = x, Y = y , Z = z ) =
for x+y+z = 4.
( )
( )( )( ) = 0.1758
a) P ( X = 1, Y = 2, Z = 1) =
( )
( )( )( ) = 0.2198
b) P ( X = 1, Y = 1) = P ( X = 1, Y = 1, Z = 2) =
( )
4
x

5
y

6
z

15
4

4
1

5
2
15
4

6
1

4
1

5
1
15
4

6
2

c) 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.

5-9

5-26

a)

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

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

4
1

5
2
15
4

6
1

6
1

9
3

15
4

b)

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

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

f X YZ (1) = 1 .

5-27.

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!
P ( X = 0, Y = 0, Z = 4) =
0.6 0 0.3 0 0.14 = 0.0001
0!0!4!
P ( X = 2, Y = 2, Z = 0) =

c. )
5-28

a.) fXY ( x, y) = fXYZ ( x, y, z) where R is the set of values for z such that x+y+z = 4. That is,
R

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

f XY ( x, y ) =

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

for x + y 4.

b.) E ( X ) = np1 = 4(0.6) = 2.4

c.) E (Y ) = np 2 = 4(0.3) = 1.2
5-29

a.) P ( X = 2 | Y = 2) =

P (Y = 2) =

4
2

P ( X = 2, Y = 2) 0.1944
=
= 0.7347
P (Y = 2)
0.2646

0.3 2 0.7 4 = 0.2646

from the binomial marginal distribution of Y

b) Not possible, x+y+z=4, the probability is zero.

5-10

c.) P ( X | Y = 2) = P ( X = 0 | Y = 2), P ( X = 1 | Y = 2), P ( X = 2 | Y = 2)

P ( X = 0, Y = 2)
=
P (Y = 2)
P ( X = 1, Y = 2)
P ( X = 1 | Y = 2) =
=
P (Y = 2)
P ( X = 2, Y = 2)
P ( X = 2 | Y = 2) =
=
P (Y = 2)
P ( X = 0 | Y = 2) =

4!
0.6 0 0.3 2 0.12 0.2646 = 0.0204
0!2!2!
4!
0.610.3 2 0.11 0.2646 = 0.2449
1!2!1!
4!
0.6 2 0.3 2 0.10 0.2646 = 0.7347
2!2!0!

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

5-30

Let X,Y, and Z denote the number of bits with high, moderate, and low distortion. Then,
the joint distribution of X, Y, and Z is multinomial with n =3 and
p1 = 0.01, p2 = 0.04, and p3 = 0.95 .
a)

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

3!
0.0120.0410.950 = 1.2 10 5
2!1!0!
3!
b) P ( X = 0, Y = 0, Z = 3) =
0.0100.0400.953 = 0.8574
0!0!3!
=

5-31

a., 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.
b. 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!
3!
P ( X = 0, Y = 2)
P ( X = 0 | Y = 2) =
=
0.010 0.04 2 0.951 0.004608 = 0.98958
0!2!1!
P (Y = 2)
=

P ( X = 1 | Y = 2) =

P ( X = 1, Y = 2)
3!
=
0.0110.04 2 0.95 0
P (Y = 2)
1!2!1!

0.004608 = 0.01042

E ( X | Y = 2) = 0(0.98958) + 1(0.01042) = 0.01042

V ( X | Y = 2) = E ( X 2 ) ( E ( X )) 2 = 0.01042 (0.01042) 2 = 0.01031

5-11

5-32

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+z12

c)

P ( Z 2) =

12
0

0.15 0 0.8512 +

12
1

0.151 0.8511 +

12
2

0.15 2 0.8510

= 0.1422 + 0.3012 + 0.2924 = 0.7358

5-33

a.) P ( Z = 2 | Y = 1, X = 10) = 0
b.) first get

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

12!
12!
12!
=
0.1310 0.72 2 0.15 0 +
0.1310 0.7210.151 +
0.1310 0.72 0 0.15 2
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 0.721 0.151 6.89 x10 8
10!2!0!
10!1!1!
= 0.9698
c.)

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

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

12!
0.13100.7210.151 6.89 x10 8
10!1!1!
= 0.2852
=

d.

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

= 2.378 x10 8

5-12

Section 5-3
3 3

5-34

xydxdy = c y x2

Determine c such that c

0 0

dy = c(4.5
0

y2
2

)=
0

81
4

c.

Therefore, c = 4/81.
3 2

5-35.

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

4
81

4
81

xydxdy =

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

0 0

b) P(X < 2.5) = P(X < 2.5, Y < 3) because the range of Y is from 0 to 3.
3 2.5

P( X < 2.5, Y < 3) =

xydxdy =

4
81

4
81

(3.125) ydy = 814 (3.125) 92 = 0.6944

0 0

2.5 3

c) P (1 < Y < 2.5) =

2.5

xydxdy =

4
81

4
81

(4.5) ydy = 18
81

1 0

5-35

2.5

=0.5833
1

d)
2.5 3

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

2.5

xydxdy =

4
81

4
81

(2.88) ydy =

1 1.8
3 3

e) E ( X ) =

x 2 ydxdy =

4
81

4
81

9 ydy = 49
0

4 0

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

y2
2

=2
0

f XY ( x, y )dy = x 814 ydy = 814 x(4.5) =

0

b) fY 1.5 ( y ) =

for 0 < x < 3 .

f XY (1.5, y )
=
f X (1.5)
3

c) E(Y|X=1.5) =
0

4
81
2
9

y (1.5)
(1.5)

= 92 y for 0 < y < 3.

2
2 2
2y3
y y dy =
y dy =
9
90
27
2

f XY ( x,2)
=
f Y ( 2)

4
81
2
9

x ( 2)
( 2)

=6
0

2
1
ydy = y 2
9
9

d.) P (Y < 2 | X = 1.5) = f Y |1.5 ( y ) =

e) f X 2 ( x) =

2x
9

= 92 x

=
0

for 0 < x < 3.

5-13

(2.88) ( 2.52 1) =0.3733

xydxdy = 0 ydy = 0

4
81
0 0

a) f X ( x) =

4
81

0 0

5-36

y2
2

4
4
0 =
9
9

5-37.
3 x+2

( x + y )dydx = xy +

c
0

dx
x

x+2

y2
2

[x( x + 2) +

( x+ 2)2
2

x2
2

x2

]dx

0
3

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

3
0

= 24c

Therefore, c = 1/24.
5-38

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,

P( X < 1, Y < 2) =

1 12
1 1
( x + y )dydx =
xy +
24 0 x
24 0
1 2
x + 2x
24

x3
2

y2
2

dx =
x

2
1 3
2 x + 2 3 x2 dx =
24 0

= 0.10417
0

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

y
2
0

1
P (1 < X < 2) =
24

2 x+2

1
( x + y )dydx =
xy +
24 1
x
3

y2
2

x+2

dx
x

2
1
1
(4 x + 2)dx =
2 x 2 + 2 x = 16 .
24 0
24
1

5-14

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
y2
1
( xy + )
( x + y )dydx = 1
24 0
2 x
x

1
24
0

1
1 3 2
1 x2 1 1 3
= 1
x + x dx = 1
+ x
24 0
2 2
24 2 2 2
= 1 0.02083 = 0.9792
d) P(X < 2, Y < 2) is the integral of fXY ( x, y) over the following region.

y
2
0

2
0
3 x+2

1
E( X ) =
24 0

1
x( x + y )dydx =
x2 y +
24 0
x

1
1 4x3
(4 x 2 + 2 x)dx =
+ x2
24 0
24 3

xy 2
2

x+2

dx
x

=
0

15
8

e)
3 x+2

E( X ) =

1
24 0

x( x + y )dydx =
x

1
x2 y +
24 0

1
1 3
(3 x 2 + 2 x)dx =
x + x2
24 0
24

5-15

xy 2
2

=
0

x+2

dx
x

15
8

5-39.

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

1
24

f X ( x) =

b) f Y 1 ( y ) =

x+2

1
xy +
24

( x + y )dy =
x

f XY (1, y )
f X (1)

1
(1+ y )
24
1 1
+
6 12

1+ y
6

y2
2

x+2

=
x

x 1
+
for 0 < x < 3.
6 12

for 1 < y < 3.

