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A person turns the roulette wheel and wins the amount listed on the roulette in $ .
Construct the probability function of the amount won in a single game.
X 10 20 30
P( X ) .025 .025 .05
Questions:
1) The distribution of cars in a given community is as follows:
50 families have no car.
70 families have one car.
60 families have two cars.
20 families have three cars.
A family is randomly selected from the community.
We define X as the number of cars owned by the selected family.
Construct the probability function of X .
k
6) The following is the probability function of a given random variable: P ( X = k ) =
A
where k = 1, 2...4 , Find the value of A .
8) A survey examined whether people watched the news broadcasts of Channels 1, 2, and
3. The following information was discovered: 20% of viewers watch Channel 2. 8% of
viewers watch Channel 1. 10% of viewers watch Channel 3. 1% of viewers watch all
three Channels together. 10% of viewers watch two of the three channels. We define X
as the number of news broadcasts watched by a randomly selected viewer.
Construct the probability function of X .
Answer Key:
1) Answer in the following Table: 2) a. 9. b. = {AA, AB, AC,
BA, BB, BC, CA, CB, CC}
X 0 1 2 3 c. Answer in the following table:
P( X ) 0.25 0.35 0.3 0.1
X 0 1 2
4 4 1
P( X )
9 9 9
0 1 2 X 1 2 3 4
X
P( X ) 0.05 0.2 0.75 P( X ) 0.3 0.21 0.147 0.343
0 1 2 3 6) 10.
X
P( X ) 0.006 0.092 .0498 0.504
X 0 1 2 3 X 0 1 2 3
1 15 30 10 P( X )
P( X ) 0.74 0.15 0.1 0.01
56 56 56 56
2) There are two bank branches in a given community: City Bank and Union Bank.
50% of the population have an account at City Bank, and 40% have an account at
Union Bank. 20% of the population have no bank account.
Let X be the number of bank branches in which a person has an account.
Calculate E ( X ) .
4) A person has a key ring with five keys, only one of which opens the door to his home.
He tries the keys randomly. After trying a given key, he takes it off the ring in order to
avoid using it again.
Let X denote the number of attempts until the door opens.
a. Construct the probability function of X .
b. Calculate the expectation and variance of X .
Answer Key:
1) E ( X ) = 2 , V ( X ) = 796 , ( X ) = 28.21
2) E ( X ) = 0.9
3) a.
b.
X 1 2 3 4 5
E ( X ) = 3.3616 , V ( X ) =2.57 , ( X ) = 1.603
P( X ) 0.2 0.16 .0128 0.1024 .04096
4) a.
X 1 2 3 4 5 b. E ( X ) = 3 , V ( X ) =2
P( X ) 0.2 0.2 0.2 0.2 0.2
5) a. X 2 4 6 8 b. V ( X ) = 5.16
P( X ) 0.4 0.3 0.1 0.2
6) X -5 0 5
7) K = 2.33
Linear Transformation
Summary
A linear transformation is the addition (subtraction) and / or the multiplication (division) of a
variable by a constant.
If Then:
Y = aX + b E (Y ) = a E ( X ) + b
V (Y ) = a 2 X V ( X )
y =| a | x
Steps:
1) Recognize that you are dealing with a linear transformation
(a fixed change in all the observations).
2) Write the transformation rule according to the data in the question.
3) Simplify the rule and identify the values of a and b .
4) Substitute in the above formulas according to the measures in question.
Example – Roulette:
In the roulette question (see last chapter), assume that the cost of playing the game is $15 .
What are the expectation and variance of the profit in the game?
Solution:
Y = Profits
E (Y ) = 7.5
V (Y ) = 68.75
Questions:
1) Jack takes five courses in a semester. Assume that he receives four academic points for
each course he completes.
Calculate the expectation and variance of the total number of points he accumulated,
assuming that the expected number of courses he completes is 3.5, with a variance of 2.
2) The expected prize in a game of chance is 10, with a variance of 3. It is decided to double
the prize in the game. The cost of playing the game is 12.
What are the expectation and variance of the profit in the game?
5) A person decides to insure his car, which is valued at $100,000 . The following are the
possible claims and their probabilities:
The probability of a claim for the entire value of the car (a total write-off) is 0.001 . The
probability of a claim for half the value of the car is 0.02. The probability of a claim for
one quarter of the value of the car is 5% . Otherwise, there is no claim. The insurance
company allows one claim per year.
Let X be the annual claim in thousands of dollars.
a. Construct the probability function of X .
b. Calculate the expectation and variance of the amount of the claim.
c. The insurance premium is $4,000 .
