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Let X denote the outcome of the first roll of the die and Y the outcome of the second
roll. Then (x, y) denotes the event {X = x and Y = y}.
a.
Let U denote the event that the second number is twice the first; that is, y = 2x . Then
U can be represented by
U = { ( 1, 2 ), ( 2, 4 ), ( 3, 6 ) }
Since there are 36 equally likely sample points in the experiment, the probability of
U is given by
P [ U ] = 3 36 = 1 12
b.
Let V denote the event that the second number is greater than the first. Then V can
be represented by
and the probability q that the second number is not greater than the first is given by
q = 1 P [ V ] = 7 12
c.
Let W denote the event that at least one number is greater than 3. If we use na to
denote that an entry is not applicable, then W can be represented by
na
na
na
na
na
na
na
na
na
W =
( 4, 1 ) ( 4 , 2 ) ( 4 , 3 )
( 5, 1 ) ( 5 , 2 ) ( 5 , 3 )
( 6, 1 ) ( 6, 2 ) ( 6, 3 )
( 1, 4 )
( 2, 4 )
( 3, 4 )
( 4, 4 )
( 5, 4 )
( 6, 4 )
( 1, 5 )
( 2, 5 )
( 3, 5 )
( 4, 5 )
( 5, 5 )
( 6, 5 )
( 1, 6 )
( 2, 6 )
( 3, 6 )
( 4, 6 )
( 5, 6 )
( 6, 6 )
1.2
(b) Let Y denote the event that just one 4 appears. Then Y can be represented by
Y = { ( 1, 4 ), ( 2, 4 ), ( 3, 4 ), ( 5, 4 ), ( 6, 4 ), ( 4, 1 ), ( 4, 2 ), ( 4, 3 ), ( 4, 5 ), ( 4, 6 ) }
(c) Let Z denote the event that the sum of the face values is 7. Then Z can be represented
by
Z = { ( 1, 6 ), ( 2, 5 ), ( 3, 4 ), ( 4, 3 ), ( 5, 2 ), ( 6, 1 ) }
(d) Let U denote the event that one of the values is 3 and the sum of the two values is 5.
Then U can be represented by
U = { ( 2, 3 ), ( 3, 2 ) }
(e) Let V denote that event that one of the values is 3 or the sum of the two values is 5.
Let H denote the event that one of the values is 3 and F the event that the sum of the
two values is 5. Then H and F can be represented by
H = { ( 1, 3 ), ( 2, 3 ), ( 4, 3 ), ( 5, 3 ), ( 6.3 ), ( 3, 1 ), ( 3, 2 ), ( 3, 4 ), ( 3, 5 ), ( 3, 6 ) }
F = { ( 1, 4 ), ( 2, 3 ), ( 3, 2 ), ( 4, 1 ) }
The event V is the union of events H and F; that is, V = H F . Thus, we have the
probability of event V is given by
P[V ] = P[ H F] = P[ H] + P[ F] P[H F]
But from earlier results in part (d) we have that P [ H F ] = P [ U ] . Therefore, the
probability of event V is given by
1.3
B
6
1.4
First Die
Second Roll
First Roll
Since all the outcomes are equally likely, the probability that the outcome of the first roll
is greater than the outcome of the second roll is P [ A ] = 6 16 = 3 8 .
1.5
The experiment can stop after the first trial if the outcome is a head (H). If the first trial
results in a tail (T), we try again and stop if a head appears or continue if a tail appears
again, and so on. Thus the sample space of the experiment is as shown below.
H
1.6
H
H
T
H
T
H
H
T
T
H
H
T
T
H
T
H
T
H
T
H
H
T
1.7
Let B denote the event that Bob wins the game, C the event that Chuck wins the game,
and D the event that Dan wins the game. Then B, C, D denote the complements of B, C,
and D, respectively. The sample space for this game is the following:
Thus, the number of literate people in the population is M + F = 11.718 . Therefore, the
percentage p of literate people in total population is
11.718
p = ---------------- 100 = 68.93
17
1.9
We are given that A and B are two independent events with P [ A ] = 0.4 and
Now,
P [ A B ] = 0.7 .
P[A B ] = P[ A] + P[B ] P[ A B]
= P [ A ] + P [ B ] P [ A ]P [ B ] = P [ A ] + P [ B ] { 1 P [ A ] }
where the second equality follows from the fact that A and B are independent events.
Thus, we have that
P[A B] P[A]
0.7 0.4
P [ B ] = ------------------------------------------ = --------------------- = 0.5
1 P[A]
0.6
1.10 Recall that P [ A B ] denotes the probability that either A occurs or B occurs or both
events occur. Thus, if Z is the event that exactly one of the two events occurs, then
P [ Z ] = P [ A B ] P [ A B ] = P [ A ] + P [ B ] 2P [ A B ]
which yields the same result. Note that the problem specifically requires the answer in
terms of P [ A ] , P [ B ] , and P [ A B ] . We might be tempted to solve the problem in the
following manner:
P [ Z ] = P [ A ] { 1 P [ B ] } + P [ B ] { 1 P [ A ] } = P [ A ] + P [ B ] 2P [ A ]P [ B ]
However, this result is correct only if A and B are independent events because the
implicit assumption made here is that P [ A B ] = P [ A ]P [ B ] = P [ A ] { 1 P [ B ] } , which
implies that the events A and B are independent, which in turn means that the events A
and B are independent.
1.11 We are given two events A and B with P [ A ] = 1 4 , P [ B A ] = 1 2 , and P [ A B ] = 1 3 .
P[ A B]
1 1 1
P [ B A ] = ----------------------- P [ A B ] = P [ A ]P [ B A ] = --- --- = --- = 0.125
P[A]
4 2 8
P[ A B]
P[A B] 1 8 3
P [ A B ] = ----------------------- P [ B ] = ----------------------- = ---------- = --- = 0.375
P[B]
P[ A B]
13 8
1 3 1
1
P [ A B ] = P [ A ] + P [ B ] P [ A B ] = --- + --- --- = --- = 0.5
4 8 8
2
1.12 We are given two events A and B with P [ A ] = 0.6 , P [ B ] = 0.7 , and P [ A B ] = p . We
know that
P[A B ] = P[ A] + P[B ] P[ A B] 1
1.13 We are given two events A and B with P [ A ] = 0.5 , P [ B ] = 0.6 , and P [ A B ] = 0.25 .
From the De Morgans first law we have that
P [ A B ] = P [ A B ] = 1 P [ A B ] = 0.25
1.14 We are given two events A and B with P [ A ] = 0.4 . P [ B ] = 0.5 , and P [ A B ] = 0.3 .
a.
b.
c.
1.15 We use the tree diagram to solve the problem. First, we note that there are two cases to
consider in this problem:
1.
Christie does not answer questions she knows nothing about
2.
She answers all questions, resorting to guesswork on those she knows nothing
about
Under case 1, we assume that after Christie has narrowed down the choices to two
answers, she flips a coin to guess the answer. That is, given that she can narrow the
choices down to two answers, the probability of getting the correct answer is 0.5. Thus,
1.0
Correct
Correct
0.5
Partially Knows
0.5
0.2
Wrong
1.0
Wrong
Thus, the probability p that she will correctly answer a question chosen at random from
the test is given by
p = 0.4 1.0 + 0.4 0.5 = 0.6
Under case 2, she adopts the same strategy above for those questions that she can narrow
down the answer to two questions; that is, the final answer is based on flipping a fair
coin. For those she knows nothing about, she is equally likely to choose any one of the
four answers. Thus, the tree diagram for this case is as follows:
Completely Knows
0.4
0.4
0.2
1.0
0.5
Correct
Correct
Partially Knows
0.5
Wrong
0.25
Correct
0.75
Wrong
Thus, the probability p that she will correctly answer a question chosen at random from
the test is given by
10
1.16 We are given a box that contains 9 red balls, 6 white balls, and 5 blue balls from which 3
balls are drawn successively. The total number of balls is 20.
a.
If the balls are drawn in the order red, white, and blue, and each ball is replaced after
it has been drawn, the probability of getting a ball of a particular color in any drawing does not change due to the replacement policy. Therefore, the probability of
drawing a red ball is 9 20 , the probability of drawing a white ball is 6 20 , and the
probability of drawing a blue ball is 5 20 . Since these probabilities are independent
of each other, the probability p of this policy is
9
6
5
27
p = P [ R ] P [ W ] P [ B ] = ------ ------ ------ = --------- = 0.03375
20 20 20
800
b.
If the balls are drawn without replacement, then the probability q that they are drawn
in the order red, white, and blue is given
9
6
5
3
q = P [ R ] P [ W R ] P [ B RW ] = ------ ------ ------ = ------ = 0.0395
20 19 18
76
1.17 Given that A is the set of positive even integers, B the set of positive integers that are
divisible by 3, and C the set of positive odd integers. Then the following events can be
described as follows:
a.
E 1 = A B is the set of positive integers that are either even integers or integers that
are divisible by 3.
b. E 2 = A B is the set of positive integers that are both even integers and integers that
are divisible by 3
c. E 3 = A C is the set of positive integers that are both even integers and odd integers,
which is the null set, since no integer can be both even and at the same time.
11
d.
e.
is the set of positive integers that are odd integers and are either
even integers or divisible by 3. (This reduces to the set of odd integers that are divisible by 3.)
E 5 = A ( B C ) is the set of positive integers that are even or are both divisible by 3
and are odd.
E4 = ( A B ) C
1.18 Given a box that contains 4 red balls labeled R 1 , R 2 , R 3 , and R 4 ; and 3 white balls
labeled W 1 , W 2 , and W 3 . If a ball is randomly drawn from the box, then
a.
E1 ,
the event that the number on the ball (i.e., the subscript of the ball) is even is
given by E 1 = { R 2, R 4, W 2 }
b.
E2 ,
the event that the color of the ball is red and its number is greater than 2 is given
by E 2 = { R 3, R 4 }
c.
E3 ,
the event that the number on the ball is less than 3 is given by
E 3 = { R 1 , R 2 , W 1, W 2 }
d.
E 4 = E 1 E 3 = { R 1, R 2, R 4, W 1, W 2 }
e.
E 5 = E 1 ( E 2 E 3 ) = E 1 = { R 2, R 4, W 2 },
since E 2 E 3 =
1.19 Given a box that contains 50 computer chips of which 8 are known to be bad. A chip is
selected at random and tested.
(a) The probability that the selected chip is bad is 8 50 = 4 25 = 0.16 .
(b) Let X be the event that the first chip is bad and Y the event that the second chip is
bad. If the tested chip is not put back into the box, then there are 49 chips left after
the first chip has been removed and 7 of them are bad. Thus,
P [ Y X ] = 7 49 = 1 7 = 0.1428
(c) If the first chip tests good and a tested chip is not put back into the box, the
probability that a second chip selected at random is bad is
P [ Y X ] = 8 49 = 0.1633
12
1.21 Let S denote the universal set, and assume that the three sets A, B, and C have
intersections as shown below.
13
14
1.22 Given: S = {2, 4, 6, 8, 10, 12, 14}, A = {2, 4, 8}, and B = {4, 6, 8, 12}.
(a) A = S A = { 6, 10, 12, 14 }
(b) B A = { 6, 12 }
(c) A B = { 2, 4, 6, 8, 12 }
(d) A B = { 4, 8 }
(e) A B = { 6, 12 } = B A
(f) ( A B ) ( A B ) = { 4, 8 } { 6, 12 } = { 4, 6, 8, 12 }
1.23 E k denotes the event that switch S k is closed, k = 1, 2, 3, 4, and E AB denotes the event
that there is a closed path between nodes A and B. Then E AB is given as follows:
(a)
S1
S2
S3
S4
This is a serial system that requires all switches to be closed for the path to exist. Thus,
15
E AB = E 1 E 2 E 3 E 4
(b)
S1
S2
S3
S4
This is a combined serial-parallel system that requires that either all the switches in one
serial path be closed, or those in the other serial path be closed, or all the switches in
both paths be closed. Thus,
E AB = ( E 1 E 2 ) ( E 3 E 4 )
S1
S2
(c)
S3
S4
This is a pure parallel system that requires at least one switch to be closed. Thus,
E AB = E 1 E 2 E 3 E 4
(d)
S1
S2
S4
S3
16
This is another serial-parallel system that requires switches S 1 , S 4 , and either switch S 2
or switch S 3 or both to be closed. Thus,
E AB = E 1 ( E 2 E 3 ) E 4 = ( E 1 E 2 E 4 ) ( E 1 E 3 E 4 )
where the second equality is due to the fact that the two events are independent.
(b) The probability that exactly one of them is in class is the probability that either Mark
is in class and Lisa is not or Lisa is in class and Mark is not. This is given by
17
q = P [ ( M L ) ( L M ) ] = P [ M L ] + P [ L M ] = P [ M ]P [ L ] + P [ L ]P [ M ]
= ( 0.65 ) ( 0.25 ) + ( 0.75 ) ( 0.35 ) = 0.425
where the second equality is due to the fact that the events are mutually exclusive
and the third equality is due to the independence of the events.
(c) Let X denote the event that exactly one of them is in class. Then the probability that
Mark is in class, given that only one of them is in class is given by
P[M X]
P[ M L]
( 0.65 ) ( 0.25 )
P [ M X ] = ------------------------- = -------------------------------------------------------- = -------------------------------------------------------------------- = 0.3823
P[X]
( 0.65 ) ( 0.25 ) + ( 0.75 ) ( 0.35 )
P[M L ] + P[ L M ]
1.26 Let R denote the event that it rains and CF the event that the forecast is correct. We can
use the following diagram to solve the problem:
0.6
0.25
0.75
CF
R
0.4
CF
0.8
CF
R
0.2
CF
The probability that the forecast on a day selected at random is correct is given by
P [ CF ] = P [ CF R ]P [ R ] + P [ CF R ]P [ R ]
= ( 0.6 ) ( 0.25 ) + ( 0.8 ) ( 0.75 ) = 0.75
18
1.27 Let m denote the fraction of adult males that are unemployed and f the fraction of adult
females that are unemployed. We use the following tree diagram to solve the problem.
1-f
Employed
Female
0.53
Unemployed
1-m
0.47
Employed
Male
m
Unemployed
(a) The probability that an adult chosen at random in this city is an unemployed male can
be obtained from the root of the tree to the lower segment of the lower branch as
0.47m. If we equate 0.47m = 0.15 , we obtain m = 0.15 0.47 = 0.32 . Thus, the
probability that a randomly chosen adult is an employed male is
0.47 ( 1 0.32 ) = 0.32 .
(b) If the overall unemployment rate in the city is 22%, the probability that any adult in
the city is unemployed is given by 0.47m + 0.53f = 0.22 . From this we obtain
f = ( 0.22 0.47m ) 0.53 = ( 0.22 0.47 0.32 ) 53 = 0.1313
19
75 74 73
--------- ------ ------ = 0.417
100 99 98
(a) The probability of purchasing a defective car from the manufacturer is given by
P [ D ] = P [ D A ]P [ A ] + P [ D B ]P [ B ] = ( 0.1 ) ( 2 3 ) + ( 0.05 ) ( 1 3 ) = 0.25 3 = 0.083
(b) Given that a car purchased from the manufacturer is defective, the probability that it
came from factory A is given by
P [ D A ]P [ A ]
P[A D]
( 2 3 ) ( 0.10 )
P [ A D ] = ------------------------ = -------------------------------- = -----------------------------P[D]
P[D]
( 0.25 3 )
= 0.20 0.25 = 0.80
1.30 Let X denote the event that there is at least one 6, and Y the event that the sum is at least
9. Then X can be represented as follows.
X = { ( 1, 6 ), ( 2, 6 ), ( 3, 6 ), ( 4, 6 ), ( 5, 6 ), ( 6, 6 ), ( 6, 5 ), ( 6, 4 ), ( 6, 3 ), ( 6, 2 ), ( 6, 1 ) }
Thus, P [ X ] = 11 36 and the probability that the sum is at least 9 given that there is at
least one 6 is given by
20
P[ Y X]
P [ Y X ] = ----------------------P[ X]
1.31 Let F denote the event that Chuck is a fool and T the event that he is a thief. Then we
know that P [ F ] = 0.6 , P [ T ] = 0.7 , and P [ F T ] = 0.25 . From the De Moragns first law,
P [ F T ] = P [ F T ] = 1 P [ F T ] = 0.25
(a) Now, P [ F T ] is the probability that he is either a fool or a thief or both. Therefore,
the probability that he is a fool or a thief but not both is given by
P [ F T ] P [ F T ] = 0.20
Note that we can obtain the same result by noting that the probability that he is either a
fool or a thief but both is the probability of the union of the events that he is a fool and
not a thief, and he is a thief and not a fool. That is, the required result is
21
where the equality is due to the fact that the events are mutually exclusive. But
P [ F ] = P [ F T ] + P [ F T ] P [ F T ] = P [ F ] P [ F T ] = 0.05
P [ T ] = P [ F T ] + P [ F T ] P [ F T ] = P [ T ] P [ F T ] = 0.15
1.32 Let M denote the event that a married man votes and W the event that a married woman
votes. Then we know that
P [ M ] = 0.45
P [ W ] = 0.40
P [ W M ] = 0.60
(a) The probability that both a man and his wife vote is P [ M W ] , which is given by
P [ M W ] = P [ W M ]P [ M ] = ( 0.60 ) ( 0.45 ) = 0.27
(b) The probability that a man votes given that his wife votes is given by
P[M W]
0.27
P [ M W ] = -------------------------- = ---------- = 0.675
P[W]
0.40
22
1.33 Let L denote the event that the plane is late and R the event that the forecast calls for
rain. Then we know that
P [ L R ] = 0.80
P [ L R ] = 0.30
P [ R ] = 0.40
1.34 We are given the following communication channel with the input symbol set X { 0, 1 }
and the output symbol set Y { 0, 1, E } as well as the transition (or conditional)
probabilities defined by p Y X that are indicated on the directed links. Also,
P [ X = 0 ] = P [ X = 1 ] = 0.5 .
0.8
0.1
0.1
0.2
1
0
E
0.1
0.7
(a) The probabilities that 0, 1, and E are received are given, respectively, by
23
P [ Y = 0 ] = P [ Y = 0 X = 0 ]P [ X = 0 ] + P [ Y = 0 X = 1 ]P [ X = 1 ]
= ( 0.8 ) ( 0.5 ) + ( 0.2 ) ( 0.5 ) = 0.5
P [ Y = 1 ] = P [ Y = 1 X = 0 ]P [ X = 0 ] + P [ Y = 1 X = 1 ]P [ X = 1 ]
= ( 0.1 ) ( 0.5 ) + ( 0.7 ) ( 0.5 ) = 0.4
P [ Y = E ] = P [ Y = E X = 0 ]P [ X = 0 ] + P [ Y = E X = 1 ]P [ X = 1 ]
= ( 0.1 ) ( 0.5 ) + ( 0.1 ) ( 0.5 ) = 0.1
(b) Given that 0 is received, the probability that 0 was transmitted is given by
P [ Y = 0 X = 0 ]P [ X = 0 ]
P[(X = 0) (Y = 0)]
P [ X = 0 Y = 0 ] = ----------------------------------------------------- = ----------------------------------------------------------------------------------------------------------------------------------P[Y = 0]
P [ Y = 0 X = 0 ]P [ X = 0 ] + P [ Y = 0 X = 1 ]P [ X = 1 ]
( 0.8 ) ( 0.5 )
= ------------------------- = 0.8
0.5
(c) Given that E is received, the probability that 1 was transmitted is given by
P [ Y = E X = 1 ]P [ X = 1 ]
P[(X = 1) (Y = E)]
P [ X = 1 Y = E ] = ------------------------------------------------------ = -----------------------------------------------------------------------------------------------------------------------------------P[ Y = E ]
P [ Y = E X = 0 ]P [ X = 0 ] + P [ Y = E X = 1 ]P [ X = 1 ]
( 0.1 ) ( 0.5 )
= ------------------------- = 0.5
0.5
(d) Given that 1 is received, the probability that 1 was transmitted is given by
P [ Y = 1 X = 1 ]P [ X = 1 ]
P[(X = 1) (Y = 1)]
P [ X = 1 Y = 1 ] = ----------------------------------------------------- = ----------------------------------------------------------------------------------------------------------------------------------P[Y = 1]
P [ Y = 1 X = 0 ]P [ X = 0 ] + P [ Y = 1 X = 1 ]P [ X = 1 ]
( 0.7 ) ( 0.5 )
= ------------------------- = 0.875
0.4
1.35 Let M denote the event that a student is a man, W the event that a student is a woman,
and F the event that a student is a foreign student. We are given that P [ M ] = 0.6 ,
P [ W ] = 0.4 , P [ F M ] = 0.3 , and P [ F W ] = 0.2 . The probability that a randomly selected
student who is found to be a foreign student is a woman is given by
24
P [ F W ]P [ W ]
P[W F]
( 0.2 ) ( 0.4 )
P [ W F ] = ------------------------- = -------------------------------------------------------------------------- = -------------------------------------------------------P[F]
P [ F W ]P [ W ] + P [ F M ]P [ M ]
( 0.2 ) ( 0.4 ) + ( 0.3 ) ( 0.6 )
4
= ------ = 0.3077
13
1.36 Let J denote the event that Joe is innocent, C the event that Chris testifies that Joe is
innocent, D the event that Dana testifies that Joe is innocent, and X the event that Chris
and Dana give conflicting testimonies. We draw the following tree diagram that
describes the process:
0.8
0.7
JCD
0.14
0.3
JCD
0.06
0.2
JDC
0.16
JDC
0.64
D
0.8
a.
Probability
0.2
Event
The probability that Chris and Dana give conflicting testimonies is given by
P [ X ] = P [ JCD JDC ] = P [ JCD ] + P [ JDC ] = 0.06 + 0.16 = 0.22
b.
The probability that Joe is guilty, given that Chris and Dana give conflicting testimonies is given by
P[J X]
P [ JDC ]
0.16
8
P [ J X ] = ---------------------- = -------------------- = ---------- = ------ = 0.7273
P[X]
0.22
11
P[ X]
25
1.37 Let A denote the event that a car is a brand A car, B the event that it is a brand B car, C
the event that it is a brand C car, and R the event that it needs a major repair during the
first year of purchase. We know that
P [ A ] = 0.2
P [ B ] = 0.3
P [ C ] = 0.5
P [ R A ] = 0.05
P [ R B ] = 0.10
P [ R C ] = 0.15
a.
The probability that a randomly selected car in the city needs a major repair during
its first year of purchase is given by
b.
Given that a car in the city needs a major repair during its first year of purchase, the
probability that it is a brand A car is given by
P [ R A ]P [ A ]
P[ A R]
( 0.05 ) ( 0.2 )
2
P [ A R ] = ----------------------- = ------------------------------- = ---------------------------- = ------ = 0.0870
P[R]
P[R]
0.115
23
26
1.39 The defined events are A ={The first die is odd}, B = {The second die is odd}, and C =
{The sum is odd}. The sample space for the experiment is as follows:
A
Second Die
First Die
27
AC
AD
BC
BD
Probability
13
16
16
13
AC
1c D
AD
c
A
a
1a
Probability
ac = 1 3
a(1 c) = 1 6
BC
( 1 a )d = 1 6
BD
(1 a)(1 d) = 1 3
B
1d
Now,
1
1
1
a ( 1 c ) = --- = a ac = a --- a = --6
3
2
13
2
c = ---------- = --12
3
1
16
1
( 1 a )d = --- d = ---------- = --6
12
3
28
If A and C are statistically independent, then the outcome of the second trial should be
independent of the outcome of the first trial, and we should have that P [ C A ] = P [ C B ] ;
that is, we should have that c = d . Since this is not the case here, that is, since
P [ C A ] P [ C B ] , we conclude that A and C are not independent.
1.41 Since the two events A and B are mutually exclusive, we have that
P [ A B ] = P [ A B ]P [ B ] = 0
4! ( 2! ) = 24 16 = 384
d.
If all the men are to sit together and all the women are to sit together, then there are 2
groups of people that can be arranged in 2! ways. Within each group, there are 4!
ways of arranging the members. Therefore, the number of arrangements is given by
2
2! ( 4! ) = 2 24 24 = 1152
29
If one particular electrical engineer must be on the committee, then we need to select
2 more electrical engineers on a committee. Thus, the number of committees that can
be formed is
6! - --------5! 6 5 = --------
= 150
2 3
4!2! 2!3!
c.
Thus, the number of committees that do not include both mechanical engineers
together is given by
7 5 7 3
3 3 3 1 = 350 105 = 245
2n n e
Thus,
200! =
400 200
200
200
= 20 200
200
200
1
log ( 200! ) = log ( 20 ) + --- log ( ) + 200 log ( 200 ) 200 log ( e )
2
= 1.30103 + 0.24857 + 460.20600 86.85890 = 374.8967
30
374
1.46 The number of ways of indiscriminately choosing two from the 50 states is
100!
100 99
100 = ------------ = --------------------- = 4950
2
2!98!
2
(a) The probability that 2 senators chosen at random are from the same state is
49
50 2 2
1 2 0
50
1
---------------------------------------------------- = ------------ = ------ = 0.0101
4950
99
100
where the first combination term is the number of ways of choosing the state where the 2
senators come from.
(b) The probability of randomly choosing 10 senators who are all from different states
can be obtained as follows. There are C ( 50, 10 ) ways of choosing the 10 states
where these 10 senators come from, and for each of these states there are C ( 2, 1 )
ways of choosing 1 senator out of the 2 senators. For the remaining 40 states, no
senators are chosen. Therefore, the probability of this event is given by
10
40
50 2 2
0
10 1
10
31
1.47 We are required to form a committee of 7 people from 10 men and 12 women.
(a) The probability that the committee will consist of 3 men and 4 women is given by
10 12
3 4
10! 12! 7! 15!
----------------------------- = ----------------------------------------------------- = 0.3483
22!
3! 7! 4! 8!
22
7
(b) The probability that the committee will consist of all men is given by
10 12
10
7 0
7
10! 7! 15!
----------------------------- = ----------- = --------------------------------- = 0.0007
22! 3! 7!
22
22
7
7
1.48 Five departments labeled A, B, C, D, and E, send 3 delegates each to the colleges
convention for a total of 15 delegates. A committee of 4 delegates is formed.
(a) The probability that department A is not represented on the committee is the
probability of choosing 0 delegates from A and 4 from the other 12 delegates. This is
given by
3 12
12
0 4
4
12! 11! 4!
33
-------------------------- = ----------- = --------------------------------- = ------ = 0.36264
15!
4!
8!
91
15
15
4
4
(b) The probability that department A has exactly one representative on the committee is
the probability that 1 delegate is chosen out of the 3 from department A and 3 delegates
are chosen out of the 12 delegates from the other departments. This is given by
12
3 12
3
1 3
3
12! 11! 4!
44
-------------------------- = -------------------- = 3-----------------------------------------= ------ = 0.48352
15!
3!
9!
91
15
15
4
4
32
(c) The probability that neither department A nor department C is represented on the
committee is the probability that all chosen delegates are from departments B, D, and
E, and is given by
2
3 9
9
0 4
4
9! 11! 4!
-------------------------------- = ----------- = ------------------------------ = 0.0923
15! 4! 5!
15
15
4
4
0.01
0.02
0.01
0.03
R 2 = 0.99
R 5 = 0.98
R 3 = 0.99
R 6 = 0.97
33
Next, we carry out the first reduction of the system as follows, where R 12 = R 1 R 2 and
R 456 = 1 ( 1 R 4 ) ( 1 R 5 ) ( 1 R 6 ) . Note the R 12 = 0.9405 and R 456 = 0.99999 .
R 12
R 456
R3
R 123
Therefore, the probability that the system fails within the next 2 years is 1 R = 0.0006 .
1.50 In the structure shown the reliability functions of the switches S 1 , S 2 , S 3 , and S 4 are
R 1 ( t ) , R 2 ( t ) , R 3 ( t ) , and R 4 ( t ) , respectively, and the switches are assumed to fail
independently.
S1
S2
S3
S4
We start by reducing the system as shown below, where the reliability function of the
34
switch S12 is R 12 ( t ) = R 1 ( t )R 2 ( t ) .
S 12
S3
S4
1.51 The switches labeled S1, S 2, , S 8 that interconnect nodes A and B have the reliability
functions R 1 ( t ), R 2 ( t ), , R 8 ( t ) , respectively, and are assumed to fail independently.
S3
S2
S1
S4
S5
B
S7
S6
S8
We start with the first level of system reduction as follows, where the switches labeled
S 34 and S 78 have the following reliability functions, respectively:
R 34 ( t ) = 1 { 1 R 3 ( t ) } { 1 R 4 ( t ) }
R 78 ( t ) = 1 { 1 R 7 ( t ) } { 1 R 8 ( t ) }
35
S2
S1
S 34
S5
S6
S 78
Next, we reduce the system again as shown below. The switches labeled S 1234 and S 678
have the following reliability functions, respectively:
R 1234 ( t ) = R 1 ( t )R 2 ( t )R 34 ( t ) = R 1 ( t )R 2 ( t ) [ 1 { 1 R 3 ( t ) } { 1 R 4 ( t ) } ]
R 678 ( t ) = R 6 ( t )R 78 ( t ) = R 6 ( t ) [ 1 { 1 R 7 ( t ) } { 1 R 8 ( t ) } ]
S 1234
S5
S 678
36
S3
S1
S7
S2
S5
S8
S4
S6
We consider the following 4 cases associated with the bridge switches S 7 and S 8 :
A. Switches S 7 and S 8 do not fail by time t; the probability of this event is
P [ A ] = R 7 ( t )R 8 ( t )
B.
Switch S 7 fails, but switch S 8 does not fail by time t; the probability of this event is
P [ B ] = { 1 R 7 ( t ) }R 8 ( t )
C.
Switch S 8 fails, but switch S 7 does not fail by time t; the probability of this event is
P [ C ] = R7 ( t ) { 1 R8 ( t ) }
D.
Switches S 7
and S 8
P [ D ] = { 1 R7 ( t ) } { 1 R8 ( t ) }
S3
S5
S2
S4
S6
37
S 12
S 34
S 56
The respective reliability functions of the switches labeled S12 , S 34 , and S 56 are as
follows:
R 12 ( t ) = 1 { 1 R 1 ( t ) } { 1 R 2 ( t ) }
R 34 ( t ) = 1 { 1 R 3 ( t ) } { 1 R 4 ( t ) }
R 56 ( t ) = 1 { 1 R 5 ( t ) } { 1 R 6 ( t ) }
S1
S5
S2
S6
S4
S5
B
S 24
38
S6
The respective reliability functions of the switches labeled S 13 and S 24 are as follows:
R 13 ( t ) = R 1 ( t )R 3 ( t )
R 24 ( t ) = R 2 ( t )R 4 ( t )
S 56
where the reliability functions of the switches S 1234 and S 56 are given by
R 1234 ( t ) = 1 { 1 R 13 ( t ) } { 1 R 24 ( t ) } = 1 { 1 R 1 ( t )R 3 ( t ) } { 1 R 2 ( t )R 4 ( t ) }
R 56 ( t ) = 1 { 1 R 5 ( t ) } { 1 R 6 ( t ) }
S1
S5
A
S2
S4
S6
39
S 35
S1
B
S 46
S2
The respective reliability functions of the switches labeled S35 and S 46 are as follows:
R 35 ( t ) = R 3 ( t )R 5 ( t )
R 46 ( t ) = R 4 ( t )R 6 ( t )
S 12
S 3456
where the reliability functions of the switches S 1234 and S56 are given by
R 12 ( t ) = 1 { 1 R 1 ( t ) } { 1 R 2 ( t ) }
R 3456 ( t ) = 1 { 1 R 35 ( t ) } { 1 R 46 ( t ) } = 1 { 1 R 3 ( t )R 5 ( t ) } { 1 R 4 ( t )R 6 ( t ) }
40
S3
S1
S5
A
S2
S6
S4
B
S 246
The respective reliability functions of the switches labeled S 135 and S 246 are as follows:
R 135 ( t ) = R 1 ( t )R 3 ( t )R 5 ( t )
R 246 ( t ) = R 2 ( t )R 4 ( t )R 6 ( t )
41
RA ( t ) = [ 1 { 1 R1 ( t ) } { 1 R2 ( t ) } ] [ 1 { 1 R3 ( t ) } { 1 R4 ( t ) } ] [ 1 { 1 R5 ( t ) } { 1 R6 ( t ) } ]
R B ( t ) = [ 1 { 1 R 1 ( t )R 3 ( t ) } { 1 R 2 ( t )R 4 ( t ) } ] [ 1 { 1 R 5 ( t ) } { 1 R 6 ( t ) } ]
R C ( t ) = [ 1 { 1 R 1 ( t ) } { 1 R 2 ( t ) } ] [ 1 { 1 R 3 ( t )R 5 ( t ) } { 1 R 4 ( t )R 6 ( t ) } ]
R D ( t ) = 1 { 1 R 1 ( t )R 3 ( t )R 5 ( t ) } { 1 R 2 ( t )R 4 ( t )R 6 ( t ) }
1.53 We are given the following network that interconnects nodes A and B, where the
switches labeled S 1, S 2, , S 7 have the reliability functions R 1 ( t ), R 2 ( t ), , R 7 ( t ) ,
respectively, and fail independently.
S1
S4
S2
S7
S7
S5
S6
S3
S2
S4
S5
S3
S6
42
S1
S7
S 23
S 456
The reliability functions of the switches labeled S 23 and S 456 are as follows:
R 23 ( t ) = 1 { 1 R 2 ( t ) } { 1 R 3 ( t ) }
R 456 ( t ) = 1 { 1 R 4 ( t ) } { 1 R 5 ( t ) } { 1 R 6 ( t ) }
43
44
Chapter 2
Random Variables
< x 1
1<x<
(a) For the function to be a valid CDF it must satisfy the condition
FX ( ) = 1 = B { 1 e } = 1 B = 1
(b) F X ( 3 ) = B { 1 e ( 3 1 ) } = 1 e 2 = 0.86466
(c) P [ 2 < X < ] = 1 F X ( 2 ) = 1 { 1 e 1 } = e 1 = 0.3679
(d) P [ 1 < X 3 ] = F X ( 3 ) F X ( 1 ) = { 1 e 2 } { 1 e 0 } = 1 e 2 = 0.86466
2.2 The CDF of a random variable X is given by
0
F X ( x ) = 3x 2 2x 3
x<0
0x<1
x1
2.3
6x 6x 2
d
FX ( x ) =
dx
0
0x<1
otherwise
45
Random Variables
x<0
0
FX ( x ) =
2
2
x 2
1 e
a.
P [ X 2 ] = F X ( 2 ) F X ( ) = { 1 e
= e
b.
2.4
0.5
} {1 e
= 0.4712
P [ X > 3 ] = 1 P [ X 3 ] = 1 F X ( 3 ) = e
9 2
= e
4.5
= 0.0111
a.
t<0
0t<1
t1
The PDF of T is
fT ( t ) =
0t<1
2t
d
FT ( t ) =
dt
0
otherwise
2
b.
c.
P [ 0.5 < T < 0.75 ] = F T ( 0.75 ) F T ( 0.5 ) = ( 0.75 ) ( 0.5 ) = 0.5625 0.25 = 0.3125
F X ( x ) = k ( 1 + sin x )
46
4 2
FT ( t ) = t2
2.5
x0
x 2
2 < x 2
x>2
a.
1
F X ( 2 ) = 1 = k { 1 + sin ( 2 ) } = 2k k = --2
b.
2.6
f X ( x ) dx = 1 =
2
2
f X ( x ) dx =
k cos ( x ) dx = k [ sin ( x ) ]
cos ( x )
---------------d
fX ( x ) =
FX ( x ) = 2
dx
0
1
= 2k k = --2
2 < x 2
otherwise
FX ( x ) =
4
---1 2
x
2.7
x2
x>2
a.
4
5
P [ X < 3 ] = F X ( 3 ) = 1 --- = --9
9
b.
4
4
9
P [ 4 < X < 5 ] = F X ( 5 ) F X ( 4 ) = 1 ------ 1 ------ = --------- = 0.09
25
16
100
0.2
FK ( k ) =
0.7
1.0
k < 1
1 k < 0
0k<1
k1
47
Random Variables
a.
b.
To find the PMF of K, we observe that it has nonzero values at those values of k
where the value of the CDF changes, and its value at any such point is equal to the
change in the value of the CDF. Thus,
0.2
0.5
pK ( k ) =
0.3
0
2.8
k = 1
k = 0
k = 1
otherwise
0.3
F N ( n ) = 0.5
0.8
1
a.
48
k
1
n < 2
2 n < 0
0n<2
2n<4
n4
FN ( n )
1.0
0.8
0.6
0.4
0.2
0
-2
b.
0.2
p N ( n ) = 0.3
0.2
0
c.
n
2
n = 2
n = 0
n = 2
n = 4
otherwise
-2
n
2
49
Random Variables
2.9
0.3
FY( y ) =
0.8
1.0
a.
y<2
2y<4
4y<6
y6
P [ 3 < Y < 4 ] = F Y ( 4 ) F Y ( 3 ) = 0 . Another way to see this is to first obtain the PMF of
Y, which is given by
0.3
0.5
pY ( y ) =
0.2
0
y = 2
y = 4
y = 6
otherwise
P [ 3 < Y 4 ] = p Y ( 4 ) = 0.5 .
0.50
F Y ( y ) = 0.75
0.90
1
y<0
0y<2
2y<3
3y<5
y5
0.25
p Y ( y ) = 0.15
0.10
0
y = 0
y = 2
y = 3
y = 5
otherwise
50
1 4
FX ( x ) = 1 2
5 8
1
x<0
0x<1
1x<3
3x<4
x4
1
--4
pX ( x ) = 1
--8
3
--8
0
x = 0
x = 1
x = 3
x = 4
otherwise
x
2
51
Random Variables
(b)
1 1
1
P [ X < 2 ] = p X ( 0 ) + p X ( 1 ) = --- + --- = --4 4
2
1 1 1
5
P [ 0 X < 4 ] = p X ( 0 ) + p X ( 1 ) + p X ( 3 ) = --- + --- + --- = --4 4 8
8
3 8
pK ( k ) =
1 4
1 16
k = 0
k = 1
k = 2
k = 3
k = 4
otherwise
52
pK ( k )
3--8
1--4
1--8
(b) P [ K 3 ] = p K ( 3 ) + p K ( 4 ) = 5 16
(c) P [ 2 K 4 ] = p K ( 2 ) + p K ( 3 ) + p K ( 4 ) = 11 16
2.13 Ken was watching people playing the game of poker and wanted to model the PMF of
the random variable N that denotes the number of plays up to and including the play in
which his friend Joe won a game. He conjectured that if p is the probability that Joe wins
any game and the games are independent, then the PMF of N is given by
pN ( n ) = p ( 1 p )
a.
n1
n = 1, 2,
N(n)
= 1.
Thus, we
p
n=1
N(n)
= p
(1 p)
n=1
n1
1
p
= p ------------------------- = --- = 1
1
(
1
p
)
p
53
Random Variables
b.
pN ( k ) = p
k=1
(1 p)
k1
n1
= p
k=1
1 ( 1 p )n
n
= p ---------------------------- = 1 ( 1 p )
1
(
1
p
)
(1 p)
k=0
n = 1, 2,
2b
pK ( k ) =
3b
0
k = 0
k = 1
k = 2
otherwise
(a)
1
= 1 = b + 26 + 3b = 6b b = --6
K( k)
(b)
P [ K < 2 ] = pK ( 0 ) + pK ( 1 ) = 1 2
P [ K 2 ] = pK ( 0 ) + pK ( 1 ) + pK ( 2 ) = 1
P [ 0 < K < 2 ] = pK ( 1 ) = 1 3
54
k<0
0k<1
1k<2
k2
k = 0, 1, 2,
otherwise
(a) To show that p K ( k ) is a proper PMF, we must have that it sums to 1 over all values of
k; that is,
pK ( k ) = e
k=0
k=0
----- = e e = 1
k!
- + ----- + ------
(c) P [ 2 K 4 ] = p K ( 2 ) + p K ( 3 ) + p K ( 4 ) = e ---2
6
24
2.16 Let X be the random variable that denotes the number of times we roll a fair die until the
first time the number 5 appears. Since the probability that the number 5 appears in any
roll is 1 6 , then the probability that X = k is the probability that we had no number 5 in
the previous k 1 rolls and the number 5 in the kth roll. Since the outcomes of the
different rolls are independent,
5 k 1 1
--P [ K = k ] = ---
6
6
x=0
pX ( x ) = b
x=0
= be = 1 b = e
----x!
