2017 Bookmatter ProbabilityWithApplicationsInE

Appendix A: Statistical Tables
A.1 Binomial cdf
P
x
Table A.1 Cumulative binomial probabilities Bðx; n; pÞ ¼ bðy; n; pÞ
y¼0
(a) n = 5
p
0.05 0.10 0.20 0.25 0.30 0.40 0.50 0.60 0.70 0.75 0.80 0.90 0.95
0 .774 .590 .328 .237 .168 .078 .031 .010 .002 .001 .000 .000 .000
1 .977 .919 .737 .633 .528 .337 .188 .087 .031 .016 .007 .000 .000
x 2 .999 .991 .942 .896 .837 .683 .500 .317 .163 .104 .058 .009 .001
3 1.000 1.000 .993 .984 .969 .913 .812 .663 .472 .367 .263 .081 .023
4 1.000 1.000 1.000 .999 .998 .990 .969 .922 .832 .763 .672 .410 .226
(b) n = 10
p
0.05 0.10 0.20 0.25 0.30 0.40 0.50 0.60 0.70 0.75 0.80 0.90 0.95
0 .599 .349 .107 .056 .028 .006 .001 .000 .000 .000 .000 .000 .000
1 .914 .736 .376 .244 .149 .046 .011 .002 .000 .000 .000 .000 .000
2 .988 .930 .678 .526 .383 .167 .055 .012 .002 .000 .000 .000 .000
3 .999 .987 .879 .776 .650 .382 .172 .055 .011 .004 .001 .000 .000
4 1.000 .998 .967 .922 .850 .633 .377 .166 .047 .020 .006 .000 .000
x 5 1.000 1.000 .994 .980 .953 .834 .623 .367 .150 .078 .033 .002 .000
6 1.000 1.000 .999 .996 .989 .945 .828 .618 .350 .224 .121 .013 .001
7 1.000 1.000 1.000 1.000 .998 .988 .945 .833 .617 .474 .322 .070 .012
8 1.000 1.000 1.000 1.000 1.000 .998 .989 .954 .851 .756 .624 .264 .086
9 1.000 1.000 1.000 1.000 1.000 1.000 .999 .994 .972 .944 .893 .651 .401
(continued)
# Springer International Publishing AG 2017 597

M.A. Carlton, J.L. Devore, Probability with Applications in Engineering, Science, and Technology,
Springer Texts in Statistics, DOI 10.1007/978-3-319-52401-6
598 Appendix A: Statistical Tables
Table A.1 (continued)

(c) n = 15
p
0.05 0.10 0.20 0.25 0.30 0.40 0.50 0.60 0.70 0.75 0.80 0.90 0.95
0 .463 .206 .035 .013 .005 .000 .000 .000 .000 .000 .000 .000 .000
1 .829 .549 .167 .080 .035 .005 .000 .000 .000 .000 .000 .000 .000
2 .964 .816 .398 .236 .127 .027 .004 .000 .000 .000 .000 .000 .000
3 .995 .944 .648 .461 .297 .091 .018 .002 .000 .000 .000 .000 .000
4 .999 .987 .836 .686 .515 .217 .059 .009 .001 .000 .000 .000 .000
5 1.000 .998 .939 .852 .722 .402 .151 .034 .004 .001 .000 .000 .000
6 1.000 1.000 .982 .943 .869 .610 .304 .095 .015 .004 .001 .000 .000
x 7 1.000 1.000 .996 .983 .950 .787 .500 .213 .050 .017 .004 .000 .000
8 1.000 1.000 .999 .996 .985 .905 .696 .390 .131 .057 .018 .000 .000
9 1.000 1.000 1.000 .999 .996 .966 .849 .597 .278 .148 .061 .002 .000
10 1.000 1.000 1.000 1.000 .999 .991 .941 .783 .485 .314 .164 .013 .001
11 1.000 1.000 1.000 1.000 1.000 .998 .982 .909 .703 .539 .352 .056 .005
12 1.000 1.000 1.000 1.000 1.000 1.000 .996 .973 .873 .764 .602 .184 .036
13 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .995 .965 .920 .833 .451 .171
14 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .995 .987 .965 .794 .537
(d) n = 20
p
0.05 0.10 0.20 0.25 0.30 0.40 0.50 0.60 0.70 0.75 0.80 0.90 0.95
0 .358 .122 .012 .003 .001 .000 .000 .000 .000 .000 .000 .000 .000
1 .736 .392 .069 .024 .008 .001 .000 .000 .000 .000 .000 .000 .000
2 .925 .677 .206 .091 .035 .004 .000 .000 .000 .000 .000 .000 .000
3 .984 .867 .411 .225 .107 .016 .001 .000 .000 .000 .000 .000 .000
4 .997 .957 .630 .415 .238 .051 .006 .000 .000 .000 .000 .000 .000
5 1.000 .989 .804 .617 .416 .126 .021 .002 .000 .000 .000 .000 .000
6 1.000 .998 .913 .786 .608 .250 .058 .006 .000 .000 .000 .000 .000
7 1.000 1.000 .968 .898 .772 .416 .132 .021 .001 .000 .000 .000 .000
8 1.000 1.000 .990 .959 .887 .596 .252 .057 .005 .001 .000 .000 .000
x 9 1.000 1.000 .997 .986 .952 .755 .412 .128 .017 .004 .001 .000 .000
10 1.000 1.000 .999 .996 .983 .872 .588 .245 .048 .014 .003 .000 .000
11 1.000 1.000 1.000 .999 .995 .943 .748 .404 .113 .041 .010 .000 .000
12 1.000 1.000 1.000 1.000 .999 .979 .868 .584 .228 .102 .032 .000 .000
13 1.000 1.000 1.000 1.000 1.000 .994 .942 .750 .392 .214 .087 .002 .000
14 1.000 1.000 1.000 1.000 1.000 .998 .979 .874 .584 .383 .196 .011 .000
15 1.000 1.000 1.000 1.000 1.000 1.000 .994 .949 .762 .585 .370 .043 .003
16 1.000 1.000 1.000 1.000 1.000 1.000 .999 .984 .893 .775 .589 .133 .016
17 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .996 .965 .909 .794 .323 .075
18 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .999 .992 .976 .931 .608 .264
19 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .999 .997 .988 .878 .642
(continued)
Appendix A: Statistical Tables 599

(e) n = 25
p
0.05 0.10 0.20 0.25 0.30 0.40 0.50 0.60 0.70 0.75 0.80 0.90 0.95
0 .277 .072 .004 .001 .000 .000 .000 .000 .000 .000 .000 .000 .000
1 .642 .271 .027 .007 .002 .000 .000 .000 .000 .000 .000 .000 .000
2 .873 .537 .098 .032 .009 .000 .000 .000 .000 .000 .000 .000 .000
3 .966 .764 .234 .096 .033 .002 .000 .000 .000 .000 .000 .000 .000
4 .993 .902 .421 .214 .090 .009 .000 .000 .000 .000 .000 .000 .000
5 .999 .967 .617 .378 .193 .029 .002 .000 .000 .000 .000 .000 .000
6 1.000 .991 .780 .561 .341 .074 .007 .000 .000 .000 .000 .000 .000
7 1.000 .998 .891 .727 .512 .154 .022 .001 .000 .000 .000 .000 .000
8 1.000 1.000 .953 .851 .677 .274 .054 .004 .000 .000 .000 .000 .000
9 1.000 1.000 .983 .929 .811 .425 .115 .013 .000 .000 .000 .000 .000
10 1.000 1.000 .994 .970 .902 .586 .212 .034 .002 .000 .000 .000 .000
11 1.000 1.000 .998 .980 .956 .732 .345 .078 .006 .001 .000 .000 .000
x 12 1.000 1.000 1.000 .997 .983 .846 .500 .154 .017 .003 .000 .000 .000
13 1.000 1.000 1.000 .999 .994 .922 .655 .268 .044 .020 .002 .000 .000
14 1.000 1.000 1.000 1.000 .998 .966 .788 .414 .098 .030 .006 .000 .000
15 1.000 1.000 1.000 1.000 1.000 .987 .885 .575 .189 .071 .017 .000 .000
16 1.000 1.000 1.000 1.000 1.000 .996 .946 .726 .323 .149 .047 .000 .000
17 1.000 1.000 1.000 1.000 1.000 .999 .978 .846 .488 .273 .109 .002 .000
18 1.000 1.000 1.000 1.000 1.000 1.000 .993 .926 .659 .439 .220 .009 .000
19 1.000 1.000 1.000 1.000 1.000 1.000 .998 .971 .807 .622 .383 .033 .001
20 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .991 .910 .786 .579 .098 .007
21 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .998 .967 .904 .766 .236 .034
22 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .991 .968 .902 .463 .127
23 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .998 .993 .973 .729 .358
24 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .999 .996 .928 .723
A.2 Poisson cdf
P
x
em my
Table A.2 Cumulative Poisson probabilities Pðx; mÞ ¼ y!
y¼0
μ
.1 .2 .3 .4 .5 .6 .7 .8 .9 1.0
0 .905 .819 .741 .670 .607 .549 .497 .449 .407 .368
l .995 .982 .963 .938 .910 .878 .844 .809 .772 .736
2 1.000 .999 .996 .992 .986 .977 .966 .953 .937 .920
x 3 1.000 1.000 .999 .998 .997 .994 .991 .987 .981
4 1.000 1.000 1.000 .999 .999 .998 .996
5 1.000 1.000 1.000 .999
6 1.000
μ
2.0 3.0 4.0 5.0 6.0 7.0 8.0 9.0 10.0 15.0 20.0
0 .135 .050 .018 .007 .002 .001 .000 .000 .000 .000 .000
1 .406 .199 .092 .040 .017 .007 .003 .001 .000 .000 .000
2 .677 .423 .238 .125 .062 .030 .014 .006 .003 .000 .000
3 .857 .647 .433 .265 .151 .082 .042 .021 .010 .000 .000
4 .947 .815 .629 .440 .285 .173 .100 .055 .029 .001 .000
5 .983 .916 .785 .616 .446 .301 .191 .116 .067 .003 .000
6 .995 .966 .889 .762 .606 .450 .313 .207 .130 .008 .000
7 .999 .988 .949 .867 .744 .599 .453 .324 .220 .018 .001
8 1.000 .996 .979 .932 .847 .729 .593 .456 .333 .037 .002
9 .999 .992 .968 .916 .830 .717 .587 .458 .070 .005
10 1.000 .997 .986 .957 .901 .816 .706 .583 .118 .011
11 .999 .995 .980 .947 .888 .803 .697 .185 .021
12 1.000 .998 .991 .973 .936 .876 .792 .268 .039
13 .999 .996 .987 .966 .926 .864 .363 .066
14 1.000 .999 .994 .983 .959 .917 .466 .105
15 .999 .998 .992 .978 .951 .568 .157
x 16 1.000 .999 .996 .989 .973 .664 .221
17 1.000 .998 .995 .986 .749 .297
18 .999 .998 .993 .819 .381
19 1.000 .999 .997 .875 .470
20 1.000 .998 .917 .559
21 .999 .947 .644
22 1.000 .967 .721
23 .981 .787
24 .989 .843
25 .994 .888
26 .997 .922
27 .998 .948
28 .999 .966
29 1.000 .978
30 .987
A.3 Standard Normal cdf
Table A.3 Standard normal curve areas
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
–3.4 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0002
–3.3 .0005 .0005 .0005 .0004 .0004 .0004 .0004 .0004 .0004 .0003
–3.2 .0007 .0007 .0006 .0006 .0006 .0006 .0006 .0005 .0005 .0005
–3.1 .0010 .0009 .0009 .0009 .0008 .0008 .0008 .0008 .0007 .0007
–3.0 .0013 .0013 .0013 .0012 .0012 .0011 .0011 .0011 .0010 .0010
–2.9 .0019 .0018 .0017 .0017 .0016 .0016 .0015 .0015 .0014 .0014
–2.8 .0026 .0025 .0024 .0023 .0023 .0022 .0021 .0021 .0020 .0019
–2.7 .0035 .0034 .0033 .0032 .0031 .0030 .0029 .0028 .0027 .0026
–2.6 .0047 .0045 .0044 .0043 .0041 .0040 .0039 .0038 .0037 .0036
–2.5 .0062 .0060 .0059 .0057 .0055 .0054 .0052 .0051 .0049 .0048
–2.4 .0082 .0080 .0078 .0075 .0073 .0071 .0069 .0068 .0066 .0064
–2.3 .0107 .0104 .0102 .0099 .0096 .0094 .0091 .0089 .0087 .0084
–2.2 .0139 .0136 .0132 .0129 .0125 .0122 .0119 .0116 .0113 .0110
–2.1 .0179 .0174 .0170 .0166 .0162 .0158 .0154 .0150 .0146 .0143
–2.0 .0228 .0222 .0217 .0212 .0207 .0202 .0197 .0192 .0188 .0183
–1.9 .0287 .0281 .0274 .0268 .0262 .0256 .0250 .0244 .0239 .0233
–1.8 .0359 .0352 .0344 .0336 .0329 .0322 .0314 .0307 .0301 .0294
–1.7 .0446 .0436 .0427 .0418 .0409 .0401 .0392 .0384 .0375 .0367
–1.6 .0548 .0537 .0526 .0516 .0505 .0495 .0485 .0475 .0465 .0455
–1.5 .0668 .0655 .0643 .0630 .0618 .0606 .0594 .0582 .0571 .0559
–1.4 .0808 .0793 .0778 .0764 .0749 .0735 .0722 .0708 .0694 .0681
–1.3 .0968 .0951 .0934 .0918 .0901 .0885 .0869 .0853 .0838 .0823
–1.2 .1151 .1131 .1112 .1093 .1075 .1056 .1038 .1020 .1003 .0985
–1.1 .1357 .1335 .1314 .1292 .1271 .1251 .1230 .1210 .1190 .1170
–1.0 .1587 .1562 .1539 .1515 .1492 .1469 .1446 .1423 .1401 .1379
–0.9 .1841 .1814 .1788 .1762 .1736 .1711 .1685 .1660 .1635 .1611
–0.8 .2119 .2090 .2061 .2033 .2005 .1977 .1949 .1922 .1894 .1867
–0.7 .2420 .2389 .2358 .2327 .2296 .2266 .2236 .2206 .2177 .2148
–0.6 .2743 .2709 .2676 .2643 .2611 .2578 .2546 .2514 .2483 .2451
–0.5 .3085 .3050 .3015 .2981 .2946 .2912 .2877 .2843 .2810 .2776
–0.4 .3446 .3409 .3372 .3336 .3300 .3264 .3228 .3192 .3156 .3121
–0.3 .3821 .3783 .3745 .3707 .3669 .3632 .3594 .3557 .3520 .3482
–0.2 .4207 .4168 .4129 .4090 .4052 .4013 .3974 .3936 .3897 .3859
–0.1 .4602 .4562 .4522 .4483 .4443 .4404 .4364 .4325 .4286 .4247
–0.0 .5000 .4960 .4920 .4880 .4840 .4801 .4761 .4721 .4681 .4641
(continued)

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
0.9 .8159 .8186 .8212 .8238 .8264 .8289 .8315 .8340 .8365 .8389
1.0 .8413 .8438 .8461 .8485 .8508 .8531 .8554 .8577 .8599 .8621
1.1 .8643 .8665 .8686 .8708 .8729 .8749 .8770 .8790 .8810 .8830
1.2 .8849 .8869 .8888 .8907 .8925 .8944 .8962 .8980 .8997 .9015
1.3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177
1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9278 .9292 .9306 .9319
1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706
1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9761 .9767
2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817
2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857
2.2 .9861 .9864 .9868 .9871 .9875 .9878 .9881 .9884 .9887 .9890
2.3 .9893 .9896 .9898 .9901 .9904 .9906 .9909 .9911 .9913 .9916
2.4 .9918 .9920 .9922 .9925 .9927 .9929 .9931 .9932 .9934 .9936
2.5 .9938 .9940 .9941 .9943 .9945 .9946 .9948 .9949 .9951 .9952
2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974
2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981
2.9 .9981 .9982 .9982 .9983 .9984 .9984 .9985 .9985 .9986 .9986
3.0 .9987 .9987 .9987 .9988 .9988 .9989 .9989 .9989 .9990 .9990
3.1 .9990 .9991 .9991 .9991 .9992 .9992 .9992 .9992 .9993 .9993
3.2 .9993 .9993 .9994 .9994 .9994 .9994 .9994 .9995 .9995 .9995
3.3 .9995 .9995 .9995 .9996 .9996 .9996 .9996 .9996 .9996 .9997
3.4 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9998
A.4 Incomplete Gamma Function
ðx
1 a1 y
Table A.4 The incomplete gamma function Gðx; aÞ ¼ y e dy
0 GðaÞ
α
1 2 3 4 5 6 7 8 9 10
1 .632 .264 .080 .019 .004 .001 .000 .000 .000 .000
2 .865 .594 .323 .143 .053 .017 .005 .001 .000 .000
3 .950 .801 .577 .353 .185 .084 .034 .012 .004 .001
4 .982 .908 .762 .567 .371 .215 .111 .051 .021 .008
5 .993 .960 .875 .735 .560 .384 .238 .133 .068 .032
6 .998 .983 .938 .849 .715 .554 .394 .256 .153 .084
7 .999 .993 .970 .918 .827 .699 .550 .401 .271 .170
8 1.000 .997 .986 .958 .900 .809 .687 .547 .407 .283
x 9 .999 .994 .979 .945 .884 .793 .676 .544 .413
10 1.000 .997 .990 .971 .933 .870 .780 .667 .542
11 .999 .995 .985 .962 .921 .857 .768 .659
12 1.000 .998 .992 .980 .954 .911 .845 .758
13 .999 .996 .989 .974 .946 .900 .834
14 1.000 .998 .994 .986 .968 .938 .891
15 .999 .997 .992 .982 .963 .930
A.5 Critical Values for t Distributions
Central area t density curve
Table A.5 Critical values for t distributions

