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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

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

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

where 0 a 1 .

f

(a)

In other words,

dF X (a )

da

X

1 , where 0 a 1 .

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

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 )

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!

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 .

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

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

1

( x , y )R

( x , y )R

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

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