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Student Solutions Manual for

Introduction to Probability
with Statistical Applications

Geza Schay

University of Massachusetts at Boston

1.1.1.
     
a) The sample points are and the elementary events are 
            
     
b) The event that corresponds to the statement  at least one tail is obtained is .
     
c) The event that corresponds to  at most one tail is obtained is
1.1.3.
a) Four different sample spaces to describe three tosses of a coin are: 

                  



      

    
an even # of s, an odd # of s 

                     

                    
where the fourth let-
ter is to be ignored in each sample point.

b) For the event corresponding to the statement  at most one tail is obtained in three
              
tosses is . For it is and in it is not possible
 
to  nd such an event. For the event corresponding to the statement  at most one tail is
obtained in the  rst three tosses is 
                

c) It is not possible to  nd an event corresponding to the statement  at most one tail is obtained
in three tosses in every conceivable sample space for the tossing of three coins, because some
sample spaces are too coarse, that is, the sample points that contain this outcome also contain
  
opposite outcomes. For instance, in above, the sample point  an even # of s contains
       
the outcomes for which our statement is true and the outcome
for which it is not true.
1.1.5.
In the 52-element sample space for the drawing of a card

a) the events corresponding to the statements   An Ace or a red King is drawn, and 

           
The card drawn is neither red, nor odd, nor a face card are 

          !"   # $  $  $  $  !" $ %
and  , and
b) statements corresponding to the events
& ' () * + * , *  - * % ' (#          !"   # $   $   $  $  !" $ % '
, and . are /
0 1 ' 0
The Ace of hearts or a heart face card is drawn, and 2 An even numbered black card is
1
drawn.
1.1.7.
Three possible sample spaces are:
$ 3 ' ( % 
The 365 days of the year

1

$ ' ( % 
January, February,. . . , December
$  ' ( % 

Sunday, Monday, Tuesday, Wednesday, Thursday, Friday, Saturday
1.2.1.
( !                  

a) or

   

          b)   .

1.                         1. ! " # "   $ ! " # % "    "          .5.  e)        .         d)      .           c)         .2.3.2.  .

  .

  .

 ! " $ # " %        "     # " $ ! " %     &  "       .

  .

  .

  .

 1.7.2. ! " $ # ' %        "       &          a)  .

  .

 $ ! " # % '    '                but  .

  .

 ! " $ # ' %        "       &          b)  .

  .

 $ ! " # % ' $ ! " %    '          and  .

  .

 $ ! " # % '    '               c)  .

  .

 $ ! ' % " $ # ' %           "       &             and   .

  .

! " #   The Venn diagram below illustrates the relation .2.9.  1.

we have . Using the region numbers from ! " #    "       ! the diagram.

 .

which is the region outside both #  ! ' #    '         and Similarly. .

 .

 .

. the whole sample space.  ! " #  Figure 1.

2 .

11. that whenever  then  Then   . Assume that that is. ! #  !  #  ! ' # 1.2.1.

! #  # #  #  # ! ' #    or    or   On the other hand. clearly    .

implies . ! # ! ' # #  Thus.

if . ! ' # #  ! #  #  2. Conversely. that  or  Hence. assume that that is.

   .

if then substituting . by the de nition of unions. !  #  ! #    then must also belong to which means that   ! ! ' #  ! ' # #  Alternatively. and so.

we obtain that implies . # ! ' # ! ' # # ! #  for in the previous relation.

1. a) The event  corresponding to   is 4 or 5  is the shaded region consisting of the fourth .3. 1.

that is. .  and .      $  %          &  and fth columns in the gure below.

  .

.

 Figure 2.  corresponding to  .

that is.   is 4 or 5  '   b) The event corresponding to  or  is  the shaded region in the gure below.  $  %  $       &     % $        & %   and  .

 .

 or  .

and . .

3 .

 corresponding to  or  "    c) The event corresponding to  but not  is  the darkly shaded region in the gure $  %         &  below.  and  . that is.  ' Figure 3.

.

. "  Figure 4.  corresponding to  but not  4 .

 "  " Figure 5. that is. "  "  d) The event corresponding to and  and  is   the darkly shaded region in the  $    %  $   %  $ &  %   gure below. but not is   the darkly shaded region in  $   %  $   %  $   %  $    %   the gure below. that is.   corresponding to and  and   " "  e) The event corresponding to  and  .   5 .

 " "   Figure 6.   corresponding to  and  .3.              . but not 1.3.

                     .

                      .

at least one of them) is certain to occur. 1.5.  6 .  or (that is.3.

Then                  Hence .2.1.              Let   set of drinkers.1. and  set of smokers.

2.  .1.   From Theorem 2.

                     and so.       .

  Alternatively.   If    then and have no common element. if   then                . Hence    and cannot have any common element either.3.1. 2.

The proofs of the other cases just need changing letters. 2.5.1.                                                                                                                                                                                                             .

2.1. 2.                 a)      .

      .

   .

  .

  .

            .

                    b)     .

      .

   .

  .

  .

             .

         c)     .

     .

   .

7 .2. 2.3. Figure 7.

2.5.           a) b) .2.

2.7.2.                 a)    b)     .

                                  . 2.1.3.

5.                            2.3.3.3.               . 2.

 .

 .

.

 .

 .

  .

     .

 .

.

 .

 .

 .

.

.

.

.

.

.

how many sets we got.7.      The number of permutations is and each of the four marked sets containing    six permutations corresponds to an unordered selection.           . 2.3.     indeed. Thus. to a combination. by       the division principle. the number of combinations must be and this is. that is.

3. 2.9.           a)   b)   .

a) .11. 2.3.

.

.

      . b) .

.

.

      . c) .

 .

 .

1 1 1 1 2 1 1 3 3 1 1 4 6 4 1 1 5 10 10 5 1 1 6 15 20 15 6 1 1 7 21 35 35 21 7 1 8 28 56 70 56 28 8 1 9 36 84 126 126 84 36 8 .1. d)                         2.4.      .

    a)  .2.3.4.5.4.7.          2.4.                           2.

  .

.               ! " # $ % & ' ' # $ .1. N I R F QL I R UQ S T ] S V W X Y c) Z U [ .5 . . U [ ^ [ S TU S _ V ] b \c W b ^ S V ^ S\ ^ W c d W ` a d) Z U [ _ _ W X Y X ` W a e 2. 3 1 6 7 8 b)    for any $ ( ) * $ +    2.   ¡ ¢ £¤ ¥ 9 . a) This is like putting indistinguishable balls into distinguishable boxes.3.9.5. : . a) t v w u v x y z v w u { v z } ~  € { | { | { b) } ~   ‚ ƒ  „ … † ‡ ˆ ‰ … ‚ ‚ Š ‹ Œ  Ž 2.4. So. we can divide the balls into 3 groups. Ÿ You have to choose boxes out of This can be done in ways. oh g g k p n c) hq g . g r p n k s n n d) s n n r p n k m l n e 2. a) .5.5. < < a) 9 = > ? @ > A B ? C ? D E b) F GH I J F GK I J F GL I J F GM I J F GN I O 2. the number of ways of dividing them into 3 š  ˜ ™ ž œ Ÿ nonempty groups is › 2. ’ “ ” • – — • › “ ” • › b) There are 9 spaces between the 10 balls if we put them in a row. a) ..9.7. / 0 1 2 3 4 . h f g g ij g k l m n b) . With two dividing bars. P Q b) F L Q .5.5. It  ‰   ‘ ‰ † ˜ ™ š ˜ ™ œ œ can be done in ways. < .5.

1.    b) P(  .1.3.   c) P(  .    a) P(   . .

 d) P(   .   .

 .  e) P(  .

 .  f) P(  .

 g) P( .   .

   .

3.1.  h) P  P(   .3.          .

    .

P  P P Similarly. .  and Thus. by Axiom 3.

 .

  .

  .

 .

    .

  .

we get P  P P 2P  P(     .  P P( P Adding.

  .

  .

  .

again by Axiom 3.  Here. P  . we have P  P P( P( Hence.

  .

  .

   .

 .

 .

  .

 P P( P and so P  P P P 3.      .1.5.

  .

  .

1.3. P  P P and so   .  Since we have. as in Problem 3.

 .

  .

   .

 .

 .

we always have P  P P Thus. P  P P if and only  .

.

if that is. if But  . in particular.      if P  P This relation is true.

.

 !  .

  .

 .

  .

2 because we are subtracting the (by Axiom  .1.1. P P can also hold if but P( because P  P( P   for any and 3.7. a) This result follows at once from Theorem 3.

 .

 .

      b) Apply the result of Part a) with in place of and in place of Then we get   .1 to get P( ).   1) nonnegative quantity P  from P  P on the right of Equation 3.1.

  .

"   .

  .

apply the result of Part a) to and we   .     P  P P Now.

  .

"  .

 .

  .

P . putting all these relations together.% &0 1.1. P L P S T R U \] [ P ^ _ ` a b and so. a) s t u o s o v w o s x s w o s x v w o v o s w o v x s w o v x v w x s o s w x s o v w x s x v w x v o s wx v o v wx v x s y r 10 . $ c) This relation can be proved by induction: As seen above. For    any larger # assume the formula to be true for # Then we can prove it for # as follows: 5 6 A B P  % &' ( ) * ' + . it is true for # and 3. > > @ F I S V W X Y Z [ By the induction hypothesis. this proves the required result. < ? P( C DG HE F G J K P L M N J O / 2 2 4 N Q R . P 7 8 9< =: . we get P c d è f g _ ` a h i jk l m P n o p q r 3. obtain P   P P P Since unions are associative.2. / 0 3 and by Part a).

Second. the event of getting at .3. P(o and x q t t r   d) Here we are drawing without replacement and so each pair consists of two different cards.  b) P(o and x q t t r      c) There are 6 possible unordered pairs. So. 4 of which are favorable. We did not get P(at least one six) = 1. Thus. some unordered pairs correspond to two ordered    pairs and some to one. 3. and 6 times is 1.2. in spite of the fact that on each throw the probability of    getting a six is .2. we would be justi ed in taking   the six times here only if the events of getting a six on the different throws were mutually exclusive then the probability of getting a six on one of the throws could be computed by Axiom 3 as but these are not mutually exclusive events.2. each unordered pair corresponds to two ordered pairs and therefore each one has     probability t r In Example 3. for two reasons: First.

8 7 :9 . Thus. that is.11. or etc.2. 2 3 / . This problem is like sampling good and bad items without replacement.2.13. cards with ve consecutive denominations or ‡ ‰ 11 . : . The good items are the player s numbers and the bad ones are the rest. P all different z { o ~ € | (Note that we have included z ~ {  ‚ ƒ „ ‚ … ƒ † † ˆ straights and ‡ ushes in the count. l a) j kl m j n m k o p k q n iu u v b) j kl m j lk r m n j ls r m o t q i v w x i c) j kn m j l r k m j ls r m o t 3. The number of favorable cases is      because the group of men can start at any one of the seats and must be followed by the   group of women. < = and P(match 5 E F G L M H F N N .                 people can be seated in ways. E P(jackpot . and in each case the men can be permuted ways amongst themselves   and the women ways.9. Thus. + . / . or on the second.7. 3. 0 / G H G J H / 1 ? @ A B C D I E K @ O @ . .2. To get 5 cards of different denominations.2.2. 4 75 68 4 5 . P  ! & " # $ ! %# % & ! %# % ! " # $ % ' ! " # ( ) $ % * 3. Thus.5. - .   least one six is not the same as the event of getting a six on the rst throw. we may rst choose the 5 denominations out y of the 13 possible ones and then choose one card from the 4 cards of each of the selected ~ ~ z | } { z  { denominations.    P(different numbers with three dice        3. E 5 4 > P QR P Q P UR P \ Z i S T Q F V WX Y Z W[ \ ] ^ X W ] X_ X` W \ a b c d e f g h 3.

2. while the other cases of different denominations are poor hands. 12 possible denomi- nations. For the pair we have choices from the 4 cards of the selected denomination and      .) 3.15.‰ve cards of the same suit. For the pair we have 13 possible denominations and then for the triple. which are very valuable hands.

  .

. / .3.1. 4 5 6 implies 7 . if then the rst part implies that 4 5 6 7 4 9 : 7 . These selections can be ordered in ways. 7 D = 7 = FG H JI K L M N H G H I F O P P KL N P K M N H KL M N O 3. 1 . / 3 ) . and then the last inequality is equivalent to . In poker dice. 1 0 2 8 . 3 0 / 8 imply . . ? ? 3 3 3 Let even and < = odd and consider the sample space > @ = > A = B < < < < < @ < @ < 3 3 3 3 3 3 3 < @ @ @ for throwing three dice. / . 1 0 2 3 ) 3 . / . 1 0 2 8 . / . a) Let and be independent. . 0 2 ( Thus. 4 5 6 7 4 9 : 7 ) 3 . / . / 3 . . and 4 9: 7 3. / .5. 0 / . K M N H and so P JI K P N H QF R H SI L P H L M P H T K U V W N X KL P N H O Q IRThus. 1 0 2 . / and and so The middle two inequalities say that is less 4 5 6 7 . . ) . / . Thus.2. . .17. . 1 0 2 8 . 1 0 2 . / . . 1 0 2 8 . / . and 4 9: 7 . 1 .3. . 0 / than or equal to both and and so . . 1 . 0 / 3 . P( P P P P P L P M P N H ZM [ \ ZL M [ H ZM [ \ KL N ZM [ H ]^ \ KL N _ ZM [ H P( P L N ZM [ O 12 . / Conversely. / . . but P KL P N H Y KL N K P N L P KL M P N H Q IR H O P P KL PN K M N K P N O 3. P KL P N Hand P Also. we have 6 possible numbers for the pair and then 5 for the triple. Then P L P M P P P P ZL M [ H KL N \ KL M N H KL N \ K L N KM N H P KL P N ]^P P \ K M N _ H KL N ZM [ O b) Similarly. 3 0 / 8 3 ) . Thus     " # $ & ' () * + . ( P full house in poker dice       % ! ! 3. . . / . . / ( . . / . / .3. / . .3. / . 0 2 3 . 0 2 3 If . and so P P and P Hence. . . 0 2 ) 3 . 3 0 / 8 ) . 0 / . . 3 0 / 8 ) . . 0 / ( and or and the second part implies that and ) 3 . . / .2.19. . . P full house in poker              3. .  for the triple     Thus. 1 . / . / which together with means that is greater than or equal to both 0 . Then < < @ < @ @ @ < @ @ @ C D = B < < < < < @ < @ < 3 E 3 3 3 3 E 3 ( < @ @ C and = B < The elementary < < < @ @ @ < < @ @ @ C D = B < < < < @ @ C J 8 E 8 events are equally likely. P P P and and are not independent.

