SOLUTIONS TO SELF-QUIZZES AND SELF-TESTS
CHAPTER 9
FUNDAMENTALS
OF PROBABILITY
WITH STOCHASTIC PROCESSES
FOURTH EDITION
SAEED GHAHRAMANI
Western New England University
Springfield, Massachusetts, USA
A CHAPMAN & HALL BOOK
Chapter 9 Solutions to Self-Quiz Problems 2
SOLUTIONS TO SELF-QUIZ PROBLEMS
Section 9.1
1. Let K = (x, y, z, u, v) : 0 ≤ x ≤ 15, 0 ≤ y ≤ 10, 0 ≤ z ≤ 6, 0 ≤ u ≤ 4,
0 ≤ v ≤ 5, x + y + z + u + v = 20 . p(x, y, z, u, v), the joint probability mass
function of X, Y , Z, U , and V is given by
15 10 6 4 5
x y z u v
p(x, y, z, u, v) = , (x, y, z, u, v) ∈ K.
40
20
The marginal probability mass function of U and V is given by
4 5 31
u v 20 − u − v
pU,V (u, v) = , 0 ≤ u ≤ 4, 0 ≤ v ≤ 5.
40
20
2. We have
∞ ∞ ∞
P (X < Y < Z) = 2y e−(2x+y+z) dz dy dx
0 x y
∞ ∞
= 2y e−2x−2y dy dx
0 x
∞
1 3
= (2x + 1) e−4x dx = ≈ 0.19.
2 0 16
Section 9.2
1. Let X1 and X2 be the points selected randomly
and independently from the interval
(0, 1). We are interested in E X(2) − X(1) . Note that, by Theorem 9.7, f12 (x1 , x2 ),
the joint probability density function of X (1) and X(2) is given by
⎧
⎨2! f (x1)f (x2 ) 0 < x1 < x2 < 1
f12 (x1 , x2 ) =
⎩
0 otherwise,
where, ⎧
⎨1 0<x<1
f (x) =
⎩
0 otherwise.
Chapter 9 Solutions to Self-Quiz Problems 3
So ⎧
⎨2 0 < x1 < x2 < 1
f12 (x1 , x2 ) =
⎩
0 otherwise.
The desired expected value is calculated as follows
1 1
E X(2) − X(1) = (x2 − x1 ) · 2 dx2 dx1
0 x1
1 1
1 1
= (x21 − 2x1 + 1) dx1 = x31 − x21 + x1 = .
0 3 0 3
2. Let X1 , X2, . . . , X5 be the number of minutes past 2:10 P. M . that horses 1,
2, . . . , and 5 crossed the finish line, respectively. Clearly X 1 , X2 , . . . , X5 are in-
dependent uniform random variables over (0, 12). Hence f and F , the respective
probability density and distribution functions of X i ’s, are given by
⎧
⎨1/12 0 < x < 12
f (x) =
⎩
0 otherwise,
⎧
⎪
⎪ 0 x<0
⎪
⎪
⎨
F (x) = x/12 0 ≤ x < 12
⎪
⎪
⎪
⎪
⎩
1 x ≥ 12
Therefore, by Theorem 9.5, the probability density functions of X (1) and X(5) are
calculated as follow.
5! 0 5−1
f1 (x) = f (x) F (x) 1 − F (x)
0! 4!
4 5 x 4
= 5f (x) 1 − F (x) = 1− , 0 < x < 12,
12 12
and f1 (x) = 0, otherwise.
5! 4 5−5
f5 (x) = f (x) F (x) 1 − F (x)
4! 0!
4 5 x 4
= 5f (x) F (x) = , 0 < x < 12,
12 12
and f5 (x) = 0, otherwise. The probability that the winning horse passed the finish
line between 2:10 P. M . and 2:11 P. M . is
1
5 x 4 87, 781
1− dx = ≈ 0.35.
0 12 12 248, 832
Chapter 9 Solutions to Self-Quiz Problems 4
The probability that the time that the last horse crossed the finish line was after
2:21 P. M . is 12
5 x 4 87, 781
dx = ≈ 0.35.
11 12 12 248, 832
Section 9.3
1. The desired probability is
30! 30!
(0.40)12(0.35)11(0.25)7 + (0.40)12(0.35)10(0.25)8 ≈ 0.054.
12! 11! 7! 12! 10! 8!
2. Let X1 , X2, and X3 be the number of personal, work-related, and unsolicited com-
mercial emails among the 25 emails in Samanthas inbox. The probability we are
asked to calculate is
4
P (X1 = 15 − i, X2 = 10, X3 = i)
i=0
4
25!
= (0.45)15−i(0.40)10(0.15)i ≈ 0.11.
(15 − i)! 10! i!
i=0
Chapter 9 Solutions to Self-Test Problems 5
SOLUTIONS TO SELF-TEST PROBLEMS
4 3
1. (a) The volume of a sphere with radius R is πR . Since the volume of the unit
3
4
sphere is π, by (9.10),
3
⎧
⎪ 3
⎨ if x2 + y 2 + z 2 ≤ 1
f (x, y, z) = 4π
⎪
⎩
0 otherwise.
