ENGR 200: Probability and Random Variables for Engineers

Fall 2021
Instructors: Lerzan Örmeci and Sinem Çöleri
TAs: N. Khan, M. Gürel, S. Kazmi, A. Mozaffari, and H. Guven
Homework 12
Assigned: Jan. 06, 2022

1. Ali has 100 jobs that she must do in sequence, with the times required to do each
of these jobs being independent random variables with mean 5 minutes and standard
deviation 1 minutes. Ayşe has 200 jobs that he must do in sequence, with the times
required to do each of these jobs being independent random variables with mean 2.5
minutes and variance 2 minutes.

(a) Find the probability that Ali finishes in less than 520 minutes.
(b) Find the probability that Ayşe finishes in less than 520 minutes.
(c) Find the probability that Ali finishes before Ayşe.

Solution:
a.
P100 Let Xi denote the required time to complete the ith job for Ali. Thus, TX =
i=1 Xi represent the total required to complete all of the 100 jobs for Ali.
By the Central Limit Theorem, TX has approximately normal distribution with mean
E[TX ] and variance V ar[TX ], where
P100 P100
E[TX ] = E[ i=1 Xi ] = i=1 E[Xi ] = 500
P100 P100 √
V ar[TX ] = V ar[ i=1 Xi  and σTX = 100 = 10
] = i=1 V ar[Xi ] = 100
TX −E[TX ] 520−500
Thus, P (TX < 520) = P σ TX < 10 = P (Z < 2) = Φ(2)

b.
P200 Let Yi denote the required time to complete the ith job for Ayşe. Thus, TY =
i=1 Yi represent the total required to complete all of the 200 jobs for Ayşe.
By the Central Limit Theorem, TY has approximately normal distribution with mean
E[TY ] and variance V ar[TY ], where
P200 P200
E[TY ] = E[ i=1 Yi ] = i=1 E[Yi ] = 500
P200 P200 √
 and σTX = 400 = 20
V ar[TY ] = V ar[ i=1 Yi ]= i=1 V ar[Yi ] = 400
TY −E[TY ] 520−500
Thus, P (TY < 520) = P σTY < 20 = P (Z < 1) = Φ(1)

c. We need to find P (TX < TY ) = P (TX − TY < 0). TX − TY is approximately normal

with mean E[TX − TY ] and variance V [TX − TY ]:
E[TX − TY ] = E[TX ] − E[TY ] = 500 − 500 = 0 √
V [TX − TY ] = V [TX ] + V [TY ] = 100 + 400 = 500, and σTX −TY = 500.
Thus,  
P (TX < TY ) = P (TX − TY < 0) = P TX −TσYT−E[T −T
X −TY ]
< 0−0
√
500
= P (Z < 0) = Φ(0)
X Y
2. Find the PDF of Z = X +Y , when X and Y are independent exponential random
variables with common parameter λ.
Solution: X ∼ exp(λ) and Y ∼ exp(λ), then fX (x) = λe−λx and fY (y) = λe−λy .
Given Z = X + Y , fZ|X (z|x) = fY (Y = z − x). Then,
Z ∞ Z ∞ Z ∞
fZ (z) = fX (x)fZ|X (z|x)dx = fX (x)fY (z − x)dx = λe−λx λe−λ(z−x) dx
0 0 0
Z z
2 −λz
=λ e dx
0
= λ2 e−λz

3. A factory produces Xn gadgets on day n, where the Xn are independent and identically
distributed random variables, with mean 10 and variance 9. Find (approximately) the
largest value of n such that
P (X1 + ... + Xn ⩾ 200 + 10n) ⩽ 0.05
Solution: The requirement P (Sn ≥ 200 + 10n) ≤ 0.05 translates to P ( Sn3−10n
√
n
≥
200
√ ) ≤ 0.05,
3 n
Using a normal approximation,
200
1 − Φ( √ ) ≤ 0.05
3 n
And
200
Φ( √ ) ≥ 0.95
3 n
From the normal tables we obtain Φ(1.65) ≈ 0.95, and therefore,
200
√ ≥ 1.65
3 n
Which finally yields n ≤ 1632.
4. Uncle Henry has been having trouble keeping his weight constant. In fact, at the end
of each week, he notices that his weight has changed by a random amount, uniformly
distributed between −0.5 and 0.5 pounds. Assuming that the weight change during any
given week is independent of the weight change of any other week, find the probability
that Uncle Henry will gain or lose more than 3 pounds in the next 50 weeks.
Solution: We will use the Central Limit Theorem to compute the required probability.
Let Xi be the amount Uncle Henry gains or loses in the ith week. We have
  ! !
X 50  X50
P  Xi  ≥ 3 = 2P Xi ≥ 3
 
 
i=1 i=1
50
!
X
= 2 − 2P Xi ≤ 3
i=1
P50 !
i=1 Xi − 50 · 0 3 − 50 · 0
= 2 − 2P √ ≤ √
σ 50 σ 50
= 2 − 2P (Z ≤ 1.4697)
≈ 0.1416.

where Z is a standard normal random variable.