3. Thus.3.  The probability that a ball picked at random is red is  Similarly.3.3. P(two of each color .9.7. Thus.      K N H Z JI [ V K ^ N H   Z JI [ V K  N H ^   Z JI [ V K U N H ^   Z JI [ V K N H   Z JI [ V  K  N H Z JI [ O Figure 8. the probability is the H QI I O same for white and also for blue. the probability for any color combination in a given R R order for six independently chosen balls is We can obtain two of each color in     Z QI [ Z J O different orders.

     .

3.1. . a) " #  %$&  " '  %( &(  " # '  %) &  " # * + . = D E G and P A B : . proves that    and  are totally independent. < = J> C 3. 9 / P 4 5 : . together with the assumed pairwise independence.4.4.4. 7 / P 4 5 8 6 . = D H @ I @ E G @ then B . 2. < = ?> @ P A . 3.         3.3. b) P 4 5 6 . If    . and  are pairwise independent and  is independent of     then.3 . . P(Republican : under 30) + P(Democrat : under 30) + P(Independent 13 .11. . If B = D E or F G and .5. By Theorem 3. : B < = ?> C 3. P          P    P       P    P     P     P     !  P    P     P    P     P    P    P     Thus.4. Part 3. P         P        P     P     P      P   P    P   P    P       and on the other hand. P       P    P    P     and this relation. / 0 + * 1 ..1.. 7 / P 4 8 6 . on the one hand.

in the order of their births. her siblings. Whether the selected girl is the  rst. Thus. P(two girls and one boy  one child is a girl .7. can be          or    In two of these cases does the family have two girls and one boy.4. second or third child in the family.: under 30 < = P(Republican or Democrat or Independent : under 30 < = P( : under 30 < = P(  and under 30) P(under 30) = =  C P(under 30) P(under 30) 3.

9. which are also face cards. without replacement.  3. P(two Kings  two . is     and the number of ways of drawing two face cards is       Thus.4. The number of ways of drawing two Kings.

5. 45 8 a) P(both are Aces 3 one is an Ace# & 6 4 7 8 9 6 : 46 . P * # & .22 becomes P W X Y Z [ P W X Y \ ] Z ^ _ ` P W X Y a b c d e for f g h g i j where e k l m n and o p denotes the event that the gambler with initial capital q is ruined.+ . 8E F G F KL M L KF F ? ? ? ? c) P(both are Aces H one is ASI J F KN F M N F K F J F O G ? ? ? K S M S K F P(AS plus another ace) QR Q QR Q d) P(one is AS H both are AcesI J J J U V P T K S P P(both are Aces) Q PR Q P 3. First.11.+ .    P(exactly one King  at most one King        " # % # & (' ( )    ! !$    3. P(one is a red ace) . .5.1.5. Figure 9. 5 5 < 4 A 9 4 7 P(a red ace plus another ace) @ @ B @ @ B b) P(both are Aces = one is a red Ace> .+ / .3. 14 .(0 & .   face cards          3.+ 21 ) 3.5.5. @ 9? ? @ 4 9? C D ? 4 @ B ? @ @ B .4. P Equation 3..

case of linear homogeneous differential equations with constant coef cients. p p .but more familiar. p we try to nd constants  such that P   p    for   q   just as in the analogous.

 p    Substituting from here into the rst equation. equivalently. the evidence against the blue taxi is very weak. see Example 3. the probability of the gambler m s ruin is P n o p q r s t u v€ w x y z { | } ~  if he d ef g h ij l y z{ | } ~   starts with ‚ dollars and stops if he reaches ƒ dollars. 3. Then P ë ï ðñ òó ô õ ï ð ó ô õ ö ï ðñ òó ÷ õ ï ð ó ÷ õ ø ùú û ü ù ý þ      ùú û ü ù ý þ ö ùÿ û ü ùú þ Thus.9.5. © © ° ± P ž Ÿ   ¡ ¢ £ ¤ P « ¬ § ¨ © ªPP¥ «¦¨ ©§ ¨ª ­© ªPP« «¬¨ ©§ ¨ª ® ª P « ¨ ® ª ¯ °© ± © ­ ® ³² ± © ¯ µ´ ¶ · ® ® 3.5. the quadratic equation The solutions are ) 3   " # $ " % & ' ( ) ' * Now. we > @ > @ 8 < .11.: 9 8 ? : and for the general solution of the difference 8 8 8 D D equation P B C D E ? F = > G H = . É P ¸ ¹ ¹ º ¹ » ¼ P  À ¿ À À Á P  À À Á à P  À ¿ Ä À Á PP½Â ¾Ä ¿ÀÀ Á Àà ÁPP ÀÀ ¿ÀÀ ÁÄ Á P  À Ä Á à P  À ¿ Ä Ä Á P Â Ä Ä Á Å É Ã ÊÆ Ç ÉÈ Ã Ê É Å Ë Ì Æ Ç È È Ç È È Ç È Æ For other ways of solving this problem. Õ Ö ×Ø P Í Î Ï Ð Ï Î Ñ Î Ï Ò Ó ÕÙ Ö Ù Ô Ü Ý Þß à á × Ú Û á â ã 3. . + .8 9 : ? A and = ? . . W Y X I KJ L S W Y X S T and W Y X I KJ L S V N Hence. å The hit-and-run taxi was æ ç ê é æ ç è ìí î é ï ðñ òó ô õ ï ð ó ô õ blue.4. the game is favorable  for our gambler. X S Z and Z [ \] ^ _ ` a b c d ef g h ij k Thus.5. æ ç è é Let ä à å The witness says the hit-and-run taxi was blue.5.7 8 9 : 7 Separating the two roots. ? F G H As in Example 3. / 2 and so 4 0 5 6 . If „ … † that is. / 0 1 .5.7. obtain = > ? .13.. then ‡ ˆ ‰ Š ‹ Œ  Ž   ‘ ’ “ ” • and so the gambler may play forever without getting ruined and the probability that he does not get ruined is – — ˜ š™ › œ  3. and å The hit-and-run taxi was black. 15 .5. we have the boundary I KJ L M N conditions P O P Q R S T and P O P U R S V and we use them to determine the constants W and X N Q U Consequently. we get     and canceling                  !  or.5.

1.f. of is given by         .  The p.1.4.

4 0. # .   The possible values of are   .3.   P    P(2 heads  / 01 2 3 14 2 0 5 16 .1.6 y 0.1 0 1 2 x 3 4 5 and the d.2 0.  and .8 0.  *   .4 0. of X is given by   "    if    "   # # # if  $     "  % & & if  $ #      " '  ( if # $ &   " *   ' ) ' if & $   *  "   ' ' ' if $   !  +  if  with graph 1 0.3 0.2 0 1 2 x 3 4 5 4.f.   for            with histogram 0.

      5 P(1 head 5 P(3 heads   5 0  and     5 P   5   5 P(0 heads  5 P(4 4 4 heads  5 4 The histogram is 4 0.2 0. is given by .4 0.f.3 0.1 0 -4 -2 2 x 4 The d.

4 0. The possible values of  are  and         ! P  " !  ! P(2 or 3 heads ! # $ %& ' $ &( ' % ! ) %   P   !  " !  ! P(1 or 4 heads ! # $ % ' $ &( ' % ! % and P    !  " !  ! P(0 ( ( * 17 .8 0.5.1.6 y 0.2 0 -4 -2 2 x 4 4.  if        if             5 if             if         if       if   with graph 1 0.

4 0.f.2 0 3 4 x 5 The d. is given by     if        if  .or 5 heads ! # $ &( ' % ! ( The histogram is ( * 0.6 0.

  !         if .

6 y 0.2 0 3 4 x 5 18 .4 0.    if  with graph 1 0.8 0.

1.7.4.                                   .

      P                                         ! " # ! $ Thus. and % & ' ( & for . / 0 1 0 2 0 3 3 3 3 4.f.9. in general.1. is 4 56 7 . if F B G I E J > F if 19 . . 98 for 6 . / 0 1 0 3 3 3 0 : 0 with histogram 0. " ) * + # * . The p. 56 7 .1 0 1 2 3 x 4 5 6 7 and the d.f is < ? = AB C D E if 6 @ B / H E .

we display the possible values of in a table as a function of the outcomes on the two dice: E    F     F  F      F  F      F  F      F  F      F  F E     F  D E Since each box has probability F  from here we can read off the values of the p.6 y 0.2 0 1 2 3 x 4 5 6 7 4. as  E D E B    if    D E B  F   if F   D E B B .1.8 0.f.with graph 1 0. First.d.4 0.11.

 if  E D E B    if    D E B     if   D E B   if  Hence the histogram of is 20 .

0. is given by  B H    if    E D E B H    if  G F  E D E B H  F  if F G  B .2 0 -1 1 2 3 x 4 5 6 and the d.f.

8 0.       .13.2 0 1 2 3 x 4 5 6 4. D E B H   if  G    D E B H     if  G    D E B H     if  G   B I F if  with graph 1 0.1. Since         is a nondecreasing sequence of events.6 y 0.4 0.

the expression on the right is the limit of the partial sums. 21 . Axiom 2 gives P     P          P      ! " # $ % % By the de nition of in nite sums.         and the terms of the union are disjoint.

P # P  P  Applying Axiom 2 again. we       .that is.

1. P J > ? K E J D ? K D ? Q D ? R S N E T C U C O O O O D E because there is no V X Y W Z [ for which the real number X \ ] can be^ _ ` a b c _ d e f g f g i j k l for every considering that Thus. Hence è ì ú ë û ü ý ì í and its graph is ÷ þ ÿ if ü  ÿ or ü   22 . ) / 0 1 2 1 3 4 5 6 7 8 9 : .17.15.  ‘ ’ “ ’ ‹ Thus. . if for every sequence decreasing to ´ µ ¶ then ± « ¬ ­ ® ¯ ° ± ² ³ ® ¯ ° ¸ ² º » ¼ ½ » ¾ ¿ À Á Â Ã Ä Å Æ that is. ) .2.                 get P P      ! P " # $   % & '& ) * ( + .14. õ ÷ ù ø ö ç ë ã å ã ê ç é å ã æ ðñ ù ü ø if ÿ ü  2.1. . is continuous from the right at Ç È É Ê Ë Since we have proved Ì È É Ê Í Î Ï Ð Ñ Í Ò this result for any real number is continuous from the right everywhere. Ñ Í Ï Ð 4.1. 7 1 < 4.14.1. Let Ó Ô Ñ Then Î Õ Ò Ý Õ Þ àß à if or Ø Ñ Û Ø Ñ Ü Ú ß á â ã ä å ã æ ç è ß é å ã ê î ß ï ð ð ò ó ô õ ö Thus. h ^ m n o g p q r s f g m n o g p r g l P P Hence. Let be a sequence of real numbers decreasing to = > ? @ and let A B C D ? E F G H I J G K L > ? M for every Then P and N O for Furthermore.1. P P By a theorem from § ¨ © ª « ¬ ­ ® ¯ ° ± ² ³ ´ µ ¶ ± « ­ ¯ · ± ² ³ ¯ · ¸ ² ³ ® ¯ ° ¸ ² ¹ real analysis. by the result of Exercise 4. Ö × if Ñ Ø Ù Ñ Ù Ú 1. by the result of ‹ ‹ ‹ ” – — • ˜ ™ – š ™ › š œ  ž Ÿ    ¡ ¢ £ ¤ ¥ ¦ Exercise 4. by the theorem from real analysis c d t c u d t c ] d t v m n o w p q r s f l quoted in the hint. c d t v 4. Consider any xed real number and let be a sequence of real numbers decreasing x y z { y | } to and y z for every ~ Then | P and €  ‚ ƒ „  … † ‡ ˆ ‰ Š ‹ Œ „ ‡ ˆ …  „  ˆ …  ˆ Ž  ˆ   for Š Furthermore.

0.4 0.5 0.3 y 0.2 0.1 0 -1 1 2 x 3 4 5     .

2. 1.8 0. Then .   ' )( * if + .3. 3 4 >? @ A B if / 0 . . = C > DF G H I Thus. Let &  . P  !   P   ! !  # % 4. . P         "    "     "  $ 5.6 y 0. û ü ý ÷          if      and its graph is  if    1 0. H G J I DE F = P Q if R S T 2. Hence K LM N G O U and its graph is if R V T 23 .  if   3. 1 4 6 78 9 : 8 4 : 8 < .4 0. 2 3 54 2 3 5.2 0 -1 1 2 x 3 4 5         4.

2 0 1 2 3 x 4 5 6    if    3. R       . 1 0.6 y 0.4 0.8 0.

P ! . P ! " ' 3 # $ % )* 2 ) 3. P ! " # $ % & # $ % ' ( *) % *) + 5. If the die shows 1.$ % P ! " ( # $ . then let ! % ' 2 and if the die shows any number other than 1 or 6. ' ( *) % *) + 4. P ! % # $ % ' ( 5) % 5 + 24 .6 y 0. then also spin a needle that can point with uniform probability density to any point on a scale from 0 to 1 and let ! be the number the needle points to. P ! " 4 3 # $ % 5) 2 4. then let ! % # + 2.5. P ' 3 # " ! " # $ % 5) ( )* % 6) 2 ) 5. # $ % & ( # $ . P # " .8 0. ' $ % ' ( 5) % 5* 2 7. /' ( & # $ 0 % 1 . Roll a die. and its graph is          if    1 0. If the number six comes up.2 0 2 4 x 6 8 10 4.! .4 0. P ! . 1. P ! % ' $ % 5) ( 7) % *7) 2 6.2.

   if        if   1. &  $ %    if   .7. 4.2.

 if  .

  2. P    .

    3. P     .

     4. P  .

   .

P           6. P   . P           7.           5.

