MATH 230 Probability: Exercise 9

S. Bashir
Spring, 2019

Problem 1
Let X ∼ N (10, 2). Find P (X > 15|X > 13).

.........
Solution:

P (X > 15 ∩ X > 13)

P (X > 15|X > 13) =
P (X > 13)
P (X > 15)
=
P (X > 13)
P (Z > 15−10
2
)
= 13−10
P (Z > 2 )
P (Z > 2.5)
=
P (Z > 1.5)
= 0.0928

Problem 2
The diameter of an electric cable is normally distributed with mean 0.8 and variance
0.0004. What is the probability that the diameter will exceed 0.81 inch? Suppose
that the cable is considered defective if the diameter differs from its mean by more
than 0.025. What is the probability of obtaining a defective cable?

.........
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Solution:

Let cable diameter X ∼ N (µ = 0.8; σ 2 = 0.0004)

0.81 − 0.8
P (X > 0.81) = P (Z > √ )
0.0004
= P (Z > 0.5)
= 1 − 0.6914625
= 0.3085375

Cable is defective if the diameter X is greater than mean by 0.025

P (Def ective) = P (X − µ > 0.025)

X −µ 0.025
= P( >√ )
σ 0.0004
= P (Z > 1.25)
= 1 − 0.8943502
= 0.1056

Problem 3
Assume the time required for a cyclist to travel a distance d follows a normal distri-
bution with mean 4 minutes and variance 4 seconds.

a. What is the probability that this cyclist will travel the distance in less than 4
minutes?

b. What is the probability that this cyclist will travel the distance in between 3min55sec
and 4min5sec?

.........
Solution:

MATH 230 Probability Exercise 9

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Convert minutes into seconds Let the time t ∼ N (µ = 4 × 60sec; σ 2 = 4)

240 − 240
P (X < 4) = P (Z < √ )
4
= P (Z < 0)
= 1 − 0.5
= 0.5

235 − 240 245 − 240

P (235 < X < 245) = P ( √ <Z< √ )
4 4
= P (−1.25 < Z < 1.25)
= F (1.25) − F (−1.25)
= 0.789

Problem 4
An insurance company’s annual profit is normally distributed with mean 100 and
variance 400. Let Z be normally distributed with mean 0 and variance 1 and let
Φ(z) be the cumulative distribution function of Z: Determine, in terms of Φ(x); the
probability that the company’s profit in a year is at most 60, given that the profit in
the year is positive.

.........
Solution:

P (0 < X < 60)

P (X ≤ 60|X > 0) = P ( )
P (X > 0)
P ( 0−100
√
400
< Z < 60−100
√
400
)
= P( 0−100 )
P (Z > √
400
)
P (−5 < Z < −2)
= P(
P (Z > −5)
= Φ(−2)
= 1 − Φ(2)

MATH 230 Probability Exercise 9

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Problem 5
A firm’s marketing believes that the total sales for the next year is normal with a
mean of $2.5 million & a standard deviation of $300,000.

a. What is the probability that the firm’s sales will fall within $150,000 of the mean?

b. Determine the sales level that has only a 9% chance of being exceeded next year.

.........
Solution:

within $150,000 of the mean: 2.5million ± 150, 000

150, 000 150, 000
P (−150, 000 < X − µ < 150, 000) = P ( <Z< )
300, 000 300, 000
= P (−0.5 < Z < 0.5)
= F (0.5) − F (−0.5)
= 0.3833

P (X > X1) = 0.09 =⇒ X1 = $2, 500, 000 + $300, 000 ∗ 1.34 = $2, 900, 000

Problem 6
Intelligence quotients (IQs) measured on the Stanford Revision of the Binet-Simon
Intelligence Scale are known to be normally distributed with a mean of 100 and a
standard deviation of 16.

a. What proportion of IQ scores exceeds 120?

b. What score would you have to achieve on the test for it to rank in the top 10% of
all IQ scores?

.........

MATH 230 Probability Exercise 9

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Solution:

(120100)
P (X > 120) = P (Z > ) = 0.1056
16

P (X > X1) = 0.1 ⇒ X1 = 100 + 1.28 ∗ 16 = 121

Problem 7
The diameter of a shaft in an optical storage drive is normally distributed with mean
0.2508 inch and standard deviation 0.0005 inch. The specifications on the shaft are
0.2500 ± 0.0015 inch. What proportion of shafts does not conform to specifications?

.........
Solution:

Let X denote the shaft diameter in inches. The specifications are 0.2485-0.2515

0.2485 − 0.2508 0.25152 − 0.2508

P (0.2485 < X < 0.25152) = P ( <Z< )
0.0005 0.0005
= P (−4.16 < Z < 1.4)
= F (1.4) − F (−4.6)
= 0.9192 − 0.00
= 0.91924

Therefore proportion of shafts not conforming to specifications is 1−0.91924 = 0.0808

MATH 230 Probability Exercise 9

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Problem 8
The diameter of the dot produced by a printer is normally distributed with a mean
diameter of 0.002 inch. What standard deviation of diameters is needed so that the
probability that a diameter is between 0.0014 and 0.0026 inch is 0.995?