See the following graph,

y
f

Y|1

(y) defined over this line segment

1
0

1 2
0
3

c) E(Y|X=1) =
1

3
1+ y
1
1 y2 y3
y
dy =
( y + y 2 )dy =
+
6
61
6 2
3
3

d.) P (Y > 2 | X = 1) =
2

e.)

f X 2 ( x) =

f XY ( x , 2 )
.
fY ( 2)

= 2.111
1

1+ y
y2
1
1
dy =
(1 + y )dy = y +
6
62
6
2

=0.5833
2

Here 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
( x + y )dx =
24 0
24

x2
2

+ xy

y2
16

for 0 < y 2 .

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

2
1
0

1 2

1
( x + 2)
x+2
24
Therefore, fY (2) = 1 / 4 and f X 2 ( x) =
=
for 0 < x < 2
1/ 4
6

5-16

3 x

5-40

c
0 0

3
y2
x3
x 4 81
xydyd x = c x
dx = c
dx
= c. Therefore, c = 8/81
2 0
2
8
8
0
0

1 x

5-41.

8
8 x3
8 1
1
a) P(X<1,Y<2)=
xydyd x =
dx =
= .
81 0 0
81 0 2
81 8
81
2 x

x2
8
8
8 x4
xydyd x =
x dx =
b) P(1<X<2) =
81 1 0
81 1 2
81 8

8 (2 4 1) 5
=
=
.
81
8
27

c)
3 x

8
8
x2 1
8 x
x
8 x4 x2
P (Y > 1) =
xydyd x =
x
dx =
dx =

81 1 1
81 1
2
81 1 2
2
81 8
4
=

8
81

3
3
1 1

8
4
8 4
2 x

1
= 0.01235
81

8
8 x3
8 24
16
d) P(X<2,Y<2) =
xydyd x =
dx =
= .
81 0 0
81 0 2
81 8
81

e.)
3 x

3 x

3 x

8
8
8 x2 2
8 x4
2
E( X ) =
x( xy )dyd x =
x ydyd x =
x dx =
dx
81 0 0
81 0 0
81 0 2
81 0 2
=

8 35
12
=
81 10
5

f)
3 x

8
8
8
x3
E (Y ) =
y ( xy )dyd x =
xy 2 dyd x =
x
dx
81 0 0
81 0 0
81 0 3
3

8 x4
8 35
8
dx =
=
81 0 3
81 15
5

5-17

5-42

a.) f ( x) =

8
4x 3
xydy =
81 0
81

0< x<3

8
(1) y
f (1, y ) 81
b.) f Y | x =1 ( y ) =
=
= 2y
f (1)
4(1) 3
81
1

c.) E (Y | X = 1) = 2 ydy = y 2

1
0

0 < y <1

=1

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

3
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
5-43.

0< x<2

Solve for c
x

e 2 x 3 y dyd x =

c
0 0

c 2x
c 2 x
e 1 e 3 x d x =
e e 5 x d x =
30
30

c 1 1
1

= c. c = 10
3 2 5
10
5-44

a)
1 x

P( X < 1, Y < 2) = 10

2 x 3 y

0 0

10 e 5 x e 2 x
=

3
5
2
2 x

P(1 < X < 2) = 10

e
1 0

b)

= 0.77893
0
2

2 x 3 y

10 2 x
dyd x =
e e 5 x d x
3 1
2

10 e 5 x e 2 x
=

3
5
2

= 0.19057
1

c)
x

e 2 x 3 y dyd x =

P(Y > 3) = 10

10 2 x
10 2 x
dyd x =
e (1 e 3 x )dy =
e e 5 x dy
3 0
3 0

3 3

10 e 5 x e 9 e 2 x
=

3
5
2

10 2 x 9
e (e e 3 x )dy
3 3

= 3.059 x10 7
3

5-18

d)
2 x

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

2 x 3 y

0 0

10 2 x
10 e 10 e 4
dyd x =
e (1 e 3 x )dx =

3 0
3 5
2

= 0.9695
x

e) E(X) = 10

xe 2 x 3 y dyd x =

7
10

ye 2 x 3 y dyd x =

1
5

0 0
x

f) E(Y) = 10
0 0

5-45.

a)

f ( x ) = 10 e

2 x 3 y

b) f Y \ X =1 ( y ) =

10e 2 z
10
dy =
(1 e 3 x ) = (e 2 x e 5 x ) for 0 < x
3
3

f X ,Y (1, y )
f X (1)

10e 2 3 y
10 2
(e e 5 )
3

= 3.157e 3 y 0 < y < 1

c) E(Y|X=1 )=3.157 ye -3 y dy=0.2809

0

d) 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

5-46

e 2 x e 3 y dydx =

c
0 x

5-47.

c 2 x 3 x
c
1
e (e )dx = e 5 x dx = c
30
30
15

c = 15

a)
1 2

e 2 x 3 y dyd x = 5 e 2 x (e 3 x e 6 )d x

P ( X < 1, Y < 2) = 15
0 x

5
= 5 e 5 x dx 5e 6 e 2 x dx = 1 e 5 + e 6 (e 2 1) = 0.9879
2
0
0
2

e 2 x 3 y dyd x = 5 e 5 x dyd x =(e 5 e 10 ) = 0.0067

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

1 x

c)
3

P (Y > 3) = 15

e
0 3

2 x 3 y

dydx +

2 x 3 y

3 x

dydx = 5 e e
0

3
5
= e 15 + e 9 = 0.000308
2
2

5-19

2 x

dx + 5 e 5 x dx
3

d)
2 2

e 2 x 3 y dyd x = 5 e 2 x (e 3 x e 6 )d x =

P ( X < 2, Y < 2) = 15
0 x

5
= 5 e 5 x dx 5e 6 e 2 x dx = 1 e 10 + e 6 e 4 1 = 0.9939
2
0
0

xe 2 x 3 y dyd x = 5 xe 5 x dx =

e) E(X) = 15
0 x

1
= 0.04
52

f)

ye 2 x 3 y dyd x =

E (Y ) = 15
0 x

3 5 8
+ =
10 6 15

5-48

3
5
5 ye 5 y dy +
3 ye 3 y dy
2 0
20

a.) f ( x) = 15 e 2 x 3 y dy =
x

b) f X (1) = 5e

f Y | X =1 ( y ) =

15 2 z 3 x
(e
) = 5e 5 x for x > 0
3

f XY (1, y ) = 15e 2 3 y

15e 2 3 y
= 3e 3 3 y for 1 <y
5e 5

3 ye 33 y dy = y e 33 y

c) E (Y | X = 1) =

e 33 y dy = 4 / 3

d)

3e 33 y dy = 1 e 3 = 0.9502 for 0 < y , f Y (2) =

f X |Y = 2 ( y ) =

15e 2 x 6
= 2e 2 x
15 6
e
2

5-20

15 6
e
2

5-49.

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

y
5
4
3
2
1
0

1 x +1

4 x +1

cdydx +

cdydx = 1
1 x 1

0 0
1

= c ( x + 1)dx + 2c dx
0

3
2

= c + 6c = 7.5c = 1
Therefore, c = 1/7.5=2/15
0.50.5

5-50

1
7.5

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

dydx =

1
30

0 0
0.5x +1
1
7.5

b) P ( X < 0.5) =

0.5

dydx =

1
7.5

0 0

( x + 1)dx =

2
15

( 58 ) =

1
12

c)
1 x +1

4 x +1

x
7.5

E( X ) =

dydx +

0 0

x
7.5
1 x 1

dydx
4

( x 2 + x)dx +

1
7.5

2
7.5

( x)dx =
1

d)
1 x +1

E (Y ) =

1
7.5

4 x +1

ydydx +

1
7.5

1
7.5

ydydx
1 x 1

0 0
( x +1) 2
2

dx + 71.5

( x +1) 2 ( x 1) 2
2

4
2

1
15

dx

( x + 2 x + 1)dx +
0

= 151 ( 73 ) + 151 (30 ) =

1
15

4 xdx
1

97
45

5-21

12
15

( 56 ) +

2
7.5

(7.5) =

19
9

5-51.

a. )
x +1

f ( x) =
0

1
x +1
dy =
7 .5
7 .5

0 < x < 1,

for

x +1

f ( x) =

x + 1 ( x 1)
1
2
dy =
=
for 1 < x < 4
7 .5
7 .5
7 .5
x 1

b. )

f Y | X =1 ( y ) =

f XY (1, y ) 1 / 7.5
=
= 0 .5
f X (1)
2 / 7 .5

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

2

y
y2
c. ) E (Y | X = 1) =
dy =
2
4
0

=1
0
0.5

0.5

d.) P (Y

< 0.5 | X = 1) = 0.5dy = 0.5 y

0

5-52

= 0.25
0

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,

1
40

P( X > 40) =

e x / 40 dx = e x / 40

(e )

= e1 and the answer is

40

40
1 3

= e 3 = 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
3

The answer is 0.2387 = 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.