       4. The p.f.1.3. of  and the possible values of  can be tabulated as           .

 .

of 0 is given by the table ' $ * . .d.3. ./ %/ %.3. . >? @ if A B D ? E F L C if A N C Hence.& %% %& %% %& %% %& %% 4. * . . . ^ b if X a b g [ X Y Z P [ h W X Y Z P [ iV i W X Y Z ` P [ j X W V W X Y Z k ml if t u v w l n o pq r s q 25 .3. L C if Q N C G P IQ J B K > if C O Q N > and so G H I A J B P I S O A J B P I T U V W X Y Z P [ V W \] Y Z M > if > O Q R ^ _ \] if X a b [\ ] Y Z ` c Differentiating both sides. as f g [X Y Z if X d b e \] if X a b ` b if X d b e 4. %- Thus.7.5. and so the possible values of 0 are 4 5 6 7 4 8 ( and % ( 9 1 2 !' # ( = > ? @ if A B C 4 5674 8 : .3. G H I A J B K > ? @ if C O A N D ? E M > if D ? E O A F 4. . * .& %% .& % % .. we get the p. %/ .f.& % % . - The possible values of 3 are 0 and 1.f. the p.     !" # $ %& %% %& %% %& %% %& % % %& % % %& % % %& %% %& %% %& %% %& %% %& % % ' ( " ) * +" ./ . . < Thus. . %.- 1 2 !' # $ .

f.9.d.3. we get the p. For a given   .  v if   v Differentiating both sides. as            if  u v w 4.

1. The values of ` a b c d and e a b f d for given b and d are g h i j k l m n o j k p _ l p j m p k n p l o p m q p n k l p j m p _ n p j o p k q p l r p m f l m p k n p j o p _ q p j r p k s p l f f m n p l o p k q p j r p _ s p j j _ p k f f f n o p m q p l r p k s p j j _ p _ j j p j f f f f o q p n r p m s p l j _ p k j j p j j k p _ f f f f f p z { and so the joint probability function t u vw xy of ` and e is given by the table below: h z n m l k j _ j k l m n y f f f f f k _ _ _ _ _ j | l o _ _ _ _ _ l _ _ _ _ j | l o _ j | l o _ _ _ _ m _ _ _ j | l o _ j | l o _ j | l o _ _ _ n _ _ j | l o _ j | l o _ j | l o _ j | l o _ _ _ _ _ _ _ _ o j | l o j | l o j | l o j | l o j | l o _ _ _ _ _ q j | l o j | l o j | l o j | l o j | l o j | l o r _ j | l o _ j | l o _ j | l o _ j | l o _ j | l o _ s _ _ j | l o _ j | l o _ j | l o _ j | l o _ _ j _ _ _ _ _ _ _ _ _ j | l o j | l o j | l o _ _ _ _ _ _ _ _ _ j j j | l o j | l o j k _ _ _ _ _ j | l o _ _ _ _ _ 4. $ % &" '  P& ! " '  ( 8 1 9 8: . K L MG N O P LQ MG N O R _ S otherwise. For  ž Ÿ ž   ¡ P¢ £ ž Ÿ ¤ ¥ P¦§ ¨ © ª ¨ ž Ÿ ¨ « ¥ ¬ ¬ ­ ® ¯ ° ® ± ² ® ³ ´µ ¶ · ¸ ¹ µ ¹ · º 26 . ) 0 1 2 34 5 2 4 6 7 if . 4.4.4.5.  j p j p j p j p j p j { 1.. ‡ ˆ ‰ Š ‹ Š Œ Š  Š  Š  Ž   ’ “ ”‘ “ • –  – ‘  ” —™ š ˜ › œ ‘ 4. 1: < = > ? @ A BC if D E F G H E * +I if E F G J T U V W X Y Z if [ \ ] ^ ] \ Hence. t x a }  €  €  ~€  €  €   }  ~ ‚ ƒ „ ’ ~ ~ … † 2. / Thus.3.  . So. if ! " . then # falls in the angle on the bottom between these two values.4. . there are two solutions modulo   :           and            .

      We can also obtain this result much more simply. without   ¹  ¹  º     .

     .

integration. because the random point being uniformly distributed on the unit disc implies .

5 6 9 : . ¿ ¿À 3. d I R S S V\ S[ ] ^_ c a e f _ 2. . < = . 1 < if 4. +  if ) " # $ % & ' ( % if + . > ? if and 2 3 4 3 4 * 0 otherwise. for P    area of disc with radius  Thus. ? @ A B DC B FE G H I J G J H K L M FN O P Q T U V W U X Y Z T [ W U X Y T ^ ^ ` a b ` c Thus. If ÌÏ É Ç Í Ð Ñ É then Ò ÌÏ É Ç Í Å Ö Ó Î Ô Õ Ô Ø× Ù Ú Û Ü Ú Ü Ù Ý Þ ß Ô Ö Õ Ù à áãâ ä å æ ç è é ê ë ã ð ñ ò ó ô ñ õ ö ÷ ù ú ð ú ù ö û ù   ù õ ã ì ëí ù î è õ ï ö ù ú ð ú ù ö û ÷ ø ÷ If ù ü ý ý þ and ù ø ÿ õ þ then õ ö û ø  ù       þ  ÷ ÷ ù If õ ü ý ø ý þ and ù õ ÿ ø then ø  ø ø  ø If ÿ þ     and ø ÿ þ then ø  þ and ø  ü otherwise. area of disc with radius    that.              ! + % .4. ú ó õ          4. . g h ij k a l nm { | } ~  } €  ‚ | ƒ…„ † †ˆ ‰ Š ‹  Ž  ‘ ’ “ m o pq r s t u s v w x y z †‡ if ” • – • — ˜ and ™ š ›œ  ž Ÿ otherwise. Similarly.7. 5 6 7 8 . . 0 . for Ÿ ‡ Œ ¡   ¢ £ ¤ ¥ ›¡  ž ¦ ¨§ µ ¶ · ¸ ¹ ¶ º » ¼ ½ ¾ Á Â Ã Ä Å Æ Ç È É and Ê Ë Ì Ç Í Å Î ¸ ¿ § © ª« ¬ ­ ® ¯ « ° ± ² ³ ´ otherwise. 1. / 0 . P     þ ü         # $ % & ' % ( ) % & * % & + .

       ! "   27 .

4. Clearly. 4. using the numbered regions from the Figure.        P  & % & ' % &      &   P       % & '  P    .9.

P   % P  .

& P   ' "      &   and %  &      & P % "   '     P  %        & %  '  " %  P  .

P ' P .

" & % & ' " % " &                                 !         P   P P  " P " "    !                 !    " P  P 4. . By dea nition.  "   "    &  % . @ Now. T U V W X Y Z [ \ X ] ^ _ ` By the dea nition of intersection. c U V W X Y Z [ \ c U W X Y c V W X Y Z [ b which is equivalent to c U V Z c U c V ` 2. c U f g hi j k l m i n oSimilarly. #  P  *( ( + :   .9 < and = > . 24 3 0 .9 A BC GB C . s t f g hi j k l m s t hi j u s g hi j v s t g hi j k l w which is equivalent to 28 . 3 6 5 0 . 1. X ] ^ _ \ W X ] ^ and X ] _ Y b and.5. by Example 4. and J are both uniform on the interval KL M N O I M and.3. by the dea nition of indicators. 76 0 . ? 0 1 2 6 2 1 :8 . :8 .230 . W X ] ^ and X ] _ Y \ W c U W X Y Z [ and c V W X Y Z [ Y ` Since [ d [ Z [ and [ d e Z e d e Z e b clearly. P J Q is then uniform on the unit square and not on R H 4.1. I I and J are not independent: By Example 4. By the deS nition of indicators.5. W c U W X Y Z [ and c V W X Y Z [ Y \ c U W X Y c V W X Y Z [ ` Now. and s t hi j u s g h i j v s t g h i j is l u x v x k l for i n o q w is x u l v x k l for i n o q . 76 0 C D B H 4. s t h i j u s g h i j v s t g h i j k p q r l m i n o p q w because o p q k o q p o q w where the three constituents p o q are disjoint.5. by the transitivity of equivalence relations.5. # . P      "   Thus.2.4. and l u l v l k l for i n o q r Thus.5. %&  %& ()  ! $      $  !    ' % %  and are not independent: For instance./ 0 1 6 1 :8 .5. by transitivity.350 E F .

By de nition.   and   are independent if and only if P             P       P      for       . s t f g k s t u s g v s t g r 3.

. * + ( . If  and  denote the arrival times of Alice and Bob. this relation holds if and only if P     P   P    P      P    P     P      P    P      and P      P    P    all hold. equivalently.5. ! $ # " # % $ & Now. respectively. the last four equations are equivalent to the independence of  and   Thus. By the de nition of independence of two events and the result of Exercise 3. whose area is 0 1 ! the area of the two triangles 2 $ .5.3.( and the above condition is satis ed by the points of the shaded region. by transitivity.   and   are independent if and only if  and  are. . ' ( " ) is uniformly / distributed on the square * + ( .7. P ' 5 and 6 meet ) 2 87 9 & 29 . then they will meet if and only if  ! "  # $ or. By the de nition of indicators. 4. . ! 3 2 4 & Thus.

the angle 6 is and so the          area of the sector is The area of the triangle   is    .5. Let the circle have radius and choose a coordinate system with origin at the center of the /  circle and so that the rst random point is 5 ' ( ) & Then if the second random point is within a distance of the point 5 ( then it must lie in the intersection of the original circle and another circle of radius centered at 5 & From elementary geometry. 4. Figure 10.9.

ï ð ñ é ò å ó ô õ ö ö ö ö ø ù ú û ü ý ü ü ý 30 . H I J K L M P JN O P K L M Q Q R S T U V W X Y Z V [ X \ Z ] Y ] \ ^ _ a` b c de f g h ai j k b l d m f n m o n e p and b q d r f s t vu w x y z { }| ~  € ‚ ~ ƒ € „… ‚ …† ‡  ˆ ƒ 2. from Part 1. P(the two random points will be nearer to each other than 1 2 3 5 64 7 8 9 : . 1. ‰ Š € ‹ ‚ Œ P   Ž   ‘ ’ ’ “ ” • – — ˜ ™ š› œ ˜  šž œ Ÿ › Ÿ ž   ¡ £ ¢ ¤ ¥ ¦§ ¨ © ª £« ¬ ¤ ­ ¦ ® ¨ ¯ ® ° ¯ § ± and ¤ ² ¦ ³ ¨ ´ µ ·¶ ¸ ¹ º » ¼ ¾½ ¿ À Á à ¿ Ä Á Å Â Ã Â Æ Â Ç Ñ if Ì if Í Î Ï Ð Ð Í Ï Ð 3. =< > ? B C ./ 0 = Thus.                   Therefore the area of the intersection of the circles is    ! #" $ % & ' ( ' *) + .11.5.. ¿ Ä ÁÈ Ã É Ê ÑË Ñ Ö and so otherwise otherwise Ò Ó Ô ÕÖ × Ø Ù Ò Ñ if Ð Í Ý Ï Ü Ñ and. @ A C D E B F G 4. Ö Ý á â ã ä å æ ç è é if Ó Ú Õ Û × Ø Ù otherwise Ó Þ Õ × Ø ß à à ê ë ê ÷ é ì í î and otherwise. .

3.       1. P           .2.13.5. From De nition 4. 4.

/    . P .  ù ù    ø û    2.

  .

clearly. P 0 1 2 3 4 5 6 7 8 9 : .  ø ø  Pô     ô   if . is given by.15. < P(all = > ? @ A B C D < A E F F A G H C A E I I I I J K E 4. T U U if V W By DeL nition 4.6.3.5.f. ' ! - 4.3.6.Ò Ó ÝÜ Ô Õ ÞÌ Ö ß à á é âêã ä å æ ç è and so its values are äç è ë ì í î ï ð ñ ò ó ï ô õ ö ö ÷ ø ö ÷ ð ö ô õ ø ô õ ô õ õ ð ô õ ö ÷ ù ù ø ï ö ô õ ø ô õ ô õ õ ñ ú ö ø ô ø ï ï ö ô õ ø ô õ ô õ ò ø ö ø ï ï ï ö ô õ ø ô õ ó ø ï ï ï ï ö ô õ 4.5. ª « ¬ § ­ ® © if § ¯ © ° Ÿ   ¡ ¢ £ ¤ ¥ ¦ 4. d e fg h ` i kj l m n o p q l m r o s t u v w x y z |{ } ~  €  } ~  € ‚ ƒ   „ … † ‡ } ˆ ~  € ƒ ‰ ‹Š Œ  Ž  Œ Ž   ‘ ’ “ ” • – — ˜ ™ š › œ  ž if § ¨ © and. The joint distribution of ± and ² is trinomial (with the third possibility being that» we get ¼ any½ number other than 1 or 6) and so. the conditional p.2. ª ³ ´ µ ¬ ¶ · ¸ ­ ® P± ¬ ® ¶ · ² ® ¸ ­ ® ¹ » ¼º ½ ¾ ¹ À ¿ ¾ ¹ À ¿ ¾ ¹ º ¾ À for Á Â Ã Â Ä Å Æ Â Ç Â È È È Â É Â Á Ê Ã Ê Ä Å É È The table below shows the values of this function: Á Ë Ì Í Î Ï Ð Ñ Ò Ó ÔÕ Ö Í Î × Ø Ù Î Î × Ø Ù Î × Ø Ù Î Î Ø Ù Î Î Ø Î Ï Ú × × Ï Û Ø Î Ï Ú × Î Î × Ø Ù Î Î Ï Ø Ù Î Ð Ø Ù Î Î Ø Ð Ï Ñ Í Î Ï Û Ø Ð Ï Ñ Ï × Ø Ù Î Ð Ø Ù Î Î Ø Ï Î × Í Í Ï Û Ø Ï Î × Ð Î Ø Ù Î Î Ø Ð Ï Ñ Í Í Í Û Ø Ð Ï Ñ Ñ Î Ø Î Ï Ú × Í Í Í Í Î Ø Î Ï Ú × Ò Ü ÔÌ Ö × Ï Û Ø Î Ï Ú × Î Ï Û Ø Ð Ï Ñ Ï Û Ø Ï Î × Û Ø Ð Ï Ñ Î Ø Î Ï Ú × Î Now.31.1.      *+ 3. M N O PQ R S X Y Z [ \ for _ ` a b c b and from Equation if V ] ^ 4. P P(all $       ! ! " #   ! ! " % ! &' ( ) % .