0
−t critical value t critical value
Central area
ν 80% 90% 95% 98% 99% 99.8% 99.9%
1 3.078 6.314 12.706 31.821 63.657 318.31 636.62
2 1.886 2.920 4.303 6.965 9.925 22.326 31.598
3 1.638 2.353 3.182 4.541 5.841 10.213 12.924
4 1.533 2.132 2.776 3.747 4.604 7.173 8.610
5 1.476 2.015 2.571 3.365 4.032 5.893 6.869
6 1.440 1.943 2.447 3.143 3.707 5.208 5.959
7 1.415 1.895 2.365 2.998 3.499 4.785 5.408
8 1.397 1.860 2.306 2.896 3.355 4.501 5.041
9 1.383 1.833 2.262 2.821 3.250 4.297 4.781
10 1.372 1.812 2.228 2.764 3.169 4.144 4.587
11 1.363 1.796 2.201 2.718 3.106 4.025 4.437
12 1.356 1.782 2.179 2.681 3.055 3.930 4.318
13 1.350 1.771 2.160 2.650 3.012 3.852 4.221
14 1.345 1.761 2.145 2.624 2.977 3.787 4.140
15 1.341 1.753 2.131 2.602 2.947 3.733 4.073
16 1.337 1.746 2.120 2.583 2.921 3.686 4.015
17 1.333 1.740 2.110 2.567 2.898 3.646 3.965
18 1.330 1.734 2.101 2.552 2.878 3.610 3.922
19 1.328 1.729 2.093 2.539 2.861 3.579 3.883
20 1.325 1.725 2.086 2.528 2.845 3.552 3.850
21 1.323 1.721 2.080 2.518 2.831 3.527 3.819
22 1.321 1.717 2.074 2.508 2.819 3.505 3.792
23 1.319 1.714 2.069 2.500 2.807 3.485 3.767
24 1.318 1.711 2.064 2.492 2.797 3.467 3.745
25 1.316 1.708 2.060 2.485 2.787 3.450 3.725
26 1.315 1.706 2.056 2.479 2.779 3.435 3.707
27 1.314 1.703 2.052 2.473 2.771 3.421 3.690
28 1.313 1.701 2.048 2.467 2.763 3.408 3.674
29 1.311 1.699 2.045 2.462 2.756 3.396 3.659
30 1.310 1.697 2.042 2.457 2.750 3.385 3.646
32 1.309 1.694 2.037 2.449 2.738 3.365 3.622
34 1.307 1.691 2.032 2.441 2.728 3.348 3.601
36 1.306 1.688 2.028 2.434 2.719 3.333 3.582
38 1.304 1.686 2.024 2.429 2.712 3.319 3.566
40 1.303 1.684 2.021 2.423 2.704 3.307 3.551
50 1.299 1.676 2.009 2.403 2.678 3.262 3.496
60 1.296 1.671 2.000 2.390 2.660 3.232 3.460
120 1.289 1.658 1.980 2.358 2.617 3.160 3.373
1 1.282 1.645 1.960 2.326 2.576 3.090 3.291
A.6 Tail Areas of t Distributions
t curve Area to the

right of t
Table A.6 t curve tail areas
0
t
Degrees of Freedom (ν)
t 1 2 3 4 5 6 7 8 9 10 11 12
0.0 .500 .500 .500 .500 .500 .500 .500 .500 .500 .500 .500 .500
0.1 .468 .465 .463 .463 .462. .462 .462 .461 .461 .461 .461 .461
0.2 .437 .430 .427 .426 .425 .424 .424 .423 .423 .423 .423 .422
0.3 .407 .396 .392 .390 .388 .387 .386 .386 .386 .385 .385 .385
0.4 .379 .364 .358 .355 .353 .352 .351 .350 .349 .349 .348 .348
0.5 .352 .333 .326 .322 .319 .317 .316 .315 .315 .314 .313 .313
0.6 .328 .305 .295 .290 .287 .285 .284 .283 .282 .281 .280 .280
0.7 .306 .278 .267 .261 .258 .255 .253 .252 .251 .250 .249 .249
0.8 .285 .254 .241 .234 .230 .227 .225 .223 .222 .221 .220 .220
0.9 .267 .232 .217 .210 .205 .201 .199 .197 .196 .195 .194 .193
1.0 .250 .211 .196 .187 .182 .178 .175 .173 .172 .170 .169 .169
1.1 .235 .193 .176 .167 .162 .157 .154 .152 .150 .149 .147 .146
1.2 .221 .177 .158 .148 .142 .138 .135 .132 .130 .129 .128 .127
1.3 .209 .162 .142 .132 .125 .121 .117 .115 .113 .111 .110 .109
1.4 .197 .148 .128 .117 .110 .106 .102 .100 .098 .096 .095 .093
1.5 .187 .136 .115 .104 .097 .092 .089 .086 .084 .082 .081 .080
1.6 .178 .125 .104 .092 .085 .080 .077 .074 .072 .070 .069 .068
1.7 .169 .116 .094 .082 .075 .070 .065 .064 .062 .060 .059 .057
1.8 .161 .107 .085 .073 .066 .061 .057 .055 .053 .051 .050 .049
1.9 .154 .099 .077 .065 .058 .053 .050 .047 .045 .043 .042 .041
2.0 .148 .092 .070 .058 .051 .046 .043 .040 .038 .037 .035 .034
2.1 .141 .085 .063 .052 .045 .040 .037 .034 .033 .031 .030 .029
2.2 .136 .079 .058 .046 .040 .035 .032 .029 .028 .026 .025 .024
2.3 .131 .074 .052 .041 .035 .031 .027 .025 .023 .022 .021 .020
2.4 .126 .069 .048 .037 .031 .027 .024 .022 .020 .019 .018 .017
2.5 .121 .065 .044 .033 .027 .023 .020 .018 .017 .016 .015 .014
2.6 .117 .061 .040 .030 .024 .020 .018 .016 .014 .013 .012 .012
2.7 .113 .057 .037 .027 .021 .018 .015 .014 .012 .011 .010 .010
2.8 .109 .054 .034 .024 .019 .016 .013 .012 .010 .009 .009 .008
2.9 .106 .051 .031 .022 .017 .014 .011 .010 .009 .008 .007 .007
3.0 .102 .048 .029 .020 .015 .012 .010 .009 .007 .007 .006 .006
3.1 .099 .045 .027 .018 .013 .011 .009 .007 .006 .006 .005 .005
3.2 .096 .043 .025 .016 .012 .009 .008 .006 .005 .005 .004 .004
3.3 .094 .040 .023 .015 .011 .008 .007 .005 .005 .004 .004 .003
3.4 .091 .038 .021 .014 .010 .007 .006 .005 .004 .003 .003 .003
3.5 .089 .036 .020 .012 .009 .006 .005 .004 .003 .003 .002 .002
3.6 .086 .035 .018 .011 .008 .006 .004 .004 .003 .002 .002 .002
3.7 .084 .033 .017 .010 .007 .005 .004 .003 .002 .002 .002 .002
3.8 .082 .031 .016 .010 .006 .004 .003 .003 .002 .002 .001 .001
3.9 .080 .030 .015 .009 .006 .004 .003 .002 .002 .001 .001 .001
4.0 .078 .029 .014 .008 .005 .004 .003 .002 .002 .001 .001 .001
Degrees of Freedom (ν)

t 13 14 15 16 17 18 19 20 21 22 23 24
0.0 .500 .500 .500 .500 .500 .500 .500 .500 .500 .500 .500 .500
0.1 .461 .461 .461 .461 .461 .461 .461 .461 .461 .461 .461 .461
0.2 .422 .422 .422 .422 .422 .422 .422 .422 .422 .422 .422 .422
0.3 .384 .384 .384 .384 .384 .384 .384 .384 .384 .383 .383 .383
0.4 .348 .347 .347 .347 .347 .347 .347 .347 .347 .347 .346 .346
0.5 .313 .312 .312 .312 .312 .312 .311 .311 .311 .311 .311 .311
0.6 .279 .279 .279 .278 .278 .278 .278 .278 .278 .277 .277 .277
0.7 .248 .247 .247 .247 .247 .246 .246 .246 .246 .246 .245 .245
0.8 .219 .218 .218 .218 .217 .217 .217 .217 .216 .216 .216 .216
0.9 .192 .191 .191 .191 .190 .190 .190 .189 .189 .189 .189 .189
1.0 .168 .167 .167 .166 .166 .165 .165 .165 .164 .164 .164 .164
1.1 .146 .144 .144 .144 .143 .143 .143 .142 .142 .142 .141 .141
1.2 .126 .124 .124 .124 .123 .123 .122 .122 .122 .121 .121 .121
1.3 .108 .107 .107 .106 .105 .105 .105 .104 .104 .104 .103 .103
1.4 .092 .091 .091 .090 .090 .089 .089 .089 .088 .088 .087 .087
1.5 .079 .077 .077 .077 .076 .075 .075 .075 .074 .074 .074 .073
1.6 .067 .065 .065 .065 .064 .064 .063 .063 .062 .062 .062 .061
1.7 .056 .055 .055 .054 .054 .053 .053 .052 .052 .052 .051 .051
1.8 .048 .046 .046 .045 .045 .044 .044 .043 .043 .043 .042 .042
1.9 .040 .038 .038 .038 .037 .037 .036 .036 .036 .035 .035 .035
2.0 .033 .032 .032 .031 .031 .030 .030 .030 .029 .029 .029 .028
2.1 .028 .027 .027 .026 .025 .025 .025 .024 .024 .024 .023 .023
2.2 .023 .022 .022 .021 .021 .021 .020 .020 .020 .019 .019 .019
2.3 .019 .018 .018 .018 .017 .017 .016 .016 .016 .016 .015 .015
2.4 .016 .015 .015 .014 .014 .014 .013 .013 .013 .013 .012 .012
2.5 .013 .012 .012 .012 .011 .011 .011 .011 .010 .010 .010 .010
2.6 .011 .010 .010 .010 .009 .009 .009 .009 .008 .008 .008 .008
2.7 .009 .008 .008 .008 .008 .007 .007 .007 .007 .007 .006 .006
2.8 .008 .007 .007 .006 .006 .006 .006 .006 .005 .005 .005 .005
2.9 .006 .005 .005 .005 .005 .005 .005 .004 .004 .004 .004 .004
3.0 .005 .004 .004 .004 .004 .004 .004 .004 .003 .003 .003 .003
3.1 .004 .004 .004 .003 .003 .003 .003 .003 .003 .003 .003 .002
3.2 .003 .003 .003 .003 .003 .002 .002 .002 .002 .002 .002 .002
3.3 .003 .002 .002 .002 .002 .002 .002 .002 .002 .002 .002 .001
3.4 .002 .002 .002 .002 .002 .002 .002 .001 .001 .001 .001 .001
3.5 .002 .002 .002 .001 .001 .001 .001 .001 .001 .001 .001 .001
3.6 .002 .001 .001 .001 .001 .001 .001 .001 .001 .001 .001 .001
3.7 .001 .001 .001 .001 .001 .001 .001 .001 .001 .001 .001 .001
3.8 .001 .001 .001 .001 .001 .001 .001 .001 .001 .000 .000 .000
3.9 .001 .001 .001 .001 .001 .001 .000 .000 .000 .000 .000 .000
4.0 .001 .001 .001 .001 .000 .000 .000 .000 .000 .000 .000 .000
t 25 26 27 28 29 30 35 40 60 120 1(¼ z)
0.0 .500 .500 .500 .500 .500 .500 .500 .500 .500 .500 .500
0.1 .461 .461 .461 .461 .461 .461 .460 .460 .460 .460 .460
0.2 .422 .422 .421 .421 .421 .421 .421 .421 .421 .421 .421
0.3 .383 .383 .383 .383 .383 .383 .383 .383 .383 .382 .382
0.4 .346 .346 .346 .346 .346 .346 .346 .346 .345 .345 .345
0.5 .311 .311 .311 .310 .310 .310 .310 .310 .309 .309 .309
0.6 .277 .277 .277 .277 .277 .277 .276 .276 .275 .275 .274
0.7 .245 .245 .245 .245 .245 .245 .244 .244 .243 .243 .242
0.8 .216 .215 .215 .215 .215 .215 .215 .214 .213 .213 .212
0.9 .188 .188 .188 .188 .188 .188 .187 .187 .186 .185 .184
1.0 .163 .163 .163 .163 .163 .163 .162 .162 .161 .160 .159
1.1 .141 .141 .141 .140 .140 .140 .139 .139 .138 .137 .136
1.2 .121 .120 .120 .120 .120 .120 .119 .119 .117 .116 .115
1.3 .103 .103 .102 .102 .102 .102 .101 .101 .099 .098 .097
1.4 .087 .087 .086 .086 .086 .086 .085 .085 .083 .082 .081
1.5 .073 .073 .073 .072 .072 .072 .071 .071 .069 .068 .067
1.6 .061 .061 .061 .060 .060 .060 .059 .059 .057 .056 .055
1.7 .051 .051 .050 .050 .050 .050 .049 .048 .047 .046 .045
1.8 .042 .042 .042 .041 .041 .041 .040 .040 .038 .037 .036
1.9 .035 .034 .034 .034 .034 .034 .033 .032 .031 .030 .029
2.0 .028 .028 .028 .028 .027 .027 .027 .026 .025 .024 .023
2.1 .023 .023 .023 .022 .022 .022 .022 .021 .020 .019 .018
2.2 .019 .018 .018 .018 .018 .018 .017 .017 .016 .015 .014
2.3 .015 .015 .015 .015 .014 .014 .014 .013 .012 .012 .011
2.4 .012 .012 .012 .012 .012 .011 .011 .011 .010 .009 .008
2.5 .010 .010 .009 .009 .009 .009 .009 .008 .008 .007 .006
2.6 .008 .008 .007 .007 .007 .007 .007 .007 .006 .005 .005
2.7 .006 .006 .006 .006 .006 .006 .005 .005 .004 .004 .003
2.8 .005 .005 .005 .005 .005 .004 .004 .004 .003 .003 .003
2.9 .004 .004 .004 .004 .004 .003 .003 .003 .003 .002 .002
3.0 .003 .003 .003 .003 .003 .003 .002 .002 .002 .002 .001
3.1 .002 .002 .002 .002 .002 .002 .002 .002 .001 .001 .001
3.2 .002 .002 .002 .002 .002 .002 .001 .001 .001 .001 .001
3.3 .001 .001 .001 .001 .001 .001 .001 .001 .001 .001 .000
3.4 .001 .001 .001 .001 .001 .001 .001 .001 .001 .000 .000
3.5 .001 .001 .001 .001 .001 .001 .001 .001 .000 .000 .000
3.6 .001 .001 .001 .001 .001 .001 .000 .000 .000 .000 .000
3.7 .001 .001 .000 .000 .000 .000 .000 .000 .000 .000 .000
3.8 .000 .000 .000 .000 .000 .000 .000 .000 .000 .000 .000
3.9 .000 .000 .000 .000 .000 .000 .000 .000 .000 .000 .000
4.0 .000 .000 .000 .000 .000 .000 .000 .000 .000 .000 .000
Appendix B: Background Mathematics
B.1 Trigonometric Identities
cos ða þ bÞ ¼ cos ðaÞ cos ðbÞ sin ðaÞ sin ðbÞ

cos ða bÞ ¼ cos ðaÞ cos ðbÞ þ sin ðaÞ sin ðbÞ
sin ða þ bÞ ¼ sin ðaÞ cos ðbÞ þ cos ðaÞ sin ðbÞ
sin ða bÞ ¼ sin ðaÞ cos ðbÞ cos ðaÞ sin ðbÞ
cos ðaÞ cos ðbÞ ¼ ½½ cos ða þ bÞ þ cos ða bÞ
sin ðaÞ sin ðbÞ ¼ ½½ cos ða bÞ cos ða þ bÞ
B.2 Special Engineering Functions

1 x0
uðxÞ ¼ 1
0 x<0
x
0

1 x 0:5
rectðxÞ ¼
0 x > 0:5 1
x
−1 −0.5 0 0.5 1
(continued)