5-22

5-53

a.) =3.2 =1/3.2

P ( X > 5, Y > 5 ) = (1 / 10 .24 )

x
y

3 .2 3 . 2

dydx = 3 .2 e

5 5

= e

5
3 .2

5
3 .2

x
y

3.2 3.2

dydx = 3.2 e

10 10
10
3.2

10
3.2

5
3 .2

dx

= 0 .0439

x
3 .2

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

= e

x
3.2

10
3.2

dx

10

= 0.0019

b.) Let X denote the number of orders in a 5-minute interval. Then X is a Poisson
random variable with =5/3.2 = 1.5625.

e 1.5625 (1.5625) 2
P ( X = 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.
a) fY|X=x(y), for x = 2, 4, 6, 8

5
4

f(y2)

5-54

3
2
1
0
0

5-23

b)

P(Y < 2 | X = 2) =

c)

E (Y | X = 2) =

d)

E (Y | X = x) =

e) Use fX(x) =

2
0

2e 2 y dy = 0.9817

2 ye 2 y dy = 1 / 2 (using integration by parts)

xye xy dy = 1 / x (using integration by parts)

1
1
f ( x, y )
xy
=
, fY | X ( x, y ) = xe , and the relationship fY | X ( x, y ) = XY
b a 10
f X ( x)

f XY ( x, y )
xe xy
f XY ( x, y ) =
and
1 / 10
10
xy
10 y
10 y
10 xe
e
1 10 ye
f) fY(y) =
dx =
(using integration by parts)
2
0
10
10 y

Therefore,

xe xy =

Section 5-4
0.5 1 1

5-55.

a) P ( X < 0.5) =

0.5

0.5 1

(4 xy )dydx = (2 x)dx = x 2

(8 xyz )dzdydx =
0 0 0

0.5

= 0.25
0

0 0

b)
0.5 0.5 1

P ( X < 0.5, Y < 0.5) =

(8 xyz )dzdydx
0 0 0
0.5 0.5

0.5

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

0 0

x2
4

0.5

= 0.0625
0

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.
1 1 1

1
2

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

e) E ( X ) =
0 0 0

5-56

1
2 x3
3 0

= 2/3

a) P( X < 0.5 Y = 0.5) is the integral of the conditional density f X Y ( x) . Now,

f X 0.5 ( x) =

f XY ( x,0.5)
fY (0.5)

f XY ( x,0.5) = (8 xyz )dz = 4 xy for 0 < x < 1 and

and

0
1 1

0 < y < 1. Also, fY ( 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

5-24

b) 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.
fZ ( z)
2(0.8)
0.50.5

Then, P ( X < 0.5, Y < 0.5 Z = 0.8) =

0.5

(4 xy )dydx =

( x / 2)dx =

0 0

1
16

= 0.0625

5-57.

a) 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

b) Therefore, P ( X < 0.5 Y = 0.5, Z = 0.8) =

2 xdx = 0.25
0

5-58

a)

0
x2 + y2 4

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

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

1
16

b) P ( X 2 + Y 2 1) equals the volume of a cylinder of radius

=8) times c. Therefore, the answer is

2 and a height of 4 (

8
= 1 / 2.
16

c) 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.
2

4 x2 4

2
x
c

d) E ( X ) =

dzdydx =

2 4 x 2 0

4 x 2

1
c

4 x

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

5-59.

4 y

2
1
c

4 u du =

4 2
c 3

(4 x 2 ) 2

= 0.
2

f ( x,1)
a) f X 1 ( x) = XY
and
fY (1)
Also, f Y ( y ) =

(8 x 4 x 2 )dx . Using

1
c

dx =

4 xy

f XY ( x, y ) =

1
c

dz = 4c =

1
4

for x 2 + y 2 < 4 .

0
2

dzdx = 8c 4 y 2 for -2 < y < 2.

1
c
4 y 2 0

Then, f ( x) =
X y

4/c
8
c

4 y

evaluated at y = 1. That is, f X 1 ( x) =

3<x< 3.
1
1
2 3

Therefore, P ( X < 1 | Y < 1) =

3

5-25

dx =

1+ 3
= 0.7887
2 3

1
2 3

for

b)

2
f
( x, y,1)
f XY 1( x, y) = XYZ
and f Z ( z) =
f Z (1)
2

4 x2
4 x2

1 dydx =
c

2
2

4 x 2 dx

2
c

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

1/ c
1
=
for x 2 + y 2 < 4 .
1 / 4 4
area in x 2 + y 2 < 1
P ( x 2 + y 2 < 1 | Z = 1) =
= 1/ 4 .
4
Then, f XY 1 ( x, y ) =

0 < z < 4.
Then,

5-60

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

f Z xy ( z ) =

Therefore, f Z
5-61

xy ( z ) =

1
16
1
4

1
4

for x 2 + y 2 < 4 .

= 1 / 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
1 1 x 1 x y

f ( xyz ) = c

1 1 x

dzdydx =
0 0

c(1 x y )dydx =
0 0

1 x

y2
c( y xy )
2 0

dx

1
(1 x) 2
(1 x )
1
x2 x3
= c (1 x) x(1 x)
dx = c
dx = c x
+
2
2
2
2
6
0
0
2

1
=c .
6

Therefore, c = 6.
1 1 x 1 x y

5-62

a.) P ( X < 0.5, Y < 0.5, Z < 0.5) = 6

dzdydx
0 0

The conditions 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

P ( X < 0 .5, Y < 0 .5) =

0 .5

0 0
0.5

=
0

(6 y 6 xy 3 y )
2

6 (1 x y ) dydx =

0.5
0

dx

9
9
3
3 x dx =
x x2
4
4
2

0 .5

= 3/ 4
0

c.)
0.51 x 1 x y

P( X < 0.5) = 6

dzdydx =
0 0

0.5

= 6(
0

0.51 1 x

5-26

1 x

y2
6(1 x y )dydx = 6( y xy )
2 0
0
0

x
1
x + )dx = x 3 3 x 2 + 3 x
2
2

0.5

0.5
0

= 0.875

d. )
1 1 x 1 x y

E( X ) = 6

1 1 x

xdzdydx =
0 0

y2
6 x(1 x y )dydx = 6x( y xy )
2 0
0
0

x3
x
3x 4
3x 2
= 6( x 2 + )dx =
2x 3 +
2
2
4
2
0

5-63

1 x

= 0.25
0

a.)
1 x 1 x y

1 x

y2
dzdy = 6(1 x y )dy = 6 y xy
2
0
0

f ( x) = 6
0

1 x

= 6(

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

b.)
1 x y

f ( x, y ) = 6

dz = 6(1 x y )
0

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

c.)

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

d. ) 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 |Y ( x | 0.5) =
5-64

f ( x,0.5) 6(0.5 x)
=
= 4(1 2 x) for x < 0.5
3(0.25)
f Y (0.5)

Let X denote the production yield on a day. Then,

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)
=

( )0.8413 (1 0.8413)
5
4

5-27

+ 0.4215 = 0.8190

5-65.

a) Let X denote the weight of a brick. Then,

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,
20
the answer is P (Y = 20) = 20
= 0.032 .
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 .

