Below, the indicator (*) is used to denote that a computer package is used for the

calculation of a probability.

Solution Exercise 9.1

a. Bernoulli distribution; p = 0.35; E (X ) = 0.35 and V (X ) = 0.2275
b. Binomial distribution; n = 100 and p = 0.35; E (Y ) = 35 and V (Y ) = 22.75
c. Hypergeometric distribution; n = 100, M = 350 and N = 1000. E (Y ) = 35 and
900
V (Y ) = 22.75 = 20.4955
999

Solution Exercise 9.2

a. E (Y ) = 6 and V (Y ) = 5.4

 60 
b. P(Y  5) =    0.15  0.955 = 0.1662; (*)
5 
 60 
P(Y  6) =    0.16  0.954 = 0.1693; answer: 0.3355 (*)
6 
c. 0.2710 and 1 – P(Y  6) = 1 – 0.6065 = 0.3935
d. The answer of b. and the two answers of c. add up to 1, as it should.

Solution Exercise 9.3

a. Y  H(5; 115, 200)
b. E (Y ) = 5115/200 = 2.8750
V (Y ) = 5  (115/200)  (85/200)  (195/199) = 1.1973

115  85 
  
 3  2 
c. P(Y  3) = = 0.3476
 200 
 
5 
d. P(Y  2) = 0.2553; P(Y  2) = 0.0129 + 0.0918 = 0.1047 (*)
e. Bin(5, 0.575)
P(Y  3) = 0.3434; P(Y  2) = 0.2538; P(Y  2) = 0.1077 (*)

Solution Exercise 9.4

a. E (Y ) = 5.8 and V (Y ) = 5.8

1
 5.85 5.8
b. P(Y  5) = e = 0.1656
5!
c. P(Y  6) = 0.1601; P(Y  6) = 1 – P(Y  6) = 1 – 0.6384 = 0.3616 (*)

Solution Exercise 9.5

a. Since the sample is drawn from a large population, it can be considered as
drawn with replacement. That is why the 100 trials (the randomly drawings of
the apples and qualifying them) can be considered to be independent and
identical. Since interest is in the number of ‘good’ apples in the sample, the
success probability p is the proportion of the ‘good’ apples in the whole lot.
The random experiment is binomial.
b. The sample of TVs is obviously drawn without replacement (from a small
population of TVs). Hence, the trials are NOT independent and the experiment
is not binomial.
c. The 20 subsequent throws of the die are done independently, with the same
die. The 20 trials are independent and identical; the experiment is binomial.
The success probability is the probability of throwing six eyes in one throw.
d. The weather on two consecutive days can hardly be considered as
independent. Not binomial!
e. The prices of a stock cannot be considered as independent. Not binomial!
f. Whether the daily returns of a stock (with respect to the day before) are
independent, is a matter of discussion. As a model, it can be assumed that the
returns on 15 consecutive days are independent repetitions of an experiment.
In this model, the combined experiment is binomial and p is the overall
proportion of positive returns.

Solution Exercise 9.6

a.
y 0 1
f(y) 0.98 0.02
Y  Bern(0.02)

F ( y) = 0 if y < 0
= 0.98 if 0  y < 1
=1 if y  1
b. E (Y ) = 0.02 and V (Y ) = 0.020.98 = 0.0196
c. Family of binomial distributions. Parameters: n = 100 and p = 0.02
d. E (Y ) = np = 2 and V (Y ) = np(1  p) = 1.96

2
 100  100 
e. P(Y  0) =  0.98100 = 0.1326; P(Y  1) =  0.0210.9899 = 0.2707;
0  1 
100 
P(Y  2) =  0.0220.9898 = 0.2734;
2 
100 
P(Y  3) =  0.0230.9897 = 0.1823;
3 
100 
P(Y  4) =  0.0240.9896 = 0.0902
4 
Hence: P(Y  2) = 0.1326 + 0.2707 = 0.4033
P(Y  3) = 0.4033 + 0.2734 + 0.1823 = 0.8590
P(2  Y  5) = 0.1823 + 0.0902 = 0.2725

Solution Exercise 9.7

Y = ‘number of managers with that opinion among next n participants’
 4
a. Here, n = 4. P(Y  1) =    0.341  0.663 = 0.3910
1 
8 
b. n = 8; P(Y  2) =    0.342  0.666 = 0.2675
 2
12 
c. n = 12; P(Y  3) =    0.343  0.669 = 0.2055
3 
 40 
d. n = 40; P(Y  10) =    0.3410  0.6630 = 0.0675
10 

Solution Exercise 9.8

a. X = ‘number of Windows Vista O/S’s among 100 computers’
E (X ) = 1000.0452 = 4.52; SDX ) = 100  0.0452  0.9548 = 2.0774
b. P( X  3) = 0.0098 + 0.0464 + 0.1087 + 0.1681 = 0.3330
So, P( X  4) = 1 – 0.3330 = 0.6670
c. Y = ‘number of Windows Vista O/S’s among 1000 computers’
P(Y  40) = 0.2407 (*)

Solution Exercise 9.9

a. X has a binomial distribution. Parameters: n = 5 and p = 1/3.

3
 b. E (X ) = 5/3; V (X ) = 51/32/3 = 10/9; SD(X ) = 1.0541.

5 
c. P( X  k ) =   (1 / 3)k (2 / 3)5 k for k = 0, 1,   , 5. Hence:
k 

k 0 1 2 3 4 5
f(k) 0.1317 0.3292 0.3292 0.1646 0.0412 0.0041

d. P( X  3) = 0.1646 + 0.0412 + 0.0041 = 0.2099.