√1−x2 −y2
3 3
(b) fX,Y (x, y) = √ dz = 1 − x2 − y 2 , x2 + y 2 ≤ 1.
− 1−x2 −y2 4π 2π
√
1 1−x2 −z2
3
(c) fZ (z) = √ dy dx. However, it is much easier if we calculate
−1 − 1−x2 −z2 4π
this
double integral by changing it to polar coordinates. Note
√ that, in polar coordinates,
dx dy = rdrdθ, 0 ≤ θ < 2π, and r changes from 0 to 1 − z 2 . Therefore,
√
2π 1−z2
3
fZ (z) = r dr dθ
0 0 4π
2π
3 3
= (1 − z 2 ) dθ = (1 − z 2 ), −1 ≤ z ≤ 1.
0 8π 4
2. Let f be the joint probability density function of X 1, X2, . . . , Xn . We have
f (x1 , x2 , . . ., xn ) = fX1 (x1 )fX2 |X1 (x2 |x1 )fX3 |X1 ,X2 (x3 |x1 , x2 )
· · · fXn |X1 ,X2 ,...,Xn−1 (xn |x1 , x2 , . . ., xn−1 ).
Therefore, for 0 < xn < xn−1 < · · · < x2 < x1 < 1,
1 1 1 1
f (x1 , x2 , . . . , xn) = 1 · · · ··· · = ,
x1 x2 xn−1 x1 x2 · · · xn−1
and f (x1 , x2 , . . . , xn ) = 0, otherwise.
3. We need to find c so that it satisfies
∞ ∞ ∞ ∞
1
c· dt dz dy dx = 1.
0 0 0 0 (1 + x + y + z + t)6
Chapter 9 Solutions to Self-Test Problems 6
Now
∞ ∞ ∞ ∞
1
dt dz dy dx
0 0 0 0 (1 + x + y + z + t)6
∞ ∞ ∞
1
= dz dy dx
0 0 0 5(1 + x + y + z)5
∞ ∞
1
= dy dx
0 0 20(1 + x + y)4
∞
1 1
= 3
dx = .
0 60(1 + x) 120
Therefore, c · (1/120) = 1 implies that c = 120. Now we calculate
P (X < Y < Z < T ).
We have
∞ ∞ ∞ ∞
1
P (X < Y < Z < T ) = 120 dt dz dy dx
0 x y z (1 + x + y + z + t)6
∞ ∞ ∞
1
== 24 dz dy dx
0 x y (1 + x + y + 2z)5
∞ ∞
1
=3 dy dx
0 x (1 + x + 3y)4
∞
1 1 1
= 3
dx = ≈ 0.0417.
3 0 (1 + 4x) 24
4. (a) Let X1, X2, . . . , X7 be the lifetimes of the components of the system. For
1 ≤ i ≤ 7, f , the probability density function of X i , and F , its distribution function
are given by
f (x) = e−x , x ≥ 0;
F (x) = 1 − e−x x ≥ 0.
Note that the system is still functional two years from now if and only if X (7) > 2.
By Remark 9.2, the probability density function of X (7) is given by
f7 (x) = 7e−x (1 − e−x )6 , x ≥ 0.
Therefore, ∞
P (X(7) > 2) = 7e−x (1 − e−x )6 dx ≈ 0.64.
2
(b) At least three components of the system are functional two years from now if
and only if X (5) > 2. By Theorem 9.5, the probability density function of X (5) is
7! −x 2
f5 (x) = e (1 − e−x )4 1 − (1 − e−x ) = 105 e−3x(1 − e−x )4 , x ≥ 0.
4! 2!
Chapter 9 Solutions to Self-Test Problems 7
Therefore,
∞
P (X(5) > 2) = 105 e−3x (1 − e−x )4 dx ≈ 0.057.
2
5. Let X1, X2, and X3 be, respectively, the number of physicians among the group who
retired at ages 64 and below, 65-69, and 70 or later. Let p(x 1 , x2 , x3 ) be the joint
probability mass function of X 1 , X2 , and X3 . The median age of the five randomly
selected retired physicians is below 65 if and only if the ages of at least three of them
are below 65. Therefore, the desired probability is
p(5, 0, 0) + p(4, 1, 0) + p(4, 0, 1) + p(3, 2, 0) + p(3, 0, 2) + p(3, 1, 1)
5! 5! 5!
= (0.2)5 (0.3)0(0.5)0+ (0.2)4 (0.3)1(0.5)0+ (0.2)4 (0.3)0(0.5)1
5! 0! 0! 4! 1! 0! 4! 0! 1!
5! 5! 5!
+ (0.2)3(0.3)2 (0.5)0 + (0.2)3 (0.3)0(0.5)2 + (0.2)3(0.3)1(0.5)1
3! 2! 0! 3! 0! 2! 3! 1! 1!
≈ 0.058.