Chapter 5

Applied Statistics and Probability for Engineers, 5th edition
18 January 2010
CHAPTER 5
Section 5-1
5-1.
First, f(x,y) 0. Let R denote the range of (X,Y).

Then,
f ( x, y)
1
4
18 14 14 18 1
a) P(X < 2.5, Y < 3) = f(1.5,2)+f(1,1) = 1/8+1/4=3/8

b) P(X < 2.5) = f (1.5, 2) + f (1.5, 3) +f(1,1)= 1/8 + 1/4+1/4 = 5/8
c) P(Y < 3) = f (1.5, 2)+f(1,1) = 1/8+1/4=3/8
d) P(X > 1.8, Y > 4.7) = f ( 3, 5) = 1/8
e) E(X) = 1(1/4)+ 1.5(3/8) + 2.5(1/4) + 3(1/8) = 1.8125
E(Y) = 1(1/4)+2(1/8) + 3(1/4) + 4(1/4) + 5(1/8) = 2.875
V(X) = E(X2)-[E(X)]2=[12(1/4)+1.52(3/8)+2.52(1/4)+32(1/8)]-1.81252=0.4961
V(Y) = E(Y2)-[E(Y)]2=[12(1/4)+22(1/8)+32(1/4)+42(1/4)+52(1/8)]-2.8752=1.8594
f) marginal distribution of X
x
1
1.5
2.5
3
g)
h)
fY 1.5 ( y )
f X 2 ( x)
f(x)
3/8
1/8
f XY (1.5, y )
and f X (1.5) = 3/8. Then,
f X (1.5)
y
fY 1.5 ( y )
2
3
(1/8)/(3/8)=1/3
(1/4)/(3/8)=2/3
f XY ( x,2)
and fY (2) = 1/8. Then,
fY (2)
x
f X 2 ( y)
1.5
(1/8)/(1/8)=1
i) E(Y|X=1.5) = 2(1/3)+3(2/3) =2 1/3

j) Since fY|1.5(y)fY(y), X and Y are not independent
5-2.
Let R denote the range of (X,Y). Because
f ( x, y) c(2 3 4 3 4 5 4 5 6) 1, 36c = 1, and c = 1/36

R
a)
P( X 1, Y 4) f XY (1,1) f XY (1,2) f XY (1,3)
b) P(X = 1) is the same as part (a) = 1/4

c) P(Y 2) f XY (1,2) f XY (2,2)
1
36
(2 3 4) 1 / 4
f XY (3,2) 361 (3 4 5) 1 / 3
1
(2) 1 / 18
d) P( X 2, Y 2) f XY (1,1) 36
5-1
18 January 2010
e)
E ( X ) 1 f XY (1,1) f XY (1,2) f XY (1,3) 2 f XY (2,1) f XY (2,2) f XY (2,3)

3 f XY (3,1) f XY (3,2) f XY (3,3)
3 1536 13 / 6 2.167
1 369 2 12
36
V ( X ) (1 136 ) 2
E (Y ) 2.167
V (Y ) 0.639
9
36
(2 136 ) 2
x
12
36
(3 136 ) 2
h)
fY X ( y )
1/4
1/3
5/12
f XY (1, y )
f X (1)
f Y X ( y)
1
2
3
(2/36)/(1/4)=2/9
(3/36)/(1/4)=1/3
(4/36)/(1/4)=4/9
f X Y ( x)
0.639
f X ( x) f XY ( x,1) f XY ( x,2) f XY ( x,3)
1
2
3
g)
15
36
f XY ( x,2)
1/ 3
and f Y (2) f XY (1,2) f XY (2,2) f XY (3,2) 12
36
fY (2)
fX Y ( x)
1
2
3
(3/36)/(1/3)=1/4
(4/36)/(1/3)=1/3
(5/36)/(1/3)=5/12
i) E(Y|X=1) = 1(2/9)+2(1/3)+3(4/9) = 20/9

j) Since fXY(x,y) fX(x)fY(y), X and Y are not independent.
5-3.
f ( x, y) 0 and
f ( x, y) 1
R
P( X 0.5, Y 1.5) f XY (1,2) f XY (0.5,1) 81 14 83

b) P( X 0.5) f XY (1,2) f XY (0.5,1) 83
c) P(Y 1.5) f XY (1,2) f XY (0.5,1) f XY (0.5,1) 78
d) P( X 0.25, Y 4.5) f XY (0.5,1) f XY (1,2) 85
a)
5-2
18 January 2010
e)
E ( X ) 1( 18 ) 0.5( 14 ) 0.5( 12 ) 1( 18 )
E (Y ) 2( 18 ) 1( 14 ) 1( 12 ) 2( 18 )
1
8
1
4
V(X) = (-1-1/8)2(1/8)+(-0.5-1/8)2(1/4)+(0.5-1/8)2(1/2)+(1-1/8)2(1/8)=0.4219
V(Y) = (-2-1/4)2(1/8)+(-1-1/4)2(1/4)+(1-1/4)2(1/2)+(2-1/4)2(1/8)=1.6875
x
f X (x)
-1
-0.5
0.5
1
g)
h)
fY X ( y )
1/8
1/8
f XY (1, y )
f X (1)
f Y X ( y)
1/8/(1/8)=1
f X Y ( x)
f XY ( x,1)
f Y (1)
fX Y ( x)
0.5
/(1/2)=1
i) E(X|Y=1) = 0.5
j) No, X and Y are not independent
5-4.
Because X and Y denote the number of printers in each category,
X 0, Y 0 and X Y 4
5-5.
a) The range of (X,Y) is
3
y 2
1
0
2
x
The problem needs probabilities to total one. Modify so that the probability of moderate distortion
is 0.04.
5-3

x,y
0,0
0,1
0,2
0,3
1,0
1,1
1,2
2,0
2,1
3,0
18 January 2010
fxy(x,y)
0.857375
0.1083
0.00456
0.000064
0.027075
0.00228
0.000048
0.000285
0.000012
0.000001
b)
x fx(x)
0 0.970299
1 0.029403
2 0.000297
3 0.000001
c) E(X) = 0(0.970299)+1(0.029403)+2(0.000297)+3*(0.000001)=0.03
(or np=3*0.01)
d)
fY 1 ( y )
f XY (1, y )
, fx(1) = 0.029403
f X (1)
y
0
1
2
fY|1(x)
0.920824
0.077543
0.001632
e) E(Y|X=1)=0(.920824)+1(0.077543)+2(0.001632)=0.080807
g) No, X and Y are not independent because, for example, fY(0)fY|1(0).
5-6.
X 0, Y 0 and X Y 4 . Here X is the number of pages
with moderate graphic content and Y is the number of pages with high graphic output among a
sample of 4 pages.
The following table is for sampling without replacement. Students would have to extend the
hypergeometric distribution to the case of three classes (low, moderate, and high).
For example, P(X = 1, Y = 2) is calculated as [60!/(59!1!)][30!/(1!29!)][10!/(2!8!)]
divided by [100!/(96!4!)]
y=4
y=3
y=2
y=1
y=0
x=0
x=1
x=2
x=3
x=4
-05
5.35x10
0
0
0
0
0.00184
0.00092
0
0
0
0.02031
0.02066
0.00499
0
0
0.08727
0.13542
0.06656
0.01035
0
0.12436
0.26181
0.19635
0.06212
0.00699
b)
x=0
f(x)
x=1
0.2338
x=2
0.4188
x=3
0.2679
5-4
x=4
0.0725
0.0070
18 January 2010
c)
E(X)=
4
f ( xi ) 0(0.2338) 1(0.4188) 2(0.2679) 3(0.7248) 4(0.0070) 1.2
d)
f Y 3 ( y)
f XY (3, y )
, fx(3) = 0.0725
f X (3)
Y
0
1
2
3
4
fY|3(y)
0.857
0.143
0
0
0
e) E(Y|X=3) = 0(0.857)+1(0.143) = 0.143

f) V(Y|X=3) = 02(0.857)+12(0.143)- 0.1432= 0.123
g) No, X and Y are not independent
5-7.
X 0, Y 0 and X Y 4 .
Here X and Y denote the number of defective items found with inspection device 1 and 2,
respectively.
y=0
y=1
y=2
y=3
y=4
x=0
x=1
x=2
x=3
x=4
-19
-16
-14
-12
-11
1.94x10
1.10x10
2.35x10
2.22x10
7.88x10
-16
-13
-11
-9
-7
2.59x10
1.47x10
3.12x10
2.95x10
1.05x10
-13
-11
-8
-6
-5
1.29x10
7.31x10
1.56x10
1.47x10
5.22x10
-11
-8
-6
-4
2.86x10
1.62x10
3.45x10
3.26x10
0.0116
-9
-6
-4
2.37x10
1.35x10
2.86x10
0.0271
0.961
4
4
x
4 x
y
4 y
f ( x, y )
(
0
.
993
)
(
0
.
007
)
(
0
.
997
)
(
0
.
003
)

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

b)
x=0
f(x)
x=1
x=2
x=3
x
4 x
f ( x, y )
for x 1,2,3,4
x
(0.993) (0.007)

-9
-6
-4
2.40 x 10
1.36 x 10
2.899 x 10
0.0274
c) Because X has a binomial distribution E(X) = n(p) = 4*(0.993)=3.972
d)
f Y |2 ( y )
f XY (2, y )
f ( y ) , fx(2) = 2.899 x 10-4
f X (2)
y
0
1
fY|1(y)=f(y)
-11
8.1 x 10
-7
1.08 x 10
5-5
x=4
0.972

2
3
4
5.37 x 10
0.0119
0.988
18 January 2010
-5
e) E(Y|X=2) = E(Y)= n(p)= 4(0.997)=3.988

f) V(Y|X=2) = V(Y)=n(p)(1-p)=4(0.997)(0.003)=0.0120
g) Yes, X and Y are independent.
5-8.
P( X 2) f XYZ (2,1,1) f XYZ (2,1,2) f XYZ (2,2,1) f XYZ (2,2,2) 0.5

b) P( X 1, Y 2) f XYZ (1,2,1) f XYZ (1,2,2) 0.35
c) c) P(Z 1.5) f XYZ (1,1,1) f XYZ (1,2,1) f XYZ (2,1,1) f XYZ (2,2,1) 0.5
a)
d)
P( X 1 or Z 2) P( X 1) P(Z 2) P( X 1, Z 2) 0.5 0.5 0.3 0.7

e) E(X) = 1(0.5) + 2(0.5) = 1.5
P( X 1, Y 1)
0.05 0.10
0.3
P(Y 1)
0.15 0.2 0.1 0.05
P( X 1, Y 1, Z 2)
0.1
g) P( X 1, Y 1 | Z 2)
0.2
P( Z 2)
0.1 0.2 0.15 0.05
P( X 1, Y 1, Z 2)
0.10
0.4
h) P( X 1 | Y 1, Z 2)
P(Y 1, Z 2)
0.10 0.15
5-9.
f)
P( X 1 | Y 1)
i)
f X YZ ( x)
f XYZ ( x,1,2)
and f YZ (1,2) f XYZ (1,1,2) f XYZ (2,1,2) 0.25
f YZ (1,2)
f X YZ (x)
1
2
0.10/0.25=0.4
0.15/0.25=0.6
(a) fXY(x,y)= (10%)x(30%)y (60%)4-x-y , for X+Y<=4

x
fXY(x,y)
0.1296
0.0648
0.0324
0.0162
0.0081
0.0216
0.0108
0.0054
0.0027
0.0036
y
0
0
0
0
0
1
1
1
1
2
0
1
2
3
4
0
1
2
3
0
5-6

0.0018
0.0009
0.0006
0.0003
0.0001
(b) fX(x)= P(X=x) =
X Y 4
XY
2
2
3
3
4
xf
1
2
0
1
0
( x, y ) .
x
fX(x)
0.2511
0.0405
0.0063
0.0009
0.0001
(c) E(X)=
18 January 2010
0
1
2
3
4
(x) =0*0.2511+1*0.0405+2*0.0063+3*0.0009+4*0.0001= 0.0562
(d) f(y|X=3) = P(Y=y, X=3)/P(X=3)