610 Appendix B: Background Mathematics

1 x x 1

triðxÞ ¼ x > 1 1
0
x
−1 0 1
8
< sin ðπxÞ x 6¼ 0
sincðxÞ ¼ πx 1
:
1 x¼0
x
−3 −2 −1 0 1 2 3
B.3 o(h) Notation
The symbol o(h) denotes any function of h which has the property that
oð hÞ
lim ¼0
h!0 h
Informally, this property says that the value of the function approaches 0 even faster than
h approaches 0.
For example, consider the function f(h) ¼ h3. Then f(h)/h ¼ h2, which does indeed approach 0 as
pffiffiffi pffiffiffi
h ! 0. On the other hand, f ðhÞ ¼ h does not have the o(h) property, since f ðhÞ=h ¼ 1= h, which
approaches 1 as h ! 0+. Likewise, sin(h) does not have the o(h) property: from calculus, sin(h)/
h ! 1 as h ! 0.
Note that the sum or difference of two functions that have this property also has this property:
o(h) o(h) ¼ o(h). The two o(h) functions need not be the same as long as they both have the
property. Similarly, the product of two such functions also has this property: o(h) o(h) ¼ o(h).
B.4 The Delta Function
The Dirac delta function, δ(x), also called an impulse or impulse function, is such that δ(x) ¼ 0 for
x 6¼ 0 and
ð1
δðxÞdx ¼ 1
1
More generally, an impulse at location x0 with intensity a is a δ(x x0). An impulse is often
graphed as an arrow, with the intensity listed in parentheses, as in the accompanying figure. The
height of the arrow is meaningless; in fact, the “height” of an impulse is +1.
Appendix B: Background Mathematics 611
(a)
x
x0
Properties of the delta function:

ð1 ð1
Basic integral:
δðxÞdx ¼ 1, so aδðx x0 Þdx ¼ a
ð1
x
1
Antiderivative:
δðtÞdt ¼ uðxÞ
1
Rescaling: δðcxÞ ¼ δjðcxjÞ for c 6¼ 0
ð1
Sifting:
gðxÞδðx x0 Þdx ¼ gðx0 Þ
1
Convolution: g(x) ★ δ(x x0) ¼ g(x x0)
B.5 Fourier Transforms
The Fourier transform of a function g(t), denoted F fgðtÞg or G( f ), is defined by

ð1
Gðf Þ ¼ F fgðtÞg ¼ gðtÞej2πft dt
1
pffiffiffiffiffiffiffi
where j ¼ 1. The Fourier transform of g(t) exists provided that the integral of g(t) is absolutely
ð1

convergent; i.e., gðtÞdt < 1.
1
The inverse Fourier transform of a function G( f ), denoted F 1 fGðf Þg or g(t), is defined by
ð1
gðtÞ ¼ F 1 fGðf Þg ¼ Gðf Þeþj2πft df
1
Properties of Fourier transforms:
Linearity: F fa1 g1 ðtÞ þ a2 g2 ðtÞg ¼ a1 G1 ðf Þ þ a2 G2 ðf Þ

Rescaling: 1 f
F fgðatÞg ¼ G
j aj a
Duality: F fgðtÞg ¼ Gðf Þ ) F fGðtÞg ¼ gðf Þ
Time shift: F fgðt t0 Þg ¼ Gðf Þej2πf t0

Frequency shift: F gðtÞej2πf 0 t ¼ Gðf f 0 Þ
Time convolution: F fg1 ðtÞ★g2 ðtÞg ¼ G1 ðf ÞG2 ðf Þ
Frequency convolution: F fg1 ðtÞg2 ðtÞg ¼ G1 ðf Þ★G2 ðf Þ
612 Appendix B: Background Mathematics
Fourier transform pairs:
g(t) G( f )
1 δ( f )
u(t) 1 1
δð f Þ þ
2 j2πf
cos(2πf0t) 1
½δðf f 0 Þ þ δðf þ f 0 Þ
2
sin(2πf0t) 1
½δðf f 0 Þ δðf þ f 0 Þ
2j
tkeatu(t), a > 0, k ¼ 0, 1, 2, . . . k!
ða þ j2πf Þkþ1
a|t|
e , a>0 2a
a2 þ ð2πf Þ2
pffiffiffi π2 f 2
et
2
πe
rect(t) sinc( f )
tri(t) sinc2( f )
B.6 Discrete-Time Fourier Transforms
The discrete-time Fourier transform (DTFT) of a function g[n] is defined by

X
1
G ð FÞ ¼ g½nej2πFn
n¼1
X
1
The DTFT of g[n] exists provided that g[n] is absolutely summable; i.e., jg½nj < 1.
n¼1
The inverse DTFT of a function G(F) is defined by
ð 1=2
g½ n ¼ GðFÞeþj2πFn dF
1=2
Properties of DTFTs: (an arrow indicates application of the DTFT)
Periodicity: G(F + m) ¼ G(F) for all integers m; i.e., G(F) has period 1
Linearity: a1g1[n] + a2g2[n] ! a1G1(F) + a2G2(F)
Time shift: g½n n0 ! GðFÞej2πFn0
Frequency shift: g½nej2πF0 n ! GðF F0 Þ
Time convolution: g1[n] ★ g2[n] ! G1(F)G2(F)
Frequency convolution: ð 1=2
g1 ½ng2 ½n ! G1 ðϕÞG2 ðF ϕÞdϕ (periodic convolution of G1 and G2)
1=2
Appendix B: Background Mathematics 613
DTFT pairs:
g[n] G(F)
1 δ(F)
δ[n] 1
u[n] 1 1
δðFÞ þ
2 1 ej2πF
cos(2πF0n) 1
½δðF F0 Þ þ δðF þ F0 Þ
2
sin(2πF0n) 1
½δðF F0 Þ δðF þ F0 Þ
2j
α|n|, |α| < 1 1 α2
1 þ α 2α cos ð2πFÞ
2
αnu[n], |α| < 1 1

1 αej2πF
Appendix C: Important Probability
Distributions
C.1 Discrete Distributions
For discrete distributions, the specified pmf and cdf are valid on the range of the random variable. The
cdf and mgf are only provided when simple expressions exist for those functions.
Binomial (n, p) X ~ Bin(n, p)

range: {0, 1, . . ., n}
parameters: n, n ¼ 0, 1, 2, . . . (number of trials)
p, 0 < p < 1 (success probability)

pmf: n x
bðx; n; pÞ ¼ p ð1 pÞnx
x
cdf: B(x; n, p) (see Table A.1)
mean: np
variance: np(1 p)
mgf: (1 p + pet)n
Note: The n ¼ 1 case is called a Bernoulli distribution.
Geometric (p)
range: {1, 2, 3, . . .}
parameter: p, 0 < p < 1 (success probability)
pmf: p(1 p)x1
cdf: 1 (1 p)x
mean: 1
p
variance: 1p
p2
mgf: pet
1 ð1 pÞet
Note: Other sources defined a geometric rv to be the number of failures preceding the first success
in independent and identical trials. See Sect. 2.6 for details.

616 Appendix C: Important Probability Distributions
Hypergeometric X ~ Hyp(n, M, N)
(n, M, N)
range: {max(0, n N + M), . . ., min(n, M )}
parameters: n, n ¼ 0, 1, . . ., N (number of trials)
M, M ¼ 0, 1, . . ., N (population number of
successes)
N, N ¼ 1, 2, 3, . . . (population size)

M NM
x n x
pmf: hðx; n; M; N Þ ¼
N
n
cdf: H(x; n, M, N)
mean: M
n
N
variance: M M Nn
n 1
N N N1
a
Note: With the understanding that ¼ 0 for a < b, the range of the hypergeometric distribu-
b
tion can be simplified to {0, . . ., n}.
Negative Binomial (r, p) X ~ NB(r, p)

range: {r, r + 1, r + 2, . . .}
parameters: r, r ¼ 1, 2, . . . (desired number of successes)
p, 0 < p < 1 (success probability)

pmf: x1 r
nbðx; n; pÞ ¼ p ð1 pÞxr
r1
mean: r
p
variance: r ð 1 pÞ
p2
r
mgf: pet
1 ð1 pÞe t
Notes: The r ¼ 1 case corresponds to the geometric distribution.

Other sources defined a negative binomial rv to be the number of failures preceding the rth success
in independent and identical trials. See Sect. 2.6 for details.
Poisson (μ)
range: {0, 1, 2, . . .}
parameter: μ, μ > 0 (expected number of events)
pmf: eμ μx
pðx; μÞ ¼
x!
cdf: P(x; μ) (see Table A.2)
mean: μ
variance: μ
eμðe 1Þ
t
mgf:
Appendix C: Important Probability Distributions 617
C.2 Continuous Distributions
For continuous distributions, the specified pdf and cdf are valid on the range of the random variable.
The cdf and mgf are only provided when simple expressions exist for those functions.
Beta (α, β, A, B)
range: [A, B]
parameters: α, α > 0 (first shape parameter)
β, β > 0 (second shape parameter)
A, 1 < A < B (lower bound)
B, A < B < 1 (upper bound)

pdf: 1 Γðα þ βÞ x A α1 B x β1

B A ΓðαÞ ΓðβÞ B A BA
mean: α
A þ ð B AÞ
αþβ
variance: ðB AÞ2 αβ
ðα þ βÞ2 ðα þ β þ 1Þ
Notes: The A ¼ 0, B ¼ 1 case is called the standard beta distribution.
The α ¼ 1, β ¼ 1 case in the uniform distribution.
Exponential (λ)
range: (0, 1)
parameter: λ, λ > 0 (rate parameter)
pdf: λeλx
cdf: 1 eλx
mean: 1
λ
variance: 1
λ2
mgf: λ
t<λ
λt
Note: A second parameter γ, called a threshold parameter, can be introduced to shift the density
curve away from x ¼ 0. In that case, X γ has an exponential distribution.
Gamma (α, β)
range: (0, 1)
parameters: α, α > 0 (shape parameter)
β, β > 0 (scale parameter)
pdf: 1
xα1 ex=β
ΓðαÞβα

cdf: x
G ; α (see Table A.4)
β
mean: αβ
variance: αβ2
α
mgf: 1
t < 1/β
1 βt
Notes: The α ¼ 1, β ¼ 1/λ case corresponds to the exponential distribution.
The β ¼ 1 case is called the standard gamma distribution.
The α ¼ n (an integer), β ¼ 1/λ case is called the Erlang distribution.
A third parameter γ, called a threshold parameter, can be introduced to shift the density curve
away from x ¼ 0. In that case, X γ has the two-parameter gamma distribution described above.
618 Appendix C: Important Probability Distributions
Lognormal (μ, σ)
range: (0, 1)
parameters: μ, 1 < μ < 1 (first shape parameter)
σ, σ > 0 (second shape parameter)
1
pffiffiffiffiffi e½ln ðxÞμ =ð2σ Þ
pdf: 2 2
2πσx

cdf: ln ðxÞ μ
Φ
σ
eμþσ =2
2
mean:
2
variance: e 2μþσ 2
eσ 1
Note: A third parameter γ, called a threshold parameter, can be introduced to shift the density
curve away from x ¼ 0. In that case, X γ has the two-parameter lognormal distribution described
above.
Normal (μ, σ) [or Gaussian (μ, σ)] X ~ N(μ, σ)

range: (1, 1)
parameters: μ, 1 < μ < 1 (mean)
σ, σ > 0 (standard deviation)
1
pffiffiffiffiffi eðxμÞ =ð2σ Þ
2 2
pdf:
σ 2π
x μ
cdf: Φ (see Table A.3)

σ
mean: μ
variance: σ2
eμtþσ t =2
2 2
mgf:
Note: The μ ¼ 0, σ ¼ 1 case is called the standard normal or z distribution.
Uniform (A, B) X ~ Unif[A, B]

range: [A, B]
parameters: A, 1 < A < B (lower bound)
B, A < B < 1 (upper bound)
pdf: 1
BA
cdf: xA
BA
mean: AþB
2
variance: ðB AÞ2
12
mgf: eBt eAt
t 6¼ 0
ðB AÞt
Note: The A ¼ 0, B ¼ 1 case is called the standard uniform distribution.
Weibull (α, β)
range: (0, 1)
parameters: α, α > 0 (shape parameter)
β, β > 0 (scale parameter)
pdf: α α1 ðx=βÞα
x e
βα
α
cdf: 1 eðx=βÞ
(continued)
Appendix C: Important Probability Distributions 619

mean: 1
βΓ 1þ
α
( )
variance: 2 1 2
β Γ 1þ
2
Γ 1þ
α α
Note: A third parameter γ, called a threshold parameter, can be introduced to shift the density
curve away from x ¼ 0. In that case, X γ has the two-parameter Weibull distribution described
above.
C.3 Matlab and R Commands
Table C.1 indicates the template for Matlab and R commands related to the “named” probability
distributions. In Table C.1,
x ¼ input to the pmf, pdf, or cdf

p ¼ left-tail probability (e.g., p ¼ .5 for the median, or .9 for the 90th percentile)
N ¼ simulation size; i.e., the length of the vector of random numbers
pars ¼ the set of parameters, in the order prescribed
name ¼ a text string specifying the particular distribution
Table C.2 catalogs the names and parameters for a variety of distributions.
Table C.1 Matlab and R syntax for probability distribution commands

Matlab R
pmf/pdf namepdf(x,pars) dname(x,pars)
cdf namecdf(x,pars) pname(x,pars)
Quantile nameinv(p,pars) qname(p,pars)
Random #s namernd(pars,N,1) rname(N,pars)
Table C.2 Names and parameter sets for major distributions in Matlab and R
Matlab R
Distribution name pars name pars
Binomial bino n, p binom n, p
Geometrica geo p geom p
Hypergeometric hyge N, M, n hyper M, N M, n
Negative binomiala nbin r, p nbinom r, p
Poisson poiss μ pois μ
Betab beta α, β beta α, β
Exponential exp 1/λ exp λ
Gamma gam α, β gamma α, 1/β
Lognormal logn μ, σ lnorm μ, σ
Normal norm μ, σ norm μ, σ
Uniform unif A, B unif A, B
Weibull wbl β, α weibull α, β
a
The geometric and negative binomial commands in Matlab and R assume that the random variable counts only failures,
and not the total number of trials. See Sect. 2.6 or the software documentation for details.
b
The beta distribution commands in Matlab and R assume a standard beta distribution; i.e., with A ¼ 0 and B ¼ 1.
Answers to Odd-Numbered Exercises
Chapter 1
1. (a) A \ B0 (b) A [ B (c) (A \ B0 ) [ (B \ A0 )

3. (a) S ¼ {1324, 1342, 1423, 2314, 2341, 2413, 2431, 3124, 3142, 4123, 4132, 3214, 3241, 4213, 4231}
(b) A ¼ {1324, 1342, 1423, 1432}
(c) B ¼ {2314, 2341, 2413, 2431, 3214, 3241, 4213, 4231}
(d) A [ B ¼ {1324, 1342, 1423, 1432, 2314, 2341, 2413, 2431, 3214, 3241, 4213, 4231}
A\B¼Ø
A0 ¼ {2314, 2341, 2413, 2431, 3124, 3142, 4123, 4132, 3214, 3241, 4213, 4231}
5. (a) A ¼ {SSF, SFS, FSS}
(b) B ¼ {SSS, SSF, SFS, SSS}
(c) C ¼ {SSS, SSF, SFS}
(d) C0 ¼ {SFF, FSS, FSF, FFS, FFF}
A [ C ¼ {SSS, SSF, SFS, FSS}
A \ C ¼ {SSF, SFS}
B [ C ¼ {SSS, SSF, SFS, FSS}
B \ C ¼ {SSS, SSF, SFS}
7. (a) {111, 112, 113, 121, 122, 123, 131, 132, 133, 211, 212, 213, 221, 222, 223, 231, 232, 233, 311, 312, 313,
321, 322, 323, 331, 332, 333}
(b) {111, 222, 333}
(c) {123, 132, 213, 231, 312, 321}
(d) {111, 113, 131, 133, 311, 313, 331, 333}
9. (a) S ¼ {BBBAAAA, BBABAAA, BBAABAA, BBAAABA, BBAAAAB, BABBAAA, BABABAA, BABAABA,
BABAAAB, BAABBAA, BAABABA, BAABAAB, BAAABBA, BAAABAB, BAAAABB, ABBBAAA, ABBABAA,
ABBAABA, ABBAAAB, ABABBAA, ABABABA, ABABAAB, ABAABBA, ABAABAB, ABAAABB, AABBBAA,
AABBABA, AABBAAB, AABABBA, AABABAB, AABAABB, AAABBBA, AAABBAB, AAABABB, AAAABBB}
(b) {AAAABBB, AAABABB, AAABBAB, AABAABB, AABABAB}
13. (a) .07 (b) .30 (c) .57
15. (a) They are awarded at least one of the first two projects, .36
(b) They are awarded neither of the first two projects, .64
(c) They are awarded at least one of the projects, .53
(d) They are awarded none of the projects, .47
(e) They are awarded only the third project, .17
(f) Either they fail to get the first two or they are awarded the third, .75
17. (a) .572 (b) .879
(continued)