55
Random Variables
P [ X = 1 ] = p X ( 1 ) = e
2
3
P [ X > 3 ] = 1 P [ X 3 ] = 1 { p X ( 0 ) + p X ( 1 ) + p X ( 2 ) + p X ( 3 ) } = 1 e 1 + + ----- + -----
2
6
k = 0, 1, , 5
0.2
pX ( x ) =
0.3
0.1
a.
56
x = 2
x = 3
x = 4
0.4
F X ( x ) = P [ X x ] = 0.6
0.9
1.0
b.
x = 1
x<1
1x<2
2x<3
3x<4
x4
P [ X < 3 ] = p X ( 1 ) + p X ( 2 ) = 0.6
c.
2.20 The number N of calls arriving at a switchboard during a period of one hour has the
PMF
n 10
10 e
p N ( n ) = -----------------n!
n = 0, 1,
a.
P [ N 2 ] = 1 P [ N < 2 ] = 1 { pN ( 0 ) + pN ( 1 ) } = 1 e
b.
P [ N 3 ] = pN ( 0 ) + pN ( 1 ) + pN ( 2 ) + pN ( 3 ) = e
c.
P [ 3 < N 6 ] = pN ( 4 ) + pN ( 5 ) + pN ( 6 ) = e
10
{ 1 + 10 } = 1 11e
10
= 0.9995
2
3
10 10
- + -------- = 0.01034
1 + 10 + ------2
6
10
4
5
6
10 - -------10
- + -------+ - = 0.1198
------ 24 120 720
10 10
2.21 The random variable K denotes the number of successes in n trials of an experiment and
its PMF is given by
k
nk
n
p K ( k ) = ( 0.6 ) ( 0.4 )
k
k = 0, 1, , n ; n = 1, 2,
5
a.
P [ K 1, n = 5 ] = 1 p K ( 0 )
b.
c.
n=5
= 1 ( 0.4 ) = 0.98976
5
57
Random Variables
2.22
2 1 x
--- --p ( x ) = 3 3
x=0
2
p ( x ) = --3
x = 0, 1, 2,
otherwise
1
23
1--- = 2
--- ----------------------- = --- --- = 1
3
31 (1 3)
32
x=0
1 < x < 1
otherwise
g ( x ) dx = 1 =
x =
3 1
x
2
a ( 1 x ) dx = a x ---3
x = 1
4a
= -----3
Thus, a = 3 4 .
(b) If X is the random variable with this PDF, then
P [ 0 < X < 0.5 ] =
0.5
3
g ( x ) dx = --4
x=0
0.5
3 0.5
3
x
2
( 1 x ) dx = --- x ---4
3
x=0
= 0.34375
2.24 The PDF fX ( x ) of a continuous random variable X is defined as follows for > 0 ,
bxe x
fX ( x ) =
0
58
0x<
otherwise
x =
f X ( x ) dx = 1 = b
x
e
- . Thus,
Let u = x du = dx and let dv = e x dx v = --------
xe
dx
x=0
xe
x=0
xe
dx = 1 = b ----------
+
x=0
e
b e
--------- dx = --- --------
x=0
b
= ----2
x
w =
f X ( w ) dw =
we
dw
w=0
w
e
- . Thus,
Let u = w du = dw and let dv = e w dw v = ---------
w x
2
F X ( x ) = we
-------------
w x
e
e
---------- dw = xe x + ---------
w=0
= 1e
xe
x0
(c) P [ 0 X 1 ] = F X ( 1 ) = 1 e 1 e 1 = 1 2e 1 = 0.26424
2.25 Given the CDF
0
F X ( x ) = 2x 2 x 3
x0
0<x<1
x1
the PDF is
fX ( x ) =
4x 3x 2
d
FX ( x ) =
dx
0
0<x<1
otherwise
59
Random Variables
K(x 1)
fX ( x ) =
K(3 x)
0
x<1
1x<2
2x<3
x3
(a) The value of K that makes it a valid PDF can be obtained as follows:
f X ( x ) dx = 1 = K
x =
( x 1 ) dx +
x=1
x
= K ---- x
2
( 3 x ) dx
x=2
3
2 3
1 1
x
+ 3x ---- = K --- + --- = K
2 2
1
2 2
Thus, K = 1 .
(b) The plot of f X ( x ) is as follows:
fX ( x )
60
(c)
0
x
K
( u 1 ) du
u=1
FX ( x ) = P [ X x ] =
2
( u 1 ) dx +
K
u=1
x<1
1x2
( 3 u ) du
u=2
2x3
x3
x>1
0
x2
---- x + 1--2
2
=
2
x 7
-- 3x ---2 2
1x<2
2x<3
x3
FX ( x ) = A ( 1 + x )
x < 1
1 x < 1
x1
d
F ( x ) = A,
dx X
f X ( x ) dx =
1 x < 1
1
A dx = 2A A = --2
1
1
(b) P [ X > 1 4 ] = 1 P [ X 1 4 ] = 1 F X ( 1 4 ) = 1 A ( 1 + 1 4 ) = 1 5 8 = 3 8
(c) P [ 0.5 X 0.5 ] = F X ( 0.5 ) F X ( 0.5 ) = 1--- { ( 1 + 0.5 ) ( 1 0.5 ) } = 1--2
61
Random Variables
x0
otherwise
x
w =
f X ( w ) dw = 0.25
0.25w
dw = e
0.25w x
0
= 1e
0.25x
w=0
(a) The probability that the system will not fail within two weeks is given by
P [ X > 2 ] = 1 P [ X 2 ] = 1 FX ( 2 ) = e
0.5
= 0.6065
(b) Given that the system has not failed by the end of the fourth week, the probability
that it will fail between the fourth and sixth weeks is given by
FX ( 6 ) FX ( 4 )
P[ (4 < X < 6) ( X > 4) ]
P[4 < X < 6]
P [ 4 < X < 6 X > 4 ] = ------------------------------------------------------------- = ------------------------------- = ---------------------------------P[X > 4]
P[X > 4]
1 FX ( 4 )
1
1.5
e e 0.5
= ---------------------= 1e
= 0.3935
1
e
2.29 The PDF of the time T until the radar fails in years is given by f T ( t ) = 0.2e 0.2t , where
t 0 . Thus, the probability that the radar lasts for at least four years is given by
P[T 4] =
f T ( t ) dt =
t=4
0.2e
0.2t
dt = e
0.2t
4
= e
0.2 ( 4 )
= e
0.8
t=4
62
x > 10
otherwise
= 0.4493
x =
f X ( x ) dx = 1 = A
1
1
---dx = A -- x 2
x
x = 10
10
A
= ------ A = 10
10
(b)
FX ( x ) =
x
u =
f X ( u ) du =
10
10
------ du = ----- u2
u
u =
= 1 1
- -- 10 ----10 x
x
10
x 10
10 < x <
1
1
1
- ------ = --(c) P [ X > 20 ] = 1 P [ X 20 ] = 1 F X ( 20 ) = 1 10 ----
10
20
0<x<3
otherwise
x =
f X ( x ) dx = 1 =
4 3
2
3
3 x
A ( 3x x ) dx = A x ---4
x=0
81
27A
4
= A 27 ------ = ---------- A = -----4
4
27
(b)
P[1 < X < 2] =
4
f X ( x ) dx = -----27
x=1
4 2
4 3 x
2
3
( 3x x ) dx = ------ x ---27
4
x=1
4
1
= ------ ( 8 4 ) 1 ---
27
4
13
= -----27
1 x 1
otherwise
x =
f X ( x ) dx = 1 = k
5 1
x
4
( 1 x ) dx = k x ---5
x = 1
8k
5
= ------ k = --5
8
63
Random Variables
b.
5
--f X ( u ) du = 8
u =
1
x
5
5
4
x
--- x ---+ --= 8
5 5
c.
1 x < 1
x1
1 x < 1
x1
5
5
x 4
P [ X < 1 2 ] = F X ( 1 2 ) = --- x ---- + ---
8
5 5
fX ( x ) = 2 x
5 x
5
u
4
( 1 u ) du = --- u ----8
5
u = 1
= 0.8086
x = 12
0<x<1
1x<2
otherwise
0
a.
64
FX ( x ) =
0
x
2 x
u
u du = ----
x
2 0
u=0
f X ( u ) du =
x
1
u =
+
( 2 u ) du
u
d
u
u=0
u=1
c.
x2
0x<1
1x<2
x2
0.36
1.44
P [ 0.6 < X < 1.2 ] = F X ( 1.2 ) F X ( 0.6 ) = 2.4 ---------- 1 ---------- = 0.5
2
2
x 20
x>0
otherwise
b.
1x<2
0.64 0.04
P [ 0.2 < X < 0.8 ] = F X ( 0.8 ) F X ( 0.2 ) = ---------- ---------- = 0.3
2
2
2.34 fX ( x ) = Ae
a.
0x<1
x<0
x2
---2
=
2
x
1
2x ---2
1
b.
x<0
x =
f X ( x ) dx = 1 = A
e
x=0
x 20
dx = A [ 20e
1
] 0 = 20A A = -----20
x 20
65
Random Variables
FX ( x ) =
f X ( u ) du = 1
----u =
20
0.5
c.
P [ X 10 ] = F X ( 10 ) = 1 e
d.
P [ 16 < X < 24 ] = F X ( 24 ) F X ( 16 ) = e
a.
2 ( x 0.5 )
66
x0
x0
= 0.3935
0.8
x =
f X ( x ) dx = 1 = k
2 ( x 0.5 )
1.2
= 0.1481
x = 0.5
2x
e
1
dx = ke --------2
0.5
1 1
ke e
k
= --------------- = --- k = 2
2
2
f X ( u ) du = 1
2e
u =
x < 0.5
P [ X 1.5 ] = F X ( 1.5 ) = 1 e
2 ( 1.5 0.5 )
2u
du
x 0.5
u = 0.5
x < 0.5
0
=
2 ( x 0.5 )
1 e
d.
du
u=0
x 0.5
FX ( x ) =
c.
u 20
b.
x < 0.5
0
ke
x<0
0
=
x 20
1 e
2.35 f X ( x ) =
x<0
x 0.5
= 1e
= 0.8647
2 ( 1.2 0.5 )
2 ( 2.4 0.5 )
= e
1.4
3.8
= 0.2242
Chapter 3
We have that
--x4
fX ( x ) =
x
1 --4
0
0x<2
2x<4
otherwise
Thus,
E[X] =
xf X ( x ) dx =
2
0
x
x --- dx +
4
3 2
x
x
x 1 --- dx = -----
4
12
2
3 4
x
x
+ ---- -----2
12
0
16 64
4 8
8
= ------ + ------ ------ --- ------ = 2
12 2 12 2 12
2
E[X ] =
x f X ( x ) dx =
2 x
x --- dx +
4
0
4 2
x
x
2
x 1 --- dx = -----
4
16
2
4 4
x
x
+ ---- -----3 16
0
14
= -----3
2
2
2
2
X = E [ X ] ( E [ X ] ) = --3
67
3.2
Let N be a random variable that denotes the number of claims in one year. If the
probability that a man of age 50 dies within one year is 0.02, then the expected number
of claims that the company can expect from the beneficiaries of the 1000 men within
one year is
E [ N ] = 1000p = ( 1000 ) ( 0.2 ) = 20
3.3
Let X be the random variable that denotes the height of a student. Then the PMF of X is
given by
4
---- 20
5
---- 20
3
-----p X ( x ) = 20
5
----- 20
3
---- 20
x = 5.5
x = 5.8
x = 6.0
x = 6.2
x = 6.5
otherwise
Thus, the expected height of a student selected randomly from the class
4
5
3
5
3
E [ X ] = 5.5 ------ + 5.8 ------ + 6.0 ------ + 6.2 ------ + 6.5 ------ = 5.975
20
20
20
20
20
3.4
Let T denote the time it takes the machine to perform an operation. Then the PMF of T
is given by
0.60
0.25
pT ( t ) =
0.15
0
68
t = 2
t = 4
t = 7
otherwise
Thus, the expected time it takes the machine to perform a random operation is given by
E [ T ] = 2 ( 0.6 ) + 4 ( 0.25 ) + 7 ( 0.15 ) = 3.25
3.5
Let X denote the time it takes the student to solve a problem. Then the PMF of X is given
by
0.1
0.4
pX ( x ) =
0.5
0
x = 60
x = 45
x = 30
otherwise
Thus, the expected time it takes the student to solve a random problem is given by
E [ X ] = 60 ( 0.1 ) + 45 ( 0.4 ) + 30 ( 0.5 ) = 39
3.6
Let N be a random variable that denotes the amount won in a game. Then the PMF of N
is given by
1
-6
2
--pN ( n ) = 6
3
--6
n = 3
n = 1
n = 2
otherwise
3.7
Let K be a random variable that denotes the number of students in a van. Then the PMF
of K is given by
69
12
---- 45
15
-----p K ( k ) = 45
18
----- 45
k = 12
k = 15
k = 18
otherwise
Thus, the expected number of students in the van that carried the selected student is
given by
12
15
18
E [ K ] = 12 ------ + 15 ------ + 18 ------ = 16.4
45
45
45
3.8
n1
n = 1, 2,
np N ( n ) = p
n(1 p)
n1
n=1
Now,
(1 p)
n=1
d
dp
n=1
1
1
= ------------------------- 1 = --- 1
1 (1 p)
p
(1 p) =
n=1
n
d
(1 p) =
dp
n(1 p)
n1
n=1
Thus,
70
E [ N ] = p
3.9
d
dp
(1 p)
= p
n=1
1
1
d 1
--- 1 = p ----2- = --pdp p
5 e
p K ( k ) = -----------k!
k = 0, 1 , 2,
kp K ( k ) = e
k=0
5
5
k ----- = e
k!
k=1
5
5
------------------ = 5e
( k 1 )!
k=1
k1
5 5
5
------------------ = 5e e = 5
( k 1 )!
2x
x0
xf X ( x ) dx = 2
xe
2x
dx
1
+ --2
e
0
2x
2x
dx = e--------2
1
= --2
3.11 If the random variable X represents the outcome of a single roll of a fair die, then
p i = 1 6, i = 1, 2, , 6 . Thus, the entropy of X is given by
71
H(X) =
1
p i log ---- =
pi
i=1
pX ( x ) = 1 p
x = 4
x = 7
otherwise
xp ( x ) = 4p + 7 ( 1 p ) = 7 3p
X
E[X ] =
x p ( x ) = 16p + 49 ( 1 p ) = 49 33p
2
X = E [ X ] ( E [ X ] ) = 49 33p ( 7 3p ) = 9p ( 1 p )
X =
9p ( 1 p ) = 3 p ( 1 p )
x = 3
x = 6
72
E[X] =
xp ( x ) = 3 --5- + 6 --5-
X
= 4.8
x
2
E[ X ] =
x p ( x ) = 9 --5- + 36 --5-
2
= 25.2
0.2
P N ( n ) = 0.5
0.8
1
a.
1n<2
2n<3
3n<4
n4
0.3
p N ( n ) = 0.3
0.2
0.0
b.
n = 1
n = 2
n = 3
n = 4
otherwise
c.
73
3.15 X is a random variable that denotes the outcome of tossing a fair die once.
a.
b.
------ = 3.5
The expected value of X is E [ X ] = 1--- { 1 + 2 + 3 + 4 + 5 + 6 } = 21
c.
x = 1, 2, , 6
1 2
91
2
2
2
2
2
2
E [ X ] = --- { 1 + 2 + 3 + 4 + 5 + 6 } = -----6
6
91 49
35
2
2
2
X = E [ X ] ( E [ X ] ) = ------ ------ = -----6
4
12
a.
b.
c.
xf X ( x ) dx = a
f X ( x ) dx = 1 = a
5 1
x
4
x dx = a ---5
0
4 1
x
3
x dx = a ---4
0
a
= --- a = 4
4
a
4
= --- = --- = 0.80
5
5
E[ X ] =
x f X ( x ) dx = a
6 1
x
5
x dx = a ---6
0
a
4
2
= --- = --- = --- = 0.667
6
6
3
2 16
2
2
2
2
X = E [ X ] ( E [ X ] ) = --- ------ = ------ = 0.0267
3 25
75
d.
74
FX ( x ) = P [ X x ] =
4u du = [ u ]
4 x
0
1
4
2
F X ( m ) = m = --- m =
2
m =
= x
1
--- = 0.7071
2
0.7071 = 0.8409
F X ( x ) = 0.5 ( x 1 )
x<1
1x<3
x3
a.
0.5
The PDF of X is given by f X ( x ) = d F X ( x ) =
dx
b.
E[X] =
c.
1x3
xf X ( x ) dx =
2 3
x
0.5x dx = 0.5 ---2
1
otherwise
= 0.25 [ 9 1 ] = 2
E[X ] =
2
X
x f X ( x ) dx = 0.5
3 3
x
2
x dx = 0.5 ---3
1
0.5
13
= ------- { 27 1 } = -----3
3
13
13 12
1
2
2
= E [ X ] ( E [ X ] ) = ------ 4 = ------------------ = --3
3
3
75
E[ X] =
2
E[X ] =
1
xf X ( x ) dx = --9
4 3
0
81
9
= ------ = --36
4
5 3
243
27
= --------- = -----45
5
-[x ]
x dx = ----36
3
1
2
x f X ( x ) dx = --9
1 x
4
x dx = --- ---9 5
0
27 81
27 { 16 15 }
27
2
2
2
X = E [ X ] ( E [ X ] ) = ------ ------ = ------------------------------ = -----5 16
80
80
3
E[X ] =
1
3
x f X ( x ) dx = --9
6 3
1 x
5
x dx = --- ---9 6
0
729
81
27
= --------- = ------ = -----54
6
2
3.19 Given the random variable X has the PDF f X ( x ) = e x, x 0 , the third moment of X is
given by
3
E[X ] =
x f X ( x ) dx =
3 x
x e
dx
3
+ --
2 x
x e
0
dx = 3
2 x
x e
dx
2
+ --
xe
6
dx = --
xe
dx
1
+ --
e
0
6
dx = ----2
e
0
6 e
dx = ----2- --------
6
= ----3
3.20 X is a random variable with PDF fX ( x ) , mean E [ X ] , and variance 2X . We are given that
2
Y = X .
76
E [ Y ] = E [ X ] = X + ( E [ X ] )
2
E[Y ] = E[X ]
2
2 2
Y = E [ Y ] ( E [ Y ] ) = E [ X ] { X + ( E [ X ] ) }
4
2 2
= E [ X ] ( X ) 2 X ( E [ X ] ) ( E [ X ] )
E[ X ] =
4
xf X ( x ) dx = -----81
4
2
x f X ( x ) dx = -----81
4
2
2
x ( 9 x ) dx = -----81
0
4
3
2
x ( 9 x ) dx = -----81
0
5 3
4
2
4
3 x
( 9x x ) dx = ------ 3x ---81
5
0
8
= --5
0
6 3
4 9x x
3
5
( 9x x ) dx = ------ -------- ---81
4
6
0
= 3
64
75 64
11
2
2
2
X = E [ X ] ( E [ X ] ) = 3 ------ = ------------------ = -----25
25
25
3
E[ X ] =
4
3
x f X ( x ) dx = -----81
4
4
2
x ( 9 x ) dx = -----81
0
7 3
4 9x x
4
6
( 9x x ) dx = ------ -------- ---81
5
7
0
216
= --------35
4
f X ( u ) du = -----81
4
xf X ( x ) dx = -----81
4 x
4 9u u
-------- ----2
4
u ( 9 u ) du = ----81
E[ X]
E[X]
E [ X X 2 ] = --------------------- = --------------,
P[ X 2]
FX ( 2 )
E[ X] =
x<0
1
2
4
= ------ { 18x x }
81
0x<3
x3
x2
2
4
2
2
x ( 9 x ) dx = -----81
0
5 2
4
2
4
3 x
( 9x x ) dx = ------ 3x ---81
5
0
352
= --------405
E[ X]
E[X]
( 352 405 )
44
E [ X X 2 ] = --------------------- = -------------- = -------------------------- = ------ = 1.2571
P[ X 2]
FX ( 2 )
( 56 81 )
35
77
2x
x0
f X ( u ) du =
2e
2u
du = [ e
xf X ( x ) dx
2u x
]0
2x
x<0
0
=
2x
1 e
2x
2 xe dx
E
[
X
]
0
0
E [ X X 3 ] = --------------------- = ------------------------------ = --------------------------= -------------------------6
6
P[ X 3]
FX ( 3 )
1e
1e
2xe
dx
0x<
2x
e
- . Thus,
Let u = x du = dx , and let dv = e 2x dx v = -------2
xe
0
2x
2x 3
xe
dx = 2 ----------2
3 2x
2x 3
e
e
--------- dx = 3e 6 + --------2
2
0
Therefore,
3
xe
2x
dx
30 x 40
otherwise
78
1 1 6
1 7e
6
= --- --- e 3e = ------------------2
2 2
35
35
2 35
0.1x
0.1x dx
-----------2 30
1
30
30
- = ---------------------E [ X X 35 ] = ----------------------------- = ----------------------= --- [ 35 + 30 ] = 32.5
35
35
2
P [ X 35 ]
[ 0.1x ] 30
0.1 dx
xf X ( x ) dx
30
3.25 N denotes the outcome of the toss of a fair coin. Let Y denote the event that the outcome
is an even number. Then the expected value of N, given that the outcome is an even
number, is given by
np
N(n)
1
--- { 2 + 4 + 6 }
6
+ 4 + 6Y
- = ------------------------------- = 2
-------------------E [ N Y ] = n-------------------------= 4
1 1 1
3
--- + --- + --pN ( n )
6 6 6
nY
0.5x
x0
1.5
xf X ( x ) dx
1.5
0.5x
1.5
0.5x
dx
0.5
xe
dx
0.5xe
0
0
0
----------------------------------------------------------------------------------------------------E [ X X 1.5 ] =
= 1.5
=
0.75
P [ X 1.5 ]
1e
0.5x
0.5e
dx
0
0.5x
0.5
1.5
xe
0
0.5x
0.5x 1.5
xe dx = 0.5 -------------0.5
1.5 0.5x
0
0.5x 1.5
e
e
------------ dx = 1.5e 0.75 + -----------0.5
0.5
= 2 3.5e
0.75
79
0.75
3.5e
- = 0.6571 .
Therefore, E [ X X 3 ] = 2--------------------------- 0.75
1e
2xe
2x
1
dx = --2
[ X -] 1------------Thus, P [ X 1 ] E
= .
1
P [ X E [ X ] a ] -----2Xa
Now, E [ X ] =
2xe
2x
1
dx = --- ,
2
E[X ] =
2 2x
2x e
dx = 2
2 2x
x e
dx
E[ X ] = 2
80
2 2x
x e
0
x 2 e 2x
dx = 2 ------------2
xe
0
2x
dx = 2
xe
0
2x
1
dx = E [ X ] = --2
1
P [ X E [ X ] 1 ] -----X- = --1
4
X
P [ X E [ X ] a ] -----2a
2
1
P [ X 4 2 ] -----2X- = --- = --4
2
2
1<x<4
otherwise
E[X ] =
1
xf X ( x ) dx = --3
1
2
x f X ( x ) dx = --3
2 4
1 x
x dx = --- ---3 2
1
5
= --- = 2.5
2
3 4
1 x
2
x dx = --- ---3 3
1
= 7
25
3
2
2
2
X = E [ X ] ( E [ X ] ) = 7 ------ = --- = 0.75
4
4
3 4)
3
Thus, P [ X 2.5 2 ] -----2X- = (-------------= ------ = 0.1875 .
2
16
81
82
CHAPTER 4
The probability of a six on a toss of a die is p = 1 6 . Let N(4) be a random variable that
denotes the number of sixes that appear in tossing the four dice. Since the outcome of
each die is independent of the outcome of any other die, the random variable N(4) has a
binomial distribution. Thus, the PMF of N(4) is given by
4n
4n
4 n
4 --- n 5
---
= 1
pN (4) ( n ) = p ( 1 p )
n
n 6 6
n = 0, 1, 2, 3, 4
3
3
5
--- ---
6 2
= 0.86806
4.2
Let K(9) be a random variable that denotes the number of operational components out of
9 components. K(9) has a binomial distribution with the PMF
k 9k
9
pK ( 9 ) ( k ) = ( 1 p ) p
k
k = 0, 1, , 9
Let A denote the event that at least 6 of the components are operational. Then the probability of event A is given by
83
P[ A] = P[K( 9) 6] =
pK ( 9 ) ( k ) =
k ( 1 p ) p
k 9k
k=6
k=6
9!
9!
9!
9!
6 3
7 2
8 1
9 0
= ---------- ( 1 p ) p + ---------- ( 1 p ) p + ---------- ( 1 p ) p + ---------- ( 1 p ) p
6!3!
7!2!
8!1!
9!0!
3
= 84p ( 1 p ) + 36p ( 1 p ) + 9p ( 1 p ) + ( 1 p )
4.3
The random variable X, which denotes the number of heads that turn up, has the
binomial distribution with the PMF
3 1 x 1 3x
3 1 3
= ---
p X ( x ) = --- ---
x 2 2
x 2
x = 0, 1, 2, 3
4.4
Let Y(4) be a random variable that denotes the number of time in the 4 meeting times a
week that the student is late. Then Y(4) is a binomial random variable with success
probability p = 0.3, and its PMF is given by
4y
y
4y
4 y
4
pY( 4) ( y ) = p ( 1 p )
= ( 0.3 ) ( 0.7 )
y
y
y = 0, 1, 2, 3, 4
(a) The probability that the student is late for at least three classes in a given week is
given by
84
3
1
4
0
4
4
P [ Y ( 4 ) 3 ] = p Y ( 4 ) ( 3 ) + p Y ( 4 ) ( 4 ) = ( 0.3 ) ( 0.7 ) + ( 0.3 ) ( 0.7 )
3
4
3
(b) The probability that the student will not be late at all during a given week is given by
0
4
4
4
P [ Y ( 4 ) = 0 ] = ( 0.3 ) ( 0.7 ) = ( 0.7 ) = 0.2401
0
4.5
Let N(6) be a random variable that denotes the number of correct answers that John gets
out of the 6 problems. Since each problem has 3 possible answers, the probability of
getting a correct answer to a question by just guessing is p = 1 3 . If we assume that
Johns performance is independent from one question to another, then N(6) is a
binomially distributed random variable with the PMF
6n
6 n
6 1 n 2 6n
pN(6) ( n ) = p ( 1 p )
= --- ---
n
n 3 3
n = 0, 1, , 6
Thus, the probability that John will get 4 or more correct answers by just guessing is
given by
P [ N ( 6 ) 4 ] = pN ( 6 ) ( 4 ) + pN ( 6 ) ( 5 ) + pN ( 6 ) ( 6 )
2
6! 1 4 2 2
6! 1 5 2
6! 1 6 2 0 ( 15 2 ) + ( 6 2 ) + 1
73
- = --------= ---------- --- --- + ---------- --- --- + ---------- --- --- = -----------------------------------------------------6
4!2! 3 3
5!1! 3 3
6!0! 3 3
729
3
= 0.1001
4.6
Let K(100) be a random variable that denotes the number of bits among the 100 bits that
are received in error. Given that the probability of bit error is p = 0.001 and that the
channel treatment of each bit is independent of other bits, K(100) is a binomially
distributed random variable with the PMF
85
k
100 k
100
p K ( 100 ) ( k ) =
( 0.001 ) ( 0.999 )
k
k = 0, 1, , 100
Thus, the probability that three or more bits are received in error is given by
P [ K ( 100 ) 3 ] = 1 P [ K ( 100 ) < 3 ] = 1 p K ( 100 ) ( 0 ) p K ( 100 ) ( 1 ) p K ( 100 ) ( 2 )
0
100
1
99
2
98
100
100
100
( 0.001 ) ( 0.999 )
= 1
( 0.001 ) ( 0.999 )
( 0.001 ) ( 0.999 )
0
2
1
= 1 ( 0.999 )
100
99
98
= 0.00015
4.7
Let N(4) denote the number of busy phone lines among the 4 phone lines. Since each
phone line acts independently and the probability that a phone line is busy is 0.1, N(4)
has a binomial distribution with PMF
4n
n
4n
4 n
4
pN (4) ( n ) = p ( 1 p )
= ( 0.1 ) ( 0.9 )
n
n
a.
n = 0, 1, 2, 3, 4
P [ N ( 4 ) = 4 ] = p N ( 4 ) ( 4 ) = ( 0.1 ) = 0.0001
b.
4.8
Given that each laptop has a probability of 0.10 of being defective and K is the number
of defective laptops among the 8.
a. K is a binomially distributed random variable, and its PMF is given by
8k
k
8k
8 k
8
pK ( k ) = p ( 1 p )
= ( 0.1 ) ( 0.9 )
k
k
86
k = 0, 1, , 8
b.
The probability that at most one laptop is defective out of the 8 is given by
8
P [ K 1 ] = 1 P [ K = 0 ] = 1 p K ( 0 ) = 1 ( 0.9 ) = 0.5695
c.
4.9
The probability that a product is defective is p = 0.25. Given that X is a random variable
that denotes the number of defective products among 4 randomly selected products, the
PMF of X is given by
4x
x
4x
4 x
4
= ( 0.25 ) ( 0.75 )
pX ( x ) = p ( 1 p )
x
x
x = 0, 1, 2, 3 , 4
X = 4p ( 1 p ) = 0.75
4.10 Let N(5) be a random variable that denotes the number of heads in the 5 tosses. The
PMF of N(5) is binomially distributed and is given by
5n
5 n
5 1 n 1 5n
5 1 5
= --- ---
= ---
pN (5) ( n ) = p ( 1 p )
n
n 2 2
n 2
n = 0, 1 , 2, 3 , 4, 5
4.11 Let K(8) be a random variable that denotes the number of gadgets in a package of eight
that are defective. Since the probability that a gadget is defective is 0.1 independently of
other gadgets, the PMF of K(8) is given by
8k
k
8k
8 k
8
= ( 0.1 ) ( 0.9 )
pK(8) ( k ) = p ( 1 p )
k
k
k = 0, 1, , 8
87
Let A denote the event that the person that bought a given package will be refunded.
Then
8
= 0.1869
4.12 Let N(12) denote the number of jurors among the 12 people in the jury that find the
person guilty. Since each juror acts independently of other jurors and each juror has a
probability p = 0.7 of finding a person guilty, the PMF of N(12) is given by
12 n
n
12 n
12 n
12
p N ( 12 ) ( n ) = p ( 1 p )
= ( 0.7 ) ( 0.3 )
n
n
n = 0, 1, , 12
Let B denote the event that a person is convicted. Then the probability of event B is
given by
P [ B ] = P [ N ( 12 ) 10 ] = p N ( 12 ) ( 10 ) + p N ( 12 ) ( 11 ) + p N ( 12 ) ( 12 )
12!
12!
10
2
11
12
10
2
11
12
= ------------- ( 0.7 ) ( 0.3 ) + ------------- ( 0.7 ) ( 0.3 ) + ( 0.7 ) = 66 ( 0.7 ) ( 0.3 ) + 12 ( ( 0.7 ) ( 0.3 ) ) + ( 0.7 )
11!1!
10!2!
= 0.2528
4.13 The probability of target detection in a single scan is p = 0.1. Let K(n) denote the
number of target detections in n consecutive scans. Then the PMF of K(n) is given by
n
n k
nk
k
nk
= ( 0.1 ) ( 0.9 )
pK (n ) ( k ) = p ( 1 p )
k
k
a.
k = 0, 1, , n
The probability that the target will be detected at least 2 times in 4 consecutive scans
is given by
4!
4!
2
2
3
4
P [ K ( 4 ) 2 ] = p K ( 4 ) ( 2 ) + p K ( 4 ) ( 3 ) + p K ( 4 ) ( 4 ) = ---------- ( 0.1 ) ( 0.9 ) + ---------- ( 0.1 ) ( 0.9 ) + ( 0.1 )
3!1!
2!2!
2
88
b.
The probability that the target will be detected at least once in 20 consecutive scans
is given by
P [ K ( 20 ) 1 ] = 1 P [ K ( 20 ) = 0 ] = 1 p K ( 20 ) ( 0 ) = 1 ( 0.9 )
20
= 0.8784
4.14 Since the probability that the machine makes errors in a certain operation with
probability p and the fraction of errors of type A is a, the probability of a type A error is
p A = pa , and the probability of a type B is p B = p ( 1 a ) . Let K(n) denote the number of
errors in n operations, K A ( n ) the number of type A errors in n operations, and K B ( n ) the
number of type B errors in n operations. Then the PMFs of K, K A ( n ) , and K A ( n ) have the
binomial distribution.
a.
b.
k = 0, 1, , n
c.
k A = 0, 1, , n
n
n k
nk
k
nk
p KB ( n ) ( k B ) = k p BB ( 1 p B ) B = k { p ( 1 a ) } B { 1 p ( 1 a ) } B
B
B
d.
k B = 0, 1, , n
P [ K A ( n ) = k A, K B ( n ) = k B ] =
k A
( ap ) kA { p ( 1 a ) } kB ( 1 p ) n kA kB
kB
n kA kB 0
4.15 The probability that a marriage ends in divorce is 0.6, and divorces are independent of
each other. The number of married couples is 10.
a. The event that only the Arthurs and the Martins will stay married is a specific event
whose probability of occurrence is the probability that these two couples remain
89
married while the other 8 couples get divorced. Thus, the probability of this event is
8
2
p = ( 0.4 ) ( 0.6 ) = 0.00024 .
b.
If N(10) denotes the number of married couples that stay married, then the probability that exactly 2 of the 10 couples will stay married is given by
10
10!
2
8
2
8
P [ N ( 10 ) = 2 ] = p N ( 10 ) ( 2 ) = ( 0.6 ) ( 0.4 ) = ---------- ( 0.6 ) ( 0.4 ) = 0.01062
2
2!8!
4.16 There are five traffic lights and each traffic light turns red independently with a
probability p = 0.4 .
a. K is a random variable that denotes the number of lights at which the car stops. Then
K is a binomial random variable, and its PMF is given by
5k
k
5k
5 k
5
pK ( k ) = p ( 1 p )
= ( 0.4 ) ( 0.6 )
k
k
b.
k = 0, 1, 2, 3, 4, 5
c.
The probability that the car stops at more than two lights is
P [ K > 2 ] = 1 P [ K 2 ] = 1 pK ( 0 ) pK ( 1 ) pK ( 2 )
5
4.17 Since the total number of students is 30, the probability that a randomly selected student
is a boy is p B = 18 30 = 0.6 , and the probability that a randomly selected student is a
girl is p G = 1 p B = 0.4 . Thus, the probability p that a randomly selected student knows
the answer is
1
1
p = --- 0.6 + --- 0.4 = 0.4
3
2
90
If K is a random variable that denotes the number of students who know the answer to a question that the teacher asks in class, then K is a binomially distributed random variable with success probability p. Therefore,
a.
k = 0, 1, , 30
b.
c.
4.18 Since the balls are drawn with replacement, the probability that a red ball is drawn in
given by p R = 2 8 = 0.25 and the probability that a green ball is drawn is 0.75. Let K
denote the number of times a red ball is drawn in 10 trials. Then the probability that
K = 4 can be obtained as follows:
a.
Using the binomial distribution,
10
6
4
6
4
6
10
10 4
P [ K = 4 ] = p R ( 1 p R ) = ( 0.25 ) ( 0.75 ) = ---------- ( 0.25 ) ( 0.75 ) = 0.1460
4
4
4!6!
b.
P [ K = 4 ] = ----- e
4!
( 2.5 ) 2.5
( 2.5 ) 2.5
= -------------- e
= 0.1336
P [ K = 4 ] = -------------- e
4!
24
4.19 Given that 10 balls are randomly tossed into 5 boxes labeled B 1, B 2, , B 5 . The
probability that a ball lands in box B i , i = 1, 2, , 5 , is p i = 1 5 = 0.2 .
91
a.
b.
10
2
10!
10!
{ p 2 } 5 = ----------- ( 0.2 ) 10 = -------- ( 0.2 ) 10 = 0.0116
5
2
32
( 2! )
c.
k1
1 5 k1
= --- ---
6 6
k = 1, 2,
The probability that the experiment stops at the fourth roll is given by
1 5 3
125
P [ K = 4 ] = p K ( 4 ) = --- --- = ------------ = 0.0964
6 6
1296
b.
Let A be the event that the experiment stops at the third roll and B the event that the
sum of three rolls is at least 12. Then
P[A B]
P [ B A ] = ----------------------P[ A]
The event A B is the event that the sum of the first two rolls is at least 6 and the
third roll is a 6. That is, A B is the event whose sample space is
92
( 1, 5, 6 ), ( 2, 4, 6 ), ( 2, 5, 6 ), ( 3, 3, 6 ), ( 3, 4, 6 )
( 3, 5, 6 ), ( 4, 2, 6 ), ( 4, 3, 6 ), ( 4, 4, 6 ), ( 4, 5, 6 )
( 5, 1, 6 ), ( 5, 2, 6 ), ( 5, 3, 6 ), ( 5, 4, 6 ), ( 5, 5, 6 )
Since the sample space of an experiment that consists of rolling a die three times
contains 6 6 6 = 216 equally likely sample points, we have that
P [ A B ] = 15 216 .
that
P[ A B]
( 15 216 )
3
P [ B A ] = ----------------------- = ----------------------- = --P[A]
( 25 216 )
5
4.21 The probability that a key opens the door on any trial is p = 1 6 . Let K be a random
variable that denotes the number of trials until the door is opened. The PMF of K is given
by
p K ( k ) = Ap ( 1 p )
k1
k = 1, 2, , 6
where A is the normalization factor required to make the PMF sum to 1. Specifically,
6
k=1
Ap ( 1 p )
k1
1 (1 p)
1
6
= 1 = Ap ---------------------------- = A { 1 ( 1 p ) } A = ---------------------------61
(
1
p
)
1 (1 p)
k1
k1
p(1 p)
= ---------------------------61 (1 p)
k = 1, 2, , 6
93
The expected number of keys we will have to try before the door is opened is given by
6
k=1
p
kp K ( k ) = ---------------------------61 (1 p)
k( 1 p)
k1
k=1
(1 6)
5 3
5 4
5 5
5
5 2
= -------------------------6- 1 + 2 --- + 3 --- + 4 --- + 5 --- + 6 --- = 2.8535
6
6
6
6
6
1 (5 6)
4.22 We are given a box containing R red balls and B blue balls in which a ball is randomly
selected from the box with replacement until a blue ball is selected. First, we note that
the probability of success in any trial is given by p = B ( R + B ). Let N be a random
variable that denotes the number of trials until a blue ball is selected. Then the PMF of N
is given by
pN ( n ) = p ( 1 p )
a.
n = 1, 2,
b.
n1
B
R n1
= ------------- -------------
R + B R + B
n1
n = 1, 2,
The probability that the experiment requires at least k trials before it stops is
k1
P[ N k] = 1 P[N < k] = 1
p(1 p)
n1
n=1
k1
p[1 (1 p) ]
R k1
k1
= 1 ------------------------------------------ = ( 1 p )
= -------------
R + B
1 (1 p)
4.23 Let K denote the number of tries until we find a person who wears glasses. The
probability of success on any try is p = 0.2. Thus, the PMF of K is given by
pK ( k ) = p ( 1 p )
a.
k1
= 0.2 ( 0.8 )
k = 1, 2,
The probability that it takes exactly 10 tries to get a person who wears glasses is
P [ K = 10 ] = 0.2 ( 0.8 )
94
k1
10 1
b.
The probability that it takes at least 10 tries to get a person who wears glasses is
P [ K 10 ] = 1 P [ K < 10 ] = 1
p(1 p)
k1
= ( 1 p ) = ( 0.8 ) = 0.1342
k=1
4.24 Since her score in any of the exams is uniformly distributed between 800 and 2200, the
PDF of X, her score in any exam, is given by
1
-----------f X ( x ) = 1400
0
a.
2200
1
f X ( x ) dx = -----------1400
x = 2000
2200
1
200
1
2200
dx = ------------ [ x ] 2000 = ------------ = --- = 0.1428
1400
1400
7
x = 2000
Let K denote the number times she will take the exam before reaching her goal. Then
K is a geometrically distributed random variable whose PMF is given by
pK ( k ) = p ( 1 p )
c.
otherwise
The probability that she reaches her goal of scoring at least 2000 points in any exam
is given by
p = P [ X 2000 ] =
b.