P(Y=0, X=3) = C241 C43/ C404
P(Y=1, X=3) = C121 C43/ C404
36
4
40
P(X=3) = C 1 C 3/ C 4, from the hypergeometric distribution with N=40, n=4, k=4, x=3
Therefore
f(0|X=3) = [C241 C43/ C404]/[ C361 C43/ C404] = C241/ C361 = 2/3
f(1|X=3) = [C121 C43/ C404]/[ C361 C43/ C404] = C121/ C361 = 1/3
fY|3(y)
2/3
1/3
0
0
0
x
0
1
2
3
4
3
3
3
3
3
(e) E(Y|X=3)=0(0.6667)+1(0.3333)=0.3333
(f) V(Y|X=3)=(0-0.3333)2(0.6667)+(1-0.3333)2(0.3333)=0.0741
(g) fX(0)= 0.2511, fY(0)=0.1555, fX(0) * fY(0)= 0.039046 fXY(0,0) = 0.1296
X and Y are not independent.
5-10.
(a) P(X<5) = 0.44+0.04=0.48

(b) E(X)= 0.43*23+0.44*4.2+0.04*11.4+0.05*130+0.04*0=18.694
(c) PX|Y=0(X) = P(X=x,Y=0)/P(Y=0) = 0.04/0.08 = 0.5 for x=0 and 11.4
(d) P(X<6|Y=0) = P(X=0|Y=0) = 0.5
(e) E(X|Y=0)=11.4*0.5+0*0.5 = 5.7
5-11.
(a) fXYZ(x,y,z)
fXYZ(x,y,z)
0.43
0.44
0.04
0.05
0.04
Selects(X)
23
4.2
11.4
130
0
Updates(Y)
11
3
0
120
0
5-7
Inserts(Z)
12
1
0
0
0
18 January 2010
(b) PXY|Z=0
PXY|Z=0(x,y)
4/13 = 0.3077
5/13 = 0.3846
4/13= 0.3077
Selects(X)
11.4
130
0
updates(Y)
0
120
0
Inserts(Z)
0
0
0
(c) P(X<6, Y<6|Z=0)=P(X=Y=0)=0.3077

(d) E(X|Y=0,Z=0) =0.5*11.4+0.5*0=5.7
5-12.
Let X, Y, and Z denote the number of bits with high, moderate, and low distortion. Then, the joint
distribution of X, Y, and Z is multinomial with n =3 and
p1 0.01, p2 0.04, and p3 0.95 .

a)
P( X 2, Y 1) P( X 2, Y 1, Z 0)
3!
0.0120.0410.950 1.2 10 5
2!1!0!
3!
b) P( X 0, Y 0, Z 3)
0.0100.0400.953 0.8574
0!0!3!
c) X has a binomial distribution with n = 3 and p = 0.01. Then, E(X) = 3(0.01) = 0.03
and V(X) = 3(0.01)(0.99) = 0.0297.
P( X | Y 2)
P(Y 2) P( X 1, Y 2, Z 0) P( X 0, Y 2, Z 1)
d) First find
3!
3!
0.01(0.04) 2 0.95 0
0.010 (0.04) 2 0.951 0.0046
1!2!0!
0!2!1!
P( X 0, Y 2) 3!
P( X 0 | Y 2)
0.010 0.04 2 0.951 0.004608 0.98958

P(Y 2)
0!2!1!
P( X 1 | Y 2)
P( X 1, Y 2) 3!
0.0110.04 2 0.95 0 0.004608 0.01042

P(Y 2)
1!2!1!
E ( X | Y 2) 0(0.98958) 1(0.01042) 0.01042
V ( X | Y 2) E ( X 2 ) ( E ( X )) 2 0.01042 (0.01042) 2 0.01031

3 3
5-13.
Determine c such that
c xydxdy c y x2
0 0
dy c(4.5
y2
2
3
0
81
4
c.
Therefore, c = 4/81.
a)
3 2
0 0
P( X 2, Y 3) 814 xydxdy 814 (2) ydy 814 (2)( 92 ) 0.4444
5-8
18 January 2010
b) P(X < 2.5) = P(X < 2.5, Y < 3) because the range of Y is from 0 to 3.
3 2.5
P( X 2.5, Y 3)
4
81
xydxdy
4
81
(3.125) ydy 814 (3.125) 92 0.6944
0 0
2.5 3
P(1 Y 2.5)
c)
4
81
xydxdy
2.5
4
81
y
(4.5) ydy 18
81 2
1 0
1
2.5 3
d) P( X
1.8,1 Y 2.5)
xydxdy
4
81
E( X )
e)
4
81
(2.88) ydy
4
81
0 0
9 ydy 94
0
4 0
f)
P( X 0, Y 4)
4
81
y2
2
0 0
0
3
f X ( x) f XY ( x, y)dy x 814 ydy 814 x(4.5)

0
4
81
2
9
y(1.5)
(1.5)
92 y for 0 < y < 3.
2 2
2y3
2
i) E(Y|X=1.5) = y y dy y dy
9
90
27
0
3
P(Y 2 | X 1.5) f Y |1.5 ( y )

0
f X 2 ( x)
k)
for 0 x 3 .
2x
9
f (1.5, y)
h) fY 1.5 ( y ) XY
f X (1.5)
j)
(2.88) ( 2.52 1) 0.3733
xydxdy 0 ydy 0
g)
4
81
2
x ydxdy
0.5833
2.5
4
81
1 1.8
3 3
2.5
f XY ( x,2)
fY (2)
4
81
2
9
x(2)
(2)
2
0
2
1
ydy y 2
9
9
2
0
4
4
0
9
9
92 x for 0 < x < 3.
5-14.
3 x2
c
0
( x y)dydx xy
x
x2
y2
2
dx
x
x( x 2) ( x 22 ) x 2
2
x2
2
dx
0
3
c 4 x 2 dx 2 x 2 2 x
3
0
24c
Therefore, c = 1/24.
a) P(X < 1, Y < 2) equals the integral of
f XY ( x, y) over the following region.
5-9
18 January 2010
y
2
0
1 2
0
Then,
P( X 1, Y 2)
1 12
1 1
(
x
y
)
dydx
xy
24 0 x
24 0
1 2
x 2x
24
b) P(1 < X < 2) equals the integral of
x3
2
y2
2
dx
2
1 3
2 x 2 3 x2 dx
24 0
0.10417
0
f XY ( x, y) over the following region.
y
2
0
0
2 x2
P(1 X 2)
1
24 1
( x y)dydx
x
1
xy
24 1
y2
2
x2
dx
x
2
1
1 2
1
(
4
x
2
)
dx
2
x
2
x
6.
24 0
24
1
3
5-10
18 January 2010
c) P(Y > 1) is the integral of f XY ( x , y ) over the following region.
1 1
P(Y 1) 1 P(Y 1) 1
1
24
1
y2
1
(
x
y
)
dydx
(
xy
)
0 x
24 0
2 x
1
1
1
1 3 2
1 x2 1 1 3
1
x x dx 1
x
24 0
2 2
24 2 2 2 0
1 0.02083 0.9792
d) P(X < 2, Y < 2) is the integral of fXY ( x, y) over the following region.
y
2
0
0
3 x2
1
E( X )
24 0
1
2
x x( x y)dydx 24 0 x y
xy 2
2
x2
dx
x
3
3
1
1 4x3
15
2
2
(
4
x
2
x
)
dx
24 0
24 3
8
0
e)
3 x2
1
E( X )
24 0
1
2
x x( x y)dydx 24 0 x y
xy 2
2
x2
dx
x
3
3
1
1 4x3
15
2
2
(
4
x
2
x
)
dx
24 0
24 3
8
0
5-11
18 January 2010
f)
3 x2
1
V (X )
24 0
1
15
x ( x y )dydx
x3 y
8
24

0
3
1
x4
15
3
2
(
3
x
4
x
4
x
)dx
24 0
4
8
3
x2 y2
2
x2
x
15
dx
8
1 3x 4 4 x 3
x 5 3 15
31707
2
2x

24 4
3
20 0 8
320
2
g)
f X (x) is the integral of f XY ( x, y) over the interval from x to x+2. That is,
1
f X ( x)
24
h)
f Y 1 ( y)
x2
1
xy
24
( x y)dy
x
f XY (1, y )
f X (1)
1
(1 y )
24
1 1
6 12
1 y
6
y2
2
x2
x
x 1
6 12 for 0 < x < 3.
for 1 < y < 3.
See the following graph,
y
f
Y|1
(y) defined over this line segment
1
0
1 2
0
3
3
1
1 y2 y3
1 y
2
2.111
i) E(Y|X=1) = y
dy ( y y )dy
6
6
6
2
3
1
1
1
3
3
y2
1
1
1 y
0.5833
dy
(
1
y
)
dy
j) P(Y 2 | X 1)
6
6
6
2
2
2
2
3
k)
f X 2 ( x)
f XY ( x , 2 )
fY ( 2)
. Here
f Y ( y) is determined by integrating over x. There are three
0 y 2 the integration is from 0 to y. For 2 y 3 the

integration is from y-2 to y. For 3 y 5 the integration is from y to 3. Because the condition
regions of integration. For
1
1 x2
(
x
y
)
dx
xy
is y=2, only the first integration is needed. f Y ( y )
2
24 0
24
0
for 0 y 2 .
y
5-12
y2
16
18 January 2010
y
f X|2 (x) defined over this line segment
2
1
0
1 2
1
( x 2)
x2
24
Therefore, fY (2) 1 / 4 and f X 2 ( x)
for 0 < x < 3
1/ 4
6
3 x
5-15.
3
y2
x3
x 4 81
c xydyd x c x
dx c
dx
c. Therefore, c = 8/81
2 0
2
8
8
0 0
0
0
8
8 x3
8 1 1
xydyd
x
dx .
81 0 0
81 0 2
81 8 81
1 x
a) P(X<1,Y<2)=
4
8
8
x2
8 x
xydyd
x
x
dx
b) P(1<X<2) =

81 1 0
81 1 2
81 8
2 x
4
8 (2 1) 5

.
27
81 8
c)
3
3
3 x
3
3
8
8 x2 1
8 x
x
8 x4 x2
d x dx
P(Y 1) xydyd x x
81 1 1
81 1 2
81 1 2
2
81 8
4 1
8 3 4 3 2 14 12 64
0.7901

81 8
4 8 4 81
2 x
2
8
8 x3
8 2 4 16
.
xydyd
x
dx
d) P(X<2,Y<2) =
81 0 0
81 0 2
81 8 81
e)
3 x
E( X )
3 x
3 x
5
8 3 12

81 10 5
f)
3 x
E (Y )
8
8
8 x2 2
8 x4
2
x
(
xy
)
dyd
x
x
ydyd
x
x
d
x
dx
81 0 0
81 0 0
81 0 2
81 0 2
8
8
8
x3
2
y
(
xy
)
dyd
x
xy
dyd
x
x
dx
81 0 0
81 0 0
81 0 3
3
5
8 x4
8 3 8

dx
81 0 3
81 15 5
5-13
18 January 2010
g)
f ( x)
8
4x 3
xydy
81 0
81
0 x3
8
(1) y
f (1, y ) 81
h) f Y | x 1 ( y )
2y
f (1)
4(1) 3
81
1
i) E (Y
| X 1) 2 ydy y 2
1
0
0 y 1
j) P(Y
k)
2 | X 1) 0 this isnt possible since the values of y are 0< y < x.
f ( y)
3
4y
8
xydx
, therefore
81 0
9
8
x(2)
f ( x,2) 81
2x
f X |Y 2 ( x)
4(2)
f (2)
9
9
5-16.
0 x3
Solve for c
x
c e
0 0
2 x 3 y
c
c
dyd x e 2 x 1 e 3 x d x e 2 x e 5 x d x
30
30
c 1 1 1
c. c 10
3 2 5 10
a)
1 x
P( X 1, Y 2) 10 e
2 x 3 y
0 0
10 e 5 x e 2 x
0.77893

3 5
2 0
2 x
P(1 X 2) 10 e
1 0
b)
2 x 3 y
10
dyd x e 2 x e 5 x d x
3 1
2
10 e 5 x e 2 x
0.19057