( )

5-66 a) Let X denote the grams of luminescent ink. Then,

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

Let Y denote the number of bulbs in the sample of 25 that have less than 1.14 grams.
Then, by independence,
Y has a binomial distribution with n = 25 and p =
0.022750. Therefore, the answer is
P (Y 1) = 1 P (Y = 0) = 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 (0.97725)
+ ( )0.02275 (0.97725)
=

25
0

25

25
3

22

( )0.02275 (0.97725)
+ ( )0.02275 (0.97725)
+

25
1

24

25
4

21

( )0.02275
+ ( )0.02275
+

25
2

(0.97725) 23

25
5

(0.97725) 20

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

c.) P (Y = 0) =

( )0.02275
25
0

(0.97725) 25 = 0.5625

d.) The lamps are normally and independently distributed, therefore, the probabilities can
be multiplied.

Section 5-5
5-67.

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

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

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

= 75/8 = 9.375
XY = E ( XY ) E ( X ) E (Y ) = 9.375 (1.875)(4.625) = 0.703125
V(X) = 12(3/8)+ 22(1/2) +42(1/8)-(15/8)2 = 0.8594
V(Y) = 32(1/8)+ 42(1/4)+ 52(1/2) +62(1/8)-(37/8)2 = 0.7344

XY =

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

5-28

5-68

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) = [-1 2 (1/8)] + [-0.5 -1 (1/4)] + [0.5 1 (1/2)] + [1 2 (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

=1

0.4219 1.6875

5-69.
3

c( x + y ) = 36c,

c = 1 / 36

x =1 y =1

13
13
E( X ) =
E (Y ) =
6
6
16
16
E( X 2 ) =
E (Y 2 ) =
3
3
1
36
=
= 0.0435
23 23
36 36
5-70

14
E ( XY ) =
3

xy

V ( X ) = V (Y ) =

14
13
=

3
6

1
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)] + [1 0 (0.0198)] + [1 1 (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

5-71

=0

0.0099 0.0196

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

E(X2) = np2=20(1/3)=6.67
V(X1) = np1(1-p1)=20(1/3)(2/3)=4.44
V(X2) = np2(1-p2)=20(1/3)(2/3)=4.44
E(X1X2) =n(n-1)p1p2 =20(19)(1/3)(1/3)=42.22

XY = 42.22 6.67 2 = 2.267 and XY =

The sign is negative.

5-29

2.267
(4.44)(4.44)

= 0.51

5-72

From Exercise 5-40, c=8/81.

From Exercise 5-41, E(X) = 12/5, and E(Y) = 8/5
3 x

E ( XY ) =

3 x

8 36
=4
81 18

xy = 4

12
5

8
= 0.16
5

E( X 2 ) = 6
E (Y 2 ) = 3
V ( x) = 0.24,
V (Y ) = 0.44
0.16
=
= 0.4924
0.24 0.44
5-73.

Similarly to 5-49, c = 2 / 19
1 x +1

E( X ) =
E (Y ) =

8
8
8 x3 2
8 x5
xy ( xy )dyd x =
x 2 y 2 dyd x =
x dx =
dx
81 0 0
81 0 0
81 0 3
81 0 3

2
19 0

2
19

5 x +1

xdydx +

2
xdydx = 2.614
19 1 x 1

ydydx +

2
19

1 x +1

0 0

Now, E ( XY ) =

2
19

5 x +1

ydydx = 2.649
1 x 1

1 x +1

xydydx +
0 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 2.062

5-30

5-74
1 x +1

4 x +1

x
7.5

E( X ) =

dydx +

0 0

x
7.5
1 x 1

4
2

1
7.5

dydx

( x + x)dx +

( x)dx = 12
(5) +
15 6

2
7.5

2
7.5

(7.5) = 199

E(X )=222,222.2
V(X)=222222.2-(333.33)2=111,113.31
E(Y2)=1,055,556
V(Y)=361,117.11

E ( XY ) = 6 10 6

xye .001x .002 y dydx = 388,888.9

0 x

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

=

5-75.

111,115.01
111113.31 361117.11

= 0.5547

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

xye x y dxdy

E ( XY ) =
0 0

= xe dx ye y dy
0

= E ( X ) E (Y )
Therefore, XY = XY = 0 .
5-76.

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 = E{[U E (U )][V E (V )]} = acE{[ X E ( X )][Y E (Y )]} = ac XY

Also, U2 = E[U E (U )]2 = a 2 E[ X E ( X )]2 = a 2 X2 and V2 = c 2 Y2 .

UV =

ac XY
a 2 X2

c 2 Y2

XY if a and c are of the same sign

- XY if a and c differ in sign

5-31

Then,

5-77

E ( X ) = 1(1 / 4) + 1(1 / 4) = 0
E (Y ) = 1(1 / 4) + 1(1 / 4) = 0
E(XY) = [-1 0 (1/4)] + [-1 0 (1/4)] + [1 0 (1/4)] + [0 1 (1/4)] = 0
V(X) = 1/2
V(Y) = 1/2

XY = 0 (0)(0) = 0
0

XY = =

=0
1/ 2 1/ 2
The correlation is zero, but X and Y are not independent, since, for example, if
y=0, X must be 1 or 1.
XY

5-78

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) fY ( y )dxdy = xf X ( x)dx yfY ( y )dy = E ( X ) E (Y )

hence XY=0

Section 5-6
5-79 a.)

0.04
0.03
0.02

z(0)
0.01
10

0.00
-2

0
-1

-10
4

5-32

b.)

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

-1

-10
4

5-33

5-80

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

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

P ( 2.095.04 3 < Z <

3.05 3
0.04

) P ( 7.600.087.70 < Z <

7.80 7.70
0.08

) = 0.7887 2 = 0.6220

5-81. Because = 0 and X and Y are normally distributed, X and Y are independent.
Therefore,
X = 0.1mm X=0.00031mm Y = 0.23mm Y=0.00017mm
Probability X is within specification limits is

0.099535 0.1
0.100465 0.1
<Z<
0.00031
0.00031
= P(1.5 < Z < 1.5) = P ( Z < 1.5) P( Z < 1.5) = 0.8664

P (0.099535 < X < 0.100465) = P

Probability that Y is within specification limits is

0.22966 0.23
0.23034 0.23
<Z <
0.00017
0.00017
= P (2 < Z < 2) = P ( Z < 2) P ( Z < 2) = 0.9545

P (0.22966 < X < 0.23034) = P

Probability that a randomly selected lamp is within specification limits is

(0.8664)(.9594)=0.8270
5-82 a) By completing the square in the numerator of the exponent of the bivariate normal PDF, the joint
PDF can be written as
1

1
f Y |X = x

Y2

( y ( Y +

x x

2 x

Also, fx(x) =

2 x

Y2

( y (Y +

2 x

Y2

Y
( x x ))
X

2(1 2 )

f XY ( x, y ) 2 x y 1
=
f X ( x)

By definition,

+ (1 2 )

fY | X = x =

2 (1 2 )

2
f XY ( x , y ) 2 x y 1
=
=
f X ( x)

xx

Y
( x x ))
X

( y ( Y +

Y
( x x ))
X

2 (1 2 )

2 y 1 2

5-34

x x
x

2(1 2 )

+ (1 2 )

x x
x

x x

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

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

y
x

( x x ) . This answer can be seen from part 5-82a. Since the PDF is 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 5-82a. Since the PDF is in the form
of a normal distribution, then the variance can be obtained from the exponent.

5-83

f XY ( x, y )dxdy =

1
e
X

( x X )2

12

( y Y ) 2

dxdy =

1
2

( x X )2

12

1
2

dx

( y Y ) 2

12

dy

and each of the last two integrals is recognized as the integral of a normal probability
density function from to . That is, each integral equals one. Since
f XY( x, y ) = f ( x) f ( y ) then X and Y are independent.

