Data and Probability 2 : Linear Combinations of Random Variables

Aims

 Appreciate that the sum or difference of two independent normal variables is also normally distributed.
 Appreciate that a scalar multiple of a normal variable is also normally distributed.
 Find and interpret probabilities of a linear combination of independent normal variables.

Investigation 1

X is the random variable the score on a tetrahedral die, Y is the random variable the number of heads when
two coins are tossed.

a. Obtain the probability distributions of X and Y

b. Find E(X) , Var(X), E(Y), Var(Y)

x
Prob

E(X) =............ Var(X)=............

y
Prob

E(Y) =............ Var(Y)=............

c. Obtain the probability distribution for the random variable X+Y

d. Find E(X+Y) ,Var(X+Y)

X+Y 1 2 3 4
0
1
2
X+Y

x+y
Prob

E(X+Y)............ Var(X+Y)=............

e. Obtain the probability distribution for the random variable X-Y

f. Find E(X-Y), Var(X-Y)

X-Y 1 2 3 4
0
1
2

X-Y

x-y
Prob

E(X-Y)............ Var(X-Y)=............

What do you notice about these results?

In general for independent random variables X and Y

E(X+Y)= Var(X+Y)=

E(X-Y)= Var(X-Y)=
 Linear Combinations of Independent Normal Variables

The results we have looked at refer to the mean and variance of linear combinations of independent
random variables. There is no restriction on the distribution of the random variables. If the variables are
all normally distributed then a linear combination of them will also be normally distributed.

So if X ~ N(x, x2) and Y ~ N(y, y2)

then X + Y ~ N(x + y, x2 + y2)

X – Y ~ N(x - y, x2 + y2)

Example1

If X~N (100, 49) and Y~N (110,576) find

a. 𝑃(𝑋 + 𝑌 > 200)

b. 𝑃(180 < 𝑋 + 𝑌 < 240)

c. 𝑃(𝑌 − 𝑋 < 0)

d. 𝑃(−20 < 𝑌 − 𝑋 < 50)

Example 2

If X~N (75, 5) and Y~N (78,20) find

a. 𝑃(𝑋 + 𝑌 > 162)

b. 𝑃(140 < 𝑋 + 𝑌 < 150)

c. 𝑃(𝑋 + 𝑌 < 155)

d. 𝑃(𝑋 − 𝑌 > 0)

e. 𝑃(𝑌 − 𝑋 < 15)

Example 3

John Williams, a keen bridge player, visits his local club most days. The total time taken to drive to the club
and back is modelled by a normal variable with mean 25 minutes and standard deviation 3 minutes. The time
spent in the bridge club is also modelled by a Normal variable with mean 120 minutes and standard deviation
10 minutes. Find the probability that on a certain evening Mr Williams is away from home for more than 2 12
hours.

Example 4

Each weekday Mr Jones walks to the library to read newspapers. The time he takes to walk to and from the
library is a normal variable with mean 15 minutes and standard deviation 2 minutes. The time he spends in
the library is a normal variable with mean 25 minutes and standard deviation √12 minutes. Find the probability
that on a particular day

a. Mr Jones is away from the house for more than 45 minutes

b. Mr Jones spends more time travelling than at the library.
Example 5

In the manufacture of a bridge made entirely from wood, circular pegs have to fit into circular holes. The
diameters of the pegs are normally distributed with mean 1.60 cm and standard deviation 0.01 cm, while the
diameters of the holes are normally distributed with mean 1.65 cm and standard deviation 0.02 cm. What is
the probability that a randomly chosen peg will not fit into a randomly chosen hole?

Example 6

In the mass production of jars of jam the weight of jam put in each jar is normally distributed random variable,
X, with mean 456g and standard deviation 4g. The weight of the jar (including lid) is an independent normally
distributed random variable, Y, with mean 35g and standard deviation 3g.

a. Find the distribution of the total weight of a jar of jam

A child opens a new jar of jam and takes a spoonful out. The weight of jam in the spoon is a normally
distributed random variable, Z, with mean 22g and standard deviation 2g. Z is independent of X.

b. Find the distribution of the weight of jam remaining in the jar.

 Extension to More Than Two Independent Random Variables

We can extend the results from last lesson

If 𝑿𝟏 , 𝑿𝟐 , … , 𝑿𝒏 is any set of random variables, then

𝑬(𝑿𝟏 + 𝑿𝟐 + ⋯ + 𝑿𝒏 ) = 𝑬(𝑿𝟏 ) + 𝑬(𝑿𝟐 ) + ⋯ + 𝑬(𝑿𝒏 )

If the random variables are independent, then

𝑽𝒂𝒓(𝑿𝟏 + 𝑿𝟐 + ⋯ + 𝑿𝒏 ) = 𝑽𝒂𝒓(𝑿𝟏 ) + 𝑽𝒂𝒓(𝑿𝟐 ) + ⋯ + 𝑽𝒂𝒓(𝑿𝒏 )

Applying these results to independent normal variables

If 𝑿𝟏 , 𝑿𝟐 , … , 𝑿𝒏 are independent normal variables such that

𝑿𝟏 ~𝑵(𝝁𝟏 , 𝝈𝟐𝟏 ). 𝑿𝟐 ~𝑵(𝝁𝟐 , 𝝈𝟐𝟐 ),…,𝑿𝒏 ~𝑵(𝝁𝒏 , 𝝈𝟐𝒏 )

then

𝑿𝟏 + 𝑿𝟐 + ⋯ + 𝑿𝒏 ~𝑵( 𝝁𝟏 + 𝝁𝟐 + ⋯ + 𝝁𝒏 , 𝝈𝟐𝟏 + 𝝈𝟐𝟐 + ⋯ + 𝝈𝟐𝒏 )