What are the expectation and variance of the insurance company’s profit on this
car insurance?
Assume that the expected number of correct answers on the test is 7.35.
a. Complete the probability function.
b. Calculate the variance of the number of correct answers on the test.
c. The grade on the test is calculated as follows: every correct answer is worth 10
points. One point is deducted for every wrong answer.
What are the expectation and variance of the test mark?
k
7) The following is the probability function of a given random variable: P ( X = k ) =
A
where: k = 1, 2...4 .
a. Find the value of A .
b. Calculate the expectation and variance of the variable in question.
c. Calculate E ( X 3 ) .
X
d. Calculate the expectation and variance of the following variable: −4
2
Answer Key:
E ( X ) = 14
1)
V ( X ) = 32
E (Y ) = 8
2)
V (Y ) = 12
E (Y ) = 13.2
3)
V (Y ) = 5.5
E (Y ) = 3
4)
V (Y ) = 3
X 0 25 50 100
E ( X ) = 2.35 $ K E (Y ) = 1.65
b. c.
V ( X ) = 85.7275 $ K 2 V (Y ) = 85.7275
X 5 6 7 8 9 10
c. E (Y ) = 70.85 , V (Y ) = 221.1275
7) a. A = 10 b. E ( X ) = 3 , V ( X ) = 1 c. E ( X 3 ) = 35.4 V ( X 3 ) = 616.84
x
d. Y = − 4 , E (Y ) = −2.5 V (Y ) = 0.25
2
2) X and Y are independent variables. The standard deviation of X is 3 and the standard
deviation of Y is 4.
What is the standard deviation of X + Y ?
3) A person plays two independent games of chance. X is the amount won in the first
game. Y is the amount won in the second game.
Given: E ( X ) = 10 , ( X ) = 3 , E (Y ) = 12 , (Y ) = 4 .
What are the expectation and standard deviation of the amount won in both games
combined?
4) In roulette, the chances of winning $30 are 0.5, and the chances of winning $10 and
$20 are 0.25 each.
What are the expectation and the variance of the total amount won by a person who
plays roulette four times?
Answer Key:
1) T = Total profits E (T ) = 9 , V (T ) = 15
2) ( X +Y ) = 5
3) T = X+Y E (T ) = 22 , (T ) = 5
E (T ) = 90 , V (T ) = 275
12
5) a. A = = 0.48 b. E ( X ) = 2.92 , V ( X ) = 1.1136
25
c. T = Variables' Sum E (T ) = 2.92n , V (T ) = 1.1136n
3) In a casino, there is one row of six identical slot machines. Playing a game on one of the
machines costs $5 . The probability of winning $20 on each machine is 0.1, and the
probability of losing is 0.9. A gambler enters the casino and places $5 in each of the six
machines.
a. What is the probability that the gambler will lose on all the machines?
b. What is the probability that the gambler will win on exactly two machines?
c. What is the probability that the gambler will win more money than he gambles?
d. What are the expectation and standard deviation of the gambler’s net profit
(prizes minus the investment)?
4) In a given country, the distribution of the education of people over the age of 30 is as
follows:
High First University Second University
Education Low
School Degree Degree or Higher
Proportion 0.1 0.6 0.2 0.1
5) 20% of the students attending NYU actually live in New York. Of the students living in
New York, 30% arrive by car. Of the students who do not live in New York, 50% come
by car. A guard checks the bags of each student entering the campus.
a. What is the probability that among five students checked by the guard, only one
came by car?
b. What is the probability that the majority of the five students came to NYU by car?
6) John takes a multiple choice exam having 20 questions. The chances of his knowing the
answer to a question are 0.8. If he does not know the answer, he guesses.
Each question has four possible answers, only one of which is correct.
a. What are the chances of answering a given question correctly?
b. What are the chances of answering exactly 16 questions correctly?
c. John receives five points for each question he answers correctly, and one point is
deducted from his mark for each question he answers incorrectly. What are the
expectation and variance of the student’s mark?
7) 5% of products coming out of a production line are faulty. The products are packaged in
a cardboard box. Each box has 10 different products. The boxes are packaged in a
container. Each container has 20 boxes.
a. What is the probability of at least one faulty product in a randomly selected box?
b. What are the expectation and standard deviation of the number of boxes in the
container with at least one damaged product?
8) A balanced coin is tossed five times. We define X as the number of times that heads
appeared.
Calculate E ( X 2 ) .