5-84

Let f XY ( x, y ) =

X X
X

2 ( X X )(Y X ) Y Y
+
X Y
Y
2(1 2 )

2 x y 1 2

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

X X

2 ( X X )(Y X )

XY

Y Y

Y Y

X X

2
2

+ (1 )

X X

But,
Y Y

X X

(Y Y )

1
Y
( X x ) =
Y
X

(Y ( Y +

Y
( X x ))
X

Substituting into fXY(x,y), we get

1

f XY ( x, y ) =

1
2 x y 1 2

Y2

y ( Y +

Y
xx
( x x )) + (1 2 )
X
x
2(1 2 )

y ( y +

1
2 x

1 xx
2 x

dx

1
2 y 1 2

dydx
y
( x x ))
x

2 x2 (1 2 )

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:

5-35

y ( y +

2 x

2 x

1 xx
2 x

dx

1 xx
2 x

y
( x x ))
x

2 x2 (1 2 )

2 y 1 2

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 ( x, y )
XY

=1

5-85

f X ( x) =

1 2

0.5 ( x X

( x X )2

0 .5

1
2

1 2

e
)2

1 2

2
X

2 ( x X )( y Y )

0 .5

2
X

1
Y

1 2

( y Y ) 2

( y Y )

2
Y

dy

( x X )

( x X )

dy

0 .5

e
2 X

( x X )2

0 .5

2
X

1 2

1
Y

1 2

( y Y )

( x X )

dy

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

Y + ( x
Y

and variance Y (1 2 ) . Therefore, the last integral equals one and

the requested result is obtained.

5-36

5-86

E ( X ) = X , E (Y ) = Y , V ( X ) = X2 , and V (Y ) = Y2 . Also,
0.5

( x X )2

1 2

2
X

2 ( x X

( x X )( y Y )e
E ( X X )(Y Y ) =
2 X Y (1 2 ) 1 / 2

Let u =

x X

and v =

y Y

0.5
1 2

dxdy

u 2 2 uv + v 2

uve
2 1/ 2
2 (1 )
0. 5
1 2

. Then,

E ( X X )(Y Y ) =

)( y Y ) ( y Y ) 2
+
2
Y
Y

X Y dudv

[u v ]2 + (1 2 ) v 2

uve
2 (1 2 ) 1 / 2

X Y dudv

The integral with respect to u is recognized as a constant times the mean of a normal
random variable with mean v and variance 1 2 . Therefore,

E ( X X )(Y Y ) =

e 0.5v v X Y dv = X Y

v2
2

e 0.5v dv .

The last integral is recognized as the variance of a normal random variable with mean 0
and variance 1. Therefore, E( X X )( Y Y ) = X Y and the correlation between X and
Y is .

Section 5-7
5-87.

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 <

30 30
97

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

5-88

) = P( Z < 0) = 0.5

40 30
97

) = P( Z < 1.02) = 0.8461

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

V(Y)=102V(X)=25mm2

5-37

5-89

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
= 1 P ( Z < 2.12) = 1 0.983 = 0.0170

P (T > 4.3) = P Z >

5-90

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

P (T < 0.2337 ) = P Z <

b)
P ( T > 0 . 2405

5-91.

) = P

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

Let D denote the width of the casing minus the width of the door. Then, D is normally
distributed.
5
a) E(D) = 1/8 V(D) = ( 18 ) 2 + ( 161 ) 2 = 256
b) P ( D > 14 ) = P ( Z >
c) P ( D < 0) = P ( Z <

5-92

0 . 2405 0 . 33
0 . 000345

Z >

1 1

4 8
5

0 18
5

) = P ( Z > 0.89) = 0.187

256

) = P ( Z < 0.89) = 0.187

256

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

5-93.

5 .9 6
) = P(Z < -0.82) = 0.206.
0.1225

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

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 .

b) E( X ) = 12.1 and P ( X < 12) = P Z <

d.) P( X < 12) = 0.005 implies that P Z <

Then

12 12.1

/ 100

= -2.58 and = 0.388 .

5-38

12 12.1

/ 100

= 0.005.

e.) P( X < 12) = 0.01 implies that P Z <

Then
5-94

1212.1
0.5 / n

12 12.1

0 .5 / n
= -2.33 and n = 135.72 136 .

= 0.01.

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

a) P (9 < X < 11) = P ( 9 010
< Z < 11010
) = P (3.16 < Z < 3.16) = 0.998 .
.1
.1
The answer is 1 0.998 = 0.002
b) P( X > 11) = 0.01 and X =
Therefore, P ( X > 11) = P ( Z >

1110
1
n

) = 0.01 ,

11 10
1

= 2.33 and n = 5.43 which is

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

1110

10

) = 0.0005 ,

1110

10

= 3.29

10

= 10 / 3.29 = 0.9612
5-95.

X~N(160, 900)
a) Let Y = 25X, E(Y)=25E(X)=4000, V(Y) = 252(900)=562500
P(Y>4300) =

P Z>

4300 4000
562500

= P ( Z > 0.4) = 1 P ( Z < 0.4) = 1 0.6554 = 0.3446

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

Then

x 4000
750

x 4000
562500

= 0.0001.

= 3.72 and x = 6790 .

Supplemental Exercises
5-96

( ) ( ) ( ) ( ) ( )

The sum of
x

and
5-97.

f ( x, y ) = 1 , 1 + 1 + 1 + 1 + 1 = 1
4
8
8
4
4

f XY ( x, y ) 0

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

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

5-39

5-98

a) f X ( x ) =

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

y

b) fY 1 ( y ) =

f XY (1, y )
and fY 1 (0) =
f X (1)

c) E (Y | X = 1) =

1/8
3/8

= 1 / 3, fY 1 (1) =

1/ 4
3/8

= 2/3.

yf XY (1, y ) =0(1/ 3) + 1(2 / 3) = 2 / 3

x =1

d) Because the range of (X, Y) is not rectangular, X and Y are not independent.
e.) 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!
a. ) 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
c.) E ( X ) = np1 = 20(0.10) = 2
V ( X ) = np1 (1 p1 ) = 20(0.10)(0.9) = 1.8
f ( x, z )
d.) f X | Z = z ( X | Z = 19) XZ
f Z ( z)
20!
f XZ ( xz ) =
0.1 x 0.2 20 x z 0.7 z
x! z!(20 x z )!
20!
f Z ( z) =
0.3 20 z 0.7 z
z! (20 z )!

XY =

5-99

f XZ ( x, z )
(20 z )! 0.1 x 0.2 20 x z
(20 z )!
1
f X | Z = z ( X | Z = 19)
=
=
20 z
f Z ( z)
x! (20 x z )! 0.3
x! (20 x z )! 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) =

5-100 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!
0.6120.360.12 = 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.

5-40

2
3

20 x z

5-101. a) f Z |16 ( z ) =

f XZ (16, z )
20!
and f XZ ( x, z ) =
0.6 x 0.3 ( 20 x z ) 0.1 z for
f X (16)
x! z! (20 x z )!
x + z 20 and 0 x,0 z . Then,

f Z 16 ( z ) =

20!
16!z!( 4 z )!

0.616 0.3( 4 z ) 0.1z

20!
16!4!

16

0.6 0.4

( ) ( )

4!
0.3 4 z 0.1 z
z!( 4 z )! 0.4
0.4

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

p = 0.25.
b) From part a., E(Z) = 4 (0.25) = 1.
c) Because the conditional distribution of Z given X = 16 does not equal the marginal
distribution of Z, X
and Z are not independent.
5-102 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
Therefore, P(W = 10) = 10
10 0.95 0.05 = 0.5987 .
c) E(W) = 10(0.95) = 9.5.

( )

5-103 a) f Z 8 ( z ) =

10!
f XZ (8, z )
0.70 x 0.25(10 x z ) 0.05 z for
and f XZ ( x, z ) =
x! z!(10 x z )!
f X (8)

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

f Z 8 ( z) =

10!
8!z!( 2 z )!

0.70 8 0.25 ( 2 z ) 0.05 z

10!
8!2!