622 Answers to Odd-Numbered Exercises
19. (a) SAS and SPSS are not the only packages
(b) .7 (c) .8 (d) .2
21. (a) .8841 (b) .0435
23. (a) .10 (b) .18, .19 (c) .41 (d) .59 (e) .31 (f) .69
25. (a) 1/15 (b) 6/15 (c) 14/15 (d) 8/15
27. (a) .85 (b) .15 (c) .22 (d) .35
29. (a) 1/9 (b) 8/9 (c) 2/9
31. (a) 10,000 (b) .9876 (c) .03 (d) .0337
33. (a) 336 (b) 593,775 (c) 83,160 (d) .140 (e) .002
35. (a) 240 (b) 12 (c) 108 (d) 132 (e) .55, .413
37. (a) .0775 (b) .0082
39. (a) 8008 (b) 3300 (c) 5236 (d) .4121, .6538
41. .2
43. (a) .2967 (b) .0747 (c) .2637 (d) .042
45. (a) 369,600 (b) .00006494
47. (a) 1/15 (b) 1/3 (c) 2/3
51. P(A|B) > P(B|A)
53. (a) .50 (b) .0833 (c) .3571 (d) .8333
55. (a) .05 (b) .12 (c) .56, .44 (d) .49, .25 (e) .533 (f) .444, .556
57. .04
59. (a) .50 (b) .0455 (c) .682 (d) .0189
65. (a) 3/4 (b) 2/3
67. (a) .067 (b) .509
71. (a) .765 (b) .235
73. .087, .652, .261
75. .00329
77. .4657 for airline #1, .2877 for airline #2, .2466 for airline #3
81. A2 and A3 are independent
83. .1936, .3816
85. .1052
87. .99999969, .226
89. .9981
91. (a) Yes (b) No
93. (a) .343 (b) .657 (c) .189 (d) .216 (e) .3525
95. (a) P(A) ¼ P(B) ¼ .02, P(A \ B) ¼ .039984, A and B are not independent
(b) .04, very little difference
(c) P(A \ B) ¼ .0222, not close; P(A \ B) is close to P(A)P(B) when the sample size is very small relative to
the population size
97. (a) Route #1 (b) .216
99. (a) 1 (1 1/N )n
(b) n ¼ 3: .4212, 1/2; n ¼ 6: .6651, 1; n ¼ 10: .8385, 10/6; the answers are not close
(c) .1052, 1/9 ¼ .1111; much closer
101. (a) Exact answer ¼ .46 (b) se .005
103. .8186 (answers will vary)
105. .39, .88 (answers will vary)
111. (b) .37 (answers will vary) (c) 176,000,000 (answers will vary; exact ¼ 176,214,841)
113. (a) .20 (b) .56 (answers will vary)
115. (a) .5177 (b) .4914 (answers will vary)
(continued)
Answers to Odd-Numbered Exercises 623

119. ^ ðAÞ (numerical answers will vary)
(b) π 4 P
121. (a) 1140 (b) 969 (c) 1020 (d) .85
123. (a) .0762 (b) .143
125. (a) .512 (b) .608 (c) .7835
127. .1074
129. (a) 1014 (b) 7.3719 109
131. (a) .974 (b) .9754
133. .926
135. (a) .018 (b) .601
137. .156
139. (a) .0625 (b) .15625 (c) .34375 (d) .014
141. (a) .12, .88 (b) .18, .38
143. 1/4 ¼ P(A1 \ A2 \ A3) 6¼ P(A1) P(A2) P(A3) ¼ 1/8
145. (a) a0 ¼ 0, a5 ¼ 1 (b) a2 ¼ (1/2)a1 + (1/2)a3 (c) ai ¼ i/5 for i ¼ 0, 1, 2, 3, 4, 5
149. (a) .6923 (b) .52
Chapter 2
1. x ¼ 0 for FFF; x ¼ 1 for SFF, FSF, and FFS; x ¼ 2 for SSF, SFS, and FSS; x ¼ 3 for SSS
3. Z ¼ average of the two numbers, with possible values 2/2, 3/2, . . ., 12/2; W ¼ absolute value of the
difference, with possible values 0, 1, 2, 3, 4, 5
5. No. In Example 2.4, let Y ¼ 1 if at most three batteries are examined and let Y ¼ 0 otherwise. Then Y has
only two values
7. (a) {0, 1, 2. . ., 12}; discrete (c) {1, 2, 3, . . .}; discrete (e) {0, c, 2c, . . ., 10000c} where c is the royalty per
book; discrete (g) {x: m x M} where m and M are the minimum and maximum possible tension;
continuous
9. (a) {2, 4, 6, 8, . . .}, that is, {2(1), 2(2), 2(3), 2(4), . . .}, an infinite sequence; discrete
11. (a) .10 (c) .45, .25
13. (a) .70 (b) .45 (c) .55 (d) .71 (e) .65 (f) .45
15. (a) (1,2), (1,3), (1,4), (1,5), (2,3), (2,4), (2,5), (3,4), (3,5), (4,5) (b) p(0) ¼ .3, p(1) ¼ .6, p(2) ¼ .1
(c) F(x) ¼ 0 for x < 0, ¼ .3 for 0 x < 1, ¼ .9 for 1 x < 2, and ¼ 1 for x 2
17. (a) .81 (b) .162 (c) it is A; AUUUA, UAUUA, UUAUA, UUUAA; .00324
19. p(0) ¼ .09, p(1) ¼ .40, p(2) ¼ .32, p(3) ¼ .19
21. (b) p(x) ¼ .301, .176, .125, .097, .079, .067, .058, .051, .046 for x ¼ 1, 2, . . ., 9
(c) F(x) ¼ 0 for x < 1, ¼ .301 for 1 x < 2, ¼ .477 for 2 x < 3, . . ., ¼ .954 for 8 x < 9, and ¼ 1
for x 9
(d) .602, .301
23. (a) .20 (b) .33 (c) .78 (d) .53
25. (a) p( y) ¼ (1 p)y p for y ¼ 0, 1, 2, 3, . . .
27. (a) 1234, 1243, 1324, . . ., 4321
(b) p(0) ¼ 9/24, p(1) ¼ 8/24, p(2) ¼ 6/24, p(3) ¼ 0, p(4) ¼ 1/24
29. (a) 6.45 GB (b) 15.6475 (c) 3.96 GB (d) 15.6475
31. 4.49, 2.12, .68
33. (a) p (b) p(1 p) (c) p
35. E[h3(X)] ¼ $4.93, E[h4(X)] ¼ $5.33, so 4 copies is better
37. E(X) ¼ (n + 1)/2, E(X2) ¼ (n + 1)(2n + 1)/6, Var(X) ¼ (n2 1)/12
39. (b) .61 (c) .47 (d) $2598 (e) $4064
(continued)
41. (a) μ ¼ $2/38 for both methods (c) single number: σ ¼ $5.76; square: σ ¼ $2.76
45. E(X c) ¼ E(X) c, E(X μ) ¼ 0
47. (a) .25, .11, .06, .04, .01 (b) μ ¼ 2.64, σ ¼ 1.54; for k ¼ 2, the probability is .04, and the bound of .25 is
much too conservative; for k ¼ 3, 4, 5, 10, the probability is 0, and the bounds are again conservative
(c) μ ¼ $0, σ ¼ $d, 0 (d) 1/9, same as the Chebyshev bound (e) there are many, e.g., p(1) ¼ p(1) ¼ .02
and p(0) ¼ .96
49. (a) Yes, n ¼ 10, p ¼ 1/6 (b) Yes, n ¼ 40, p ¼ 1/4 (c) No (d) No (e) No (f) Yes, assuming the population is
very large; n ¼ 15, p ¼ P(a randomly selected apple weighs > 150 g)
51. (a) .515 (b) .218 (c) .011 (d) .480 (e) .965 (f) .000 (g) .595
53. (a) .354 (b) .115 (c) .918
55. (a) 5 (b) 1.94 (c) .017
57. (a) .403 (b) .787 (c) .774
59. .1478
61. .407, independence
63. (a) .010368 (c) the probability decreases, to .001970 (d) 1500, 259.2
65. (a) .017 (b) .811, .425 (c) .006, .902, .586
67. When p ¼ .9, the probability is .99 for A and .9963 for B. If p ¼ .5, the probabilities are .75 and .6875,
respectively
69. (a) 20, 16 (b) 70, 21
71. (a) p ¼ 0 or 1 (b) p ¼ .5
73. P(|X μ| 2σ) ¼ .042 when p ¼ .5 and ¼ .065 when p ¼ .75, compared to the upper bound of .25.
Using k ¼ 3 in place of k ¼ 2, these probabilities are .002 and .004, respectively, whereas the upper bound
is .11
75. (a) .932 (b) .065 (c) .068 (d) .492 (e) .251
77. (a) .011 (b) .441 (c) .554, .459 (d) .945
79. Poisson(5) (a) .492 (b) .133
81. .271, .857
83. (a) 2.9565, .948 (b) .726
85. (a) .122, .809, .283 (b) 12, 3.464 (c) .530, .011
87. (a) .221 (b) 6,800,000 (c) p(x; 20.106)
89. (a) 1/(1 eθ) (b) θ ¼ 2; .981 (c) 1.26
91. (a) .114 (b) .879 (c) .121 (d) Use the binomial distribution with n ¼ 15, p ¼ .10
93. (a) h(x; 15, 10, 20) for x ¼ 5, . . ., 10 (b) .0325 (c) .697
95. (a) h(x; 10, 10, 20) (b) .033 (c) h(x; n, n, 2n)
97. (a) .2817 (b) .7513 (c) .4912, .9123
99. (a) nb(x; 2, .5) (b) .188 (c) .688 (d) 2, 4
101. nb(x; 6, .5), 6
103. nb(x; 5, 6/36), 30, 12.2
105. (a) 160, 21.9 (b) .6756
107. (a) .01e9t+.05e10t+.16e11t+.78e12t (b) E(X) ¼ 11.71, SD(X) ¼ 0.605
pffiffiffi
109. MX(t) ¼ et/(2 et), E(X) ¼ 2, SDðXÞ ¼ 2
111. Skewness ¼ 2.20 (Ex. 107), +0.54 (Ex. 108), +2.12 (Ex. 109), 0 (Ex. 110)
113. E(X) ¼ 0, Var(X) ¼ 2
115. p( y) ¼ (.25)y1(.75) for y ¼ 1, 2, 3, . . .
MY ðtÞ ¼ et =2 , E(Y ) ¼ 0, Var(Y ) ¼ 1
2
117.
121. E(X) ¼ 5, Var(X) ¼ 4
123. Mn X(t) ¼ ( p + (1 p)et)n
125. MY(t) ¼ pr[1 (1 p)et] r, E(Y ) ¼ r(1 p)/p; Var(Y ) ¼ r(1 p)/p2
129. mean 0.5968, sd 0.8548 (answers will vary)
(continued)

133. (a) μ 13.5888, σ 2.9381 (b) .1562 (answers will vary)
135. mean 3.4152, variance 5.97 (answers will vary)
137. (b) 142 tickets
139. (a) .2291 (b) $8696 (c) $7811 (d) .2342, $7,767, $7,571 (answers will vary)
141. (b) probability .9196, confidence interval ¼ (.9143, .9249) (answers will vary)
143. (b) 3.114, .405, .636
145. (a) b(x; 15, .75) (b) .686 (c) .313 (d) 11.25, 2.81 (e) .310
147. (a) .013 (b) 19 (c) .266 (d) Poisson with μ ¼ 500
149. (a) p(x; 2.5) (b) .067 (c) .109
151. 1.813, 3.05
153. p(2) ¼ p2, p(3) ¼ (1 p)p2, p(4) ¼ (1 p)p2, p(x) ¼ [1 p(2) . . . p(x 3)](1 p)p2 for x ¼ 5,
6, 7, . . .; .99950841
155. (a) .0029 (b) .0767, .9702
P1
157. (a) .135 (b) .00144 (c) x¼0 [p(x; 2)]5
159. 3.590
161. (a) No (b) .0273
163. (b) .5 μ1 + .5 μ2 (c) .25(μ1 μ2)2 + .5(μ1 + μ2) (d) .6 and .4 replace .5 and .5, respectively
165. μ ¼ .5
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
167. 500p + 750, 100 pð1 pÞ
169. (a) 2.50 (b) 3.1
Chapter 3
1. (b) .4625; the same (c) .5, .278125

3. (b) .5 (c) .6875 (d) .6328
5. (a) k ¼ 3/8 (b) .125 (c) .296875 (d) .578125
7. (a) f(x) ¼ 1/4.05 for .20 x 4.25 (b) .3086 (c) .4938 (d) 1/4.05
9. (a) .562 (b) .438, .438 (c) .071
11. (a) .25 (b) .1875 (c) .4375 (d) 1.414 h (e) f(x) ¼ x/2 for 0 x < 2
13. (a) k ¼ 3 (b) F(x) ¼ 1 1/x3 for x 1 and ¼ 0 otherwise (c) .125, .088
15. (a) F(x) ¼ x3/8 for 0 x 2, ¼ 0 for x < 0, ¼ 1 for x > 2 (b) .015625 (c) .0137, .0137 (d) 1.817 min
17. (a) .597 (b) .369 (c) f(x) ¼ [ln(4) ln(x)]/4 for 0 < x < 4
19. (a) 1.333 h (b) .471 h (c) $2
21. (a) .8182 ft3 (b) .3137
23. (a) A + (B A)p (b) (A + B)/2 (c) (Bn+1 An+1)/[(n + 1)(B A)]
25. 314.79 m2
27. 248
F, 3.6
F
29. 1/4 min, 1/4 min
31. (c) μR v/20, σ R v/800 (d) ~100π (e) ~80π2
33. g(x) ¼ 10x 5, MY(t) ¼ (e5t e5t)/10t, Y ~ Unif[5, 5]
35. (a) MX(t) ¼ .15e.5t/(.15 t), μ ¼ 7.167, variance ¼ 44.444 (b) .15/(.15 t), μ ¼ 6.67,
variance ¼ 44.444 (c) MY(t) ¼ .15/(.15 t)
39. (a) .4850 (b) .3413 (c) .4938 (d) .9876 (e) .9147 (f) .9599 (g) .9104 (h) .0791 (i) .0668 (j) .9876
41. (a) 1.34 (b) 1.34 (c) .675 (d) .675 (e) 1.555
43. (a) .9664 (b) .2451 (c) .8664
45. (a) .4584 (b) 135.8 kph (c) .9265 (d) .3173 (e) .6844
47. (a) .9236 (b) .0021 (c) .1336
(continued)
49. .6826 < .9987 ) the second machine