Answer Key:
1) a. X = unemployed: X B ( n = 5, p = 0.1) b. 0.32805 c. 0.59049 d. 0.0729
d. E ( X ) = 7 , ( X ) = 1.449
5) a. 0.1956 b. 0.4253
6) a. 0.85 b. 0.181 c. X = number of correct answers; Y = John’s mark:
E (Y ) = 82 , V (Y ) = 91.82 points
8) E ( X 2 ) = 7.5
2) The probability of an X-ray negative being in good order is 0.9. A person goes to the
Imaging Institute for an X-ray. He leaves only when he has an X-ray negative in good
order.
a. What is the probability of being X-rayed exactly three times?
b. What is the probability of being X-rayed more than four times?
c. What are the expectation and variance of the number of X-rays carried out?
d. Every X-ray costs the Imaging Institute $50. A person pays the Institute $100 for
an X-ray in good order. What are the expectation and variance of the Institute’s
profit from a person who goes there for an X-ray?
5) A person plays a game of chance until he loses. The expectation is that he will play the
game 10 times.
What are his chances of losing an individual game?
a. What is the probability of playing the game exactly 6 times?
b. What is the probability of playing the game at most 12 times?
c. It is known that the person played the game over 6 times.
What is the probability that he played the game exactly 10 times?
d. What is the Standard Deviation of X ?
6) A bakery makes cheesecakes and chocolate cakes that are packed in sealed packages.
40% of the cakes are cheesecakes, and the rest are chocolate cakes. Labels are glued on
the packages at a later stage of production. A person enters the bakery and randomly
selects a cake.
a. What is the probability that he must select five cakes before getting a chocolate
cake?
b. If a person samples less than seven cakes before getting a chocolate cake, what is
the probability that he actually samples more than four cakes?
c. A person samples cakes until he finds a chocolate cake.
It is known that the cost of making a cheesecake is $50 , and a chocolate cake
$30 . What are the expectation and variance of the total cost of producing the
cakes in the sample?
d. Following the previous section (c), what are the expectation and standard
deviation of the number of cheesecakes sampled by the person?
Answer Key:
1) a. P ( X = 3) = 0.952 0.05
b. P ( X = 4) = 0.953 0.05
c. P ( X = 5) = 0.954 0.05
d. P ( X 7 ) = 0.957
e. P ( X 8) = P ( X 7 ) = 0.957
4) There are 10 balls in a basket, only one of which is red. A person takes out the balls one
after the other without returns until he removes the red ball.
What are the expectation and variance of the number of balls that were removed?
Answer Key:
1 30 1
1) a. b. c. 0.6 d.
45 45 45
2) a. E ( X ) = 50.5 , ( X ) = 28.87
6
b. i. 0.08192 ii. T = X i ; E (T ) = 303 , (T ) = 70.71
i =1
3) a.
X 1 2 3 4 5 6
P( X ) 1 1 1 1 1 1
6 6 6 6 6 6
a + b 6 +1
b. E ( X ) = = = 3.5
2 2
4
c. X i =result of i th throw; T = X i : E (T ) = 14 , V (T ) = 11.668
i =1
4) E ( X ) = 5.5 , V ( X ) = 8.25
1 30 7
5) a. b. c.
50 50 30
1
6) E( X ) = X P( X ) = X
b−a+a
n ( a1 + an )
The sum of a sequence is defined as S n =
2
Therefore if X U(a, b) then:
n = b − a +1 a1 = a an = b
Sn =
( b − a )( a + b )
2
a+b a+b
Therefore E( X ) =
1
( b − a + 1) =
b − a +1 2 2
2) The number of errors per newspaper page has a Poisson probability distribution with an
average of four errors per page. There are five pages in a given section of the
newspaper.
a. What is the probability that there will be exactly 18 errors in this section?
b. If there are no errors on the first page, what is the probability that the section will
have a total of 15 errors?
c. If there are a total of 18 errors in the section, what is the probability that there
were five errors on the first page?
3) The number of fatal traffic accidents in Florida has a Poisson probability distribution with
a standard deviation of two accidents per week.
a. What is the expectation of the number of accidents in a week?
b. What is the probability that during a month (assuming that there are four weeks in
a month) there will be exactly one week with three fatal traffic accidents?
4) The number of customers entering the neighborhood’s 7-Eleven store has a Poisson
probability distribution with an average of two customers per minute.
a. What is the probability that there will be exactly three customers in a given
minute?
b. What is the probability that at least one customer will arrive in a given minute?
c. What is the probability that there will be at most two customers in a given
minute?
d. What are the expectation and standard deviation of the number of customers
entering the story in a minute?
5) The number of births in a certain hospital has a Poisson probability distribution with an
expectation of eight births per day.
a. What is the probability that 10 babies were born on Sunday and seven on
Monday?
b. A midwife works an eight-hour shift.