0.70 0.30

( ) ( )

2!
0.25 2 z 0.05 z
z !( 2 z )! 0.30
0.30

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

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

cx 2 ydydx = cx 2

5-104
0 0

y2
2

2
0

dx = 2c x3

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

0

5-41

1 1

1
1
18

5-105. a) P ( X < 1, Y < 1) =

x 2 ydydx =

1
18

0 0
2.5
1
18

x 2 ydydx =

0 0

1
18

dx =
0

0
3 2

3
1
18

c) P (1 < Y < 2.5) =

y2
2

x2

x 2 ydydx =

0 1

1
18

x2

1 x3
9 3

y2
2

dx =
1

1 x3
36 3

dx =

2.5 2

b) P ( X < 2.5) =

y2
2

x2

=
0

1
108

2.5

= 0.5787
0
3

1 x3
12 3

=
0

3
4

d)
3

1.5

P ( X > 2,1 < Y < 1.5) =

2

3 2

x ydydx =

x ydydx =

0 0

95
432

1
18

x 3 2dx =

1
18

x 2 83 dx =

x 2 y 2 dydx =

0 0

9
4

y2
2

1.5

dx =
1

5 x3
144 3

3
2

1 x4
9 4

3
1
18

x2

= 0.2199

3 2

1
18
2

3
1
18

f) E (Y ) =

=
e) E ( X ) =

3
1
18

4 x3
27 3

=
0

4
3

2
1
18

5-106 a) f X ( x) =

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

b) fY X ( y ) =

f XY (1, y )
=
f X (1)

1
18
1
9

y
for 0 < y < 2.
2

2
f XY ( x,1) 181 x
c) f X 1 ( x) =
=
and fY ( y ) =
fY (1)
fY (1)

Therefore, f X 1 ( x) =

3
1
18

x 2 ydx =

y
2

for 0 < y < 2 .

x2 1 2
= x for 0 < x < 3.
1/ 2 9

1
18

5-107. The region x2 + y 2 1 and 0 < z < 4 is a cylinder of radius 1 ( and base area ) and
height 4. Therefore, the volume of the cylinder is 4 and f XYZ ( x, y, z) =

1
4

for x2 + y 2 1

and 0 < z < 4.

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

P( X 2 + Y 2 0.5) =

4 ( 0.5 )
4

= 1/ 2 .

b) The region X 2 + Y 2 0.5 and 0 < z < 2 is a cylinder of radius 0.5 and height 2.
Therefore,

P( X 2 + Y 2 0.5, Z < 2) =

2 ( 0.5 )
4

= 1/ 4

5-42

c) f XY 1 ( x, y ) =

f XYZ ( x, y,1)
and f Z ( z ) =
f Z (1)

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

4

1 x 2

1 x

1 / 4
=
1/ 4

dydx = 1 / 4

for x 2 + y 2 1 .

4
1
4

f X ( x) =

d)

1
4
x 2 + y 2 1

1
2

dydz =

1 x 2 dz = 2 1 x 2

for -1 < x < 1

f XYZ (0,0, z )
2
2
1
and f XY ( x, y ) = 4 dz = 1 / for x + y 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 ( x, y, z ) 1 / 4
f Z xy ( z ) = XYZ
=
= 1 / 4 for 0 < z < 4. Then, E(Z) given X = x and Y = y is
f XY ( x, y )
1/

5-108 a) f Z 0, 0 ( z ) =

b)
4

z
4

dz = 2 .

0
1

5-109.

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

cdxdy = 1 and c = 1. Because

0

f XY ( x, y ) is constant, P( X Y < 0.5) is the area of the shaded region below

1
0.5
0

That is,

0.5

P( X Y < 0.5)

= 3/4.

5-110 a) Let X1, X 2 ,..., X 6 denote the lifetimes of the six components, respectively. Because of
independence,
P( X1 > 5000, X 2 > 5000,..., X 6 > 5000 ) = P( X1 > 5000)P( X 2 > 5000 )... P( X 6 > 5000)

If X is exponentially distributed with mean , then =

P( X > x) =

e t / dt = e t /

e 5 / 8 e 0.5 e 0.5 e 0.25 e 0.25 e 0.2 = e 2.325 = 0.0978 .

5-43

and

= e x / . Therefore, the answer is

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
5-111. 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) = 210
0.2 2 0.5 5 0.3 3 = 0.085
!5!3!
b) Z is binomial with n = 10 and p = 0.3.
c) E(Z) = 10(0.3) = 3.
5-112 a) Let X denote the mean weight of the 25 bricks in the sample. Then, E( X ) = 3 and
25
3 ) = P (Z < -1) = 0.159.
X = 0.25
= 0.05 . Then, P( X < 2.95) = P(Z < 2 .095
. 05
b)

P( X > x) = P( Z >

x3
x3
) = 0.99 . So,
= -2.33 and x=2.8835.
.05
0.05

5-113. a.)
18.25

5.25

17.75

4.75

cdydx = 0.25c, c = 4. The area of a panel is XY and P(XY > 90) is

Because

the shaded area times 4 below,

5.25
4.75

18.25

17.25
18.25

18.25

5.25

18.25

4dydx = 4 5.25 90x dx = 4(5.25 x 90 ln x

That is,
17.75

17.75

90 / x

) = 0.499
17.75

b. The perimeter of a panel is 2X+2Y and we want P(2X+2Y >46)

18.25

5.25

18.25

4dydx = 4 5.25 (23 x)dx

17.75

23 x

17.75
18.25

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

17.75

5-44

x2
2

18.25

) = 0 .5
17.75

5-114 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
1.7
P(Y < 1.6) = P( Z < 1.06.0289
) = P( Z < 0.59) = 0.2776 .
5-115. Let X denote the average time to locate 10 parts. Then, E( X ) =45 and X =
a) P ( X > 60) = P ( Z >

60 45
30 / 10

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.
5-116 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 .

P (Y > 29.5) = P( Z >

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
27.5
V( X ) = 0.7/8 = 0.0875. Also, P ( X > 29) = P ( Z > 290.0875
) = P ( Z > 5.07) = 0 .

5-117

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

5-118

1
f XY ( x , y ) =
e
1 .2
f XY ( x , y ) =
f XY ( x , y ) =

1
{( x 1) 2 1 .6 ( x 1)( y 2 ) + ( y 2 ) 2 }
0.72

1
2 .36

1
{( x 1) 2 1.6 ( x 1)( y 2 ) + ( y 2 ) 2 }
2 ( 0 .36 )

1
2 1 .8 2

2 (1.8 2 )

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

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

5-119 Let T denote the total thickness. Then, T = X1 + X2 and

a.) E(T) = 0.5+1=1.5 mm
V(T)=V(X1) +V(X2) + 2Cov(X1X2)=0.01+0.04+2(0.014)=0.078mm2
where Cov(XY)=XY=0.7(0.1)(0.2)=0.014
b.) P (T < 1) = P Z <

1 1 .5
0.078

= P ( Z < 1.79) = 0.0367

c.) 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)=0.568mm2
where Cov(XY)=XY=0.7(0.1)(0.2)=0.014

5-120 Let T denote the total thickness. Then, T = X1 + X2 + X3 and

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

1 .5 3
= P ( Z < 6.10) 0
0.246

5-46

5-121 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
5-122. By the independence,

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

f X 2 ( x 2 )dx 2 ...
A2

f X p ( x p )dx p
Ap

= P( X 1 A1 ) P( X 2 A2 )...P( X p A p )
5-123 E (Y ) = c11 + c2 2 + ... + c p p .
Also,

V (Y ) =

[c x + c x + ... + c x (c + c + ... + c )]
[c ( x ) + ... + c ( x )] f ( x ) f ( x )... f

1 1

2 2

1 1

X1

X2

Xp

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

( x p )dx1dx2 ...dx p

Now, the cross-term

c1c ( x1 1 )( x2 2 ) f X 1 ( x1 ) f X 2 ( x2 )... f X p ( x p )dx1dx2 ...dx p

2

= c1c2 ( x1 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

][

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

= c12V ( X 1 ) + ... + c 2pV ( X p ).

5-47

f XY ( x, y )dydx =

5-124
0

cdydx = cab . Therefore, c = 1/ab. Then,

f X ( x) =

cdy =

1
a

for 0 < x < a, and

f Y ( y) =

cdx = 1
b

for 0 < y < b. Therefore,

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

5-125

f X ( x) =

g ( x)h( y )dy = g ( x) h( y )dy = kg ( x) where k =

0

h( y )dy. Also,

f Y ( y ) = lh( y ) where l =

g ( x)dx. Because f XY (x,y) is a probability density

0

g ( x)h( y )dydx =

function,
0

h( y )dy = 1. Therefore, kl = 1 and

g ( x)dx
0

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

Section 5-8 on CD

S5-1.