51. (a) .2514, ~0 (b) ~39.985 ksi
53. σ ¼ .0510
55. (a) .8664 (b) .0124 (c) .2718
57. (a) .7938 (b) 5.88 (c) 7.938 (d) .2651
59. (a) Φ(1.72) Φ(.55) (b) Φ(.55) [1 Φ(1.72)]
61. (a) .7286 (b) .8643, .8159
63. (a) .9932 (b) .9875 (c) .8064
65. (a) .0392 (b) ~1
69. (a) .1587 (b) .0013 (c) .999937 (d) .00000029
71. (a) 1 (b) 1 (c) .982 (d) .129
73. (a) .1481 (b) .0183
pffiffiffi
75. (a) 120 (b) ð3=4Þ π (c) .371 (d) .735 (e) 0
77. (a) .424 (b) .567; median < 24 (c) 60 weeks (d) 66 weeks
79. ηp ¼ ln(1 p)/λ, η ¼ .693/λ
81. (a) .5488 (b) .3119 (c) 7.667 s (d) 6.667 s
85. (a) .8257, .8257, .0636 (b) .6637 (c) 172.727 h
89. (a) .9295 (b) .2974 (c) 98.184 ksi
91. (a) μ ¼ 9.164, σ ¼ .38525 (b) .8790 (c) .4247 (d) no
93. η ¼ eμ ¼ 9547 kg/day/km
95. (a) 3.96, 1.99 months (b) .0375 (c) .7016 (d) 7.77 months (e) 13.75 months (f) 4.522
97. α¼β
99. (b) Γ(α + β)Γ(m + β)/[Γ(α + m + β)Γ(β)], β/(α + β)
101. Yes, since the pattern in the plot is quite linear
103. Yes
105. Yes
107. Plot ln(x) versus z percentile. The pattern is somewhat straight, so a lognormal distribution is plausible
109. It is plausible that strength is normally distributed, because the pattern is reasonably linear
111. There is substantial curvature in the plot. λ is a scale parameter (as is σ for the normal family)
113. fY( y) ¼ 2/y3 for y > 1
f Y ðyÞ ¼ yey =2 for y > 0
2
115.
117. fY( y) ¼ 1/16 for 0 < y < 16
119. fY( y) ¼ 1/[π(1 + y2)] for 1 < y < 1
121. Y ¼ g(X) ¼ X2/16
pffiffiffi
123. f Y ðyÞ ¼ 1= 2 y for 0 < y 1
8 pffiffiffi
< 1=4 y 0 < y 1
>
125.
pffiffiffi
f Y ðyÞ ¼ 1= 8 y 1 < y 9
>
:
0 otherwise
pffiffiffi
129. (a) FðxÞ ¼ x2 =4, F1 ðuÞ ¼ 2 u (c) μ ¼ 1.333, σ ¼ 0.4714, x and s will vary
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
131. The inverse cdf is F1 ðuÞ ¼ 1 þ 48u 1 =3
133. (a) The inverse cdf is F1(u) ¼ τ [1 (1 u)1/θ] (b) E(X) ¼ 16, x will vary
135. ^ ðM < :1Þ ¼ :8760 (answers will vary)
(a) c ¼ 1.5 (c) 15,000 (d) μ ¼ 3/8, x will vary (e) P
1
pffiffiffiffiffiffiffiffiffiffi
137. (a) x ¼ G (u) ¼ ln(1 u) (b) 2e=π 1:3155 (c) ~13,155
141. (a) .4 (b) .6 (c) F(x) ¼ x/25 for 0 x 25, ¼ 0 for x < 0, ¼ 1 for x > 25 (d) 12.5, 7.22
143. (b) F(x) ¼ 1 16/(x + 4)2 for x > 0, ¼ 0 for x 0 (c) .247 (d) 4 years (e) 16.67
145. (a) .6568 (b) 41.56 V (c) .3197
147. (a) .0003 (exact: .00086) (b) .0888 (exact: .0963)
(continued)
149. (a) 68.03 dB, 122.09 dB (b) .3204 (c) .7642, because the lognormal distribution is not symmetric
151. (a) F(x) ¼ 1.5(1 1/x) for 1 x 3, ¼ 0 for x < 1, ¼ 1 for x > 3 (b) .9, .4 (c) 1.648 s (d) .553 s (e) .267 s
153. (a) 1.075, 1.075 (b) .0614, .333 (c) 2.476 mm
155. (b) $95,600, .3300
157. (b) F(x) ¼ .5e2x for x < 0, ¼ 1 .5e2x for x 0 (c) .5, .665, .256, .670
159. (a) k ¼ (α 1)5α1, α > 1 (b) F(x) ¼ 1 (5/x)α1 for x 5 (c) 5(α 1)/(α 2), α > 2
161. (b) .4602, .3636 (c) .5950 (d) 140.178 MPa
pffiffiffi
163. (a) Weibull, with α ¼ 2 and β ¼ 2σ (b) .542
165. .5062
171. (a) 710, 84.423, .684 (b) .376
Chapter 4
1. (a) .20 (b) .42 (c) .70 (d) pX(x) ¼ .16, .34, .50 for x ¼ 0, 1, 2; pY( y) ¼ .24, .38, .38 for y ¼ 0, 1, 2; .50 (e) no
3. (a) .15 (b) .40 (c) .22 (d) .17, .46 (e) p1(x1) ¼ .19, .30, .25, .14, .12 for x1 ¼ 0, 1, 2, 3, 4 (f) p2(x2) ¼ .19, .30,
.28, .23 for x2 ¼ 0, 1, 2, 3 (g) no
5. (a) .0305 (b) .1829 (c) .1073
7. (a) .054 (b) .00018
9. (a) .030 (b) .120 (c) .300 (d) .380 (e) no
11. (a) k ¼ 3/380,000 (b) .3024 (c) .3593 (d) fX(x) ¼ 10kx2 + .05 for 20 x 30 (e) no
13. eμ1 μ2 μ1x μ2y μ1 μ2
(a) pðx; yÞ ¼ x!y! (b) eμ1 μ2 ½1 þ μ1 þ μ2 (c) e m! ðμ1 þ μ2 Þm
xy
15. (a) f(x, y) ¼ e for x, y 0 (b) .400 (c) .594 (d) .330
17. (a) F( y) ¼ (1 eλy) + (1 eλy)2 (1 eλy)3 for y > 0, f( y) ¼ 4λe2λy 3λe3λy for y > 0 (b) 2/3λ
pffiffiffiffiffiffiffiffiffi
19. r 2 x2
(a) .25 (b) 1/π (c) 2/π (d) f X ðxÞ ¼ 2 πr 2 for r x r, fY( y) ¼ fX( y), no
21. 1/3
23. (a) .11 (b) pX(x) ¼ .78, .12, .07, .03 for x ¼ 0, 1, 2, 3; pY( y) ¼ .77, .14, .09 for y ¼ 0, 1, 2 (c) no (d) 0.35,
0.32 (e) 95.72
25. .15
27. L2
29. .25 h, or 15 min
31. 2/3
33. (a) 3.20 (b) .207
35. (a) .238 (b) .51
ÐÐ ÐÐ
37. (a) Var(h(X, Y )) ¼ [h(x, y)]2 f(x, y)dA [ h(x, y) f(x, y)dA]2 (b) 13.34
43. (a) 87,850, 4370.37 (b) mean yes, variance no (c) .0027
45. .2877, .3686
47. .0314
49. (a) 45 min (b) 68.33 (c) 1 min, 13.67 (d) 5 min, 68.33
51. (a) 50, 10.308 (b) .0075 (c) 50 (d) 111.5625 (e) 131.25
53. (a) .9616 (b) .0623
55. (a) E(Yi) ¼ 1/2, E(W ) ¼ n(n + 1)/4 (b) Var(Yi) ¼ 1/4, Var(W ) ¼ n(n + 1)(2n + 1)/24
57. 10:52.76 a.m.
pffiffiffi
59. (a) mean ¼ 0, sd ¼ 2
61. (a) X ~ Bin(10, 18/38) (b) Y ~ Bin(15, 18/38) (c) X + Y ~ Bin(25, 18/38) (f) no
65. (a) α ¼ 2, β ¼ 1/λ (c) gamma, α ¼ n, β ¼ 1/λ
67. (a) .5102 (b) .000000117
(continued)
pffiffiffi
69. (a) x2/2, x4/12 (b) f(x, y) ¼ 1/x2 for 0 < y < x2 < 1 (c) f Y ðyÞ ¼ 1= y 1 for 0 < y < 1
71. (a) pX(x) ¼ 1/10 for x ¼ 0, 1, . . ., 9; p(y|x) ¼ 1/9 for y ¼ 0, . . ., 9 and y 6¼ x; p(x, y) ¼ 1/90 for x, y ¼ 0,
1, . . ., 9 and y 6¼ x (b) 5 x/9
73. (a) fX(x) ¼ 2x, 0 < x < 1 (b) f(y|x) ¼ 1/x, 0 < y < x (c) .6 (d) no (e) x/2 (f) x2/12
x y 2xy
75. (a) pðx; yÞ ¼ x!y!ð2xy
2!
Þ! ð:3Þ ð:2Þ ð:5Þ (b) X ~ Bin(2, .3), Y ~ Bin(2, .2) (c) YjX ¼ x ~ Bin(2 x, .2/.7)
(d) no (e) (4 2x)/7 (f) 10(2 x)/49
77. (a) x/2, x2/12 (b) f(x, y) ¼ 1/x for 0 < y < x < 1 (c) fY( y) ¼ ln( y) for 0 < y < 1
79. (a) .6x, .24x (b) 60 (c) 60
81. 176 lbs, 12.68 lbs
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
83. (a) 1 + 4p, 4p(1 p) (b) $2598, 16,158,196 (c) 2598(1 + 4p), 16518196 þ 93071200p 26998416p2
(d) $2598 and $4064 for p ¼ 0; $7794 and $7504 for p ¼ .5; $12,990 and $9088 for p ¼ 1
85. (a) 12 cm, .01 cm (b) 12 cm, .005 cm (c) the larger sample
87. (a) .9772, .4772 (b) 10
89. 43.29 h
91. .9332
93. (a) .8357 (b) no
95. (a) .1894 (b) .1894 (c) 621.5 gallons
97. (a) .0968 (b) .8882
99. .9616
101. 1=X
1 ðy1 þy2 Þ=4
103. (b) f Y 1 ðy1 Þ ¼ p1ffiffiffi
ffi ey1 =4 (c) yes
2 2 2
(a) f ðy1 ; y2 Þ ¼ 4π e 4π
105. (a) y for 0 y 1 and y(2 y) for 1 < y 2 (b) 2(1 w) for 0 w 1
2
107. 4y3[ln(y3)]2 for 0 < y3 < 1

111. (a) N(984, 197.45) (b) .1379 (c) 1237
113. (a) N(158, 8.72) (b) N(170, 8.72) (c) .4090
115. (a) .8875x + 5.2125 (b) 111.5775 (c) 10.563 (d) .0951
117. (a) 2x 10 (b) 9 (c) 3 (d) .0228
119. (a) .1410 (b) .1165
(a) RðtÞ ¼ et (b) .1054 (c) 2t (d) 0.886 thousand hours
2
121.
123. (a) R(t) ¼ 1 .125t3 for 0 t 2, ¼ 0 for t > 2 (b) 3t2/(8 t3) (c) undefined

4
2 3
125. 2
8tet 1et
(a) parallel (b) RðtÞ ¼ 1 1 et
2
(c) hðtÞ ¼
1ð1et2 Þ
4
127. (a) [1 (1 R1(t))(1 R2(t))][1 (1 R3(t))(1 R4(t))][1 (1 R5(t))(1 R6(t))] (b) 70 h

129. (a) RðtÞ ¼ eαðtt =½2βÞ for t β, ¼ e αβ/2 for t > β (b) f ðtÞ ¼ α 1 t eαðtt =½2βÞ
2 2
133. (a) 5y4/105 for 0 < y < 10, 8.33 min (b) 6.67 min (c) 5 min (d) 1.409 min
135. (a) .0238 (b) $2,025
2
137. n!Γði þ 1=θÞ n!Γði þ 2=θÞ n!Γði þ 1=θÞ
,
ði 1Þ!Γðn þ 1=θ þ 1Þ ði 1Þ!Γðn þ 2=θ þ 1Þ ði 1Þ!Γðn þ 1=θ þ 1Þ
139. E(Yk+1) ¼ η
143. ^ ðX 1, Y 1Þ ¼ :4154 (answers will vary), exact ¼ .42 (c) mean 0.4866, sd 0.6438 (answers
(b) P
will vary)
145. (b) 60,000 (c) 7.0873, 1.0180 (answers will vary) (d) .2080 (answers will vary)
147. (a) fX(x) ¼ 12x(1 x2) for 0 x 1, f(y|x) ¼ 2y/(1 x)2 for 0 y 1 x (c) we expect 16/9
candidates per accepted value, rather than 6
149. (a) pX(100) ¼ .5 and pX(250) ¼ .5 (b) p(y|100) ¼ .4, .2, .4 for y ¼ 0, 100, 200; p(y|250) ¼ .1, .3, .6 for
y ¼ 0, 100, 200
pffiffiffiffiffiffiffiffiffiffiffiffiffi
151. (a) N(μ1, σ 1), N(μ2 + ρσ 2/σ 1[(x μ1)], σ 2 1 ρ2 )
153. (b) μ
^ ¼ 196:6193 h, standard error ¼ 1.045 h (answers will vary) (c) .9554, .0021 (answers will vary)
(continued)
155. fT(t) ¼ e t/2 e t for t > 0

157. (a) k ¼ 3/81,250 (b) fX(x) ¼ k(250x 10x2) for 0 x 20, ¼ k(450x 30x2 + .5x3) for 20 x 30;
fY( y) ¼ fX( y); not independent (c) .355 (d) 25.969 lb (e) 32.19, .894 (f) 7.66
159. t ¼ E(X + Y) ¼ 1.167
163. (c) p ¼ 1, because μ < 1; p ¼ 2/3 < 1, because μ > 1
165. (a) F(b, d) F(a, d) F(b, c) + F(a, c)
(b) F(10,6) F(4,6) F(10,1) + F(4,1); F(b, d) F(a 1, d) F(b, c 1) + F(a 1, c 1)
(c) At each (x*, y*), F(x*, y*) is the sum of the probabilities at points (x, y) such that x x* and y y*.
The table of F(x, y) values is
x
100 250
200 :50 1
y 100 :30 :50
0 :20 :25
(d) Fðx; yÞ ¼ :6x2 y þ :4xy3 , 0 x 1; 0 y 1; Fðx; yÞ ¼ 0, x 0;

Fðx; yÞ ¼ 0, y 0;
Fðx; yÞ ¼ :6x2 þ :4x, 0 x 1, y > 1;
Fðx; yÞ ¼ :6y þ :4y3 , x > 1, 0 y 1;
Fðx; yÞ ¼ 1, x > 1, y > 1
Pð:25 x :75, :25 y :75Þ ¼ :23125
(e) Fðx; yÞ ¼ 6x2 y2 , x þ y 1, 0 x 1; 0 y 1, x 0, y 0
Fðx; yÞ ¼ 3x4 8x3 þ 6x2 þ 3y4 8y3 þ 6y2 1, x þ y > 1, x 1, y 1
Fðx; yÞ ¼ 0, x 0; Fðx; yÞ ¼ 0, y 0;
Fðx; yÞ ¼ 3x4 8x3 þ 6x2 , 0 x 1, y > 1
Fðx; yÞ ¼ 3y4 8y3 þ 6y2 , 0 y 1, x > 1
Fðx; yÞ ¼ 1, x > 1, y > 1
167. (a) 2x, x (b) 40 (c) 100
169. Undefined, 0
171. 2
, 1500 h
ð1 1000tÞð2 1000tÞ
173. Not valid for 75th percentile, but valid for 50th percentile;
sum of percentiles ¼ (μ1 + zσ 1) + (μ2 + zσ 2) ¼ μ1 + μ2 + z(σ 1 + σ 2),
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
percentile of sums ¼ ðμ1 þ μ2 Þ þ z σ 21 þ σ 22
175. (a) 2360, 73.7 (b) .9713
177. .9686
179. .9099
181. .8340
183. σ2
(a) 2 W 2 (b) .9999
σW þ σE
185. 26, 1.64
187. (a) g(y1, yn) ¼ n(n 1)[F(yn) F(y1)]n 2f(y1)f(yn) for y1 < yn
(b) f(w1, w2) ¼ n(n ð 1)[F(w1 + w2) F(w1)]n 2f(w1)f(w1 + w2),
1
f W 2 ðw2 Þ ¼ nðn 1Þ ½Fðw1 þ w2 Þ Fðw1 Þn2 f ðw1 Þf ðw1 þ w2 Þ dw1
1
(c) n(n 1)w2n 2(1 w2) for 0 w2 1
191. (a) 10/9 (b) 10/8 (c) 1 + Y2 + . . . + Y10, 29.29 boxes (d) 11.2 boxes
Chapter 5
1. (a) x ¼ 113:73 (b) e

x ¼ 113 (c) s ¼ 12.74 (d) .9091 (e) s=x ¼ 11:2
3. (a) x ¼ 1:3481 (b) x ¼ 1:3481 (c) x þ 1:28s ¼ 1:7814 (d) .6736
(continued)
5. ^θ 1 ¼ N X ¼ 1, 703, 000, ^ ¼ 1, 591, 300, ^

