Section 3.1 - 3.

2 Random variables

3.3 Solution:
The sample space S for the three tosses of the coin is:
S = {HHH, HHT, HT H, HT T, T HH, T HT, T T H, T T T }

Let W be a random variable giving the number of heads minus the number of
tails in three tosses of a coin, we assign a value of ω of W to each sample point
in the following way:

Sample points ω
HHH 3
HHT 1
HTH 1
HTT -1
THH 1
THT -1
TTH -1
TTT -3

3.8 Solution:
Since the coin is biased, the probability of getting a head for one toss is 2/3
and the prob. of getting a tail is 1/3. From 3.3, we can get the probability
distribution function (p.d.f.):

P(x=-1)=P(HTT)+P(THT)+P(TTH)=3·( 32 · 1
3 · 13 ) = 2
9

P(x=1)=P(HHT)+P(HTH)+P(THH)=3·( 23 · 2
3 · 31 ) = 4
9

P(x=-3)=P(TTT)= 13 · 1
3 · 1
3 = 1
27

P(x=3)=P(HHH)= 23 · 2
3 · 2
3 = 8
27

3.11 Solution:
If X is the number of defective sets purchased by the hotel, then X can be 0, 1,
2. The p.d.f. of X is:

(53)
P(X=0)= = 27
(73)
(2)(5) 4
P(X=1)= 1 7 2 = 7
(3)
5
()
P(X=2)= 17 = 17
(3)

1
3.12 Solution:
(a) P(T=5)=F(5)-F(4)=3/4 - 1/2=1/4

(b) P (T ≤ 3) = 1 − P (T ≤ 3) = 1 − F (3) = 1 − 1/2 = 1/2

(c) P (1.4 < T < 6) = P (T ≤ 6) − P (T ≤ 4) − P (T = 6) = F (6) − F (1.4) −

(F (6) − F (5))=3/4 - 1/4 - (3/4 - 3/4)=1/2

Note: There is no jump at T=6, so P(T=6)=0.

3.13 Solution:
Given the p.d.f of X

x 0 1 2 3 4
f(x) 0.41 0.37 0.16 0.05 0.01
The cumulative distribution function (c.d.f) is:


 0 f orx < 0,

0.41 f or0 ≤ x < 1,





0.41 + 0.37 f or1 ≤ x < 2,
F (x) =


 0.78 + 0.16 f or2 ≤ x < 3,
0.94 + 0.05 f or3 ≤ x < 4,





0.99 + 0.01 f orx ≥ 4



 0 f orx < 0,

0.41 f or0 ≤ x < 1,




0.78 f or1 ≤ x < 2,
=


 0.94 f or2 ≤ x < 3,
0.99 f or3 ≤ x < 4,





1 f orx ≥ 4


Section 3.3 Continuous distributions

3.6 Solution: R∞ 20000 10000 ∞

(a)P (X > 200) = 200 (x+100)3 dx = − (x+100)2 |200 = 1/9
R 120 20000 10000 120 1000
(b)P (80 < X < 120) = 80 (x+100)3 dx = − (x+100) 2 |80 = 9801 = 0.1020

2
3.7 Solution: R1 R 1.2
(a)P (X < 1.2) = 0 xdx + 1 (2 − x)dx = 12 x2 |10 +[− 21 (2 − x)2 ] |1.2
1 = 0.68
R1 R1
(b)P (0.5 ≤ x ≤ 1) = 0.5
xdx + 1
(2 − x)dx = 12 x2 |10.5 +0 = 1
2 − 0.25
2 = 0.375

3.17 Solution:
Given p.d.f. of X:
(
1
f or1 ≤ x ≤ 3,
f (x) = 2
0 otherwise
(a)The area under the curve f(x) is :
R3 1
1 2
dx = 12 · (3 − 1) = 1
R 2.5 R 2.5 1
(b) P (2 < X < 2.5) = 2
f (x)dx = 2 2 dx = 12 x |22.5 = 0.25
R 1.6 R1 R 1.6 1
(c) P (X ≤ 1.6) = −∞
f (x)dx = −∞
0dx + 1 2 dx = 12 x |11.6 = 0.3

3.19 Solution:
Given p.d.f.
( of X:
1
f or1 ≤ x ≤ 3,
f (x) = 2
0 otherwise
We have R x
R−∞ 0dx R
 f orx < 1,
1 x 1
F (x) = P (X ≤ x) = −∞
0dx + 1 2 dx f or1 ≤ x < 3,
R 3 1

1 2
dx f orx ≥ 3,
Then, 
0
 f orx < 1,
1
F (x) = P (X ≤ x) = (x − 1) f or1 ≤ x < 3,
2
1 f orx ≥ 3,