3 5
2 1
c)
x
P(Y 3) 10 e
3 3
2 x 3 y
10
10
dyd x e 2 x (1 e 3 x )dy e 2 x e 5 x dy
3 0
3 0
10 2 x 9
dyd x
e (e e 3 x )dy
3 3
10 e 5 x e 9 e 2 x

3 5
2
3.059 x10 7
3
5-14
18 January 2010
d)
2 x
P( X 2, Y 2) 10 e
2 x 3 y
0 0
2
10 2 x
10 e 10 e 4
3 x
dyd x
e
(
1
e
)
dx
3 0
3 5
2 0
0.9695
x
e) E(X) = 10
2 x 3 y
dyd x
7
10
2 x 3 y
dyd x
1
5
xe
0 0
f) E(Y) = 10
ye
0 0
f ( x) 10 e
g)
2 x 3 y
f Y \ X 1 ( y )
h)
10e 2 z
10
dy
(1 e 3 x ) (e 2 x e 5 x )
3
3
f X ,Y (1, y )
f X (1)
10e 2 3 y
10 2
(e e 5 )
3
for 0 < x
3.157e 3 y 0 < y < 1
E(Y|X=1 )=3.157 ye -3 y dy=0.2809
i)
f X |Y 2 ( x)
j)
10e 2 x 6
2e 2 x 4 for 2 < x,
10
fY ( 2 )
5e
f X ,Y (x,2 )
where f(y) = 5e-5y for 0 < y
5-17.
c e
0 x
2 x
3 y
c
c
1
dydx e 2 x (e 3 x )dx e 5 x dx c
30
30
15
c = 15
a)
1 2
P( X 1, Y 2) 15 e 2 x 3 y dyd x 5 e 2 x (e 3 x e 6 )d x
0 x
1
0
1
5
5 e 5 x dx 5e 6 e 2 x dx 1 e 5 e 6 (e 2 1) 0.9879
2
0
0
b) P(1 < X < 2) =
1 x
15 e 2 x 3 y dyd x 5 e 5 x dyd x (e 5 e10 ) 0.0067
c)
3 2 x 3 y
2 x 3 y
9 2 x
P(Y 3) 15 e
dydx e
dydx 5 e e dx 5 e 5 x dx
3 x
0
3
0 3
3
5
e 15 e 9 0.000308
2
2
5-15
18 January 2010
d)
2 2
P( X 2, Y 2) 15 e
2 x 3 y
dyd x 5 e 2 x (e 3 x e 6 )d x
0 x
5
5 e 5 x dx 5e 6 e 2 x dx 1 e 10 e 6 e 4 1 0.9939
2
0
0
e) E(X) =
15 xe
2 x 3 y
dyd x 5 xe 5 x dx
0 x
1
0.04
52
f)
E (Y ) 15 ye 2 x 3 y dyd x
0 x
f ( x) 15 e 2 x 3 y dy
x
h)
3 5 8

10 6 15
g)
3
5
5 ye 5 y dy 3 ye 3 y dy
2 0
20
15 2 z 3 x
(e
) 5e 5 x for x > 0
3
f X (1) 5e 5 f XY (1, y) 15e 23 y

f Y | X 1 ( y )
15e 2 3 y
3e 33 y for 1 <y
5
5e
i)
E (Y | X 1) 3 ye 33 y dy y e 33 y
e 33 y dy 4 / 3
1
j)
3e
1
33 y
dy 1 e 3 0.9502 for 0 < y, f Y (2)
k) For y > 0
f X |Y 2 ( y )
15 6
e
2
15e 2 x 6
2e 2 x for 0 < x < 2
15 6
e
2
5-16

5-18.
18 January 2010
a) fY|X=x(y), for x = 2, 4, 6, 8
f(y2)
4
3
2
1
0
0
b)
P(Y 2 | X 2) 2e 2 y dy 0.9817
0
c)
E (Y | X 2) 2 ye 2 y dy 1 / 2 (using integration by parts)
d)
E (Y | X x) xye xy dy 1 / x (using integration by parts)
1
1
xy
, fY | X ( x, y ) xe , and the relationship
b a 10
f XY ( x, y )
fY | X ( x, y )
f X ( x)
e) Use fX(x) =
f XY ( x, y)
xe xy
and
f XY ( x, y)
1 / 10
10
xy
10 y
10 y
10 xe
1 10 ye
e
dx
f) fY(y) =
(using integration by parts)
2
0
10
10 y
Therefore,
5-19.
xe xy
The graph of the range of (X, Y) is
5-17
18 January 2010
y
5
4
3
2
1
0
1 x 1
4 x 1
0 0
1 x 1
cdydx cdydx 1
1
c ( x 1)dx 2c dx
32 c 6c 7.5c 1
Therefore, c = 1/7.5=2/15
0.50.5
a)
P( X 0.5, Y 0.5)
1
7.5
dydx
1
30
0 0
0.5x 1
b)
P( X 0.5)
1
7.5
0.5
dydx
1
7.5
0 0
( x 1)dx
( ) 121
2 5
15 8
c)
1 x 1
E( X )
4 x 1
x
7.5
dydx
x
7.5
1 x 1
0 0
dydx
1
7.5
(x
x)dx
2
7.5
( x)dx
1
d)
E (Y )
1
7.5
1 x 1
4 x 1
0 0
1 x 1
1
7.5
ydydx 71.5
( x 1) 2
2
dx
1
7.5
ydydx
( x 1) 2 ( x 1) 2
2
dx
151 ( x 2 2 x 1)dx 151 4 xdx

0
30
1 7
15 3
1
15
1
97
45
e)
5-18
12
15
( 56 ) 72.5 (7.5)
19
9

x 1
f ( x)
1
x 1
dy
for
7.5
7.5
18 January 2010
0 x 1,
x 1
f ( x)
1
x 1 ( x 1) 2
dy
for 1 x 4
7.5
7.5
7.5
x 1
f)
f Y | X 1 ( y )
f XY (1, y ) 1 / 7.5
0.5
f X (1)
2 / 7.5
f Y | X 1 ( y ) 0.5 for 0 y 2
2
y
y2
g) E (Y | X 1) dy
2
4
0
1
0
0.5
0.5
h) P(Y
0.5 | X 1) 0.5dy 0.5 y

0
5-20.
0.25
0
Let X, Y, and Z denote the time until a problem on line 1, 2, and 3, respectively.
a)
P( X 40, Y 40, Z 40) [ P( X 40)]3

because the random variables are independent with the same distribution. Now,
P( X 40)
1
40
e x / 40dx e x / 40
e1 and the answer is
40
40
1 3
e3 0.0498 .
3
b) P(20 X 40,20 Y 40,20 Z 40) [ P(20 X 40)] and
P(20 X 40) e x / 40
40
e 0.5 e1 0.2387 .
20
The answer is
0.2387 0.0136.
3
c) The joint density is not needed because the process is represented by three independent
exponential distributions. Therefore, the probabilities may be multiplied.
5-21.
= 3.2, = 1/3.2
P( X 5, Y 5) (1 / 10.24) e
x
y
3.2 3.2
5 5
5
e 3.2
35.2
e
dydx 3.2 e
5
x
y
3.2 3.2
dydx 3.2 e
10 10
10
3.2
x
3.2
35.2
e
dx
0.0439
P( X 10, Y 10) (1 / 10.24) e

10
3.2
10
x
3.2
310.2
e
dx
0.0019
b) Let X denote the number of orders in a 5-minute interval. Then X is a Poisson random variable
with = 5/3.2 = 1.5625.
5-19
18 January 2010
e 1.5625(1.5625) 2
P( X 2)
0.256
2!
For both systems,
P( X 2) P(Y 2) 0.256 2 0.0655
c) The joint probability distribution is not necessary because the two processes are independent
and we can just multiply the probabilities.
5-22.
(a) X: the life time of blade and Y: the life time of bearing
f(x) = (1/3)e-x/3
f(y) = (1/4)e-y/4
P(X5, Y5)=P(X5)P(Y5)=e-5/3e-5/4 = 0.0541
(b) P(X>t, Y>t) = e-t/3e-t/4 = e-7t/12 = 0.95 t = -12 ln(0.95)/7 = 0.0879 years
5-23.
a)
P( X 0.5)
0.5 1 1
0.5 1
0.5
0.5
0 0 0
0 0
(8xyz )dzdydx
2
(4 xy )dydx (2 x)dx x
0.25
b)
0.5 0.5 1
P( X 0.5, Y 0.5)
(8xyz )dzdydx
0 0 0
0.5 0.5
0.5
(4 xy )dydx (0.5x)dx
0 0
x2
4
0.5
0.0625
c) P(Z < 2) = 1, because the range of Z is from 0 to 1.

d) P(X < 0.5 or Z < 2) = P(X < 0.5) + P(Z < 2) - P(X < 0.5, Z < 2). Now, P(Z < 2) =1 and
P(X < 0.5, Z < 2) = P(X < 0.5). Therefore, the answer is 1.
e)
f)
1 1 1
0 0 0
1
2 x3
3 0
E ( X ) (8 x 2 yz )dzdydx (2 x 2 )dx
2/3
P( X 0.5 Y 0.5) is the integral of the conditional density f X Y (x) . Now,
f ( x,0.5)
f X 0.5 ( x) XY
f Y (0.5)
f XY ( x,0.5) (8 x(0.05) z )dz 4 x0.5 2 x for 0 < x <
and
1 and
1 1
0 < y < 1. Also,
fY ( y ) (8 xyz )dzdx 2 y for 0 < y < 1.

0 0
Therefore,
f X 0.5 ( x)
2x
2 x for 0 < x < 1.
1
0.5
Then, P( X 0.5 Y 0.5) 2 xdx 0.25 .

0
5-20

g)
18 January 2010
P( X 0.5, Y 0.5 Z 0.8) is the integral of the conditional density of X and Y. Now,
f Z ( z ) 2 z for
f XY Z ( x, y)
0 < z < 1 as in part a) and
f XYZ ( x, y, z ) 8 xy (0.8)
4 xy
f Z ( z)
2(0.8)
for 0 < x < 1 and 0 < y < 1.

0.50.5
Then,
P( X 0.5, Y 0.5 Z 0.8)
0.5
(4 xy )dydx ( x / 2)dx
0 0
1
16
0.0625
h)
fYZ ( y, z ) (8 xyz )dx 4 yz for 0 < y < 1 and 0 < z < 1.

0
Then,
f X YZ ( x)
f XYZ ( x, y, z ) 8 x(0.5)(0.8)
2 x for 0 < x < 1.

fYZ ( y, z )
4(0.5)(0.8)
0.5
P( X 0.5 Y 0.5, Z 0.8)
i) Therefore,
2 xdx 0.25
0
5-24.
0
x y 4
2
cdzdydx = the volume of a cylinder with a base of radius 2 and a height of 4 =
( 22 )4 16 . Therefore, c
1
16
P( X 2 Y 2 2) equals the volume of a cylinder of radius 2 and a height of 4 ( =8)

8
times c. Therefore, the answer is
1 / 2.
16
b) P(Z < 2) equals half the volume of the region where f XYZ ( x, y, z ) is positive times 1/c.
a)
Therefore, the answer is 0.5.