θ 2 ¼ τ ND

θ 3 ¼ τ XY ¼ 1, 601, 438:281
7. (a) 120.6 (b) 1,206,000 (c) .80 (d) 120
x ¼ 2:11 (b) pffiffiffi pffiffiffi
9. (a) X; μ= n, .119
11. (b) nλ/(n 1) (c) n2λ2/(n 1)2(n 2)
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
13. (b) p1 q1 =n1 þ p2 q2 =n2 (c) with ^ p 1 ¼ x1 =n1 and ^ p 1^
p 2 ¼ x2 =n2 , ^ q 1 =n1 þ ^ p 2^ q 2 =n2 (d) .245 (e) .041
17. (a) ∑ Xi2/2n (b) 74.505
19. (b) .444
21. (a) ^p ¼ 2Y=n :3; .2 (c) (10/7)Y/n 9/70
pffiffi
23. (a) p ffiffi , ppðffiffi1pÞ2 , pffiffi1 2 ; the MSE does not depend on p (b) when p is near .5, the MSE from part (a) is
npþ1=2
nþ1 ð nþ1Þ 4ð nþ1Þ
smaller; when p is near 0 or 1, the usual estimator has lower MSE
25. (a) ^p ¼ x=n ¼ :15 (b) yes (c) .4437
27. x, y, x y
29. ^p ¼ r=x ¼ :15, yes
X qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
31.
(a) ^θ ¼ X2i =2n ¼ 74:505, yes (b) ^η ¼ 2 ln ð:5Þ^ θ ¼ 10:163
33. Xn
xi
(a) ^θ ¼ Σ ln ðn1xi =τÞ (b) ðθ 1Þ ¼ n, subject to τ > max(xi)
i¼1
τ xi
35. ^λ ¼ X n n
i¼1
ðY i =ti Þ
37. (a) 2.228 (b) 2.131 (c) 2.947 (d) 4.604 (e) 2.492 (f) ~2.715
39. (a) A normal probability plot of these 20 values is quite linear. (b) (23.79, 26.31) (c) yes
41. (a) (357.38, 384.01) (b) narrower
43. (a) Based on a normal probability plot, it is reasonable to assume the sample observations came from a
normal distribution. (b) (430.51, 446.08); 440 is plausible, 450 is not
45. Interval (c)
47. 26.14
49. (c) (12.10, 31.70)
51. (a) yes (b) no (c) no (d) yes (e) no (f) yes
53. Using Ha: μ < 100 results in the welds being believed in conformance unless proved otherwise, so the
burden of proof is on the nonconformance claim
55. (a) reject H0 (b) reject H0 (c) don’t reject H0 (d) reject H0 (e) don’t reject H0
57. (a) .040 (b) .018 (c) .130 (d) .653 (e) <.005 (f) ~.000
59. (a) .0778 (b) .1841 (c) .0250 (d) .0066 (e) .5438
61. (a) H0: μ ¼ 10 versus Ha: μ < 10 (b) reject H0 (c) don’t reject H0 (d) reject H0
63. (a) no; no, because n ¼ 49 (b) H0: μ ¼ 1.0 versus Ha: μ < 1.0, z ¼ 5.79, reject H0, yes
65. H0: μ ¼ 200 versus Ha: μ > 200, t ¼ 1.19 at ll df, P-value ¼ .128, do not reject H0
67. H0: μ ¼ 3 versus Ha: μ 6¼ 3, t ¼ 1.759, P-value ¼ .082, reject H0 at α ¼ .10 but not at α ¼ .05
69. H0: μ ¼ 360 versus Ha: μ > 360, t ¼ 2.24 at 25 df, P-value ¼ .018, reject H0, yes
71. H0: μ ¼ 15 versus Ha: μ < 15, z ¼ 6.17, P-value 0, reject H0, yes
73. H0: σ ¼ .05 versus Ha: σ < .05. Type I error: Conclude that the standard deviation is <.05 mm when it is
really equal to .05 mm. Type II error: Conclude that the standard deviation is .05 mm when it is really <.05
75. Type I: saying that the plant is not in compliance when in fact it is. Type II: conclude that the plant is in
compliance when in fact it isn’t
77. (.224, .278)
79. (.496, .631)
81. (.225, .275)
83. (b) 342 (c) 385
85. H0: p ¼ .15 versus Ha: p > .15, z ¼ 0.69, P-value ¼ .2451, fail to reject H0
(continued)
87. (a) H0: p ¼ .25 versus Ha: p < .25, z ¼ 1.01, P-value ¼ .1562, fail to reject H0: the winery should switch
to screw tops (b) Type I: conclude that less than 25% of all customers find screw tops acceptable, when the
true percentage is 25%. Type II: fail to recognize that less than 25% of all customers find screw tops
acceptable when that’s actually true. Type II
89. (a) H0: p ¼ .2 versus Ha: p > .2, z ¼ 1.27, P-value ¼ .1020, fail to reject H0 (b) Type I: conclude that more
than 20% of the population of female workers is obese, when the true percentage is 20%. Type II: fail to
recognize that more than 20% of the population of female workers is obese when that’s actually true
91. H0: p ¼ .1, Ha: p > .1, z ¼ 0.74, P-value .23, fail to reject H0
93. H0: p ¼ .1 versus Ha: p > .1, z ¼ 1.33, P-value ¼ .0918, fail to reject H0; Type II
95. H0: p ¼ .25 versus Ha: p < .25, z ¼ 6.09, P-value 0, reject H0
97. (a) H0: p ¼ .2 versus Ha: p > .2, z ¼ 0.97, P-value ¼ .166, fail to reject H0, so no modification appears
necessary (b) .9974
99. (a) Gamma(9, 5/3) (b) Gamma(145, 5/53) (c) (11.54, 15.99)
101. B(490, 455), the same posterior distribution found in the example
103. Gamma(α + Σ xi, 1/(n + 1/β))
105. Beta(α + x, β + n x)
107. n/∑kxk ¼ .0436
109. No: Eðσ^ 2 Þ ¼ σ 2 =2
111. (a) expected payoff ¼ 0 (b) ^θ ¼ Σxi þ2y
Σxi þ2n
113. (a) The pattern of points in a normal probability plot (not shown) is reasonably linear, so, yes, normality is
plausible. (b) (33.53, 43.79)
115. (.1295, .2986)
117. (a) A normal probability plot lends support to the assumption that pulmonary compliance is normally
distributed. (b) (196.88, 222.62)
119. (a) (.539, .581) (b) 2401
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
121. x1 x2 1:96 x21 þx22 ð1:96Þ2
(a) N(0, 1) (b) x2 ð1:96Þ2
provided x12 + x22 (1.96)2
2
123. (a) 90.25% (b) at least 90% (c) at least 100(1 kα)%
pffiffiffi
125. (a) H0: μ ¼ 2150 versus Ha: μ > 2150 (b) t ¼ ðx 2150Þ=ðs= nÞ (c) 1.33 (d) .107 (e) fail to reject H0
127. H0: μ ¼ 29.0 versus Ha: μ > 29.0, t ¼ .7742, P-value ¼ .232, fail to reject H0
129. H0: μ ¼ 9.75 versus Ha: μ > 9.75, t ¼ 4.75, P-value 0. The condition is not met.
131. H0: μ ¼ 1.75 versus Ha: μ 6¼ 1.75, t ¼ 1.70, P-value ¼ .102, do not reject H0; the data does not contradict
prior research
133. H0: p ¼ .75 versus Ha: p < .75, z ¼ 3.28, P-value ¼ .0005, reject H0
135. (a) H0: p .02 versus Ha: p > .02; with X ~ Bin(200, .02), P-value ¼ P(X 17) ¼ 7.5 107; reject H0
here and conclude that the NIST benchmark is not satisfied (b) .2133
137. H0: μ ¼ 4 versus Ha: μ > 4, z ¼ 1.33, P-value ¼ .0918 > .02, fail to reject H0
Chapter 6
1. {cooperative, competitive}; with 1 ¼ cooperative and 2 ¼ competitive, p11 ¼ .6, p12 ¼ .4, p22 ¼ .7,
p21 ¼ .3
3. (a) {full, part, broken} (b) with 1 ¼ fill, 2 ¼ part, 3 ¼ broken, p11 ¼ .7, p12 ¼ .2, p13 ¼ .1, p21 ¼ 0,
p22 ¼ .6, p23 ¼ .4, p31 ¼ .8, p32 ¼ 0, p33 ¼ .2
5. (a) X1 ¼ 2 with prob. p and ¼ 0with prob. 1 p (b) 0, 2, 4
x y

(c) P Xnþ1 ¼ 2y Xn ¼ x ¼ p ð1 pÞxy for y ¼ 0, 1, . . ., x
y
(continued)
7. (a) A son’s social status, given his father’s social status, has the same probability distribution as his social
status conditional on all family history; no
(b) The probabilities of social status changes (e.g., poor to middle class) are the same in every generation; no
9. (a) no (b) define a state space by pairs; probabilities from each pair into the next state

11. :90 :10
(a) (b) .8210, .5460 (c) .8031, .5006
:11 :89
13. (a) Willow City: P(S ! S) ¼ .988 > .776 (b) .9776, .9685 (c) .9529

15. :6 :4
(a) (b) .52 (c) .524 (d) .606
:3 :7
17. (a) .2740, .7747 (b) .0380 (c) 2.1, 2.2
2 3
19. :1439 :2790 :2704 :1747 :1320
6 :2201 :3332 :2522 :1272 :0674 7
6 7
(a) 6 7
6 :1481 :2829 :2701 :1719 :1269 7 (b) .0730 (c) .1719
4 :0874 :2129 :2596 :2109 :2292 5
:0319 :1099 :1893 :2174 :4516
21. (a) .0608, .0646, .0658 (b) .0523, .0664, .0709, .0725 (c) they increase to .2710, .1320, .0926, .0798
23. (a) .525 (b) .4372

25. :96 :04
(a) (b) .778 0’s, .222 1’s (c) .7081 0’s, .2919 1’s
:05 :95
27. (a) π ¼ [.80 .20] (b) P(X1 ¼ G) ¼ .816, P(X1 ¼ S) ¼ .184 (c) .8541
29. (a) π ¼ [0 1] (b) P(cooperative) ¼ .3, P(competitive) ¼ .7 (c) .39, .61
31. (a) no (b) yes
33. (a) (.3681, .2153, .4167) (b) .4167 (c) 2.72
2 3
35. :7 :2 :1
6 7
(a) 4 0 :6 :4 5 (b) P2 has all nonzero entries (c) (8/15, 4/15, 1/5)
:8 0 :2
(d) 8/15 (e) 5
39. (a) π 0 ¼ β/(α + β), π 1 ¼ α/(α + β) (b) α ¼ β ¼ 0 ) the chain is constant; α ¼ β ¼ 1 ) the chain
alternates perfectly; α ¼ 0, β ¼ 1 ) the chain is always 0; α ¼ 1, β ¼ 0 ) the chain is always 1; α ¼ 0,
0 < β < 1 ) the chain eventually gets stuck at 0; 0 < α < 1, β ¼ 0 ) the chain eventually gets stuck at 1;
0 < α < 1 and β ¼ 1 or α ¼ 1 and 0 < β < 1 ) the chain is regular, and the answers to (a) still hold
2 3
41. ð1 αÞ2 αð 1 αÞ αð1 αÞ α2
00 6 7
01 66
βð1 αÞ ð1 αÞ 1 β αβ αð1 βÞ 7
7
(a)
10 64 β ð 1 αÞ αβ ð1 αÞ 1 β αð1 βÞ 7 5
11 2
β 2
β ð1 β Þ βð1 βÞ ð1 βÞ
β2 αβ αβ α2 α2
(b) , , , (c)
ðα þ βÞ2 ðα þ βÞ2 ðα þ βÞ2 ðα þ βÞ2 ðα þ β Þ2
2 3
45. :25 :75 0 0
6 7
6 0 :25 :75 0 7
(a) 6
6 0
7 (b) .4219, .7383, .8965 (c) 4 (d) 1; no
4 0 :25 :75 7 5
0 0 0 1
47. (a) states 4 and 5
k 1 2 3 4 5 6 7 8 9 10
(b)
P(T1 £ k) 0 .46 .7108 .8302 .9089 .9474 .9713 .9837 .9910 .9949
k 1 2 3 4 5 6 7 8 9 10
(c)
P(T1 = k) 0 .46 .2508 .1194 .0787 .0385 .0239 .0124 .0073 .0039
μ 3.1457
(d) 3.2084 (e) .3814, .6186
(continued)
2 3
49. :5 :5 0 0 0
6 :5 0 :5 0 0 7
6 7
(a) 6 7
6 :5 0 0 :5 0 7, 4 is an absorbing state
4 :5 0 0 0 :5 5
0 0 0 0 1
(b) P(T0 k) ¼ 0 for k ¼ 1, 2, 3; the probabilities for k ¼ 4, . . ., 15 are .0625, .0938, .1250, .1563, .1875,
.2168, .2451, .2725, .2988, .3242, .3487, .3723
(c) .2451
(d) P(T0 ¼ k) ¼ 0 for k ¼ 1, 2, 3; the probabilities for k ¼ 4, . . ., 15 are .0625, .03125, .03125, .03125,
.03125, .0293, .0283, .0273, .0264, .0254, .0245, .0236; μ 3.2531,
σ 3.9897 (e) 30
51. μcoop ¼ 4.44, μcomp ¼ 3.89; cooperative
2 3
53. 0 1 0 0 0 0
1661 p 0 p 0 07 7
(a) 2 66 0 1 p 0 p 07 7
34 0 0 1 p 0 p5
4 0 0 0 0 1
2p2 þ 1 2 2p2 4p þ 3
(b) for x0 ¼ $1, $2, $3: 2 , 2 , 2
2p 2p þ 1 2p 2p þ 1 2p 2p þ 1
p3 p2 p3 p2 þ p
(c) for x0 ¼ $1, $2, $3: 2 , ,
2p 2p þ 1 2p2 2p þ 1 2p2 2p þ 1
55. 3.4825 generations
59. (c) (2069,0, 2079.8) (d) (.5993, .6185) (answers will vary)
61. (a) P(Xn+1 ¼ 10 | Xn ¼ x) ¼ .4, P(Xn+1 ¼ 2x | Xn ¼ x) ¼ .6 (b) mean $47.2 billion, sd $2.07 trillion
(c) ($6.53 billion, $87.7 billion) (d) ($618.32 million, $627.90 million); easier
63. (a) ($5586.60, $5632.3) (b) ($6695.50, $6773.80) (answers will vary)
65. (b) .9224 (answers will vary) (c) (6.89, 7.11) (answers will vary)
2 3
67. 0 :5 0 0 0 :5
6 :5 0 :5 0 0 0 7
6 7
6 0 :5 0 :5 0 0 7
(a) 6 7
6 0 0 :5 0 :5 0 7 (b) no (c) π¼ 6 6 6 6 6 6 (d) 6 (e) 9
1 1 1 1 1 1
6 7
4 0 0 0 :5 0 :5 5
:5 0 0 0 :5 0
2 3
69. 0 1 0 0 0 0
6 1 0 1 1 0 07
63 7
6 3 3 7
6 7
60 1 0 1 1 07
6 3 3 3 7
(a) 6 7 (b) all entries of P6 are positive
60 1 1 0 0 07
6 7
6 2 2 7
6 1 17
40 0 0 0 5
2 2
0 0 0 0 1 0
(c) 1/12, 1/4, 1/4, 1/6, 1/6, 1/12 (d) 1/4 (e) 12
2 3
71. 0 0 0 0 0 0 1
1 6 :3 :7 0 0 0 0 7
6
7
2 6 0 :3 :7 0 0 0 7
(a) 6 7 (b) .0566, .1887, .1887, .1887, .1887, .1887
3 6 0 0 :3 :7 0 0 7
6
7
4 4 0 0 0 :3 :7 0 5
5 0 0 0 0 :3 :7
(c) 17.67 weeks (including the one week of shipping)
73. (a) 2 seasons (b) .3613 (c) 15 seasons (d) 6.25 seasons
75. (a) p1 ¼ [0.3168 0.1812 0.2761 0.1413 0.0846];
p2 ¼ [0.3035 0.1266 0.2880 0.1643 0.1176];
p3 ¼ [0.2908 0.0918 0.2770 0.1843 0.1561]
(b) 35.7 years, 11.9 years, 9.2 years, 4.3 years
(c) 16.6 years
(continued)
2 3
77. 0 0 1 0 0 0 0
16
6 0 0 :959 0 :041 0 7
7
26
6 0 0 0 :987 :013 0 7
7 (c) 3.9055 weeks (d) .8145
(a)
36
60 0 0 0 :804 :196 7 7
4
pd 0 0 0 0 1 0 5
tbr 0 0 0 0 0 1
(e) payments are always at least 1 week late; most payments are made at the end of 3 weeks

79. :98 :02 :97 :03 :99 :01
(a) P1 ¼ P3 ¼ , P2 ¼ , P4 ¼ P5 ¼ (b) .916
:02 :98 :03 :97 :01 :99
81. (a) [3259 22,533 19,469 26,066 81,227 16,701 1511 211,486 171,820 56,916]
(b) [2683 24,119 21,980 27,015 86,100 15,117 1518 223,783 149,277 59,395];
[2261 25,213 24,221 27,526 89,397 13,926 1524 233,533 131,752 61,636];
44%, +24%, +46%, +12%, +20%, 26%, +1.3%, +19%, +34%, +13.4%
(c) [920 23,202 51,593 21,697 78,402 8988 1445 266,505 65,073 93,160]
Chapter 7
1. (a) Continuous-time, continuous-space (b) continuous-time, discrete-space (c) discrete-time, continuous-