800 x 2200
k1
1 6 k1
= --- ---
7 7
k = 1, 2,
k1
k = 1, 2, 3,
We are told that Sam embarked on an 800-mile trip and took two spare tires with him on
the trip.
95
a.
The probability that the first change of tire occurred 300 miles from his starting point
is given by
2
Let K r denote the number of 100-mile units he travels until the rth tire change. Then
K r is the rth-order Pascal random variable with the PMF
k 1
r
kr
p Kr ( k ) =
( 0.05 ) ( 0.95 )
r 1
k = r, r + 1, ; r = 1, 2, , k
Thus, the probability that his second change of tire occurred 500 miles from his
starting point (or 5th 100-mile unit) is given by
2
3
2
3
2
3
5 1
4
P [ K2 = 5 ] =
( 0.05 ) ( 0.95 ) = ( 0.05 ) ( 0.95 ) = 4 ( 0.05 ) ( 0.95 )
2 1
1
= 0.00857
c.
The probability that he completed the trip without having to change tires is given by
P[K > 8] = 1 P[K 8] = 1
k=1
0.05 ( 0.95 )
k1
0.05 [ 1 0.95 ]
= 1 ------------------------------------1 0.95
= 0.95 = 0.6634
4.26 Let p = 0.2 denote the success probability, which is the probability that an applicant
offered a job actually accepts the job. Let K r be a random variable that denotes the
number of candidates offered a job up to and including the rth candidate to accept the
job. Then K r is the rth-order Pascal random variable with the PMF
k 1
r
kr
pKr ( k ) =
( 0.2 ) ( 0.8 )
r 1
k = r, r + 1, ; r = 1, 2, , k
The probability that the sixth-ranked applicant will be offered one of the 3 positions is
the probability that 6th candidate is either the first or second or third person to accept a
job. This probability, Q, is given by
96
Q = P [ ( K1 = 6 ) ( K2 = 6 ) ( K3 = 6 ) ] + P [ K1 = 6 ] + P [ K2 = 6 ] + P [ K3 = 6 ]
5 2
5 3
5
4
3
= p(1 p) + p (1 p) + p (1 p)
1
2
5
4.27 Let K r be a random variable that denotes the number of tries up to and including the try
that results in the rth person who wears glasses. Since the probability of success on any
try is p = 0.2 , the PMF of K r is given by
r
kr
k 1
( 0.2 ) ( 0.8 )
pKr ( k ) =
r 1
a.
k = r, r + 1, ; r = 1, 2, , k
The probability that it takes exactly 10 tries to get the 3rd person who wears glasses
is given by
3
7
3
7
3
7
10 1
9
( 0.2 ) ( 0.8 ) = ( 0.2 ) ( 0.8 ) = 36 ( 0.2 ) ( 0.8 ) = 0.0604
P [ K 3 = 10 ] = p K3 ( 10 ) =
31
2
b.
The probability that it takes at least 10 tries to get the 3rd person who wears glasses
is given by
P [ K 3 10 ] = 1 P [ K 3 < 10 ] = 1
k 1 ( 0.2 ) 3 ( 0.8 ) k 3 = 1
3 1
k=3
3
k3
k 1
( 0.2 ) ( 0.8 )
2
k=3
4.28 The probability of getting a head in a single toss of a biased coin is q. Let N k be a
random variable that denotes the number of tosses up to and including the toss that
results in the kth head. Then N k is a kth-order Pascal random variable with the PMF
nk
n 1 k
p Nk ( n ) =
q (1 q)
k 1
n = k, k + 1, ; k = 1, 2, , n
The probability that the 18th head occurs on the 30th toss is given by
12
12
18
12
30 1 18
29 18
q ( 1 q ) = q ( 1 q ) = 51895935q ( 1 q )
P [ N 18 = 30 ] = p N18 ( 30 ) =
18 1
17
97
4.29 If we define success as the situation in which Pete gives away a book, then the
probability of success at each door Pete visits is given by p = 0.75 0.5 = 0.375 . Let X k
be a random variable that denotes the number of doors Pete visits up to and including
the door where he has his kth success. Then X k is a kth-order Pascal random variable
with the PMF
x 1 k
xk
pXk ( x ) =
p (1 p)
k 1
a.
x = k, k + 1, ; k = 1, 2, , x
The probability that Pete gives away his first book at the third house he visits is
given by
2
2
2
2
3 1 1
2
p ( 1 p ) = p ( 1 p ) = p ( 1 p ) = ( 0.375 ) ( 0.625 ) = 0.1465
P [ X 1 = 3 ] = p X1 ( 3 ) =
1 1
0
b.
The probability that he gives away his second book to the fifth family he visits is
3
2
3
2
3
5 1 2
4
p ( 1 p ) = ( 0.375 ) ( 0.625 ) = 4 ( 0.375 ) ( 0.625 ) = 0.1373
P [ X 2 = 5 ] = p X2 ( 5 ) =
2 1
1
c.
Since the outcomes of the visits are independent, the event that he gives away the
fifth book to the eleventh family he visits, given that he has given away exactly four
books to the first eight families he visited, is equivalent to the event that he encounters failures at the 9th door and the 10th door but success at the 11th door. Thus, the
probability of this event is q = p ( 1 p )2 = ( 0.375 ) ( 0.625 ) 2 = 0.1465 .
d.
Given that he did not give away the second book at the second house, the probability
that he will give it out at the fifth house is given by
5 1 p 2 ( 1 p ) 3
p X2 ( 5 )
2 1
P [ ( X2 = 5 ) ( X2 > 2 ) ]
P[X2 = 5 ]
P [ X 2 = 5 X 2 > 2 ] = --------------------------------------------------------- = ------------------------- = ------------------------ = ----------------------------------------2
0
1 p X2 ( 2 )
P [ X2 > 2 ]
P [ X2 > 2 ]
1 p (1 p)
2
(1 p)
4 ( 0.375 ) ( 0.625 )
4p ( 1 p ) - 4p
= --------------------------= ---------------------------- = --------------------------------------------- = 0.1598
2
1
+
p
1.375
1p
98
4.30 Let X k be a random variable that denotes the number of customers up to and including
the customer that received the kth coupon. If p = 0.3 is the probability that a customer
receives a coupon, then X k is a kth-order Pascal random variable with the PMF
xk
x 1 k
pXk ( x ) =
p (1 p)
k 1
x = k, k + 1, ; k = 1, 2, , x
Thus, the probability that on a particular day the third coupon was given to the eighth
customer is given by
5
3
5
3
5
8 1 3
7
p ( 1 p ) = ( 0.3 ) ( 0.7 ) = 21 ( 0.3 ) ( 0.7 ) = 0.0953
P [ X 3 = 8 ] = p X3 ( 8 ) =
3 1
2
4.31 The probability of success in any sale is p = 0.6 . Let X k denote the number of calls up
to and including the kth success. The PMF of X k is given by
x 1
x 1 k
xk
k
xk
( 0.6 ) ( 0.4 )
pXk ( x ) =
p (1 p)
=
k 1
k 1
a.
x = k, k + 1, ; k = 1, 2, , x
The probability that she earned her third dollar on the sixth call she made is given by
3
3
3
3
6 1 3
5
P [ X3 = 6 ] = pX3 ( 6 ) =
p ( 1 p ) = ( 0.6 ) ( 0.4 ) = 10 ( 0.24 ) = 0.13824
3 1
2
b.
If she made 6 calls per hour, then in 2 hours she made 12 calls. Therefore, the probability that she earned $8 in two hours is given by the binomial distribution of 8 successes in 12 trials, which is
12 p 8 ( 1 p ) 4 = 495 ( 0.6 ) 8 ( 0.4 ) 4 = 0.2128
8
99
4 6
2 3
P [ G = 2 ] = ----------------- = 0.4762
10
5
4.33 Let M denote the number of Massachusetts senators among the group of 20 senators
randomly chosen. To see M as a hypergeometric random variable, we imagine the
senators being grouped into two: one group of 2 from Massachusetts and one group of
98 from other states. Thus,
a. The probability that the two Massachusetts senators are among those chosen is
2 98
2 18
P [ M = 2 ] = -------------------- = 0.03838
100
20
b.
The probability that neither of the two Massachusetts senators is among those
selected is
2 98
0 20
P [ M = 0 ] = -------------------- = 0.63838
100
20
4.34 By memorizing only 8 out of 12 problems, Alex has partitioned the problems into two
sets: the set of problems he knows and the set of problems he does not know. Let K be a
random variable that denotes the number of problems that Alex gets correctly. Then K is
a hypergeometric random variable; thus, the probability that Alex is able to solve 4 or
more problems correctly in the exam is given by
100
4
6 k 6 k
P[K 4] =
------------------------- =
12
k=4
6
8 4 + 8 4 + 8 4
4 2 5 1 6 0
+ 224 + 28672
---------------------------------------------------------------- = 420
----------------------------------= --------924
924
12
6
= 0.7273
4.35 The total number of students is 30. Let N be a random variable that denotes the number
of girls among a group of 15 students randomly selected to represent the class in a
competition.
a. The probability that 8 girls are in the group is given by
12 18
8 7
P [ N = 8 ] = ----------------------- = 0.10155
30
15
b.
4.36 The probability of randomly selecting 4 gloves that consist of 2 right gloves and 2 left
gloves from a drawer containing 10 left gloves and 12 right gloves is given by
10 12
2 2
----------------------- = 0.4060
22
4
( 5 6 ) ( 5 6 )
p N ( n ) = ----------------- e
n!
n = 0, 1, 2,
101
Since it takes exactly 1 minute to service a car, a waiting line occurs when at least 1
other car arrives within the 1-minute interval it takes to finish serving the current car
receiving service. Thus, the probability that a waiting line will occur at the station is
given by
P[N > 0] = 1 P[ N = 0] = 1 e
( 5 6 )
= 0.5654
4.38 Let K denote the number of traffic tickets that the traffic officer gives out on any day.
Then the PMF of K is given by
k 7
7 e
p K ( k ) = -----------k!
a.
k = 0, 1, 2,
The probability that on one particular day the officer gave out no ticket is given by
P [ K = 0 ] = pK ( 0 ) = e
b.
= 0.0009
The probability that she gives out fewer than 4 tickets on that day is given by
49 343
7
P [ K < 4 ] = p K ( 0 ) + p K ( 1 ) + p K ( 2 ) + p K ( 3 ) = e 1 + 7 + ------ + --------- = 0.0818
2
6
4.39 Let M denote the number of particles emitted per second. Since M has a Poisson
distribution with a mean of 10, its PMF is given by
m 10
10 e
p M ( m ) = -----------------m!
a.
m = 0, 1, 2,
b.
10
100- 1000
+ ------------ = 0.01034
1 + 10 + -------2
6
102
10
{ 1 + 10 } = 0.9995
4.40 Let K denote the number of cars that arrive at the window over a 20-minute period.
Since K is a Poisson random variable with a mean of 4, its PMF is given by
k 4
4 e
p K ( k ) = -----------k!
k = 0, 1, 2,
The probability that more than three cars will arrive during any 20-minute period is
P [ K > 3 ] = 1 P [ K 3 ] = 1 { pK ( 0 ) + pK ( 1 ) + pK ( 2 ) + pK ( 3 ) }
16 64
4
= 1 e 1 + 4 + ------ + ------ = 0.5665
2
6
4.41 Let N denote the number of phone calls that arrive in 1 hour. Since N has a Poisson
distribution with a mean of 4, its PMF is given by
n 4
4 e
p N ( n ) = -----------n!
a.
n = 0, 1, 2,
b.
= 0.0183
The probability that more than 2 calls arrive within a given hour is given by
16
4
P [ N > 2 ] = 1 P [ N 2 ] = 1 { p N ( 0 ) + p N ( 1 ) + p N ( 2 ) } = 1 e 1 + 4 + ------ = 0.7619
2
4.42 Let K denote the number of typing mistakes on a given page. Since K has a Poisson
distribution with a mean of 3, its PMF is given by
k 3
3 e
p K ( k ) = -----------k!
a.
k = 0, 1 , 2,
3 e
P [ K = 7 ] = p K ( 7 ) = ------------ = 0.0216
7!
103
b.
The probability that there are fewer than 4 mistakes on a given page is
9 27
3
P [ K < 4 ] = p K ( 0 ) + p K ( 1 ) + p K ( 2 ) + p K ( 3 ) = e 1 + 3 + --- + ------ = 0.6472
2 6
c.
= 0.0498
4t
t0
f T ( t ) dt = k
4t
0
4t
e
dt = 1 k -------4
b.
c.
P[T < 1] =
k
= --- = 1 k = 4
4
1
0
f T ( t ) dt =
4e
0
4t
dt = [ e
4t 1
]0 = 1 e
= 0.9817
104
a.
E [ X ] = 1 0.25 = 4
b.
FX ( x ) = 1 e
0.25x
x0
otherwise
x0
c.
X = 1 ( 0.25 ) = 16
d.
P [ X > 2 ] = 1 FX ( 2 ) = e
e.
0.25 ( 2 )
=e
0.5
= 0.6065
0.5
= 0.3935
4.45 The PDF of T, the time in hours between bus arrivals at a bus station, is given by
f T ( t ) = 2e
2t
a.
E [ T ] = 1 2 = 0.5
b.
X = 1 ( 2 ) = 1 4 = 0.25
c.
P [ T > 1 ] = 1 P [ T 1 ] = 1 FT ( 1 ) = e
t0
2 ( 1 )
= e
= 0.1353
4.46 Given that the PDF of the times T in minutes between successive bus arrivals at a
suburban bus stop is given by
f T ( t ) = 0.1e
0.1t
t0
If a turtle that requires 15 minutes to cross the street starts crossing the street at the bus
station immediately after a bus just left the station, the probability that the turtle will not
be on the road when the next bus arrives is the probability that no bus arrives within the
time it takes the turtle to cross the street. This probability, p, is given by
p =
15
f T ( t ) dt =
15
0.1e
0.1t
dt = [ e
0.1t
] 15
= e
1.5
= 0.2231
105
4.47 Given that the PDF of the times T in minutes between successive bus arrivals at a
suburban bus stop is given by
f T ( t ) = 0.2e
0.2t
t0
If an ant that requires 10 minutes to cross the street starts crossing the street at the bus
station immediately after a bus has left the station has survived 8 minutes since its journey, then we obtain the following:
a.
The probability p that the ant will completely cross the road before the next bus
arrives is the probability that no bus arrives within the remaining 2 minutes of its
journey. Because of the forgetfulness property of the exponential distribution, the
PDF of the time until the next bus arrives is still exponentially distributed with the
same mean as T. Thus, p is given by
p = P [ T > 2 ] = 1 FT ( 2 ) = e
b.
0.2 ( 2 )
= e
0.4
= 0.6703
4.48 The PDF of the times X between telephone calls that arrive at a switchboard is given by
1 x 30
f X ( x ) = ------ e
30
x0
Given that a call has just arrived, the probability that it takes at least 2 hours (or 120
minutes) before the next call arrives is given by
P [ X 2 ] = 1 P [ X < 120 ] = 1 F X ( 120 ) = e
120 30
= e
= 0.0183
106
t0
a.
The probability that a call will last less than 2 minutes is given by
P [ T < 2 ] = FT ( 2 ) = 1 e
b.
2 3
= 0.4866
The probability that a call will last longer than 4 minutes is given by
P [ T > 4 ] = 1 P [ T 4 ] = 1 FT ( 4 ) = e
c.
4 3
d.
= 0.2636
4 3
= 0.2636
4.50 Let X denote the life of a battery in weeks. Then the PDF of X is given by
1 x 4
f X ( t ) = --- e
4
a.
x0
b.
2 4
= e
0.5
= 0.6065
5 4
= 0.2865
4.51 The PDF of the times T in weeks between employee strikes is given by
f T ( t ) = 0.02e
0.02t
t0
107
a.
b.
c.
0 t < 40
0.02t
1e
1e
- = ----------------------- = 1.8160 ( 1 e 0.02t )
= --------------------------- 0.02 ( 40 )
0.8
1e
1e
P [ 40 < T < 60 ] = F T ( 60 ) F T ( 40 ) = e
0.8
1.2
0 t < 40
= 0.1481 .
4.52 The hazard function of the random variable X is given by hX ( x ) = 0.05 . Thus,
fX ( x )
- 1 F X ( x ) = exp
h X ( x ) = 0.05 = ---------------------1 FX ( x )
h ( t ) dt = exp { [ 0.5t ] } = e
0
x
0
0.5x
This implies that F X ( x ) = 1 e 0.5x ; that is, X is an exponentially distributed random variable with the PDF
d F ( x ) = 0.5e 0.5x
fX ( x ) =
dx X
x0
No Fade
Fade
No Fade
108
...
f X ( x ) = e
x0
t e
f T ( t ) = ------------------3!
t0
we observe that it is a 4th-order Erlang random variable. Thus, its expected value is
4
E [ T ] = --
Let Y denote the duration of one cycle of fade-no fade condition on the channel. Then
Y = X + T , and E [ Y ] = E [ X ] + E [ T ] . Thus, the probability p that the channel is in the fade
state at a randomly selected instant is given by
E[X]
E[ X]
1
4.54 The random variable X, which denotes the interval between two consecutive events, has
the PDF
2 2x
f X ( x ) = 4x e
x0
This means that X is a 3rd-order Erlang random variable, and the parameter of the underlying exponential distribution is = 2 . Thus,
a.
b.
The expected value of the interval between the 11th and 13th events is the length of
2 interarrival times, which is 2E [ X ] = 3 .
109
c.
P [ X 6 ] = FX ( 6 ) = 1
k=0
= 1e
12
k 2x
( 2x ) e
---------------------k!
= 1e
12
12e
12
x=6
( 12 ) 12
------------- e
4
{ 1 + 12 + 36 } = 0.9997
4.55 Let N denote the number of students that arrive in one hour. Then the PMF of N is given
by
n 5
5 e
p N ( n ) = -----------n!
a.
n = 0, 1, ,
Since the number of arrivals is a Poisson random variable with a mean of = 5 , the
intervals X between arrivals have the exponential distribution with the PDF
f X ( x ) = 5e
5x
x0
Given that there is currently no student in the lounge, the probability that the VCR is
not turned on within one hour from now is given by
P [ X5 > 1 ] = 1 P [ X5 1 ] = 1 FX5 ( 1 ) =
k=0
k 5 ( 1 )
[5(1)] e
------------------------------- =
k!
k=0
25 125 625
5
= e 1 + 5 + ------ + --------- + --------- = 0.4405
6
24
2
110
k 5
5 e
-----------k!
10 t 30
otherwise
b.
4.57 Since the random variable X is uniformly distributed between 0 and 10, its PDF is given
by
0.1
fX ( x ) =
0
0 < x < 10
otherwise
( 10 0 )
100
2
X = ---------------------- = --------12
12
100
--------- = 2.8867
12
X =
5
2.8867
f X ( x ) dx =
2.8867
4.58 Since the random variable X is uniformly distributed between 3 and 15, its PDF is given
by
Fundamentals of Applied Probability and Random Processes
111
1
-----f X ( x ) = 12
0
3 < x < 15
otherwise
a.
b.
c.
d.
10
f X ( x ) dx =
10
10
1
x
------ dx = -----12
12
5
= -----12
f X ( x ) dx =
1x
----dx = -----12
12
3
6
3
3
1
= ------ = --12
4
4.59 Let the random variable T denote the time that Joe arrives at the bus stop. The figure
below shows the PDF of T as well as part of the bus arrival times.
fT ( t )
1
-----30
112
7:00 am
7:15 am
7:30 am
7:45 am
7:00 am
7:15 am
7:30 am
7:45 am
a.
To wait less than 5 minutes for the bus, Joe must arrive between 7:10 am and 7:15
am or between 7:25 am and 7:30 am. Thus, if A is the event that Joe waits less than 5
minutes for the bus, then the probability of this event is given by
P [ A ] = P [ ( 10 < T < 15 ) ( 25 < T < 30 ) ] = P [ 10 < T < 15 ] + P [ 25 < T < 30 ]
=
15
f X ( x ) dx +
10
30
f X ( x ) dx =
25
15
1
------ dx +
30
10
30
1
10
1
30
------ dx = ------ { [ x ] 15
+ [ x ] 25 } = -----10
30
30
30
25
1
= --3
b.
To wait more than 10 minutes for a bus, Joe must arrive between 7:00 am and 7:05
am, or between 7:15 am and 7:20 am. Thus, if B is the event that Joe waits more than
10 minutes for the bus, then the probability of this event is given by
P [ B ] = P [ ( 0 < T < 5 ) ( 15 < T < 20 ) ] = P [ 0 < T < 5 ] + P [ 15 < T < 20 ]
=
f X ( x ) dx +
20
f X ( x ) dx =
15
1----dx +
30
0
20
1
10
15
20
----dx = ------ { [ x ] 0 + [ x ] 15 } = -----30
30
30
15
1
= --3
4.60 Let the random variable X denote the time it takes a teller to serve a customer. Then the
PDF of X is given by
1
--fX ( x ) = 4
0
2<x<6
otherwise
Given that a customer has just stepped up to the window and you are next in line,
a.
b.
The expected time you will wait before it is your turn to be served is the expected
time of X, which is E [ X ] = ( 2 + 6 ) 2 = 4 minutes.
The probability that you wait less than 1 minute before being served is the probability that it takes less than 1 minute to serve a customer, which is 0, since the service
time lies between 2 and 6 minutes.
113
c.
The probability that you wait between 3 and 5 minutes before being served is given
by
P[3 < X < 5] =
f X ( x ) dx =
--4- dx = --4- [ x ]
3
5
3
1
1
= --- ( 2 ) = --4
2
10
10
= ( 0.5 ) ( 3 ) = ( 0.5 ) { 1 ( 3 ) } = ( 0.5 ) + ( 3 ) 1
= 0.6915 + 0.9987 1 = 0.6902
Therefore, the expected number of students that weigh between 110 and 145 lbs is
given by 0.6902 200 = 138.04 .
b.
The fraction of students that weigh less than 120 lbs is given by
120 140
P [ X < 120 ] = F X ( 120 ) = ------------------------ = ( 2 ) = 1 ( 2 )
10
= 1 0.9772 = 0.0228
Therefore, the expected number of students that weigh less than 120 lbs is given by
0.0228 200 = 4.56 .
c.
The fraction of students that weigh more than 170 lbs is given by
170 140
P [ X > 170 ] = 1 P [ X 170 ] = 1 F X ( 170 ) = 1 ------------------------ = 1 ( 3 )
10
= 1 0.9987 = 0.0013
114
Therefore, the expected number of students that weigh more than 170 lbs is given by
0.0013 200 = 0.26 .
4.62 The random variable X is normally distributed with mean X = 70 and standard
deviation X = 10 .
a.
50 70
P [ X > 50 ] = 1 P [ X 50 ] = 1 F X ( 50 ) = 1 ------------------ = 1 ( 2 )
10
= 1 { 1 ( 2 ) } = ( 2 ) = 0.9772
b.
c.
60 70
P [ X < 60 ] = F X ( 60 ) = ------------------ = ( 1 ) = 1 ( 1 ) = 1 0.8413 = 0.1587
10
90 70
60 70
P [ 60 < X < 90 ] = F X ( 90 ) F X ( 60 ) = ------------------ ------------------ = ( 2 ) ( 1 )
10
10
= ( 2 ) { 1 ( 1 ) } = ( 2 ) + ( 1 ) 1 = 0.9772 + 0.8413 1 = 0.8185
4.63 Let K be a random variable that denotes the number of heads in 12 tosses of a fair coin.
Then the probability of success is p = 1 2 , and the PMF of K is given by
12 1 12
12 1 k 1 12 k
= ---
p K ( k ) = --- ---
k 2
k 2 2
a.
Using the direct method, the probability of getting between 4 and 8 heads is given by
8
P[4 K 8 ] =
12 1
k --2-
k=4
b.
k = 0, 1, , 12
12
1 12 12
3498
12
12
12
12
= --- + + + + = ------------ = 0.8540
2 4 5 6 7 8
4096
K = np ( 1 p )
115
Therefore, the approximate value of the probability of getting between 4 and 8 heads
is given by
86
46
2
2
P [ 4 K 8 ] = F K ( 8 ) F K ( 4 ) = ------------ ------------ = ------- -------
3
3
3
3
2
2
2
= ------- 1 ------- = 2 ------- 1 = 2 ( 1.15 ) 1 = 2 ( 0.9394 ) = 0.8788
3
3
3
4.64 The random variable X is approximately normally distributed with mean X and
standard deviation X .
a. The fraction of the class with the letter grade A is given by
X + X X
P [ A ] = P [ X + X < X ] = 1 P [ X X + X ] = 1 F X ( X + X ) = 1 -----------------------------
X
= 1 ( 1 ) = 1 0.8413 = 0.1587
b.
X
X
= ( 1 ) ( 0 ) = 0.8413 0.5000 = 0.3413
c.
X X
X X X
- -----------------------------P [ C ] = P [ X X < X < X ] = F X ( X ) F X ( X X ) = ---------------- X
X
= ( 0 ) ( 1 ) = ( 0 ) { 1 ( 1 ) } = ( 0 ) + ( 1 ) 1 = 0.5 + 0.8413 1 = 0.3413
d.
P [ D ] = P [ X 2 X < X < X X ] = F X ( X X ) F X ( X 2 X )
X X X
X 2 X X
- = ( 1 ) ( 2 ) = { 1 ( 1 ) } { 1 ( 2 ) }
= ----------------------------- --------------------------------
X
X
= ( 2 ) ( 1 ) = 0.9772 0.8413 = 0.1359
116
e.
X
= 1 0.9772 = 0.0228
4.65 The random variable X is a normal random variable with zero mean and standard
deviation X . The probability P [ X 2X ] is given by
2 X 0
2 X 0
- --------------------P [ X 2 X ] = P [ 2 X < X < 2 X ] = F X ( 2 X ) F X ( 2 X ) = ---------------- X
X
= ( 2 ) ( 2 ) = ( 2 ) { 1 ( 2 ) } = 2 ( 2 ) 1 = 2 ( 0.9772 ) 1
= 0.9544
4.66 Let the random variable X denote the annual rainfall in inches. Given that X = 40 and
X = 4 , the probability that the rainfall in a given year is between 30 and 48 inches is
given by
48 40
30 40
P [ 30 < X < 48 ] = F X ( 48 ) F X ( 30 ) = ------------------ ------------------ = ( 2 ) ( 2.5 )
4
4
= ( 2 ) { 1 ( 2.5 ) } = ( 2 ) + ( 2.5 ) 1 = 0.9772 + 0.9938 1
= 0.9710
117
118
Chapter 5
kxy
p XY ( x, y ) =
0
a.
otherwise
b.
x = 1, 2, 3 ; y = 1, 2, 3
p XY ( x, y ) = 1 = k
x = 1y = 1
xy = k
x=1
x = 36k k = ----36
x=1
1
p XY ( x, y ) = -----36
x
= --6
pY ( y ) =
y
= --6
6x
6y
- { 1 + 2 + 3 } = ----- xy = ----36
36
y=1
x = 1, 2 , 3
1
p XY ( x, y ) = -----36
c.
x ( 1 + 2 + 3 ) = 6k
- { 1 + 2 + 3 } = ----- xy = ----36
36
x=1
y = 1, 2 , 3
119
5.2
The random variable X denotes the number of heads in the first two of three tosses of a
fair coin, and the random variable Y denotes the number of heads in the third toss. Let S
denote the sample space of the experiment. Then S, X, and Y are given as follows:
HHH
HHT
HTH
HTT
THH
THT
TTH
TTT
1--4
p XY ( x, y ) = 1
--4
1
--8
1
--8
0
5.3
120
x = 0, y = 0
x = 0, y = 1
x = 1, y = 0
x = 1, y = 1
x = 2, y = 0
x = 2, y = 1
otherwise
0.10
0.35
p XY ( x, y ) = 0.05
0.50
0
a.
x = 1, y = 1
x = 2, y = 2
x = 3, y = 3
x = 4, y = 4
otherwise
F XY ( x, y ) = P [ X x, Y y ] =
XY ( u,
v)
ux vy
F XY ( 1, 1 ) =
XY ( u,
v ) = p XY ( 1, 1 ) = 0.10
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 1, 2 ) = p XY ( 1, 1 ) = 0.10
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 1, 2 ) + p XY ( 1, 3 ) = p XY ( 1, 1 ) = 0.10
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 1, 2 ) + p XY ( 1, 3 ) + p XY ( 1, 4 ) = p XY ( 1, 1 ) = 0.10
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 2, 1 ) = p XY ( 1, 1 ) = 0.10
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 1, 2 ) + p XY ( 2, 1 ) + p XY ( 2, 2 ) = 0.45
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 1, 2 ) + p XY ( 1, 3 ) + p XY ( 2, 1 ) + p XY ( 2, 2 ) + p XY ( 2, 3 )
u1 v1
F XY ( 1, 2 ) =
u1 v2
F XY ( 1, 3 ) =
u1 v3
F XY ( 1, 4 ) =
u1 v4
F XY ( 2, 1 ) =
u2 v1
F XY ( 2, 2 ) =
u2 v2
F XY ( 2, 3 ) =
u2 v3
= p XY ( 1, 1 ) + p XY ( 2, 2 ) = 0.45
F XY ( 2, 4 ) =
XY ( u,
v)
u2 v4
= p XY ( 1, 1 ) + p XY ( 1, 2 ) + p XY ( 1, 3 ) + p XY ( 1, 4 ) + p XY ( 2, 1 ) + p XY ( 2, 2 ) + p XY ( 2, 3 ) + p XY ( 2, 4 )
= p XY ( 1, 1 ) + p XY ( 2, 2 ) = 0.45
121
F XY ( 3, 1 ) =
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 2, 1 ) + p XY ( 3, 1 ) = p XY ( 1, 1 ) = 0.10
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 2, 2 ) = 0.45
u3 v1
F XY ( 3, 2 ) =
u3 v2
F XY ( 3, 3 ) =
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 2, 2 ) + p XY ( 3, 3 ) = 0.50
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 2, 2 ) + p XY ( 3, 3 ) = 0.50
u 3v 3
F XY ( 3, 4 ) =
u 3v 4
F XY ( 4, 1 ) =
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 2, 1 ) + p XY ( 3, 1 ) + p XY ( 4, 1 ) = p XY ( 1, 1 ) = 0.10
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 2, 2 ) = 0.45
u4 v1
F XY ( 4, 2 ) =
u4 v2
F XY ( 4, 3 ) =
XY ( u,
v ) = p XY ( 1, 1 ) + p XY ( 2, 2 ) + p XY ( 3, 3 ) = 0.50
u 4v 3
122
0.00
0.10
0.10
0.10
0.10
0.10
0.45
0.45
F XY ( x, y ) = 0.45
0.10
0.45
0.50
0.50
0.10
0.45
0.50
1.00
b.
5.4
x < 1, y < 1
x = 1, y = 1
x = 1, y = 2
x = 1, y = 3
x = 1, y = 4
x = 2, y = 1
x = 2, y = 2
x = 2, y = 3
x = 2, y = 4
x = 3, y = 1
x = 3, y = 2
x = 3, y = 3
x = 3, y = 4
x = 4, y = 1
x = 4, y = 2
x = 4, y = 3
x = 4, y = 4
P [ 1 X 2, Y 2 ] = p XY ( 1, 1 ) + p XY ( 1, 2 ) + p XY ( 2, 1 ) + p XY ( 2, 2 ) = p XY ( 1, 1 ) + p XY ( 2, 2 )
= 0.45
2 3
F XY ( x, y ) =
1 6
7 12
x = 0, y = 0
x = 0, y = 1
x = 0, y = 2
x = 1, y = 0
x = 1, y = 1
x = 1, y = 2
123
1
F XY ( 0, 0 ) = ------ =
12
1
F XY ( 0, 1 ) = --- =
3
XY ( u,
u 0v 0
XY ( u,
1 1
1
v ) = p XY ( 0, 0 ) + p XY ( 0, 1 ) p XY ( 0, 1 ) = --- ------ = --3 12 4
XY ( u,
1
v ) = p XY ( 0, 0 ) + p XY ( 0, 1 ) + p XY ( 0, 2 ) = --- + p XY ( 0, 2 )
3
XY ( u,
1
1
v ) = p XY ( 0, 0 ) + p XY ( 1, 0 ) = ------ + p XY ( 1, 0 ) p XY ( 1, 0 ) = -----12
12
u 0v 1
2
F XY ( 0, 2 ) = --- =
3
1
v ) = p XY ( 0, 0 ) p XY ( 0, 0 ) = -----12
u 0v 2
2 1
1
p XY ( 0, 2 ) = --- --- = --3 3
3
1
F XY ( 1, 0 ) = --- =
6
u 1v 0
7
F XY ( 1, 1 ) = ------ =
12
XY ( u,
u 1v 1
5
v ) = p XY ( 0, 0 ) + p XY ( 0, 1 ) + p XY ( 1, 0 ) + p XY ( 1, 1 ) = ------ + p XY ( 1, 1 )
12
7
5
1
p XY ( 1, 1 ) = ------ ------ = --12 12 6
F XY ( 1, 2 ) = 1 =
u 1v 2
XY ( u,
11
v ) = F XY ( 1, 1 ) + p XY ( 0, 2 ) + p XY ( 1, 2 ) = ------ + p XY ( 1, 2 )
12
1
p XY ( 1, 2 ) = -----12
124
a.
b.
To obtain the marginal CDFs of X and Y, we first obtain their marginal PMFs:
pX ( x ) =
p XY ( 0, 0 ) + p XY ( 0, 1 ) + p XY ( 0, 2 )
p XY ( x, y ) =
p XY ( 1, 0 ) + p XY ( 1, 1 ) + p XY ( 1, 2 )
2--3
=
1--3
pY ( y ) =
x = 0
x = 1
x = 0
x = 1
p XY ( 0, 0 ) + p XY ( 1, 0 )
p XY ( x, y ) = p XY ( 0, 1 ) + p XY ( 1, 1 )
p XY ( 0, 2 ) + p XY ( 1, 2 )
1--6
5
= ----- 12
5
----- 12
y = 0
y = 1
y = 2
y = 0
y = 1
y = 2
2
p X ( u ) = --FX ( x ) =
3
ux
1
x<0
0
1
--6
pY ( v ) =
FY ( y ) =
7 ----vy
12
y<0
c.
0x<1
x1
0y<1
1y<2
y2
P [ X = 1, Y = 1 ] = p XY ( 1, 1 ) = 1 6
125
5.5
1 6
1 12
1 6
p XY ( x, y ) = 1 4
1 12
1 12
1 12
0
a.
x = 1, y = 2
x = 1, y = 3
x = 2, y = 1
x = 2, y = 2
x = 2, y = 3
x = 3, y = 1
x = 3, y = 2
otherwise
pX ( x ) =
p XY ( 1, 1 ) + p XY ( 1, 2 ) + p XY ( 1, 3 )
p XY ( x, y ) = p XY ( 2, 1 ) + p XY ( 2, 2 ) + p XY ( 2, 3 )
p XY ( 3, 1 ) + p XY ( 3, 2 ) + p XY ( 3, 3 )
1 3
= 1 2
1 6
pY ( y ) =
x = 1
x = 2
x = 3
x = 1
x = 2
x = 3
p XY ( 1, 1 ) + p XY ( 2, 1 ) + p XY ( 3, 1 )
p XY ( x, y ) = p XY ( 1, 2 ) + p XY ( 2, 2 ) + p XY ( 3, 2 )
p XY ( 1, 3 ) + p XY ( 2, 3 ) + p XY ( 3, 3 )
1 3
= 1 2
1 6
126
x = 1, y = 1
y = 1
y = 2
y = 3
y = 1
y = 2
y = 3
b.
P [X < 2.5 ] = p X ( 1 ) + p X ( 2 ) = 5 6
c.
5.6
0.1
p XY ( x, y ) =
0.2
0.1
0.3
a.
x = 1, y = 2
x = 2, y = 1
x = 2, y = 2
x = 3, y = 1
x = 3, y = 2
pX ( x ) =
p XY ( 1, 1 ) + p XY ( 1, 2 )
p XY ( x, y ) = p XY ( 2, 1 ) + p XY ( 2, 2 )
p XY ( 3, 1 ) + p XY ( 3, 2 )
0.3
= 0.3
0.4
pY ( y ) =
x = 1
x = 2
x = 3
x = 1
x = 2
x = 3
p XY ( 1, 1 ) + p XY ( 2, 1 ) + p XY ( 3, 1 )
p XY ( x, y ) =
p XY ( 1, 2 ) + p XY ( 2, 2 ) + p XY ( 3, 2 )
0.4
=
0.6
b.
x = 1, y = 1
y = 1
y = 2
y = 1
y = 2
c.
127
0.2
-----0.4
p XY ( x, 1 )
p XY ( x, 1 )
0.1
P [ X Y = 1 ] = p X Y ( x 1 ) = ---------------------- = ---------------------- = ------pY ( 1 )
0.4
0.4
0.1
------ 0.4
0.50
= 0.25
0.25
x = 2
x = 3
x = 1
x = 2
x = 3
0.1
-----0.6
p XY ( x, 2 )
p XY ( x, 2 )
0.2
- = --------------------- = ------P [ X Y = 2 ] = p X Y ( x 2 ) = --------------------pY ( 2 )
0.6
0.6
0.3
------ 0.6
1 6
= 1 3
1 2
x = 1
x = 1
x = 2
x = 3
x = 1
x = 2
x = 3
128
0<yx<1
otherwise
a.
To determine the value of the constant k, we must carefully define the ranges of the
values of X and Y as follows:
Y
1
Y = X
YX
0
1 =
f XY ( x, y ) dx dy =
x=0 y=0
kx dy dx =
3 1
x
2
kx dx = k ---3
x=0
1
k
= --3
which implies that k = 3 . Note that we can also obtain k by reversing the order of
integration as follows:
1 =
y=0 x=y
kx dy dx = k
1
y=0
2 1
k
x
---- dy = --2
2 y
3 1
k
y
2
[ 1 y ] dy = --- y ---2
3
y=0
1
k
1
k
= --- 1 --- = --2
3
3
c.
f XY ( x, y ) dy =
f XY ( x, y ) dx =
y=0
kx dy = kx = 3x
2 1
x
kx dx = k ---2
x=y
1
3
2
= --- [ 1 y ]
2
0x1
0<y1
To evaluate P 0 < X < 1---, 0 < Y < 1--- , we need to find the region of integration as fol2
lows:
129
Y
1
1--4
1--4
1--2
1--4
x=0 y=0
14
x3
= k --- 3
5.8
kx dy dx +
1
--2
1
x = --- y = 0
4
2 12
x
+ ---8
1
--4
=
1 4
kx dy dx =
x=0
kx dx +
1
--2
1
x = --4
kx
----- dx
4
1 1
1 1 1 11
k --- ------ + --- --- ------ = --------
8 4 16 128
3 64
x 0; y 0
otherwise
To find the marginal PDFs of X and Y, we first obtain the joint PDF and then obtain
the marginal PDFs as follows:
f XY ( x, y ) =
fX ( x ) =
fY ( y ) =
130
1
--4
F ( x, y ) = abe ( ax + by )
x y XY
f XY ( x, y ) dy =
f XY ( x, y ) dx =
abe
( ax + by )
x 0; y 0
dy = ae
ax
[ e
by
]0
= ae
ax
x0
dx = be
by
[ e
ax
]0
= be
by
y0
abe
0
( ax + by )
b.
5.9
x 0, y 0
otherwise
f XY ( x, y ) dx dy = 1 = k
2x
dx
e
0
3y
1 1
k
dy = k --- --- = -- 2 3
6
Thus, k = 6 .
b.
= 2e
fY ( y ) =
2x
= 3e
f XY ( x, y ) dy =
6e
( 2x + 3y )
dy = 6e
2x
3y
dy
2x
dx
x0
f XY ( x, y ) dx =
3y
6e
( 2x + 3y )
dx = 6e
3y
y0
Another way to obtain the marginal PDFs is by noting that the joint PDF is of the
form fXY ( x, y ) = k a ( x ) b ( y ) in the rectangular region 0 x , 0 y , where k is
a constant, a ( x ) is the x-factor and b ( y ) is the y-factor. Therefore, we must have that
f X ( x ) = Ae
2x
x0
f Y ( y ) = Be
3y
y0
6 = AB
131
Ae
2x
2x
e
dx = 1 = A -----------2
A
= --- A = 2
2
0.5
f XY ( x, y ) dy dx =
x=0 y=0
2
= (1 e )(1 e
1.5
2e
2x
dx
x=0
0.5
3e
3y
dy = [ e
y=0
2x 1
3y 0.5
]0 [ e ]0
) = 0.6717
otherwise
a.
