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# Homework 7 Solutions

1.
A Poisson process with 10 accidents per week is equivalently a Poisson process with
' 10 / 7 accidents per day. Thus, given that 7 accidents occurred in a particular week, the
probability that exactly one accident occurred each day of that week is just
P (1 accident per day for 7 days) (e 10 / 7 (10 / 7)) 7
(0.3424) 7
0.0006

0.0067 .
10
7
P (7 accidents in a week )
0.0901
0.0901
e (10) / 7!

f(x)

10

For a Poisson process with parameter , the waiting times between arrivals (in this case,
accidents) are independent and exponentially distributed with mean 1 / . In this situation, that
means the waiting times are exponentially distributed with mean 0.1 weeks between accidents,
which corresponds to a mean of 16.8 hours between accidents. However, the distribution of an
exponential random variable is heavily right-skewed i.e., much of the mass of the pdf is
concentrated below the mean. (See plot below for this exponential distribution over the interval
[0, 1]) Hence, it is far more likely that waiting times less than 16.8 hours occur, and with shorter
waiting times, it is difficult to have only 1 accident a day for 7 straight days.

0.0

0.2

0.4

0.6
x

0.8

1.0

## 2. Ross 5.37 p. 251

a) If X is uniformly distributed over (-1, 1), then we have
1 x 1
otherwise

0.5,
0,

f ( x)

X 0.5

is

## b) To find the density function of

F X (a) P ( X a ) P(a X a) a ,

where 0 a 1 .

## Taking the derivative of this with respect to a gives us

f

(a)

In other words,

dF X (a )
da
X

1 , where 0 a 1 .

## 3. Ross 5.41 p. 251

We have that is uniformly distributed on ( / 2, / 2) . If R A sin( ) , then to find the
distribution of R, we just find the cdf for R as a function of x and then take the derivative with
respect to x to obtain the pdf.
x

FR ( x) P( R x) P( A sin( ) x) P sin( )
A

arcsin( x / A )

d 1
x
x 1
P arcsin
arcsin

A
A 2

/ 2
dF ( x)
1
f R ( x) R

, where x A
dx
A2 x 2

## 4. Ross 6.6 p. 313

5

There are a total of 10 different sequences in which the 5 transistors (2 defective) can be
2
drawn from the bin. Each of these sequences is equally likely to occur, so the joint pdf of N 1
and N 2 is just
P ( N 1 i, N 2 j )

## 5. Ross 6.11 p. 314

1
,
10

i 1, , 4; j 1, , 5 i

The customers can be viewed as draws from a multinomial distribution where p1 0.45 is the
probability of an ordinary purchaser, p 2 0.15 is the probability of a plasma purchaser, and
p3 0.40 is the probability of a browser. Hence, the probability that the store owner sells
exactly 2 ordinary sets and 1 plasma set on a day when 5 customers enter his store is just
5!
(0.45) 2 (0.15)1 (0.4) 2 0.1458 .
2!1!2!

## 6. Ross 6.10 p. 314

The joint pdf of X and Y is f ( x, y ) e ( x y ) , where x and y are both non-negative real numbers.
a) To find the probability that X is less than Y:

P( X Y )

( x y )

dxdy

x y 0

( x y )

dxdy

0 0

(1 e

)e

dy e

e 2 y

1
2

b) For this part, note that the joint pdf of X and Y can be re-written as
f ( x, y ) e x e y f X ( x) f Y ( y ) ; that is, X and Y are independent. Hence, P ( X a) can
be obtained by integrating e x and ignoring any mention of y (if X and Y were not
independent, we would have to integrate f ( x, y ) over the full range of y and then
integrate x over the interval (0, a)):
a

P ( X a) e x dx e x

a
0

1 e a .

## 7. Ross 6.14 p. 314

Let X 1 and X 2 denote respectively the locations of the ambulance and the accident at the
moment the accident occurs. Then the distance is given by X 1 X 2 , but this is equivalently
the range of the two Uniform(0, L) random variables (i.e., X 1 X 2 X ( 2) X (1) ). Using
Equation (6.7), we get as the cdf of X 1 X

F X 1 X 2 ( a ) P ( X 1 X 2 a ) P ( X ( 2 ) X (1) a ) 2 [ F ( x1 a ) F ( x1 )] f ( x1 ) dx1

L a

x2
a 1
2
2
L x1 1
dx1 2
dx1 2 a ( L a ) 2 Lx1 1

L L
L L
2
L
L
La
L

2
2 L2
( L a) 2
2 ( aL a 2 ) 2
L( L a )
2
L
L 2

2
2

aL

To obtain the pdf, take the derivative of the cdf with respect to a:

a
2

La

a
a
2
L
L

f X 1 X 2 ( a)

dF X1 X 2 (a )
da

2 2a 2
a
2 1 , 0 a L .
L L
L
L

## 8. Ross 6.15 p. 314

a) The joint density over the region R must integrate to 1, so we have
1

( x , y )R

( x , y )R

## where A(R ) is the area of the region R; hence A( R ) 1 / c .

b) Since the region R is a square with sides of length 2, A( R ) 4 , and f ( x, y ) 1 / 4 for
1 x 1, 1 y 1 . But this can be re-written as f ( x, y ) f ( x ) f ( y ) , where
f ( x ) 1 / 2, 1 x 1 , and f ( y ) 1 / 2, 1 y 1 . In other words, X and Y are
independent uniform random variables on the interval (-1, 1).
c) The probability that (X, Y) lies in the circle of radius 1 centered at the origin is just the
area of the circle multiplied by 1/4:
P ( X 2 Y 2 1)

1
1

dxdy A(C ) .
4
4
4
C : x 2 y 2 1