ENGG2760B: Probability for Engineers
Assignment 3: Continuous Random Variables
Instructions
1. Let X N ( 2 , 4 ) and Y =3− 2 X . Find
(1) P ( X >1 ) ;
(2) P ( −2< y <1 ) ;
(3) P ( X >3|Y < 1 ).
Solution:
(1) We have μ X =2 and σ X =2. Thus,
P ( X >1 )=1 − F ( 1−2 2 )=1 − F ( −0.5 )=F ( 0.5) =0.6915
(2) Since Y =3− 2 X , we have Y N (− 1 ,16 ). Therefore,
P ( −2< y <1 ) =F ( 1 −4( −1 ) )− F ( ( −2 ) −4 (− 1) )=F ( 0.5) − F ( − 0.25)=0.29
(3)
P ( X >3|Y < 1 )∧¿ P ( X >3|3 − 2 X < 1 )
¿∧¿ P ( X >3| X >1 )
P ( X >3 , X >1 )
¿=
P ( X >1 )
P ( X > 3)
¿=
P ( X >1 )
¿=
1− F ( )
3 −2
2
1− F ( )
1 −2
2
1 − F ( 0.5 )
¿=
1− F ( −0.5 )
¿ ≈ 0.4461
2. Let X be a random variable with PDF given by
{
2
f X ( x ) = ¿ c x ∧¿∨x∨≤1
¿ 0∧¿ otherwise
(1) Find the constant c .
(2) Find E X and Var ( X ) .
(3) Find
(
P X≥ )
2 .
3
Solution:
∞
(1) To find , we can use
c ∫ ❑ f X (u ) du=1:
−∞
∞
1= ∫ ❑ f X ( u ) du
−∞
1
¿=∫ ❑ c u du
2
−1
2
¿= c .
3
3
Thus, we must have c= .
2
(2) To find E X , we can write
1
E X ∧¿ ∫ ❑u f X (u ) du
−1
1
3
¿= ∫ ❑ u3 du
2 −1
¿=0.
In fact, we could have guessed E X =0 because the PDF is symmetric around x=0 . To
find Var ( X ) , we have
2
Var ( X )∧¿ E X −¿
¿
(3) To find
(
P X≥ )
2 , we can write
3
( 2 3
) 19
P X ≥ = ∫ ❑ x dx= .
3 22
2
54
3
3. The weight X (kg) of adult men in a certain area follows the normal distribution N(
μ,σ 2). If we already know that P(X ≤ 70) = 0.5, P(X ≤ 60) = 0.305.
(1) What are the values of μ and σ 2?
(2) If 5 adult men are randomly selected from this area, what is the probability of at
least two of them weigh more than 63.33 kg?
Solution: (1) From 0.5= P(X ≤ 70)=
Φ ( 70σ− μ ), μ=70.
Φ
σ (
From 0.305= P(X ≤ 60)= 60− 70 =1-
Φ
10 ,
σ ) ( )
Φ ( 10σ )=0.695
we look up the table and have 10/σ =0.51, σ =19.6078.
So σ 2=19.60782= 384.4658.
(2) Let Y be the number of adult men weigh more than 63.33kg, Y~b(5,p), where
p=P(X>63.33)=
Φ ( 7019.6078 )Φ
− 63.33 = (0.34)=0.6331
1-p=1-0.6331=0.3669
So the probability of at least two of them weigh more than 63.33kg is:
P(Y≥2)=1-0.36695 −5 ⋅0.3669 4 ⋅ 0.6331=0.935988
4. A plane from Hong Kong to Singapore is scheduled to take off at 10:10 am. The
total flying time follows a normal distribution, with mean 4h and standard deviation
20min.
(1) What is the probability that the plane will arrive at Singapore after 2:30 pm?
(2) What is the probability that the plane will arrive at Singapore before 2:20 pm?
(3) What is the probability that the plane will arrive at Singapore between 1:50 and
2:30 pm?
Solution: Let the unit of time to be minute, then flying time X~N(240,20^2);
(1) P(X≥260)=1-Φ ((260-240)/20)=1-0.8413=0.1587
(2) P(X≤250)= Φ((250-240)/20)=0.6915
(3) P(220≤ X≤260)=2Φ (1) - 1= 2*0.8413 - 1 = 0.6826
5. (1) Assume K follows the uniform distribution on (1,6), find the probability that the
equation x²+Kx+1=0 has real roots.
(2) Assume K~ N( μ,σ 2), and the equation x²+4x+K=0 has no real root, the probability
is 0.5, Try to find μ.
Solution: (1) If the equation x²+Kx+1=0 has real roots, then K 2 - 4 ≥ 0.
This requires K≤-2 or K ≥2.
Since K~U(1,6),
6
P(K -2)+P(K 2) = 0 + 1 = 4
≤ ≥ ∫ 5 dx 5
2
(2) As x²+4x+K=0 has no real root, 16-4K<0.
0.5=P(16-4K<0)=P(K>4)=1- 4 − μ .