What is the probability that three babies were born during her shift?
c. What is the expectation of the number of days in a week in which 10 babies were
born?
6) In an Internet billing system, the number of bills paid in an hour has a Poisson
distribution with an expectation of 30.
a. How many hours are expected to pass before there is an hour with exactly 33
bills?
b. There were 18 bills between 8 : 00 and 8 : 20 . What is the probability that there
were exactly six bills between 8 : 00 and 8 :10 ?
Answer Key:
1) a. 0.03377 b. 0.9933 c. 0.1246 d. 5
2) a. 0.084 b. 0.099 c. 0.151
3) a. 4 b. 0.407
4) a. 0.1804 b. 0.8647 c. 0.6767 d. E ( X ) = 2 , ( X ) = 1.414
3) Six people are sampled from a population in which 60% of the population has a driving
license. Let X be the number of people sampled who have a driving license.
Identify the probability distribution and calculate the expectation and variance for the
following:
a. A very large population
b. A population of 10 people
Answer Key:
1) a.
0 1 2 3 2 5
X b. E ( X ) = 1 , V( X ) =
P( X ) 4 30 40 10 3 9
84 84 84 84
2 20
c. E ( X ) = 1 , V( X ) =
3 27
3 7
k 4−k
2) a. P( X = k ) = where k = 0,1, 2,3
10
4
3) a. E ( X ) = 3.6 , V ( X ) = 1.46
b. E ( X ) = 3.6 , V ( X ) = 0.64
4) a. 0.0256 b. 0.8
2) The chances of winning a game of chance are 0.4. A person plays the game, and stops
playing after he wins twice (not necessarily in a row).
a. What are the chances that he played twice?
b. What are the chances that he played three times?
c. What are the chances that he played four times?
d. What are the chances that he played five times?
e. What are the chances that he played k times?
3) Show that the geometric probability distribution is a specific case of the negative
binomial probability distribution.
4) A coin is tossed again and again until tails is obtained three times.
a. Construct the probability function of the total number of tosses.
b. What are the expectation and variance of the total number of tosses?
c. The above process is repeated five times. What is the probability that the coin is
tossed exactly four times on two of the five repetitions?
5) Let X i ןbe
ן
the number of repetitions until the first success in independent Bernoulli
trials where i = 1, 2,..., n .
n
Prove that the expectation and variance of X
i =1
i
are the same as the expectation and
Answer Key:
3
1) a. 0.36 b. 0.288 c. 0.1728= 0.62 0.42
1
k − 1 k −2
d. P( X = k ) = 0.6 0.4
2
1
k − 1 r
P( X = k) = p (1 − p )
k −r
r −1
If r = 1 then we get p (1 − p )
k −1
which is the Geometric Probability Distribution.
Y NB ( r = 1, p ) X G ( p)
k − 1
a. P( X = k ) = ( 0.5 ) b. E ( X ) =V ( X ) = 6
k
4) c. 0.1886
2
If Y NB ( n, p ) then:
n n (1 − p )
E (Y ) = V (Y ) =
p p2
2) 1,000 products are sampled from a mass production line. It is known that 5% of the
products are faulty.
What are the chances that the sample will contain 45 faulty products?
3) 1% of a large population suffers from a given disease. 2,000 people are randomly
sampled at a local health clinic.
Use the Poisson approximation to calculate the probability that 18 of them have the
disease.
4) The population of New York is nine million; 900,000 of which are Asians.
Use the Poisson approximation to calculate the probability that at least two of 100
randomly selected New Yorkers are Asian.
Answer Key:
1) 0.7361 without the approximation, 0.7358 with the approximation
2) 0.0458
3) 0.0844
4) 0.9995
1) Given that: X 1 1
B 4, , Y B 10, .
2 4
a. Calculate the expectation and standard deviation of X .
b. W = 2 X − 4 ; calculate the expectation and standard deviation of W .
c. T = X + Y ; calculate the expectation of T .
Is it possible to calculate the standard deviation of T ?
2) Joe plays on two slot machines at a casino: one game on each machine (machine A and
machine B). His chances of winning on machine A are 0.08, and his chances of winning
only on machine A are 0.05. His chances of losing both games on a given day are 0.88.
a. What are the chances of Joe winning both games?
b. What are the expectation and variance of the number of times Joe wins?
c. If Joe enters the casino five times, and plays the two games each time, what is the
probability that he will win both games in only one of the five times?
3) Adam has a key ring with five keys, where only one key fits the door to his home.
He tries to open his door by choosing one key after another at random.
After trying a given key, he takes it off the ring, so that he will not use it again.