S5-2.

f Y ( y) =

1
4

at y = 3, 5, 7, 9 from Theorem S5-1.

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

( )p (1 p)
( y ) = ( )(0.25) (0.75)

f Y ( y) = f X ( y ) =
If p = 0.25,

S5-3.

a)

fY

fY ( y ) = f X

3 y

y 10
2

1
y 10
=
2
72

y 2 10 y
1
E (Y ) =
dy =
72
72
10

y3
3

Because y = -2 ln x,

x=

. From Theorem S5-2,

for y = 0, 1, 4, 9.

for 10 y 22

102y

22

= 18
10

S5-4.

and

for y = 0, 1, 4, 9.

22

b)

3 y

y = x2

= x . Then, f Y ( y ) = f X (e 2 ) 12 e

y
2

= 12 e 2

for

0 e 2 1 or

y 0 , which is an exponential distribution (which equals a chi-square distribution with k = 2 degrees of

freedom).

5-48

S5-5.

a) Let Q = R. Then,

p = i 2r
q=r
J=

p
q

i=

and

r=q

i
p
r
p

i
q
r
q

1
2

( pq ) 1 / 2
0
p
q

f PQ ( p, q ) = f IR (
p
q

for 0
That is, for

12 p 1 / 2 q 3 / 2 1
= 2 ( pq ) 1 / 2
1

, q ) 12 ( pq ) 1 / 2 = 2

( )
p
q

1
2

( pq ) 1 / 2 = q 1

1, 0 q 1

0 p q, 0 < q 1 .
1

f P ( p ) = q 1dq = ln p for 0 < p 1.

p

b)

E ( P ) = p ln p dp . Let u = ln p

and dv = p dp. Then, du = 1/p and

0
2

p
2

v=

S5-6.

a) If

. Therefore,

E ( P) = (ln p )

y = x 2 , then x =

p2
2

p
2

+
0

dp =

p2
4

for x 0 and y 0 . Thus,

=
0

1
4

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

12

for

2 y

y > 0.
b) If
0.

y = x 1 / 2 , then x = y 2

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

for

x0

and

y 0 . Thus, fY ( y ) = f X ( y 2 )2 y = 2 ye y
y

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

S5-7.

av 2 e bv dv

a) Now,

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

the definition of the gamma function the last expression is

b) If

w=

mv 2
2

, then

v=

f W ( w) = f V
=
for

b 3 m 3 / 2

w1 / 2 e

2w
m

w 0.

5-49

for y >

for

a ( ub ) 2 e u du = a3 u 2 e u du.
b b 0
0

a
2a
b3
(3) = 3 . Therefore, a =
2
b3
b

2w
for v 0, w 0 .
m
b 3 2 w b 2mw
2 w dv
=
e
(2mw) 1 / 2
m
dw
2m

( )

From

S5-8.

If

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

ln y 2 .

That is,

fY ( y ) =

1
y

for

1 1
=
y y

for

e y e2 .

S5-9.

Now

P (Y a ) = P ( X u (a )) =

f X ( x)dx . By changing the variable of integration from x to y

u(a)

by using x = u(y), we obtain

P(Y a ) =

f X (u ( y ))u ' ( y )dy

because as x tends to , y = h(x) tends

a
a

to - . Then,

P (Y a ) =

f X (u ( y ))(u ' ( y ))dy . Because h(x) is decreasing,

u'( y) is negative.

Therefore, | u'( y) | = - u'( y) and Theorem S5-1 holds in this case also.
S5-10.

If y =

( x 2) 2 , then x = 2 y

for

0 x2

and x =

2+ y

for

2 x 4 . Thus,

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

2 y
16 y

2+ y
16 y

= ( 14 ) y 1 / 2 for 0 y 4
S5-11.

a) Let

a = s1s 2 and y = s1 . Then, s1 = y, s 2 =

a
y

and

s s
0
1
1
a y
a
1
J=
=
y 3 / 2 = y . Then,
s s
y
2
a y
f AY (a, y ) = f S S ( y, ay )( 1y ) = 2 y ( 8ay )( 1y ) = 4ay for
1

1 2

0 y 1 and 0 a 4 y .
1

b)

f A (a) =

a
a
dy = ln( a4 )
4
a /4 4y

for

0 < a 4.

5-50

0 y 1 and 0 a 4 . That is, for

y

S5-12.

i = s and v = rs

Let r = v/i and s = i. Then,

i
J = r
v
r

i
s = 0 1 = s
v s r
s

f RS (r , s ) = f IV ( s, rs ) s = e rs s for rs 0
f RS (r , s) = se

rs

and 1

s 2 . That is,

for 1 s 2 and r 0 .

Then,

f R (r ) = se

rs

ds . Let u = s and dv = e

rs

ds. Then, du = ds and v =

e rs
r

Then,
2

er 2e2r ers
ers
ers
f R (r) = s
+
ds=
2
r 1 1 r
r
r 1
er 2e2r er e2r
+
r
r2
er (r +1) e2r (2r +1)
=
r2
=

for r > 0.

Section 5-9 on CD

e tx 1
=
m
x =1 m
m

S5-13 . a)

b)

E (e tX ) =
M (t ) =

(e t ) x =
x =1

1 t
e (1 e tm )(1 e t ) 1
m

(e t ) m +1 e t e t (1 e tm )
=
m(e t 1)
m(1 e t )

and

dM(t ) 1 t
= e (1 etm )(1 et )1 + et (metm )(1 et )1 + et (1 etm )(1)(1 et )2 (et )
dt
m

dM (t )
(1 e tm )e t
et
tm
tm
=
1

me
+
dt
m(1 e t )
1 et
=

et
1 e tm me tm + me ( m +1) t
m(1 e t ) 2

Using LHospitals rule,

dM (t )
et
me tm m 2 e tm + m(m + 1)e ( m +1)t
lim
= lim lim
t 0
t 0 m t 0
dt
2(1 e t )e t
= lim
t 0

et
m 2 e tm m 3 e tm + m(m + 1) 2 e ( m +1)t
lim
m t 0
2(1 e t )e t 2e t (e t )

1 m(m + 1) 2 m 2 m 3 m 2 + m m + 1
=
=
=
m
2
2m
2

5-51

Therefore, E(X) =

d 2 M (t ) d 2
= 2
dt 2
dt
=

1
m

m +1
.
2
m

e tx
x =1

1 1
=
m m

d2
(tx ) 2
1
+
tx
+
+
2
2
x =1 dt
m

( x 2 + term sin volvingpow ersoft )

x =1

Thus,

d 2 M (t )
1 m(m + 1)(m + 2)
(m + 1)(2m + 2)
=
=
6
6
dt 2 t =0 m
Then,

2m 2 + 3m + 1 (m + 1) 2 4m 2 + 6m + 2 3m 2 6m 3

=
6
4
12
2
m 1
=
12

V (X ) =

S5-14.

a)

E (e tX ) =

e tx
x =0

b)

t
t
( e t ) x
e x
= e
= e e e = e ( e 1)
x!
x!
x =0

t
dM (t )
= e t e ( e 1)
dt
dM (t )
= = E( X )
dt t = 0

d 2 M (t )
2 2 t ( e t 1)
t ( e t 1)
=
e
e
+
e
e

dt 2
d 2 M (t )
= 2 +
2
dt
t =0
V ( X ) = 2 + 2 =

5-52

S5-15

a)

etx (1 p)x1 p =

E(etX ) =
x =1

b)

p t
[e (1 p)]x
1 p x=1

et (1 p )
p
pet
=
=
1 (1 p )et 1 p
1 (1 p )et
dM (t )
= pe t (1 (1 p ) e t ) 2 (1 p ) e t + pe t (1 (1 p ) e t ) 1
dt
= p (1 p )e 2t (1 (1 p )et )2 + pet (1 (1 p )et )1
dM(t)
1 p
1
=
+1= = E(X )
dt t =0
p
p

d 2M(t)
= p(1 p)e2t 2(1 (1 p)et )3(1 p)et + p(1 p)(1 (1 p)et )2 2e2t
dt2
+ pet (1 (1 p)et )2 (1 p)et + pet (1 (1 p)et )1
d 2 M (t )
2(1 p ) 2 2(1 p ) 1 p
2(1 p ) 2 + 3 p (1 p ) + p 2
=
+
+
+
1
=
dt 2 t = 0
p2
p
p
p2
2 + 2 p2 4 p + 3 p 3 p2 + p2 2 p
=
p2
p2
2 p 1 1 p
V (X ) =
2 = 2
p2
p
p
=

S5-16.

