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John E. Freund's Mathematical Statistics and its applications

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Florentine van Hees September 27, 2012

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By condition III the number of hits in these two periods are independent: P(A)=f(x.t)) =α(f(x-1.t+∆t)=f(x.t) Hence. So.t)) dt Solution Due to condition II the probability of more than one hit in the small period of length ∆t is negligible. f(x.t+∆t)-f(x.∆t) f(x.t)) with u=∆ ut In particular for ∆t→0. Condition III: The probability of a success during such a time interval does not depend on what happened prior to time t.t)f(0.t)) f(x. either A or B occurs A: x hits in the ﬁrst period of length t and no hit in the small period of length ∆t B: x-1 hits in the ﬁrst period of length t and 1 hit in the small period of length ∆t So.t)) =α(f(x-1.∆t) P(B)=f(x-1.t+∆t)=f(x.t)) )−f (x.t)+α∆t*f(x-1.t)-f(x.t)f(0. f (x.Question 5.t)-α∆t*f(x.t+∆t)=f(x. Solution Poisson distribution: x −v e p(x.t)) dt Question 5.t)+α∆t*f(x-1.t)α∆ f(x.t)=α∆t(f(x-1.t)[1-α∆t]+f(x-1. The ﬁrst interval (t) and the second interval (∆t) do not overlap.t+∆t)=P(A∪B)=P(A)+P(B) Since A and B cannot happen simultaneously. Condition I: The probability of a success during a very small time interval from t to t+∆t is α∆t. they are disjoint.t)(1-α∆t+f(x-1.33 Derive the formulas for the mean and the variance of the Poisson distribution by ﬁrst evaluating E(X) and E[X(X-1)].t)-α∆t*f(x.t)+α∆t(f(x-1. f(x.t+∆t)=P(A)+P(B) f(x.v)= v x ! with v=λ I could not ﬁnd the correct answer for this question 2 .∆t) So.t) f(x.t+∆t)=f(x.t+∆t)=f(x.t) is the probability of getting x successes during a time interval of length t.t) f(x.t)α∆t and hence that d(f (x.31 f(x. we ﬁnd: d(f (x.∆t)+f(x-1.t)f(1.t)-f(x.t)f(1.t)-f(x.t+ut =α∆t(f(x-1.t)-f(x. Condition II: The probability of more than one success during such a time interval is negligible. Show that under these conditions: f(x.t+∆t)=f(x. using condition I.t)-f(x.

2 = 0.1..21 ∗ e−1.2 = 1.t)= n x t (1 − t) with t=θ θ=5/6 (=240/300) .x2 .. Mk xk 1 M2 Solution (a) f(x1 . the probability of receiving a wrong number is θ=0.2)= 1. nθ=λ=150*0.2e−1.* 60 240 300 1770∗134810340 f(2.72e−1.t)= 6 4 (5/6) (1/6) = 15 ∗ 0..1)= 2.44∗2 =0.2 ∗ 2! P(x≤2.2 = e−1.41∗0.014..74 Records show that the probability is 0. Use the Poisson approximation to the binomial distribution to ﬁnd the probability that among 1.n.2894 Question 5.0012 that a person will get food poisoning spending a day at a certain state fair.482253086 ∗ (1/25) = 0.2 P(1.1.λ)=P(0)+P(1)+P(2)=e−1.4.M2 .2 = 1. 240 are union members.014=2.1 2 e−2.2 e−1.2.540032849 =0.M1 .1.8795 3 .2 P(2..2 = 1 ∗ e−1.2478 )/( N n ) x n−x Solution (b) b(x.4 percent of the calls received by a switchboard are wrong numbers.n.v)= v x ! with v=λ =nθ n=150.2 + 0.. If six of the employees are chosen by lot to serve on a committee that administers the pension fund..n.1 ∗ = 4.2700 2! 2 2 Question 5.2 = 1.122456428 = 0.Question 5. Solution Poisson distribution: x −v e p(x.73 It is known from experience that 1.2)=λ0 ∗ e−1.2e−1.2 2 e−1.1 p(2.2 = 2. whereas the others are not. ﬁnd the probability that four of the six will be union members using (a) (b) The formula for the hypergeometric distribution..x=4 and n=6 4 2 b(x.000*0.240)=( 2 * 4 )/( 6 )= 962822846700 =0.72e−1. Solution Poisson distribution: x −v e p(x.000 persons attending the fair at most two will get food poisoning.xk . The binomial distribution as an approximation.69 Among the 300 employees of a company.2)=λ1 ∗ e−1.92e−1..0012=1. Use the Poisson approximation to the binomial distribution to determine the probability that among 150 calls received by the switchboard two are wrong numbers.2 = 1.2 ∗ e−1.60.v)= v x ! with v=λ =nθ nθ=λ=1.6.2 Probability of at most 2 is denoted by: P(x≤2.λ)=P(0)+P(1)+P(2) P(0.2 + 1.Mk )=( M x1 * x2 *..

