1. Let L be Laplace transform operator.

Find

L1{

15
}.
s 4 s 13
2

Solution.
We have

15
15
15
5i / 2
5i / 2

.
2
s 4 s 13 ( s 2) 9 ( s 2 3i )( s 2 3i ) s 2 3i s 2 3i
2

Let's use the formula

st

e t dt L( e t )

1
.
s

Then

L1 {

15
5i
} {e ( 2 3i ) t e ( 2 3i ) t } 5e 2 t sin(3t ) .
2
s 4 s 13
2

2. The Bessel differential equation is given by

x 2 y ' ' xy ' ( x 2 p 2 ) y 0 .
For p 2 verify that

y1 ( x )

sin( x )
.
x

Find a second linearly independent solution.

Solution
We have

y1 '

2 x cos( x ) sin( x )
4 x cos( x ) 4 x 2 sin( x ) 3 sin( x )
,
.
y
'
'

1
2x 3/ 2
4x5/ 2

So the left hand side of Bessel equation is

1
( 4 x cos( x ) 4 x 2 sin( x ) 3 sin( x ) 4 x cos( x )
4 x1/ 2
1
2 sin( x ) 4( x 2 p 2 ) sin( x )) 1 / 2 (1 4 p 2 ) sin( x ) .
4x

x 2 y1 ' ' xy1 ' ( x 2 p 2 ) y1

So this function ( y1 ) satisfy Bessel equation with p

1
(!).
2

Let now find a second solution in the form

y ( x ) y1 ( x ) z ( x ) .
We have
y ' y1 ' z y1 z ' , y ' ' y1 ' ' z 2 y1 ' z ' y1 z ' ' . So the left hand side of Bessel equation
is

1
x 2 ( y1 ' ' z 2 y1 ' z ' y1 z ' ' ) x ( y1 ' z y1 z ' ) ( x 2 ) y1 z
4

 z ( x 2 y1 ' ' xy1 ' ( x 2

1
) y1 ) x 2 y1 z ' ' ( 2 x 2 y1 ' xy1 ) z '
4

x 2 y1 z ' ' ( 2 x 2 y1 ' xy1 ) z ' x 3 / 2 (sin( x ) z ' '2 cos( x ) z ' ) .
It is sufficient to find a partial solution of an equation
sin( x ) z ' ' 2 cos( x ) z ' 0 .
We can take for instance

y2 ( x)

cos( x )
. Then we have a second solution of Bessel equation
sin( x )

cos( x )
.
x1/ 2

3. Ten engineering schools in the US were surveyed. A sample contained 250 electrical engineers, 80
of which were women; 175 chemical engineers, 40 of which were women. Compute the 90%
confidence interval for the difference between the proportion of women in these two fields of
engineering. Is the difference significant?
Solution.

We have

p1^ N ( p1 ,

p1^

80
40
0.32 , p2^ 0.22857 .
250
175

Further (this is an approximation)

0.32 0.68
0.22857 0.77143
) , p2^ N ( p2 ,
)
250
175

p p N ( p1 p2, .0 00087 .0 00101)

^ ^
1 2

and

. So we receive the 90%-confidence interval (the table value is

1.645)

0.09143 0.0713 for p1 p 2 and this difference is significant.

4. Two components of a microcomputer have the following pdf for their useful lifetimes X and Y:
f ( x, y ) xe x (1 y ) for x 0 , y 0 . Otherwise zero.
What is the probability that the lifetime X of the first component exceeds 3?
What are the marginal pdf's of X and Y? Are the two lifetimes independent?
What is the probability that the lifetime of at least one component exceeds 3?
Solution.
Let's find pdf for X (x>0):
f ( x)

xe

x (1 y )

dy xe x ( x 1e xy ) |0 e x .

Analogously pdf for Y (y>0):

g( y)

xe x (1 y ) dx ( z x (1 y ))

e
3

dx e 3 0.049787 .

1 ye
0

Now
P ( X 3)

dz
1

.
1 y
(1 y ) 2

Obviously X and Y are dependent: joint pdf is not a product of marginal pdf's.
Let's find
3

P (max( X , Y ) 3) 1 P (max( X , Y ) 3) 1 xe x ( e xy dy )dx

3

1 e x (1 e 3 x )dx e 3 (1 e 12 ) / 4 0.049787 0.249998 0.299785 .

0

5. Verify that

y x n J n ( x)
is a particular solution of

xy ' ' (1 2n ) y ' xy 0 , x 0 .

Solution.

Bessel function J n ( x ) is (by definition) a solution of

u' '

1
n2
u' (1 2 )u 0 .
x
x

We can take u x n y and substitute this u into the previous equation. We receive

LeftHandSide n ( n 1) x

n 2

y 2nx

n 1

1
n2 n
n 1
n
y ' x y ' ' ( nx y x y ' ) (1 2 ) x y
x
x
n

= x n y ( 2n 1) x n 1 y ' x n y ' ' x n 1 ( xy ( 2n 1) y ' xy ' ' ) . So

xy ( 2n 1) y ' xy ' ' 0 qed.

6. Show that E [( X a ) 2 ] is minimized at a E [ X ] .
Solution.

E [( X a ) 2 ] E [(( X E[ X ]) ( E [ X ] a )) 2 ] E [( X E [ X ]) 2 ] ( E [ X ] a ) 2

2( E [ X ] a ) E [ X E [ X ]] E [( X E [ X ]) 2 ] ( E[ X ] a ) 2 E [( X E [ X ]) 2 ] .
7. Use the results from Chapter 8 to prove that

U (148) U (190) . Chapter 8 was over external direct products.

Solution.

U (n ) is the multiplicative group of all invertible elements of the ring

Let n have a decomposition on prime factors:

n p1k1 ... prkr .

Z n Z / nZ .

The general result is

U ( n ) U ( p1k1 ) ... U ( p rkr ) .

Consequently

U (148) U ( 4) U (37 ), U (190) U ( 2) U (5) U (19) U (5) U (19) .

Further
U ( 4) {1, 3} Z 2 , U ( p ) {1,..., p 1} Z p 1 ( p 5,19,37 ).
So

U (148) Z 2 Z 36 Z 2 Z 4 Z 9
(another general result: Z 36 Z 4 Z 9 ).

Analogously

U (190) Z 4 Z18 Z 4 Z 2 Z 9

and

U (148) U (190) .

8. The mean of a Poisson random variable X is 9 . Compute the probability

P( 3 X 3 ) .

Solution.
We have for Poisson variable X 2 9 , so

P( 3 X 3 ) P(0 X 18) 0.994557

(from the table).