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Probability Homework

The document discusses the properties of a distribution function for the length of time to failure of a transistor, including finding its probability density function and calculating specific probabilities. It also covers the mean and variance of another random variable with a given density function. Key results include the probability of the transistor operating for at least 200 hours and the conditional probability P(Y > 1 | Y ≤ 2).

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quocviettong486
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5 views2 pages

Probability Homework

The document discusses the properties of a distribution function for the length of time to failure of a transistor, including finding its probability density function and calculating specific probabilities. It also covers the mean and variance of another random variable with a given density function. Key results include the probability of the transistor operating for at least 200 hours and the conditional probability P(Y > 1 | Y ≤ 2).

Uploaded by

quocviettong486
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

1.

The length of time to failure (in hundreds of hours) for a transistor is a random
variable Y with distribution function given by

F ( y )=
{ 0 , y <0
2

¿ 1−e− y , y ≥ 0

a. Show that F(y) has the properties of a distribution function


b. Find f(y)
c. Find the probability that the transistor operates for at least 200 hours
d. Find P(Y > 1 I Y ≤ 2)

{
1
( )(2− y), 0≤ y ≤ 2
2. If Y has density function: f ( y ) = 2
¿ 0 , elsewhere

Find the mean and variance of Y

Solution:
1.
a. If F(y) is a distribution function, F(-ထ) ≡ ylim ¿F(y) = 0, F(ထ) ≡ lim ¿F(y) = 1,
→−∞ y →+∞

F(y1) ≤F(y2)

We have ylim ¿F(y) = lim ¿0 = 0


→−∞ y →−∞

lim ¿F(y) = lim ¿ 1−e− y = 1 2

y →+∞ y →+∞

lim ¿ F(y) = lim ¿ 1−e− y = 1-1/e = 0.63


2

y →1 y →1

lim ¿ F(y) = lim ¿ 1−e− y = 1 – (1/(e^4)) = 0.98


2

y→2 y→2

It is clear that F(2)>F(1) => F(y) has the properties of a distribution function
{
d ( 0)
, for y <0
b. f(y) = F’(y) =
¿
dy
d ( 1−e ) −y
2

, for y ≥ 0
= { 0 , for y <0
2

¿ 2 y e− y , for y ≥ 0
dy

c. The probability that the transistor operates for at least 200 hours can be
represented as P ( Y ≥ 2 ) = 1- P ( Y < 2 )
Using the cumulative distribution function, we have: P( Y < 2 ) = F(2) = 1- e-4
 P ( Y ≥ 2 ) = 1 – 1 + e-4 = e-4 ≈ 0.018
d. We have the conditional probability formula: P(Y > 1I Y ≤ 2) =
P(1< Y ≤ 2)
¿
P(Y ≤ 2 ¿

P(Y ≤ 2) = F(2) = 1- e-4


P( 1 < Y ≤ 2) = P(Y ≤ 2) – P(Y ≤1 ) = 1- e-4 -1+e-1 = e-1 - e-4
Associate the number to the suitable place in the first formula, we have:
e -1 - e -4
P(Y > 1I Y ≤ 2) = 1- e -4 = 0.356

2.
∞ 2 2

E(Y) = ∫ yf ( y ) dy =∫ y (1/2¿)(2− y )dy ¿ =∫ y −


−∞ 0 0
( 12 ) y dy = 23
2

∞ 2 2
1 2
E(Y ) = ∫ y f ( y ) dy=∫ y (1 /2¿)(2− y)dy=∫ y 2− y 3 dy ¿ = 3
2 2 2

−∞ 0 0 2

2 4
σ2 = V(Y) = E(Y2) – [E(Y)]2 = 3 − 9 ≈0.223

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