2
E( X )
4 x 2 4
x
c
2 4 x 2 0
substitution,
2
2
4 x 2
dzdydx c 4 xy
dx
c
(8 x 4 x 2 )dx . Using
4 x 2
2
2
u 4 x 2 , du = -2x dx, and E ( X ) c 4 u du
4
f XY ( x,1)
and f XY ( x, y) c dz 4c
d) f X 1 ( x)
f Y (1)
0
1
4
4 2
c 3
(4 x 2 ) 2
for x 2 y 2 4 .
4 y 2 4
Also,
f Y ( y) c
dzdx 8c
4 y 2 for -2 < y < 2.
4 y 2 0
Then, f ( x)
X y
4c
8c 4 y
evaluated at y = 1. That is,

2
f X 1 ( x)
3x 3.
1
Therefore,
P( X 1 | Y 1)
5-21
1
2 3
dx
0.
1 3
0.7887
2 3
1
2 3
for
18 January 2010
2 4 x
2
f XYZ ( x, y,1)
e) f XY 1 ( x, y )
and f Z ( z ) cdydx 2c 4 x 2 dx
f Z (1)
2 4 x 2
2
2
Because f Z (z ) is a density over the range 0 < z < 4 that does not depend on Z,
f Z (z ) =1/4 for
c
1
2
2
for x y 4 .
1 / 4 4
area in x 2 y 2 1
2
2
Then, P( X Y 1 | Z 1)
1/ 4 .
4
f)
Then,
f Z xy ( z )
f XYZ ( x, y, z )
and from part 5-59 a., f XY ( x, y )
f XY ( x, y )
Therefore,
5-25.
f XY 1 ( x, y)
0 < z < 4.
f Z xy ( z )
Determine c such that

with x+y+z<1
1
16
1
4
for x 2 y 2 4 .
1 / 4 for 0 < z < 4.
f ( xyz ) c is a joint density probability over the region x>0, y>0 and z>0
1 1 x 1 x y
1 1 x
0 0
0 0
f ( xyz ) c
1
4
dzdydx c(1 x y)dydx

0
2 1 x
y
c( y xy ) dx
2 0
1
1 x 2
dx c
2
(1 x) 2
c (1 x) x(1 x)
2
0
1
c . Therefore, c 6.
6
1
1
x2 x3
dx c x

2
2
6 0
1 1 x 1 x y
a) P( X
0.5, Y 0.5, Z 0.5) 6
dzdydx The conditions x<0.5, y<0.5, z<0.5
0 0
and x+y+z<1 make a space that is a cube with a volume of 0.125. Therefore the probability of
P( X 0.5, Y 0.5, Z 0.5) 6(0.125) 0.75
b)
0.50.5
P( X 0.5, Y 0.5)
6(1 x y)dydx
6 y 6 xy 3 y
0.5
0 0
0.5
0
dx
0
0.5
3
9
9
3 x dx x x 2 3 / 4
4
2 0
4
0
0.5
c)
0.51 x 1 x y
P( X 0.5) 6
dzdydx
0 0
0.5
6(
0
0.51 1 x
1 x
y2
6
(
1
y
)
dydx
6
(
y
xy
)
0
0
2 0
x
1
x )dx x 3 3x 2 3x
2
2
5-22
0.5
0.5
0
0.875
18 January 2010
d)
1 1 x 1 x y
1 1 x
0 0
E ( X ) 6
xdzdydx
0
1 x
0.5
y2
6
x
(
1
y
)
dydx
6
x
(
y
xy
)
0
0
2 0
1
3x 4
x3
x
3x 2
0.25
6( x 2 )dx
2x3
2
2
2 0
4
0
1
e)
1 x 1 x y
y2
dzdy
6
(
1
y
)
dy
6
y
xy
0
0
f ( x) 6
0
6(
1 x
1 x
x2
1
x ) 3( x 1) 2 for 0 x 1
2
2
f)
1 x y
f ( x, y ) 6
dz 6(1 x y)
0
for x 0, y 0 and x y 1
g)
f ( x | y 0.5, z 0.5)
f ( x, y 0.5, z 0,5) 6
1 for x > 0
f ( y 0.5, z 0.5)
6
f Y ( y) is similar to f X (x) and f Y ( y) 3(1 y) 2 for 0 < y < 1.

f ( x,0.5) 6(0.5 x)
f X |Y ( x | 0.5)
4(1 2 x) for x 0.5

f Y (0.5)
3(0.25)
h) The marginal
5-26.
Let X denote the production yield on a day. Then,
P( X 1400) P( Z
) P(Z 1) 0.84134 .
14001500
10000
a) Let Y denote the number of days out of five such that the yield exceeds 1400. Then, by
independence, Y has a binomial distribution with n = 5 and p = 0.8413. Therefore, the answer is
P(Y 5)
0.8413 (1 0.8413)
5
5
0.4215 .
b) As in part (a), the answer is
P(Y 4) P(Y 4) P(Y 5)
0.8413 (1 0.8413)
5
4
0.4215 0.8190
5-27.
a) Let X denote the weight of a brick. Then,
P( X 2.75) P(Z
2.753
0.25
) P(Z 1) 0.84134 .
5-23
18 January 2010
Let Y denote the number of bricks in the sample of 20 that exceed 2.75 pounds. Then, by
independence, Y has a binomial distribution with n = 20 and p = 0.84134. Therefore, the answer is
P(Y 20)
0.84134
20
20
0.032 .
20
b) Let A denote the event that the heaviest brick in the sample exceeds 3.75 pounds. Then, P(A) =
1 - P(A') and A' is the event that all bricks weigh less than 3.75 pounds. As in part a., P(X < 3.75)
= P(Z < 3) and
5-28.
P( A) 1 [ P(Z 3)] 20 1 0.99865 20 0.0267 .
a) Let X denote the grams of luminescent ink. Then,
P( X 1.14) P(Z 1.140.31.2 ) P(Z 2) 0.022750 .

Let Y denote the number of bulbs in the sample of 25 that have less than 1.14 grams. Then, by
independence, Y has a binomial distribution with n = 25 and p = 0.022750. Therefore, the answer
is
P(Y 1) 1 P(Y 0)
0.02275
25
0
(0.97725) 25 1 0.5625 0.4375 .
b)
P(Y 5) P(Y 0) P(Y 1) P(Y 2) ( P(Y 3) P(Y 4) P(Y 5)
0.02275 (0.97725)
0.02275 (0.97725)
25
0
25
25
3
22
0.02275 (0.97725)
0.02275 (0.97725)
25
1
24
25
4
21
0.02275
0.02275
25
2
(0.97725) 23
25
5
(0.97725) 20
0.5625 0.3274 0.09146 0.01632 0.002090 0.0002043 0.99997 1

c)
P(Y 0)
0.02275
25
0
(0.97725) 25 0.5625
d) The lamps are normally and independently distributed, therefore, the probabilities can
be multiplied.
Section 5-2
5-29.
E(X) = 1(3/8)+2(1/2)+4(1/8)=15/8 = 1.875

E(Y) = 3(1/8)+4(1/4)+5(1/2)+6(1/8)=37/8 = 4.625
E(XY) = [1 3 (1/8)] + [1 4 (1/4)] + [2 5 (1/2)] + [4 6 (1/8)]
XY
= 75/8 = 9.375
E( XY ) E( X ) E(Y ) 9.375 (1.875)(4.625) 0.703125
V(X) = 12(3/8)+ 22(1/2) +42(1/8)-(15/8)2 = 0.8594

V(Y) = 32(1/8)+ 42(1/4)+ 52(1/2) +62(1/8)-(37/8)2 = 0.7344
XY
5-30.
XY
0.703125
0.8851
XY
(0.8594)(0.7344)
E( X ) 1(1 / 8) (0.5)(1 / 4) 0.5(1 / 2) 1(1 / 8) 0.125

E(Y ) 2(1 / 8) (1)(1 / 4) 1(1 / 2) 2(1 / 8) 0.25
E(XY) = [-1 2 (1/8)] + [-0.5 -1 (1/4)] + [0.5 1 (1/2)] + [1 2 (1/8)] 0.875
V(X) = 0.4219
V(Y) = 1.6875
XY 0.875 (0.125)(0.25) 0.8438

XY
XY
0.8438
0.4219 1.6875
5-24
18 January 2010
5-31.
3
c( x y) 36c,
c 1 / 36
x 1 y 1
13
13
E( X )
E (Y )
6
6
16
16
E( X 2 )
E (Y 2 )
3
3
1
36
0.0435
23 23
36 36
5-32.
14 13
1

3 6
36
2
14
E ( XY )
3
xy
V ( X ) V (Y )
23
36
E( X ) 0(0.01) 1(0.99) 0.99

E(Y ) 0(0.02) 1(0.98) 0.98
E(XY) = [0 0 (0.002)] + [0 1 (0.0098)] + [1 0 (0.0198)] + [11 (0.9702)] 0.9702
V(X) = 0.99-0.992=0.0099
V(Y) = 0.98-0.982=0.0196
XY 0.9702 (0.99)(0.98) 0
XY
XY
0.0099 0.0196
5-33.
E(X1) = np1 = 3(1/3)=1
E(X2) = np2= 3(1/3)= 1
V(X1) = 3p1(1-p1)=3(1/3)(2/3)=2/3
V(X2) = 3p2(1-p2)=3(1/3)(2/3)=2/3
E(X1X2) = n(n-1)p1p2 =3(2)(1/3)(1/3)=2/3
XY 2 / 3 12 1 / 3 and XY
1/ 3
(2 / 3)(2 / 3)
0.5
The sign is negative.

For another example assume that n = 20
E(X1) = np1 = 20(1/3)=6.67
E(X2) = np2=20(1/3)=6.67
V(X1) = np1(1-p1)=20(1/3)(2/3)=4.44
V(X2) = np2(1-p2)=20(1/3)(2/3)=4.44
E(X1X2) = n(n-1)p1p2 =20(19)(1/3)(1/3)=42.22
XY 42.22 6.67 2 2.267 and XY
5-25
2.267
(4.44)(4.44)
0.51
18 January 2010
5-34.
Transaction
New Order
Payment
Order Status
Delivery
Stock Level
Mean Value
Frequency
43
44
4
5
4
Selects(X)
23
4.2
11.4
130
0
18.694
Updates(Y)
11
3
0
120
0
12.05
Inserts(Z)
12
1
0
0
0
5.6
(a) COV(X,Y) = E(XY)-E(X)E(Y) = 23*11*0.43 + 4.2*3*0.44 + 11.4*0*0.04 + 130*120*0.05 +

0*0*0.04 - 18.694*12.05=669.0713
(b) V(X)=735.9644, V(Y)=630.7875; Corr(X,Y)=cov(X,Y)/(V(X)*V(Y) )0.5 = 0.9820

(c) COV(X,Z)=23*12*0.43+4.2*1*0.44+0-18.694*5.6 = 15.8416
(d) V(Z)=31; Corr(X,Z)=0.1049
5-35.
From Exercise 5-19, c = 8/81, E(X) = 12/5, and E(Y) = 8/5

3 x
3 x
8
8
8 x3 2
8 x5
E ( XY ) xy ( xy )dyd x x 2 y 2 dyd x
x dx
dx
81 0 0
81 0 0
81 0 3
81 0 3
6
8 3
4
81 18
12 8
4 0.16
5 5
xy
E( X 2 ) 6
E (Y 2 ) 3
V ( x) 0.24,
V (Y ) 0.44
0.16
0.4924
0.24 0.44
5-36.
c 2 / 19
5 x 1
2
xdydx
xdydx 2.614
0
19 1 x1
Similar to Exercise 5-23,

1 x 1
E( X )
2
19 0
1 x 1
2
E (Y )
19 0
5 x 1
2
0 ydydx 19 1 x1ydydx 2.649
1 x 1
xy
5 x 1
2
2
xydydx xydydx 8.7763
19 0 0
19 1 x 1
8.7763 (2.614)(2.649) 1.85181
Now,
E ( XY )
E ( X 2 ) 8.7632
E (Y 2 ) 9.11403
V ( x) 1.930,
V (Y ) 2.0968
1.852
0.9206
1.930 2.097
5-37.
a) E(X) = 1 E(Y) = 1
5-26
18 January 2010
E ( XY ) xye x y dxdy
0 0
xe dx ye y dy
x
E ( X ) E (Y )
Therefore, XY XY 0 .
5-38.
E(X) = 333.33, E(Y)= 833.33
E(X2) = 222,222.2
V(X) = 222222.2-(333.33)2=111,113.31
E(Y2) = 1,055,556
V(Y) = 361,117.11
E ( XY ) 6 10
xye
.001x .002y
dydx 388,888.9
0 x
xy 388,888.9 (333.33)(833.33) 111,115.01
5-39.
111,115.01
111113.31 361117.11
0.5547
E( X ) 1(1 / 4) 1(1 / 4) 0
E(Y ) 1(1 / 4) 1(1 / 4) 0
E(XY) = [-1 0 (1/4)] + [-1 0 (1/4)] + [1 0 (1/4)] + [0 1 (1/4)] 0
V(X) = 1/2
V(Y) = 1/2
XY 0 (0)(0) 0
XY
XY
1/ 2 1/ 2
The correlation is zero, but X and Y are not independent, since, for example, if y = 0, X must be 1
or 1.
5-40.
If X and Y are independent, then