space (d) discrete-time, discrete-space
7. (b) No: at time t ¼ .25, x0(.25) ¼ cos(π/2) ¼ 0 and x1(.25) ¼ cos(π/2) ¼ 0
(c) X(0) ¼ 1 with probability .8 and +1 with probability .2; X(.5) ¼ +1 with probability .8 and 1 with
probability .2
9. (a) discrete-space (c) Xn ~ Bin(n, 18/38)
11. (a) 0 (b) 1/2
13. CXX(t, s) ¼ Var(A)cos(ω0t + θ0)cos(ω0s + θ0), RXX(t, s) ¼ v02 + v0E[A][cos(ω0t + θ0) + cos
(ω0s + θ0)] + E[A2]cos(ω0t + θ0)cos(ω0s + θ0)
15. (b) N(s) > 0, because covariance > 0 (c) ρ ¼ e2 (d) Gaussian, mean 0, variance 1.73
19. (a) μS(t) + μN(t) (b) RSS(t, s) + μS(t)μN(s) + μN(t)μS(s) + RNN(t, s)
(c) CSS(t, s) + CNN(t, s) (d) σ 2S ðtÞ þ σ 2N ðtÞ
23. (a) (1/2)sin(ω0(s t)) (b) not orthogonal, not uncorrelated, not independent
25. (a) μV (b) E[V2] + (A02/2)cos(ω0τ) (c) yes
27. (a) yes (b) no (c) yes (d) yes
29. no
31. μA + μB, CAA(τ) + CAB(τ) + CBA(τ) + CBB(τ), yes
33. (a) yes, because its autocovariance has periodic components (b) 42 (c) 50cos(100πτ) + 8cos(600πτ) + 49
(d) 107 (e) 58
35. yes: both the time average and ensemble average are 0
37. CXX(τ)/CXX(0)
2π
41. (a) .0062 (b) 75 þ 25 sin 365 ð59 150Þ (c) 16δ[n m] (d) no, and it shouldn’t be
43. (a) 18n/38, 360n/1444, 360 min(m, n)/1444, (360 min(m, n) + 324mn)/1444
(b) 10n/38, 36,000n/1444, 36,000 min(m, n)/1444, (36,000 min(n, m) + 100mn)/1444
(c) .3141
47. (a) μX (b) 14 ð2CXX ½m n þ CXX ½m n þ 1 þ CXX ½m n 1Þ (c) yes
(d) (CXX[0] + CXX[1])/2
μ
(d) α1ασ2 (e) yes (f) αk
mn 2
49. (c) 1α
53. (a) .0993 (b) .1353 (c) 2
55. (a) .0516 (b) 1 ∑ x ¼ 075e 5050x/x ! (c) .9179 (d) 6 s (e) .8679
57. k/λ
3ðtsÞ ½3ðtsÞnm
59. (a) .0911 (b) e ðnmÞ!
61. e pλt
63. fY( y) ¼ 2λe λy(1 e λy) for y > 0
67. (a) .0492 (b) .00255
(continued)
71. pmf: N(t) ¼ 0 or 1 with probability 1/2 each for all t; mean ¼ .5, variance ¼ .25, CNN(τ) ¼ .25e2λ|τ|,
RNN(τ) ¼ .25 + .25e2λ|τ|
73. (a) .0038 (b) .9535
75. (a) yes (b) .3174 (c) .3174 (d) .4778
π
77. (a) E½XðtÞ ¼ 80 þ 20 cos 12 ðt 15Þ , Var(X(t)) ¼ .2t (b) .1251 (c) .3372 (d) .1818
79. (a) .3078 (b) .1074
81. (a) .1171 (b) .6376 (c) .0181, .7410
83. (a) yes (b) E[X(t)] ¼ 0, RXX(t, s) ¼ (N0/2)min(t, s), no
87. (a) 0 ¼ empty, 1 ¼ a person in stage 1, and 2 ¼ a person in stage 2; q0 ¼ λ, q1 ¼ λ1, q2 ¼ λ2;
q02 ¼ q21 ¼ q10 ¼ 0; q01 ¼ λ, q12 ¼ λ1, q20 ¼ λ2 (b) π ¼ (6/11, 2/11, 3/11)
(c) π ¼ (6/11, 3/11, 2/11) (d) π ¼ (1/7, 2/7, 4/7)
89. (a) q0 ¼ λ, q1 ¼ λ1, q2 ¼ λ2; q02 ¼ q10 ¼ 0; q01 ¼ λ, q12 ¼ λ1, q20 ¼ .8λ2, q21 ¼ .2λ2
(b) π ¼ (24/49, 10/49, 15/49) (c) π ¼ (24/49, 15/49, 10/49) (d) π ¼ (2/17, 5/17, 10/17)
(e) 1.25(1/λ1 + 1/λ2)
91. qi ¼ iβ, qi,i+1 ¼ iβ for i ¼ 1, . . ., N 1
93. qi,i+1 ¼ λ for i 0, qi,i1 ¼ iβ for i 1, qi ¼ λ + iβ for i 1
95. α1 β 1 α1 β 0 α0 β 1 α0 β 0
π00 ¼ , π01 ¼ , π10 ¼ , π11 ¼ , where Σ ¼ α1β1 + α1β0 + α0β1 + α0β0;
Σ Σ Σ Σ
α0 β 0
1 π11 ¼ 1
α1 β 1 þ α1 β 0 þ α0 β 1 þ α0 β 0
99. (a) 0 (b) CXX(t, s) ¼ 1 if floor(t) ¼ floor(s), ¼ 0 otherwise
101. X n
(a) 0, (1/3)cos(ωkτ) (b) 0, 13 cos ðωk τÞ, yes
k¼1
103. X
n
(a) 0 (b) 12 cos ðωk τÞ pk (c) yes
k¼1
105. (a) Sn denotes the total lifetime of the machine through its use of the first n rotors.
(b) μS[n] ¼ 125n; σ 2S [n] ¼ 15, 625n; CSS[n, m] ¼ 15,625 min(n, m); RSS[n, m] ¼ 15,625[min(n, m) + nm]
(c) .5040
107. Yes
109. (a) e λt (b) e λt(1 + λt) (c) e λε
111. 10ð1 eαt0 Þ 2λ
(a) (b) ð1 eαt0 Þ
αt0 α
Chapter 8
1. F {RXX(τ)} ¼ sinc( f ), which is not 0 for all f

pffiffi
3. (a) 250δðf Þ þ 2π exp 4 10

π2 f 2
6 (b) 240.37 W (c) 593.17 W

5. (a) 112,838 W (b) 108,839 W (c) R ðτÞ ¼ 200p, ffiffi000 exp 1012 τ2
XX π
7. (a) N0B (b) N0Bsinc(2Bτ)
2λA2 2A20
9. (a) A02e 2λ|τ| (b) λ2 þð2πf0 Þ2 (c) A02 (d) π arctanð2πÞ
11. (a) 100(1 + e1) 136.8 W (b) 1þ200
ð2πf Þ2
½1 þ cos ð2πf Þ (c) 126.34 W
13. μW(t) ¼ 0, RWW(τ) ¼ 2RXX(τ) RXX(τ d ) RXX(τ + d ), SWW( f ) ¼ 2SXX( f )[1 cos(2πfd)]
15. (a) Yes (b) Yes (c) SZZ( f ) ¼ SXX( f ) + SYY( f )
17. (b) SZZ( f ) ¼ SXX( f ) ★ SYY( f )
19. No, because PN ¼ 1
21. (a) SXX( f ) ¼ E[A2]SYY( f ) (b) Scc
XX ( f ) ¼ E[A ]SYY( f ) (E[A]μY) δ( f ) (c) Yes; our “engineering
2 2
interpretation” of the elements of a psd are not valid for non-ergodic processes
23. (a) 2400sin(120,000τ) (b) 2400 W (c) 40/(40 + j2πf ) (d) 32/(1600 + (2πf )2) for |f| 60 kHz (e) 0.399997 W
(continued)
25. (a) 0 (b) (1 ej2πf)/( j2πf ) (c) (N0/2)sinc2( f ) (d) N0/2

27. (a) 100δðf Þ þ 1þð50
2πf Þ2
(b) 125 W (c) ð4þj2πf 1
, 1
Þ2 ð16þð2πf Þ2 Þ2
h i
(d) 100δðf Þ þ 1þð50 1
2 (e) 0.461 W
2πf Þ2 ð16þð2πf Þ2 Þ
0α
29. (a) (N0/2)e2α|f| (b) 4α22N
þ4π2 τ2 (c) N0/2α
2 2 2
33. (a) 2N0π2f2rect( f/2B) (b) πτ 3 2π B τ sin ð2πBτ Þ þ 2πBτ cos ð2πBτ Þ sin ð2πBτ Þ
N0
(c) 4N0π2B3/3
35. (a) RXX(τ) RXX(τ) ★ h(τ) RXX(τ) ★ h(τ) + RXX(τ) ★ h(τ) ★ h(τ)
(b) SXX( f )|1 H( f )|2

37. (a) 1.17 MW (b) 250, 000δðf Þ þ 60, 000½δðf 35, 000Þ þ δðf þ 35, 000Þ þ 8rect 100,f 000 (c) same as part
(b) (d) 1.17 MW (e) 5000 W (f) 3000 W (g) SNRin ¼ 234, SNRout ¼ 390
41. 1 α2
1 þ α 2α cos ð2πFÞ
2
43. 1 e20λ
1 þ e20λ 2e10λ cos ð2πFÞ
45. π2 π2
1 þ trið2FÞ
8 4
47. (b) Psinc(k/2)

1 ej2πFM
2M k
49.
(a) Yn ¼ (Xn M + 1 + . . . + Xn)/M (b) j2πF
(c) σ for |k| ¼ 0, 1, . . ., M 1 and zero
M ð1 e Þ M 2
otherwise
References
Ambardar, Ashok, Analog and Digital Signal Processing (2nd ed.), Brooks/Cole Publishing, Pacific Grove, CA, 1999.
A thorough treatment of the mathematics of signals and systems, including both discrete- and continuous-time
structures.
Bury, Karl, Statistical Distributions in Engineering, Cambridge University Press, Cambridge, England, 1999. A
readable and informative survey of distributions and their properties.
Crawley, Michael, The R Book (2nd ed.), Wiley, Hoboken, NJ, 2012. At more than 1000 pages, carrying it may give you
lower back pain, but it obviously contains a great deal of information about the R software.
Gorroochurn, Prakash, Classic Problems of Probability, Wiley, Hoboken, NJ, 2012. An entertaining excursion through
33 famous probability problems.
Davis, Timothy A., Matlab Primer (8th ed.), CRC Press, Boca Raton, FL, 2010. A good reference for basic Matlab
syntax, along with extensive catalogs of Matlab commands.
DeGroot, Morris and Mark Schervish, Probability and Statistics (4th ed.), Addison-Wesley, Upper Saddle River, NJ,
2012. Contains a nice exposition of subjective probability and an introduction to Bayesian methods of inference.
Devore, Jay and Ken Berk, Modern Mathematical Statistics with Applications (2nd ed.), Springer, New York, 2011. A
comprehensive text on statistical methodology designed for upper-level students.
Durrett, Richard, Elementary Probability for Applications, Cambridge Univ. Press, London, England, 2009. A very
brief (254 pp.) introduction that still finds room for some interesting examples.
Johnson, Norman, Samuel Kotz, and Adrienne Kemp, Univariate Discrete Distributions (3rd ed.), Wiley-Interscience,
New York, 2005. An encyclopedia of information on discrete distributions.
Johnson, Norman, Samuel Kotz, and N. Balakrishnan, Continuous Univariate Distributions, vols. 1–2, Wiley,
New York, 1993. These two volumes together present an exhaustive survey of various continuous distributions.
Law, Averill, Simulation Modeling and Analysis (4th ed.), McGraw-Hill, New York, 2006. An accessible and
comprehensive guide to many aspects of simulation.
Meys, Joris, and Andrie de Vries, R for Dummies, For Dummies (Wiley), New York, 2012. Need we say more?
Mosteller, Frederick, Robert Rourke, and George Thomas, Probability with Statistical Applications (2nd ed.), Addison-
Wesley, Reading, MA, 1970. A very good precalculus introduction to probability, with many entertaining examples;
especially good on counting rules and their application.
Nelson, Wayne, Applied Life Data Analysis, Wiley, New York, 1982. Gives a comprehensive discussion of distributions
and methods that are used in the analysis of lifetime data.
Olofsson, Peter, Probabilities: The Little Numbers That Rule Our Lives, Wiley, Hoboken, NJ, 2007. A very
non-technical and thoroughly charming introduction to the quantitative assessment of uncertainty.
Peebles, Peyton, Probability, Random Variables, and Random Signal Principles (4th ed.), McGraw-Hill, New York,
2001. Provides a short introduction to probability and distributions, then moves quickly into signal processing with
an emphasis on practical considerations. Includes some Matlab code.
Ross, Sheldon, Introduction to Probability Models (9th ed.), Academic Press, San Diego, CA, 2006. A good source of
material on the Poisson process and generalizations, Markov chains, and other topics in applied probability.
Ross, Sheldon, Simulation (5th ed.), Academic Press, San Diego, CA, 2012. A tight presentation of modern simulation
techniques and applications.
Taylor, Howard M. and Samuel Karlin, An Introduction to Stochastic Modeling (3rd ed.), Academic Press, San Diego,
CA, 1999. More sophisticated than our book, but with a wealth of information about discrete and continuous time
Markov chains, Poisson processes, Brownian motion, and queueing systems.
Winkler, Robert, Introduction to Bayesian Inference and Decision (2nd ed.), Probabilistic Publishing, Sugar Land,
Texas, 2003. A very good introduction to subjective probability.

Index
A C
Accept–reject method, 224–227, 334 Carlton, Matthew, xxiv
Ambardar, Ashok, 576, 583 CDF See Cumulative distribution function (CDF)
Autocorrelation/autocovariance functions, 499–502 Central limit theorem (CLT), 293–297
applications of, 297–298
B definition, 293
Band-limited white noise, 571 Chambers, John, 212
Bandpass filter, 581 Chapman–Kolmogorov Equations, 431–436
Bandstop filter, 581 Chebyshev, Pafnuty, 89–90
Bayesian inference Chebyshev’s inequality, 89–90
comments on, 413–414 CI See Confidence interval (CI)
conjugation, 414 CLT See Central limit theorem (CLT)
credibility interval, 413 Combinations, 22–25
posterior distribution Conditional distributions, 277–279
inferences from, 413 bivariate normal distribution, 311
of parameter, 410–412 and independence, 279–280
prior distribution, 409–410 Conditional expectation, 277–281
Bayes’ theorem, 35 Conditional mean, 280
Berk, Ken, 293, 381, 405, 414 Conditional probability, 29–30
Bernoulli random sequence, 518 Bayes’ theorem, 35–36
Bernoulli random variable, 68 definition, 30–32
Beta distributions, 201–202 density/mass function, 277
Binomial CDF, 597–601 Law of Total Probability, 34–35
Binomial distribution, 95–97 Markov chains, 427
approximating, 180–182 multiplication rule, 32–34
computing, 99–101 Confidence interval (CI)
mean and variance of, 101–102 bootstrap confidence interval, 381
negative, 117–120 large-sample for μ, 380–381
poisson distribution comparing with, 108 for μ with confidence level, 379
random variable, 97–99 for normal population mean, 376–380
with software, 102 for population mean, 375–376
standard error, 102 population proportion, 401–405
Bivariate normal distribution, 309–311 score, 401
conditional distributions, 311 software for calculation, 381–382
multivariate normal distribution, 312 statistical inference, 351
regression to mean, 312 t distributions
simulating, 336–338 family, 377
with software, 313 properties, 377
Brownian motion process, 493, 536–538 Continuous distribution, 619
with drift, 541 beta distributions, 201–202
geometric, 541 lognormal distributions, 199–201
as limit, 538 mean value, 162
properties of, 538–540 percentiles of, 156–157
variations, 540 variance, 164

640 Index
Continuous distribution (cont.) Type II, 393–395

Weibull distributions, 196–199 Estimated standard error, 357
Continuous random variables, 221 Estimators, 354–356
accept–reject method, 224–226 Event(s)
built-in simulation packages for Matlab and R, 227 complement, 4
inverse CDF method, 221–224 compound, 3
PDF for, 148–152 definition, 3
precision of simulation results, 227 De Morgan’s laws, 4
Correlation, 255–259 dependent, 43
vs. causation, 262 disjoint, 5
coefficient, 260 independent, 43
Counting processes, 603 intersection, 4
Covariance, 255–259 mutually exclusive, 5
matrix, 313 probability of, 7
Crawley, Michael J., xviii relations from set theory, 4–5
Credibility interval, 413 relative frequency, 10
Cross-correlation/covariance function, 502 simple, 3
Cumulative distribution function (CDF), 75–79, 152–154 simulation, 50
binomial, 597–602 estimated/standard error, 55
inverse method, 133–134, 221–224 precision, 55–56
PDF and, 147–148 RNG, 51–55
poisson, 602–603 union, 4
probability density functions and, 147–148 venn diagrams, 6
standard normal, 603–604 Expected value, 83–85, 162–166, 255–256
step function, 76 of function, 86–87
Cuthbert, Daniel, 211 linearity of, 87
properties, 256–257
D Experiment
Davis, Timothy A., xviii definition, 1
De Morgan, Augustus, 5 sample space of, 2–3
DeGroot, Morris, 486 Exponential distribution, 187–190
Delta function, 610–611 and gamma distribution, 524–527
De Morgan’s laws, 5
Devore, Jay L., xxiv, 293, 377, 381, 405, 414, 482 F
Diaconis, Persi, xxiv Fermat, Pierre de, xvii
Dirac delta function, 610 Finite population correction factor, 117
Discrete distributions, 615–616 Fisher, R.A., 366
Discrete random variable, 147 Fourier transform, 611–612
probability distributions for, 71–74 discrete-time, 589, 612–613
simulation of, 131–134
Discrete sequences, 518–519 G
Discrete-time Fourier transform (DTFT), 612–613 Galton, Francis, 311
Discrete-time random processes, 516–519 Gamma distribution, 190–192
Discrete-time signal processing calculations with software, 193
discrete-time Fourier transform, 612 exponential and, 524–526
random sequences incomplete, 191
and LTI systems, 591–593 MGF, 193
and sampling, 593–594 standard, 191
Gates, Bill, 352
E Gaussian/normal distribution, 172
Engineering functions, 609–610 binomial distribution, approximating, 183
Error(s) calculations with software, 182
estimated standard, 357 and discrete populations, 179–180
in hypothesis testing, 392–395 non-standardized, 175–178
simulation of random events, 55 normal MGF, 178–180
standard, 101 standard, 173–175
of mean, 69, 291 Gaussian processes, 535–536
point estimation, 357 Gaussian white noise, 570
Type I, 393–395 Geometric distributions, 75
Index 641
negative, 117––120 independent random variables, 245–246