Φ
σ ( )
Which gives μ=4.
6. In a laboratory, scientists are analyzing the effectiveness of a new drug in a clinical
trial. The proportion of a patient experiencing a negative response to the drug is a
random variable that follows the Beta distribution.
(1) If the Beta distribution has α=2, β=9, compute the probability that the proportion
is smaller than 10%.
(2) Under the condition in (1), what is the proportion of a patient experiencing a
negative response to the drug on average?
(3) If the scientists are testing another new drug, and the proportion of a patient
experiencing a negative response to the new drug is a random variable Y. It follows
another Beta distribution with α=1, β=4. Compute P(Y<E(Y)).
(You may use a calculator to compute the integral if necessary.)
Solution: (1) For Be(2,9):
Γ ( 2+9 ) 2− 1 9− 1
x ( 1 − x ) ,0< x<1
Γ (2 ) Γ (9 )
p ( x )=├ 0 , otℎers
Γ (2+ 9 ) 10!
= =90
Γ ( 2) Γ (9 ) 1 ! 8 !
0.1
Therefore, P(X<0.1)=90
∫ x (1 − x )8 dx =0.2639
0
(2) E(X) = a/(a+b) = 2/11 = 0.1818
(3) 3
p ( y )=├ 04,(1ot−ℎxers) ,0 <x< 1
E(Y) = a/(a+b)=1/5=0.20
1
P(Y<E(Y)) = 1 – P(Y>E(Y)) = 1 -
∫ 4 ( 1− y )3 dy=1 – 0.4096 = 0.5904
0.2
7. Consider the closed unit circle of radius , i.e. . Suppose we
r S= {( x , y ) : x 2+ y 2 ≤ r 2 }
throw a dart onto this circle and are guaranteed to hit it, but the dart is equally likely
to land anywhere in S. Concretely this means that the probability that the dart lands in
any particular area of size A (that is entirely inside the circle of radius r ), is equal to
A
. The density outside the circle of radius r is 0.
Area of whole ¿˚ ¿
Let X be the distance the dart lands from the center.
(1) What is the CDF and pdf of X ?
(2) What is E [ X ] and Var ( X )?
Solution:
(1) Since is the probability that the dart lands inside the circle of radius , that
FX ( x ) x
probability is the area of a circle of radius x divided by the area of the circle of
radius r (i.e., π x2=π r 2). Thus, our CDF looks like
{
¿ 0∧¿ x <0
2
F X ( x )= ¿ x2 ∧¿ 0< x ≤ r
r
¿ 1∧¿ x >r ∧¿
To find the PDF, we just need to take the derivative of the CDF, which give us the
following:
{
2x
¿ ∧¿ 0 < x ≤ r
f X ( x )= r 2
¿ 0∧¿ otherwise
(2) Using the definition of expectation we get
∞ r
2x 2 2
dx= 2 ( x |0 )= r
3r
E [ X ] = ∫ ❑ x f X ( x ) dx=∫ ❑ x 2
−∞ 0 r 3r 3
We know that 2 .
Var ( X)=E[ X ]− E ¿
∞ r
2x 2 1 2
dx= 2 ( x |0 )= r
4r
E [ X ]= ∫ ❑ x f X ( x ) dx=∫ ❑ x
2 2 2
2
−∞ 0 r 4r 2
Plugging this into our variance equation gives
2
Var ( X)=E[ X ]− E ¿
8. A monitor issues a warning signal when an action is needed as part of a production
process. The interval, X hours, between successive signals follows an exponential
distribution with parameter 0.08.
(1) Find the probability that the interval between the next two signals is:
a. Between 10 and 20 hours;
b. Less than 4 hours;
c. Longer than 50 hours.
(2) State the mean and standard deviation of the intervals between successive signals.
(3) Following a warning signal, what is the longest time the production process could
be left unsupervised whilst ensuring the probability of missing the next signal is less
than 0.01?
Solution:
(1) We have an exponential distribution with parameter λ=0.08 . The cumulative
distribution function is given by
{
−0.08 x
F ( x )= 1− e , x ≥0
0 otherwise .
a. − 1.6 −0.8
P(10 ≤ X ≤20)=F (20) − F (10)=(1 − e )−(1 −e )=0.247 .
b. − 0.32
P( X< 4)=F( 4)=1 − e =0.274 .
c. −4
P( X> 50)=1− P( X ≤ 50)=1− e =0.0183 .
1 1 1
(2) E ( X )= = =12.5 hours and STD (X )= =12.5 hours.
λ 0.08 λ
(3) We wish to find the time, t , for which:
P ( X <t )∧¿ 0.01
− 0.08 t
1− e ∧¿ 0.01
− 0.08 t
e ∧¿ 0.99
− 0.08 t∧¿ ln 0.99
ln 0.99
t∧¿
−0.08
t∧¿ 0.1256 hours
t∧¿ 7.54 minutes .
Therefore, the production process should be left for no longer than 7.54 minutes to
ensure the probability of missing a signal is less than 0.01.