Let X be the number of attempts it takes him until the door opens.
a. Construct the probability function of X .
b. Calculate the expectation and variance of X .
c. Each attempt to open the door takes half of minute.
What are the expectation and variance of the total time needed to open the door?
5) The owner of a large store in a shopping mall notices that 40% of the products in his
store were purchased for children, 35% were purchased for women, and 25% were
purchased for men. 10% of the products purchased for children, 60% of the products
purchased for women, and 50% of the products purchased from men were made
outside of the United States (foreign made).
a. What is the probability that a product sold in the store is manufactured outside of
the United States?
b. Let X be the number of products sold in the store from when it opens on
Monday (inclusive) until the first foreign-made product is sold.
What is the probability function of X ?
c. What is the expectation of the number of foreign-made products sold until the
first US manufactured product is sold?
d. Seven products were sold in the store on Tuesday.
What is the probability that exactly three of them are foreign-made?
6) A production company makes three movies (The Deer; Never; Sudden Death) for local
television station. The production company is trying to sell these movies overseas.
The probabilities of selling the movies overseas are as follows:
The chances of selling the movie The Deer overseas are 0.6.
The chances of selling the movie Never overseas are 0.7.
The chances of selling the movie Sudden Death overseas are 0.2.
Each movie costs $500,000 to produce, and generated $200,000 of revenues per movie
through a local television station. If the movies are sold overseas, each movie will bring a
revenue of $600,000 per movie.
a. Construct the probability function of the number of moves sold overseas.
b. What are the expectation and variance of the number of movies sold overseas?
c. What are the expectation and standard deviation of the profits made
(in $000,000 ) by the production company?
7) 20% of the candies in a candy factory are strawberry-flavored. The factory uses mass
production. The rest of the candies have various flavors. There are exactly five candies in
a bag.
a. A bag is selected, and it is known that there are fewer than three strawberry
candies in it. What is the probability that there is one strawberry candy in the bag?
b. One bag after another is randomly selected in order to find a bag without any
strawberry candies. What is the probability that they will have to sample more
than six bags?
8) An exam is composed of two parts, A and B , Both Part A and Part B have 10
questions each. A student prepares for only Part A , and his chances of answering each
question correctly in this part are 0.8. In part B , there are four answers to each
question, only one of which is correct. The student guesses all the answers to this part
of the exam.
a. What is the probability that he answers exactly seven questions correctly on the
first part?
b. What is the probability that he answers less than three questions correctly on the
second part?
c. What are the expectation and variance of the number of correct answers in the
first part?
d. What are the expectation and variance of the number of correct answers on the
entire exam?
10) The chances of passing a driving test are p . Four drivers are randomly selected.
8
The probability of two of them passing the test is higher than the chances that all four
3
will pass the test.
a. Calculate the value of p .
b. Joan continues taking the test until she passes.
c. What is the probability of passing the driving test on the fourth try?
d. What is the probability the she will have to take the test at least five times?
e. What are the expectation and variance of the number of failed attempts?
f. We know that Joan took the test 3 times and still did not pass.
What are her chances of passing the test on her fifth try?
11) A robot is at the 0 point on the axis. It takes n steps. In every step, the probability of
going one unit to the right is p , and the probability of going one unit to the left is 1 − p .
Let X be the number on which the robot lands after taking n steps.
List the probability function of X using p and n .
12) The chances getting “heads” when tossing a coin is p . If the first toss is heads, you lose
$1 and the game is over. Otherwise, the coin is tossed over and over. You win $1 for
each “tails” that you get from the beginning of the game until you get your first “heads”.
a. Construct the probability function of your profits (using p ).
b. Express the expected profits in terms of p .
c. For which values of p is it worthwhile to play the game?
Answer Key:
1) a. E ( X ) = 2 , ( X ) = 1 b. E ( X ) = 0 , SD ( X ) = 2
c. E ( X ) = 4.5, ( X ) cannot be calculated.
7) a. 0.4348 b. 0.0923
8) a. 0.2013 b. 0.5256 c. E ( X ) = 8 answers; V ( X ) = 1.6 answers2
d. E (T ) = 10.5 answers; V (T ) = 3.475 answers2
9) 10
10) a. 0.6 b. 0.0384 c. 0.0256 d. E (Y ) = 0.67 failed attempts;
V (Y ) = 1.11 failed attempts2 e. 0.24
n x+n n− x
11) x + n p 2 (1 − p ) 2
2
k = −1
p
12) a. P ( X = k ) =
(1 − p )
k −1
k = 2,3,...
p
1 − 2 p2 1
b. c. 0 p
p 2