(X, Y) is rectangular. Therefore,
f XY ( x, y) f X ( x) fY ( y) and the range of
E ( XY ) xyf X ( x) fY ( y)dxdy xf X ( x)dx yf Y ( y)dy E ( X ) E (Y )
hence XY=0
5-41.
Suppose the correlation between X and Y is . for constants a, b, c, and d, what is the correlation
between the random variables U = aX+b and V = cY+d?
Now, E(U) = a E(X) + b and E(V) = c E(Y) + d.
Also, U - E(U) = a[ X - E(X) ] and V - E(V) = c[ Y - E(Y) ]. Then,
UV E{[U E(U )][V E(V )]} acE{[ X E( X )][Y E(Y )]} ac XY
Also,
U2 E[U E (U )]2 a 2 E[ X E ( X )]2 a 2 X2 and V2 c2 Y2 . Then,
5-27
UV
ac XY
a 2 X2
c 2 Y2
18 January 2010
XY if a and c are of the same sign
- XY if a and c differ in sign
Section 5-3
5-42.
a) board failures caused by assembly defects = p1 = 0.5

board failures caused by electrical components = p2 = 0.3
board failures caused by mechanical defects = p3 = 0.2
P( X 5, Y 3, Z 2)
10!
0.550.330.2 2 0.0851
5!3!2!
8
2
P( X 8) 10
8 0.5 0.5 0.0439
P( X 8, Y 1)
c) P( X 8 | Y 1)
. Now, because x+y+z = 10,
P(Y 1)
10!
P(X=8, Y=1) = P(X=8, Y=1, Z=1) =
0.580.310.21 0.0211
8!1!1!
1
9
P(Y 1) 10
1 0.3 0.7 0.1211
P( X 8, Y 1) 0.0211
P( X 8 | Y 1)
0.1742
P(Y 1)
0.1211
P( X 8, Y 1) P( X 9, Y 1)
d) P( X 8 | Y 1)
P(Y 1)
P(Y 1)
10!
P(X=8, Y=1) = P(X=8, Y=1, Z=1) =
0.580.310.21 0.0211
8!1!1!
10!
P(X=9, Y=1) = P(X=9, Y=1, Z=0) =
0.59 0.310.2 0 0.0059
9!1!0!
10
1
9
P(Y 1) 1 0.3 0.7 0.1211
b) Because X is binomial,
P( X 8 | Y 1)
e)
P( X 8, Y 1) P( X 9, Y 1) 0.0211 0.0059
0.2230
P(Y 1)
P(Y 1)
0.1211 0.1211
P( X 7, Y 1 | Z 2)
P( X 7 , Y 1, Z 2)
P ( Z 2)
10!
0.57 0.310.2 2 0.0338
7!1!2!
10
2
P( Z 2) 2 0.2 0.88 0.3020
P( X 7, Y 1, Z 2) 0.0338
P( X 7, Y 1 | Z 2)
0.1119
P ( Z 2)
0.3020
P(X=7, Y=1, Z=2) =
5-43.
a) percentage of slabs classified as high = p1 = 0.05

percentage of slabs classified as medium = p2 = 0.85
percentage of slabs classified as low = p3 = 0.10
5-28
18 January 2010
b) X is the number of voids independently classified as high X 0

Y is the number of voids independently classified as medium Y 0
Z is the number of with a low number of voids and Z 0 and X+Y+Z = 20
c) p1 is the percentage of slabs classified as high.
d) E(X)=np1 = 20(0.05) = 1
V(X)=np1 (1-p1)= 20(0.05)(0.95) = 0.95
e)
P( X 1, Y 17, Z 3) 0 Because the point (1,17,3) 20 is not in the range of

(X,Y,Z).
f)
P( X 1, Y 17, Z 3) P( X 0, Y 17, Z 3) P( X 1, Y 17, Z 3)

20!
0.05 0 0.8517 0.10 3 0 0.07195

0!17!3!
Because the point (1,17,3) 20 is not in the range of (X, Y, Z).
20
0
20
20
1
19
g) Because X is binomial, P( X 1) 0 0.05 0.95 1 0.05 0.95 0.7358
h) Because X is binomial E(Y) = np = 20(0.85) = 17

i) The probability is 0 because x+y+z>20
P( X 2, Y 17)
P(Y 17)
20!
0.05 2 0.8517 0.101 0.0540
P(X=2, Y=17) = P(X=2, Y=17, Z=1) =
2!17!1!
P( X 2, Y 17) 0.0540
P( X 2 | Y 17)
0.2224
P(Y 17)
0.2428
j)
P( X 2 | Y 17)
k)
P( X 0, Y 17) P( X 1, Y 17)
1
E ( X | Y 17) 0
P(Y 17)
P(Y 17)

P( X 2, Y 17) P( X 3, Y 17)
3
2
P(Y 17)
P(Y 17)
0.07195 0.1079 0.05396 0.008994

E ( X | Y 17) 0
1
2
3
0.2428 0.2428 0.2428 0.2428

1
5-44.
a) probability for the first landing page = p 1 = 0.25

probability for the second landing page = p2 = 0.25
probability for the third landing page = p3 = 0.25
probability for the fourth landing page = p4 = 0.25
P(W 5, X 5, Y 5, Z 5)
b) Because w+x+y+z = 20 P(W
20!
0.2550.2550.2550.255 0.0107
5!5!5!5!
5, X 5, Y 5) P(W 5, X 5, Y 5, Z 5)
5-29

P(W 5, X 5,Y 5)
c) P(W 7, X
of (W,X,Y,Z).
d) P(W
18 January 2010
20!
0.2550.2550.2550.255 0.0107
5!5!5!5!
7, Y 6 | Z 3) 0 Because the point (7,7,6,3) 20 is not in the range
7, X 7, Y 3 | Z 3)
P(W 7, X 7, Y 3, Z 3)
P( Z 3)
20!
0.257 0.257 0.2530.253 0.0024
7!7!3!3!
20
3
17
P( Z 3) 3 0.25 0.75 0.1339
P(W 7, X 7, Y 3, Z 3) 0.0024
P(W 7, X 7, Y 3 | Z 3)
0.0179
P( Z 3)
0.1339
P(W=7,X=7, Y=3, Z=3) =
e) Because W is binomial,
2
18
P(W 2) 020 0.2500.7520 120 0.2510.7519 20
0.0913
2 0.25 0.75
f) E(W)=np1 = 20(0.25) = 5
g) P(W 5, X 5) P(W 5, X 5, Y Z 10)
20!
0.2550.2550.510 0.0434
5!5!10!
P(W 5, X 5)
P( X 5)
from part g) P(W 5, X 5) 0.0434
P( X 5) 520 0.2550.7515 0.2023
P(W 5, X 5) 0.0434
P(W 5 | X 5)
0.2145
P( X 5)
0.2023
h) P(W
5-45.
5 | X 5)
a) The probability distribution is multinomial because the result of each trial (a dropped
oven) results in either a major, minor or no defect with probability 0.6, 0.3 and 0.1
respectively. Also, the trials are independent
b) Let X, Y, and Z denote the number of ovens in the sample of four with major, minor, and no
defects, respectively.
4!
0.6 2 0.3 2 0.10 0.1944
2!2!0!
4!
0.6 0 0.3 0 0.14 0.0001
c) P( X 0, Y 0, Z 4)
0!0!4!
P( X 2, Y 2, Z 0)
d) fXY ( x, y) fXYZ ( x, y, z) where R is the set of values for z such that x+y+z = 4. That is, R
R
consists of the single value z = 4-x-y and
f XY ( x, y )
4!
0.6 x 0.3 y 0.14 x y
x! y!(4 x y)!
E( X ) np1 4(0.6) 2.4

f) E (Y ) np 2 4(0.3) 1.2
e)
5-30
for x y 4.
g)
P( X 2 | Y 2)
18 January 2010
P( X 2, Y 2) 0.1944
0.7347
P(Y 2)
0.2646
4
P(Y 2) 0.3 2 0.7 4 0.2646 from the binomial marginal distribution of Y
2
h) Not possible, x+y+z = 4, the probability is zero.
P( X | Y 2) P( X 0 | Y 2), P( X 1 | Y 2), P( X 2 | Y 2)
P( X 0, Y 2) 4!
P( X 0 | Y 2)
0.6 0 0.32 0.12 0.2646 0.0204

P(Y 2)
0!2!2!
P( X 1, Y 2) 4!
P( X 1 | Y 2)
0.610.32 0.11 0.2646 0.2449

P(Y 2)
1!2!1!
P( X 2, Y 2) 4!
P( X 2 | Y 2)
0.6 2 0.32 0.10 0.2646 0.7347

P(Y 2)
2!2!0!
i)
j) E(X|Y=2) = 0(0.0204)+1(0.2449)+2(0.7347) = 1.7143

5-46. a)
0.04
0.03
0.02
z(0)
0.01
10
0.00
-2
0
-1
-10
4
5-31
18 January 2010
b)
0.07
0.06
0.05
0.04
z(.8)
0.03
0.02
0.01
10
0.00
-2
-1
-10
4
c)
0.07
0.06
0.05
0.04
z(-.8)
0.03
0.02
0.01
10
0.00
-2
-1
5-47.
Because
-10
4
and X and Y are normally distributed, X and Y are independent. Therefore,
5-32
18 January 2010
P( 2.095.043 Z 3.005.043 ) = 0.7887

(b) P(7.60 < Y < 7.80) = P( 7.600.087.70 Z 7.800.087.70 ) = 0.7887
(a) P(2.95 < X < 3.05) =
(c) P(2.95 < X < 3.05, 7.60 < Y < 7.80) = P(2.95 < X < 3.05) P(7.60 < Y < 7.80) =
P( 2.095.043 Z
5-48.
3.053
0.04
) P( 7.600.087.70 Z
7.807.70
0.08
) 0.7887 2 0.6220
(a) = cov(X,Y)/xy =0.6 cov(X,Y)= 0.6*2*5=6

(b) The marginal probability distribution of X is normal with mean x , x.
(c) P(X < 116) =P(X-120 < -4)=P((X_120)/5 < -0.8)=P(Z < -0.8) = 0.21
(d) The conditional probability distribution of X given Y=102 is bivariate normal distribution with
mean and variance
X|y=102 = 120 100*0.6*(5/2) +(5/2)*0.6(102) = 123
2X|y=102 = 25(1-0.36) =16
(e) P(X < 116|Y=102)=P(Z < (116-123)/4)=0.040
5-49.
Because 0 and X and Y are normally distributed, X and Y are independent. Therefore, X =
0.1 mm, X=0.00031 mm, Y = 0.23 mm, Y=0.00017 mm
Probability X is within specification limits is
0.100465 0.1
0.099535 0.1
P(0.099535 X 0.100465) P
Z
0.00031
0.00031
P(1.5 Z 1.5) P( Z 1.5) P( Z 1.5) 0.8664

Probability that Y is within specification limits is
0.23034 0.23
0.22966 0.23
P(0.22966 X 0.23034) P
Z
0.00017
0.00017
P(2 Z 2) P( Z 2) P( Z 2) 0.9545
Probability that a randomly selected lamp is within specification limits is (0.8664)(0.9594) =
0.8270
5-50. a) By completing the square in the numerator of the exponent of the bivariate normal PDF, the joint
PDF can be written as
1
fY|X x
2
f XY ( x, y ) 2 x y 1
f X ( x)
2
2
1
x x

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

Y2
X
2 (1 2 )
1
2 x
Also, fx(x) =
1
e
2 x
xx
x x
By definition,
5-33
1
fY | X x
2
f ( x, y ) 2 x y 1
XY
f X ( x)
2
1
x x
(
y
(
x
))
(1 2 )
Y
x
Y2
X
2
2(1 )
2 x
1
2 y 1 2
18 January 2010
Y
1
( x x ))
( y (Y
X
Y2
2(1 2 )
x x
2
2(1 )
Now fY|X=x is in the form of a normal distribution.