M Y (t ) = Ee tY = Ee t ( X 1 + X 2 ) = Ee tX 1 Ee tX 2
= (1 2t ) k1 / 2 (1 2t ) k 2 / 2 = (1 2t ) ( k1 + k 2 ) / 2
Therefore, Y has a chi-square distribution with k 1 + k 2 degrees of freedom.

S5-17.

a)

E (e tX ) = e tx 4 xe 2 x dx = 4 xe ( t 2) x dx
0

Using integration by parts with u = x and dv =

e (t 2 ) x dx

and du = dx,

(t 2) x

v=

e
t2

xe (t 2) x
4
t2

we obtain

e (t 2 ) x
xe ( t 2) x

dx = 4
t2
t2
0

This integral only exists for t < 2. In that case,

b)

dM (t )
= 8(t 2) 3
dt

c)

d 2 M (t )
= 24(t 2) 4
2
dt

and

e (t 2 ) x

(t 2) 2

E (e tX ) =

4
for t < 2
(t 2) 2

dM (t )
= 8(2) 3 = 1 = E ( X )
dt t = 0

and

24 3
d 2 M (t )
3
1
=
= . Therefore, V ( X ) = 12 =
2
16 2
2
2
dt
t =0

5-53

S5-18.

a)

tX

E (e ) =

b)

etx
etx
et et
dx =
=

t( ) t( )

e t e t
dM (t )
e t e t
=
+
dt
t ( )
( )t 2
=

( t 1)e t (t 1)e t
t 2 ( )

Using LHospitals rule,

dM (t ) (t 1)e t + e t (t 1)e t e t
lim
=
t 0
dt
2t ( )
dM (t ) 2 (t 1)e t + 2 e t + 2 e t 2 (t 1)e t 2 e t 2 e t
lim
=
t 0
dt
2( )
dM (t ) 2 2 ( + )
=
=
= E( X )
t 0
dt
2( )
2

lim

d 2 M (t ) d 2
1 tx
1 d 2 e tb e ta
=
=
(
)
e
dx
b a dt 2
t
dt 2
dt 2 a b a
tb +

(tb) 2 (tb) 3
(ta ) 2 (ta ) 3
+
ta

+ ...
2
3!
2
3!
=
t

1 d2
b a dt 2

1 d2
(b 2 a 2 )t (b 3 a 3 )t 2
b

a
+
+
+ ...
2
3!
b a dt 2

b 3 a 3 b 2 + ba + a 2
=
=
3(b a )
3
Thus,

b 2 + ba + a 2 (b + a ) 2 b 2 2ab + a 2 (b a ) 2
V(X)=

=
=
3
4
12
12

5-54

S5-19.

a)

M (t ) = e tx e x dx = e ( t ) x dx
0

0
(t ) x

=
b)

e
t

1
=
= (1
t 1 t

=
0

)1 for t <

dM (t )
1
2
= (1)(1 t ) ( 1 ) =
2
dt
(1 t )
dM (t )
dt

t =0

d 2 M (t )
2
= 2
2
dt
(1 t ) 3
d 2 M (t )
dt 2
V (X ) =

a)

t =0

S5-20.

M (t ) = e tx

(r )

(x) r 1 e x dx =

r
(r )

x r 1 e ( t ) x dx
0

Let u = (-t)x. Then,

M (t ) =

r
( r )

u
t

r 1

du
1
r (r )
=
=
= (1 t ) r from
r
t r
t (r )( t )
(1 )

the definition of the gamma function for t < .

b)

M ' ( t ) = r (1 t ) r 1 ( 1 )

M ' (t ) t = 0 =
M ' ' (t ) =

V (X ) =

= E( X )

r (r + 1)

M ' ' (t ) t = 0 =

(1 t ) r 2

r (r + 1)

r (r + 1)
2

5-55

S5-21.

a)

E (e ) = E (e tX i ) = (1 t )
tY

i =1

b) From Exercise S5-20, Y has a gamma distribution with parameter and n.

S5-22.

a)

M Y (t ) = e

1t + 12 t2 + 2t + 22 t2

=e

( 1 + 2 ) t + ( 12 + 22 ) t2

b) Y has a normal distribution with mean 1 + 2 and variances 12 + 22

S5-23.

Because a chi-square distribution is a special case of the gamma distribution with =

1
k
and r = , from
2
2

Exercise S5-20.

M (t ) = (1 2t ) k / 2
k
k 1
k 1
(1 2t ) 2 (2) = k (1 2t ) 2
2
= k = E( X )

M ' (t ) =
M ' (t ) t =0

M ' ' (t ) = 2k ( k2 + 1)(1 2t )

k2 2

M ' ' (t ) t = 0 = 2k ( k2 + 1) = k 2 + 2k
V ( X ) = k 2 + 2k k 2 = 2k
2

S5-24.

a)

= 1 and

M ( r ) (0) = r'

b) From Exercise S5-20,

c)

M (t ) = M (0) + M ' (0)t + M ' (0) t2! + ... + M ( r ) (0) tr! + ... by Taylors expansion. Now, M(0)

1' =

and

2' =

and the result is obtained.

M (t ) = 1 + r t +
r ( r +1)

r ( r +1) t 2
2!
2

+ ...

which agrees with Exercise S5-20.

Section 5-10 on CD

S5-25. Use Chebychev's inequality with c = 4. Then,

S5-26. E(X) = 5 and X = 2.887 . Then,
The actual probability is

P( X 10 > 4) 161 .

P( X 5 > 2 X )

1
4

P( X 5 > 2 X ) = P( X 5 > 5.77) = 0 .

5-56

P( X 20 > 2 )

S5-27. E(X) = 20 and V(X) = 400. Then,

1
4

and

P( X 20 > 3 )

1
9

The actual

probabilities are

P ( X 20 > 2 ) = 1 P ( X 20 < 40)

60

= 1 0.05e 0.05 x dx = 1 e 0.05 x

60

= 0.0498
0

P ( X 20 > 3 ) = 1 P ( X 20 < 60)

80

= 1 0.05e 0.05 x dx = 1 e 0.05 x

80

= 0.0183
0

S5-28. E(X) = 4 and X = 2

P ( X 4 4)

1
4

1
9

and P( X 4 6)

. The actual probabilities are

P ( X 4 4) = 1 P ( X 4 < 4) = 1

e2 2x
x!

x =1
9

e 2 2 x
x!

P ( X 4 6) = 1 P ( X 4 < 6) = 1

= 1 0.8636 = 0.1364
= 0.000046

x =1

S5-29. Let X denote the average of 500 diameters. Then,

a)

X =

0.01
500

= 4.47 x10 4 .

P ( X 4 X ) 161 and P ( X < 0.0018) 15

16 . Therefore, the bound is

0.0018.
If

P ( X < x) =

P(

x
4.47 x10 4

S5-30. a) E(Y) =

<Z<

15
16

, then

x
4.47 x10 4

P ( x <
X

< x ) = 0.9375. Then,

) = 0.9375. and

x
4.47 x10 4

= 1.86. Therefore, x =

P( X c )

b) Because Y 1 ,

( X )2 ( X )2Y

If

X c

, then Y = 1 and

( X ) 2 Y c 2 2 Y

If

X < c

, then Y = 0 and

( X )2 Y = c 2 2Y .

c) Because

( X ) 2 c 2 2Y , E[( X ) 2 ] c 2 2 E (Y ) .

d) From part a., E(Y) =

1
c2

8.31x10 4 .

P( X c ) . From part c., 2 c 2 2 P( X c ) . Therefore,

P ( X c ) .

5-57