0 x 1, 0 y 1
f XY ( x, y ) dx dy = 1 = k
( 1 x y ) dx dy = k
y=0 x=0
2 1
y
= k y ---6
1
y=0
x y
x -------- dy = k
3 0
1
y=0
y
1 --- dy
3
1
5k
= k 1 --- = -----6
6
k = 6 5 = 1.2
b.
To find the conditional PDFs, we must first find the marginal PDFs, which are given
by
fX ( x ) =
fY ( y ) =
132
f XY ( x, y ) dy = k
f XY ( x, y ) dx = k
2 2 1
x y
2
( 1 x y ) dy = k y ---------2
0
x y
2
( 1 x y ) dx = k x -------3
0
y=0
1
x=0
x
= 1.2 1 ----
2
y
= 1.2 1 ---
0x1
0y1
0x1
2
2
f XY ( x, y )
1.2 ( 1 x y )
2(1 x y)
- = ------------------------f Y X ( y x ) = -------------------- = ---------------------------2
2
fX ( x )
2x
x
1.2 1 ----
0y1
6
f XY ( x, y ) dy = --7
2 2
xy
6
x 2 + xy
----- dy = --- x 2 y + -------
2
7
4
0
6
2
= --- ( 2x + x )
7
0<x<1
6
f X ( u ) du = --7
3
2
x
= 6--- 2x
-------- + ---2
7 3
1
b.
2 x
6 2u u
2
( 2u + u ) du = --- -------- + ----7 3
2
0
x<0
0x<1
x1
To find P[X > Y], we proceed as follows. First, we need to define the region of integration through the following figure.
133
Y
2
1
X
X>Y
Thus,
P[X > Y] =
6
f XY ( x, y ) dy dx = --7
y=0
x
6 5
3
x + ---- dx = --- ---
7 4
4
x=0
6
= --7
x=0
x=0
x 2 + xy
----- dy dx = 6
--
2
7
y=0
1
x=0
2 x
xy
2
x y + -------4
y=0
dx
4 1
6 5 x
3
x dx = --- --- --- 7 4 4
x=0
15
= -----56
c.
1
1
1
1
P Y > ---, X < --P Y > ---, X < --2
2
2
2
1
P Y>1
--- X < --- = -------------------------------------- = -------------------------------------- =
2
1
1
2
P X < --F X ---
2
2
1 2
6
x 2 + xy
----- dy dx
--2
7 x = 0 y = 12
( 138 896 )
--------------------------------------------------------------------- = -------------------------( 5 28 )
5
---- 28
= 0.8625
134
ke ( x + y )
f XY ( x, y ) =
0
a.
x 0, y x
otherwise
The value of the constant k can be obtained as follows. First, we determine the region
of integration via the following figure:
Y
1
Y>X
X>Y
0
Thus,
f XY ( x, y ) dx dy = 1 = k
y=0 x=0
2y
e
y
= k e + --------2
( x + y )
dx dy = k
y=0
x y
e [ e ] 0 dy = k
e ( 1 e ) dy
y=0
1
k
= k 1 --- = --
2 2
k = 2
b.
To find P [ Y < 2X ] , we graph the region of integration as shown in the figure below:
135
Y < 2X
2
Y > 2X
Y=
2X
Y=
Thus,
P [ Y < 2X ] = k
2x
( x + y )
x=0 y=x
2x
3x
e
e
= k --------- + --------2
3
dy dx = k
x=0
y 2x
e [ e ] x dx = k
e [e e
2x
] dx
x=0
1 1
1
1
= k --- --- = 2 --- = -- 2 3
6 3
136
1 x + y 2, x 0, y 0
To obtain the integral that expresses the P [ Y > X 2 ] , we must show the region of integration, as illustrated in the figure below.
Y
2
X
Y = X
+
Y
=
1
A
X
+
Y
=
2
-------------------1 + 5- 1
2
From the figure we see that the region of integration is the shaded region, which has
been partitioned into two areas labeled A and B. Area A is bounded by the line
x = 0 , which is the y-axis; the line x = ( 1 + 5 ) 2 , which is the feasible solution to
the simultaneous equations x + y = 1 and y = x2 ; the line x + y = 1 ; and the line
Similarly, area B is bounded by the curve y = x 2 , the line x + y = 2 , and
the line x = ( 1 + 5 ) 2 . Thus, the desired result is given by
x+y = 2.
P[ Y > X ] =
XY ( x,
y ) dx dy + f XY ( x, y ) dx dy
b.
B
( 1 + 5) 2
x=0
2x
6x
------ dy dx +
7
y = 1x
2x
x = ( 1 + 5) 2 y = x
6x
------ dy dx
7
To obtain the exact value of P[X > Y], we note that the new region of integration is as
shown below.
137
Y
2
X
+
Y
X = Y
=
1
1
X>Y
+
Y
0.5
C
1
0.5
Thus, we obtain three areas labeled A, B, and C; and the desired result is as follows:
P[X > Y] =
XY ( x,
y ) dx dy + f XY ( x, y ) dx dy + f XY ( x, y ) dx dy
B
1
x = 0.5
6
= --7
6x
------ dy dx +
7
y = 0.5
6
x [ x 0.5 ] dx + --7
x = 0.5
3
2 1
6 x 0.5x
= --- ---- -----------2
7 3
1
x = 0.5
0.5
6x
------ dy dx +
7
y = 1x
6
x [ x 0.5 ] dx + --7
x = 0.5
x=1
2x
6x
------ dy dx
7
y=0
x [ 2 x ] dx
x=1
2 1
x 0.5x
+ ---- -----------3
2
0.5
3 2
6 5
5 2
2 x
+ x ---- = --- ------ + ------ + --- =
3 1 7 48 48 3
0.5
0 x 4, y 0
otherwise
138
67 3
--- --- = --78 4
fX ( x ) =
f XY ( x, y ) dy =
1
= --4
fY ( y ) =
2y
1 2y
1 e
--- e dy = --- --------2
2
2
0x4
1 2y
f XY ( x, y ) dx = --- e
2
dx = 2e
2y
y0
0x4
2y
y0
1--= AB
2
Be
0
2y
2y
e
dy = 1 = B -----------2
B
= --- B = 2
2
139
a.
P[S]
RR
0.36
RG
0.24
GR
0.24
GG
0.16
0.24
p XY ( x, y ) = 0.24
0.36
0
b.
x = 0, y = 0
x = 0, y = 1
x = 1, y = 0
x = 1, y = 1
otherwise
p
x
0.4
=
0.6
XY ( x,
0.16 + 0.24
y) =
0.24 + 0.36
y = 0
y = 1
y = 0
y = 1
140
0.4
pX Y ( x 0 ) =
0.6
x = 0
0.4
pX Y ( x 1 ) =
0.6
x = 0
x = 1
x = 1
E[ X Y] =
E[ Y X] =
xf X Y ( x y ) dx
yf Y X ( y x ) dy
Now,
f XY ( x, y )
f X Y ( x y ) = ------------------fY ( y )
f XY ( x, y )
f Y X ( y x ) = ------------------fX ( x )
fX ( x ) =
fy ( y ) =
f XY ( x, y ) dy =
f XY ( x, y ) dx =
2e
( x + 2y )
dy = e [ e
2e
0
( x + 2y )
dx = 2e
2y
2y
]0
= e
[ e ] 0 = 2e
2y
141
E[ X Y] =
E[ Y X] =
xf X Y ( x y ) dx =
yf Y X ( y x ) dy =
xf X ( x ) dx = E [ X ] = 1
1
yf Y ( y ) dy = E [ Y ] = --2
5.17 Let S denote the sample space of the experiment, H the event that a toss came up heads,
and T the event that a toss came up tails. Since the experiment is performed with
replacement, the probability of a sample point in S is product of the probabilities of
those events. Thus S, X, and Y are given as follows:
142
P[S]
HHHH
1 16
HHHT
1 16
HHTH
1 16
HHTT
1 16
HTHH
1 16
HTHT
1 16
HTTH
1 16
HTTT
1 16
THHH
1 16
THHT
1 16
THTH
1 16
TTHH
1 16
THTT
1 16
TTHT
1 16
TTTH
1 16
TTTT
1 16
a.
1
--8
1
---- 16
1
-8
1
--p XY ( x, y ) = 4
1
--8
1
---- 16
1
--8
1
---- 16
0
b.
x = 0, y = 0
x = 0, y = 1
x = 0, y = 2
x = 1, y = 0
x = 1, y = 1
x = 1, y = 2
x = 2, y = 0
x = 2, y = 1
x = 2, y = 2
otherwise
143
pX ( x ) =
1--4
1
= --2
1
--4
pY ( y ) =
1--4
1
= --2
1
--4
1 1 1
---- 16- + --8- + ----16
1 1 1
p XY ( x, y ) = --- + --- + --8 4 8
1 1 1
------ + --- + ----- 16 8 16
x = 0
x = 1
x = 2
x = 0
x = 1
x = 2
1 1 1 ---- 16- + --8- + ----16
1 1 1
p XY ( x, y ) = --- + --- + --8 4 8
1 1 1
------ + --- + ----- 16 8 16
y = 0
y = 1
y = 2
y = 0
y = 1
y = 2
Now,
144
1
---- 16
1
--8
1
---- 16
1
-8
1
--p X ( x )p Y ( y ) = 4
1
--8
1
---- 16
1
--8
1
---- 16
0
x = 0, y = 0
x = 0, y = 1
x = 0, y = 2
x = 1, y = 0
x = 1, y = 1
x = 1, y = 2
x = 2, y = 0
x = 2, y = 1
x = 2, y = 2
otherwise
y 4
0 x 1, y 0
f XY ( x, y ) dy = x
ye
y 4
dy
145
fX ( x ) = x
ye
y 4
dy = x
2e dz = 2x [ e ] 0 = 2x
0x1
Similarly, we obtain
fY ( y ) =
b.
f XY ( x, y ) dx = ye
y 4
x dx = ye
0
y 4
2 1
x
---2
1 y2 4
= --- ye
2
y0
Thus, we conclude that X and Y are independent. Note that this can also be observed
from the fact that f XY ( x, y ) can be separated into an x-function and a y-function and
the region of interest is rectangular.
5.19 The joint PDF of random variables X and Y is given by
6
f XY ( x, y ) = --- x
7
1 x + y 2, x 0, y 0
146
Y
2
X
+
Y
=
1
1
X
+
Y
=
2
a.
fX ( x ) =
f XY ( x, y ) dy =
6--- x
7
=
6--- x ( 2 x )
7
2x
6
--- x dy
7
y = 1x
2x
6
--- x dy
7
y=0
0x<1
1x<2
0x<1
1x<2
147
fY ( y ) =
f XY ( x, y ) dx =
3--- ( 3 2y )
7
=
3--- ( 2 y ) 2
7
b.
2y
6
--- x dx
7
x = 1y
2y
6
--- x dx
7
x=0
0y<1
1y<2
0y<1
1y<2
From the above results we see that f X ( x )f Y ( y ) fXY ( x, y ) . Therefore, we conclude that
X and Y are not independent.
1
-3
1
--p XY ( x, y ) = 3
0
1--3
a.
148
x = 1, y = 0
x = 1, y = 1
x = 0, y = 0
x = 0, y = 1
x = 1, y = 0
x = 1, y = 1
To determine if X and Y are independent we first find their marginal PMFs as follows:
pX ( x ) =
1
--3
1
--= 3
1
--3
pY ( y ) =
1--3
= 2
--3
0
p XY ( x, y ) =
XY ( 1,
y)
x = 1
XY ( 0,
y)
x = 0
XY ( 1,
y)
x = 1
XY ( x,
0)
y = 0
XY ( x,
1)
y = 1
p
y
x = 1
x = 0
x = 1
otherwise
p XY ( x, y ) =
p
x
p
x
y = 0
y = 1
otherwise
b.
c.
149
1
E [ X ] = --- { 1 + 0 + 1 } = 0
3
1
2
2
E [ Y ] = --- ( 0 ) + --- ( 1 ) = --3
3
3
E [ XY ] =
xyp
x
XY ( x,
1
y ) = --- { ( 1 ) ( 1 ) + ( 0 ) ( 0 ) + ( 1 ) ( 1 ) } = 0
3
Cov ( X, Y ) = XY = E [ XY ] E [ X ]E [ Y ] = 0
150
x = 0
x = 1
y = 0
y = 1
3
1
1
E [ X ] = --- ( 0 ) + --- ( 1 ) = --4
4
4
3 2 1 1
1
2
E [ X ] = --- ( 0 ) + --- ( 1 ) = --4
4
4
1 1
3
2
2
2
X = E [ X ] ( E [ X ] ) = --- ------ = -----4 16
16
b.
c.
As stated earlier, X and Y are independent because the events A and B are independent. Thus, XY = 0 and XY = 0 , which means that X and Y are uncorrelated.
5.22 The random variable X denotes the number of 1s that appear in three tosses of a fair die,
and Y denotes the number of 3s. Let A denote the event that an outcome of the toss is
neither 1 nor 3. Then the sample space of the experiment and the values of X and Y are
shown in the following table.
P[S]
111
(1 6)
113
(1 6)
11A
(1 6) (2 3)
1A1
(1 6) (2 3)
131
(1 6)
1AA
(1 6 )( 2 3 )
3
2
151
152
P[S]
1A3
(1 6) (2 3)
133
(1 6)
13A
(1 6) (2 3)
333
(1 6)
33A
(1 6) (2 3)
331
(1 6)
3A3
(1 6) (2 3)
313
(1 6)
3AA
(1 6)(2 3 )
3A1
(1 6) (2 3)
311
(1 6)
31A
(1 6) (2 3)
AAA
(2 3)
AA1
(2 3) (1 6)
AA3
(2 3) (1 6)
A1A
(2 3) (1 6)
A3A
(2 3) (1 6)
A11
(1 6) (2 3)
A13
(1 6) (2 3)
A33
(1 6) (2 3)
A31
(1 6) (2 3)
3
2
(1 6 ) + 3(1 6) ( 2 3) + 3( 1 6)( 2 3) + ( 2 3)
3
2
2
3(1 6) + 4(1 6) (2 3) + 3( 1 6)( 2 3)
pX ( x ) =
3 ( 1 6 )3 + 3 ( 1 6 )2 ( 2 3 )
( 1 6 )3
125
-------- 216
75
-------- 216
=
15
------- 216
1
------- 216-
x = 0
x = 1
x = 2
x = 3
x = 0
x = 1
x = 2
x = 3
(1 6 ) + 3( 1 6) (2 3 ) + 3(1 6 )(2 3) + (2 3)
3
2
2
3( 1 6) + 4(1 6) (2 3 ) + 3(1 6)(2 3)
pY ( y ) =
3 ( 1 6 )3 + 3 ( 1 6 )2 ( 2 3 )
( 1 6 )3
125
-------- 216
75
-------- 216
=
15 ------- 216
1
------- 216-
y = 0
y = 1
y = 2
y = 3
y = 0
y = 1
y = 2
y = 3
153
64
------- 216
48
------- 216
12
-------- 216
1
-------- 216
48
------- 216
p XY ( x, y ) = 24
-------216
3
------- 216
12
-------- 216
3
-------- 216
1
-------- 216
x = 0, y = 0
x = 0, y = 1
x = 0, y = 2
x = 0, y = 3
x = 1, y = 0
x = 1, y = 1
x = 1, y = 2
x = 2, y = 0
x = 2, y = 1
x = 3, y = 0
otherwise
154
0 ( 125 ) + 1 ( 75 ) + 2 ( 15 ) + 3 ( 1 )
1
E [ X ] = E [ Y ] = ---------------------------------------------------------------------------- = --216
2
2
0 ( 125 ) + 1 ( 75 ) + 2 ( 15 ) + 3 ( 1 )
2
2
2
E [ X ] = E [ Y ] = ------------------------------------------------------------------------------------- = --216
3
2 1
5
2
2
2
2
X = Y = E [ X ] ( E [ X ] ) = --- --- = -----3 4
12
( 1 ) ( 1 ) ( 24 ) + ( 1 ) ( 2 ) ( 3 )
1
E [ XY ] = --------------------------------------------------------- = --216
6
1 1
1
XY = E [ XY ] E [ X ]E [ Y ] = --- --- = -----6 4
12
XY
( 1 12 )
XY = ------------ = --------------------- = 0.2
( 5 12 )
X Y
Let K be a random variable that denotes the number of times that a chip from supplier B
is drawn in 20 trials. Then K is a binomially distributed random variable with the PMF
20 k
20 k
p K ( k ) = p B ( 1 p B )
k
k = 0, 1, , 20
Thus, the probability that a chip from vendor B is drawn 9 times in 20 trials is given by
155
20
9
11
p K ( 9 ) = ( 0.4 ) ( 0.6 ) = 0.1597
9
5.24 With reference to the previous problem, the probability p that a chip from vendor A is
drawn 5 times and a chip from vendor C is drawn 6 times in the 20 trials is given by
20
p =
5 9 6
20!
5
9
6
5
9
6
( 0.25 ) ( 0.4 ) ( 0.35 ) = --------------- ( 0.25 ) ( 0.4 ) ( 0.35 ) = 0.0365
5!9!6!
5.25 Let p E denote the probability that a professor is rated excellent, p G the probability that
a professor is rated good, pF the probability that a professor is rated fair, and p B the
probability that a professor is rated bad. Then we are given that
p E = 0.2
p G = 0.5
p F = 0.2
p B = 0.1
the probability P 1 that 6 are excellent, 4 are good, 1 is fair, and 1 is bad is given by
12
12!
6
4
1
1
6
4
1
1
P1 =
( 0.2 ) ( 0.5 ) ( 0.2 ) ( 0.1 ) = --------------------- ( 0.2 ) ( 0.5 ) ( 0.2 ) ( 0.1 ) = 0.0022
6!4!1!1!
6 4 1 1
b.
the probability P 2 that 6 are excellent, 4 are good, and 2 are fair is given by
12
12!
6
4
2
0
6
4
2
0
P2 =
( 0.2 ) ( 0.5 ) ( 0.2 ) ( 0.1 ) = --------------------- ( 0.2 ) ( 0.5 ) ( 0.2 ) ( 0.1 ) = 0.0022
6!4!2!0!
6 4 2 0
c.
156
12
12!
12!
6
6
0
0
6
6
6
P3 =
( 0.2 ) ( 0.5 ) ( 0.2 ) ( 0.1 ) = ---------- ( 0.2 ) ( 0.5 ) = ---------- ( 0.1 ) = 0.000924
6!6!
6!6!
6 6 0 0
d.
the probability P 4 that 4 are excellent and 3 are good is the probability that 4 are
excellent, 3 are good, and 5 are either bad or fair with a probability of 0.3, and this is
given by
12
12!
4
3
5
4
3
5
P4 =
( 0.2 ) ( 0.5 ) ( 0.3 ) = --------------- ( 0.2 ) ( 0.5 ) ( 0.3 ) = 0.0135
4!3!5!
4 3 5
e.
the probability P 5 that 4 are bad is the probability that 4 are bad and 8 are not bad,
which is given by the following binomial distribution:
12
12!
4
8
4
8
P 5 = ( 0.1 ) ( 0.9 ) = ---------- ( 0.1 ) ( 0.9 ) = 0.0213
4!8!
4
f.
the probability P 6 that none is bad is the probability that all 12 are not bad with probability 0.9, which is given by the binomial distribution
12
0
12
12
P 6 = ( 0.1 ) ( 0.9 ) = ( 0.9 ) = 0.2824
0
5.26 Let p G denote the probability that a toaster is good, pF the probability that it is fair, p B
the probability that it burns the toast, and p C the probability that it can catch fire. We are
given that
p G = 0.50
p F = 0.35
p B = 0.10
p C = 0.05
157
the probability P 1 that 30 are good, 5 are fair, 3 burn the toast, and 2 catch fire is
given by
40
40!
30
5
3
2
30
5
3
2
P1 =
( 0.50 ) ( 0.35 ) ( 0.10 ) ( 0.05 ) = ------------------------ ( 0.50 ) ( 0.35 ) ( 0.10 ) ( 0.05 ) = 0.000026
30!5!3!2!
30 5 3 2
b.
the probability P 2 that 30 are good and 4 are fair is the probability that 30 are good,
4 are fair, and 6 are either bad or can catch fire, which is given by
40
40!
30
4
6
30
4
6
P2 =
( 0.50 ) ( 0.35 ) ( 0.15 ) = ------------------ ( 0.50 ) ( 0.35 ) ( 0.15 ) = 0.000028
30!4!6!
30 4 6
c.
the probability P 3 that none catches fire is given by the binomial distribution
40
0
40
40
P 3 = ( 0.05 ) ( 0.95 ) = ( 0.95 ) = 0.1285
0
d.
the probability P 4 that none burns the toast and none catches fire is given by
40
0
40
40
P 4 = ( 0.15 ) ( 0.85 ) = ( 0.85 ) = 0.0015
0
5.27 Let p B denote the probability that a candy goes to a boy, p G the probability that a candy
goes to a girl, and pA the probability that it goes to an adult. Then we know that
8
p B = ------ = 0.40
20
7
p G = ------ = 0.35
20
5
p A = ------ = 0.25
20
158
Given that 10 pieces of candy are given out at random to the group, we have that
a.
the probability P 1 that 4 pieces go to the girls and 2 go to the adults is the probability
that 4 pieces go to the boys, 4 go to the girls, and 2 go to the adults, which is given
by
10
10!
4
4
2
4
4
2
P1 =
( 0.40 ) ( 0.35 ) ( 0.25 ) = --------------- ( 0.40 ) ( 0.35 ) ( 0.25 ) = 0.0756
4!4!2!
4 4 2
b.
The probability P 2 that 5 pieces go to the boys is the probability that 5 pieces go to
the boys and the other 5 pieces go to either the girls or the adults, which is given by
10
10!
5
5
5
5
P 2 = ( 0.40 ) ( 0.60 ) = ---------- ( 0.40 ) ( 0.60 ) = 0.2006
5!5!
5
159
160
Chapter 6
Given that X is a random variable and Y = aX b , where a and b are constants, then
y+b
y+b
F Y ( y ) = P [ Y y ] = P [ aX b y ] = P X ------------ = F X ------------
a
a
fY ( y ) =
1
y+b
d
F ( y ) = ----- f X ------------
a a
dy Y
E [ Y ] = E [ aX b ] = aE [ X ] b
2
Y = E [ ( Y E [ Y ] ) ] = E [ ( aX aE [ X ] ) ] = E [ a ( X E [ X ] ) ] = a X
6.2
Given the random variable X whose PDF, fX ( x ) , is known and the function Y = aX 2 ,
where a > 0 is a constant.
a. We find the PDF of Y as follows:
y
2
2
F Y ( y ) = P [ Y y ] = P [ aX y ] = P X --- = P X --y- = P --y- < X < --y- = F X --y- F X --y-
a
a
a
a
a
a
1
f Y ( y ) = d F Y ( y ) = ------------- f X --y- + f X --y- ,
dy
a
a
2 ay
b.
y>0
6.3
y>0
Given that Y = aX 2 , where a > 0 is a constant, and the mean and other moments of X are
known.
a.
E [ Y ] = E [ aX ] = aE [ X ] = a { X + ( E [ X ] ) }
161
b.
6.4
2 2
2 2
Y = E [ Y ] ( E [ Y ] ) = a E [ X ] a { X + ( E [ X ] ) } = a [ E [ X ] { X + ( E [ X ] ) } ]
6.5
d
F ( y ) = fX ( y ) + fX ( y )
dy Y
1 < x < 2
otherwise
If we define Y = 2X + 3, then
y3
y3
F Y ( y ) = P [ Y y ] = P [ 2X + 3 y ] = P X ----------- = F X -----------
2
2
1
--1 y 3
d
F Y ( y ) = --- f X ----------- = 6
fY ( y ) =
2 2
dy
0
1<y<7
otherwise
3
y3
- = 1 and ----------- = 2 .
where the limits are obtained by solving the equations y---------2
6.6
162
1
ln y
d
F ( y ) = ----------- f X -------- , y > 0
y ln a ln a
dy Y
b.
y>0
0<x<1
otherwise
then we obtain
1
--fY ( y ) = y
0
1<y<e
otherwise
where the limits follow from solutions to the equation ln y = 0 y = e 0 = 1 and the
equation ln y = 1 y = e 1 = e .
6.7
Given that Y = ln X , where the PDF of X, f X ( x ) , is known, then the PDF of Y can be
obtained as follows:
y
F Y ( y ) = P [ Y y ] = P [ ln X y ] = P [ X e ] = F X ( e )
d F ( y ) = ey f ( ey )
fY ( y ) =
X
dy Y
0x1
1
f Y ( y ) = --2
1 y 1
163
The random variable W is defined as W = X + Y. Since X and Y are independent, the PDF
of W is given by
f W ( w ) = f X ( w ) f Y ( w ) =
f X ( w y )f Y ( y ) dy
1--2
Case 1: In the range 1 w 3 4 , we have the convolution integral as the shaded area:
164
fY ( y )
fX ( w y )
1--2
1 w
Case 2: In the range 3--- w 0 , the integral is the following shaded area:
4
fX ( w y )
fY ( y )
1--2
1
w --4
165
1
1
7 w
1
1
1
3
1 1
f W ( w ) = A + B = --- w --- ( 1 ) + --- w w --- --- = --- w + --- + ------ = ------ + ---
16
16 2
2
4
2
4
4 2
2
Case 3: In the range 0 w 1 , we have the convolution integral as the shaded area:
fX ( w y )
fY ( y )
w1
1--2
1
w --4
Case 4: In the range 1 w 5--- , we have the convolution integral as the shaded area:
4
166
fY ( y )
fX ( w y )
A
1--2
2(w 1)
1
1w
0
w1
y
2
1
w --4
1
1
1
f W ( w ) = A + B = --- w --- ( w 1 ) + --- --- + 2 ( w 1 ) 1 w ---
2
4
2
2
4
7
3 1
2
2
= --- + ------ ( w 1 ) = ------ ( w 1 )
16
8 16
Case 5: In the range 5--- w 2 , we have the convolution integral as the shaded area:
4
167
fY ( y )
1--2
fX ( w y )
w1 1
y
2
7 w
- + --- ---- 16 2
7
-----f W ( w ) = 16
7
------ ( w 1 ) 2
16
1 w
---
2
6.9
168
3
1 w --4
3
--- w 0
4
0w1
5
1 w --4
5
--- w 2
4
otherwise
f X ( x ) = 4e
4x
x0
f Y ( y ) = 2e
2y
y0
f X ( u y )f Y ( y ) dy
fU ( u ) =
= 4e
b.
f X ( u y )f Y ( y ) dy =
4u
{e
2u
1} = 4{e
2u
8e
4 ( u y ) 2y
dy = 8e
4u
4u
2y
e dy = 8e
4u
2y u
e
------2
u0
f U ( u ) du = 4
0.2
= 2e
0.4
0.8
{e
0.2
2u
4u
2u
4u
e
e
} du = 4 --------- + --------2
4
0.2
= 0.8913
6.10 The random variable X denotes the number that appears on first die, and Y denotes the
number that appears on the second die. The PMFs of X and Y are given by
1
p X ( x ) = --6
x = 1, 2, , 6
1
p Y ( Y ) = --6
y = 1, 2, , 6
1
7
E [ X ] = E [ Y ] = --- { 1 + 2 + 3 + 4 + 5 + 6 } = --6
2
169
6.11 The random variable X denotes the sum of the outcomes of two tosses of a fair coin,
where a count of 1 is recorded when the outcome is heads and a count of 0 is recorded
when the outcome is tails. To find the expected value of X, we construct the sample
space S of the experiment as follows:
P[S]
HH
0.25
HT
0.25
TH
0.25
TT
0.25
0.50
pX ( x ) =
0.25
0.00
x = 0
x = 1
x = 2
otherwise
170
x = 0, 1, 2 , 3, 4
The sample space of the experiment and the values of X and Y are shown in the following table.
X
P[X]
X-Y
0.0677
-4
0.3007
-2
0.4060
0.1969
0.0287
Let U = X Y . Then from the above table we see that the PMF of U is given by
0.0677
0.3007
p U ( u ) = 0.4060
0.1969
0.0287
u = 4
u = 2
u = 0
u = 2
u = 4
Note that we can also obtain the same result by noting that E [ U ] = E [ X ] E [ Y ] . The PMF
of Y is simply given by p Y ( y ) = pX ( 4 y ) . That is,
E [ X ] = 0p X ( 0 ) + 1p X ( 1 ) + 2p X ( 2 ) + 3p X ( 3 ) + 4p X ( 4 )
= 0 ( 0.0677 ) + 1 ( 0.3007 ) + 2 ( 0.4060 ) + 3 ( 0.1969 ) + 4 ( 0.0287 ) = 1.8182
E [ Y ] = 0p Y ( 0 ) + 1p Y ( 1 ) + 2p Y ( 2 ) + 3p Y ( 3 ) + 4p Y ( 4 )
= 0 ( 0.0287 ) + 1 ( 0.1969 ) + 2 ( 0.4060 ) + 3 ( 0.3007 ) + 4 ( 0.0677 ) = 2.1818
E [ X Y ] = E [ X ] E [ Y ] = 0.3636
171
6.13 Let p denote the probability that a ball is put in a tagged box. Then p = 1 5 . Let X k be a
random variable that has the value of 1 if the kth box contains no ball and 0 otherwise.
Then the PMF of X k is given by
8
(4 5)
pXk ( x ) =
1 ( 4 5 )8
x = 1
x = 0
E [ X ] = E [ X 1 + X 2 + X 3 + X 4 + X 5 ] = 5E [ X 1 ] = 5 ( 4 5 ) = 0.8388
6.14 Let p A denote the probability that coin A comes up heads and p B the probability that
coin B comes up heads. Then we have that p A = 1 4 and p B = 1 2 . Since X denotes the
number of heads resulting from 4 tosses of coin A, and Y denotes the number of heads
resulting from 4 tosses of coin B, the PMFs of X and Y are given by
4 x
4x
pX ( x ) = pA ( 1 pA )
x
0.3164
0.4219
= 0.2109
0.0469
0.0039
0.0625
0.2500
4 1 4
p Y ( y ) = --- = 0.3750
y 2
0.2500
0.0625
x = 0
x = 1
x = 2
x = 3
x = 4
y = 0
y = 1
y = 2
y = 3
y = 4
172
P [ X = y ] = P [ X = 0, Y = 0 ] + P [ X = 1, Y = 1 ] + P [ X = 2, Y = 2 ] + P [ X = 3, Y = 3 ] + P [ X = 4, Y = 4 ]
= p X ( 0 )p Y ( 0 ) + p X ( 1 )p Y ( 1 ) + p X ( 2 )p Y ( 2 ) + p X ( 3 )p Y ( 3 ) + p X ( 4 )p Y ( 4 ) = 0.2163
b.
( X > Y ) = ( X = 1, Y = 0 ) ( X = 2, Y = 0 ) ( X = 2, Y = 1 ) ( X = 3, Y = 0 ) ( X = 3, Y = 1 )
( X = 3, Y = 2 ) ( X = 4, Y = 0 ) ( X = 4, Y = 1 ) ( X = 4, Y = 2 ) ( X = 4, Y = 3 )
Since these events are mutually exclusive, the probability that ( X > Y ) is the sum of
the probabilities of these events. Since the CDF of Y, F Y ( y ) , is defined by
FY ( y ) = P [ Y y ] =
p (k)
Y
k=0
we have that
F Y ( 0 ) = p Y ( 0 ) = 0.0625
F Y ( 1 ) = p Y ( 0 ) + p Y ( 1 ) = 0.3125
F Y ( 2 ) = p Y ( 0 ) + p Y ( 1 ) + p Y ( 2 ) = 0.6875
F Y ( 3 ) = p Y ( 0 ) + p Y ( 1 ) + p Y ( 2 ) + p Y ( 3 ) = 0.9375
Thus,
P [ X > Y ] = p X ( 1 )F Y ( 0 ) + p X ( 2 )F Y ( 1 ) + p X ( 3 )F Y ( 2 ) + p X ( 4 )F Y ( 3 ) = 0.1282
c.
X+Y4
is given by
( X + Y 4 ) = ( X = 0, Y = 0 ) ( X = 0, Y = 1 ) ( X = 0, Y = 2 ) ( X = 0, Y = 3 ) ( X = 0, Y = 4 )
( X = 1, Y = 0 ) ( X = 1, Y = 1 ) ( X = 1, Y = 2 ) ( X = 1, Y = 3 )
( X = 2, Y = 0 ) ( X = 2, Y = 1 ) ( X = 2, Y = 2 ) ( X = 3, Y = 0 ) ( X = 3, Y = 1 ) ( X = 4, Y = 0 )
173
X+Y4
is the sum of
P [ X + Y 4 ] = p X ( 0 ) + p X ( 1 ) { 1 p Y ( 4 ) } + p X ( 2 ) { 1 p Y ( 3 ) p Y ( 4 ) } + p X ( 3 ) { p Y ( 0 ) + p Y ( 1 ) } + p X ( 4 )p Y ( 0 )
= 0.8718
Since the joint PDF is separable and the region of the PDF is rectangular, we conclude
that X and Y are independent and their marginal PDFs are given by
f X ( x ) = Ax
0<x<1
f Y ( y ) = By
0<y<1
4 = AB
f X ( x ) dx = 1 =
x=0
2 1
x
Ax dx = A ---2
x=0
A
= --- A = 2
2
0<x<1
f Y ( y ) = 2y
0<y<1
Note that the marginal PDFs can also be obtained by the traditional method of integrating the joint PDF over x and y and the independence of X and Y can be established by
showing that the product of the marginal PDFs is equal to the joint PDF. Since the random variables are independent, the PDF of U = X + Y is given by
174
f U ( u ) = f X ( u ) f Y ( u ) =
f U ( u y )f Y ( y ) dy
Since f X ( x ) is defined to be nonzero only over the range 0 < x < 1 , we have that
0 < u y < 1 , which implies that 0 < y < u and u 1 < y < 1 . Thus, we obtain
fU ( u ) =
4 ( u y )y dy
0<u<1
4 ( u y )y dy
1<u<2
u1
3
2u
------- 3
=
2--- ( 6u u 3 4 )
3
0<u<1
1<u<2
Sections 6.4 and 6.5: Maximum and Minimum of Independent Random Variables
6.16 Let X denote the number that appears on the first die and Y the number that appears on
the second die. Then the sample space of the experiment is given by
175
Y
Y>X
6
5
4
X>Y
3
2
1
1
a.
5 36
pW ( w ) =
7 36
9 36
11 36
w = 1
w = 2
w = 3
w = 4
w = 5
w = 6
176
11 36
9 36
7 36
pV ( v ) =
5 36
3 36
1 36
v = 1
v = 2
v = 3
v = 4
v = 5
v = 6
Let the random variable U denote the lifetime of A, and let the random variable V denote
the lifetime of B. Then we know that the PDFs of U and V are given by
u
1
1
E [ U ] = --- = 200 = ---------, u 0
200
1
1
E [ V ] = --- = 400 = ---------, v 0
400
f U ( u ) = e
f V ( v ) = e
The time, X, until the system fails is given by X = min(U, V). If we assume that A and B
fail independently, then U and V are independent and the PDF of X can be obtained as
follows:
177
F X ( x ) = P [ X x ] = P [ min ( U, V ) x ] = P [ ( U x ) ( V x ) ]
= P [ U x ] + P [ V x ] P [ U x, V x ] = F U ( x ) + F V ( x ) F UV ( x, x )
= F U ( x ) + F V ( x ) F U ( x )F V ( x )
fX ( x ) =
d
F ( x ) = f U ( x ) + f V ( x ) f U ( x )F V ( x ) F U ( x )f V ( x )
dx X
= fU ( x ) { 1 FV ( x ) } + fV ( x ) { 1 FU ( x ) }
x x
+ e
1
1
= --------- + --------- e
200 400
x x
= ( + )e
1
1
--------- + --------- x
200 400
( + )x
3 ( 3x 400 )
= --------- e
400
x0
Let the random variable U denote the lifetime of A, and let the random variable V denote
the lifetime of B. Then we know that the PDFs of U and V are given by
u
1
1
E [ U ] = --- = 200 = ---------, u 0
200
1
1
E [ V ] = --- = 400 = ---------, v 0
400
f U ( u ) = e
f V ( v ) = e
178
The time, Y, until the system fails is given by Y = max(U, V). If we assume that A and B
fail independently, then U and V are independent and the PDF of Y can be obtained as
follows:
F Y ( y ) = P [ Y y ] = P [ max ( U, V ) y ] = P [ ( U y ) ( V y ) ] = F UV ( y, y ) = F U ( y )F V ( y )
fY ( y ) =
d
F ( y ) = f U ( y )F V ( y ) + F U ( y )f V ( y )
dy Y
{1 e
} + e
{1 e
} = e
+ e
( + )e
( + )y
y0
k = 1, 2, , 5 ; x 0
a 5
6.20 The PDFs of the lifetimes of the three components X, Y, and Z are given by
fX ( x ) = X e
fY ( y ) = Y e
fZ ( z ) = Z e
X x
Y y
Z z
x0
y0
z0
179
a.
When the components are connected in series, the time W until the system fails is
given by W = min(X, Y, Z), and the arrangement is as shown in the figure below.
X
d
F (w)
dw W
= f X ( w ) { 1 F Y ( w ) F Z ( w ) + F Y ( w )F Z ( w ) } + f Y ( w ) { 1 F X ( w ) F Z ( w ) + F X ( w )F Z ( w ) } +
f Z ( w ) { 1 F X ( w ) F Y ( w ) + F X ( w )F Y ( w ) }
= ( X + Y + Z )e
b.
( X + Y + Z )w
w0
When the components are connected in parallel, the time W until the system fails is
given by W = max(X, Y, Z), and the arrangement is as shown in the figure below.
X
X
Y
Y
Z
Z
180
F W ( w ) = P [ W w ] = P [ max ( X, Y, Z ) w ] = P [ ( X w ) ( Y w ) ( Z w ) ] = F X ( w )F Y ( w )F Z ( w )
fW ( w ) =
d
F ( w ) = f X ( w )F Y ( w )F Z ( w ) + f Y ( w )F X ( w )F Z ( w ) + f Z ( w )F X ( w )F Y ( w )
dw W
= X e
X w
{1 e
( X + Y + Z )e
c.
y w
z w
} + Y e
( X + Y + Z )w
Y w
{1 e
X w
z w
} + Z e
Z w
{1 e
X w
Y w
}+
w0
When the components are connected in a backup mode with X used first, then Y and
then Z, the time W until the system fails is given by W = X + Y + Z , and the PDF of W
is given by fW ( w ) = fX ( w ) f Y ( w ) f Z ( w ) . Let S = X + Y . Then f S ( s ) = f X ( s ) f Y ( s ) ,
W = S+Z,
and fW ( w ) = f S ( w ) f Z ( w ). Now
f S ( s ) = f X ( s ) f Y ( s ) =
f X ( s y )f Y ( y ) dy =
X Y
s
s
= ----------------{e X e Y }
Y X
X ( s y ) Y y
X Y
dy
s0
X Y z
f S ( w z )f Z ( z ) dz = ----------------Y X
0
w
{e
X ( w z )
Y ( w z )
}e
Z z
dz
X Y Z
w
w
w
w
w
w
= -------------------------------------------------------------------{ X ( e Y e Z ) + Y ( e Z e X ) + Z ( e X e Y ) }, w 0
( X Y ) ( Y Z ) ( Z X )
181
U = 2 X + 3 Y = 4 ( 9 ) + 9 ( 25 ) = 261
V = 4 X + 2 Y = 16 ( 9 ) + 4 ( 25 ) = 244
b.
UV = E [ UV ] U V = E [ UV ] { 2 X + 3 Y } { 4 X 2 Y } = E [ UV ] 8 X 8 X Y + 6 Y
2
E [ UV ] = E [ ( 2X + 3Y ) ( 4X 2Y ) ] = E [ 8X + 8XY 6Y ] = 8E [ X ] + 8E [ X ]E [ Y ] 6E [ Y ]
2
= 8 { X + X } + 8 X Y 6 { Y + Y }
Thus,
2
UV = 8 X 6 Y
2
8 X 6 Y
UV
8 ( 9 ) 6 ( 25 )
78
- = -------------------------------- = ---------------- = 0.31
- = ------------------------------------------------------------------ UV = -----------252.36
U V
2
2
2
2
( 261 ) ( 244 )
( 4 X + 9 Y ) ( 16 X + 4 Y )
c.