b) E(Y|X=x) = y
y
x
( x x ) . This answer can be seen from part a). Since the PDF is in the
form of a normal distribution, then the mean can be obtained from the exponent.
c) V(Y|X=x) = 2y (1 2 ) . This answer can be seen from part a). Since the PDF is in the form of a
normal distribution, then the variance can be obtained from the exponent.
5-51.
( x X ) 2 ( y Y ) 2
12
2
Y 2 dxdy
X
1
f
(
x
,
y
)
dxdy
e
XY
2 X Y
( x X )2
( y Y ) 2

12
12
2
2
1
1
e
dx
e
dy
2 X
2 Y
and each of the last two integrals is recognized as the integral of a normal probability density
function from to . That is, each integral equals one. Since f XY( x, y) f ( x) f ( y) then
X and Y are independent.
5-52.
Let f XY ( x, y )
1
2 x y 1
X
X
2( X X )(Y X ) Y Y

X Y
2(1 2 )
Completing the square in the numerator of the exponent we get:

X 2 2 ( X )( Y ) Y 2
Y X
X
X
X
Y
Y
X

X
XY
Y
Y
X
2 X X
(1 )
X
But,
Y
Y

Y
X X
1 (Y ) Y ( X ) 1 (Y ( Y ( X ))
Y
x
Y
x
X
X
Y
Y
Substituting into fXY(x,y), we get
5-34
f XY ( x, y )
1
e
2 x
1
2 x y 1 2
1 xx

2 x
2
2
1
xx
y ( Y Y ( x x )) (1 2 )

2
X
Y
2(1 2 )
dx
1
2 y 1 2
18 January 2010

y ( y y ( x x ))
x
2 x2 (1 2 )
dydx
dy
The integrand in the second integral above is in the form of a normally distributed random
variable. By definition of the integral over this function, the second integral is equal to 1:
1
e
2 x
1 xx

2 x
dx
1 xx

2 x
2 y 1 2
1
e
2 x

y ( y y ( x x ))
x
2 x2 (1 2 )
dy
dx 1
The remaining integral is also the integral of a normally distributed random variable and therefore,
it also integrates to 1, by definition. Therefore,
f XY ( x, y) 1
5-53.
1
f X ( x)
2
X
Y
1 2
0.5 ( x X )
e
2 X
1 2
e
2 X
( x X )2
2
X
0.5
1
2
X
2
2
0.5 ( x X ) 2 ( x X )( y Y ) ( y Y )
2
2
X
Y
X
Y
1 2
1
Y
1 2
1
Y
1 2
dy
2
2
0.5 ( y Y ) ( x X ) ( x X )
2
1
Y
X
X

0.5 ( y Y ) ( x X )
2
1
X
dy
dy
The last integral is recognized as the integral of a normal probability density with mean
Y ( x
Y
and variance
Y 2 (1 2 ) . Therefore, the last integral equals one and the
requested result is obtained.

Section 5-4
5-35
5-54.
18 January 2010
a) E(2X + 3Y) = 2(0) + 3(10) = 30

b) V(2X + 3Y) = 4V(X) + 9V(Y) = 97
c) 2X + 3Y is normally distributed with mean 30 and variance 97. Therefore,
P(2 X 3Y 30) P(Z

d)
3030
97
P(2 X 3Y 40) P(Z
) P(Z 0) 0.5
4030
97
) P(Z 1.02) 0.8461
5-55.
(a) E(3X+2Y) = 3*2+2*6=18
(b) V(3X+2Y) = 9*5+4*8 =77
(c) 3X+2Y ~ N(18, 77)
P(3X+2Y < 18) = P(Z < (18-18)/770.5)=0.5
(d) P(3X+2Y < 28) = P(Z < (28-18)/770.5)=P(Z < 1.1396) =0.873
5-56.
5-57.
Y = 10X and E(Y) =10E(X) = 50mm.

V(Y) = 102V(X)=25mm2
a) Let T denote the total thickness. Then, T = X + Y and E(T) = 4 mm,
V(T) = 0.12 0.12 0.02mm2 , and T 0.1414 mm.
b)
4.3 4
P(T 4.3) P Z
P( Z 2.12)
0.1414
1 P( Z 2.12) 1 0.983 0.0170

5-58.
(a) X: time of wheel throwing. X~N(40,4)

Y: time of wheel firing. Y~N(60,9)
X+Y ~ N(100, 13)
P(X+Y 95) = P(Z<(95-100)/130.5) =P(Z<-1.387) = 0.083
(b) P(X+Y>110) = 1- P(Z<(110-100)/ 130.5) =1-P(Z<2.774) = 1-0.9972 =0.0028
5-59.
a) XN(0.1, 0.00031) and YN(0.23, 0.00017) Let T denote the total thickness.
Then, T = X + Y and E(T) = 0.33 mm,
0.000312 0.000172 1.25x107 mm2 , and T 0.000354mm.

0.2337 0.33
P(T 0.2337) P Z
P( Z 272) 0
0.000354
V(T) =
b)
0.2405 0.33
P (T 0.2405) P Z
P ( Z 253) 1 P ( Z 253) 1
0.000345
5-60.
Let D denote the width of the casing minus the width of the door. Then, D is normally distributed.
a) E(D) = 1/8
b)
c)
V(D) =
P( D 14 ) P( Z
P( D 0) P( Z
( 18 ) 2 ( 161 ) 2
1 1
4 8
5
T 5 256 0.1398
) P( Z 0.89) 0.187
256
0 18
5
5
256
) P( Z 0.89) 0.187
256
5-36

5-61.
5-62.
18 January 2010
X : time of ACL reconstruction surgery for high-volume hospitals.

X ~ N(129,196).
E(X1+X2++X10) = 10* 129 =1290
V(X1+X2++X10) = 100*196 =19600
a) Let X denote the average fill-volume of 100 cans. X
0.5 2
100
0.05 .
12 12.1
P( X 12) P Z
P( Z 2) 0.023
0.05
12
c) P( X < 12) = 0.005 implies that P Z

0.005.
0.05
12
Then 0.05 = -2.58 and 12.129 .
b) E( X ) = 12.1 and
12 12.1
P Z
0.005.
/ 100
= -2.58 and 0.388 .
d) P( X < 12) = 0.005 implies that

Then
1212.1
/ 100
12 12.1
P Z
0.01.
0.5 / n
= -2.33 and n 135.72 136 .
e) P( X < 12) = 0.01 implies that

Then
5-63.
1212.1
0.5 / n
Let X denote the average thickness of 10 wafers. Then, E( X ) = 10 and V( X ) = 0.1.

a) P(9
X 11) P( 9 010
Z
.1
1110
0.1
) P(3.16 Z 3.16) 0.998 .
The answer is 1 0.998 = 0.002

b)
P( X 11) 0.01 and X
Therefore,
1
n
P( X 11) P( Z 11110 ) 0.01 ,

n
11 10 = 2.33 and n = 5.43 which is rounded up

1
n
to 6.
c)
P( X 11) 0.0005 and X
Therefore,
P( X 11) P( Z
1110
10
) 0.0005 ,
1110
10
= 3.29
10
10 / 3.29 0.9612
5-64.
X~N(160, 900)
a) Let Y = X1 + X2 + ... + X25, E(Y) = 25E(X) = 4000, V(Y) = 25 2(900) = 22500
P(Y > 4300) =
4300 4000
P Z
P( Z 2) 1 P( Z 2) 1 0.9773 0.0227
22500
x 4000
0.0001.
b) c) P( Y > x) = 0.0001 implies that P Z
22500
4000
Then x 150
= 3.72 and x 4558
5-65.
W: weights of parts
E: measurement error.
W~ N(w, w2) , E ~ N(0, e2) ,W+E ~ N(w, w2+e2) .
Wsp = weights of the specification P
5-37
18 January 2010
(a) P(W > w + 3w) + P(W < w 3w) = P(Z > 3) + P(Z < -3) = 0.0027
(b) P(W+E > w + 3w) + P( W+E < w 3w)
= P (Z > 3w / (w2+e2)1/2) + P (Z < -3w / (w2+e2)1/2)
Because e2 = 0.5w2 the probability is
= P (Z > 3w / (1.5w2)1/2) + P (Z < -3w / (1.5w2)1/2)
= P (Z > 2.45) + P (Z < -2.45) = 2(0.0072) = 0.014
No.
(c) P( E + w + 2w > w + 3w) = P(E > w) = P(Z > w/(0.5w2)1/2)
= P(Z > 1.41) = 0.079
Also, P( E + w + 2w < w 3w) = P( E < 5w)
= P(Z < -5w/(0.5w2)1/2) = P(Z < -7.07) 0
5-66.
D=A-B-C
a) E(D) = 10 - 2 - 2 = 6 mm
V ( D) 0.12 0.052 0.052 0.015mm2

D 0.1225mm
5.9 6
b) P(D < 5.9) = P(Z <
) = P(Z < -0.82) = 0.206.
0.1225
Section 5-5
5-67.
5-68.
40,
f Y ( y)
1
at y = 3, 5, 7, 9 from equation 5-40.
4
Because X 0 , the transformation is one-to-one; that is
If p = 0.25,
5-69.
p (1 p)
( y) (0.25) (0.75)
f Y ( y) f X ( y )
fY
3 y
for y = 0, 1, 4, 9.
y 10 1 y 10
for 10 y 22
fY ( y ) f X

72
2 2
22 2
y 10 y
1 y 3 10 y 2 22
dy
2
18
b) E (Y )
10
72
72 3
10
a)
5-70.
y . From equation 5-
for y = 0, 1, 4, 9.
3 y
y x 2 and x
Because y = -2 ln x,
x . Then, f Y ( y) f X (e 2 ) 12 e 2 12 e 2 for 0 e 2 1 or
y 0 , which is an exponential distribution with =1/2 (which equals a chi-square distribution

with k = 2 degrees of freedom).
5-71.
a) If
y x 2 , then x
y for
x 0 and y 0 . Thus,
f Y ( y ) f X ( y ) 12 y
12
for
2 y
y > 0.
b) If y
y > 0.
x1 / 2 , then x y 2 for x 0 and y 0 . Thus, fY ( y) f X ( y 2 )2 y 2 ye y for

2
5-38

c) If y = ln x, then x e y for
y .
5-72.
18 January 2010
x 0 . Thus, f Y ( y) f X (e y )e y e y e e e y e for
y
du a u 2 e u du.
a) Now, av e dv must equal one. Let u = bv, then 1 a ( ) e
b b 3 0
0
0
a
2a
From the definition of the gamma function the last expression is 3 (3) 3 . Therefore,
b
b
3
b
.
a
2
2w
mv 2
b) If w
, then v
for v 0, w 0 .
2
m
dv b 3 2w b 2mw
f W ( w) f V 2mw
e
(2mw) 1 / 2
dw
2m
b 3 m 3 / 2 1 / 2 b 2mw
w e
2
for w 0 .
2 bv
u 2
b
5-73.
If
y e x , then x = ln y for 1 x 2 and e1 y e 2 . Thus, fY ( y ) f X (ln y )
1 ln y
5-74.
If y =
2 . That is, fY ( y )
1
2
for e y e .
y
( x 2) 2 , then x = 2 y for 0 x 2 and x = 2 y for 2 x 4 . Thus,
fY ( y ) f X (2 y ) | 12 y 1 / 2 | f X (2 y ) | 12 y 1 / 2 |
2 y
16 y
2 y
16 y
14 y 1 / 2 for 0 y 4
Supplemental Exercises
5-75.
The sum of
f ( x, y) 1, 14 18 18 14 14 1
x
and
1 1
for
y y
f XY ( x, y) 0
P( X 0.5, Y 1.5) f XY (0,1) f XY (0,0) 1 / 8 1 / 4 3 / 8 .

b) P( X 1) f XY (0,0) f XY (0,1) f XY (1,0) f XY (1,1) 3 / 4
c) P(Y 1.5) f XY (0,0) f XY (0,1) f XY (1,0) f XY (1,1) 3 / 4
d) P( X 0.5, Y 1.5) f XY (1,0) f XY (1,1) 3 / 8
a)
e) E(X) = 0(3/8) + 1(3/8) + 2(1/4) = 7/8.