Solution Exercise 9.10

a. Experiment: randomly choosing a first year university student. The random
variable X that takes the value 1 if this student is female (and 0 otherwise) has
the distribution Alt (0.51) .
b. E (X ) = 0.51 and V (X ) = 0.510.49 = 0.2499.
c. Although the exact distribution is H(100; 20400, 40000), the ratio n / N is
very small and hence Bin(100, 0.51) is a very good approximation.
d. E (Y ) = 1000.51 = 51, V (Y ) = 1000.510.49 = 24.9900 and SD(Y ) =
4.9990.
e. P(Y  48) = P(Y  47) = 0.2419 (*);
P(Y  52) = 1  P(Y  52) = 1 – 0.6176 = 0.3824 (*);
P(45  Y  55) = P(Y  54)  P(Y  45) = 0.7579 – 0.1356 = 0.6223 (*)

Solution Exercise 9.11

a. Since the sample is randomly drawn and without replacement from a relatively
small population, the pdf of Y belongs to the family of hypergeometric
distributions. The parameters are n = 20, M = 40 and N = 200. Notation: Y 
H (20;40,200) .
b. E (Y ) = 20(40/200) = 4, V (Y ) = 20(40/200)(1-40/200)(180/199) =
2.8945; SD(Y ) = 1.7013.
c. Bin (20,0.2) .
d. Before the computer can be used, the probabilities have to be rewritten. For
instance:
P(Y  3) = 1  P(Y  3) = 1 – ( P(Y  0) +    + P(Y  3) )
P(2  Y  6) = P(3  Y  5) = P(Y  3) + P(Y  4) + P(Y  5)

4
 Here are the answers: exact 0.1095 0.9243 0.5978 0.6232
approximated 0.1091 0.9133 0.5886 0.5981

Solution Exercise 9.12

a. X has the binomial distribution with parameters n = 100 and p = 0.05.
b. If necessary, see Appendix A1.9.

0.2

0.15

0.1

0.05

0
0 7 14 21 28 35 42 49 56 63 70 77 84 91 98

c. P( X  4) = 0.4360 (*)
d. P( X  3) = 1  P( X  3) = 1  P( X  2) = 1 – 0.1183 = 0.8817 (*)
e. P(1  X  4) = P( X  4)  P( X  0) = 0.4360 – 0.0059 = 0.4301 (*)
f. E (X ) = 1000.05 = 5 and V (X ) = 1000.050.95 = 4.75.

g. E (Pˆ ) = 0.05, V (Pˆ ) = V (X ) / (100)2 = 0.000475 and SD(Pˆ ) = 0.0218.

h. Possible outcomes: 0, 0.01, 0.02,   , 0.99, 1

P( Pˆ  0.075) = 1  P( Pˆ  0.075) = 1  P( X  7.5)

= 1  P( X  7) = 1  0.8720 = 0.1280 (*)

P(0.03  Pˆ  0.081) = P( Pˆ  0.081)  P( Pˆ  0.03)

= P( X  8)  P( X  3) = 0.9369 – 0.2578 = 0.6791 (*)

Solution Exercise 9.13

a. H(n = 10, M = 40, N = 100)
b. Bin (n  10, p  0.4)
c. In a.:  = 100.4 = 4;
2 = 100.40.6((100  10)/(100  1)) = 2.1818

5
 In b.:  = 100.4 = 4; 2 = 100.40.6 = 2.4
d. With H(10; 40, 100):
 40  60 
  
P( X  2) =    = 0.1153
2 8
100 
 
10 
P( X  3) = 1 – P( X  0)  P( X  1)  P( X  2)
= 1 – 0.0044 – 0.0342 – 0.1153 = 1  0.1539 = 0.8461
P( X  2) = P( X  3) + P( X  2) = 0.8461 + 0.1153 = 0.9614

With Bin(10, 0.4):

P( X  2) = 0.1209
P( X  3) = 1 – 0.0060 – 0.0403 – 0.1209 = 0.8328
P( X  2) = 0.8328 + 0.1209 = 0.9537

Solution Exercise 9.14

a. Po(14)
72 7
b. X = ‘# cars in one hour’; P( X  2) = e = 0.0223
2!
c. Y = ‘# cars in three hours’; Y  Po(21); P(Y  15) = 0.1111 (*)

Solution Exercise 9.15

a. Since p = 0.0071 and n = 10000 it follows that the expectation is 71 and the
standard deviation is 8.3962. So:   3 = 45.8114 and   3 = 96.1886
Cheb.: P(46  Y  97)  0.888

7170  71 7171  71
b. P(Y  70) = e = 0.0473; P(Y  71) = e = 0.0473;
70! 71!
P(Y  72) = 0.0466
c. P(Y  71) = 0.5315 (if necessary, see Appendix A1.9) (*)
d. P(46  Y  97) = P(Y  97)  P(Y  45) = 0.9986 – 0.0006 = 0.9980 (*)

Solution Exercise 9.16

a. Po(15)
b. 15 and 15

6
 c. P( X  14) = 1 – P( X  14) = 1 – 0.6694 = 0.3306 (*)
d. P(10  X  14) = P( X  11)  P( X  12)  P( X  13)
= 0.0663 + 0.0829 = 0.0956 = 0.2448

Solution Exercise 9.17

0.25
binomial
0.2 Poisson
hypergeom
0.15

0.1

0.05

0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15