With only one breakdown.0001 and P(17)=0.8 = 0.v)= v x ! with v=λ =nθ 3 −5.2975 Question 5.v)= v x ! with v=λ =nθ The probability that the computer will function with only one breakdown is deﬁned by: P(x=1.1.2.0002.0001+0.v)= v x ! with v=λ =nθ The probability that the computer will function without a breakdown is deﬁned by: P(x=0.8 = 0.5.2 P(x.0397 4 .v)= v x ! with v=λ =nθ P(x≥10.0007.2 3! = 140.λ)=P(10)+P(11)+P(12)+P(13)+P(14)+P(15)+P(16)+P(17) P(x≥10.0104+0. Anywhere from four to six such illnesses in a given year.0007+0.λ)=P(10)+P(11)+P(12)+P(13)+P(14)+P(15)+P(16)+P(17) P(10)=0.8.80 In a certain desert region the number of persons who become seriously ill each year from eating a certain poisonous plant is a random variable having a Poisson distribution with λ=5.8)=1.0220. Use Table II to ﬁnd the probabilities of (a) (b) (c) Three such illnesses in a given year. P(x≥10.0002+0. P(11)=0.0045+0.0220+0.0104.0018+0. P(16)=0.2)= 5.0018.1.608 =0.000 P(x≥10.1293 6 Solution (b) Poisson distribution: x −v e P(x.2 e e−5. At least 10 such illnesses in a given year.λ)=P(0.8)=e−1.λ)=P(3.λ)=0. P(15)=0.0045. Use the formula for the Poisson distribution to ﬁnd the probabilities that this computer will function (a) (b) Without a breakdown. P(13)=0.1653 Solution (b) Poisson distribution: x −v e p(x.8e−1.Question 5. Solution (a) Poisson distribution: x −v e p(x.λ)=0.0000.λ)=P(1. P(12)=0. Solution (a) Poisson distribution: x −v e P(x. P(14)=0.78 The number of monthly breakdowns of a computer is a random variable having a Poisson distribution with λ=1.

λ=0.4. the number of imperfections per yard is a random variable having the Poisson distribution with λ=0. and a 0.*θ k k 3 6 f(3..5.40. P(5)=0..xk *θ 1 1 *θ 2 2 *. P(x≤ 1. one will have discoloration but no cracks.1748 and P(6)=0. 0..10 probability of rejecting a lot when the true proportion of defectives is 0...0. a certain kind of compact car will average less than 22 miles per gallon. and two will have cracks and discoloration? 1 M2 Mk Solution f(x1 .5. x x x Solution f(x1 .θk )= x1..25. So when n=2. three will average less than 22 miles per gallon.1681. and three that have cracks and discoloration.6.1681+0.10 that.xk ..θ2 . λ=0.... If 0. and one will average more than 26 miles per gallon. from 22 to 26 miles per gallon.. and 0. six will average from 22 to 26 miles per gallon...25..5) = 0.83 The probabilities are 0..λ)=P(4)+P(5)+P(6) P(4)=0.25.3)=( 10 3 * 1 * 2 )/( 6 )= 18564 = 18564 =0.9098 Solution (b) When n=1.λ)=P(4)+P(5)+P(6)=0.03 is the LTPD.Mk )=( M x1 * x2 *..4944 Question 5.1.86 If 18 defective glass bricks include 10 that have cracks but no discoloration.0840 Question 5.M1 .λ)=0..01 is the AQL and 0.5) ∗ (0.6.1748+0.10.03.5. 5 that have discoloration but no cracks..v)= v x ! with v=λ =nθ P(4≤x≤6. in city driving.. Solution (a) When n=1. λ=0.Solution (c) Poisson distribution: x −v e P(x.3033=0.9098 Question 5.λ)=P(0. Find the probability that 2 yards of the fabric will have at most one imperfection using (a) (b) Table II.01.10.xk .0. P(x≤ 1.5..n.x2 .1.x2 .θ1 ..2...* xk )/( 5 3 18 120∗5∗3 1800 f(3.09696 N n ) Question 5.1515 P(4≤x≤6.95 probability of rejecting the lot when the true proportion of defectives is 0.1515=0.x2n .λ)+P(1. what are producer’s and consumer’s risks? Solution I could not ﬁnd the correct answer for this question 5 .5..0. The computer printout of Figure 5. 0. λ=0. or more than 26 miles per gallon.88 A sampling inspection program has a 0.1)= 3!∗10! 1!∗6! *(0.50. what is the probability that among six of the bricks (chosen at random for further checks) three will have cracks but no discoloration. Find the probability that among 10 such cars tested. So when n=2.4) ∗ (0.6065+0.M2 .n.81 In the inspection of a fabric produced in continuous rolls.1) = 0.

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