4. P û ü ýþ ÿ ÿ P   P    .5.  By Example 4.

 .

     if  .

.

26. + otherwise. .   ' if + . * .       P  #  & if / ( ) * * . 1 31 . by Equation 4.6. ) 0 1 2 * 3 . . / P   ! " # $ % " #    and.

6.       .5.  if      First. we compute the marginal densities. By de nition. 4.

otherwise           if ! "  " # and so          and ! otherwise $ % &' . ¯ and ° ª« ® it is ± 0 otherwise.6. we obtain T U V W X J Y H K S Z e [ [ \ ] otherwise. or by if ^ _ ` a b c d symmetry.7. First.12. In Ex- ² Á µ if º ´ µ ¶ ¼ ¿ À Ã Ä ² à ample 4. C D if G H I J K L M D E F N Note that O P J is the length of the horizontal line segment inside otherwise. . „ … †‡ ˆ ‰ Š‹ Œ  Ž †‡ ˆ ‰ Š‹ Œ  ’ “ € “ ™ € ‚ Ž   ‘ ” otherwise › By Equation 4. . < => ?@ A 6 7 B 8 otherwise.4. e e 1. œ  žŸ   ¡ ¢£ ¤ ¥ ¦ § ¨© ª « ¬­ ® ¯ © ª ­ ® Here the numerator is ² ² · ² ¼ if ³ ´ µ ¶ ³ and ³ ¸ ¹º » . / 0 1 2 / 3 4 5 6 7 if 8 9 6 9 : ( ) * + . we can easily compute P f g h i jk l _ b for h _ m n and h i m o as x if { | } p q rs f i j_ b l Pf _ t u h i b l Pf u h i v _ b l w { ~ } if { ~ } y z if {  } ƒ z   € if ” • – — ˜ • – • š Hence.9.6. Similarly. 4.28. Thus. we computed ½ ¾ ¹ µ µ if ´ µ ¶  à º if µ ¶ º or ´ µ ± 32 . by Equation 4.6. the triangle at the height J I and so the conditional distribution of Q given R S J turns out N to be uniform over the interval from H S to H S O P J I as expected.

.

.  if        Thus. { | }~ €  ‚ ƒ „ ‰ otherwise  33 . / 7 if 0 1 2 3 4 5 6 " # $% &' (  ) * + 8 9 : if . by symmetry. otherwise ! . by o s s if q z  … † ‡ ˆ if ‰ Š ‡ ‹ Œ differentiation. B otherwise C Q Q O T T U if R S Q Z Z 2. ½          if          Also. From the picture above. ? @ > A . \ ] ^_ `a b c i k l c m q v w if q r Hence. < = > . F G N U T V U W X V R Y if R X P U if R [ X p p n if q r Pd] e f gh e i j s t u s t p x s y and so. P D E F G IH J PD K < L J M < .

5.   ˆ      .1.1.

Š ‹ Œ Ž   ‘” •’ “ “ ™ š › “ œ  ž › Ÿ ¬  ¡ ¢ £ ¤ ¢ ¥ ¦ § ¨ ¦ © ª « ® ¯ ° ± ² ³ ´ µ¸ ¹¶ · · ½ and “ –— · º» Ð Ñ Ò Ó Ô Õ Ö × Ø Ö Ù Ú Ù Û Ü Ý ¦ Þ¨ « ß© ­à á â ã Þ ä å ä æ ç è é ê ë · ¾¿À Á Â Ã Ä Å Æ Ç Å ÈÉ Ê Å É Ë ÌÍ Furthermore. 4 7 8 9 : . ì íð ñî ï î ï ó í î ï ô õ ö Adding the two sums and their ý þïÿ ò   û ò computed values. ÍÎ Ï ð by the geometric series formula. < = 8 > gives B CD E @ GF H I J K L M N O QP R S U T V W X Y Z [ \ ] ^ _ ` a c b d e f g h d i A second integration by parts. with j k d l h m k e f g h d l results in n op q k r s t u v w x y z |{ } ~ | €  ‚ ƒ „ … † ˆ‡ ‰ 5.1. . .5.    6    ! " # $ ! % & ' () * + Substituting . ˜ ”˜ ¸¼ From the hint. we obtain ÷ øû üù ú ù ú       .3. * / we get 0 12 3 .           5. < = 8 > and inte- ' 5 gration by parts. with ? @ 8 9 > = A @ : .1.

    .

1.1 gives.3.13. ³ ´ µ ¶ · ¸ ¹ º ³ ´ » ¹ º ¼ ½ « ¿ ´ ¹ À º ¼ ½ ÂÃ Â Ä Å Æ Ç È Ã É Ê Ë Ì Í If Î Ï Ð Ñ then chang- ¯ ¯ ½ ¾ ¾ ¾ ½ ¾ Á ing the variable Ò to Ó Ô Õ Ö Ø × leads to Ù ÚÛ Ü Ô Ý Þ Ú ß Ó à á Ü ãâ ä å æ ç è é ê ç ë é ì îí ö ÷ ö ü Ö Þ í ï ð ñ òï ó ô ï õ îí If then the same change of variable yields ÷ î        í ð ñ ò ï öó ô ï ø ù ú òû ó õ ù ý þ ÿ ú ò ó ø í        .and vice versa.20 follows at once by rearrangement.3. all 1 0 1 6 7 0 1 8 5 . 8 5 . r } ~ w  €  ‚ ƒ By Theorem 5. are paired so that for each 0 1 2 / there is a possible value 0 3 4 / . we apply the symmetry conditions: G H I J ? @ K B C @ K D M G H Q > ? C R F S T U V W X T U V Y Thus. Z X [ V \ ] ^ _ ` a b c d e f g h i c d e c h j k l m ` a c d e f g h i k l m n a c d e f g h i c d e c h j k g c d ef g h j c k g d ef g h j c o all all 5.3.1.1. such that / * * .1. 5. p e q r s t u wv v x r y z x s { x t u | v x Using the integral from ƒ the solution of Exercise 5. „ … Œ‹ ˆ ‰  Ž ˜ ™ š › Ž ‘ ’ “ ”• ’ –— 5. we obtain „ …† ‡ ˆ ‰ ‡ Š 5.7. 7. The distribution of a discrete . for continuous œ and  ™ ž œ Ÿ   .: 0 1 5 0 3 / and 6 7 0 1 8 5 6 7 0 3 8 9 For such . Example 4.1.                  ! " # $ % & 'ú ( ) * + . where ž ™ ¡ ¢ £ ¤ ¥ ¦§ ¨ ™ ©ª © « ¬ — ­ ® ¯ ª ° ± ² So.9.1. - from which Equation 5. is symmetric about a number / if all possible values of .) In the last term.1. < = > ? @ A B C @ A D E F F F F B C D E G H I J ? @ K B C @ K D L (Here B C D M N O if is not a possible value of P .11.

49 and De$ nition 5.2 For a binomial # Equation 5.1. / .1.1 give     % &' ( ) * + .1.15.. 1 34 ..               ! " # just as before.0 . í ò ù ï õ ó 5. .

   .

       .       !  " Hence.

    .

4. Neverthe- less.4. Þ ß à á Û â äã æ å ç è é ê ë ì    and í î ï ð ñ ò does not exist. È Î if Ï Ð È Ð Ñ Let Å be a continuous r.1. A 7 ? @ : 4 C ED C ED O P P Q R S T R TS U D D F G H IF J G K L F L G M N V V X W [ \ O P W X Y WZ X W [ \ ] ^ _ ^ _ ] ba c da e f j k l mn o p Thus. for œ  ž  Ÿ   ¡ ¢£ ¤ ¥ ¦ § ¶ º » ¼ º À º ¨ © ª « ¬ ­ ® ¯ ° ± ¬ ² ¶ · ¸ ¹ ¼½ ¾ ½ Á ½Âà À¾ Ä ² ³ ´ µ ¾ ¿ ¾¿ 5. + 2 + .15 and by Theorem 5.2.14 and 4.1.4. 3 4 5 6 76 8 9 : .                    . A 7 ? : 4 A 7 @ : 4 B > On the other side.    First. 0 1 + . because ó õô ÷ö ø ù ú û ü ý þ ÿ ú If we choose û   then. 5.21. by Theorem 5.1.6 does not apply. In this case.4. since       ý does exist. Theorem 5.1. r y zq r qy s Using the hint and the formula for the sum of a geometric series.      .19. + .1. with density Æ ÇÈ É Ê Ë ÒÌ Í Ä This function is otherwise indeed a density.1.17.     # $ % &' ( ) * & + .    ý also does not exist but. by Theorem 5. Equation 5.3. < = 4 5 6 > - + .1. we have. ~ otherwise t } r } t } y } ƒ „ r ƒ x y„ wz s€  € ƒ „ u z s … … t … † ‡‰ ˆ Š ‹ Œ  Ž  ‹ ” • ’ – ‰ Š ‹ Œ — ‹ ” ˜ ‰™ Š ™‰ š Ž  ” Œ‰ ›  ‘ ’ “   “ ’ 5.1. because it is nonnegative and Ó ÕÔ ×Ö Ø Ù Ú Û Ü Ý Now.2. ` gh i Z 5.1.52 may still be true. because ? and @ are not independent. Equation 5.52 is true. and we have to check it directly: By Equations 4./ 5. { | | n l m |n o p q r s t u v w if and w €  ‚ € So.1.v. .1.    clearly..

ý      .

ý  for      .

ý       .

1 . . 1 . . 1. by Theorem 5. From the < rst part above.5.2. .. and so. & * + # # . !  " #   % &  ( !  " #  % and !  " #  % & ( !  " # % ' Thus !  " #   $  $ ) % &  ( !  " # % $  ( !  " # % ' 5. By Examples 5.5. 0.2.4 and 5.. by The- orem 4. 2 3 4 9 2 / : / 0. by Theorem 5. 1 .. 2 3 4 5 6 07 . L NO P J L NV P J XW Y Z [\ ] ^ _ Z [` ] ^ _ X] a Y and 35 . 1 . / 5 6 0.2.2.2. 2. . ..2 .1..4. ý û              and here the two   s cancel.4.23 / 5 08 07 ..3. when G J H F and then L MNO I GPD E J Q D J R S T NO P U 5.7.1.. !  " #   $  % & !  " #  % $ !  " # % ' Third. = > ?@ A BCD E F as a function of G F is smallest when H I G J K F that is.   and  are independent. / 0. Second.

.            Thus.                               1.

 .

.

.  and                         !     " 2.

and / 0 1 &' ( ) * % 2 34 5 6 7 8 9 :. K LM N O P QN R S and T U V WX Y Z [ \ WX ] Z ^ _\ WX Y Z ` Y [ a cb d e f g h i j k d l e q r s i m n o p 5. ä å à ä åÞ à ç ß à èâ ã Now. ö ÷ øù ú û ü ý þ ÿ ö ù ý  ú  ö øù û ü ú ö û ý  ÿ        .   and      # $ 3. Ó Ô Õ Ö ËÌ × Ï Í Ø Ù Î ÑÚ ÛÜ Ò 5. ä éÞ à â ê â â Ý Ý æ î ï Ý æ ð î æ ä é à ë ì í å ä å à ç ß ñ åç ß à è òô è ó õ Furthermore. 34 5 6 <7 = . Ÿ  ¡ ¢ £ ¤ ¥ ¦§ ¨ © ¤ ª« ¨¬ ­ ® ¯° ± ² ³ µ´ ¶ ­ ® ¯° · ¸ ¹ º »¼ ½ ¸ ¹ ¾· ¿ À Á ÂÃ Ä Å Æ Á ÂÇ Ä Å Æ Ä È É À and Ê ËÌ Í Î Ê ËÏ Í Î ÑÐ Ò Thus. >4 7 ? .+. t u vw x y z { | } ~ w { € x  ~ vw y z x ~ y { € } ƒ‚ „ … and † ‡ ˆ ‰ Š‹ Œ  Ž   ‘ ’ ’ ’ — ’ — ’ ’ — ’ —  ‰ Š‹ Œ  Ž “  ” • ‰ Š‹ Œ  Ž   – ‘ ‹ “ ˜ Œ ™ ‹ š ˜ Š Ž Œ › ‹  ˜   ˜ Œ ’ ’ — ’ — ™ Š‹ Ž  š ˜ Œ  “ ˜ ” š œž Now. % &' ( ) * % &' ) % &( ) * .9.2. >5 7 ? 9 A@ B C AD E F AD E G A HB C AI B J 4.. Ý Ý æ æ â ê and Þ are both binomial with ß à âá ã Thus.

.   On the other hand.

k l Ym n o p q r s tu v w x y z o p q r u sv z r x s o { m n r x s ~ v | } 5.3. 7 8 4 5 9 : : = : > : > A B . 1 5 . X d N K N S T U P K P S T V Q Let us write R and R Then W X YZ [ \ ] ^ _ ` a Zb [ \b c ^ X X _ a Zb c [ e _ a Zb f c _ a \b c [ e _ a Zb c _ a \b f c [ _ a \b c g where we used the inde- pendence of and Z \ g from which the independence of and and that of and Zb f \b Zb \b follows.5.            Hence.3. f _ a Zb c and so the preceding equation reduces to ^ _ a \b c ^ h g i i i X Y Z [ \ ] ^ X YZ ] [ X Y\ ] j 5.  ! " ! # ! # & ' * + . by the result of Exercise 5. { and so. < ? @ C DE K L M N O L M P O Q Thus. 3 .3.    and so. 2 3 4 0 1.1.3. 3 3 4 0 1 5 .3. › – œ ’  and ž “ › – œ ˜ ™ ž ’     ¤ ’ µ ¶¶ ´ » ¼ ½ ¾ ¿ ½ À Á ³  ¾ À ± ² ³ ´ à ± Ä ¼ ½ ¾ À Ä Á ³ Å Æ ÇÈ É Ê Ë Ì Í É Î Ï Ë Ð Ñ Î Ò Ó Ô Õ Ö × Ø Ù Ú Ø Û ¤ · ¥± ¸¦  ¹ º ¹ ” •§ ‘ ’ “ › – œ ž ’  36 . . 0 6.         $ % ( ) (Alternatively. Now.  v  € ‚ ƒ „ … † ‡ ˆ ‰Š ‹ Œ  Ž — ˜ ™ š — š — ˜ š — Ÿ š — ˜ š Now. F G H I E J 5. / 0 1. . . is the second moment of ¡ ¢ £ Š ‹ Œ ‘ ’ “ ” • ‘ ’ – — Ÿ š — ˜ š ˜ ¨ © ª « ¬ ­ ® ¯ ° ­ ± ² ³ ´ “ From the expression above.3.