V(X) = 02(3/8) + 12(3/8) + 22(1/4) - 7/82 =39/64
E(Y) = 1(3/8) + 0(3/8) + 2(1/4) = 7/8.
V(Y) = 12(3/8) + 02(3/8) + 22(1/4) - 7/82 =39/64
5-39
f)
18 January 2010
f X ( x ) f XY ( x, y ) and f X (0) 3 / 8, f X (1) 3 / 8, f X (2) 1/ 4 .

y
f XY (1, y )
and fY 1 (0)
f X (1)
g)
fY 1 ( y )
h)
E (Y | X 1) yf Y | X 1 ( y) 0(1 / 3) 1(2 / 3) 2 / 3
1/ 8
3/8
1 / 3, fY 1 (1)
1/ 4
3/8
2/3.
x 1
i) As is discussed after Example 5-19, because the range of (X, Y) is not rectangular, X and Y are
not independent.
j) E(XY) = 1.25, E(X) = E(Y)= 0.875 V(X) = V(Y) = 0.6094
COV(X,Y)=E(XY)-E(X)E(Y)= 1.25-0.8752=0.4844
0.4844
0.7949
0.6094 0.6094
20!
P( X 2, Y 4, Z 14)
0.10 2 0.20 4 0.7014 0.0631
2!4!14!
0
20
b) P( X 0) 0.10 0.90 0.1216
c) E ( X ) np1 20(0.10) 2
V ( X ) np1 (1 p1 ) 20(0.10)(0.9) 1.8
f XZ ( x, z )
d) f X | Z z ( X | Z 19)
f Z ( z)
20!
f XZ ( xz )
0.1x 0.2 20 x z 0.7 z
x! z!(20 x z )!
20!
f Z ( z)
0.3 20 z 0.7 z
z! (20 z )!
XY
5-76.
f ( x, z )
(20 z )! 0.1x 0.2 20 x z
(20 z )! 1 2
f X |Z z ( X | Z 19) XZ

20 z
f Z ( z)
x! (20 x z )! 0.3
x! (20 x z )! 3 3
x
Therefore, X is a binomial random variable with n=20-z and p=1/3. When z=19,
2
1
and f X |19 (1) .
3
3
2 1 1
e) E ( X | Z 19) 0 1
3 3 3
f X |19 (0)
5-77.
Let X, Y, and Z denote the number of bolts rated high, moderate, and low. Then, X, Y, and Z have
a multinomial distribution.
a)
P( X 12, Y 6, Z 2)
20!
0.6120.360.12 0.0560
12!6!2!
b) Because X, Y, and Z are multinomial, the marginal distribution of Z is binomial with

n = 20 and p = 0.1
c) E(Z) = np = 20(0.1) = 2
d) P(low>2)=1-P(low=0)-P(low=1)-P(low=2)=1-0.1*0.920- 0.1*0.919-0.12*0.918
=0.863
5-40
20 x z

f Z |16 ( z )
e)
18 January 2010
f XZ (16, z )
20!
and f XZ ( x, z )
0.6 x 0.3 ( 20 x z ) 0.1z for
x! z! (20 x z )!
f X (16)
x z 20 and 0 x,0 z . Then,
f Z 16 ( z )
0.6160.3( 4 z ) 0.1z
20!
16!z!( 4 z )!
20!
16!4!
16
0.6 0.4
4!
0.3 4 z 0.1 z
z!( 4 z )! 0.4
0.4
for 0 z 4 . That is the distribution of Z given X = 16 is binomial with n = 4 and

p = 0.25
f) From part (a), E(Z) = 4 (0.25) = 1
g) Because the conditional distribution of Z given X = 16 does not equal the marginal distribution
of Z, X and Z are not independent.
5-78.
Let X, Y, and Z denote the number of calls answered in two rings or less, three or
four rings, and five rings or more, respectively.
a)
P( X 8, Y 1, Z 1)
10!
0.780.2510.051 0.0649
8!1!1!
b) Let W denote the number of calls answered in four rings or less. Then, W is a binomial random
variable with n = 10 and p = 0.95.
0.95
10
10
Therefore, P(W = 10) =
0.050 0.5987 .
10
c) E(W) = 10(0.95) = 9.5.
f Z 8 ( z)
d)
f XZ (8, z )
10!
and f XZ ( x, z )
0.70 x 0.25(10 x z )0.05z for
x! z!(10 x z )!
f X (8)
x z 10 and 0 x,0 z . Then,

f Z 8 ( z)
10!
8!z!( 2 z )!
0.70 8 0.25 ( 2 z ) 0.05 z
10!
8!2!
0.70 0.30
2!
0.25 2 z 0.05 z
z!( 2 z )! 0.30
0.30
for 0 z 2 . That is Z is binomial with n =2 and p = 0.05/0.30 = 1/6.

e) E(Z) given X = 8 is 2(1/6) = 1/3.
f) Because the conditional distribution of Z given X = 8 does not equal the marginal distribution of
Z, X and Z are not independent.
3 2
5-79.
2
2
cx ydydx cx
0 0
y2
2
dx 2c x3
1 1
a)
P( X 1, Y 1) x ydydx 181 x 2
1
18
0 0
P( X 2.5)
2.5
1
18
x 2 ydydx
0 0
3 2
c)
1
18
x2
y2
2
0
3
P(1 Y 2.5) x ydydx 181 x 2

1
18
0 1
y2
2
2.5 2
b)
18c . Therefore, c = 1/18.
d)
5-41
1
0
dx
0
y2
2
dx
2
1
1 x3
9 3
1 x3
36 3
2.5
1
108
0.5787
dx 121 x3
3
0
3
4

3
1.5
P( X 2,1 Y 1.5)
3 2
2
95
432
0 0
1 x4
9 4
E (Y ) x y dydx 181 x 2 83 dx
2
0 0
1
18
y2
2
1.5
dx
5 x3
144 3
3
2
0.2199
E ( X ) 181 x3 ydydx 181 x3 2dx

3 2
f)
x 2 ydydx 181 x 2
e)
1
18
18 January 2010
4 x3
27 3
3
0
9
4
4
3
g)
f X ( x)
1
18
x 2 ydy 19 x 2 for 0 x 3
h)
f XY (1, y )
f X (1)
fY X ( y )
1
18
1
9
y
for 0 < y < 2.
2
2
f XY ( x,1) 181 x
i) f X 1 ( x)
and fY ( y )
fY (1)
fY (1)
Therefore,
5-80.
f X 1 ( x)
1
18
x 2 ydx
y
2
for 0 y 2 .
x2 1 2
x for 0 < x < 3.
1/ 2 9
1
18
The region x2 y 2 1 and 0 < z < 4 is a cylinder of radius 1 ( and base area
) and height 4.
1
Therefore, the volume of the cylinder is 4 and fXYZ ( x, y, z)
for x2 y 2 1 and 0 < z < 4.
4
a) The region X 2 Y 2 0.5 is a cylinder of radius
P( X Y 0.5)
2
4 ( 0.5 )
4
0.5 and height 4. Therefore,
1/ 2 .
b) The region X2 Y2 0.5 and 0 < z < 2 is a cylinder of radius
0.5 and height 2. Therefore,
2 ( 0.5 )
4
P( X Y 0.5, Z 2)
1/ 4
f ( x, y,1)
c) f XY 1 ( x, y ) XYZ
and f Z ( z ) 41 dydx 1 / 4
f Z (1)
x 2 y 2 1
2
for 0 < z < 4. Then,

4
d)
f X ( x)
0
f XY 1 ( x, y)
1 x 2
1 x 2
1 / 4 1
for x 2 y 2 1 .
1/ 4
1
4
dydz 21 1 x 2 dz 2 1 x 2 for -1 < x < 1

0
f (0,0, z )
2
2
e) f Z 0, 0 ( z ) XYZ
and f XY ( x, y ) 41 dz 1 / for x y 1 . Then,
f XY (0,0)
0
1 / 4
f Z 0, 0 ( z )
1 / 4 for 0 < z < 4 and Z 0,0 2 .
1/
5-42

f Z xy ( z )
f)
18 January 2010
f XYZ ( x, y, z ) 1 / 4
1 / 4 for 0 < z < 4. Then, E(Z) given X = x and Y = y is

f XY ( x, y )
1/
z
4
dz 2 .
5-81.
f XY ( x, y) c for 0 < x < 1 and 0 < y < 1. Then,
cdxdy 1 and c = 1. Because
P( X Y 0.5) is the area of the shaded region below
f XY ( x, y) is constant,
1
0.5
0
That is,
5-82.
0.5
P( X Y 0.5) = 3/4.
a) Let X1, X 2 ,..., X 6 denote the lifetimes of the six components, respectively. Because of
independence,
P( X1 5000, X2 5000,..., X6 5000) P( X1 5000)P( X2 5000)... P( X6 5000)
If X is exponentially distributed with mean , then 1 and
P( X x) 1 et / dt e t /
e x / . Therefore, the answer is
e 5 / 8 e 0.5 e 0.5 e 0.25e 0.25e 0.2 e 2.325 0.0978 .

b) The probability that at least one component lifetime exceeds 25,000 hours is the same as 1
minus the probability that none of the component lifetimes exceed 25,000 hours. Thus,
1-P(Xa<25,000, X2<25,000, , X6<25,000)=1-P(X1<25,000)P(X6<25,000)
=1-(1-e-25/8)(1-e-2.5)(1-e-2.5)(1-e-1.25)(1-e-1.25)(1-e-1)=1-.2592=0.7408
5-83.
Let X, Y, and Z denote the number of problems that result in functional, minor, and no defects,
respectively.
a)
P( X 2, Y 5) P( X 2, Y 5, Z 3)
10!
2!5!3!
0.2 2 0.5 5 0.33 0.085
b) Z is binomial with n = 10 and p = 0.3.

c) E(Z) = 10(0.3) = 3.
5-84.
a) Let X denote the mean weight of the 25 bricks in the sample. Then, E( X ) = 3 and
3 ) = P (Z < -1) = 0.159.
X 0.25 0.05 . Then, P( X < 2.95) = P(Z < 2 .095
. 05
25
b)
5-85.
P( X x) P( Z
x3
x3
) 0.99 . So,
-2.33 and x=2.8835.
.05
0.05
a)
5-43

18.25
5.25
17.75
4.75
Because
18 January 2010
cdydx 0.25c, c = 4. The area of a panel is XY and P(XY > 90) is the
shaded area times 4 below,
5.25
4.75
18.25
17.25
18.25
5.25
That is,
17.75
18.25
18.25
17.75
17.75
4dydx 4 5.25 90x dx 4(5.25 x 90 ln x
90 / x
) 0.499
b) The perimeter of a panel is 2X+2Y and we want P(2X+2Y >46)

18.25
5.25
17.75
23 x
18.25
4dydx 4 5.25 (23 x)dx

17.75
18.25
4 (17.75 x)dx 4(17.75 x

17.75
5-86.
x2
2
18.25
) 0.5
17.75
a) Let X denote the weight of a piece of candy and XN(0.1, 0.01). Each package has 16 candies,
then P is the total weight of the package with 16 pieces and E( P ) = 16(0.1)=1.6 ounces and V(P)
= 162(0.012)=0.0256 ounces2
1.6
b) P( P 1.6) P( Z 1.06.16
) P(Z 0) 0.5 .
c) Let Y equal the total weight of the package with 17 pieces, E(Y) = 17(0.1)=1.7 ounces and
V(Y) = 172(0.012)=0.0289 ounces2
1.7
P(Y 1.6) P(Z 1.06.0289
) P(Z 0.59) 0.2776 .
5-87.
Let X denote the average time to locate 10 parts. Then, E(

a)
X ) =45 and X
30
10
P( X 60) P(Z 3060/4510 ) P(Z 1.58) 0.057
b) Let Y denote the total time to locate 10 parts. Then, Y > 600 if and only if X > 60. Therefore,
the answer is the same as part a.
5-88.
a) Let Y denote the weight of an assembly. Then, E(Y) = 4 + 5.5 + 10 + 8 = 27.5 and
0.5 2 0.2 2 0.5 2 0.7 .

