E1.

Verify that P(−x < X < x) = 2 · F (x) − 1, provided the density function of
X is an even function. Observe that this holds in particular for the standard
normal distribution.

P(−x < X < x) = P(X < x) − P(X ≤ −x) = F (x) − F (−x)

= F (x) − [1 − F (x)] = 2 · F (x) − 1
E2. A random variable X has Beta distribution with parameters a, b > 0,
d
X = B(a, b), provided
Γ(a + b) a−1
f (x) = x (1 − x)b−1 , 0 < x < 1.
Γ(a)Γ(b)
d
Let X = B(4, 2) be the reservoir proportion sold per week in certain gas
station. Find the probability of selling at least 90 % of the reservoir during a
random week.
Z 1  4 1
Γ(6) 5! x x5
P(X ≥ 0,9) = x 3 (1 − x) dx = − ≈ 0,08146
0,9 Γ(4)Γ(2) 3! · 1! 4 5 0,9
E3. It is known that certain bus will arrive at some time uniformly distributed
between 0600 and 0630. Assuming at 0615 the bus has not yet arrived, what is
the probability of waiting at least an additional 10 minutes?
d
T : arrival time: T = U(0, 30)
Z 30
1
dt
P(T > 25, T > 15) P(T > 25) 30 5 1
P(T > 25|T > 15) = = = Z2530 = =
P(T > 15) P(T > 15) 1 15 3
dt
15 30
E4. The Value at Risk (VAR) of an investment is the value v such that there is
only a 1 % chance that the loss from the investment will exceed v . If the gain
from an investment is a normal random variable with mean 10 and variance 49,
determine the VAR. Take into consideration that if X is the gain, then −X is
the loss.
 
−v − 10
0,01 = P(−X > v ) = P(X < −v ) = P Z <
7
table −v − 10
=⇒ −2,326 = =⇒ v ≈ 6,2820
7
E5. If the scores yield by an IQ test are normally distributed with mean 100
and standard deviation 14,2, find the range where the top 1 % of all scores are
located.
 
x − 100
0,01 = P(X ≥ x) =⇒ 0,99 = P(X < x) = P Z <
14,2
table x − 100
=⇒ 2,326 = =⇒ x ≈ 133,0292
14,2
E6. Assume the total number (in thousands of miles) that a used car can be
driven before it needs to be junked is an exponential random variable with
mean 20. What is the probability of getting at least 20,000 additional miles out
of car that, allegedly, has been driven only 10,000 miles?
P(X > 30, X > 10) P(X > 30)
P(X > 30|X > 10) = =
P(X > 10) P(X > 10)
Z ∞
1 −x/20
e dx
20 e −3/2
= Z30∞ = −1/2 = e −1 ≈ 0,3679
1 −x/20 e
e dx
10 20
A r.v. X has Rayleigh distribution with parameter σ > 0 provided
x −x 2 /(2σ2 )
f (x) = e , x ≥ 0.
σ2
E7. The noise in certain magnetic resonance has Rayleigh distribution with
σ = 1. Find the average level of noise
Z ∞and the probability
r of the noise being
−x 2 /2 π
larger than such an average. Hint: e dx = .
0 2
2
f (x) = xe −x /2
, x ≥0
∞Z ∞ Z ∞ r
2 −x 2 /2 −x 2 /2 
 −x 2 /2 π
EX = x e dx = −xe  + e dx =
0 0 0 2
 r  Z ∞ ∞
π 2 2
xe −x /2 dx = −e −x /2 √ = e −π/4 ≈ 0,4559

P X ≥ EX = = √
2 π/2 π/2
A r.v. X has Weibull distribution with parameters λ, k > 0 provided
k  x k−1 −(x/λ)k
f (x) = e , x ≥ 0.
λ λ
E8. The elapsed time until the failure of certain electronic device has Weibull
π 4−π
distribution with λ = 1, k = 2, mean , and variance . Find the
2 4
probability of the distance between the elapsed time and its mean to be at
most one standard deviation.
2
f (t) = 2te −t , t ≥ 0

P(|T − ET | ≤ σT ) ≈ P(−0,4633 ≤ T − 0,8862 ≤ 0,4633)

Z 1,3495 1,3495
2 2
= 2te −t dt = −e −t  ≈ 0,6744
0,4229 0,4229
A r.v. X has Maxwell-Boltzmann distribution with parameter a > 0 provided
r 2 2
2 x 2 e −x /(2a )
f (x) = , x >0
π a3
E9. The speed of certain particles in an ideal gas has Maxwell-Boltzmann
distribution
Z ∞ with ar= 1. Find the mean speed of these particles. Hint:
−x 2 /2 π
e dx = .
0 2
r
2 2 −x 2 /2
f (x) = x e , x >0
π

r Z ∞
r  ∞ Z ∞ 
2 2 2 2 2
x 3 e −x /2
−x 2 e −x /2 
2xe −x /2

EX = dx =  + dx
π 0 π 0 0
r ∞ r
2 −x 2 /2 2
= −2e =2
π 0 π