 Ô Ö × Ø Û Õ Ö Ù Ú Ø   Ù Ò Ó Õ Ô Ö Ù Ò Ú Ø       .

respectively and let  }  ‚ } ~ x | u w z t † ‡ Š ˆ Œ   Ž   } € }  Then..4.7. / . / 0 . by Exercise 5.3. * + 1 ) + .3.. 4 .3. / 0 . by Theorem 5. t x Let } ~  } € denote the points showing on the three dice. 2 3 . ´ µ ¶ ¸ · µ · ¹ º » ¼ » ¾ ¶ ¸ ¶ ½ ·¸ and ¶ ¸ ¹ ¶ µ · · ¹ º · ¹ ¹ ¿ 5.6. .1. / . _ ` a ] b c d a e f b g h n q n s n t uv w x y z { | i j k l m n o p m r 5. 2 3 . ) + 1 * + 1 ) + .1.11. 6 7 8 = . * + .9..                                   .. 4 $ ( ) * + . B 0 C 2 : D E F G HI J K L M N O P Q R S Q T R U V N O P Q R S V O P Q T R U V N W X Y Z W X [ \ ] ^ 5.3. > 5. << 0 ? 2 : @ Hence. À Á Â Ã Ä Å Æ Ç Ã Ä Å Æ Ê Ã Ë Ì Í Î Ï Ð Ð Ñ Ò Ó Ô Õ Ö Ö × Ø Ù Ú Û Ü Ý Þ Ø Ù ß Û Û à á â ¶ È É ã ä å æ ç è é ê ë ì í î ï ð ñ ò ó î ô ð ñ õ ó ì î ô ð ñ õ ó ë ö ÷ ø ù ú û ü ý þ ÿ          . for each and ƒ „ … ˆ ‰ Š ‡ ‹ ‡ ‘   ’ “ ” • – — ˜ ™ š › œ Ÿ Ÿ ¤  ¡ ¢ £ £ œ   œ   ¢ ¥ ¦ §   §   §   ¢ §   ¨ §   © ª ¢  ž Ÿ ¤ Ÿ Ÿ ¤ ° ¤ Ÿ œ   ¢ ¥ ¦ § «   § ¬   § ­ ­ ­ ® ¯ The probabilities are the coef cients of ± ² ³ and so. 5 * ) A 0 9 2 : .   ! " #  $ % ! & ' ( .3.

     .

Ÿ   ¡ ¢ £ ¤ ¥ ¸ ¦ § ¦ « ³ ´ ® µ ¶ ­ ® ° ¹® ² º » ½ ¾ ¿ ¼ À ½ Á ½ Â Ã Ä Å » ÇÆ ¾ ¿ À Ç È ÇÃ É Ê Ë ÍÌ Î Ï Ð Ñ Ò Ñ Ó Ô Õ Ö 5. .4. * 9 : ? / 0 1 2 7 8 4 7 6 7( 8 ( 7( ( 7( < = > < @ A B C D B C ? > < @ = > < @ A E F 2. × Ø Ù Ú Û Ü Ý Þ ß × Ø Ù Ú à á â ã Ü ä å â æ Þ ß ç Ú Ú à á â ã è Ú à é ê â ã Þ Þ Ú ä å â æ è Ú ä é ë â æ Þ Þ Þ ß ç Ú à ä Ú á è é ê Þ Ú å è é ë Þ Þ ß à ä × Ø Ù Ú á Ü å Þ Ü ì í ß îà îì ê Ü ì ï ß îä îì ë ð í ö ï ÷ and Thus. H 5. : + ) .3. Let us write $ and ( Then. / 0 1 2 3 4 5 6 ) + ) * 9 : : ) .                  ! "       "  # 5. Ú Û Ü Ý Þ ß ò ó ô õ ß û ü ý þ ÿ     ñ ø ù ø ú  û    ü    sign . P G H A E I J A K L A M N but P G H A E L A PO A M N and so.7.    % & ' ) * ) + . O Q J and are not independent. by Theorem 4. alternatively.3. .4. For instance. 1.5. With R S T U W X V Y Z W [ W and \ ] T U _ X ^ Y Z _ ` _ a b c d e f e a g h T U W X V Y U _ X ^ Y Z W _ [ W i j k l m n o i j p l or. q r s m t u v l w x y z { | } ~ { | €  ‚  ƒ  „ … † … ‡ ˆ ‰ Š ‹ Œ  ‰ Ž Œ   ‹ ‘ ‹ ’  “ ” • – — ˜ ™ – š – ” œ› — ˜ ™ œ  œ ž ¨ © ª ¬ © ª ­ ® ¯ ° ® ± ¯ ² ³ ´ ® µ ¶ ­ ® ° ® ³ ¯· µ ¶ ­ ¯ ± ¯ 2. .4. * 1.6.

      37 .

9.1.5. by Theorem 5.4. By the result of Exercise 5. Now.                .2 and by the obvious property               we get                      .4.                           and.2.

a [b ^ _ hi j k l nm j on p qr s 5. ñ è ñ ñ ø è ù ú ò ö ùô ú ú   òó ô ò òó ô ô û ü ý þÿ   þ    û  We can also compute .3 with / + 0 . Now. 1 4 5 6 7 89 : . ½ ® ´¾ ¸ ³ ¿ À Á ¿ À Á Ó Ô and so.5. for discrete and                !" # $ % & ' ( )* + & .5. Î ÑSimilarly. 1 2 * + 3 .5. a d [b ^ _ e and a f [b ^ _ hg c Thus. . . by Theorem 5.1. z { if | } v w | } x w v l x } k Here.1. t uv w x y p Hence. Similarly.        and so. ð Ò Õ Ö × ñ õ Ñ ÙÚ è Û ìÜ é ê â ä ë òó ô òö ô if í î ÷ î ð and ñ õ è í otherwise.1.5. Ø Ý Þ ß à À Â Ã Ä ÅÆ ÇÂ È É Ê Ë Â Ì À Â Í Î Ï ÐÑ Ò õ á â ã Þ ß à å æ ç è é êì ë if í î ï and ñ î è í otherwise.                5. From ¢ ¤ ¥¦ § ¨ © ª ¦ « ¬ ­ Equation 5.10. for œ  £ ® ž ž  Ÿ — ˜   š – › ¡ £ ¢ ¯ ° ± ² ³ ° ´ µ ¶ · ¸ ¹ and º » ´· ¸ ³ ¼ otherwise. and.5.5.1.5.  By De nition 5. ƒ „ ƒ Š ‹ Œ … „ † € ‡ ˆ  ‰ ˆ ‚  Ž   ‘ Ž ’ “ ” • – — and ˜ ™ š• – › œ otherwise. 8. by Theorem 5. for | } v } k w t ~ €  ‚ | otherwise.. 5 8< : = Thus.. . 7 8< : : > 4 5 4 ? @ A B CD E F GH I J K L M N OP Q M R SN O L TP Q U V W X V Y Z [X \ ] ^ _ V W X Z ` [X ^ _ a [b ^ c 5.3. Clearly. 2 +2 * +3 .

/ 0 1 > ? @ if A B C D A E F D G and 4 H otherwise I J KL M if S T U V W T U T Y C NF O P Q R R X S otherwise. * + .5.7.1 and Theorem 5..1. [ f a d e f g h i j if k l m l n o p u Thus. ” • – — – ˜ ™ š › › ž ³ ´ Œ œ  ž ± ² and µ ¶ µ · ¶ ¸ ¶ ¹ º » ¼ ¼ ¼ ½ ¾ À ¿  Ÿ   ¡ ¢ £ ¤ ¥ ¦ §¨   ¡ ¢ £ ¤ © ¡ ª œ  ¿ Á Â Ã Ä Ã Å Æ Ç È È É Ê Ã Ë È Ì Ë Í å å ¾ À¿  Ÿ ¾   ¡¿ ¢ £ ¤ « ¬ ­ ®¯ ° Ö × À ä ä ¿ Î ¿ Ä Ã Ï Æ¬ ˯ °È Ð Ñ Ò ÓÔ Õ Ñ Ô Õ Ø Ù Ú Û Ü Ý Þ ß à Þ á â ã â ã Ý æ ç Þ ß è Ý æ ç Þ ß à æ à Þ á é Ý Ý ê ç ë ß ß ì ã ã 38 . 5.9.7. “ By De nition 5. 8 < From the solution of Exercise 4. 2 5 3 6 = if 7 8 9 : .6. % & ' ( ! #" ) 5.            directly as                   ! #"By symmetry. $ too. Z [ \ ] ^ _ ` f q r t q s u v w x t if y z { | } and b c ~ otherwise  €  ‚ ƒ „ … † ‡ ˆ ‰ ‡ if  ‘ ‘ ’ ‰ Š ‹ Š Œ  Ž   otherwise.4.5.5. &  .

11.5. 5.5. ä ä Fur-        .    From Theorem 5.1.

@ A B C D E F GH I S T U T U V V D J EH I U U 5.f : ? : .6.5.            ý þ  ñ . Ï Ð 5. Let â for Ó Û ï Ô × Then P ç for all Ñ ê ë é ì P é ê ê é ê ë Ý é Ñ ê ë é î Ñ and P é Ñ ê ë é î Thus. also Þ ß à Ç Ù Ç Þ ßÉ Êà á Ë Ì Í Î in general. ÓÛ × Â Ã Ä È È ± ± ³ and since Ù Ú · ¸ ¹ ÅÓ Û Æ× ÇÜ Æ Ç Ó ÓÛ × × Ý Ù in general. 5. the median is Ñ ð ñ ò ó ô õ ö 2.6. 0 1 2 3 4 5 1 Ý6ê 7 ß7 á 8 é9 .                 thermore.: ê 2 3 4 < 1 6 7 = 5 1> 7 > 8 9 . é Ý ê ß á é Ý é Ý ê ß ß á é Ý ß á â ã â ã è  Ý æ  ç Þ !ß " à æ à Þ # $ % á & ' ( ) *ì + ã ã K L M& . the hypothesis says that P  ý þ ñ ð ñ ú ö ýþ ü ð  õ õ P ýþ  and subtracting the latter equation from the former.1 says: For a median of a random variable P ð þ û ý þ ü ð ñ õ õ  and P imply P ýþ This statement is true. The converse of Theorem 5. \e ^ g Y [ \] ^ _ Y ^ b c d h \ e Y a i h j kl m n o p l q r s t u For continuous with density v w } ‡ x w yz { | } ~ €  ‚ ƒ „… † } ‡ ‰ Š and so ‹ Œ  Ž   Œ‘ ’ ’ “ ” • ” • ƒ ˆ „ – • — – • ˜ Š ™ š › œ ž Ÿ   ¡ ¢ £ ¤› ¥ § ¨ © › ¥ ª « ¬­ ® § ­ ¯ ° ² ± ° ² ± ¨ ´ µ ¶ · ¸ ¹ º » ¼ · ½ ¾ ¿ ¹ À ½ À ¿ Á On Ñ Ò ÓÔ Õ Ö × Ø Ô Ø Ö Õ ÓÛ × Ü ¡ ¦ ¢ Ý the other hand. any such ð is a median. Let ÷ ñ ø ù for ù ñ ú û ø û ö ö ö û and ð any number such that ò ó ü ð ü ò ó ô õThen õ ó õ ó õ P ý þ ñ ò ÿ for all ñ  ó  û P ýþ ü ð ñ and P ó   ý þ  ð ñ  ó   ö Thus.5.6. because one of the  ð ñ  ý þ ñ ð ñ  ö statements and is certain to be true and so P þ ü ð û þ  ð û þ ñ ð ýþ ü ð  P ýþ P  ðOn the other hand.R.N O' * +P Q. we get ð ñ    ñ ú û P ýþ ñ ð ñ  ö 5.3.: 9 . Õ Õ ç ç ç ç ÓÛ Ô è × Õ Ó Û í Ô × Ý ã ä å æ ä Ý æ ã Ý Ý é ê ë Ý 1.13.: 1 P L W X Y Z [ \] ^:_ Y ` ] ` _ a b c d \ e Y.6.1. K/ Q Now.

. .             ! " $# % & ' ( ) * + . ) . hence. .

we get / + 23 ' ( 2) 4 0 5 6 7 8 9 : . 1 using the Fundamental Theorem of Calculus. for E U by assumption. Since we assumed that is continuous and F A G C E T S G U @ Q R @ A B is unique. if is a median .6. For general the 50th percentile is de ned as the numberY Z [ \] ^ _ ` a b c d e f c g h ij k i Since any d.W?X M A NO H G NC E P @ A G C V W X 5. P and so we have f l m c no g p e f c no g h ij q 39 . C D B has a critical point where E F A G C H IJ H F A G C K L M A NO H G NC P F A G C H J E Q R R or where that is.7. The second derivative test shows that C V U has a minimum at M A NO H G NC Q G . < : = > 7 / 0 ? @ A B Thus. is continuous from the right.f.

by the de nition of    as the minimum  ij p i j such that   . Also.Pf l c no g p   e f c no g   m .

we have      P       .

v..2. 5. / = if > ? @ A B C Thus.6.f. the quantile function is 2 C if C D A E F G H IJ K L M N J O J P IQ R K C for C E Its graph is 1 0 1 p -1 5. 0 3 1 if . for      Hence.6. of this r. P              * *  ! "# $ % &' & thus.9. < 5 6 The d.. # ( ) satis es the two conditions in the de nition of the median. is + . if \ Y \ and its graph is U VW _ ` ^ W ] if \ Y Y 40 .15. VW W Z [ T if X Y \ F G H IJ K L S ] [ W Z ^ From Equation 4.11.4 78 9 : .

2 1 0 1 p 41 .