P (2 < X < 2.5) = F (2.5) − F (2) = 12 (2.5 − 1) − 12 (2 − 1) = 1

2 · 0.5 = 0.25

3.21 Solution:
R∞
(a) Since −∞ f (x)dx = 1
then R √
1 3
1 = k 0 xdx = 2k 2 1
3 x |0 =
2k
3
So
k=3/2.

3
 R x
R−∞ 0dx R
 f orx < 0,
0 x 3√
(b) F (x) = P (X ≤ x) = −∞
0dx + 0 2 xdx f or0 ≤ x < 1,
R 1 3 √

0 2
xdx f orx ≥ 1
then,

0
 f orx < 0,
3 3
F (x) = P (X ≤ x) = t 2 |x0 = x 2 f or0 ≤ x < 1,

1 f orx ≥ 1,

3 3
So P (0.3 < X < 0.6) = F (0.6) − F (0.3) = 0.6 2 − 0.3 2 = 0.3004

Section 3.4 Joint distributions

3.38 Solution:
The joint distribution of (X,Y) is:

x
f(x,y) 0 1 2 3
0 0 1/30 2/30 3/30
y 1 1/30 2/30 3/30 4/30
2 2/30 3/30 4/30 5/30

(a)P (X ≤ 2, Y = 1) = f (0, 1) + f (1, 1) + f (2, 1) = 1/30 + 2/30 + 3/30 = 1/5

(b)P (X > 2, Y ≤ 1) = f (3, 0) + f (3, 1) = 3/30 + 4/30 = 7/30

(c)P (X > Y ) = f (1, 0) + f (2, 0) + f (3, 0) + f (2, 1) + f (3, 1) + f (3, 2) = 1/30 +

2/30 + 3/30 + 3/30 + 4/30 + 5/30 = 3/5.

39. Solution:
(a)The joint distribution of (X,Y) is:

x
f(x,y) 0 1 2 3
0 0 3/70 9/70 3/70
y 1 2/70 18/70 18/70 2/70
2 3/70 9/70 3/70 0

(21)
P (X = 0, Y = 1) = = 2/70
(84)

4
 (32)
P (X = 0, Y = 2) = = 3/70
(84)
3
(1)
P (X = 1, Y = 0) = = 3/70
(84)
(1)(1)(32)
3 2
P (X = 1, Y = 1) = = 18/70
(84)
3 3
(1)(1)
P (X = 1, Y = 2) = = 9/70
(84)
3 3
(2)(2)
P (X = 2, Y = 0) = = 9/70
(84)
3 2 3
(2)(1)(1)
P (X = 2, Y = 1) = = 18/70
(84)
3
(2)
P (X = 2, Y = 2) = = 3/70
(84)
(31)
P (X = 3, Y = 0) = = 3/70
(84)
2
(1)
P (X = 3, Y = 1) = = 2/70
(84)

(b)P (X + Y ≤ 2) = P (X = 0, Y = 1) + P (X = 0, Y = 2) + P (X = 1, Y = 0) +
P (X = 1, Y = 1)+P (X = 2, Y = 0) = 3/70+9/70+2/70+18/70+3/70 = 1/2.

3.40 Solution:

(a)The marginal density of X is:

R1
g(x) = 23 0 (x + 2y)dy = 23 (x + 1), f or0 ≤ x ≤ 1.

(b)The marginal density of X is:

R1
h(y) = 32 0 (x + 2y)dx = 13 (1 + 4y), f or0 ≤ y ≤ 1.
R 1/2 R 1/2 2
(c)P (X < 1/2) = 0
g(x)dx = 0 3 (x + 1)dx = 5/12.

3.41 Solution:
1 1
R 1/2 2 −y
R 1/2 −y R 1/2
dy·12yx2 |02 [12y( 21 −
R
(a)P (X+Y ≤ 1/2) = 0
dy 0
24xydx = 0
= 0
y)2 ]dy = 1/16.

(b)The marginal density of X is :

R 1−x R 1−x
g(x) = 0 f (x, y)dy = 0 24xydy = 12xy 2 |1−x
0 = 12x(1−x)2 , for 0 ≤ x ≤ 1.
f (x,y) 24xy 2y
(c)f (y|x) = g(x) = 12x(1−x)2 = (1−x)2 , for 0 ≤ x ≤ 1, 0 ≤ y ≤ 1, x + y ≤ 1.

Then, f (y|x = 43 ) = 32y, for 0 ≤ y ≤ 41

R1 R1
So P (y < 18 |x = 34 ) = 08 f (y|x = 34 )dy = 08 32ydy = 1/4.