.........
Solution:

0.0014 − 0.002 0.0026 − 0.002

P (0.0014 < X < 0.0026) = P ( <Z< )
σ σ
−0.0006 0.0006
= P( <Z< )
σ σ
= 0.995

Therefore, P (Z < 0.0006

σ
) = 0.9975, the corresponding z value from the area table is
2.81, σ = 0.000214

Problem 9
The weight of a sophisticated running shoe is normally distributed. The standard
deviation is 0.5 ounce. What must the mean weight be in order for the company to
state that 99.9% of its shoes are less than 13 ounces?

.........
Solution:

13 − µ
P (X < 13) = P (Z < )
0.5
= 0.999

13−µ
The z value corresponding to 0.999 from the area table is 3.08, therefore 0.5
=
3.08 ⇒ µ = 11.46,

MATH 230 Probability Exercise 9

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Problem 10
The life of a semiconductor laser at a constant power is normally distributed with a
mean of 7000 hours and a standard deviation of 600 hours. If three lasers are used in
a product and they are assumed to fail independently, what is the probability that
all three are still operating after 7400 hours?

.........
Solution:

7400 − 7000
P (X > 7400) = P (Z > )
600
= P (Z > 0.67)

The p value corresponding to 0.67 from the area table is 0.7486, therefore all 3 still
operating is 0.74863 = 0.4195,

Problem 11
An insurance policy covers losses incurred by a policyholder, subject to a deductible
of 10,000. Incurred losses follow a normal distribution with mean 12,000 and standard
deviation c. The probability that a loss is less than k is 0.9582, where k is a constant.
Given that the loss exceeds the deductible, there is a probability of 0.9500 that it is
less than k: Calculate c

.........
Solution:

P (10, 000 < X < k)

P (X < k|X > 10, 000) =
P (X > 10, 000)
P (X ≤ k) − P (X ≤ 10, 000)
=
P (X > 10, 000)
P (X ≤ k) − (1 − P (X > 10, 000))
=
P (X > 10, 000)
= 0.9500

MATH 230 Probability Exercise 9

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Rearranging, we get P (X < k) = 1 − 0.05P (X > 10, 000). But we are given
the probability that the loss is less than k, i.e., P (X < k) = 0.9582, ∴ P (X >
10, 000) = 0.0418
0.05
= 0.836 P (Z > 10,000−12,000
σ
) = 0.836. Due to symmetry, this is
2,000
P (Z < σ = 0.836 The z-value corresponding to 0.836 is -0.98(- added). Therefore,
−2,000
σ
= −0.98 ⇒ σ = 2,000
0.98
= 2040.82

Problem 12
Suppose that the log-ons to a computer network follow a Poisson process with an
average of five counts per minute.
a. What is the mean time between log-ons?
b. Determine the probability density and cumulative distribution functions for the
time between log-ons?
c. Determine t such that the probability that at least one log-on occurs before time
t minutes is 0.95.
d. What is the probability that more than 20 log-ons occur in 5 minutes?

.........
Solution:

Poisson process with parameter λ = 5 log-ons per minute.

a. Let T denote the time until the next log-on. Then T is an exponential random
variable with mean E(T ) = λ1
b. f (t) = 5e−5t , if t ≥ 0
F (t) = 1 − e−5t , if t ≥ 0

c. P (T ≤ t) = 0.95 ⇒ 1 − e5t ⇒ t = − log(0.05)

5

d. P (X > 20) log-ons occur in 5 minutes; now we are interested in the number of
log-ons, not the time between successive log-ons, so this is Poisson case. Now
λt = 5 × 5 = 25
2
X e−25 .25x
P (X > 20) = 1 − P (X ≤ 20) = 1 − 0
x=0
x!

MATH 230 Probability Exercise 9

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Problem 13
Suppose that T, the time to failure of a component, is exponentially distributed with
pdf f (t) = λe−λt . If n such components are installed, what is the probability that
one-half or more of these components are still functioning at the end of t hours?

.........
Solution:

Probability that 1 component is functioning at the end of t hours is

P (T > t) = e−λt

Probability that 1 component is not functioning at the end of t hours is

1 − e−λt

Now for n components more than 1-half are functioning after t hours is Binomial

n  
X n
P (X ≥ k) = (e−λt )k (1 − e−λt )n−k ; n is even
k
k=n/2
n  
X n
= (e−λt )k (1 − e−λt )n−k ; n is odd
k
k=(n+1)/2

MATH 230 Probability Exercise 9