The joint PDF of U and V in terms of f XY ( x, y ) can be obtained as follows. First, the
solution to the equations U = 2X + 3Y and V = 4X 2Y is
2U + 3V
X = --------------------16
2U V
Y = ----------------8
J ( x, y ) =
u u
x y
v v
x y
2 3
4 2
= 16
Thus, we obtain
182
2u + 3v 2u v
f XY ------------------, ---------------
16
8
2u + 3v 2u v
1
f UV ( u, v ) = -------------------------------------------------- = ------ f XY ------------------, ---------------
8
16
16 16
6.22 The random variables X and Y have zero mean and variances 2X = 16 and 2Y = 36 , and
their correlation coefficient is 0.5.
a.
E [ U ] = E [ ( X + Y ) ] = E [ X + 2XY + Y ] = E [ X ] + 2E [ XY ] + E [ Y ] = X + 2E [ XY ] + Y
E [ XY ] = XY X Y
U = E [ U ] = X + 2 XY X Y + Y = 16 + 2 ( 0.5 ) ( 4 ) ( 6 ) + 36 = 76
b.
E [ V ] = E [ ( X Y ) ] = E [ X 2XY + Y ] = E [ X ] 2E [ XY ] + E [ Y ] = X 2E [ XY ] + Y
E [ XY ] = XY X Y
V = E [ V ] = X 2 XY X Y + Y = 16 2 ( 0.5 ) ( 4 ) ( 6 ) + 36 = 28
6.23 The joint PDF of two continuous random variables X and Y is given by
e( x + y )
f XY ( x, y ) =
0
183
The random variable W is defined by W = X/Y. To find the PDF of W, we first find the
marginal PDFs of X and Y. We note that the joint PDF is separable into an x-factor and a
y-factor and the region over which the joint PDF is defined is rectangular. Thus, the marginal PDFs are given by
f X ( x ) = Ae
x0
f Y ( y ) = Be
y0
AB = 1
Now,
f X ( x ) dx = 1 =
Ae dx = A [ e ] 0 = A
Thus, A = B = 1 . Note that the independence of X and Y can also be established in the
traditional way by obtaining the marginal PDFs through integrating over all x and all y
and observing that their product is equal to the joint PDF. The CDF of W is given by
X
X
X
F W ( w ) = P [ W w ] = P --- w = P --- w, Y > 0 --- w, Y < 0
Y
Y
Y
X
X
= P --- w, Y > 0 + P --- w, Y < 0 = P [ X wY, Y > 0 ] + P [ X wY, Y < 0 ]
Y
Y
184
Thus,
FW ( w ) =
wy
f XY ( x, y ) dx dy =
y=0 x=0
=
fW ( w ) =
wy
( x + y )
dx dy =
y=0 x=0
e [1 e
y=0
wy
y ( w + 1 )
e
y
] dy = e + -------------------w+1
1
d
F ( w ) = -------------------2-,
dw W
(w + 1)
y=0
x wy
e [ e ] 0 dy
1
w
= 1 ------------- = ------------w+1 w+1
0<w<
6.24 X and Y are given as two independent random variables that are uniformly distributed
between 0 and 1. Thus, their PDF is given by
0x1
1
fX ( x ) = fY ( x ) =
0
otherwise
Since X and Y are independent, their joint PDF is fXY ( x, y ) = fX ( x )fY ( y ) . Given that
Z = XY , we define an auxilliary variable W = X . Thus, the solution to the equations
Z = XY
W = X
J ( x, y ) =
z z
x y
w w
x y
y x
1 0
= x = w
185
1
f XY ( x, y )
---1
1
f ZW ( z, w ) = -------------------- = ------ f XY ( w, z w ) = ------ f X ( w )f Y ( z w ) = w
w
J ( x, y )
w
0
0<zw1
otherwise
f ZW ( z, w ) dw =
w=z
0<z<1
ln z
1
---- dw =
w
0
w=z
otherwise
6.25 X and Y are independent and identically distributed geometric random variables with
success parameter p. Thus, their PMFs are given by
x1
x1
y1
y1
pX ( x ) = p ( 1 p )
pY ( y ) = p ( 1 p )
Since X and Y are independent random variables, their joint PMF is given by
p XY ( x, y ) = p X ( x )p Y ( y )
Because X and Y are independent, the PMF of the random variable S = X + Y is the convolution of the PMFs of X and Y. That is,
pS ( s ) = P [ S = s ] =
y =
p XY ( s y, y ) =
p ( s y )p ( y )
X
y =
186
pS ( s ) =
s1
p X ( s y )p Y ( y ) =
y=1
s1
p (1 p)
sy1
(1 p)
y1
= p
y=1
2
= ( s 1 )p ( 1 p )
s2
s1
(1 p)
s2
y=1
s2
fW ( w ) = 2 w
0w1
1<w2
otherwise
f W ( s z )f Z ( z ) dz =
W ( w )f Z ( s
w ) dw
fZ ( 0 w )
1
fW ( w )
Thus, when s < 0 , there is no overlap between the two PDFs. When 0 s 1 , the area
overlapped by the two PDFs is shown below.
187
fZ ( s w )
1
s
fW ( w )
0
s 1
Thus,
fS ( s ) =
1 2
w ) dw = --- s
2
W ( w )f Z ( s
0s1
1
s-1
2-s
1
fZ ( s w )
A
s-1 1
fW ( w )
s 2
Since the area of interest is the sum of the areas of 2 trapezoids labeled A and B, and the
area of a trapezoid is given by 1--- (sum of parallel sides) height, we have that
2
fS ( s ) =
f
0
W ( w )f Z ( s
1
1
w ) dw = --- { 1 + ( s 1 ) } { 1 ( s 1 ) } + --- { 1 + ( 2 s ) } { s 1 }
2
2
1
1
2
= --- { s ( 2 s ) + ( 3 s ) ( s 1 ) } = --- ( 6s 2s 3 )
2
2
1s2
188
fW ( w )
fZ ( s w )
2 (s 1)
1
s1 2
f
0
W ( w )f Z ( s
1
1
2
w ) dw = --- { 2 ( s 1 ) } { 2 ( s 1 ) } = --- ( 3 s )
2
2
2s3
1--- ( 3 s ) 2
2
0s1
1s2
2s3
otherwise
6.27 Given that X and Y are two continuous random variables with the joint PDF fXY ( x, y ) ,
and the functions U and W are given by
U = 2X + 3Y
W = X + 2Y
189
J ( x, y ) =
u u
x y
w w
x y
2 3
1 2
= 1
6.28 Given the random variables X and Y and their joint PDF f XY ( x, y ), and the functions
2
2
2
2
U = X + Y and W = X Y . The solutions to the equations are
+ WX = U
-------------2
WY = U
-------------2
J ( x, y ) =
u u
x y
w w
x y
2x 2y
2x 2y
= 8xy
190
+ w u w
u+w
uw
f XY u------------, ------------f XY -------------, -------------
2
2
2
2
f UW ( u, w ) = --------------------------------------------------- + -----------------------------------------------------2
2
2
2
4 u w
4 u w
u+w uw
u+w
uw
f XY -------------, ------------- f XY -------------, -------------
2
2
2
2
+ ------------------------------------------------------ + --------------------------------------------------------2
2
2
2
4 u w
4 u w
J ( x, y ) =
u u
x y
w w
x y
1 1
1 1
= 2
191
Since X and Y are independent and their marginal PDFs and their joint PDF are given by
2
2 X
2 Y
( x X )
1
f X ( x ) = ----------------- e
X 2
( y Y )
1
f Y ( y ) = ----------------- e
Y 2
{ ( x X )
1
f XY ( x, y ) = f X ( x )f Y ( y ) = ------------------- e
2 X Y
2 X + ( y Y ) 2 Y }
Thus, f UW ( u, w ) is given by
u w 2 2
u + w 2 2
1
u+w uw
1
f UW ( u, w ) = --- f XY -------------, ------------- = ------------------- exp ----------------------------X- + ---------------------------Y-
2 2
2 2
2 2
2
4 X Y
X
Y
Let the random variable S denote the sum of these outcomes; that is
S = X 1 + X 2 + + X 30
Since these outcomes and hence the random variables are independent, we have that
192
( 30 ) ( 21 )
E [ S ] = 30E [ X k ] = ---------------------- = 105
6
( 30 ) ( 35 )
2
2
S = 30 Xk = ---------------------- = 87.5
12
S =
87.5 = 9.354
Finally, because the number of observations is 30, we can apply the central limit theorem as follows:
125 105
95 105
P [ 95 < S < 125 ] = F S ( 125 ) F S ( 95 ) = ------------------------ --------------------- = ( 2.14 ) ( 1.07 )
9.354
9.354
= ( 2.14 ) { 1 ( 1.07 ) } = ( 2.14 ) + ( 1.07 ) 1 = 0.9838 + 0.8577 1
= 0.8415
(1 0)
1
2
X k = ------------------- = -----12
12
35
------ = 1.708
12
Since the number of observations is 35, we can apply the central limit theorem as follows:
193
22 17.5
P [ S > 22 ] = 1 P [ S 22 ] = 1 F S ( 22 ) = 1 ---------------------- = 1 ( 2.63 )
1.708
= 1 0.9957 = 0.0043
6.32 Let X 1, X 2, , X 40 be random variables that denote the experimental values of X. Thus,
the mean and variance of X k , k = 1, 2, , 40 are given by
1+2
E [ X k ] = ------------ = 1.5
2
2
(2 1)
1
2
Xk = ------------------- = -----12
12
10
------ = 1.826
3
6.33 The probability p that the number 4 appears in any toss of a fair die is p = 1 6 . Thus,
the number of times K that the number 4 appears in 600 tosses of the die is a binomially
distributed random variable whose PMF is given by
194
600 1 k 5 600 k
--- --pK ( k ) =
k 6 6
k = 0, 1, 2, , 600
The probability that the number appears 100 times is p K ( 100 ) , which is given by
600 1
--p K ( 100 ) =
100 6
100
5
---
6
500
600!
1 100 5 500
= ---------------------- --- ---
100!500! 6 6
n
a.
600
500
{ 1200 ( 600 ) ( e ) } ( 5 )
p K ( 100 ) = ------------------------------------------------------------------------------------------------------------------------------------------600
100
100
500
500
( 6 ) { 200 ( 100 ) ( e
) } { 1000 ( 500 ) ( e
)}
1200
= ------------------------------------- =
200 1000
3 ----------500
= 0.0437
b.
100 100
100 100
e
100 e
100 e
1
- = ---------------p K ( 100 ) ----------------- = --------------------------- = ----------------------------------------------------100
100
100!
100!
200
200 ( 100 ) ( e
)
= 0.0399
195
E [ K ] = np = 100
500
2
K = np ( 1 p ) = --------6
K =
500
--------- = 9.129
6
100.5 100
99.5 100
p K ( 100 ) P [ 99.5 < K < 100.5 ] = F K ( 100.5 ) F K ( 99.5 ) = ---------------------------- -------------------------
9.129
9.129
= ( 0.05 ) ( 0.05 ) = ( 0.05 ) { 1 ( 0.05 ) } = 2 ( 0.05 ) 1 = 2 ( 0.5199 ) 1
= 0.0398
Let U be a random variable that denotes the time the first component fails. Now, if
the machine lasts at most 5 hours, then one component lasts at most 5 hours,
whereas the other 6 components last at least 5 hours. Since the components behave
indepdently, we have that
7
6
6
P [ U 5 ] = F X ( 5 ) [ 1 F X ( 5 ) ] = 7F X ( 5 ) [ 1 F X ( 5 ) ]
1
196
c.
Let V denote the time until the 6th component failure occurs. Since the machine lasts
at most 5 hours, 6 of the 7 components lasted at most 5 hours, which means that
7
6
6
P [ V 5 ] = [ FX ( 5 ) ] [ 1 FX ( 5 ) ] = 7 [ FX ( 5 ) ] [ 1 FX ( 5 ) ]
6
6.35 A machine needs 4 out of its 6 identical and independent components to operate and
X 1, X 2, , X 6 denote the respective lifetimes of the components. Given that each
components lifetime is exponentially distributed with a mean of 1 hours, the PDF
and CDF of the lifetime of a component are given by
f X ( x ) = e
FX ( x ) = 1 e
a.
Let Y denote the lifetime of the machine. Since the machine needs at least four of the
components to operate, Y is the time until 3rd failure occurs, and its CDF is given by
6
3
3
3
3
F Y ( y ) = P [ Y y ] = [ F X ( y ) ] [ 1 F X ( y ) ] = 20 [ F X ( y ) ] [ 1 F X ( y ) ]
3
= 20e
b.
fY ( y ) =
3y
[1 e
y 3
] = 20 [ e
2y 3
6.36 The random variables X 1, X 2, , X 6 are independent and identically distributed with the
common PDF f X ( x ) and common CDF F X ( x ) . Let Y k denote the kth largest of the
random variables X 1, X 2, , X 6 . From Section 6.11 we know that the CDF and PDF of Y k
are given by
197
F Yk ( y ) =
k1
n l [ F ( y ) ]
nl
[ 1 FX ( y ) ]
l=0
n!
k1
nk
f Yk ( y ) = ------------------------------------- f X ( y ) [ 1 F X ( y ) ] [ F X ( y ) ] , y 0
( k 1 )! ( n k )!
a.
The CDF and PDF of the 2nd largest random variable are obtained by substituting
n = 6 and k = 2 :
FY2 ( y ) =
6 l [ F ( y ) ]
X
6l
[ 1 FX ( y ) ] = [ FX ( y ) ] + 6 [ FX ( y ) ] [ 1 FX ( y ) ]
l=0
f Y 2 ( y ) = 30f X ( y ) [ 1 F X ( y ) ] [ F X ( y ) ] , y 0
b.
The CDF and PDF of the maximum random variable are obtained by substituting
n = 6 and k = 1 :
F Y1 ( y ) = [ F X ( y ) ]
6
5
f Y1 ( y ) = 6f X ( y ) [ F X ( y ) ] , y 0
c.
The CDF and PDF of the minimum random variable are obtained by substituting
n = 6 and k = 6 :
F Y6 ( y ) =
6 l [ F ( y ) ]
6l
[ 1 FX ( y ) ]
l=0
= [ F X ( y ) ] + 6 [ F X ( y ) ] [ 1 F X ( y ) ] + 15 [ F X ( y ) ] [ 1 F X ( y ) ] + 20 [ F X ( y ) ] [ 1 F X ( y ) ] +
15 [ F X ( y ) ] [ 1 F X ( y ) ] + 6F X ( y ) [ 1 F X ( y ) ]
f Y6 ( y ) = 6f X ( y ) [ 1 F X ( y ) ] ( y 0 )
198
Transform Methods
Chapter 7
a<x<b
otherwise
7.2
jwx
f X ( x ) dx =
jwx
jwx
e
e
------------ dx = ----------------------b
a
jw
(
b a)
a
b
a
jwb
jwa
e e
= ------------------------jw ( b a )
y0
otherwise
7.3
jwy
f Y ( y ) dy =
jwy
3e
3y
dy = 3
( 3 jw )y
( 3 jw )y
e
dy = 3 -----------------------3 jw
3
= --------------3 jw
fX ( x ) = 3 x
---------9
3 x < 0
0x<3
otherwise
199
Transform Methods
X ( w ) =
jwx
1
= ---
9
1
= ---
9
f X ( x ) dx =
xe
jwx
dx + 3
3
0
xe
jwx
dx
3 jwx
jwx
e (x + 3)
-------------------------- dx +
9
3
jwx
dx + 3
xe
jwx
dx + 3
jwx
(3 x)
- dx
------------------------9
0
dx
xe
jwx
jwx
dx =
1
---
9
dx
xe
jwx
dx
xe
0
jwx
6 sin 3w
dx + ------------------
w
xe
3
jwx
dx
xe
jwx
jwx 0
xe
dx = -----------jw
1
----- 3 jw
e
3
jwx
jwx 3
xe
dx -----------jw
3jw
1
+ -----jw
0
jwx
dx
3jw
3e
3e
1
1 3jw
3jw
= --------------- + -----2- [ 1 e
] ------------ -----2- [ e 1 ]
jw
jw
w
w
3jw
3jw
3jw
3jw
3jw
3jw
3jw
3jw
2 6(e e
) {e + e
}- ----) 2{e + e
}
2 3(e e
= -----2- ----------------------------------- --------------------------------= 2- ----------------------------------- ------------------------------------2
2
jw
2jw
w
w
2w
w
2
2 6
= -----2- ---- sin 3w -----2- cos 3w
w
w
w
Thus, we obtain
1
X ( w ) = ---
9
xe
jwx
dx
xe
0
jwx
6 sin 3w
2
6 sin 3w
1 2 6
dx + ------------------ = --- -----2- ---- sin 3w -----2- cos 3w + ------------------
w
w
9w w
w
2
= --------2- { 1 cos 3w }
9w
The condition under which a function Y ( s ) can be the s-transform of a PDF is that
Y( 0) = 1 .
200
a.
5s
1e
0
- , we have that A ( 0 ) = --- . Therefore, using LHopGiven the function A ( s ) = -----------------
5s
= 5e
-----------1
= 51
s=0
s=0
7
7
- , we have that B ( 0 ) = --- 1 , which means that B ( s )
Given the function B ( s ) = -------------4 + 3s
5
5
- , we have that C ( 0 ) = --- = 1 , which means that C ( s )
Given the function C ( s ) = -------------5 + 3s
The value of K that makes the function a valid s-transform of a PDF can be obtained
as follows:
K
M Y ( 0 ) = ---- = 1 K = 2
2
b.
E [ Y ] = ( 1 )
7.6
ds
MY ( s )
s=0
2K
= ------------------3
(s + 2)
s=0
1
= --2
201
Transform Methods
e x
fX ( x ) =
0
x0
x<0
e y
fY ( y ) =
0
y0
y<0
M X ( s ) = -----------s+
M Y ( s ) = -----------s+
a.
M R ( s ) = M X ( s )M Y ( s ) = ------------ ------------
s + s +
b.
1 1
E [ R ] = E [ X ] + E [ Y ] = --- + --
c.
1
1
2
2
2
R = X + Y = ----2- + ----2
2x
fX ( x ) =
0
otherwise
E[ X ] =
202
xf X ( x ) dx =
3
x f X ( x ) dx =
3 1
2x
2
2x dx = -------3
0
2
= --3
0
5 1
2x
4
2x dx = -------5
0
2
= --5
Since we are required to determine the numerical values of the derivatives of an s-transform, we do not have to explicitly find M X ( s ). Instead we proceed as follows:
a.
To obtain d { M X ( s ) } 3
ds
s=0
pendent and identically distributed random variables X 1, X 2, X 3 that have the same
distribution as X; that is
d
3
{M (s)}
ds X
b.
To obtain
ds
= ( 1 ) { E [ X 1 ] + E [ X 2 ] + E [ X 3 ] } = 3E [ X ] = 2
s=0
MX ( s )
s=0
lows:
7.8
ds
MX ( s )
s=0
2
3
3
= ( 1 ) E [ X ] = --5
6
M X ( s ) = ------------------6- = ------------
s +
(s + )
E [ X ] = 6E [ Y ] = 6
b.
X = 6 Y = 6
203
Transform Methods
7.9 The s-transform of the PDF of the random variable X is given as M X ( s ) . Given that
Y = aX + b , the s-transform of the PDF of Y is given by
MY ( s ) = E [ e
sY
] = E[e
s ( aX + b )
] = E[ e
saX sb
] = e
sb
E[ e
saX
] = e
sb
M X ( as )
0<x1
otherwise
2<y4
otherwise
(1 0)
1
2
X = ------------------- = -----12
12
4+2
E [ Y ] = ------------ = 3
2
2
(4 2)
1
2
Y = ------------------- = --12
3
Given that
3
L ( s ) = [ MX ( s ) ] [ MY ( s ) ]
we observe that L is the sum of 5 independent random variables, 3 of which are identically distributed as X and 2 are identically distributed as Y. That is,
L = X1 + X2 + X3 + Y1 + Y2
204
ds
L(s)
L(s)
ds
s=0
2
2
2
= E [ L ] ( E [ L ] ) = L
s = 0
we obtain
d
ds
L(s)
d
L( s)
ds
s=0
3 2
11
2
2
2
- + --- = ----- = L = 3 X + 2 Y = ----12
3
12
s = 0
1+z +z
G X ( z ) = ------------------------3
a.
E[X] =
d
G (z)
dz X
z=1
2z + 4z
= -------------------3
z=1
6
= --- = 2
3
b.
GX ( z ) =
1
-3
1
--k
z pX ( k ) pX ( k ) = 3
1
--3
k = 0
k = 2
k = 4
otherwise
1
p X ( E [ X ] ) = p X ( 2 ) = --3
205
Transform Methods
Thus,
d G ( z ) = 3A ( 3 ) ( 1 + 3z ) 2 = 9A ( 1 + 3z ) 2
dz X
d
dz
d G
( z ) = 162A
3 X
dz
Now,
3
d G (z)
3 X
dz
=
z=1
d
dz
3
3
k=0
{k
z pX ( k )
k ( k 1 ) ( k 2 )z
k3
k=0
z=1
2
pX ( k )
=
z=1
k ( k 1 ) ( k 2 )p ( k )
X
k=0
3k + 2k }p X ( k ) = E [ X ] 3E [ X ] + 2E [ X ]
k=0
3
E[X ] =
dz
GX ( z )
+ 3E [ X ] 2E [ X ]
z=1
E[X ] =
E[X] =
206
dz
GX ( z )
d
G (z)
dz X
+
z=1
d
G (z)
dz X
z=1
z=1
a.
Thus, E [ X 3 ] is given by
3
E[X ] =
dz
3
3
GX ( z )
d G (z)
3 X
dz
d2
G (z)
+ 3
2 X
d
z
z=1
+
z=1
+ 3 d GX ( z )
2
dz
z=1
z=1
d
G (z)
dz X
+ d GX ( z )
dz
d
G (z)
2
d
z X
z = 1
z=1
z=1
954
2
= 162A + 3 { 54A + 162Az } z = 1 + { 9A ( 1 + 3z ) } z = 1 = 954A = --------- = 14.91
64
b.
A ( 14 + 5z 3z )
G K ( z ) = ---------------------------------------(2 z)
a.
b.
207
Transform Methods
k
1
A ( 14 + 5z 3z )
2
--z-
G K ( z ) = ---------------------------------------- = ------ ( 14 + 5z 3z )
32
2
z
2 1 ---
k=0
z
z 2
z 3
1
2
= ------ ( 14 + 5z 3z ) 1 + --- + --- + --- +
2
2
2
32
1
2
3
= ------ { 14 + 12z + 3z + 1.5z + }
32
This means that the function has passed the first test and is a potential z-transform of the
PMF of a random variable X, say. However, since the coefficients of z 0 = 1, z 1 = z , and z 2
are the probabilities that X = 0, X = 1 , and X = 2 , respectively, and since probability
must lie between 0 and 1, we conclude that C ( z ) cannot be the z-transform of a PMF for
the following reasons. First, the constant term, which is supposed to be the coefficient of
0
z and thus the probability that X = 0 , is negative. Secondly, the coefficient of z , which
is supposed to be the probability that X = 1 , is greater than 1.
1
-.
7.15 Given the function D ( z ) = ---------2z
a.
208
21
1
1
1 z k
z
z 2
z 3
--- = 1
--- 1 + --- + --- + --- +
D ( z ) = ----------- = --------------------- = --
2z
2
2
2
2
2
2
z
2 1 ---
k=0
1
z z2 z3 z 4
= --- 1 + --- + --- + --- + ------ +
2
2 4 8
16
Since D ( 1 ) = 1 and the coefficients of the powers of z are no less than 0 and no
greater than 1, we conclude that D ( z ) is a valid z-transform of the PMF of a random
variable.
b.
From the above polynomial expression for D ( z ) we observe that the coefficient of z k
k
is given by 1--- 1--- , k = 0, 1, . Thus, we conclude that the PMF that has the z-trans2 2
form is
1 1 k
1 k+1
p K ( k ) = --- --- = ---
2
2 2
k = 0, 1, 2,
From the coefficients of the powers of z in the above function we conclude that the
PMF of N is
0.5
0.3
pN ( n ) =
0.2
0
b.
10
E[N] =
d
G (z)
dz N
z=1
n = 5
n = 7
n = 10
otherwise
9
209
Transform Methods
c.
E[N ] =
dz
GN ( z )
z=1
+ d GN ( z )
dz
z=1
Then X is the sum of 6 independent and identically distributed random variables whose
PMF is the same as Y, as follows: X = Y1 + Y 2 + + Y 6 . Now, Y is a geometrically distributed random variable with the PMF, mean, and variance as follows:
p ( 1 p )y 1
pY ( y ) =
0
y1
otherwise
E[Y] = 1 p
2
Y = ( 1 p ) p
a.
E [ X ] = 6E [ Y ] = 6 p
b.
X = 6 Y = 6 ( 1 p ) p
7.18 The z-transform of the PMF of X is given as G X ( z ) . We define the random variable
Y = aX + b . Thus, the z-transform of the PMF of Y is given by
Y
GY ( z ) = E [ z ] = E [ z
210
aX + b
aX b
aX
a X
] = E [ z z ] = z E [ z ] = z E [ ( z ) ] = z GX ( z )
e
p X ( x ) = ------------x!
GX ( z ) = e
x = 0, 1,
(z 1)
The z-transform of the PMF of N, the number of people in an arriving family, is given by
1
1 2 1 3
G N ( z ) = --- z + --- z + --- z
2
3
6
a.
Let N k denote the number of people in the kth family to arrive at the restaurant. If we
define M x as the number of people in the restaurant when X = x families have
arrived, then we have that
Mx = N1 + N2 + + Nx
Since the N k are independent and identically distributed, the z-transform of the PMF
of M x is
G Mx ( z ) = [ G N ( z ) ]
Thus, the z-transform of the PMF of M, the total number of people arriving at the
restaurant in an arbitrary hour, is given by
GM ( z ) =
x=0
G Mx ( z )p X ( x ) =
[G
N( z) ]
pX ( x ) = E [ [ GN ( z ) ] ] = GX ( GN ( z ) )
x=0
z z2 z3
211
Transform Methods
b.
Let M i denote the number of people that arrive in the ith hour, i = 1, 2, 3 . Since the
M i are identically distributed, we have that the expected number, E [ Y ] , of the total
number of people that arrive at the restaurant over a three-hour period is given by
E [ Y ] = E [ M 1 ] + E [ M 2 ] + E [ M 3 ] = 3E [ M ] = 3E [ N ]E [ X ]
E[ X] =
E[ N] =
d
G (z)
dz N
z=1
1 2z 3z
= --- + ----- + -------2 3
6
z=1
5
= --3
Thus, E [ Y ] = 3 5--- = 5 .
3
7.20 Given that the PMF of the number of customers, K, that shop at the neighborhood store
in a day is
k
e
p K ( k ) = ------------k!
k = 0, 1, 2,
and that the PMF of the number of items N that each customer purchases is
1 4
1 4
pN ( n ) =
1 3
1 6
n = 0
n = 1
n = 2
n = 3
where K and N are independent random variables. The z-transforms of the PMFs of K
and N are given respectively by
GK ( z ) = e
(z 1)
1 1
1 2 1 3
G N ( z ) = --- + --- z + --- z + --- z
4 4
3
6
212
Let N i denote the number of items bought by the ith customer, i = 1, 2, , and Y k the
total number of items given that k customers arrived at the store that day. Then
Yk = N1 + N2 + + Nk
Since the N i are independent and identically distributed, the z-transform of the PMF of
Y k is given by
G Yk ( z ) = [ G N ( z ) ]
k=0
G Yk ( z )p K ( k ) =
[G
N(z)]
pK ( k ) = E [ [ GN ( z ) ] ] = GK ( GN ( z ) )
k=0
1 1
1
1 2 1 3
1 2 1 3 3
= exp --- + --- z + --- z + --- z 1 = exp --- z + --- z + --- z ---
4 4
4
3
6
6
4
3
1w5
otherwise
1 4
pK ( k ) =
1 3
1 6
k = 8
k = 9
k = 10
k = 12
The s-tranform of the PDF of W and the z-tranform of the PMF of K are given by
213
Transform Methods
5s
e e
M W ( s ) = ---------------------4s
1 8 1 9 1 10 1 12
G K ( z ) = --- z + --- z + --- z + --- z
4
4
3
6
a. Given that X is the weight of a randomly selected carton, let X k be the weight of a
carton that contains k books, and let W i be the weight of the ith book in the carton.
Then
Xk = W1 + W2 + + Wk
Since the W i are independent and identically distributed, the z-transform of the PMF
of X k is given by
M Xk ( s ) = [ M W ( s ) ]
G Xk ( s )p K ( k ) =
k=0
[M
W(s)]
pK ( k ) = E [ [ MW ( s ) ] ] = GK ( MW ( s ) )
k=0
1 8 1 9 1 10 1 12
= --- z + --- z + --- z + --- z
4
4
3
6
5s
e e
z = ---------------------4s
d
G (z)
dz K
z=1
9 8 10 9
7
11
= 2z + --- z + ------ z + 2z
4
3
z=1
115
= --------12
5+1
E [ W ] = ------------ = 3
2
214
--------- = 28.75 .
Thus, E [ X ] = 3 115
12
X = E [ K ] W + ( E [ W ] ) K
Now,
2
(5 1)
16
4
2
W = ------------------- = ------ = --12
12
3
64 81 100 144
1123
2
2 1
2 1
2 1
2 1
E [ K ] = 8 --- + 9 --- + 10 --- + 12 --- = ------ + ------ + --------- + --------- = ----------- 4
4
3
6
4
4
3
6
12
1123 115 2
251
2
2
2
K = E [ K ] ( E [ K ] ) = ------------ --------- = --------- = 1.743
12
12
144
Thus,
115 4
251
115 251
2
X = --------- --- + 9 --------- = --------- + --------- = 28.4653
12 3
144
9
16
215
Transform Methods
216
Chapter 8
0tT
X ( t )X ( t + ) dt
X( t + )
A
0
Thus, R XX ( t, t + ) =
X ( t )X ( t + ) dt = A ( T + ) ,
X(t + )
Thus, R XX ( t, t + ) =
0 T T
2
X ( t )X ( t + ) dt = A ( T ) .
217
A2 ( T )
R XX ( t, t + ) =
0
8.2
<T
otherwise
A
= -----2T
1
X ( t )X ( t + ) dt = -----2T
T
A sin ( wt + ) A sin ( wt + w + ) dt
A
sin ( wt + ) sin ( wt + w + ) dt = -----4T
T
wA
sin ( 2wt + w + 2 )
= ---------- t cos ( w ) -----------------------------------------------8
2w
2
-----w
2
t = -----w
2
sin ( w + 2 ) sin ( w + 2 )
wA 4
= ---------- ------ cos ( w ) -------------------------------- --------------------------------
8 w
2w
2w
A
= ----- cos ( w )
2
8.3
Given that
X ( t ) = Y cos ( 2t )
1
--fY ( y ) = 2
0
0y2
otherwise
2+0
E [ Y ] = ------------ = 1
2
2
(2 0)
1
2
Y = ------------------- = --12
3
218
R XX ( t, t + ) = E [ X ( t )X ( t + ) ] = E [ Y cos ( 2t ) Y cos ( 2t + 2 ) ]
2
8.4
0 2
otherwise
0 + 2
E [ ] = ---------------- =
2
2
( 2 0 )
2
= ---------------------- = ----12
3
But
E [ cos ( 2wt + w + 2 ) ] =
1
cos ( 2wt + w + 2 )f ( ) d = -----2
cos ( 2wt + w + 2 ) d
1
2
= ------ [ sin ( 2wt + w + 2 ) ] = 0
0
4
219
8.5
Given that the sample function X(t) of a stationary random process Y(t) is given by
X ( t ) = Y ( t ) sin ( wt + )
is uniformly dis-
0 2
otherwise
E [ X ( t ) ] = X ( t ) = E [ Y ( t ) sin ( wt + ) ] = E [ Y ( t ) ]E [ sin ( wt + ) ]
E [ sin ( wt + ) ] =
1
sin ( wt + ) f ( ) d = -----2
sin ( wt + ) d
1
2
= ------ [ cos ( wt + ) ] = 0
0
2
1
C XX ( t, t + ) = R XX ( t, t + ) = --- R YY ( ) cos ( w )
2
8.6
220
where w is a constant, and A and B are independent standard normal random variables
(i.e., zero mean and variance of 1). Thus, we have that
A = B = 0
2
A = B = 1 E [ A ] = E [ B ] = 1
C XX ( t, t + ) = R XX ( t, t + ) X ( t ) X ( t + )
X ( t ) = E [ X ( t ) ] = E [ A cos ( wt ) + B sin ( wt ) ] = E [ A cos ( wt ) ] + E [ B sin ( wt ) ]
= E [ A ] cos ( wt ) + E [ B ] sin ( wt ) = 0
R XX ( t, t + ) = E [ X ( t )X ( t + ) ] = E [ { A cos ( wt ) + B sin ( wt ) } { A cos ( wt + w ) + B sin ( wt + w ) } ]
2
E [ B ] sin ( ( wt ) sin ( wt + w ) )
= cos ( wt ) cos ( wt + w ) + sin ( wt ) sin ( wt + w ) = cos ( w ) = cos ( w )
0y2
otherwise
2+0
E [ Y ] = ------------ = 1
2
2
(2 0)
1
2
Y = ------------------- = --12
3
221
R XX ( t, t + ) = E [ X ( t )X ( t + ) ] = E [ Y cos ( 2t ) Y cos ( 2t + 2 ) ]
2
Thus, we obtain
4
C XX ( t, t + ) = R XX ( t, t + ) X ( t ) X ( t + ) = --- cos ( 2t ) cos ( 2t + 2 ) cos ( 2t ) cos ( 2t + 2 )
3
1
1
= --- cos ( 2t ) cos ( 2t + 2 ) = --- { cos ( 2 ) + cos ( 4t + 2 ) }
3
6
8.8
X(t) is given by
X ( t ) = A cos ( t ) + ( B + 1 ) sin ( t )
< t <
E[A ] = E[B ] = 1 .
8.9
222
C XX
1
= 0.8
0.4
0.2
0.8
1
0.6
0.4
0.4
0.6
1
0.6
0.2
0.4
0.6
1
B t
where A and B are independent random variables with the following PDFs
1
--fA ( a ) = 2
1 a 1
otherwise
1
--fB ( b ) = 2
0b2
otherwise
1+1
E [ A ] = ---------------- = 0
2
0+2
E [ B ] = ------------ = 1
2
2
{1 (1)}
1
2
2
A = ------------------------- = --- = E [ A ]
2
3
2
4
(2 0)
1
2
2
B = ------------------- = --- E [ B ] = --3
12
3
a.
223
E[X(t )] = E[A + e
=
b t
B t
] = E[A ] + E[ e
1
f B ( b ) db = --2
1
2 t
= ------- { 1 e }
2t
b.
b t
B t
] = E[ e
B t
b t 2
1 e
db = --- ---------2
t
b=0
t>0
= E [ A + Ae
B t +
+ Ae
B t
B t +
B { t + t + }
= E [ A ] + E [ A ]E [ e
= E[A ] + E[e
+e
B t
}{A + e
B { t + t + }
] + E [ A ]E [ e
B t +
}]
B t +
] + E[e
B { t + t + }
2 { t + t + }
1 1e
= --- + -------------------------------------3 2{ t + t + }
8.11 Given that the autocorrelation function of X(t) is given by R XX ( ) = e 2 , and the
random process Y(t) is defined as follows:
Y(t ) =
X ( u ) du
2
X ( u ) du
2
224
t
0
E [ X ( u ) ] du =
t
0
R XX ( 0 ) du =
du = t
0
b.
where w is a constant, and A and B zero-mean and uncorrelated random variables with
variances 2A = 2B = 2 . The crosscorrelation function R XY ( t, t + ) is given by
R XY ( t, t + ) = E [ X ( t )Y ( t + ) ] = E [ { A cos ( wt ) + B sin ( wt ) } { B cos ( wt + w ) A sin ( wt + w ) } ]
2
225
= sin ( w ) = sin ( w )
where w, A, and B are constants, and is a random variable with the PDF
1
-----f ( ) = 2
0
a.
0 2
otherwise
R XX ( t, t + ) = E [ X ( t )X ( t + ) ] = E [ A cos ( wt + ) A cos ( wt + w + ) ]
cos ( w ) + cos ( 2wt + w + 2 )
2
2
= A E [ cos ( wt + ) cos ( wt + w + ) ] = A E --------------------------------------------------------------------------------2
2
A
= ----- cos ( w ) +
2
2
0
2
A
1
= ----- cos ( w ) + -----2
2
cos ( 2wt + w + 2 )f ( ) d
2
0
A2
1 sin ( 2wt + w + 2 )
cos ( 2wt + w + 2 ) d = ----- cos ( w ) + ------ -----------------------------------------------2
2
2
A
= ----- cos ( w )
2
226
2
0
R YY ( t, t + ) = E [ Y ( t )Y ( t + ) ] = E [ B sin ( wt + ) B sin ( wt + w + ) ]
cos ( w ) cos ( 2wt + w + 2 )
2
2
= B E [ sin ( wt + ) sin ( wt + w + ) ] = B E -------------------------------------------------------------------------------2
2
B
= ----- cos ( w )
2
cos ( 2wt + w + 2 )f ( ) d
2
1
B
= ----- cos ( w ) -----2
2
2
0
B2
1 sin ( 2wt + w + 2 )
cos ( 2wt + w + 2 ) d = ----- cos ( w ) ------ -----------------------------------------------2
2
2
2
0
B
= ----- cos ( w )
2
R XY ( t, t + ) = E [ X ( t )Y ( t + ) ] = E [ A cos ( wt + ) B sin ( wt + w + ) ]
sin ( 2wt + w + 2 ) sin ( w )
= ABE [ cos ( wt + ) sin ( wt + w + ) ] = ABE -----------------------------------------------------------------------------2
AB
= ------- sin ( w ) +
2
2
0
AB
1
= ------- sin ( w ) + -----2
2
sin ( 2wt + w + 2 ) f ( ) d
2
0
B2
1 cos ( 2wt + w + 2 )
sin ( 2wt + w + 2 ) d = ----- sin ( w ) ------ ------------------------------------------------2
2
2
2
0
AB
= ------- sin ( w )
2
227
where w 1 , w 2 , A, and B are constants, and and are statistically independent random
variables, each of which has the PDF
1
-----f ( ) = f ( ) = 2
0
a.
0 2
otherwise
Now, since and are statistically independent random variables, their joint PDF
is the product of their marginal PDFs. Thus,
228
E [ sin ( w 1 t + w 2 t + w 2 + + ) ] =
2 2
1
= --------2
4
sin ( { w 1 + w 2 }t + w 2 + + )f ( )f ( ) d d
0
2 2
sin ( { w 1 + w 2 }t + w 2 + + ) d d
= 0
E [ sin ( w 1 t w 2 t w 2 + ) ] =
2 2
1
= --------2
4
sin ( { w 1 w 2 }t w 2 + )f ( )f ( ) d d
0
2 2
sin ( { w 1 + w 2 }t + w 2 + + ) d d
= 0
This implies that R XY ( t, t + ) = 0 , which shows that X(t) and Y(t) are jointly widesense stationary.
b.
Since R XY ( t, t + ) is not a function of alone, we conclude that X(t) and Y(t) are not
jointly wide-sense stationary.
c.
From the result in part (b) above, we can see that when = , the condition under
which X(t) and Y(t) are jointly wide-sense stationary is that w 1 = w 2 .
8.16 We are required to determine if the following matrices can be autocorrelation matrices of
a zero-mean wide-sense stationary random process X(t).
a.
1
G = 1.2
0.4
1
1.2
1
0.6
0.9
0.4
0.6
1
1.3
1
0.9
1.3
1
229
Since the diagonal elements are supposed to be R XX ( 0 ) , their value puts an upper
bound on the other entries because we know that for a wide-sense stationary process X(t), R XX ( ) R XX ( 0 ) for all 0 . Thus, although G is a symmetric matrix, it
contains off-diagonal elements whose values are larger than the value of the diagonal elements. Therefore, G cannot be the autocorrelation matrix of a wide-sense
stationary process.
b.