6. ] ] ]  ] ] _  ]   ] ] 1.  is Poisson with   Thus P    P   X P   ] _ .1.1.

.

 .

     .

5.1. .              2.per x y z. . > ?P 7 8 7:. < :. w v 1. P“ ” “’ • – — • ˜ ™ š › œ  ž Ÿ¡  ¢ £ Ÿ¥ ¤¢ £ Ÿ§ ¦¢ £ Ÿ© ¨¢ £ Ÿ ª¢ « ¬ ­ ®¯ ° ± ® Ÿ 3. < : and 8 = 7:. P² ³ ²±´ µ ¶ ´ · ± ¸ ¹ º » ¼ ½¿ ¾À Á ½Ã ÂÀ Á ½ ÄÀ Á ½Æ ÅÀ Á ½È ÇÀ É Ê Ë ÌÍ Î Ï Ì ½ 4. P7 8 9 7:. ð ñ ð ò ó P(even P(odd è ô õ ö ÷ ôú õ ûø ù ü ÷ ô þ õ ûø ý ü ÿ ÿ ÿ         . < :. PÐ Ñ Ò Ó ÔÕ Ö PÐ × ÐÔÕ Ö Í Õ Ö Ø Ù Ú Û Í ÌÔ Ï Î Ì 5. u v w . 1 2 3 45 6 5 4 ) = 3. PO P Q ORS T U and P V ORS T U WP OU S T X S T Pa_ a ^ \ ] c \ d e fm g h i h j j p qr s t q jk g j ijn nk 6. )/ .3. ! " is Poisson with # $   Thus P ! ! " %  " $ &    ' ( )+ *.1. P{ | {}~  ~ } €  ‚ ƒ „ …‡ †ˆ ‰ …‹ Šˆ ‰ … Œˆ  Ž  ‘ ’ ‘  … 2. ) 0.@ > A: B 6 C D EFG H I JK L M N J l P Y Z [ Y Q \ ] ^ and _ ` a b \ ] ^ \ o 4. PÜÝ Þ ß Þà á â PÜã Ü ä å Þà á â æ á â ç è é ê ë ìíî ï ì 6..

we obtain ¸ À Á à à 1. Then N O P Q O R ST U V W T X Y Z X[ \ ] ^ _ ` a b c d e f b c d e a g b c d e f g b c e f he f g P(i j k l m n j o l p q r n j k s t k l m n jk l p u r n jk vl m n jo vl p q r n jk v s t k vl m n jk vl p u wn jo l m n jo m t o l p u r n j o vl m n j o v m t o vl p u l p ‚ € | … † ‡ ˆ ‰ … † ‡ Š‹ † ‰ Œ €  … † ‡ ˆ ‹ € | ‚… † ‡ ˆ ‰ … † ‡ Ž   ‘ ’ “ ” • –  — ˜ Ž  xy z { | } ~ €  } ~ € | ‚ } ~ €  ‚} ~ €  ƒ€  ‚ „ „ “ ” ™  — ˜ „‘ “ ” ™ – –  — ˜ ‘  š › œ  ž Ÿ  ¡ž ¢ £  ž Ÿ ¤¡¥ ¦ § ¥¨ © ª « ¬ ­® ¯ ° ± ² ³ ´ ­® µ ¶ · µ¸ ¹ where in the last step. we used part 2 · µ ¹ of Theorem 6.            3          !  $  &   "  # %  '  # ( ( ( ) * + .2.1. . adding the two equations. 8 P(odd 6. ..7. and subtract- 3 5 6 . we get 8 P(even / 0 1 .1. Using the table. . * + . < = > ? @ A ing them.1.. + . 6. If º » the proof would be similar. P(even 4 3 5 6 7 3 5 6 4 9 : P(odd and so. / 0 1 2 On the other hand. P¼ ½ ¾ ¿ ¿ 42 . C D E D E F E F G C F H D I J C D I E D I E F I E F I G C F I Consider the instants B and let K L and K M denote two distinct interarrival times.7.

. P¼ ¶ ¾ ½ ¾ ¸ » Á  P ¼ ½ ¾ ¸ » Á Â  À  Á ¿    6. ¶ ¸ P¼ ¿ ¾ ½ ¾ ¿ » P¼ ½ ¾ ¿ ¸ ¶ P¼ ½ ¾ ¶ ¿ ¸ À Á Â Ã Ã ¿ ¶ Á  ¿ ¿  » ÁÂ   6. P¼ ¾ ½ ¸ » Á   P ¼ ½ ¾ ¸ » Á Â  À  Á     9. P¼ ½ » ¿ » Á 4.2. 23 4 5 6 7 8 9 : . P¼ ¶ ¾ ½ ¾ ¸ » Á Â P ¼ ½ ¾ ¸ » Á Â  À  Á     10.3. P¼ ½ ¿ ¿ » ¿ ¿  ¸  3. P¼ ½  ¿ ¸ »  ¶ P¼ ¶ ¿ ¾ ½ ¾ ¿ ¸ À  ¶  Á Â    » Á     7. P¼ ½ ¾ ¶ ¿ ¸ » P¼ ½ ¿ ¸ À ¿ ¿  5. P¼ ¶ ¿ ¾ ½ ¾  ¸ » P¼ ½ ¾  ¸ ¶ P¼ ½ ¾ ¶ ¿ ¸ À Á     ¶ Á  ¿ ¿  » Á     8. < = > ? @@ AB C ¸ 1. ¸ À  ¶ ÁÂ Ã Ã Á 2.

as           ! "  # $ ! % & $ ' (          . . at Thus. Ò has points of Ó in ection at and only at Ô Õ Ö Ï × Ñ 6. 0 / B D E F G B E H F I '1 K changes B E H FI sign at that is.f.2.f.d.5. ¼ »                  ! "  #  $ % & ' ( ) * * + . of Û can be computed as Ü Ý Þ ß à Õ P Þ Û á ß à Õ   P Þ Ø â ã ä á ß à Õ P Þ â å æ çé è ê ë í îìï ð ñ óòô é ÷ ø ùú ø û üý þ ÿ ý and from here the ç èõö Chain Rule and the Fundamental Theorem of Calculus give its p. L O P Q R S T UV T W XY Z Y [ \ ] ^ _ ` a b d e c f g h gi k j l i m h i j n } ¥¦ § ¨ © x z { y| } ~  €  ‚ € ƒ „ … † ‡ … ˆ Š ‹ ‰Œ  Ž   ’ ‘ “ ” • – — ˜ – ™ š › œ  ž Ÿ   ¢ ¡ ª « ¬ ­ ® ¯ ° ± ²³ ´ µ ¶· ¸ ¹ º · » £ ž ¤ ¼ ½½ ¾ ¿ À changes sign at Á  ÃÅ Ä Æ Ç È É Ê that is.. J has points of in ection at and only at AM C N E PR k o p g k q r ss t u v w 2. 1. Assume Ø Ù Ú Ñ Then the d. at Ë ÌÎ Í È Ï Ð Ñ Thus.

with in place of and ./ .0 1 2 3 4 4 5 6 7 . @ A B I J K L V W @ B CL I J W L E F G H I J K L MN O P Q R S T U P S T Q R S T P S T X J M Y N O P 2. P ˜ – P™ š › š  — š   ¡‘ ’ ” ‘ “ ¡ ¢  ¤ ¥ ¦ª «§ ¬ ¨­ ¦ ® ­© ¥ ¯ ² °± °³ ± ´ ± µ ¶ œ ž Ÿ Ÿ  Ÿ £ P· ¸¹ ¸ º » ¼ » ½ ¾ ¿ À Á  » Ã Ä Â » ¼ » ½ ¾ ¿ ¿ Å ½ ¼Á Æ ¼ 43 .2 shows that this function is the p. with ^ j in place of and in place of k l m n l o k p q p 6. ’ ‘ “ ‘ ’ ” ‘ “ is normal with • and – — Thus. 0 8 4 5 9   : comparison with De nition 6.g.6.f.2.9. of a normal r.2.v.d.2. K [ \ D I V \ ] ^ _ ` ab c d e f g d ab h f i g i ] ^ j S T S T U T A comparison with Theorem 6. of a normal r.f. For any L I Z .      A   ) % * +" + & .2.5 shows that ^ this function is the m.f.7.1. Then.d.. Let ‘ and denote the two weights. .. < = in place of > < ? .v. r } w|~  € we can see that this distribution is normal with and ƒ „ … † ‡ ˆ ‰ „ Š † ‡ ‹ „  Œ ‰ Ž   6. according to Theorem 6. ` s tu v w x y z w { s tu s  x y z w  y ‚ Comparing with the general normal p.

 » Ã Ä Â So. that is. yields     . 6. ¿ À Solving this equation results in Ä Â Ã ¿ ¼.2.  If À then. which. which equals the area of the corresponding left tail. we can solve this equation for to Ä   » à  ¿  Ä   get Ä Âor ¿ À Here » is the area of the tail to the right of à   » Ã Ä Â ¿ À  ¼ » Ã Ä Â ¿ under the standard normal curve.11. Ä Â Ã ¿ À  ¼ à À Ä  Â ¿ when we substitute from the rst equation. since is strictly increasing.

     .

f.  6.  We use the binomial p.1.3. with and :P     .

i.3. ' % . [ ] ^ A single random number is a uniform random variable with and By Corol. using the negative binomial p.             !   "!  # $ % &' ( ) & Using the normal approximation. Thus. the average of i.f. ø ù ÷ ü ÷ for any .4. from the table. amounts to éë ìê í î ïð ñ ò or ó í ô õ ö ï 6. < = P C D E FG H I J E F K L M N C E F K L D 8 < = > ? @ 8 < = A B N C D E FG L M N CE F K L D OK D N C E FG L P M N CE F K L Q N C E FG L D K E FG R S T Q E FU S K V D K E FW R K W F B B 6.3.3. we have * + ' % . ! .d. X Y M [Z \ ^ [ _ ] b c c ] ^ lary 6. copies of is approximately normal with ` a ` d e [ ] f ^ and \ e ^ [ g g h i ji k l j Thus. ¦ §¨ © ª Ÿ « ¬ ž and so we want P § ­¨ ® Ÿ « ¬ ­ « œ ° ¬ © ª P ± ²³ ¹´ ºµ ¶ · ¸ » Á ¼ ½¾ ¿ À ­ ­ ¯ ¿ À Â Ã Ä Å Æ P Ç ÈÉ È Ê ËÍ ÎÌ Ï Ð Ñ Ò Ó ÔÍ ÎÕ Ï Ö × Ø Ù ÚÛ Ú Equivalently. "! + " / and so. ! +  and . ÷ ÷ successes will occur before failures if and only if the th success occurs at the th trial.1. + . Ü Ý Þà áß â ã ä åæ ç è which.3. P mi jn l o p o i jq r s t P u v wx y z { w| z { w| { w | € z { w| { w{ } y ~ { w { } y ~ { w{ } y  ‚ ‚ P ƒ „ … †‡ ˆ ‰ Š ‹ Š … †‡ ˆ ‰ Œ  Ž  ƒ … †‡ ˆ ‰ Œ „  … †Ž ‘ † 6.2. P 0 ' &1 2 3 4 ( &1 5 + P 6  78 9 : . 1.5. < = = 78 9 : . We want ’ “  ”– •— ˜ –™ — š › œ ž and so Ÿ   ¡ ¢ £ and £ ¤ Ÿ ¥ ¥ œ 2. we obtain P( successes before ù ú û ø ý             ..

.4.7. 6 7 6 7 5 8 5 : 8 : . P & ' ( ) P * + 'P ( . / ) & ' ( ) * / & ' .4.5.3. ) .4. 44 . 0 * / ) 1 2 5 3 4 2 3 1 9 3: 2 3 4 9 3 2 3 < = > ? < B > = > ? 3 4 3 4 @ > ? A for C > ? A D andE F G H I J K E F G L M N O P O Q R P O Q S P T T T U N M Q V P M Q V Q R P T T T T 6. ø failures ý þ ÿ       6. and so P             ! " 6. ) . If the number of failures before the th success is then the total number of trials up to and   including the th success is Thus. P P where is negative                          # $ % binomial.

4.2. we have      . Letting denote the gamma density from De nition 6.

it must have a maximum at this critical point.9.d.11. Next. which was proved in the book. + 0 1 2 0 8 9: = > . M N O PQ R S T UQ V W X YT PQ R ZV S [ \ [` ] a ^ _ b c ` d e [ f hg i j ‚ ƒ„ … Œ  v y z { y u y |w } ~  Ž   ‘ 3. using also the reduction Formula 6.11. ø ù ú û ü ý P ú þ ÿ û ü ý P Hence.30. standard normal variables. 6.   ! " # $ &% ) '* (+ . Thus. ì ñ ò and óò are i. : 9: = A B CCCDE F G H A B 1.. we get ­ ® ¯ ° ³± ² ´ µ ¶ · ° ¹ ³ ² º ± ² » ¼ ½ µ ³ ¸ ³ ¸ ³ ¸ ¸³ ¸ å æ ç ° ¹³² º ± ² ¶ · ° ¹³² º ± ² ½ µ ° ¹³² º ± ² ³ ¾Á Â¿Ã Ä Å Æ° Ç ¹ È É² º ʺ ËÀ Ì Í Î Ï ÐÑ Ò Ó Ô Õ Ö Thus.4. We prove – — ˜ ™ š › ˜ ™ ¡ ¢ for ¥ ¦ § ¨ © ¨ ª ¨ « « « by induction. assume that it is³ ¸ true for ¥ ¬ © « Then. / ' 3 4 . 5 8 69 : 7 . .          .4.                          for This expression equals 0 if  Since  is positive and bounded.i.4.13. For ¥ ¦ § it reduces to ˜ œ  ž ˜Ÿ £  ¤ ™ ¢ Equation 6.4. and so òô õ is ö ÷ with 2 degrees of free- dom. k lm n f o qp t ru v s w x r x  ‚ €ƒ „  … † ƒ for ’ “ ” • € ‡ ˆ ‰ Š ‹ 6. the Ñ × Ø Ù Ú ÛÜ Ý Þ ß à á â ã â ã è é truth of the formula for any í î ï implies its truth for í ð and so it isâ proved ã ä âfor ê ë ã any é ì í 6.4. < 5 I J for any positive 6 7 ? @ integer K L 2.