Geometric random variable, 119 joint PDF, 241–245
Gosset, William Sealy, 378 joint PMF, 240–241
Gosset’s theorem, 378 joint probability table, 240
Law of Large Numbers, 299–300
H Laws of Total Expectation and Variance, 281–286
Highpass filter, 581 limit theorems (see Limit theorems)
Hoaglin, David, 373 linear combinations, properties, 264–277
Hypergeometric distribution, 114–117 convolution, 268
Hypothesis testing moment generating functions, 270–272
about population mean, 386 PDF of sum, 268–270
alternative, 387 theorem, 265
errors in, 392–395 marginal probability density functions, 243
null, 387 marginal probability mass functions, 241
population proportion, 403–405 multinomial distribution, 247
power of test, 392–395 multinomial experiment, 247
P-values and one-sample t test, 387–391 order statistics, 326
significance level, distributions of Yn and Y1, 326–328
software for, 395–396 ith order statistic distribution, 328–329
statistical, 386 joint distribution of n order statistics, 329–331
test procedures, 386–388 of random variables, 246–249
about population mean μ, 388–389 reliability (see Reliability)
test statistic, 389 simulations methods (see Simulations methods)
Type I error, 392–395 transformations of variables, 302–307
Type II error, 392–395 Joint probability mass function, 240–241
I K
Ideal filters, 580–583 Kahneman, Daniel, xxiii
Impulse function, 610 Karlin, Samuel, 449, 450
Inclusion-exclusion principle, 13
Incomplete gamma function, 603 L
Independence, 43–44 Law of Large Numbers, 299–300
events, 44–47 Law of Total Probability, 34–35
mutually, 46 Laws of Total Expectation, 281–286
Interval estimate, 376 Laws of Variance, 281–286
Inverse CDF method, 221–224 Likelihood function, 368
Inverse DTFT, 612 Limit theorems
Inverse Fourier transform, 611 CLT, 293–297
applications of, 297–298
J independent and identically distributed, 290
Jointly wide-sense stationary, 508 random samples, 290–293
Joint probability density function, 241–245 standard error of mean, 291
Joint probability distributions, 239 Linear combinations, properties, 264–277
bivariate normal distribution, 309–311 convolution, 268
conditional distributions, 311–312 moment generating functions, 270–272
multivariate normal distribution, 312 PDF of sum, 268–270
regression to mean, 312 theorem, 265
with software, 313 Linear, time-invariant (LTI) system, 576–577
conditional distributions, 277–279 butterworth filters, 583
and independence, 279–280 ideal filters, 580–583
conditional expectation, 277–279 impulse response, 576
and variance, 280–281 power signal-to-noise ratio, 584
correlation, 255–256, 259–262 random sequences and, 591–593
vs. causation, 262 signal plus noise, 583–586
coefficient, 260 statistical properties of, 577–580
covariance, 255–259 transfer function, 576
dependent, 245 Lognormal distributions, 199–201
expected values, 255–256 Lowpass filter, 581, 582
properties, 256–257 LTI system See Linear, time-invariant (LTI) system
642 Index
M Mendel, Gregor, 442

Marginal probability density functions, 243 Minimum variance unbiased estimator (MVUE), 359
Marginal probability mass functions, 241 Moment generating functions (MGF), 125–126, 166–168
Markov, Andrey A., 423 of common distributions, 128–129
Markov chains, 423 gamma distributions, 193
with absorbing states, 457–458 normal, 178–179
canonical form, 467 obtaining moments from, 127–128
Chapman–Kolmogorov Equations, 431–436 Moments, 123–125
conditional probabilities, 426 from MGF, 127–128
continuous-time, 425 skewness coefficient, 124
discrete-space, 424 MTTA See Mean time to absorption (MTTA)
discrete-time, 425 Multinomial distribution, 247
eventual absorption probabilities, 466–469 Multinomial experiment, 247
finite-state, 424 Multiplication rule, 32–34
initial distribution, specifying, 440–443 Multivariate normal distribution, 312
initial state, 424
irreducible chains, 453–454 N
mean first passage times, 465–466 Negative binomial distributions
mean time to absorption, 461–465 alternative definition, 120
one-step transition probabilities, 426 and geometric distributions, 117–120
periodic chains, 453–454 Notch filter See Bandstop filter
process of, 544 Nyquist rate, 594
birth and death process, 551 Nyquist sampling theorem, 594
continuous-time, 544–546
explicit form of transition matrix, 554–555 O
generator matrix, 552 Olofsson, Peter, xxv
infinitesimal parameters, 548 o(h) notation, 610
instantaneous transition rates, 547 Order statistics, 326
long-run behavior, 552–554 distributions of Yn and Y1, 326–328
sojourn times, transition and, 548–551 ith order statistic distribution, 328–329
time homogeneous, 544 joint distribution of the n order statistics, 329–331
transition probabilities, 546
property, 423–428 P
regular, 446–448 Pascal, Blaise, xvii
simulation, 472–480 PDF See Probability density function (PDF)
states, 424 Peebles, Peyton, 583
state space, 424 Periodic chains, 453–454
steady-state distribution and, 450–451 Permutations, 20–22
Steady-State Theorem, 448–449 PMF See Probability mass function (PMF)
time-homogeneous, 425 Point estimation, 352
time to absorption, 458–461 accuracy and precision, 357–359
transition estimated standard error, 357
matrix, 431–432 estimates and estimators, 354–356
probabilities, 426, 432–436 parameter, 352
Matlab sample mean, 353
probability plots in, 213 sample median, 353
and R commands, xviii, 619 sample range, 353
simulation implemented in, 134–135 sample standard deviation, 353
Maximum likelihood estimation (MLE), 366–373 sample variance, 353
Mean standard error, 357
and autocorrelation functions, 496–504 statistic, 352
first passage times, 465–466 unbiased estimator, 357
recurrence time, 450 Poisson cumulative distribution function, 600
and variance functions, 496–499 Poisson distribution, 107
Mean square with binomial distributions, 108
sense, 512 as limit, 107–110
value, 509 mean and variance, 110
Mean time to absorption (MTTA), 461–465 poisson process, 110–111
Mean value See Expected value with software, 111
Memoryless property, 189 Poisson process, 110–111, 522–524
Index 643
alternative definition, 528–530 interpretations, 7–11

combining and decomposing, 526–528 outcomes, 14
exponential and gamma distributions, 524–526 properties, 7–9, 11–13
independent increments, 522 relations from set theory, 4–5
intensity function, 530 sample spaces, 1–2
non-homogeneous, 530–531 simulation of random events, 51
rate, 522 estimated/standard error, 55
spatial, 530 precision, 55–56
stationary increments, 522 RNG, 51–55
telegraphic process, 531–532 software in, xviii
Population proportion transition, 432–436
confidence intervals, 401–403 vectorization, 54
hypothesis testing, 403–405 Probability density function (PDF)
score confidence interval, 401 continuous distribution, percentiles of, 156–157
software for inferences, 405 for continuous variables, 148–152
Power spectral density (PSD), 563 and cumulative distribution functions, 147–148
average/expected power, 564 joint, 241–245, 334–336
cross-power spectral density, 572 marginal PDF, 243
in frequency band, 569–570 median of, 156
partitioning, 567–569 obtaining f(x) from F(x), 155–156
properties, 566–569 symmetric, 157
for two processes, 572–573 uniform distribution, 150
white noise processes, 570–572 using F(x) to compute probabilities, 154–155
Wiener–Khinchin Theorem, 565 Probability distributions
Precision, 135–137 continuous distributions, 617–619
Principle of Unbiased Estimation, 359 cumulative, 75–78
Probability discrete distributions, 615–616
Addition Rule, 12–13 for discrete random variables, 71–74
application, xviii family of, 74
to business, xix geometric distribution, 75
to engineering and operations research, xx–xxii Matlab and R commands, 619
to finance, xxii–xxiii parameter of, 74–75
to life sciences, xix–xx Probability histogram, 74
axioms, 7–9 Probability mass function (PMF), 72, 240–241
Complement Rule, 11–12 joint, 332–334
conditional, 29–30 marginal PMF, 241
Bayes’ theorem, 35–37 view of, 78–79
definition, 30–32 Probability plots, 205–209
Law of Total Probability, 34–35 beyond normality, 211–212
multiplication rule, 32–34 departures from normality, 209–211
counting methods location and scale parameters, 211
combinations, 22–25 in Matlab and R, 213
fundamental principle, 18–19 normal, 208
k-tuple, 19 sample percentiles, 205–206
permutations, 20–22 shape parameter, 211
tree diagrams, 19–20 PSD See Power spectral density (PSD)
coupon collector problem, xviii P-values, 389–392
definition, 1
De Morgan’s laws, 4 R
determining systematically, 13 Random noise, 489
development of, xvii Random number generator (RNG), 51–55
events, 3, 7 Random process, 489
of eventual absorption, 466–469 autocovariance/autocorrelation functions, 499–502
in everyday life, xxiii–xxvii classification, 493
experiment, 1 continuous-space process, 493
game theory, xvii continuous-time processes, 493
inclusion–exclusion principle, 13 discrete sequences, 518–519
independence, 43–44 discrete-space process, 493
events, 44–47 discrete-time, 493, 516–519
mutually, 46 ensemble, 490
644 Index
Random process (cont.) power in frequency band, 569–570

independent, 502 for processes, 572–573
joint distribution of, 502 properties, 566–569
mean and variance functions, 496–499 white noise processes, 570–572
orthogonal, 502 Simulation
poisson process (see Poisson process) bivariate normal distribution, 336–338
random sequence, 493 of discrete random variables, 131–134
regarded as random variables, 493–494 implemented in R and Matlab, 134–135
sample function, 490 of joint probability distributions/system reliability,
stationary processes, 504–508 332–339
types, 489–492 mean, standard deviation, and precision, 135–137
uncorrelated, 502 for reliability, 338–339
WSS (see Wide-sense stationary (WSS) processes) standard error of mean, 136
Random variable (RV), 67 values from joint PDF, 334–336
Bernoulli, 68 values from joint PMF, 332–334
binomial distribution, 97–99 Standard deviation (SD), 135–137, 164
continuous, 70 Chebyshev’s inequality, 89–90
definition, 68 definition, 88
discrete, 70 function, 496
transformations of, 216–220 Standard error, 102
types, 69–70 of mean, 136, 291
Random walk, 518 point estimation, 357
R commands Standard normal CDF, 601–602
Matlab and, xviii, 619 Standard normal random variable, 173–175
probability plots in, 213 Stationary processes, 504–508
simulation implemented in, 134–135 definition, 505
Regular Markov chains, 446–448 ergodic processes, 511–513
Reliability, 315 Statistical inference
function, 315–317 Bayesian inference (see Bayesian inference)
hazard functions, 321–323 Bayesian method, 352
mean time to failure, 320 CI (see Confidence interval (CI))
series and parallel designs, 317–319 hypothesis testing (see Hypothesis testing)
simulations methods for, 338–339 maximum likelihood estimation, 366–373
RNG See Random number generator (RNG) point estimation (see Point estimation)
Ross, Sheldon, 227, 428 population proportion, inferences for
RV See Random variable (RV) confidence intervals, 401–403
hypothesis testing, 403–405
S score confidence interval, 401
Sample mean software for inferences, 405
definition, 136 Steady-state distribution, 449–451
point estimation, 353 Steady-state probabilities, 451–453
Sample median, 205, 326, 353 Steady-State Theorem, 448–449
Sample space, 1–2 Step function, 76
Sample standard deviation, 166, 353 Stochastic processes See Random process
Sample variance, 353
Sampling T
interval, 593 Taylor, Howard M., 449, 450
random sequences and, 593–594 t distribution
rate, 594 critical values for, 604
Score confidence interval, 401 family, 377
SD See Standard deviation (SD) properties, 377
Set theory, 4–5 tail areas of, 605–607
Signal processing Thorp, Edward O., xvii, xxii
discrete-time (see Discrete-time signal processing) Transformations of random variable, 216–220
LTI systems, random processes and, 576–577 Transition matrix, 431–432
ideal filters, 580–583 Transition probability
signal plus noise, 583–586 multi-step, 432–436
statistical properties of, 577–580 one-step, 426
power spectral density, 563–566 Tree diagrams, 19–20
Index 645
Trigonometric identities, 609 White noise processes, 570–572

t test, one-sample, 389–392 Wide-sense stationary (WSS) processes, 504–508
Tversky, Amos, xxiii autocorrelation ergodic, 513
dc power offset, 511
U definition, 506
Uncorrelated random processes, 502 ergodic processes, 511–513
Uniform distribution, 150 mean ergodic, 512
mean square
V sense, 512
Variance value, 508
Chebyshev’s inequality, 89–90 properties, 508–511
conditional expectation and, 280–281 time autocorrelation, 513
definition, 88 time average, 512–513
functions, 496–499 Wiener–Khinchin Theorem, 565, 572–573
Laws of Total Expectation and, 281–286 Wiener process See Brownian motion process
mean-square value, 90 Winkler, Robert, 11
properties, 90–91 Wood, Fred, 211
shortcut formula, 90–91 WSS processes See Wide-sense stationary (WSS)
Venn diagram, 5 processes
Volcker, Paul, xxiii
Z
W z interval, one-proportion, 401
Weibull, Waloddi, 196 z test, one-proportion, 403
Weibull distributions, 196–199

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Appendix A: Statistical Tables

A.1 Binomial cdf

# Springer International Publishing AG 2017 597

Table A.1 (continued)

Table A.1 (continued)

A.2 Poisson cdf

A.3 Standard Normal cdf

Table A.3 Standard normal curve areas

Table A.3 (continued)

A.4 Incomplete Gamma Function

A.5 Critical Values for t Distributions

Central area t density curve

Table A.5 Critical values for t distributions

−t critical value t critical value

A.6 Tail Areas of t Distributions

t curve Area to the

Degrees of Freedom (ν)

B.1 Trigonometric Identities

cos ða þ bÞ ¼ cos ðaÞ cos ðbÞ sin ðaÞ sin ðbÞ

B.2 Special Engineering Functions

# Springer International Publishing AG 2017 609

B.3 o(h) Notation

B.4 The Delta Function

Properties of the delta function:

B.5 Fourier Transforms

The Fourier transform of a function g(t), denoted F fgðtÞg or G( f ), is defined by

Properties of Fourier transforms:

Linearity: F fa1 g1 ðtÞ þ a2 g2 ðtÞg ¼ a1 G1 ðf Þ þ a2 G2 ðf Þ

Fourier transform pairs:

B.6 Discrete-Time Fourier Transforms

The discrete-time Fourier transform (DTFT) of a function g[n] is defined by

Properties of DTFTs: (an arrow indicates application of the DTFT)

αnu[n], |α| < 1 1

C.1 Discrete Distributions

Binomial (n, p) X ~ Bin(n, p)

Note: The n ¼ 1 case is called a Bernoulli distribution.

# Springer International Publishing AG 2017 615

Negative Binomial (r, p) X ~ NB(r, p)

Notes: The r ¼ 1 case corresponds to the geometric distribution.

C.2 Continuous Distributions

Normal (μ, σ) [or Gaussian (μ, σ)] X ~ N(μ, σ)

cdf: Φ (see Table A.3)

Note: The μ ¼ 0, σ ¼ 1 case is called the standard normal or z distribution.

Uniform (A, B) X ~ Unif[A, B]

Note: The A ¼ 0, B ¼ 1 case is called the standard uniform distribution.

C.3 Matlab and R Commands

x ¼ input to the pmf, pdf, or cdf

Table C.1 Matlab and R syntax for probability distribution commands

1. (a) A \ B0 (b) A [ B (c) (A \ B0 ) [ (B \ A0 )

# Springer International Publishing AG 2017 621

117.  .2 (answers will vary)

131.  .9090 (answers will vary)

1. (b) .4625; the same (c) .5, .278125

49. .6826 < .9987 ) the second machine

107. 4y3[ln(y3)]2 for 0 < y3 < 1

127. (a) [1 (1 R1(t))(1 R2(t))][1 (1 R3(t))(1 R4(t))][1 (1 R5(t))(1 R6(t))] (b) 70 h

155. fT(t) ¼ e t/2 e t for t > 0

(d) Fðx; yÞ ¼ :6x2 y þ :4xy3 , 0  x  1; 0  y  1; Fðx; yÞ ¼ 0, x  0;

1. (a) x ¼ 113:73 (b) e

5. ^θ 1 ¼ N X ¼ 1, 703, 000, ^ ¼ 1, 591, 300, ^

1. (a) Continuous-time, continuous-space (b) continuous-time, discrete-space (c) discrete-time, continuous-

1. F {RXX(τ)} ¼ sinc( f ), which is not 0 for all f

3. (a) 250δðf Þ þ 2π exp 4 10

117. .2 (answers will vary)

131. .9090 (answers will vary)

(d) Fðx; yÞ ¼ :6x2 y þ :4xy3 , 0 x 1; 0 y 1; Fðx; yÞ ¼ 0, x 0;