2
H = 1.2
0.4
1
1.2
2
0.6
0.9
0.4
0.6
2
1.3
1
0.9
1.3
2
H is a symmetric matrix and the diagonal elements that are supposed to be the
value of R XX ( 0 ) have the same value that is the largest value in the matrix. Therefore, H can be the autocorrelation matrix of a wide-sense stationary process.
c.
1
K = 0.5
0.4
0.1
0.7
1
0.6
0.9
0.4
0.6
1
0.3
0.8
0.9
0.3
1
The fact that K is not a symmetric matrix means that it cannot be the autocorrelation function of a wide-sense stationary process.
8.17 X(t) and Y(t) are jointly stationary random processes that are defined as follows:
X ( t ) = 2 cos ( 5t + )
Y ( t ) = 10 sin ( 5t + )
230
1
-----f ( ) = 2
0
0 2
otherwise
sin ( 10t + 5 + 2 ) f ( ) d
sin ( 10t + 5 + 2 ) d
= 10 sin ( 5 )
R YX ( ) = E [ Y ( t )X ( t + ) ] = E [ 10 sin ( 5t + ) 2 cos ( 5t + 5 + ) ] = 20E [ sin ( 5t + ) cos ( 5t + 5 + ) ]
sin ( 10t + 5 + 2 ) + sin ( 5 )
= 20E --------------------------------------------------------------------------- = 10E [ sin ( 10t + 5 + 2 ) ] 10 sin ( 5 )
2
= 10 sin ( 5 )
(a)
-2
-1
231
(b)
0.5
-2
-1
Although G ( ) is an even function, G ( 0 ) is not the largest value of the function. In particular, G ( 0 ) < G ( 1 ) . Since the autocorrelation function R XX ( ) of a wide-sense stationary
process X(t) has the property that R XX ( ) R XX ( 0 ) for all 0 , we conclude that G ( )
cannot be the autocorrelation function of a wide-sense stationary process.
(c) Consider the function H ( ) .
H()
(c)
0.5
-2
-1
232
where A, W and are independent random variables that are characterized as follows:
E[A] = 3
2
A = 9
2
E [ A ] = A + ( E [ A ] ) = 18
1
-----f ( ) = 2
0
1
-----f W ( w ) = 12
0
otherwise
6 6
otherwise
1
2
= --- E [ A ] { E [ cos ( W ) ] + E [ cos ( 2Wt + W + 2 ) ] }
2
= 9 { E [ cos ( W ) ] + E [ cos ( 2Wt + W + 2 ) ] }
E [ cos ( W ) ] =
1
cos ( w )f W ( w ) dw = -----12
6
1 sin ( w )
cos ( w ) dw = ------ ------------------12
6
w = 6
sin ( w ) sin ( 6 )
= ----------------------------------------------12
sin ( 6 )
= -----------------6
Similarly,
233
E [ cos ( 2Wt + W + 2 ) ] =
w = 6 =
6
w = 6 =
1
= --------24
1
= --------48
1
= --------48
6
w = 6
6
cos ( 2wt + w + 2 )f , W ( , w ) d dw
cos ( 2wt + w + 2 )f ( )f W ( w ) d dw
1
cos ( 2wt + w + 2 ) d dw = --------24
=
6
6
sin ( 2wt + w + 2 )
-----------------------------------------------2
dw
6
6
Thus, we obtain
sin ( 6 )
3 sin ( 6 )
R YY ( t, t + ) = 9 ------------------ = ---------------------6
2
< t <
E[A ] = E[B ] = 1 .
234
Since R XX ( t, t + ) is not independent of t, we conclude that X(t) is not a wide-sense stationary process.
8.21 The autocorrelation function of X(t) is given by
2
16 + 28
16 ( + 1 ) + 12
12
- = ------------------------------------- = 16 + -------------R XX ( ) = ---------------------2
2
2
+1
+1
+1
(a) E [ X 2 ( t ) ] = R XX ( 0 ) = 16 + 12 = 28
(b) E [ X ( t ) ] = lim R XX ( ) = 16 + 0 = 4
(c) 2X ( t ) = E [ X 2 ( t ) ] ( E [ X ( t ) ] )2 = 28 16 = 12
8.22 Given that the wide-sense stationary random process X(t) has an average power
2
E [ X ( t ) ] = 11 .
a.
11 sin ( 2 )
- , then the average power is E [ X 2 ( t ) ] = R XX ( 0 ) = 0 11 . This
If R XX ( ) = -----------------------2
1+
means that this function cannot be the autocorrelation function of X(t). Note also that
the given function is not an even function, which further disqualifies it as a valid
autocorrelation function of a wide-sense stationary process.
b.
11
- , then the average power is E [ X 2 ( t ) ] = R XX ( 0 ) = 0 11 . This
If R XX ( ) = ------------------------------2
4
1 + 3 + 4
means that this function cannot be the autocorrelation function of X(t). As in the previous case, the fact that the given function is not an even function further disqualifies
it as a valid autocorrelation function of a wide-sense stationary process.
c.
2
+ 44
- , then the average power is E [ X 2 ( t ) ] = R XX ( 0 ) = 11 . Since, in addiIf R XX ( ) = ---------------2
+4
tion, the given function is an even function, we conclude that the function can be the
autocorrelation function of X(t).
235
d.
11 cos ( )
- , then the average power is E [ X 2 ( t ) ] = R XX ( 0 ) = 11 . Since, in
If R XX ( ) = ------------------------------2
4
1 + 3 + 4
addition, the given function is an even function, we conclude that the function can be
the autocorrelation function of X(t).
2
e.
11
- , then the average power is E [ X 2 ( t ) ] = R XX ( 0 ) = 0 11 . Thus,
If R XX ( ) = ------------------------------2
4
1 + 3 + 4
(a) E [ X ( t ) ] = lim R XX ( ) = 36 + 0 = 6
(b) E [ X 2 ( t ) ] = R XX ( 0 ) = 36 + 4 = 40
(c) 2X ( t ) = E [ X 2 ( t ) ] ( E [ X ( t ) ] ) 2 = 40 36 = 4
8.24 Given that
X(t) = Q + N( t)
= E [ Q + QN ( t + ) + N ( t )Q + N ( t ) ( N ( t + ) ) ]
2
= Q + R NN ( )
236
c.
C XX ( t, t + ) = R XX ( t, t + ) X ( t ) X ( t + ) = Q + R NN ( ) Q = R NN ( )
8.25 X(t) and Y(t) are independent random processes with the following autocorrelation
functions and means:
R XX ( ) = e
R YY ( ) = cos ( 2 )
X ( t ) = Y ( t ) = 0
a.
R UU ( t, t + ) = E [ U ( t )U ( t + ) ] = E [ { X ( t ) + Y ( t ) } { X ( t + ) + Y ( t + ) } ]
= E [ X ( t )X ( t + ) ] + E [ X ( t ) ]E [ Y ( t + ) ] + E [ Y ( t ) ]E [ X ( t + ) ] + E [ Y ( t )Y ( t + ) ]
= R XX ( ) + R YY ( ) = e
b.
+ cos ( 2 )
R VV ( t, t + ) = E [ V ( t )V ( t + ) ] = E [ { X ( t ) Y ( t ) } { X ( t + ) Y ( t + ) } ]
= E [ X ( t )X ( t + ) ] E [ X ( t ) ]E [ Y ( t + ) ] E [ Y ( t ) ]E [ X ( t + ) ] + E [ Y ( t )Y ( t + ) ]
= R XX ( ) + R YY ( ) = e
c.
+ cos ( 2 )
R UV ( t, t + ) = E [ U ( t )V ( t + ) ] = E [ { X ( t ) + Y ( t ) } { X ( t + ) Y ( t + ) } ]
= E [ X ( t )X ( t + ) ] E [ X ( t ) ]E [ Y ( t + ) ] + E [ Y ( t ) ]E [ X ( t + ) ] E [ Y ( t )Y ( t + ) ]
= R XX ( ) R YY ( ) = e
cos ( 2 )
237
E [ A ] = 3, A = 9
1
-----f ( ) = 2
0
otherwise
cos ( wt + )f ( ) d
3
3
2
2
3
= ------ [ sin ( wt ) + sin ( wt ) ] = 0
2
1
Y ( t ) dt = lim -----2T
T
A sin ( wt + )
A cos ( wt + ) dt = lim ------ ----------------------------2T
w
T
T
T
A
A
= lim ----------- [ sin ( wT + ) sin ( w T + ) ] = lim ------- [ sin ( wT ) cos ( ) ]
2wT
wT
T
T
sin ( wT )
= A cos ( ) lim -------------------- = A cos ( ) lim [ sin c ( wT ) ] = 0
wT
T
T
where sin c ( x ) = sin ( x ) x . Thus, since the ensemble average of Y(t) is equal to its time
average, we conclude that the process is a mean-ergodic process.
8.27 A random process X(t) is given by X ( t ) = A , where A is a random variable with a finite
mean of A and finite variance 2A . The ensemble average of X(t) is given by
E [ X ( t ) ] = E [ A ] = A
238
1
X ( t ) = lim -----T 2T
1
X ( t ) dt = lim -----2T
T
2AT
A dt = lim ---------- = A A
2T
T
Given that V(t) and W(t) are jointly wide-sense stationary, then
R MM ( t, t + ) = E [ M ( t )M ( t + ) ] = E [ { V ( t ) + W ( t ) } { V ( t + ) + W ( t + ) } ]
= E [ V ( t )V ( t + ) + V ( t )W ( t + ) + W ( t )V ( t + ) + W ( t )W ( t + ) ]
= R VV ( ) + R VW ( ) + R WV ( ) + R WW ( ) = R MM ( )
S MM ( w ) =
b.
R MM ( )e
jw
d = S VV ( w ) + S VW ( w ) + S WV ( w ) + S WW ( w )
Given that V(t) and W(t) are orthogonal, then R WV ( ) = R VW ( ) = 0 , which means
that
R MM ( t, t + ) = R VV ( ) + R WW ( ) = R MM ( )
S MM ( w ) =
R MM ( )e
jw
d = S VV ( w ) + S WW ( w )
239
S XX ( w ) =
= 2
R XX ( )e
jw
( 1 jw )
d =
d + 2
jw
2e e
d +
( 1 + jw )
d + 4
jw
2e e
d +
( 4 jw )
d + 4
4 jw
4e e
d +
( 4 + jw )
4e
4 jw
2
2
4
4
( 1 jw ) 0
( 1 + jw )
( 4 jw ) 0
( 4 + jw )
= --------------- [ e
] + --------------- [ e
] 0 + --------------- [ e
] + --------------- [ e
]0
1 jw
1 + jw
4 jw
4 + jw
2
2
4
4
= --------------- + --------------- + --------------- + --------------1 jw 1 + jw 4 jw 4 + jw
32
4
= --------------2- + -----------------21 + w 16 + w
w
4 ----S XX ( w ) =
9
w 6
otherwise
The average power and the autocorrelation function of the process are given by
1
2
E [ X ( t ) ] = R XX ( 0 ) = -----2
1
S XX ( w ) dw = -----2
3 6
w
1
w
4 ----- dw = ------ 4w -----
2
9
27
6
16
= -----
1
R XX ( ) = -----2
S XX ( w )e
j6
j 6
jw
1
dw = -----2
4 e e
1
= ------ ------------------------- --------
2j
18
2
jw
w jw
1 4e
4 ----- e dw = ------ -----------
2 j
9
6
2 jw
w e
6
4
1
dw = ------ sin ( 6 ) --------
18
1
--6 9
2 jw
w e
dw
240
2 jw
w e
6
dw
2 jw
w e
6
2 jw 6
w e
dw = ---------------j
jw
j6
j 6
2
72 e e
2we
----------------- dw = ------ ------------------------- ---
2j
j
j
6
72
2
= ------ sin ( 6 ) ---
j
we
jw
we
jw
dw
dw
we
6
jw
jw 6
we
dw = ------------j
jw
j6
j 6
1 e jw
12 e + e
e
--------- dw = ------ ------------------------- ---- --------j
2
j
j j
6
6
6
j6
j 6
12
12
2j e e
2j
= ------ cos ( 6 ) + ----2- ------------------------- = ------ cos ( 6 ) + ----2- sin ( 6 )
j
2j
j
2 jw
w e
6
72
2 12
2j
72
24
4
dw = ------ sin ( 6 ) ---- ------ cos ( 6 ) + ----2- sin ( 6 ) = ------ sin ( 6 ) + -----2- cos ( 6 ) ----3 sin ( 6 )
j j
Therefore,
4
1
R XX ( ) = ------ sin ( 6 ) --------
18
2 jw
w e
dw
4
4
1 72
24
= ------ sin ( 6 ) --------- ------ sin ( 6 ) + -----2- cos ( 6 ) ----3 sin ( 6 )
18
4
4
4
2
= ------ sin ( 6 ) ------ sin ( 6 ) -----------2 cos ( 6 ) + -----------3 sin ( 6 )
3
9
2
= -----------3 { sin ( 6 ) 6 cos ( 6 ) }
9
241
9
S YY ( w ) = ----------------2
w + 64
To find the average power in the process and the autocorrelation function of the process
we proceed as follows: From Table 8.1 we observe that
e
2a
----------------2
2
a +w
Now,
9
9
9 2(8)
------------------ = ------------------ = ------ ------------------
2
2
2
16
w + 64
w + 64
w + 64
1 + ---0
R ZZ ( ) =
1 ----0
0 0
0 0
otherwise
242
S XX ( w ) =
=
R XX ( )e
jw
jw
1
d + ---0
jw 0
e
= ----------jw
d =
1
+ ---0
0
2
1
= ---- sin ( w 0 ) + ---w
0
0
0
jw
d +
0
0
jw
jw
1 + ---d +
e
jw
jw
1
d ---0
1
d ---0
1
d ---0
jw
0
0
jw
jw
1 ---d
e
jw
0
jw
jw
0
1
2 e 0 e
d = ---- ------------------------------ + ---w
2j
0
jw
1
d ---0
jw
jw
jw 0
e
d = -------------jw
1
+ -----0
jw
jw
jw 0
e
d = -------------jw
jw 0
1 e
------ ---------- 0 jw jw
jw 0
0
jw
0
jw 0
jw 0
1
1
1 0 e
e = ------ { 0 ( 0 )e } + -----2- { 1 e } = -----2- ---------------- ---------2
jw
jw
w
w
w
0
0
jw
jw 0
e
d = -------------jw
1
+ -----jw
e
0
jw
jw 0
e
d = -------------jw
jw 0
1 e
------ ----------jw jw
j w
j w 0
0
j w 0
1 j w 0
e
1
1 0 e
---------------------} + -----2- { e
1 } = -----------= ------ { 0 e
2
2
jw
jw
w
w
w
Therefore,
243
2
1
S XX ( w ) = ---- sin ( w 0 ) + ---w
0
0
0
jw
1
d ---0
jw 0
jw
jw
0
j w 0
j w
0
0
1 e
1 1 0 e
1 0 e
e
2
- ----------- ---- ------------- ------ -----------------
= ---- sin ( w 0 ) + ---- -----2- --------------2
2
2
0 w
jw
jw
w
w
w 0 w
jw
j w
jw
j w
0
0
2(e 0 + e
) 2(e 0 e
)
2
2
- -------------------------------------- -------------------------------------= ---- sin ( w 0 ) + ---------2
2
w
2jw
w
2w
2
2
2
2
2
2
- ----------- cos ( w 0 ) ---- sin ( w 0 ) = ----------- ----------- cos ( w 0 )
= ---- sin ( w 0 ) + ---------2
2
2
2
w
w
w 0 w 0
w 0 w 0
w
2
2- 2 sin --------0-
= ---------{ 1 cos ( w 0 ) } = ---------2
2
2
w 0
w 0
sin ( w 0 2 )
4 0 [ sin ( w 0 2 ) ]
- = 0 --------------------------- = -------------------------------------------2
( w 0 2 )
( w 0 )
8.33 We are required to give reasons why the functions given below can or cannot be the
power spectral density of a wide-sense stationary random process.
a.
sin ( w )
The function S XX ( w ) = ---------------is an even function. However, in addition to being an
w
even function, a valid power spectral density should satisfy the condition S XX ( w ) 0 .
Since the above function can take both positive and negative values, we conclude
that it cannot be the power spectral density of a wide-sense stationary process.
b.
cos ( w )
The function S XX ( w ) = ----------------is not an even function and takes negative values
w
8
- is an even function and is also a non-negative funcThe function S XX ( w ) = ----------------2
w + 16
tion. Thus, it can be the power spectral density of a wide-sense stationary process.
2
d.
The function
5w
S XX ( w ) = ---------------------------------2
4
1 + 3w + 4w
function. Thus, it can be the power spectral density of a wide-sense stationary process.
244
e.
5w
The function S XX ( w ) = ---------------------------------2
4 is not an even function and takes negative val1 + 3w + 4w
ues when w is negative. Thus, it cannot be the power spectral density of a wide-sense
stationary process.
8.34 A bandlimited white noise has the power spectral density defined by
400 w 500
0.01
S NN ( w ) =
0
otherwise
400
500
1
S NN ( w ) dw = ------
2
400
0.01 dw +
500
500
0.01 dw
400
0.01
0.01
400
500
= ---------- { [ w ]
+ [w]
} = ---------- { 200 }
400
500
2
2
= 1
8.35 The autocorrelation function of a wide-sense stationary noise process N(t) is given by
R NN ( ) = Ae
where A is a constant. The power spectral density can be determined by noting from
2a
- . Thus, since a = 4 , we have that
Table 8.1 that e a ----------------2
2
a +w
245
2(4)
8A - = ----------------S NN ( w ) = A ----------------2
2
2
w + 16
w + 4
where w 0 is a constant, and A and B zero-mean and uncorrelated random variables with
variances 2A = 2B = 2 . The cross power spectral density of X(t) and Y(t), SXY ( w ) , can
be obtained as follows:
R XY ( ) = E [ X ( t )Y ( t + ) ] = E [ { A cos ( w 0 t ) + B sin ( w 0 t ) } { B cos ( w 0 t + w 0 ) A sin ( w 0 t + w 0 ) } ]
2
S XY ( w ) = j { ( w w 0 ) ( w + w 0 ) }
8.37 X(t) and Y(t) are both zero-mean and wide-sense stationary processes and the random
process Z ( t ) = X ( t ) + Y ( t ) . The power spectral density of Z(t) can be obtained as follows:
R ZZ ( t, t + ) = E [ Z ( t )Z ( t + ) ] = E [ { X ( t ) + Y ( t ) } { X ( t + ) + Y ( t + ) } ]
= E [ X ( t )X ( t + ) + X ( t )Y ( t + ) + Y ( t )X ( t + ) + Y ( t )Y ( t + ) ]
= E [ X ( t )X ( t + ) ] + E [ X ( t )Y ( t + ) ] + E [ Y ( t )X ( t + ) ] + E [ Y ( t )Y ( t + ) ]
= R XX ( ) + E [ X ( t )Y ( t + ) ] + E [ Y ( t )X ( t + ) ] + R YY ( )
a.
246
R ZZ ( )e
jw
d = S XX ( w ) + S XY ( w ) + S YX ( w ) + S YY ( w )
b.
S ZZ ( w ) =
R ZZ ( )e
jw
d = S XX ( w ) + S YY ( w )
8.38 X(t) and Y(t) are jointly stationary random processes that have the crosscorrelation
function
R XY ( ) = 2e
a.
S XY ( w ) =
b.
R XY ( )e
jw
d =
2e
2 jw
d =
2e
( 2 + jw )
( 2 + jw )
e
d = 2 --------------------2 + jw
2
= --------------2 + jw
R YX ( )e
jw
d =
R XY ( )e
jw
d =
R XY ( u )e
jwu
du
= S XY ( w ) = S XY ( w )
2
= --------------2 jw
8.39 Two jointly stationary random processes X(t) and Y(t) have the cross power spectral
density given by
1
1
- = ---------------------S XY ( w ) = ----------------------------------2
2
w + j4w + 4
( 2 + jw )
247
R XY ( ) = e
8.40 X(t) and Y(t) are zero-mean independent wide-sense stationary random processes with
the following power spectral densities:
4
S XX ( w ) = -------------2
w +4
2
w
S YY ( w ) = -------------2
w +4
R WW ( t, t + ) = E [ W ( t )W ( t + ) ] = E [ { X ( t ) + Y ( t ) } { X ( t + ) + Y ( t + ) } ]
= E [ X ( t )X ( t + ) ] + E [ X ( t ) ]E [ Y ( t + ) ] + E [ Y ( t ) ]E [ X ( t + ) ] + E [ Y ( t )Y ( t + ) ]
= R XX ( ) + R YY ( ) = R WW ( )
2
4
w 4 + w- + -------------= -------------= 1
S WW ( w ) = S XX ( w ) + S YY ( w ) = -------------2
2
2
w +4 w +4
w +4
b.
c.
w
S YW ( w ) = S YY ( w ) = -------------2
w +4
248
8.41 X(t) and Y(t) are zero-mean independent wide-sense stationary random processes with
the following power spectral densities:
4
S XX ( w ) = -------------2
w +4
2
w
S YY ( w ) = -------------2
w +4
4w
S VW ( w ) = S XX ( w ) S YY ( w ) = -------------2
w +4
8.42 X(t), < t < , is a zero-mean wide-sense stationary random process with the following
power spectral density:
2
S XX ( w ) = --------------21+w
< w <
Y( t) =
X( t + k) = X(t) + X( t + 1) + X(t + 2 )
k=0
a.
249
To find the variance of Y(t), we note that because the mean of Y(t) is zero, the variance is equal to the second moment. That is, 2Y ( t ) = E [ Y 2 ( t ) ] . Thus, we need to find
the autocorrelation function that will enable us to find the second moment, as follows:
b.
R YY ( t, t + ) = E [ Y ( t )Y ( t + ) ] = E [ { X ( t ) + X ( t + 1 ) + X ( t + 2 ) } { X ( t + ) + X ( t + + 1 ) + X ( t + + 2 ) } ]
= 3R XX ( ) + 2R XX ( + 1 ) + R XX ( + 2 ) + 2R XX ( 1 ) + R XX ( 2 ) = R YY ( )
2
E [ Y ( t ) ] = R YY ( 0 ) = 3R XX ( 0 ) + 2R XX ( 1 ) + R XX ( 2 ) + 2R XX ( 1 ) + R XX ( 2 )
= 3R XX ( 0 ) + 4R XX ( 1 ) + 2R XX ( 2 )
where the last equality follows from the fact that for a wide-sense stationary process,
the autocorrelation function is an even function; therefore, R XX ( ) = R XX ( ) . Now,
2a a
e
since ----------------, we have that
2
2
a +w
S XX ( w ) = --------------2- R XX ( ) = e
1+w
2
Y ( t ) = E [ Y ( t ) ] = 3R XX ( 0 ) + 4R XX ( 1 ) + 2R XX ( 2 ) = 3 + 4e
+ 2e
= 4.7422
b.
250
If X(t) and Y(t) are jointly wide-sense stationary, then we have that
R ZZ ( t, t + ) = R XX ( ) + R XY ( t, t + ) + R YX ( t, t + ) + R YY ( )
= R XX ( ) + R XY ( ) + R YX ( ) + R YY ( )
c.
If X(t) and Y(t) are jointly wide-sense stationary, then the power spectral density of
Z(t) is given by
S ZZ ( w ) =
d.
R ZZ ( )e
jw
d = S XX ( w ) + S XY ( w ) + S YX ( w ) + S YY ( w )
e.
If X(t) and Y(t) are orthogonal, then the power spectral density of Z(t) is given by
S ZZ ( w ) =
R ZZ ( )e
jw
d = S XX ( w ) + S YY ( w )
m =
R XX [ m ]e
jm
m jm
a e
[ ae
j m
m=0
m=0
1 = -------------------- j
1 ae
8.45 A wide-sense stationary continuous-time process X(t) has the autocorrelation function
given by
R Xc Xc ( ) = e
cos ( w 0 )
251
2
2
S Xc X c ( w ) = --------------------------------2 + --------------------------------24 + ( w w0 ) 4 + ( w + w0 )
X(t) is sampled with a sampling period 10 seconds to produce the discrete-time process
X [ n ] . Thus, the power spectral density of X [ n ] is given by
1
S XX ( ) = ----Ts
m =
2m
1
S Xc X c --------------------- = ----- Ts
10
2
2
--------------------------------------------------2- + ---------------------------------------------------2-
2m
2m
4 + --------------------- + w 0
m = 4 + --------------------- w 0
10
10
8.46 Periodic samples of the autocorrelation function of white noise N(t) with period T are
defined by
2
R NN ( kT ) = N
0
k = 0
k0
k =
NN [ k ]e
jk
NN ( kT )e
jk
2 j0
= N e
k =
4 2
X
R XX [ k ] = --------- k2 2
k = 0
k = odd
k = even
252
= N
S XX ( ) =
R XX [ k ]e
k =
jk
3j
3j
5j
5j
4 X j
e
+e
e
+e
2
- e + e jk + ---------------------------- + ---------------------------- +
= X + -------2
9
25
5j
5j
8 X e j + e jk 1 e 3j + e 3j
1 e
+e
2
- -------------------------- + --- ---------------------------- + ------------------------------- +
= X + -------2
2
9
2
25
2
2
X
8 X
1
1
1
- cos ( ) + --- cos ( 3 ) + ------ cos ( 5 ) + ------ cos ( 7 ) +
+ -------2
9
25
49
253
254
Chapter 9
x(t) =
1 --t
T
T t 0
0tT
x ( t )e
jwt
dt =
jwt 0
e
= ---------jw
1
+ --T
T
0
T
te
1 + --t- e jwt dt +
jwt
jwt T
e
dt + ---------jw
1
1
1 jwT
jwT
= ------ ( e 1 ) + ------ ( 1 e
) + --jw
T
jw
jwT
jwT
1
2 e e
= ---- --------------------------- + --2j
w
T
te
jwt
1
--T
0
te
te
0
jwt
1
dt --T
1 --t- e jwt dt
T
T
te
jwt
dt
1
dt --T
jwt
te
jwt
dt
2
1
dt = ---- sin ( wT ) + --w
T
te
jwt
1
dt --T
te
jwt
dt
te
jwt
te
0
jwt
jwt 0
te
dt = -----------jw
1
+ -----jw
T
jwt T
te
dt = -----------jw
1
+ -----jw
0
e
T
e
0
jwt
jwt
jwT
jwt 0
Te
1 e
dt = ------------- + ------ ---------jw
jw
jw
j wT
jwt T
Te
1 e
dt = --------------- + ------ ---------jw
jw
jw
jwT
Te
1
jwT
= ------------- + -----2- [ 1 e ]
jw
w
j wT
Te
1 j wT
= --------------- + -----2- [ e
1]
jw
w
Thus,
255
2
1
X ( w ) = ---- sin ( wT ) + --w
T
te
jwt
1
dt --T
te
jwt
dt
jwT
j wT
2
1 1
Te
Te
1 j wT
jwT
= ---- sin ( wT ) + --- -----2- ( 1 e ) ------------- + --------------- -----2- ( e
1)
w
Tw
jw
jw
w
jwT
j wT
jwT
j wT
2 e e
2
2
2 e +e
- ---------- ---------------------------- ---- ---------------------------
= ---- sin ( wT ) + --------2
2
2
w
2j
w
w T w T
2
2
22
- --------= ---- sin ( wT ) + --------cos ( wT ) ---- sin ( wT )
2
2
w
w
w T w T
2
- { 1 cos ( wT ) }
= --------2
w T
9.2
Given that
y( t) =
d
x(t)
dt
X ( w )e
jwt
1
y ( t ) = d x ( t ) = ------ d
2 d t
dt
1
= -----2
dw
jwX ( w )e
X ( w )e
jwt
jwt
1
dw = -----2
d jwt
X ( w ) e dw
dt
dw
Y ( w ) = jwX ( w )
9.3
256
Given that
y(t) = e
jw 0 t
x(t)
Y( w) =
y ( t )e
jwt
dt =
jw 0 t
x ( t )e
jwt
dt =
x ( t )e
j ( w w 0 )t
dt
= X ( w w0 )
9.4
Given that
y ( t ) = x ( t t0 )
y ( t )e
jwt
dt =
x ( t t 0 )e
jwt
dt
= e
9.5
x ( t t 0 )e
jwt 0
jwt
dt =
x ( u )e
jw ( u + t 0 )
du = e
jwt 0
x ( u )e
jwu
du
X( w)
Given that
y ( t ) = x ( at )
257
Y(w) =
y ( t )e
jwt
dt =
x ( at )e
jwt
dt
------ . Thus,
Let u = at dt = du
a
w
j ---- u
a
1
du
x ( u )e
--a
jwt
Y(w) =
x ( at )e dt =
w
j ---- u
a
1
--du
x ( u )e
a
a>0
a<0
1 w
= ----- X ----
a a
A stationary zero-mean random signal X(t) is the input to two filters, as shown below.
h1 ( t )
Y1 ( t )
X(t)
h2 ( t )
Y2 ( t )
The power spectral density of X(t) is S XX ( w ) = N 0 2 , and the filter impulse responses are
given by
258
0t<1
1
h1 ( t ) =
0
otherwise
2e t
h2 ( t ) =
0
t0
otherwise
h 1 ( t )e
h 2 ( t )e
jwt
jwt
dt =
jwt
dt = 2
jwt 1
e
dt = ---------jw
t jwt
e e
dt = 2
1
jw
= ------ { 1 e }
jw
( 1 + jw )t
2
2
( 1 + jw )t
dt = --------------- [ e
] 0 = --------------1 + jw
1 + jw
Thus, Y i ( w ) = H i ( w )S XX ( w ) = 1--- N H i ( w ) , i = 1, 2 .
2
1.
1
S Y i Yi ( w ) dw = -----2
N
2
H i ( w ) S XX ( w ) dw = -----04
H i ( w ) dw
2N
= --------0
N
2
H 1 ( w ) dw = -----04
N
2
-----2- { 1 cos ( w ) } dw = -----0
w
sin ( w 2 ) 2
----------------------- dw
w2
sin ( w 2 ) 2
----------------------dw
w2
259
where the last equality follows from the fact that the integrand is an even function.
Let u = w 2 dw = 2du . Thus, we obtain
2N
2
E [ Y 1 ( t ) ] = --------0
4N
sin ( w 2 ) 2
----------------------- dw = --------0w2
4N
sin ( u ) 2
--------------- du = --------0- --- = 2N 0
u
2
N
2
H 2 ( w ) dw = -----04
N
4
--------------- dw = -----02
1 + w
1
--------------- dw
2
1
w
+
N
= -----0
N
1
--------------- dw = -----02
1 + w
--2
2
[ sec ( ) ] d = N
-----0-------------------------------2
--- 1 + [ tan ( ) ]
2
--2
2
[ sec ( ) ] d- = N
-----0----------------------------2
--- [ sec ( ) ]
2
--2
--2
--N
N
2
= -----0- [ ] = -----0- ( ) = N 0
--2
2.
260
R Y1 Y2 ( t, t + ) = E [ Y 1 ( t )Y 2 ( t + ) ] = E
1
h 1 ( u )X ( t u ) du
h 2 ( v )X ( t + v ) dv
h 1 ( u )h 2 ( v )E [ X ( t u )X ( t + v ) ] dv du
0 0
1
2e R XX ( + u v ) dv du =
0 0
1
= N0
2e ( N 0 2 ) ( + u v ) dv du
0 0
( u + )
= 0.632N 0 e
9.7
u 1
du = N 0 e [ e ] 0 = N 0 e [ 1 e ]
2.
3.
261
16
16
A
B
C
- = ------------------------------------------------------------- --------------- + --------------- + --------------S XY ( w ) = ------------------------------------------2
(
7
+
jw
)
(
4
+
jw
)
(
4
jw
)
7
+
jw
4
+
jw
4
jw
( 7 + jw ) ( w + 16 )
A = ( 7 + jw )S XY ( w )
jw = 7
B = ( 4 + jw )S XY ( w )
jw = 4
C = ( 4 jw )S XY ( w )
jw = 4
16
16
= ---------------------- = -----( 3 ) ( 11 )
33
16
2
= ---------------- = --( 3 )( 8)
3
16
2
= ------------------- = -----( 11 ) ( 8 )
11
9.8
0
<0
The power spectral density of the output process when the input function is a stationary random process X(t) with an autocorrelation function R XX ( ) = 10e can be
obtained as follows:
20
S XX ( w ) = --------------21+w
2
20w
2
S YY ( w ) = H ( w ) S XX ( w ) = --------------------------------------------------------------22
2
( 1 + w ) ( w + 15w + 50 )
262
b.
The power spectral density of the output process when the input function is a white
noise that has a mean-square value of 1.2 V 2 Hz can be obtained as follows:
R XX ( ) = 1.2 ( )
S XX ( w ) = 1.2
2
1.2w
2
S YY ( w ) = H ( w ) S XX ( w ) = -----------------------------------------22
( w + 15w + 50 )
9.9
A linear system has the impulse response h ( t ) = e at , where t 0 and a > 0 . The power
transfer function of the system, H ( w ) 2 , can be obtained as follows:
1
H ( w ) = --------------a + jw
H(w)
1
1
1
= --------------- --------------- = ----------------2
2
a + jw a jw
a +w
9.10 The white noise with power spectral density N 0 2 is the input to a system with the
impulse response h ( t ) = e at , where t 0 and a > 0 . The power spectral density of the
output process can be obtained as follows:
N
S XX ( w ) = -----02
1
H ( w ) = --------------a + jw
N0
2
S YY ( w ) = H ( w ) S XX ( w ) = ------------------------2
2
2(a + w )
2
8
64
8
= -------------------------2 = -----------------2- = H ( w )H ( w ) H ( w ) = -----------------2
2
16 + w
16 + w
[ 16 + w ]
263
8
2(4)
- e4 t
H ( w ) = -----------------2- = ----------------2
2
16 + w
4 +w
4 t
9.12 A wide-sense stationary process X(t) has the autocorrelation function given by
R XX ( ) = cos ( w 0 ) S XX ( w ) = { ( w w 0 ) + ( w + w 0 ) }
a.
64
= -------------------------2
2
[ 16 + w ]
b.
Given that Y(t) is the output process, the cross-power spectral density S XY ( w ) is
obtained by noting that the system response H(w) is given by H ( w ) = 8 ( 16 + w 2 ) .
Thus, we have that
8
8
16
S YY ( w ) = H ( w )S XX ( w ) = --------------------2- + --------------------2- = --------------------216 + w 0 16 + w 0
16 + w 0
9.13 A causal system is used to generate an output process Y(t) with the power spectral
density
2a
S YY ( w ) = ----------------2
2
a +w
264
Since
2a
2a
- = H ( w ) 2 S XX ( w ) = 1 2 ------------------ H ( w ) = 1
S YY ( w ) = ----------------2
2
2
2
a +w
a +w
a.
h(t)
Y(t)
Z(t)
b.
S ZZ ( w ) = S XX ( w ) H ( w )S XX ( w ) H ( w )S XX ( w ) + H ( w ) S XX ( w )
2
= { 1 H ( w ) H ( w ) + H ( w ) }S XX ( w )
c.
R XZ ( ) = E [ X ( t )Z ( t + ) ] = E [ X ( t ) { X ( t + ) Y ( t + ) } ] = E [ X ( t ) ( X ( t + ) ) ] E [ X ( t )Y ( t + ) ]
= R XX ( ) R XY ( ) = R XX ( ) R XX ( ) h ( )
d.
265
S XZ ( w ) = S XX ( w ) H ( w )S XX ( w ) = { 1 H ( w ) }S XX ( w )
9.15 In the system shown below an output process Y(t) is the sum of an input process X(t) and
a delayed version of X(t) that is scaled (or multiplied) by a factor a.
X(t)
Y(t)
+
+
a
Delay
a.
b.
R XY ( ) = E [ X ( t )Y ( t + ) ] = E [ X ( t ) { X ( t + ) + aX ( t + T ) } ]
= E [ X ( t ) ( X ( t + ) ) ] + E [ aX ( t )X ( t + T ) ] = E [ X ( t ) ( X ( t + ) ) ] + aE [ X ( t )X ( t + T ) ]
= R XX ( ) + aR XX ( T )
c.
d.
jwT
= { 1 + ae
jwT
}S XX ( w )
From the result above, the transfer function H(w) of the system is given by
S XY ( w )
jwT
H ( w ) = ----------------= 1 + ae
S XX ( w )
e.
266
S YY ( w ) = H ( w ) S XX ( w ) = H ( w )H ( w )S XX ( w ) = { 1 + ae
= { 1 + ae
jwT
+ ae
jwT
jwT
} { 1 + ae
jwT
}S XX ( w )
jwT
jwT
e +e
2
2
+ a }S XX ( w ) = 1 + 2a ---------------------------- + a S XX ( w )
2
= { 1 + 2 acos ( wT ) + a }S XX ( w )
9.16 X(t) and Y(t) are two jointly wide-sense stationary processes, and Z ( t ) = X ( t ) + Y ( t ) is the
input to a linear system with impulse response h(t).
a. The autocorrelation function of Z(t) is given by
R ZZ ( ) = E [ Z ( t )Z ( t + ) ] = E [ { X ( t ) + Y ( t ) } { X ( t + ) + Y ( t + ) } ]
= E [ X ( t ) ( X ( t + ) ) ] + E [ X ( t )Y ( t + ) ] + E [ Y ( t )X ( t + ) ] + E [ Y ( t )Y ( t + ) ]
= R XX ( ) + R XY ( ) + R YX ( ) + R YY ( )
b.
c.
The crosspower spectral density S ZV ( w ) of the input process Z(t) and the output process V(t) is given by
S ZV ( w ) = H ( w )S ZZ ( w ) = H ( w ) { S XX ( w ) + S XY ( w ) + S YX ( w ) + S YY ( w ) }
d.
S VV ( w ) = H ( w ) S ZZ ( w ) = H ( w ) { S XX ( w ) + S XY ( w ) + S YX ( w ) + S YY ( w ) }
267
X(t)
a.
Z(t)
Delay
Y(t)
h(t)
b.
c.
d.
e.
S YY ( w ) = H ( w ) S ZZ ( w ) = H ( w ) S XX ( w )
9.18 X(t) is a zero-mean wide-sense stationary white noise process with average power N 0 2
that is the input to a linear system with the transfer function
1
H ( w ) = --------------a + jw
1
- for a > 0, t 0 , the impulse response of the system
Since from Table 8.1 e at -------------a + jw
is given by
h(t) = e
268
at
a > 0, t 0
b.
The crosspower spectral density S XY ( w ) of the input process and the output process
Y(t) is given by
N0
S XY ( w ) = H ( w )S XX ( w ) = ---------------------2 ( a + jw )
c.