.5
P(Y 29.5) P(Z 29.50.27
) P(Z 2.39) 0.0084
7
V(Y)= 0.4
b) Let X denote the mean weight of 8 independent assemblies. Then, E( X ) = 27.5 and V( X ) =
0.7/8 = 0.0875. Also,
P( X 29) P(Z
29 27.5
0.0875
5-89.
5-44
) P(Z 5.07) 0 .
0.07
0.06
0.05
0.04
z(-.8)
0.03
0.02
0.01
10
0.00
-2
0
-1
-10
4
5-45
18 January 2010
18 January 2010
5-90.
1
1 0.72{( x 1)
f XY ( x, y )
e
1.2
1.6 ( x 1)( y 2 ) ( y 2 ) 2 }
{( x 1)
1
f XY ( x, y )
e 2 ( 0.36)
2 .36
f XY ( x, y )
1
2 1 .8 2
1.6 ( x 1)( y 2 ) ( y 2 ) 2 }
1
{( x 1) 2 2 (. 8 )( x 1)( y 2 ) ( y 2 ) 2 }
2
2 (10.8 )
E ( X ) 1 , E (Y ) 2 V ( X ) 1 V (Y ) 1 and = 0.8
5-91.
a)
b)
c)
5-92.
Let T denote the total thickness. Then, T = X1 + X2 and

E(T) = 0.5+1=1.5 mm
a. V(T)=V(X1) +V(X2) + 2Cov(X1X2)=0.01+0.04+2(0.014)=0.078mm2
i. where Cov(XY)=XY=0.7(0.1)(0.2)=0.014
1 1.5
P(T 1) P Z
P( Z 1.79) 0.0367
0.078
Let P denote the total thickness. Then, P = 2X1 +3 X2 and

E(P) =2(0.5)+3(1)=4 mm
V(P)=4V(X1) +9V(X2) + 2(2)(3)Cov(X1X2)=4(0.01)+9(0.04)+2(2)(3)(0.014)=0.568mm2
where Cov(XY)=XY=0.7(0.1)(0.2)=0.014
Let T denote the total thickness. Then, T = X1 + X2 + X3 and
a) E(T) = 0.5+1+1.5 =3 mm
V(T)=V(X1) +V(X2) +V(X3)+2Cov(X1X2)+ 2Cov(X2X3)+
2Cov(X1X3)=0.01+0.04+0.09+2(0.014)+2(0.03)+ 2(0.009)=0.246mm2
where Cov(XY)=XY
b) P(T
5-93.
1.5 3
1.5) P Z
P( Z 6.10) 0
0.246
Let X and Y denote the percentage returns for security one and two respectively.
If of the total dollars is invested in each then X+ Y is the percentage return.
E(X+ Y) = 0.05 (or 5 if given in terms of percent)
V(X+ Y) = 1/4 V(X)+1/4V(Y)+2(1/2)(1/2)Cov(X,Y)
where Cov(XY)=XY=-0.5(2)(4) = -4
V(X+ Y) = 1/4(4)+1/4(6)-2 = 3
Also, E(X) = 5 and V(X) = 4. Therefore, the strategy that splits between the securities has a lower
standard deviation of percentage return than investing 2million in the first security.
Mind-Expanding Exercises
5-94.
a) The range consists of nonnegative integers with x+y+z = 4.

b) Because the samples are selected without replacement, the trials are not independent and the
joint distribution is not multinomial.
5-46
c)
18 January 2010
f XY ( x,2)
f Y (2)
P( X x | Y 2)
0.1098 0.1758 0.0440 0.3296

P(Y 2)

0.1098
P( X 0 and Y 2)

0.1758
P( X 1 and Y 2)

0.0440
P( X 2 and Y 2)

4
0
5
2
15
4
6
2
4
1
5
2
15
4
4
0
5
2
15
4
4
1
5
2
15
4
4
1
5
2
15
4
f XY (x,2)
0
1
2
0.1098/0.3296=0.3331
0.1758/0.3296=0.5334
0.0440/0.3296=0.1335
4
2
6
1
5
2
15
4
6
0
6
2
6
1
6
1
d)
P(X=x, Y=y, Z=z) is the number of subsets of size 4 that contain x printers with graphics
enhancements, y printers with extra memory, and z printers with both features divided by the
number of subsets of size 4.

P ( X x, Y y , Z z )
for x+y+z = 4.

0.1758
P( X 1, Y 2, Z 1)

0.2198
e) P( X 1, Y 1) P( X 1, Y 1, Z 2)

4
x
5
y
6
z
15
4
4
1
5
2
15
4
6
1
4
1
5
1
15
4
6
2
f) The marginal distribution of X is hypergeometric with N = 15, n = 4, K = 4. Therefore, E(X) =

nK/N = 16/15 and V(X) = 4(4/15)(11/15)[11/14] = 0.6146.
g)
P( X 1,Y 2 | Z 1) P( X 1,Y 2, Z 1) / P( Z 1)
h)
0.4762
4
1
6
1
5 6
2 1
15
4
9
3
15
4
P( X 2 | Y 2) P( X 2, Y 2) / P(Y 2)
4 5 6
2 125 0
4
0.1334
5
2
10
2
15
4
i) Because X+Y+Z = 4, if Y = 0 and Z = 3, then X = 1. Because X must equal 1,
5-47
f X YZ (1) 1 .

5-95.
18 January 2010
a) Let X, Y, and Z denote the risk of new competitors as no risk, moderate risk,
and very high risk. Then, the joint distribution of X, Y, and Z is multinomial with n =12 and
p1 0.13, p 2 0.72, and p3 0.15 . X, Y and Z 0 and x+y+z=12

b) P( X 1, Y 3, Z 1) = 0, not possible since x+y+z 12
c)
12
12
12
P( Z 2) 0.15 0 0.8512 0.151 0.8511 0.15 2 0.8510
0
1
2
0.1422 0.3012 0.2924 0.7358
d)
P(Z 2 | Y 1, X 10) 0
e)
P( X 10) P( X 10, Y 2, Z 0) P( X 10, Y 1, Z 1) P( X 10, Y 0, Z 2)

12!
12!
12!
0.13100.72 2 0.15 0
0.13100.7210.151
0.13100.72 0 0.15 2
10!2!0!
10!1!1!
10!0!2!
4.72 x10 8 1.97 x10 8 2.04 x10 9 6.89 x10 8
P( Z 0, Y 2, X 10) P( Z 1, Y 1, X 10)
P( Z 1 | X 10)
P( X 10)
P( X 10)
12!
12!
0.1310 0.72 2 0.15 0 6.89 x10 8

0.1310 0.721 0.151 6.89 x10 8
10!2!0!
10!1!1!
0.9698
f)
P(Y 1, Z 1 | X 10)
P( Z 1, Y 1, X 10)
P( X 10)
12!
0.13100.7210.151 6.89 x108
10!1!1!
0.2852
g)
5-96.
E ( Z | X 10) (0(4.72 x10 8 ) 1(1.97 x10 8 ) 2(2.04 x10 9 )) / 6.89 x10 8

0.345
By the independence,
P( X 1 A1 , X 2 A2 ,..., X p A p )
...
A1
A2
f X 1 ( x1 ) f X 2 ( x 2 )... f X p ( x p )dx1 dx 2 ...dx p
Ap

f X 1 ( x1 )dx1 f X 2 ( x 2 )dx 2 ... f X p ( x p )dx p
A1
A2
A p
P( X 1 A1 ) P( X 2 A2 )...P( X p A p )
5-48
5-97.
18 January 2010
E (Y ) c11 c2 2 ... c p p .
Also,
c x c x ... c x (c c ... c )
c ( x ) ... c ( x ) f ( x ) f ( x )... f
V (Y )
1 1
2 2
1 1
X1
X2
Xp
f X 1 ( x1 ) f X 2 ( x2 )... f X p ( x p )dx1dx2 ...dx p

( x p )dx1dx2 ...dx p
Now, the cross-term
c c ( x )( x ) f ( x ) f
c c ( x ) f ( x )dx ( x
1
1 2
X1
X1
X2
( x2 )... f X p ( x p )dx1dx2 ...dx p
2 ) f X 2 ( x2 )dx2 0
from the definition of the mean. Therefore, each cross-term in the last integral for V(Y) is zero
and
V (Y )
c ( x )
2
1
f X 1 ( x1 )dx1 ... c 2p ( x p p ) 2 f X p ( x p )dx p
c12V ( X 1 ) ... c 2pV ( X p ).

a
5-98.
f XY ( x, y )dydx
cdydx cab . Therefore, c = 1/ab. Then, f X ( x) cdy

0
for 0 < x < a, and fY ( y) cdx 1 for 0 < y < b. Therefore,

b
0
f XY (x,y)=f X (x)f Y (y) for all x
and y and X and Y are independent.
5-99.
The marginal density of X is

b
f X ( x) g ( x)h(u )du g ( x) h(u )du kg( x) where k h(u )du. Also,

0
a
f Y ( y ) lh ( y ) where l g (v)dv. Because f XY (x,y) is a probability density function,

0
g
(
x
)
h
(
y
)
dydx
g
(
v
)
dv
h(u )du 1. Therefore, kl = 1 and

0 0
0
0
f XY (x,y)=f X (x)f Y (y) for all x and y.

a
m N m

k n k
5-100. The probability function for X is P ( X x)
N

n
5-49
1
a
18 January 2010
Nj
. Therefore, from the multiplication rule the
xj
The number of ways to select xj items from Nj is
N 1 N 2 N k
... . The total
x1 x 2 x k
total number of ways to select items to meet the conditions is
N
. Therefore
n
number of subsets of n items selected from N is
N 1 N 2 N k
...
x1 x 2 x k
P( X 1 x1 ,... X k x k )
N

n
5-50

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Applied Statistics and Probability for Engineers, 5th edition

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

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

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

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

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

P( X 1, Y 4) f XY (1,1) f XY (1,2) f XY (1,3)

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

Applied Statistics and Probability for Engineers, 5th edition

E ( X ) 1 f XY (1,1) f XY (1,2) f XY (1,3) 2 f XY (2,1) f XY (2,2) f XY (2,3)

f X ( x) f XY ( x,1) f XY ( x,2) f XY ( x,3)

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

P( X 0.5, Y 1.5) f XY (1,2) f XY (0.5,1) 81 14 83

Applied Statistics and Probability for Engineers, 5th edition

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

a) The range of (X,Y) is

Applied Statistics and Probability for Engineers, 5th edition

a) The range of (X,Y) is

X 0, Y 0 and X Y 4 . Here X is the number of pages

Applied Statistics and Probability for Engineers, 5th edition

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

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

a) The range of (X,Y) is

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

c) Because X has a binomial distribution E(X) = n(p) = 4*(0.993)=3.972

Applied Statistics and Probability for Engineers, 5th edition

e) E(Y|X=2) = E(Y)= n(p)= 4(0.997)=3.988

P( X 2) f XYZ (2,1,1) f XYZ (2,1,2) f XYZ (2,2,1) f XYZ (2,2,2) 0.5

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

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

Applied Statistics and Probability for Engineers, 5th edition

(x) =0*0.2511+1*0.0405+2*0.0063+3*0.0009+4*0.0001= 0.0562

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

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

Applied Statistics and Probability for Engineers, 5th edition

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

p1 0.01, p2 0.04, and p3 0.95 .

0.010 0.04 2 0.951 0.004608 0.98958

0.0110.04 2 0.95 0 0.004608 0.01042

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

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

Determine c such that

P( X 2, Y 3) 814 xydxdy 814 (2) ydy 814 (2)( 92 ) 0.4444

Applied Statistics and Probability for Engineers, 5th edition

(3.125) ydy 814 (3.125) 92 0.6944

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

92 y for 0 < y < 3.

P(Y 2 | X 1.5) f Y |1.5 ( y )

(2.88) ( 2.52 1) 0.3733

92 x for 0 < x < 3.

f XY ( x, y) over the following region.

Applied Statistics and Probability for Engineers, 5th edition

b) P(1 < X < 2) equals the integral of

f XY ( x, y) over the following region.

Applied Statistics and Probability for Engineers, 5th edition

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

Applied Statistics and Probability for Engineers, 5th edition

for 1 < y < 3.

See the following graph,

(y) defined over this line segment

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

0 y 2 the integration is from 0 to y. For 2 y 3 the

Applied Statistics and Probability for Engineers, 5th edition

Applied Statistics and Probability for Engineers, 5th edition

(x) =00.2511+10.0405+20.0063+30.0009+4*0.0001= 0.0562