Example 7

If 𝑊~𝑁(100,8), 𝑋~𝑁(120,10) 𝑎𝑛𝑑 𝑌~𝑁(110,12) find 𝑃(𝑊 + 𝑋 + 𝑌 < 320)

Example 8

If 𝐴~𝑁(10,4), 𝐵~𝑁(12,9) 𝑎𝑛𝑑 𝐶~𝑁(8,12), find

a.) Give the distribution of 𝐴 + 𝐵 − 𝐶

b.) Give the distribution of 𝐵 − 𝐶 − 𝐴
c.) Give the distribution of 𝐴1 + 𝐴2 − (𝐵1 + 𝐵2 ) + 𝐶1 + 𝐶2 where 𝐴1 , 𝐴2 are two independent
observations from the population of A etc
Example 9

In a cafeteria baked beans are served in either ordinary portions or in children’s portions. The quantity given
for an ordinary portion is a normal variable with mean 90g and standard deviation 3g. The quantity given for
a children’s portion is a normal variable with mean 43g and standard deviation 2g. What is the probability
that John, who has two children’s portions, is given more than his father, who has an ordinary portion?

Example 10

The masses of suitcases at an airport are modelled as being Normally distributed, with mean 15 kg and
standard deviation 3 kg. Find the probability that a random sample of ten suitcases weighs more than 154
kg.
Example 11

A baker makes digestive biscuits whose weights are normally distributed with mean 24.0g and standard
deviation 1.9g. The biscuits are packed by hand into packets of 25.

a. Assuming the biscuits included in the packet are a random sample from the population, what is the
distribution of the total weight of biscuits in a packet and what is the probability that it lies between
598g and 606g?

b. Ten packets of biscuits are placed into a cardboard box. What is the probability that the total weight
of biscuits in the box lies between 6010g and 6060g?
 Multiples of Random Varibles

Investigation 2 Combining Means and Variances Investigation

1. The random Variable X has a probability distribution given by

x 1 2 3
P(X=x) 0.1 0.6 0.3

Use your calculator to

calculate E(X).................................................................................

calculate Var(X).............................................................................

2. Now consider the 5X

Fill in the probability distribution

5x 10
Prob 0.1 0.3

calculate E(5X).............................................................................

calculate Var(5X).........................................................................

3. Now consider 5X+3

Fill the probability distribution

5x+3 13
Prob 0.1

calculate E(5X+3)..........................................................................

calculate Var(5X+3)......................................................................

What do you notice about these results?

Generally

E(a)= Var(a)=

E(aX)= Var(aX)=

E(aX+b)= Var(aX+b)=

These results can be applied to normal variables.

Example 12

If 𝑋~𝑁 (50, 25) find 𝑃(3𝑋 > 160)

Example 13

If 𝑋~𝑁(70, 10) and 𝑌~𝑁 (50,8) find 𝑃(2𝑋 > 3𝑌)

Example 14

If 𝑋~𝑁 (10, 9)𝑓𝑖𝑛𝑑

a. 𝑃(2𝑋 > 23)

b. 𝑃(𝑋1 + 𝑋2 > 23) where 𝑋1 and 𝑋2 are two independent observations from the population of X.

Note the difference between 2X and 𝑿𝟏 + 𝑿𝟐 . When do we use each of these? It is going to be
important to be able to identify this.
Example 15
A soft drinks manufacturer sells bottles of drinks in two sizes. The amount ineach bottle, in ml, is normally
distributed as shown in the table below.

Mean Variance
Small 252 4
Large 1012 25

A bottle of each size is selected at random. Find the probability that the large bottle contains less than four
times the amount in the small bottle.

Example 16

The weight of a large loaf of bread is a normal variable with mean 420g and standard deviation 30g.
The weight of a small loaf of bread is a normal variable with mean 220g and standard deviation 10g.

a. Find the probability that 5 large loaves weigh more than 10 small loaves.

b. Find the probability that twice the weight of a small loaf is greater then the weight of a large loaf.
Example 17

The mass of a certain kind of biscuit can be modelled by a normal variable with mean 60 g and standard
deviation 5 g. A packet contains 12 randomly selected biscuits. The mass of the packaging material can be
modelled by a normal variable with mean 40 g and standard deviation 4 g and is independent of the
masses of the biscuits.

a) Find the probability that the total mass of a packet of biscuits is less than 750 g.
b) (i) At what stage in the calculation did you use the fact that the biscuits were selected at random?
c) (ii) At what stage in the calculation did you use the fact that the mass of the packaging is
independent of the masses of the biscuits?

The nominal weight of a packet of biscuits is 750 g. The quality control manager must inspect each batch to
ensure the product is within 5 g of the nominal weight. In each batch of 120 packets of biscuits, 12 are to
be sampled for quality control testing.

d) Describe how you would take a simple random sample of 12 packets for quality control testing.

It is suggested that a systematic sample should be taken instead.

e) Comment on whether or not this would be a random sample.

Exam Questions

June 06
June 08
June 10
June 11