* . we see that is beta with and £ ¤ ¥ ¦ § § and is beta with ¥   ¨ and © .5. if V and W XY Z O [V \ X Y Z ]^ O _ c e c d g i j k l m n a b b if g c h g b f if ` l d g o pg o i q if k l m r e Thus. n _ g o k g o l m e l d g t u kc m n i w v xy z a b b if g l h g s b f { | if } y ~  €  ‚ ƒ if „ …  • – — ˜ ™ š › œ  ž Ÿ   and † ‡ ˆ ‰ Š ‹ Œ Ž    ‘ ’ “ ” otherwise  otherwise œ ¡ ¢ Comparing these expressions with De nition 6.4.4. . 8 <9 = > B ? E I E ? * if+ .15.4.8.               if @ A     ! # $ % " & ' )( * .17. which shows / 1 02 3 4 5 2 2 6 8 9 : 7 . C D E F G H Q J K L that is exponential with parameter M In particular. 45 .4. the distribution is the same N O Q RP S T U Q as the exponential with parameter QP T 6. ¤ ¥   ¥ ¦ 6. if ` c d By Theorem 4.

4 x 0.8 1 § Beta density for ¤ ¥ ¨ ¥   ¡ 46 .5 0 0.2 0.8 1 § Beta density for ¤ ¥   ¨ ¥ ¡ 2 1.4 x 0.5 1 0.5 0 0.5 1 0. 2 1.6 0.6 0.2 0.

4 0.2 0.5 0.6 0.4 x 0.2 0.2 0.8 1 § Beta density for ¤ ¥    ¨ ¥   ¡ 47 .3 0.6 0.4 x 0.1 0 0.2 0 0.2 0.6 0.8 0.6 0.8 1 § Beta density for ¤ ¥   ¨ ¥ ¡ 7 6 5 4 3 2 1 0 0.4 0.8 1 § Beta density for ¤ ¥ ¨ ¥ ¡ 1 0.4 x 0.0.

2 0.8 1 § Beta density for ¤ ¥     ¨ ¥   ¡ 6.19.4.4 x 0. . 4 3 2 1 0 0.6 0.

/ 0        . .26. Equation  4. we )substitute * + .2.6.6. In Theorem 4..

j k l m is beta with parameters n o p and q g n o r i and s t u v w x y z {| } x y ~  € 6. are normal. we compute their expectations and variances: „ …  u † ‡ ˆŠ ‰ ‹‰ Œ  Ž   ‘ ’ ‹“ ° ´  Š ‹ Œ  Ž ”  • – and Œ — ”  • ˜ ™ š › œ  ž Ÿ¢   ¡ Ÿ ¢¡ ¡ ¤ ¯ ° ± ² ¯³   £ ¡ ¥ ¦ § ¨ © ª « ¬ ­ ® ® ³ µ ¶ · ¸ ¹ º » ¼ ½ because ¾ ¾ Now.5. we obtain . Its value could be determined by the coef cients in ^ _ ` a and b a and the integral in the denominator of Bayes c Theorem. but we can d nd it much more easily by noting that the variable part being a power of e times a power of f g h i the posterior density j k l m must be beta.  u and  ‚ ƒ as linear combinations of normals. Á Â Ã È É Ê Ë Ì Í Î Ï Ð Ñ Ò Ó Ô ÕØ Ö Ù× Ú Û Ü Ý Þ ß à á â ã ä å æ æ · ¸ ¿ º ¼ · ¸ ¹ º ¼ ½ À ·Ä ¿ º ¼ Å Æ Ç Ç èî ú ú ú ç è é ê ë ì íç è é ê ï ð ñ because ò ó ô õ ö ÷ ø ù ò ó ô õ ö ú ø ù û and ü ÷ ù ó ÷ ÷ ý ó ÷ ú þ Also. multiplying these 1 otherwise 5 two expressions together. To show that they are standard normal. < = > ? for @ A and X Y U T where we otherwise ] left the constant \ undetermined. Thus.        ÷   . B C D E F G H I J K L M N O P M Q J R ST U V W T U V U Z Z Z U [ 6 7 89 :. Clearly.1.          for   # (          ! "# $% & ' if 1 2 3 2 4 and      Then.

0 10 0 9 9 ) * + .            ò ó ô õÿ ú ø ù ÷             ! " #$ % & ' ( ) + 1. / / .. = > ? 8 : B A C D E F G HI G H R W X R Y H JKL M N O M P Q R S T T U V Q T S R R P Q R S T R U V Z [ e fg e h i j i i h i i h j j si j h i j T a j j k l m n o n j p q j o o o j j o j r n j p o o oj k t T \ ] ^ _` ^ ` ^ ^ bc d d d 48 . .8 < @ A . 2 0 3 4 5 6 7 88 7 .

     o  .

= I O E P Q R Y Y U Y a a a I S T U VW XX W UX [ W X X g i h X Z X \ ] ^ _` ^ `` ^ _`d _ ` c _ h j k l m ln m l r r r l op q p r s t q q t r q u Št ‹q r tŒ r  r v w p r x t q q u t q r y z { | } †‡ ‡ †‡ q ‚ 6.                   $ > ?@ A  ! " #  ! %& ( 2 2 < B ? C D EF G G ' ) (* +. Ó Ô Ñ Ò ÝÑ Ü è è ì è ì ÒÑ Õ Ö× Ø Ù Ú Û Û ñ ò Û Þ exponent differs from the given one by the îò õ ò õ ö î This î óô  ô  ô î ô î ÷ ø ù ú û üù ý û þÿ    constant       . -.q ~  €  €  €€ ƒ„ … … … … Ž … ˆ ‰ … ˆ Equating the coef cients of like powers in the exponents in Equation 6. and since we obtain    .5. . using the fact that H I and H E are0 independent 3 1 5 6 7 standard b 8 9 : . which can be split off.å æ Ì È Í Ë ç é ê ëì ì é í ê ë ì ì é î ï ð and Ì É Í Ê Ë Ð Furthermore.14 and in the Ž ž present problem. ¡¤ we get.3. for the coef cient of  ‘ ’ “ ” • – — ˜ ™ —š › œ  for the coef cient of Ÿ   Ÿ ¡ ¢ ¥   ¤£ ¦ § ¨ © ¨ ª « ¬ ­ ® £ and for the coef cient of ¯ ° These three equa- ° ± ² ³ ´½ µ ¶ · ¸ ¶ ¶ ¹ Ä ¶º » tions for the three unknowns yield ¼ ½ ¾ ¿ À Á  à ¾ ¿ Ä Á ¼ à ŠNow. for the coef- Æ µ ´ cients of Ç È and Ç É we get Ê Ë Ì È Ê ¹ Ì É Íº Ê Ë and Ê Ì È Ê Î Ì É Í Ï Ð Ó ß à á â ã äå æ ç å æ Hence. e f J K L MN N I T .           o   Similarly. /01 / 114 and so. normal.5.

. 0 1 2  8 ! ) # ) $ % ! " # % 3 4 5 6 7 8 9 : 7 . The conditional expected score on the second exam is given by Equation 6.5.5. and are independent if and only if their covariance is K C K 8 zero. < This equation is J 9 A F G X H A B Y Z [ \ C ] E^ _ : X F Y Z G [ \ H A B ` ^ E E M J 5 6 7 J 9 > ? @ A B C D B E L N I 8 8 equivalent to OS P T UQ V8 R V a b c [ \ ` d\ ] ^ e R W 6.2 ! " #  " $ % is a bivariate normal pair with the above parameters. . that is.4.4.1 and 6. J > ? @ A K CBy The- D K 7 . / .                   Thus.7.4.9 as f g h i jh k l m n o l p n q n p n r s t r u v w x v l p p h i k i The conditional variance of is given by e e g h i jh k l m n o l | } ~  €   ‚ ƒ } „ ‚ …  † € ‡ ‡ € Equation 6. 6.5. 7 .5. By the result of Exercise 5.5.8.2. < J 9 A F G H A B C : F G H A B J 5 6 7 J 9 > ? @ A B C D B 8 E L E 8 E E M 8 E I orems 5. by Theorem 6.5. the 90th y z { percentile of the standard normal distribution is Since under the condition ˆ ‰Š ‹ Œ  Ž   Ž ‘ ’ ‘ “ is normal with ” and  • we obtain – ” — — ˜ ” ™ — š Ž › › Œ  Ž œ —  ž ‰Š ‹ Œ — — Ÿ  Ž œ —    Ž   Œ   Ž 49 . < 9 = > ? @ A B C D B : 5 6 7 9 7 . < 9 F G H A B 8 E 8 E I Hence.5. 6. & ' (  * + . .10 as From the table.5.

assume that all linear combinations of and are normal.2.2.1. then ‘ “  ‘ ’  is a linear        combination of the independent normals and plus a constant. To prove the converse. and such that  .4   and 6. and     choose two linear combinations.  If is bivariate normal as given by De nition 6.5.9.6.5. and so Theorems 6.6 show that it is normal.

          .

               Such a choice is always possible. since if    .

 then       .

  .

and otherwise the rotation from Exercise 6.5 achieves it.  .  and  will do. Next.5.

1: Let denote the bivariate moment     generating function of that is.   we proceed much as in the proof of Theorem 6. let Now.5.       .

6. & 0) .11. ) . showing thereby that ] Z is bivariate W _ ] Y ^ ] Z ` normal. & .1. ) . / # ) ) ( ) ) $ . we have % ) and . % & % ) 1 2 3 4 4 ( / = Denote the mgf.15.2.           ! " # $ % & ' ( is normal. because it is a linear combination of % ) and Denoting the parameters * & * ) + ( ) of and % by & and respectively. let ) 5 # 6 Then. & .% by that is. ) . which we can factor as 8 $ . ? @ A B C D E B F G B C E J K L M N I N S N S E H EI E H E F O M P J Q R This equation shows that G D B G and K L R C D E B C E K L Q I F O J F P J T U V U E L are independent. +5 7 8 / .because we have chosen ) + and so that . de ne and as the standardizations of and Inverting the W X Y X Z [ Y [ Z \ transformations that have led from to the independent normals we can write ] Y ^ ] Z X Y ^ X Z ^ ] and Y in the form given in De nition 6. 5 # 8 / 5 # . 8 / 5 # 9 : .. < + 4 ( 4 > E H EI E H E by Equation 6. & ' . a b c d e f g h e i d h g h j k l m n d o p e q r d e f l h e i g m d h l h j k l m n g m d x x s t u v wx y u v u x z y { | } | ~ € y  € t u y u v „ … † ‡ „ … † ˆ ‰ ‡ „ … Œ  ‡ „ … Œ ‚ ƒ ‡ Š ‹ ‡ … Ž … … Ž   † ‡ † ‡ˆ „ … † ‡ ˜ › ˜ ˜ ‘ ’ Š Š ‡ “ ” • – —˜ ™ š ” œ  “ ” œ ” ž Ÿ ™   žŸ ¡ • ¢ £ — ¢ ¤ ™ • “ – ˜ ˜ ˜ ” • ˜ ™ š “ ” œ  ™ “ ¥ ¦ and § ¨ © ª ¨ « ¬ ¯ ° ° ­ ± ²® ³ ´ ± µ ¶ · ¸ ¹º » ¼ ¹ Thus ½ ¾ ¿ À ¾ Á Â Ã Ä Å Ã  Æ Ç È è é ê      É ë    ß à ì ì íî ï ð ñ ò óô õ ö ÷ ú ø û ûù ü ý þ ÿ ú ü þ  . ..5. (There is no term here with & ' . Now.5. of % & . / # $ .

Ê Ë Ì Í É Î Ï ÐÑ Ò Ó Ô Õ Ö Ñ Ñ ÐÊ ×Ø ÐÙ Ú Û Ü Ý Þ  Þ Ý á âã ä å æ ç 50 .

10.     Replacing by  in Equation 7. we get     .7.1.1.1.

„ … † ‡ˆ ‰ Š ‹ Œ   › œ  ~ ‚ Ž  ‘ ’“ ” • – — ˜ ™ š 7.2. nd the critical point we set < < = >? @ AB C D E F G IH = J I =K L M NO P Q R S O T U V W X Y Z Solving for [ results in [ X ] \ ^ _` a b cd ` e f g h i which is kj h l 7.1 and Theorem 5. r s p q t u wv for all x y then.f.3. z u { s | n t u } ~ €  and.5.               Hence.  $ ' .v. by De nition 5.1./ 0 12 3 4 5 6 2 7 8 9 : and to .  !" # $ % & ' (  ) * + ' .5.1.1. . .3. þ and so þ ü   ÿ ü     û . with o possible values p q and p. If m n is a discrete r. ¿ À Á  Á Ã Ä Ä Å ¾ Æ ¿À Ã Ç ÁÃ È É Ä Ê ¿À Ë Ì and so Í ¿À Á ÁÃ Ä Ä Å Ï Ç Ê ¿À Ë Ì Å Ð yields the critical value ÑÃ Å Ô ÒÕ ÖÓ × Ø Ù Í Î Î é ê The function Ú has a maximum at this value.1. because Û Ü Ú at è û Û Ý Ü Þß à àá â â ã ä Ýå Ü æ ç é ó ô õ ó ô ö ÷ ø ù             b) ë ìí î ï ð òñ ï ô ú û üý þ úÿ û Hence. ® º a) ž Ÿ   ¡ ¢ £ ¤ Ÿ¥ ¦ § ¨ © ª «¬ ­ ® ¯ ° ³± ² ´ ¯ µ ¶ ·¸ ¹ º » ¸¼ ½ Hence. by  ƒ  equation 5.