0
N
2
d.
e.
f.
n0
n<0
269
H() =
h [ n ]e
jn
n =
an jn
n=0
( a + j )n
n=0
1
= --------------------------- ( a + j )
1e
n0
n<0
where a > 0 is a constant. Assume that the autocorrelation function of the input
sequence to this system is defined by
R XX [ n ] = b
0 < b < 1, n 0
h[n]
Y[t]
The power spectral density of the output process can be obtained as follows:
1
H ( ) = --------------------------- ( a + j )
1e
S XX ( ) =
n=0
n jn
b e
[ be
n=0
1
] = -------------------- j
1 be
j n
1
1
1 -
2
--------------------------- --------------------S YY ( ) = H ( ) S XX ( ) = H ( )H ( )S XX ( ) = --------------------------- ( a + j )
( a j )
j
1 e
1 e
1 be
1 -
1
- --------------------= ----------------------------------------------------a
2a
j
1 2e cos ( ) + e 1 be
270
R XX [ m ] = e
b m
where b > 0 is a constant. The power spectral density of the sequence can be obtained as
follows:
bm
m0
e
R XX [ m ] =
e bm
S XX ( ) =
m<0
R XX [ m ]e
jm
m =
= 1+
bm jm
b m
{e
jm
+e
jm
m=1
m =
= 1+2
bm jm
m=0
} = 1+2
b m jm
m=1
b m e
m=1
b m
jm
bm jm
n=0
jm
+ e -
----------------------------
2
cos ( m )
m=1
n0
n<0
where a > 0 is a constant. The autocorrelation function of the input discrete-time random
sequence X[n] is given by
R XX [ m ] = e
b m
From earlier results, the power spectral density of the output process can be obtained as
follows:
271
1
H ( ) = --------------------------- ( a + j )
1e
S XX ( ) = 1 + 2
b m
cos ( m )
m=1
2
S YY ( ) = H ( ) S XX ( ) = H ( )H ( )S XX ( )
1
1
b m
--------------------------+
cos
(
m
)
1
2
e
= ---------------------------
( a + j )
( a j )
1 e
1 e
m=1
1
b m
-1 + 2
cos
(
m
)
e
= ----------------------------------------------------
a
2a
1 2e cos ( ) + e
m=1
If X c ( t ) is sampled with a sampling period 10 seconds to produce the discrete-time process X [ n ] , the power spectral density of X [ n ] is given by
1
S XX ( ) = --T
272
k=1
2k
1
S Xc X c -------------------- = -----
T
10
-------------------------------------- 2k
-------------------
k = 1 16
10
e an
h[n] =
0
n0
n<0
-------------------------------------- 2k
--------------------
k = 1 16
10
1
H ( ) = --------------------------- ( a + j )
1e
1
2
- S ()
S YY ( ) = H ( ) S XX ( ) = H ( )H ( )S XX ( ) = ----------------------------------------------------a
2a XX
1 2e cos ( ) + e
1
1
8
-
---------------------------------------= ------ ----------------------------------------------------
a
2a
2
10 1 2e cos ( ) + e
2k
k = 1 16 + ------------------- 10
9.25 In the system shown below an output sequence Y[n] is the sum of an input sequence X[n]
and a version of X[n] that has been delayed by one unit and scaled (or multiplied) by a
factor a.
273
X[n]
Y[n]
+
+
a
Unit
Delay
a.
b.
c.
d.
= [ 1 + ae
]S XX ( )
274
W[n]
Y[n]
+
a
Unit
Delay
a.
This is an example of a first-order autoregressive process, and the equation that governs the system is Y [ n ] = W [ n ] + aY [ n 1 ]
b.
The general structure of the output process Y[n] can be obtained as follows:
Y[0 ] = W[0 ]
Y [ 1 ] = aY [ 0 ] + W [ 1 ] = aW [ 0 ] + W [ 1 ]
2
Y [ 2 ] = aY [ 1 ] + W [ 2 ] = a { aW [ 0 ] + W [ 1 ] } + W [ 2 ] = a W [ 0 ] + aW [ 0 ] + W [ 2 ]
Y[ n] =
a W[ n k]
k
k=0
k=0
a W[ n k] a W[ n + m j]
j
j=0
a a E [ W [ n k ]W [ n + m j ] ]
k j
k = 0j = 0
Since the W[n] are independent and identically distributed with E [ W [ n ] ] = 0 and
2
275
R YY [ n, n + m ] =
2 k m+k
a a
n
2 m
= a
k=0
k=0
2k
2(n + 1)
a {1 a
}
= ----------------------------------------------2
1a
Since we established that Y[n] is not a wide-sense stationary process, we are not
required to obtain the power transfer function.
d.
e.
R WW [ n, n + m ] = [ m ] = R WW [ m ] .
9.27 For an MA(2) process, if we assume that W[n] is a zero-mean process with variance 2W ,
we have that
Y [ n ] = 0 W [ n ] + 1 W [ n 1 ] + 2 W [ n 2 ]
E [ Y [ n ] ] = E [ 0 W [ n ] + 1 W [ n 1 ] + 2 W [ n 2 ] ] = 0 E [ W [ n ] ] + 1 E [ W [ n 1 ] ] + 2 E [ W [ n 2 ] ]
= 0
2
Y [ n ] = E [ Y [ n ] ] = E [ ( 0 W [ n ] + 1 W [ n 1 ] + 2 W [ n 2 ] ) ( 0 W [ n ] + 1 W [ n 1 ] + 2 W [ n 2 ] ) ]
2
= W { 0 + 1 + 2 }
R YY [ n, n + m ] = E [ Y [ n ]Y [ n + m ] ]
= E [ { 0 W [ n ] + 1 W [ n 1 ] + 2 W [ n 2 ] } { 0 W [ n + m ] + 1 W [ n + m 1 ] + 2 W [ n + m 2 ] }
2
= 0 r 00 + 0 1 r 01 + 0 2 r 02 + 0 1 r 10 + 1 r 11 + 1 2 r 12 + 0 2 r 20 + 1 2 r 21 + 2 r 22
2
= 0 r 00 + 1 r 11 + 2 r 22 + 0 1 { r 01 + r 10 } + 0 2 { r 02 + r 20 } + 1 2 { r 12 + r 21 }
276
where
r 00 = E [ W [ n ]W [ n + m ] ] = R WW [ n, n + m ]
r 01 = E [ W [ n ]W [ n + m 1 ] ] = R WW [ n, n + m 1 ]
r 02 = E [ W [ n ]W [ n + m 2 ] ] = R WW [ n, n + m 2 ]
r 10 = E [ W [ n 1 ]W [ n + m ] ] = R WW [ n 1, n + m ]
r 11 = E [ W [ n 1 ]W [ n + m 1 ] ] = R WW [ n 1, n + m 1 ]
r 12 = E [ W [ n 1 ]W [ n + m 2 ] ] = R WW [ n 1, n + m 2 ]
r 20 = E [ W [ n 2 ]W [ n + m ] ] = R WW [ n 2, n + m ]
r 21 = E [ W [ n 2 ]W [ n + m 1 ] ] = R WW [ n 2, n + m 1 ]
r 22 = E [ W [ n 2 ]W [ n + m 2 ] ] = R WW [ n 2, n + m 2 ]
Thus, we obtain
2
2
2
2
{ 0 + 1 + 2 } W
2
{ + 1 2 } W
R YY [ n, n + m ] = 0 1
2
0 2 W
0
m = 0
m = 1
m = 2
otherwise
we use the results of Problem 9.27 with 0 = 1, 1 = 0.7, 2 = 0.2 to obtain the result
2
1.53 W
2
0.66 W
R YY [ n, n + m ] =
0.2 2
W
m = 0
m = 1
m = 2
otherwise
277
9.29 The autocorrelation function of the output process of the following AR(2) process
Y [ n ] = 0.7Y [ n 1 ] 0.2Y [ n 2 ] + W [ n ]
where
A = ( 0.7 ) ( 0.2 )E [ Y [ n 1 ]Y [ n + m 2 ] ] = 0.14R YY [ n 1, n + m 2 ]
B = 0.7E [ Y [ n 1 ]W [ n + m ] ] = 0.7R YW [ n 1, n + m ]
C = ( 0.2 ) ( 0.7 )E [ Y [ n 2 ]Y [ n + m 1 ] ] = 0.14R YY [ n 2, n + m 1 ]
D = 0.2E [ Y [ n 2 ]W [ n + m ] ] = 0.2R YW [ n 2, n + m ]
F = 0.7E [ W [ n ]Y [ n + m 1 ] ] = 0.7R WY [ n, n + m 1 ]
G = 0.2E [ W [ n ]Y [ n + m 2 ] ] = 0.2R WY [ n, n + m 2 ]
9.30 Given the following ARMA(1, 1) process where < 1 , < 1 and Y [ n ] = 0 for n < 0 :
Y [ n ] = Y [ n 1 ] + W [ n ] + W [ n 1 ]
278
A general expression for the Y[n] in terms of only W[n] and its delayed versions can
be obtained as follows:
Y [ n ] = Y [ n 1 ] + W [ n ] + W [ n 1 ] = { Y [ n 2 ] + W [ n 1 ] + W [ n 2 ] } + W [ n ] + W [ n 1 ]
2
= Y [ n 2 ] + W [ n 2 ] + ( + )W [ n 1 ] + W [ n ]
2
= { Y [ n 3 ] + W [ n 2 ] + W [ n 3 ] } + W [ n 2 ] + ( + )W [ n 1 ] + W [ n ]
3
= Y [ n 3 ] + W [ n 3 ] + ( + )W [ n 2 ] + ( + )W [ n 1 ] + W [ n ]
3
= { Y [ n 4 ] + W [ n 3 ] + W [ n 2 ] } + W [ n 3 ] + ( + )W [ n 2 ] + ( + )W [ n 1 ] + W [ n ]
2
= W [ n ] + ( + )W [ n 1 ] + ( + )W [ n 2 ] + ( + )W [ n 3 ] + Y [ n 4 ]
= W[ n] + ( + )
k1
W[n k]
k=1
b.
Using the above results, the autocorrelation function of the ARMA(1,1) process is given
by
R YY [ n, n + m ] = E [ Y [ n ]Y [ n + m ] ]
n+m
n
k1
j1
W [ n k ] W [ n + m ] + ( + )
= E W[n] + ( + )
W[n + m j]
k=1
j=1
= S 11 + S 12 + S 21 + S 22
where
279
S 11 = E [ W [ n ]W [ n + m ] ] = R WW [ n, n + m ]
S 12 = ( + )
n+m
j1
E [ W [ n ]W [ n + m j ] ] = ( + )
j=1
S 21 = ( + )
j1
R WW [ n, n + m j ]
j=1
k1
E [ W [ n k ]W [ n + m ] ] = ( + )
k=1
S 22 = ( + )
n+m
k1
R WW [ n k, n + m ]
k=1
n n+m
k1
j1
E [ W [ n k ]W [ n + m j ] ] = ( + )
k=1j=1
n n+m
k1
j1
R WW [ n k, n + m j ]
k=1j=1
S 11 = R WW [ n, n + m ] = W [ m ]
S 12 = ( + )
n+m
m1
m1
j1
R WW [ n, n + m j ] = W ( + )
k1
R WW [ n k, n + m ] = W ( + )
j=1
S 21 = ( + )
k=1
S 22 = ( + )
n n+m
k1
j1
R WW [ n k, n + m j ] = W ( + )
2 n
+ )
m2
k1
k=1
2k
2
W (
m+k1
+ )
W ( + )
1
--------------2- 1 = ---------------------------------2
1
1
m 2
280
k=1
k=1j=1
2
W (
281
282
Chapter 10
X [ n] = p ( 1 p )
Y [ n ] = Var ( 3X [ n ] + 1 ) = 9 X [ n ] = 9p ( 1 p )
10.2 Let the random variable K(7) denote the number of nondefective components among the
7 components. Then the PMF of K(7) has the binomial distribution with p = 0.8 , as
follows:
7
k
7k
p K ( 7 ) ( k ) = ( 0.8 ) ( 0.2 )
k
k = 0, 1, , 7
10.3 Let the random variable N(15) denote the number of survivors of the disease. Then
N(15) has the binomial distribution with p = 0.3 and PMF
15
n
15 n
p N ( 15 ) ( n ) = ( 0.3 ) ( 0.7 )
n
n = 0, 1, , 15
283
a.
P [ N 10 ] =
N(n)
n = 10
15
15
15
15
10
5
11
4
12
3
13
2
= ( 0.3 ) ( 0.7 ) + ( 0.3 ) ( 0.7 ) + ( 0.3 ) ( 0.7 ) + ( 0.3 ) ( 0.7 ) +
11
12
13
10
15 ( 0.3 ) 14 ( 0.7 ) + ( 0.3 ) 15
14
= 0.00365
b.
The probability that the number of survivors is at least 3 and at most 8 is given by
P[3 N 8] =
N(n)
n=3
15
15
15
15
3
12
4
11
5
10
6
9
= ( 0.3 ) ( 0.7 ) + ( 0.3 ) ( 0.7 ) + ( 0.3 ) ( 0.7 ) + ( 0.3 ) ( 0.7 ) +
4
5
6
3
15 ( 0.3 ) 7 ( 0.7 ) 8 + 15 ( 0.3 ) 8 ( 0.7 ) 7
8
7
= 0.8579
c.
10.4 Let X k be a random variable that denotes the number of trials up to and including the
trial that results in the kth success. Then X k is an kth-order Pascal random variable
whose PMF is given by
n 1 k
nk
p Xk ( n ) =
p (1 p)
k 1
k = 1, 2, ; n = k, k + 1,
where p = 0.8 .
284
a.
The probability that the first success occurs on the fifth trial is given by
5 1 1
4
4
4
p ( 1 p ) = p ( 1 p ) = 0.8 ( 0.2 ) = 0.00128
P [ X1 = 5 ] =
1 1
b.
The probability that the third success occurs on the eighth trial is given by
7 3
8 1 3
5
5
3
5
3
5
p ( 1 p ) = p ( 1 p ) = 21p ( 1 p ) = 21 ( 0.8 ) ( 0.2 ) = 0.00344
P [ X3 = 8 ] =
2
3 1
c.
The probability that there are two successes by the fourth trial, there are four successes by the tenth trial and there are ten successes by the eighteenth trial can be
obtained by partitioning the timeline as follows:
1.
2.
3.
2 Successes
6 Successes
18 Number of Trials
10
Since these intervals are nonoverlapping, the events occurring within them are independent. Thus, the probability, Q, of the event is given by
4 6 8 10
4 2
2 6
2
4 8
6
2
8
Q = p ( 1 p ) p ( 1 p ) p ( 1 p ) = p ( 1 p )
2
2
6
2 2 6
10
10
285
10.5 Let the random variable N denote the number of guests that come for the dinner. Then N
has the binomial distribution with the PMF
12
12 n
12 n
n
12 n
pN ( n ) = p ( 1 p )
= ( 0.4 ) ( 0.6 )
n
n
n = 0, 1, , 12
Let X denote the event that she has a sit-down dinner. Thus, X denotes the event that she
has a buffet-style dinner.
a.
12
n ( 0.4 ) ( 0.6 )
pN ( n ) =
12 n
n=0
n=0
12
11
10
= ( 0.6 ) + 12 ( 0.4 ) ( 0.6 ) + 66 ( 0.4 ) ( 0.6 ) + 220 ( 0.4 ) ( 0.6 ) + 495 ( 0.4 ) ( 0.6 ) +
5
= 0.8418
b.
c.
pN ( n ) =
n=0
12
n ( 0.4 ) ( 0.6 )
n
12 n
n=0
12
11
10
= 0.2253
10.6 Let X k be a random variable that denotes the number of trials up to and including the
trial that results in the kth success. Then X k is an kth-order Pascal random variable
whose PMF is given by
286
n 1
n 1 k
nk
k
nk
( 0.4 ) ( 0.6 )
p Xk ( n ) =
p (1 p)
=
k 1
k 1
a.
k = 1, 2, ; n = k, k + 1,
The probability that the house where they make their first sale is the fifth house they
visit is given by
5 1
1
4
4
P [ X 1 = 5 ] = p X1 ( 5 ) =
( 0.4 ) ( 0.6 ) = ( 0.4 ) ( 0.6 ) = 0.05184
1 1
b.
Let the random variable X ( 10 ) denote the number of sets of cookie packs they sell
given that they visited 10 houses on a particular day. Then X ( 10 ) is a binomially distributed random variable with the PMF
10
x
10 x
p X ( 10 ) ( x ) = ( 0.4 ) ( 0.6 )
x
x = 0, 1, , 10
Thus, the probability that they sold exactly 6 sets of cookie packs is given by
10
6
4
6
4
P [ X ( 10 ) = 6 ] = p X ( 10 ) ( 6 ) = ( 0.4 ) ( 0.6 ) = 210 ( 0.4 ) ( 0.6 ) = 0.1115
6
c.
The probability that on a particular day the third set of cookie packs is sold at the
seventh house that the girls visit is given by
6
7 1
3
4
3
4
3
4
P [ X 3 = 7 ] = p X3 ( 7 ) =
( 0.4 ) ( 0.6 ) = ( 0.4 ) ( 0.6 ) = 15 ( 0.4 ) ( 0.6 ) = 0.1244
2
3 1
287
r 50
50
p k 1 p N
5 100
1----------5
- -------------- ---
p p
6
6
- = ---------------------------------- = 0.00011
= --------------------------------------------1 p N
5 100
1 -----------1 ---
p
6
di =
di + 1 + di 1
1 + --------------------------2
b.
i = 0, N
i = 1, 2, , N 1
Thus,
d 2 = 2d 1 d 0 2 = 2 ( d 1 1 )
d 3 = 2d 2 d 1 2 = 2 { 2 ( d 1 1 ) } d 1 2 = 3 ( d 1 2 )
d 4 = 2d 3 d 2 2 = 2 { 3 ( d 1 2 ) } 2 ( d 1 1 ) 2 = 4 ( d 1 3 )
d 5 = 2d 4 d 3 2 = 2 { 4 ( d 1 3 ) } 3 ( d 1 2 ) 2 = 5 ( d 1 4 )
288
i = 1, 2, , N 1
10.9 Given a random walk with reflecting barrier at zero such that when state 0 is reached
the process moves to state 1 with probability p 0 or stays at state 0 with probability 1 p 0 .
Let state i denote the state in which player A has a total of $i.
a. The state transition diagram of the process is as follows:
1 p0
b.
p0
1
1p
1p
1p
1p
N1
1p
The probability of player B being ruined when the process is currently in state i, r i ,
can be obtained from the following relationship:
pr i + 1 + ( 1 p )r i 1
r i = p 0 r 1 + ( 1 p 0 )r 0
i = 1, 2, , N 1
i = 0
i = N
Since Ben started with $9 and the probability that he wins a game is p = 0.6 , the
probability that he is ruined is given by
9
15
p- 1---------- p-
1----------
p p
- =
r 9 = ----------------------------------------------1---------- p- 15
1
p
b.
15
0.4
0.4
------- -------
9
15
0.6 0.6
(2 3) (2 3)
------------------------------------------------------------------------------ = 0.02378
=
15
15
0.4
1
(
2
3
)
-----1
0.6
Since Jerry started with $6 and the probability that he wins a game is q = 0.4 , the
probability that he is ruined is given by
289
15
q 1 q
1----------- ----------- q q
- =
r 6 = ----------------------------------------------1 q 15
----------1
q
15
0.6
0.6
------- -------
6
15
0.4 0.4
(3 2) (3 2)
--------------------------------------- = ------------------------------------------ = 0.97622
15
0.6 15
1 (3 2)
1 -------
0.4
= 1 r9
10.11 Let k denote the state in which Ben has a total of $k left. The total amount is N = 15 .
a. The state transition diagram of the process is given by
0.2
0.2
0.5
1
0.3
0.5
2
0.5
0.3
0.5
0.3
b.
0.2
0.2
0.3
N1
0.5
0.3
If r k denotes the probability that Ben is ruined, given that the process is currently in
state k, the expression for r k in the first game when the process is in state k is given
by
r k = 0.5r k + 1 + 0.3r k 1 + 0.2r k 0.8r k = 0.5r k + 1 + 0.3r k 1 r k = 1.25 { 0.5r k + 1 + 0.3r k 1 }
290
lim R XX ( ) = 4 = 2
Let X 1 = X ( 0 ), X 2 = X ( 1 ), X 3 = X ( 3 ), X 4 = X ( 6 ) . Then
C ij = Cov ( X i, X j ) = R XX ( i, j ) X ( i ) X ( j ) = R XX ( j i ) 4 = e
ji
Thus, the covariance matrix for the random variables X(0), X(1), X(3), X(6) is given by
1 e
1 e e
C XX = e
3 2
3
e e
1 e
e
lim R XX ( ) = 0
Let X 1 = X ( t ), X 2 = X ( t + 1 ), X 3 = X ( t + 2 ), X 4 = X ( t + 3 ) . Then
C ij = Cov ( X i, X j ) = R XX ( i, j ) X ( i ) X ( j ) = R XX ( j i )
291
C XX
4 sin ( )
---------------------
=
4 sin ( 2 )
------------------------- 2
4------------------------sin ( 3 ) 3
4 sin ( ) 4 sin ( 2 )
------------------- ---------------------
2
4 sin ( )
------------------4
4 sin ( )
---------------------4
4------------------------sin ( 2 )- 4--------------------sin ( ) 2
4 sin ( 3 )
---------------------3
4 0
4 sin ( 2 )
---------------------2
= 0 4
0 0
4 sin ( )
------------------
0 0
0
0
4
0
0
0
0
4
A =
X ( t ) dt
0
Then
a.
b.
E[ A] = E
X ( t ) dt =
E [ X ( t ) ] dt = 0
0
Since E [ A ] = 0 , 2A = E [ A 2 ] . Thus,
2
A = E [ A ] = E
X ( t ) dt
X ( u ) du =
1 1
0 0
E [ X ( t )X ( u ) ] dt du =
1 1
R XX ( u t ) dt du =
0 0
292
1 1
e
0 0
ut
dt du
t
u=t
t>u
u>t
u
Since
e
ut
( u t )
ut
e
=
e( t u )
t>u
we have that
2
A =
1 1
ut
dt du =
( u t )
dt du +
u = 0 (t = 0)
0 0
1
= 2
( u t )
dt du = 2
u = 0 (t = 0)
u 1
= 2[u + e ] = 2(1 + e
= 0.7357
( t u )
du dt
t=0 u=0
e [ e 1 ] du = 2
u=0
1 ) = 2e
[ 1 e ] du
u=0
X ( t ) dt
293
where B is a uniformly distributed random variable with values between 1 and 5 and is
independent of the random process X(t). Then
The mean of A is given by
a.
E[ A] =
E [ A B = b ]f B ( b )db =
b=1
E
b=1
X ( t ) dt f B ( b )db =
t=0
E [ X ( t ) ]f B ( b )db
b=1 t=0
= 0
b.
A = E [ A ] =
5
E [ A B = b ]f B ( b )db =
b=1
E
b=1
E [ X ( t )X ( u ) ] f B ( b ) dt du db =
b=1
(b + e
e
b
X ( t )X ( u ) dt du f B ( b )db
t=0 u=0
R XX ( t, u ) f B ( b ) dt du db
ut
f B ( b ) dt du db = 2
= 2
( t u )
f B ( b ) dt du db
2
1 ) f B ( b )db = --4
(b + e
b=1
1 b
b
1 ) db = --- ----- e b
2 2
5
1
1
1
5
= --- [ 8 + e e ]
2
= 4.1806
x0
294
P [ X > 20 ] = 1 P [ X 20 ] = e
20
= e
5 3
= 0.18887
10.17 Since cars arrive according to a Poisson process at an average rate of 12 cars per hour,
the PMF of N, the number of cars that arrive within an interval of t minutes, is given by
n t
( t ) e
p N ( n, t ) = --------------------n!
n = 0, 1, 2,
where = 12 60 = 1 5 cars/minute. Thus, the probability that one or more cars will be
waiting when the attendant comes back from a 2-minute break is given by
P [ N 1, t = 2 ] = 1 P [ N = 0, t = 2 ] = 1 p N ( 0, 2 ) = 1 e
2 5
= 0.3297
10.18 Since cars arrive according to a Poisson process at an average rate of 50 cars per hour,
the PMF of N, the number of cars that arrive over an interval of length t, is given by
n t
( t ) e
p N ( n, t ) = --------------------n!
n = 0, 1, 2,
where = 50 60 = 5 6 cars/minute. Let W denote the event that a waiting line occurs.
Then, the probability that a waiting line will occur at the station is given by
P[ W] =
N ( n,
1 ) = 1 p N ( 0, 1 ) p N ( 1, 1 ) = 1 e
= 1 ( 1 + )e
n=2
11 5 6
= 1 ------ e
= 0.2032
6
10.19 Let denote the average arrival rate of cars per minute and K the number of cars that
arrive over an interval of t minutes. Then, the PMF of K is given by
295
k t
( t ) e
p K ( k, t ) = --------------------k!
a.
k = 0, 1, 2,
Given that the probability that 3 cars will arrive at a parking lot in a 5-minute interval is 0.14, we have that
3 5
3 5
( 5 ) e
6 ( 0.14 )
125 e
3 5
= ------------------ = 0.00672
p K ( 3, 5 ) = ------------------------ = ------------------------- = 0.14 e
125
3!
6
The probability that no more than 2 cars arrive in a 10-minute interval is given by
P [ K 2, t = 10 ] = p K ( 0, 10 ) + p K ( 1, 10 ) + p K ( 2, 10 ) = e
= e
10
{ 1 + 10 + 50 } = 61e
10
10
{ 1 + 10 + 50 }
= 0.00277
10.20 Let N denote the number of telephone calls that arrive at the switching center during an
interval of length t seconds. The PMF of N is given by
n t
( t ) e
p N ( n, t ) = --------------------n!
n = 0, 1, 2,
where = 75 60 = 1.25 calls/second. The probability that more than 3 calls arrive
within a 5-second period is given by
P [ N > 3, t = 5 ] = 1 P [ N 2, t = 5 ] = 1 { p N ( 0, 5 ) + p N ( 1, 5 ) + p N ( 2, 5 ) }
= 1e
6.25
6.25
= 0.9483
10.21 Let M denote the number of claims paid in an n-week period. Then the PMF and
expected value of M are given by
296
m n
( n ) e
p M ( m, n ) = ------------------------m!
E [ M ] = n
where = 5 . Let X denote the amount paid on a policy. Since X is uniformly distributed
between $2,000.00 and $10,000.00, its mean is given by
2,000 + 10,000
E [ X ] = --------------------------------------- = 6,000
2
Thus, the expected total amount of money in dollars, E [ T ] , that the company pays out in
a 4-week period is given by
E [ T ] = E [ M ]E [ X ] = ( 5 ) ( 4 ) ( 6,000 ) = 120,000
10.22 This is an example of subdivision of a Poisson process, which is illustrated in the figure
below.
B
Buy
18
78
NB
Not Buy
If is the arrival rate of customers and B denotes the arrival rate of customers who buy
books at the bookstore, then we know that
10
B = --- = ------ = 1.25
8
8
Let K denote the number of books that the bookstore sells in one hour. Then we know
that K is a Poisson random variable with the PMF
297
k B
k 1.25
Be
( 1.25 ) e
p K ( k ) = --------------= -----------------------------k!
k!
a.
The probability that the bookstore sells no book during a particular hour is given by
P [ K = 0 ] = pK ( 0 ) = e
b.
k = 0, 1, 2,
1.25
= 0.2865
Let X denote the time between book sales. Then X is an exponentially distributed
random variable with the PDF
fX ( x ) = B e
B x
= 1.25e
1.25x
x0
10.23 Let Y denote the life of a bulb. Since Y is an exponentially distributed random variable
with rate (or mean 1 = 200 ), the failure (or burnout) rate when k bulbs are still
operational is k .
a. Since the lifetimes are exponentially distributed, when Joe comes back the lifetimes
of the bulbs start from scratch because of the forgetfulness property of the exponential distribution. Thus, the 6 bulbs will operate as a superbulb whose failure rate is
6 . Since the time until the superbulb fails is also exponentially distributed, the
11 1
200
= --- --- = --------- = 33.33 hours
expected time until the next bulb failure occurs is ----
6
6
6
b.
By the time Joe went for the break, 4 bulbs had failed. Thus, given that all 6 bulbs
were still working by the time he came back, the time between the 4th failure and the
next failure, which is the 5th failure, is the duration of the interval (or gap) entered
by random incidence. Therefore, the expected length of time from the instant the 4th
bulb failed until the instant the 5th bulb failed is given by
2
1 1
200
------ = --- --- = --------- = 66.67
6
3
3
10.24 Let X denote the time to serve a customer. Then the PDF of X is given by
298
f X ( x ) = e
= 0.25e
0.25x
x0
The time Y to serve customers B and C is the second-order Erlang random variable
whose PDF is given by
2
f Y ( y ) = ye
= 0.0625ye
0.25y
y0
The probability that customer A is still in the bank after customers B and C leave is simply the probability that X is greater than Y, which can be obtained as follows:
Y
X=Y
Y>X
X>Y
X
P[ X > Y] =
f XY ( x, y ) dy dx =
x=0 y=0
x=0 y=0
f X ( x )f Y ( y ) dy dx =
e
x=0
ye
dy dx
y=0
299
P[X > Y] =
x=0
ye
[ xe
e
= -------3
dy dx =
y=0
x=0
x=0
[ ye
y x
1 e
3
] + --- --------- dx =
2x
e
+ ----------3
2
1
--------2
2
2xe
2x
y=0
x
1
] 0 + --
e
y=0
dy dx
e x e 2x xe 2x
- ----------- --------------- dx
-------2
2
x = 0
1
1 1
3 1
dx = ----3- --------3 --------2 ------
2 2 2
1 1 1
= 1 --- --- = --2 4 4
Note that another way to solve the problem is to use the forgetfulness property of the
exponential distribution as follows. Let X A denote the time to serve A, X B the time to
serve B, and X C the time to serve C. Let the mean time to serve customer A be 1 A , the
mean time to serve customer B be 1 B , and the mean time to serve customer C be
1 C , where A = B = C = 1 4 . The probability that B leaves before A is given by
B
P [ X A > X B ] = ----------------A + B
Thus, the probability that customer A is still in the bank after the other two customers
leave is given by
P [ X B + X C < X A ] = P [ X A > X B ]P [ X A > X C X A > X B ] = P [ X A > X B ]P [ X A > X C ]
B C
1 1
1
= ------------------ ------------------ = --- --- = --
2
2
4
B A
C
A
300
10.25 Since the times between component failures are exponentially distributed, the number N
of failures within an interval of length t is a Poisson random variable with rate , where
1 = 4 60 = 240 seconds or = 1 240 . Thus, the PMF of N is given by
n t
( t ) e
p N ( n, t ) = --------------------n!
n = 0, 1, 2,
Therefore, the probability that at least one component failure occurs within a 30-minute
period is given by
P[N 1] = 1 P[N = 0] = 1 e
30
= 1e
30 240
= 1e
0.125
= 0.1175
10.26 Let T denote the interval between student arrival times at the professors office. Then the
PDF of T is given by
f T ( t ) = e
t0
where = 4 students/hour. Let X denote the time that elapses from the instant one session ends until the time the next session begins.
a.
Given that a tutorial has just ended and there are no students currently waiting for the
professor, the mean time until another tutorial can start in hours is given by the mean
time until 3 students arrive, which is the following:
3
3
E [ X ] = E [ T 1 + T 2 + T 3 ] = 3E [ T ] = --- = --
4
That is, the mean time between the two sessions is 3 4 hours or 45 minutes.
b.
Given that one student was waiting when the tutorial ended, the probability that the
next tutorial does not start within the first 2 hours is the probability that the time until
the second of two other students arrives is greater than 2 hours measured from the
time the last session ended, which is the probability that a second-order random variable X 2 with parameter is greater than 2 hours. That is,
301
P [ X2 > 2 ] = 1 P [ X2 1 ] =
k=0
k 2
2
2
2
8
( 2 ) e
----------------------- = e + 2e
= ( 1 + 2 )e
= 9e = 0.0030
k!
10.27 This is an example of subdivision of a Poisson process. If M is the arrival rate of male
customers and W is the arrival rate of female customers, we can represent the process as
shown below.
M
Man
1p
W
Woman
Let N M denote the number of men who arrive in an interval of length 2 hours, and let
N W denote the number of women who arrive in an interval of length 2 hours. Since both
N M and N W are Poisson random variables with rates M = p and W = ( 1 p ) , respectively, where = 6 , we have that
8
2
E [ N M ] = 2 M = 2p ( 6 ) = 12p = 8 p = ------ = --12
3
Thus, the average number of women who arrived over the same period is given by
1
E [ N W ] = 2 W = 2 ( 1 p ) ( 6 ) = 12 ( 1 p ) = 12 --- = 4
3
10.28 Let X denote the time until a bulb from set A fails and Y the time until a bulb from set B
fails. Then the PDFs and expected values of X and Y are given by
302
fX ( x ) = A e
A x
,x0
1
E [ X ] = ------ = 200
A
fY ( y ) = B e
B y
,y0
1
E [ Y ] = ------ = 400
B
Let p A denote the probability that a bulb from set A fails before a bulb from set B. Then
we have that
A
( 1 200 )
2
- = ------------------------------------------------ = --p A = ----------------A + B
( 1 200 ) + ( 1 400 )
3
Thus, the probability p B that a bulb from set B fails before a bulb from set A is given by
1
p B = 1 p A = --3
a.
Let K denote the number of set B bulbs that fail out of the 8 bulbs. Then K has a
binomial distribution whose PMF is given by
8 1 k 2 8k
8 k
8k
pK ( k ) = pB ( 1 pB )
= --- ---
k 3 3
k
k = 0, 1, , 8
Thus, the probability that exactly 5 of those 8 bulbs are from set B is given by
8 1 5 2 3
P [ K = 5 ] = p K ( 5 ) = --- --- = 0.0683
5 3 3
b.
Since the two-bulb arrangement constitutes a competing Poisson process, the composite failure rate is = A + B . The time V until a bulb fails is exponentially distributed with the PDF and CDF
303
f V ( v ) = e
FV ( v ) = 1 e
,v0
Thus, the probability that no bulb will fail in the first 100 hours is given by
100
= e
1
1
100 --------- + ---------
200 400
= e
3 4
= 0.4724
1
1
3
--------- + --------200 400
10.29 Let X be a random variable that denotes the times between plane arrivals. Since the
number of planes arriving within any time interval is a Poisson random variable with a
mean rate of = 2 planes/hour, the PDF of X is given by
f X ( x ) = e
x0
where E [ X ] = 1 2 hours or 30 minutes. Given that Vanessa arrived at the airport and
had to wait to catch the next flight.
a.
b.
Due to the forgetfulness property of the exponential distribution, the mean time
between the instant Vanessa arrived at the airport until the time the next plane
arrived is the same as E [ X ] = 30 minutes.
The time T between the arrival time of the last plane that took off from the Manchester airport before Vanessa arrived and the arrival time of the plane that she boarded is
the gap Vanessa entered by random incidence. Thus, E [ T ] = 2E [ X ] = 1 hour.
10.30We are given three lightbulbs that have independent and identically distributed lifetimes
T with PDF f T ( t ) = e t, t 0 . Bob has a pet that requires the light in his apartment to be
always on, which prompts Bob to keep three lightbulbs on with the hope that at least one
bulb will be operational when he is not at the apartment.
304
a.
b.
Probabilistically speaking, given that Bob is about to leave the apartment and all
three bulbs are working fine, Bob gains nothing by replacing all three bulbs with
new ones before he leaves because the time until any one of the 3 bulbs fails is statistically identical to the time to failure of a new bulb. This is the result of the forgetfulness property of the exponential distribution.
The 3 bulbs behave as a single system with a failure rate X = 3 . Thus, the time X
until the first bulb fails is exponentially distributed with the PDF
fX ( x ) = X e
c.
X x
= 3e
3x
x0
Given that Bob is going away for an indefinite period of time and all three bulbs are
working fine before he leaves, the random variable Y, which denotes the time until
the third bulb failure after he leaves, can be obtained as follows. Let X 1 denote the
time that elapses from the instant Bob leaves until the first bulb fails, X 2 the time
between the first bulb failure and the second bulb failure, and X 3 the time between
the second bulb failure and the third bulb failure. Then, X 1 is exponentially distributed with parameter 3 , X 2 is exponentially distributed with parameter 2 , and X 3 is
exponentially distributed with parameter . That is, the PDFs of X 1 , X 2 , and X 3 are
given, respectively, by
f X 1 ( x ) = 3e
3x
x0
f X 2 ( x ) = 2e
2x
x0
f X 3 ( x ) = e
x0
d.
305
1
1 1
11
E [ Y ] = E [ X 1 ] + E [ X 2 ] + E [ X 3 ] = ------ + ------ + --- = -----3 2
6
10.31Let X denote the lifetime of the 60-watt bulb and Y the lifetime of the 100-watt bulb.
Then the PDFs of X and Y are given by
f X ( x ) = e
f Y ( y ) = e
1
1
E [ X ] = --- = 60 = -----
60
1
1
E [ Y ] = --- = 100 = --------
100
a.
The probability that the 60-watt bulb fails before the 100-watt bulb is given by
( 1 60 )
5
b.
The time until the first of the two bulbs fails is T = min ( X, Y ) . Thus, the mean value
of T is
1
1
600
75
E [ T ] = ------------- = --------------------------------------------- = --------- = ------ = 37.5
+
( 1 60 ) + ( 1 100 )
16
2
c.
Due to the forgetfulness property of the exponential distribution, given that the 60watt bulb has not failed after 300 hours, the probability that it will last at least
another 100 hours is given by
P [ X 100 ] = e
100
= e
100 60
= e
5 3
= 0.18887
10.32The lifetime X of each motor has the PDF f X ( x ) = e x, x 0, > 0 , and the lifetimes of
the motors are independent. If the machine can operate properly when at least 3 of the 5
motors are functioning, then it fails when the 3rd motor fails.
306
10.33Let X denote the time until a PC fails. Then the PDF of X is given by
f X ( x ) = e
x0
y0
where E [ Y ] = 1 = 3 = 1 3 . Given that Alice has two identical personal computers and she uses one PC at a time and the other is a backup that is used when one fails.
The probability that she is idle because neither PC is operational is the probability that
the time to repair a failed PC is greater than the time until the other PC fails. Thus, if A is
the event that Alice is idle, we have that
( 1 50 )
3
P [ A ] = P [ X < Y ] = ------------- = --------------------------------------- = ------ = 0.0566
+
( 1 50 ) + ( 1 3 )
53
10.34Let the random variable X denote the times between arrivals of cars from the northbound
section of the intersection. Then the PDF of X is given by
fX ( x ) = N e
N x
x0
307
Similarly, let the random variable Y denote the times between arrivals of cars from the
eastbound section. Then the PDF of Y is given by
fY ( y ) = E e
a.
E y
y0
Given that there is currently no car at the intersection, the probability that a northbound car arrives before an eastbound car is given by the probability that X is
smaller than Y, which is
N
P [ X < Y ] = -----------------N + E
b.
Given that there is currently no car at the intersection, the event that the fourth northbound car arrives before the second eastbound car can occur as follows:
1. The first 4 arrivals are northbound cars. The probability of this event is the probability that there are 4 successes in 4 Bernoulli trials, where the probability of
success is p = N ( N + E ). Thus, the event is defined by a binomial random
variable with 4 successes and no failure.
2. There are 3 successes in the first 4 Bernoulli trials and the 5th trial results in a
success. Thus, this event is defined by the 4th-order Pascal random variable in
which the 4th success occurs in the 5th trial.
Since these two events are mutually exclusive, the probability q that the fourth
northbound car arrives before the second eastbound car is given by
5 1 4
4 4
4 4
0
1
4
4
4
p ( 1 p ) = p + p ( 1 p ) = 4p ( 1 p ) + p
q = p (1 p) +
4 1
3
4
4
N
E
4
= p { 4 ( 1 p ) + 1 } = ------------------ 4 ------------------ + 1
N + E N + E
10.35This is an example of subdivision of a Poisson process. Let R denote the arrival rate of
cars that bear right and let L denote the arrival rate of cars that bear left. Now,
308
L
= 8
R
a.
Bear Left
0.4
0.6
Bear Right
Let R denote the number of cars that bear right in an interval of length t. Since R is a
Poisson random variable, its PMF is given by
r t
r 4.8t
( R t ) e R
( 4.8t ) e
p R ( r, t ) = -------------------------- = ---------------------------r!
r!
r = 0, 1,
The probability that at least four cars bear right at the fork in 3 minutes is given by
P [ R 4, t = 3 ] = 1 P [ R < 4, t = 3 ] = 1 { p R ( 0, 3 ) + p R ( 1, 3 ) + p R ( 2, 3 ) + p R ( 3, 3 ) }
= 1e
b.
2
3
14.4 14.4
----------------------1
14.4
+
+
+
= 0.9996
2
6
14.4
Since R and L are independent Poisson random variables, the probability that 2 cars
bear left at the fork in 3 minutes, given that 3 cars bear right at the fork in 3 minutes,
is simply the probability that 2 cars bear left in 3 minutes, which is given by
2 3
2 9.6
( 3 L ) e L
9.6 ) e - = (-----------------------P [ L = 2, t = 3 R = 3, t = 3 ] = P [ L = 2, t = 3 ] = --------------------------= 0.00312
2!
2
c.