By Theorem 4. for % ' ( ) *  - / . is The alternative Ô Õ Ö × Ê Ê Á Ô is that the students in the sample come from a different population. random variables with common " !    !  # $ # d. 6 7 8 4 9 : . ‰ – — ˜ ™ š › œ ›  ž Ÿ ¡ ¢ £ ¤ ¥ ¦ § ¨ © ª « ª ¬­ ® … Š ‹ Œ  Ž  Œ „ Œ Š  ‘ ’ “ ” • Ä and ¯ ° ± ² ³ ´ µ ¶ · ¸ ¹ º ¹ »½¼ ¼ ¾ ¿ À Á  So. Here i h c b j k b l c r s t u r v l m andg n o p q w q x y z {| } ~  € z {| }  | z z ‚ ƒ „ ƒ … … „ We are given the successive values † .8.  Thus. in the present case. This problem is an instance of the general case considered in Example 7.1.id. 0 1 2 3 4 3 5 K ` \ ^ _ ` and Therefore.f.1. for which Ø Ù Ú Û Û Ü à The test statistic is which we take to be approximately normal. .7.8. and . We use a large-sample Z-test.    Thus. if        !  for i. because is suf ciently Ý Þ ß 51 . the required approximate con dence inter- à Á vals are Å Æ Á Â Ç È É Á Ê Ë Ì Æ Á Æ Í Í Î Æ Á Â Ç Ï É Á Ê Ë Ì Æ Á Æ Í Í Ð Ñ Å Æ Á Â Ò Ë Î Æ Á Ê Æ Ê Ð Î Å Æ Á Â Ç È É Á Ó Ê Ì Æ Á Æ Í Í Î Æ Á Â Ç Ï É Á Ó Ê Ì Æ Á Æ Í Í Ð Ñ Å Æ Á Â Í Ç Î Æ Á Ê É Ò Ð Î and Å Æ Á Â Ç È Í Á Â Ã Ì Æ Á Æ Í Í Î Æ Á Â Ç Ï Í Á Â Ã Ì Æ Á Æ Í Í Ð Á Â É Ò Á Ê Ç Á Ñ Å Æ Î Æ Í Ð 7. ? < @ = > A B C D E F G H I L M N O S P T Q R U V W X [ Y\ Z ] ` a b c d e which X Y Z G J shows that is an unbiased estimator of f d g 7. that is. the method of moments gives       7.2. then % & ! % ' ( ) *  +% & ( ) * . for each of which we need to solve ƒ „ ‡ ƒ ƒ „ ‡ ˆ ƒ „ ‡ ‡ the equation to obtain † ‰ Hence.5. Now. The null hypothesis is that the sample was selected from the student population with mean grade 66 and SD 24.9.1.1.

large for the CLT to apply. The rejection region is the set We compute the P-value   Þ    Ü as P   P .

7. for which The …  ‡ ‡  ‰ test statistic is which we take to be approximately normal.4. > ? @ A B CD E F G P H IL M J N OK P L QM NK O Thus. We use a large-sample Z-test. is The alternative Š ‹ … † ‡ ‡ Š Œ  is that the students in the sample come from a different population. solving this equation ¡ ¢ £ ¦¤ § ¥ ¥ ¨ © ª¬ ­« « ® ¯ ° ± ² ³µ ¶´ ´ · ¸ ¹ º¹ » º for ¼ yields ¼ ½ ¾ ¾ ¿ À Á Â Ã Ä Å ¹ º¹ » Æ ¸ ¾ ¾ Ç À Á È É º ¾ Á » ¸ À ¾ º» and the rejection region is Å Ç Ê Ë À ¾ º» Ì º The power function is given by Í Å Î Æ ½ P Ï Ð Ñ Ò ÓÔ ÕP Ö Ï Ð × Ø Ù Ú Û ÓÔ Õ Ü Ý Ï Þ ß àäá å â ã æ ç The graph is given below. 7.   This probability is high                    ! " # $  " % !  enough for us to accept the null hypothesis. that is. that is. 52 . 7.3. approximately equals h ij k l mn o p q e r s tw u v t su s x u y z { | } ~  €  ‚ ƒ „   ˆ ‰ If then the drug has really reduced the duration of the cold from 7 to 6. .3. the improvement is slight and the decision might hinge _ on other factors.1.   / 0 increase of the cows in the sample. because is suf ciently large Ž  for the CLT to apply.5 … † ‡ € ‚ ƒ „ days.3. we reject the null hypothesis: the diet is R S T U V W X YZ X [ \ ] Y] ] ] ^ Y very likely to be effective however. that the low average of this class is due to chance. with & ' & (  & ) & denoting the hypothetical mean weight of the cow population before the diet and ) that & ( after the diet.3. from Equation 7. we want ` a Y b W c YZ [ d P e f g which. We take and The test statistic is the mean weight * + . The null hypothesis is that the sample was selected from the  student population with mean grade 66 and SD 24.2. and the test will correctly show with probability that the drug works. like the price and availability of the new diet. The rejection region is the set We compute the P-value as ‘ ’ “ ” • – — ˜ ™ P š ›P œ • ž Ÿ   Thus. a) Here a Type 2 error means that we erroneously reject an effective drug. & . b) Accepting the drug as effective means the same as rejecting Thus. The rejection region is We assume that is 1 2 3 4  5  / ( + approximately normal with SD We compute the P-value as P 6 7 8 9 : . & '  * . < = . We use a large-sample paired Z-test for the mean increase of the weights.3. these students may well come from a population with mean grade 66.

4 0. Let denote the number of nondefective chips.6 y 0.3.2 0 20 40 µ 60 80 100 7. 1 0. The rejection region is the set of integers               .8 0.5.

    The operating characteristic function is P     .

    .

6 y 0. 7.  1 0.          and its plot is given below. / # $ * . We want to  nd % such that P & ' ( % )  $  * + $ From a % -table we obtain % ! # $ * .8 0.1. We could improve the test by sampling more chips or by rejecting the lot if even one defective is found in the sample.2 0 0.3. ( 430 5 16 27 8 9 : .9 1 This is not a very good test: For instance. < = > : ? @ : Substituting the observed values A > ? B ? and CD E F HC I Q 9 :B for G and we get P J ? B ? K 9 : . - and so P .7 p 0.8.6 0.8 0. For the given data. 53 . the graph shows that the test still accepts the lot with the fairly high probability of about .4 0.4. we  nd      and  ! " # $  $ We use the % -distribution with 4 degrees of freedom. < L M NQ O P R S R T U T V W X Y Z [ \ Q O P ] ^ _` a b that is. when the probability of a chip  s being nondefec- tive is .

4.1.            _ a _ as an approximate 95% con dence interval for _ To nd a 95% con dence interval for b we can proceed much as in Example 7. By .

3. writing ¨ ½ and ¯ . We reject U V if W X Y Z [ or. M D P L EG I R K D ES E For the given data.2. the      and the      quantiles of the chi-square distribution with    !  ! degrees of freedom.5. Substituting 43 / 5 6 . 7. from a table or by computer. Assuming this result for the moment. < =B > ? @ A D D E D F EF D EG H I J K L D EF M A I CE or. equivalently. that is. We obtain.. if \ X ] ^ where ] _ de f` ga hb c k l m no p k q m a i j r k ns t u v w x y z z { y Thus. P | } ~  yz z { €   y ‚ ƒ and so we accept the null hypothesis.   has a chi-square distribution with  degrees of freedom.4. A basic limit formula in Calculus states that š › œ  ž Ÿ   ¡ ¢ £ ¤ ¥ © ª Ë Ì Í Ô Õ Ö × Ø Ù ¦ £ § Thus.4.   Theorem 7. . equivalently. + .4. We can write … † | ‡ € ˆ ‰ Š ‹ Œ   Ž‘ ’ “ ” • – — ˜ where ™ is the normalization constant given ex- •  ¥ plicitly in Equation 7. we nd N O and Q We use the T -distribution with 4 degrees of freedom. / 0 . P            and P      " " "        Thus. the truth of the store „ s claim.for 3 we get 0 . as an approximate 95% con dence interval for 7.1 2 . from a table or by computer.32. Êwe « ¬Ä Å Æ­ Ç ®È É À Á Â Ã Ë Ì obtain Í Î Ï Ð Ñ ÒË Ó °± ² ³ ´ µ ¶ · ¸ ¹ º · »½¼ ¾ ¿ Ö ç é ê ë ì í îï ð îï ð ÚÛ Ü Ý Þ ß à Ý á Ú ÛÜ Ý Þ ß âã ä å æ ã ä å æ ê ë ì í ç ñ ò ç ñ ò ó ô õ ö ÷ ç è provided ç è øù ú ô û ü ó ô ÷ ó exists.9 : . we get    . ' (   $ % & 7 8 P#  ) ( * + + .4. .

1. < = >. we compute 54 . by a theorem of Advanced Calculus we can % '( ) *+ take the limit here under the integral sign. and so 6 7 89: . ‰ Š ‹ Also. we obtain hij k l m n o pq r ~ €  ‚ 7. { … † ‡  } ˆ … ‡  } † Œ Ž   Œ Ž  ’ For ƒ „ and so.1. ! " # $ &% . EAF G H I J K L M N O I T Thus. < = BC D . í î ï ð ú û üý þ ü We are testing ñ ò ó ô against ñ ø ó ô ù In a sample of size ÿ ú û û û  the num- ì õ ú ý ý þ ber of yellow seeds turnedð öout ÷ to be ÿ  . ` a bc d e f g a s t uv w x y z { | } Putting all these results together. by Theorem 6. 7 ?@ G P QR S = S U T VW X Y Z [ \ ] ^ _ A = 89: . & . Using the binomial distribution.4.               øù ú ý ý þ ÿ  û ü ó    - Now.7.5..2. / 0 12 345 / and. ‘ ‘ “ ” — •˜ – ™ š › œ  žŸ   ¡  ¢ £ Æ Ó Ô Õ Ö ¤ ¥¦ § ² ³́ µ ¶ ·¸ ¹ º » ¼ º ¾ ¿ ÁÀ ÂÃ Å Æ Ç È ÉÄ Ê Ë Ì Å Í Î È Ï Ð Ñ Ï Ò ¨ © ª « ­ ¬®¯ § ¨ © ° ± ½ × Ø Ù ÚÛ Ü Ý Þ ß à á â âã ä å æ ç è æ å é ê ë á âã ä å æ ì í 7.

.

the expected frequencies under the assumption of independence can be obtained by multiplying each row frequency with each column frequency and dividing by 88.5. ( !  because the sum of the column sums must equal the sum of the row sums. Thus. the sums '  in each category are estimated from the data.5. the cor- responding approximate P-value is P             ! "           ! # $    #     7. #  + * # + # .3. So.20.5. the sum % & ' ( of the entries is prescribed.  # + # * # . and so the degrees of freedom are reduced by Also.+ *   # # .5. Frequ. We divide the interval into four equal parts (in order to have the expected numbers equal not less than ve) and the list gives the following observed frequencies for them: ) Intervals #  # # * #  + . # . the expected numbers are Sex Grade L A B C D F P M K IJ R M IJ J K IM Q M IS Q M IN K K IM Q F J IH O P P IH P Q IK S J IO S P H IR N Q IK S 55 . ú              the observed -value as               From a normal table. the calculator seems to generate random numbers C @A B D E A B F G H IJ K I very well. / 5 8 We have 3 degrees of freedom. but only of them are are really estimated. For each subpopulation. +  + . 5 < = >? > a table gives P Hence. the nal ) number for the degrees of freedom is ' ( ! ' !  ( !   &  ' !    ( !    7. The number of terms is again as in Equation 7.5.7. and so 9: 5 8 9 5 8 9. 7. We can extend the table to include the marginal frequencies: Sex Grade L A B C D F P Any grade M M N K K O M 31 F J P P J P P J Q 57 Either sex 14 17 13 15 16 13 88 Hence. 23 4 5 6 7 4 5 6 7 5 4 5 6 7 4 5 6 7 0 1 Thus.+ .

from a table. H IJ M  7. P N  P  S  P   M @A B  D E A B F G which gives overwhelming support to the hypothesis of independence.        We take and   From the data.6.1. M  K IJ R  B N  M IJ J  B K  K IM Q  B K  M IS Q  B O  M IN K  B E A B G K IJ R  M IJ J  K IM Q  M IS Q  M IN K M  K IM Q  B J  J IH O  B P P  P P IH P  B J  Q IK S  B  K IM Q  J IH O  P P IH P  Q IK S P P  J IO S  B J  P H IR N  B Q  Q IK S  B G P I P N  J IO S  P H IR N  Q IK S The number of degrees of freedom is and so.Thus. .

B By the de nition of and the independence of the chi-square variables involved.1.3. ? 7 @ 9@ @ 8 A 9 7. Ò Ó × Ø× Ù Ú Ò Û Ü Ý Þ ß à Ý á â ã ä å æ ä ç Û è é ë ì ê í î ï ð ñ þ   ÿ ÿ and. ° ± ² ³ ´© µ © ª « ¯ § 7. and N K LO P Q N R S T V U W R X Z Y[ \ ] ^ _ ` a c b d e f _ g i hj k ] e l m  Ž   ‘ ’ “ ” • – — ˜ ™ š › › œ  ž Ÿ   ¡ Ÿ n o p q r st u v w x v y z | { } ~ €  ‚ ƒ „ … † ‡ € ˆ ‰ ƒ Š ‹ Œ Š  © ª « if ¬ ­ ® ¯ ž ¢ £ ¤ ¥ ¦ œ  ž Ÿ § ¨ © Hence.3.             ! ! " # $ !% &! ' ( ) *+ . this value being fairly large. C D EF G G I J K LM J < C D EF ? H Now.7. / 0 1 23 4 0 5 21 # and so P 0 26 1 7 8 9 : . Since     . - . < = > 8 9 : . À Ç Â È É Ê Ë Ì Í Ì Î Use the large sample formula ¶ ± · © ¸ ¹ º » ¼ ½ ¾ À Á ¿ Â Ã Ä Å Æ From Ï ÑÐ Ò Ó Ô Ñ ë ò í ó ô õ ö ÷ ø ùú û ü ÷ ý we get Ï and so Õ ÖÐ Ö Thus. we accept   7.7.6.

$ ) % Use the large sample formula P " # $ % & ' ( $ % * + ./. its supremum is its maximum.5. since      and      are right-continuous step functions with jumps at the   . it does assume its supremum at some values of   that is. 0 1 2 3 4 5 6 7 8 9 : . in particular. < = > = ? From @ A B C D B D E F we get G A H I I C J I I and so S T Thus.                 is assumed at every point of an interval       and.   has only a  nite number of values. at   ! 7.7. Also. P W X Y Z [ \ Y Z ] ^ B D b i dH Ij I kK Ll Mm M n o pNq r sO n P O tQ R u v w x v O PQ U V P v _ ` a b c d e f g h We accept y z 56 . .

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