Given that 10 cars arrive at the fork in three minutes, the probability that 4 of the
cars bear right at the fork is given by the binomial distribution
309
R 4 L 6
10 4.8 4 3.2 6
10
10
- ------------------ = ------- ------- = ( 0.6 ) 4 ( 0.4 ) 6
P [ ( R = 4, t = 3 ), ( L = 6, t = 3 ) ] = ---------------- 4 8 8
4
4 R + L R + L
= 0.1115
P =
x 1 3 1 3 1 3
1 10 x 1 5 2 5 =
x
x
x
1
3 5 2 5 x
x
0
1 3 1 3
1 10 3 10 1 5
0
0
0
3 5 2 5 0
1 3
2 5
1
0
10.37 We are given the Markov chain with the following transition probability matrix
1 2
1 2
1 4
0
P =
0
1 2
0
1 2
0
0
1 2
1 4
1 2
0
1 4
1 4
1--4
1--2
1--2
1--2
1--4
1--2
1--4
1--4
10.38 We are given a Markov chain with the following state-transition diagram.
310
1
1
1
--3
1
--3
a.
c.
1
--3
1
--2
1
--2
b.
1
0
0
0
0
0
0
1
0
0
0
0
0
0
0
13
0
0
0
0
0
13
0
12
0
0
0
0
1
12
Recurrent states: { 1, 2, 3, 5, 6 }
The only transient state is { 4 }
10.39 We are given the Markov chain with the following state-transition diagram.
311
1--4
1--2
6
1--3
2
5
1--6
1
--3
1--4
1--2
1--6
1--4
--1-
3
1--2
1--3
1--2
1
--4
1--3
1--3
2--3
2--3
1--4
a.
Transient states: { 1, 2, 3, 4 }
Recurrent states: { 5, 6, 7, 8, 9 }
Periodic states: None
b.
c.
312
1--4
1--2
3--4
3
--4
13
14
0
0
P =
0
0
0
0
0
d.
16
14
14
0
0
0
0
0
0
16
12
0
12
0
0
0
0
0
13
0
14
12
0
0
0
0
0
0
0
16
0
0
13
14
0
0
0
0
0
0
12
0
34
0
0
0
0
0
0
12
23
0
0
0
0
0
13
0
0
0
0
13
14
0
0
0
0
0
0
0
23
34
Given that the process starts in state 1, let A denote the event that the process
leaves the transient states { 1, 2, 3, 4 }. Given event A, the probability that the process
enters the the chain { 8, 9 } is given by
13
2
P [ 1 8 A ] = -------------------------- = --13+16
3
After entering the chain { 8, 9 } the limiting probability that it is in state 8 can be
obtained as follows. Given that the process is in chain {8, 9}, let k denote the
limiting-state probability that the process is in state k, k = 8, 9 .
2
1
1
1
8
8 = --- 8 + --- 9 --- 8 = --- 9 9 = --- 8
3
4
3
4
3
8
11
3
1 = 8 + 9 = 8 1 + --- ------ 8 = 1 8 = -----
3
3
11
Thus, given that the process starts in state 1, the probability that it is in state 8 after
an infinitely large number of transitions is the probability that it enters the chain
{ 8, 9 } multiplied by the limiting state probability of its being in state 8 once it
enters that chain. That is, this probability exists and is equal to
2 3
2
--- ------ = -----3 11
11
313
1
2--3
1--4
1----10
1
--3
1--6
9----10
7----12
we have that
a.
b.
Since the process is an irreducible and aperiodic Markov chain, the limiting-state
probabilities exist and can be obtained as follows. Let k denote the limiting-state
probability that the process is in state k, k = 1, 2, 3 .
1
1 = --- 3 3 = 4 1
4
9
1
1
1
1
4
10
2 = --- 1 + ------ 2 + --- 3 ------ = --- 1 + --- 1 = 1 2 = ------ 1
10 2
3
3
10
6
6
9
55
9
10
1 = 1 + 2 + 3 = 1 + ------ 1 + 4 1 = -----------1 1 = -----55
9
9
9
1 = -----55
10 9
2
2 = ------ ------ = -----9 55
11
9
36
3 = 4 ------ = ----- 55
55
c.
314
Given that the process is currently in state 1, the probability P[A] that it will be in
state 3 at least once during the next two transitions is given by
P[ A] = P[(1 3 2 ) ( 1 3 3) ( 1 2 3) ]
= P[1 3 2 ] + P[1 3 3] + P[ 1 2 3]
3
4
2 1
2 7
1 9
1 7
= --- --- + --- ------ + --- ------ = --- + ------ + ------ = -- 3 6 3 12 3 10 9 18 10 5
--1-
2--3
--4-
1
3
a.
b.
c.
315
d.
Assuming that the process begins in state 4, let X denote the number of trials up to
and including the trial in which the process enters state 2 for the first time. Then X
is a geometrically distributed random variable with success probability p = 1 5
and PMF
pX ( x ) = p ( 1 p )
x1
1 4 x1
= --- ---
5 5
x = 1, 2,
When the process leaves state 2, it takes exactly 2 trials to enter state 1. Given that
it has just entered state 1, let Y denote the number of trials up to and including that
in which it enters state 2. Then Y is a geometrically distributed random variable
with success probability q = 2 3 and PMF
pY ( y ) = q ( 1 q )
y1
2 1 y1
= --- ---
3 3
y = 1, 2,
Thus, K, the number of trials up to and including the trial in which the process
enters state 2 for the second time, is given by K = X + 2 + Y . Since X and Y are
independent random variables, we have that the z-transform of K is given by
K
GK ( z ) = E [ z ] = E [ z
X+2+Y
] = E [ z ]E [ z ]E [ z ] = z G X ( z )G Y ( z )
4
2z
2 z ( 1 5 ) z ( 2 3 )
= z ----------------- ----------------- = ----------------------------------- 1 4--- z 1 1--- z ( 5 4z ) ( 3 z )
5
3
316
1
1 = 2 = 3 = --3
0.3
0.2
0.4
0.3
0.3
3
0.7
b.
Given that the process is currently in state 1, the probability that it will be in state 2
at the end of the third transition, p 12 ( 3 ) , can be obtained as follows:
p 12 ( 3 ) = P [ 1 1 1 2 ] + P [ 1 1 2 2 ] + P [ 1 1 3 2 ] + P [ 1 3 2 2 ] +
P[1 3 3 2] + P[1 2 3 2] + P[ 1 2 2 2] + P[1 2 1 2 ]
2
= ( 0.6 ) ( 0.2 ) + ( 0.6 ) ( 0.2 ) ( 0.4 ) + ( 0.6 ) ( 0.2 ) ( 0.3 ) + ( 0.2 ) ( 0.7 ) ( 0.3 ) + ( 0.2 ) ( 0.3 ) ( 0.4 ) +
2
Another way to obtain p 12 ( 3 ) is that it is the entry on row 1 and column 2 of the
matrix P 3 , which is given by
317
c.
Given that the process is currently in state 1, the probability f 13 ( 4 ) that the first
time it enters state 3 is the fourth transition is given by
f 13 ( 4 ) = P [ 1 1 1 1 3 ] + P [ 1 1 1 2 3 ] + P [ 1 1 2 2 3 ] +
P[1 1 2 1 3] + P[ 1 2 1 1 3] + P[1 2 2 1 3 ] +
P[1 2 1 2 3] + P[ 1 2 2 2 3]
3
= ( 0.6 ) ( 0.2 ) + ( 0.6 ) ( 0.2 ) ( 0.3 ) + ( 0.6 ) ( 0.2 ) ( 0.4 ) ( 0.3 ) + ( 0.6 ) ( 0.2 ) ( 0.3 ) ( 0.2 ) +
2
( 0.2 ) ( 0.3 ) ( 0.6 ) ( 0.2 ) + ( 0.2 ) ( 0.4 ) ( 0.3 ) ( 0.2 ) + ( 0.2 ) ( 0.3 ) ( 0.2 ) ( 0.3 ) + ( 0.2 ) ( 0.4 ) ( 0.3 )
= 0.1116
10.44 The process operates as follows. Given that a person is raised in state 1, he will enter
state 1 with probability 0.45, state 2 with probability 0.48, and state 3 with probability
0.07. Given that a person is in state 2, he will enter state 1 with probability 0.05, state
2 with probability 0.70, and state 3 with probability 0.25. Finally, given that a person
is in state 3, he will enter state 1 with probability 0.01, state 2 with probability 0.50,
and state 3 with probability 0.49.
a.
The state-transition diagram of the process is given by the following:
0.48
0.45
0.05
0.07
0.01
0.70
0.25
0.50
0.49
318
b.
c.
The limiting-state probabilities can be obtained as follows. Let k denote the limiting-state probability that the process is in state k, k = 1, 2, 3 .
1 = 0.45 1 + 0.05 2 + 0.01 3 0.55 1 = 0.05 2 + 0.01 3
2 = 0.48 1 + 0.70 2 + 0.50 3 48 1 = 0.30 2 50 3
1 = 1 + 2 + 3
This result can be interpreted as follows to the layperson. On the long run, 5.7% of
the population will be in the upper class, 55.5% of the population will be in the
middle class, and 38.8% of the population will be in the lower class.
10.45 The model is equivalent to the following. Given that the process is in state 1, it will
enter state 1 with probability 0.3, state 2 with probability 0.2, and state 3 with
probability 0.5. Similarly, given that the process is in state 2, it will enter state 1 with
probability 0.1, state 2 with probability 0.8, and state 3 with probability 0.1. Finally,
given that the process is in state 3, it will enter state 1 with probability 0.4, state 2 with
probability 0.4, and state 3 with probability 0.2.
a.
The state-transition diagram for the process is as follows:
319
0.2
0.3
0.1
0.5
0.8
0.1
0.4
0.4
0.2
b.
c.
The limiting-state probabilities can be obtained as follows. Let k denote the limiting-state probability that the process is in state k, k = 1, 2, 3 .
0.1 2 + 0.4 3 2 + 4 3
- = ------------------- 1 = 0.3 1 + 0.1 2 + 0.4 3 1 = -------------------------------0.7
7
0.2 2 0.4 3
= 2 2 3
2 = 0.2 1 + 0.8 2 + 0.4 3 1 = -------------------------------0.2
1 = 1 + 2 + 3
320
Given that the taxi driver is currently in town 2 and is waiting to pick up his first
customer for the day, the probability that the first time he picks up a passenger to
town 2 is when he picks up his third passenger for the day is f 22 ( 3 ) , which is given
by
f 22 ( 3 ) = P [ 2 1 1 2 ] + P [ 2 1 3 2 ] + P [ 2 3 3 2 ] + P [ 2 3 1 2 ]
= ( 0.1 ) ( 0.3 ) ( 0.2 ) + ( 0.1 ) ( 0.5 ) ( 0.4 ) + ( 0.1 ) ( 0.2 ) ( 0.4 ) + ( 0.1 ) ( 0.4 ) ( 0.2 )
= 0.042
e.
Given that he is currently in town 2, the probability that his third passenger from
now will be going to town 1 is p21 ( 3 ) , which is given by
p 21 ( 3 ) = P [ 2 2 2 1 ] + P [ 2 2 1 1 ] + P [ 2 2 3 1 ] + P [ 2 1 3 1 ] +
P[2 1 1 1 ] + P[2 3 2 1] + P[ 2 3 3 1] + P[ 2 3 1 1] +
P[2 1 2 1]
2
= ( 0.8 ) ( 0.1 ) + ( 0.8 ) ( 0.1 ) ( 0.3 ) + ( 0.8 ) ( 0.1 ) ( 0.4 ) + ( 0.1 ) ( 0.5 ) ( 0.4 ) + ( 0.1 ) ( 0.3 ) +
( 0.1 ) ( 0.4 ) ( 0.1 ) + ( 0.1 ) ( 0.2 ) ( 0.4 ) + ( 0.1 ) ( 0.4 ) ( 0.3 ) + ( 0.1 ) ( 0.2 ) ( 0.1 )
= 0.175
Note that p21 ( 3 ) can also be obtained from the entry in the first column of the
second row of the matrix P 3 as follows:
0.3 0.2 0.5
3
P = 0.1 0.8 0.1
0.4 0.4 0.2
10.46 New England fall weather can be classified as sunny (state 1), cloudy (state 2), or
rainy (state 3). The transition probabilities are as follows: Given that it is sunny on any
given day, then on the following day it will be sunny again with probability 0.5,
cloudy with probability 0.3, and rainy with probability 0.2. Given that it is cloudy on
any given day, then on the following day it will be sunny with probability 0.4, cloudy
again with probability 0.3, and rainy with probability 0.3. Finally, given that it is rainy
on any given day, then on the following day it will be sunny with probability 0.2,
cloudy with probability 0.5, and rainy again with probability 0.3.
a. Thus, the state-transition diagram of New England fall weather is given by
321
0.3
0.5
0.4
0.2
0.3
0.3
0.2
0.5
3
0.3
b.
c.
Given that it is sunny today (i.e., in state 1), the probability that it will be sunny
four days from now is p 11 ( 4 ) , which is obtained from the entry in the first row and
first column of the matrix P 4 , where
0.3873 0.3518 0.2609
4
P = 0.3862 0.3524 0.2614
0.3852 0.3528 0.2620
322
34
1 = ------ = 0.3863
88
31
2 = ------ = 0.3523
88
23
3 = ------ = 0.2614
88
10.47 Let state k denote the event that the student currently has a total of $k, k = 0, 1, , 6 .
a.
The state-transition diagram of the process is given by
p
0
1p
1p
b.
p
3
1p
p
4
1p
1p
We know that the ruin probability r k for a player that starts with $k is given by
[ ( 1 p ) p ]k [ ( 1 p ) p ]N
-------------------------------------------------------------------N
1 [(1 p) p]
rk =
N k
---------- N
1
p --2
1
p = --2
1 [(1 p) p]
r3 =
1
-2
c.
1
p --2
1
p = --2
The probability that he stops after he has doubled his original amount is the probability that he is not ruined, which is given by
323
r6 = 1 r3
2
1
b.
Let pk denote the limiting state probability that the process is in state k, k = 0, 1, 2 .
Then the fraction of time that both machines are down, p 0 , can be found by using
local balance equations as follows:
1
2p 2 = p 1 p 2 = ------ p 1 = ------ p 1
2
2
1
1
p 1 = p 0 p 1 = --- p 0 = --- p 0 p 2 = --------2 p 0
1
1
1 = p 0 + p 1 + p 2 = p 0 1 + --- + --------2
1
2
p 0 = ---------------------------- = ------------------------------21
1
1 + 2 + 2
1 + --- + --------2
2
where = .
10.49 Let the state k denote the number of chairs that are occupied by customers, including
the chair that the customer who is currently receiving a haircut is sitting on. Thus, k
has the values k = 0, 1, , 6 .
324
a.
b.
Let p k denote the limiting-state probability that the process is in state k, and let the
parameter = . Then from local balance we obtain the following results:
p 0 = p 1 p 1 = --- p 0 = p 0
2
p 1 = p 2 p 2 = --- p 1 = p 0
k=0
pk = p0
k=0
p0 ( 1 )
1
k
- = 1 p 0 = -------------7 = -----------------------1
1
Thus, the probability that there are three waiting customers in the shop is the probability that the process is in state k = 4 , which is given by
4
(1 )
4
p 4 = p 0 = ---------------------7
1
c.
The probability that an arriving customer leaves without receiving a haircut is the
probability that there is no available chair when the customer arrives, which is the
probability that the process is in state k = 6 , which is given by
6
(1 )
6
p 6 = p 0 = ---------------------7
1
325
d.
The probability that an arriving customer does not have to wait is the probability
that the customer found the place empty, which is the probability that the process
is in state k = 0 and is given by
1
p 0 = -------------71
10.50 Let the state of the process be denoted by the pair ( a, b ) , where a = 1 if machine A is
up and a = 0 otherwise, and b = 1 if machine B is up and b = 0 otherwise. Also, let
the state ( 0A, 0 ) be the state in which both machines are down but machine A failed
first and was being repaired when machine B failed. Similarly, let the state ( 0, 0 B ) be
the state in which both machines are down but machine B failed first and was being
repaired when machine A failed.
a.
The state-transition-rate diagram of the process is given by
A
0,1
B
B
b.
326
0 A, 0
A
1,1
B
1,0
0, 0 B
p 1, 1 A = A p 0, 1 p 0, 1 = -----A- p 1, 1 = A p 1, 1
A
p 1, 1 B = B p 1, 0 p 1, 0 = -----B- p 1, 0 = B p 1, 1
B
p 1, 0 A = B p 0, 0 B p 0, 0 B = -----A- p 1, 0 = -----A- B p 1, 1
B
B
A B
1
p 1, 1 = ------------------------------------------------------------------ = -------------------------------------------------------------------------------------------A B B A
1 + B A + A B + A B B + B A A
1 + A + B + ------------ + -----------A
B
p 0 A, 0 + p 0, 0 B
A B A B
A B { A + B }
- + ----------- = p 1, 1 -------------------------------------
= p 1, 1 -----B- A + -----A- B = p 1, 1 ----------2
2
2 2
B
B
A B
A
A B { A + B }
= --------------------------------------------------------------------------------------------------------------A B { 1 + B A + A B + A B B + B A A }
c.
The probability that PC A is the first to fail given that both PCs have failed is the
probability that the process is in state ( 0, 0 A ) given that both machines have failed
and is given by
A B
----------------B- A p 1, 1
2
2
p 0 A, 0
A
A
B
----------------------------- = ---------------------------------------------------- = ------------------------------= -----------------2
2
p 0 A, 0 + p 0, 0B
A B A B
A + B
-----B- A p 1, 1 + -----A- B p 1, 1
--------------------+
2
2
A
B
A
B
327
d.
The probability that both PCs are up is the probability that the process is in state
( 1, 1 ) and is given by
A B
p 1, 1 = ------------------------------------------------------------------------------------------1 + B A + A B + A B B + B A A
10.51 Let state k denote the number of lightbulbs that have not failed.
a.
The state-transition-rate diagram of the process is given by
b.
Let pk denote the limiting-state probability that the process is in state k. Then from
global balance we obtain
3
3p 3 = p 0 p 0 = ------ p 3
3
3p 3 = 2p 2 p 2 = --- p 3
2
2p 2 = p 1 p 1 = 2p 2 = 3p 3
3
1 = p 3 + p 2 + p 1 + p 0 = p 3 1 + 1.5 + 3 + ------ = p 3 { 5.5 + 3 }
1
p 3 = -------------------5.5 + 3
328
3
1
b.
The fraction of time that the switchboard is blocked is the limiting-state probability that the process is in state 2, which can be obtained as follows. Let p k denote
the limiting-state probability that the process is in state k. If we define = ,
then from local balance we have that
4
4p 0 = p 1 p 1 = ------ p 0 = 4p 0
3
2
3p 1 = 2p 2 p 2 = ------ p 1 = 6 p 0
2
1
2
1 = p 0 + p 1 + p 2 = p 0 { 1 + 4 + 6 } p 0 = ------------------------------21 + 4 + 6
6
2
p 2 = 6 p 0 = ------------------------------21 + 4 + 6
10.53 Let k denote the number of customers at the service facility, where k = 0, 1, , 6 .
a.
The state-transition-rate diagram of the process is given by
b.
329
p 0 = p 1 p 1 = --- p 0 = p 0
2
p 1 = p 2 p 2 = --- p 2 = p 0
p 2 = 2p 3 p 3 = ------ p 2 = ----- p 0
2
2
4
p 3 = 2p 4 p 4 = ------ p 3 = ----- p 0
2
4
5
p 4 = 2p 5 p 5 = ------ p 4 = ----- p 0
2
8
6
p 5 = 2p 6 p 6 = ------ p 5 = ------ p 0
2
16
1 =
k=0
3
4
5
6
2
p k = p 0 1 + + + ----- + ----- + ----- + ------
2
4
8 16
1
16
- = --------------------------------------------------------------------------------------------p 0 = ------------------------------------------------------------------------3
4
5
6
2
3
4
5
6
16 ( 1 + + ) + 8 + 4 + 2 +
2
1 + + + ----- + ----- + ----- + -----2
4
8 16
Thus, the probability q that both attendants are busy attending to customers is 1
minus the probability that at least one attendant is idle, which is given by
2
1++
16 ( 1 + + )
- = --------------------------------------------------------------------------------------------q = 1 { p 0 + p 1 + p 2 } = 1 ------------------------------------------------------------------------3
4
5
6
2
3
4
5
6
16 ( 1 + + ) + 8 + 4 + 2 +
2
1 + + + ----- + ----- + ----- + -----2
4
8 16
c.
The probability that neither attendant is busy is given by p 0 , which is given above.
10.54 Let k denote the number of taxis waiting at the station, where k = 0, 1, 2, 3 .
a.
The state-transition-rate diagram of the process is given as follows:
330
b.
p 3 = p 2 p 2 = --- p 3 = p 3
p 2 = 2p 1 p 1 = ------ p 2 = ----- p 3
2
2
3
p 1 = 3p 0 p 0 = ------ p 1 = ----- p 3
3
6
1 = p 3 + p 2 + p 1 + p 0 = p 3 1 + + ----- + -----
2
6
1
6
- = -----------------------------------------p 3 = -----------------------------------2
3
2
3
6 + 6 + 3 +
1 + + ----- + ----2
6
Thus, the probability that an arriving customer sees exactly one taxi at the station
is the limiting-state probability that the process is in state 1, which is given by
2
( 2 )6
3
- = ------------------------------------------p 1 = ----- p 3 = -----------------------------------------2
3
2
3
2
6 + 6 + 3 +
6 + 6 + 3 +
c.
The probability that an arriving customer goes to another taxicab company is the
probability that the process is in state 0, which is given by
3
( 6 )6
331
b.
b k = kp
k = 1, 2,
d k = k ( 1 p )
k = 1, 2,
(1 p)
p
2
2 ( 1 p )
332
2p
3p
3
4p
4
3 ( 1 p ) 4 ( 1 p ) 5 ( 1 p )
...
Introduction to Statistics
Chapter 11
9+7+1+4+6
27
- = ------ = 5.4
The sample mean is X = ---------------------------------------
b.
1
2
S = --5
(X
1
2
2
2
2
2
2
5.4 ) = --- { ( 9 5.4 ) + ( 7 5.4 ) + ( 1 5.4 ) + ( 4 5.4 ) + ( 6 5.4 ) }
5
k=1
1
1
2
2
2
2
2
= --- { ( 3.6 ) + ( 1.6 ) + ( 4.4 ) + ( 1.4 ) + ( 0.6 ) } = --- { 12.96 + 2.56 + 19.36 + 1.96 + 0.36 }
5
5
37.20
= ------------- = 7.44
5
c.
11.2
X = 144
X = 70
it is desired to estimate the mean by sampling a subset of the scores, without replacement.
a.
The standard deviation of the sample mean when only 10 scores are used can be
obtained as follows:
2
50 10
144 40
576
2
X = -----X- ------------------ = --------- ------ = --------- X =
10 50 1
10 49
49
24
576
--------- = ------ = 3.428
7
49
333
Introduction to Statistics
b.
X =
Let n be the sample size required for the standard deviation of the sample mean to
be 1% of the true mean. Then we have that
144 50 n
1
144 50 n
--------- --------------- = 70 --------- = 0.7 --------- --------------- = 0.49 144 ( 50 n ) = 0.49 ( 49n ) = 24.01n
100
n 49
n 49
144 50
7200
n = ---------------------------- = ---------------- = 42.85 43
144 + 24.01
168.01
11.3
The true mean and true variance are given, respectively, by X = 24, 2X = 324 . If a
random sample of size 81 is taken from a population, the sample standard deviation
mean and sample mean are given by
2
X =
-----X- =
n
324
--------- =
81
4 = 2
X = X = 24
Using the central limit theorem, the probability that the sample mean lies between 23.9
and 24.2 is given by
24.2 X
23.9 X
P [ 23.9 < X < 24.2 ] = F X ( 24.2 ) F X ( 23.9 ) = -------------------- --------------------
2
2
24.2 24
23.9 24
= ---------------------- ---------------------- = ( 0.1 ) ( 0.05 ) = ( 0.1 ) { 1 ( 0.05 ) }
2
2
= ( 0.1 ) + ( 0.05 ) 1 = 0.5398 + 0.5199 1 = 0.0597
11.4
A random number generator produces three-digit random numbers that are uniformly
distributed between 0.000 and 0.999. Thus, the true mean and true variance are
0.000 + 0.999
X = --------------------------------- = 0.4995
2
2
( 0.999 0.000 )
0.999
2
X = ---------------------------------------- = --------------12
12
334
a.
If the generator produces the sequence of numbers 0.276, 0.123, 0.072, 0.324,
0.815, 0.312, 0.432, 0.283, 0.717, the sample mean is given by
1
X = --- { 0.276 + 0.123 + 0.072 + 0.324 + 0.815 + 0.312 + 0.432 + 0.283 + 0.717 } = 0.3727
9
b.
When we have a sample size of n, the variance of the sample mean of numbers
produced by the random number generator is given by
2
2
X
0.999
0.0832
2
X = ------ = --------------- = ---------------n
12n
n
c.
Let n be the sample size required to obtain a sample mean whose standard deviation is no greater than 0.01. Then we have that
X =
2
0.999
0.999
--------------- 0.01 --------------- 0.0001
12n
12n
2
0.999
n --------------------------- = 831.67 832
12 ( 0.0001 )
11.5
where v = n 1 is the number of degrees of freedom and n is the sample size. When
t = 2 , we obtain
v+1
------------
2
4 ( v + 1 ) 2
f T ( 2 ) = ----------------------- 1 + ---
v
v
v ---
2
335
Introduction to Statistics
a.
fT ( 2 )
v=6
6+1
------------
2
4 ( 6 + 1 ) 2
( 3.5 ) 5 3.5
( 2.5 ) ( 1.5 ) ( 0.5 ) 5 3.5
= ----------------------- 1 + ---
= ----------------------- ---
= --------------------------------------------- ---
3
6
6
6 ( 3 ) 3
2! 6
6 ---
2
( 2.5 ) ( 1.5 ) ( 0.5 ) 5 3.5
= ------------------------------------- ---
= 0.0640
3
2 6
b.
fT ( 2 )
v = 12
12 + 1
---------------
2
( 6.5 ) 4 6.5
4 ( 12 + 1 ) 2
= ----------------------------- 1 + ------
= -------------------------- ---
12
12
12 ( 6 ) 3
12 ------
2
( 5.5 ) ( 4.5 ) ( 3.5 ) ( 2.5 ) ( 1.5 ) ( 0.5 ) 4 6.5
= ----------------------------------------------------------------------------------- ---
3
5! 12
( 5.5 ) ( 4.5 ) ( 3.5 ) ( 2.5 ) ( 1.5 ) ( 0.5 ) 4 6.5
= --------------------------------------------------------------------------- ---
= 0.0602
3
120 12
Given that X = 120, = 10 , when the sample size is n, the confidence limits for the
90% confidence level are
k 90
1.64 ( 10 )
16.4
- = 120 --------------------- = 120 ---------X ---------n
n
n
336
b.
11.7
We are given a population size of N = 200 and a sample size of n = 50 . Since the
population size is not very large compared to the sample size, the confidence limits are
given by
X N n
10 200 50
10 150
3
X k X = X k ------- ------------- = 75 k ---------- --------------------- = 75 k ---------- --------- = 75 10k --------- = 75 1.23k
199
n N1
50 200 1
50 199
a.
b.
c.
From Table 11.1, the value for k at the 95% confidence level is k = 1.96 . Thus, the
confidence limits are 75 1.23 ( 1.96 ) = 75 2.41 .
At the 99% confidence level, the value for k is k = 2.58 . Thus, the confidence limits are 75 1.23 ( 2.58 ) = 75 3.17 .
To obtain the value of k that gives the confidence limits of 75 1 , we solve the
equation
75 1.23k = 75 1 k = 1 1.23 = 0.81
The area under the standard normal curve from 0 to 0.81 is 0.7910 0.5 = 0.2910 .
Thus, the required degree of confidence is the area 2 ( 0.2910 ) = 0.5820 , which
means that the confidence level is 58%.
11.8
Given that is the true mean, the true standard deviation is 24, and the number of
students is n = 36 , the probability that the estimate differs from the true mean by 3.6
marks is given by
337
Introduction to Statistics
11.9
From Table 11.1, the values of k corresponding to the 90% and 99.9% confidence
levels are k = 1.64 and k = 3.29 , respectively. If we denote the sample sizes for the
90% and 99.9% confidence levels by m and n, respectively, then
2
If the confidence limits are to be the same for both cases, we have that
2
2
2
2
3.29
1.64
n 3.29
1.64 -----X- = 3.29 -----X- ------------------X- = ------------------X- ---- = ------------2 = 4.024
m
n
m 1.64
m
n
If n = 60 , the 95% confidence limits for the actual proportion of red balls in the box
are given by
338
X k 95 ------- = X 1.96 0.21
---------- = X 0.116
60
n
11.11 Let K denote the number of red balls among the 20 balls drawn. If p denotes the
probability of drawing a red ball, then the PMF of K is
20 k
20 k
pK ( k ) = p ( 1 p )
k
If k = 12, we obtain
k
12
p = ------ = ------ = 0.6
20
20
11.12 X denotes the number of balls drawn until a green ball appears, and p denotes the
fraction of green balls in the box. The PMF of X is given by
pX ( x ) = p ( 1 p )
x1
339
Introduction to Statistics
If the operation is repeated n times to obtain the sample X 1, X 2, , X n , then the likelihood function of the sample is given by
L ( p , x 1, x 2 , , x n ) = [ p ( 1 p )
n
= p (1 p)
x1 1
][ p(1 p)
x1 + x2 + + xn n
x2 1
] [ p ( 1 p )
= p (1 p)
xn 1
yn
2
f XY ( x, y ) =
0
E[X ] =
f XY ( x, y ) dy =
0
1
2 dy = 2x, 0 x 1
0
3 1
2x
2x dx = ------3
2
4 1
2x
2x dx = ------4
0
2
= --3
1
= --2
1 4
1
2
2
2
X = E [ X ] ( E [ X ] ) = --- --- = -----2 9
18
Similarly, the marginal PDF Y and its significant statistics are given by
340
fY ( y ) =
E[Y ] =
2
E[Y ] =
2 dx = 2 ( 1 y ), 0 y 1
f XY ( x, y ) dx =
x=y
2 2y
2y ( 1 y ) dy = y -------3
0
1
1
0
1
= --3
2y 2y
2
2y ( 1 y ) dy = -------- -------3
4
0
1
0
1
= --6
1 1
1
2
2
2
Y = E [ Y ] ( E [ Y ] ) = --- --- = -----6 9
18
E [ XY ] =
2xy dy dx =
x=0 y=0
1
x=0
2 x
x [ y ] 0 dx =
4 1
x
3
x dx = ---4
x=0
1
= --4
1 2
1
1 1 2
XY = E [ XY ] E [ X ]E [ Y ] = --- --- --- = --- --- = -----4 3 3 4 9 36
a.
18
2
X
XY E [ X ]
1 1 2
1 1 36 2
b = E [ Y ] --------------------= --- ------------- --- = --- --- --- = 0
2
3
1
18
3
3 2 3
X
b.
The minimum mean squared error corresponding to the best linear estimate is
given by
2
2
( XY )
1- ( 1 36 )
1- ----1
1
2
----------------------- = ----e mms = Y --------------=
- = -----2
18
1
18
18
72
24
X
c.
341
Introduction to Statistics
E[Y X] = g(X) =
yf Y X ( y x ) dy =
2 1
y
y
-- dy = -----x
2x
0
1
= -----2x
E[ X ] =
2
f XY ( x, y ) dy = --3
0
1
2
xf X ( x ) dx = --3
0
1
2
2
x f X ( x ) dx = --3
0
( x + 2y ) dy = --3- [ xy + y ]
2 1
0
3 1
2 x
x
x ( 1 + x ) dx = --- ---- + ---3
2
3
0
5
= --9
4 1
2 x
x
2
x ( 1 + x ) dx = --- ---- + ---3
3
4
0
2
= --- ( 1 + x ), 0 < x < 1
3
7
= -----18
7 25
13
2
2
2
X = E [ X ] ( E [ X ] ) = ------ ------ = --------18 81
162
Similarly, the marginal PDF of Y and its significant statistics are as follows:
342
fY ( y ) =
E[ Y] =
2
f XY ( x, y ) dx = --3
0
1
1
2
y f Y ( y ) dy = --3
0
3 1
1 y
4y
---- + -------2
3
yf ( y ) dy = --3- y ( 1 + 4y ) dy = --3Y
2 x
( x + 2y ) dx = --- ---- + 2yx
3 2
0
E[Y ] =
1 y
2
4
y ( 1 + 4y ) dy = --- ---- + y
3
3
0
1
0
1
= --- ( 1 + 4y ), 0 < y < 1
3
11
= -----18
4
= --9
4 121
23
2
2
2
Y = E [ Y ] ( E [ Y ] ) = --- --------- = --------9 324
324
f XY ( x, y )
x + 2y
f Y X ( y x ) = -------------------- = --------------1+x
fX ( x )
E[Y X ] =
E [ XY ] =
yf Y X ( y x ) dy =
0
1
x=0
2
= --3
2
xyf XY ( x, y ) dy dx = --3
y=0
2
3 1
y ( x + 2y )
1 xy
2y
---------------------- dy = ------------ -------- + -------1
+
x
1
+
x
2
3
0
3 1
2
xy 2y
x -------- + -------- dx = --3
2
3
0
x=0
1
x=0
3x + 4
= -------------------6(1 + x)
xy ( x + 2y ) dy dx
x=0 y=0
2
2 1
x
2 x
x
---- + 2x
------ dx = --- ---- + ---3 6 3
2
3
1
= --3
1 5 11
1
XY = E [ XY ] E [ X ]E [ Y ] = --- --- ------ = --------3 9 18
162
a.
162
13
X
XY E [ X ]
11
1 5
17
b = E [ Y ] --------------------= E [ Y ] a E [ X ] = ------ + ------ --- = -----2
18
13
9
26
X
b.
The minimum mean squared error corresponding to the linear estimate is given by
343
Introduction to Statistics
2
( XY )
23 ( 1 162 )
206
23- -----------------------1
2
- = --------- -------------------------- = -------- = -----------e mms = Y --------------
2
324
13
162
324
(
13
)
(
162
)
2106
X
c.
Since the sample proportion is less than population proportion, the null and alternate
hypotheses can be set up as follows:
H0 :
p = 0.60
H1 :
p < 0.60
344
At the 0.05 level of significance, the critical z-score for the left-tail test is
z c = 1.645 . That is, we reject any null hypothesis that lies in the region z c 1.645 .
Since the score z = 2.204 lies in this region, we reject H 0 and accept H 1 .
b.
At the 0.01 level of significance, the critical z-score for the left-tail test is
z c = 2.33 . Since the score z = 2.204 lies in the acceptance region, which is
z > 2.33 , we accept H 0 and reject H 1 .
population variance is
200 18
p = --------------------- = 0.91
200
Since the sample mean is less than the population mean, the null and alternate hypotheses can be set up as follows:
H0 :
p = 0.95
H1 :
p < 0.95
At the 0.05 level of significance, the critical z-score for the left-tail test is
z c = 1.645 . That is, we reject any null hypothesis that lies in the region z c 1.645 .
Since the score z = 2.595 lies in this region, we reject H 0 and accept H 1 .
b.
At the 0.01 level of significance, the critical z-score for the left-tail test is
z c = 2.33 . Since the score z = 2.595 lies in the rejection region, we still reject H 0
and accept H 1 .
11.17 The population mean is = 500 and a standard deviation = 75 . The sample mean is
X = 510 with n = 100 observations. Since the sample mean is greater than the
population mean, we can set up the null and althernate hypotheses as follows:
H 0 : = 500
H 1 : > 500
345
Introduction to Statistics
For a right-tail test the critical z-score at the 95% level of confidence is z c = 1.645 .
That is, we reject any null hypothesis that lies in the region z c 1.645 . Since z = 1.33
lies in the acceptance region, we accept H 0 and reject H 1 . This means that there is no
statistical difference between the sample mean and the population at the 95% level of
confidence.
11.18 The population mean is = 20 and the standard deviation is = 5 , but the sample
mean is X = 18 with n = 36 observations. Since the sample mean is less than the
population mean, we can set up the null and althernate hypotheses as follows:
H 0 : = 20
H 1 : < 20
For a left-tail test the critical z-score at the 95% level of confidence is z c = 1.645 .
That is, we reject any null hypothesis that lies in the region z c 1.645 . Since z = 2.4
lies in this region, we reject H 0 and accept H 1 .
Section 11.5: Curve Fitting and Linear Regression
11.19 Given the recorded (x, y) pairs (3, 2), (5, 3), (6, 4), (8, 6), (9, 5) and (11, 8).
a.
346
7
x
5
x
4
x
3
2
1
0
b.
10
11
12
To find the linear regression line y = a + bx of y on x that best fits these data we
proceed as follows:
xy
25
15
36
24
16
64
48
36
81
45
25
11
121
88
64
x = 42
y = 28
= 336
xy = 226 y
= 154
The values of a and b that make the line best fit the above data are given by
347
Introduction to Statistics
xi yi
y
xi
1356 1176
6 ( 226 ) 42 ( 28 )
- = ------------------------------ = 0.714
- = --------------------------------------b = ---------------------------------------------------2
2
2016 1764
6 ( 336 ) ( 42 )
n
n
2
n
xi
xi
i = 1
i=1
i=1
i=1
yi b
i=1
i=1
i=1
28 0.714 ( 42 )
28 29.938
a = ----------------------------------- = ------------------------------------ = ---------------------------- = 0.33
n
6
6
11.20 Given the recorded (x, y) pairs (1, 11), (3, 12), (4, 14), (6, 15), (8, 17), (9, 18), and
( 11, 19 ) .
a.
348
y
20
18
16
14
12
10
8
6
4
2
0
b.
10
11
12
To find the linear regression line y = a + bx of y on x that best fits these data, we
proceed as follows:
xy
11
11
121
12
36
144
14
16
56
196
15
36
90
225
17
64
136
289
18
81
162
324
11
19
121
209
361
x = 42
y = 106
= 328
xy = 700 y
= 1660
The values of a and b that make the line best fit the above data are given by
349
Introduction to Statistics
xi yi
y
xi
4900 4452
7 ( 700 ) 42 ( 106 )
- = ------------------------------ = 0.842
- = -----------------------------------------b = ---------------------------------------------------2
2
2296 1764
7 ( 328 ) ( 42 )
n
n
2
n
xi
xi
i = 1
i=1
i=1
i=1
i=1
yi b
i=1
i=1
106 0.842 ( 42 )
70.63
a = ----------------------------------- = --------------------------------------- = ------------- = 10.09
n
7
7
11.21 The ages x and systolic blood pressures y of 12 people are shown in the following
table:
Age (x)
56
42
72
36
63
47
55
49
38
42
68
60
147
125
160
118
149
128
150
145
115
140
152
155
a.
350
xy
56
147
3136
8323
21609
42
125
1764
5250
15625
72
160
5184
11520
25600
36
118
1296
4248
13924
63
149
3969
9387
22201
47
128
2209
6016
16384
55
150
3025
8250
22500
49
145
2401
7105
21025
38
115
1444
4370
13225
42
140
1764
5880
19600
68
152
4624
10336
23104
60
155
3600
9300
24025
x = 628
y = 1684
= 34416
xy = 89985 y
= 238822
The values of a and b that make the line best fit the above data are given by
n
xi yi
y
xi
1079820 1057552
12 ( 89985 ) 628 ( 1684 )
- = ------------------------------------------------ = 1.2
- = --------------------------------------------------------b = ---------------------------------------------------2
2
412992 394384
12 ( 34416 ) ( 628 )
n
n
2
n
xi
xi
i = 1
i=1
i=1
i=1
i=1
yi b
i=1
351
Introduction to Statistics
b.
The estimate of the blood pressure of a person whose age is 45 years is given by
y = 77.71 + 1.2 ( 45 ) = 131.71 .
Couple
10
11
12
Planned Number
of Children (x)
Actual Number of
Children (y)
a.
352
xy
12
16
16
16
12
16
x = 24
y = 30
= 62
xy = 76
= 102
The values of a and b that make the line best fit the above data are given by
n
xi yi
y
xi
912 720
12 ( 76 ) 24 ( 30 )
- = ------------------------ = 1.143
- = --------------------------------------b = ---------------------------------------------------2
2
744 576
12 ( 62 ) ( 24 )
n
n
2
n
xi
xi
i = 1
i=1
i=1
i=1
i=1
yi b
30 1.143 ( 24 )
a = ----------------------------------- = ------------------------------------ = 0.214
n
12
i=1
i=1
353
Introduction to Statistics
b.
354
The estimate for the number of children that a coupled who had planned to have 5
children actually had is given by y = 0.214 + 5 ( 1.143 ) = 5.929 = 6.