Problem Set 5 Solution

HANU - Faculty of Information and Technology

MAT204: Probability & Statistics
April 17, 2015

Problem 1: [1, Exercise 4.2]

The probability distribution of the discrete random variable X is
   x  3−x
3 1 3
f (x) = , x = 0, 1, 2, 3.
x 4 4
Find the mean of x.
Solution:
     3−x     3 x
3! 1 3 3! 1 34
f (x) = x 3−x
= x
x!(3 − x)! 4 4 x!(3 − x)! 4 3x 43
162 81
= x
=
(64)(x!)(3 − x)!(3 ) (32)(x!)(3 − x)!(3x )
3        
X 27 27 9 1 3
E(X) = xf (x) = (0) + (1) + (2) + (3) =
x=0
64 64 64 64 4

Problem 2: [1, Exercise 4.11]

The density function of coded measurements of the pitch diameter of threads of a fitting
is  4
π(1+x2 )
, 0 < x < 1,
f (x) =
0, elsewhere
Find the expected value of X.
Solution: Z +∞ Z 1 Z 1
4
E(X) = xf (x)dx = xf (x)dx = xdx
−∞ 0 0 π(1 + x2 )
1
1
4 ln(x2 + 1) 
Z
4 x 2ln2 ln4
= 2
dx = ∗ = =
π 0 1+x π 2 
0 π π

Problem 3: [1, Exercise 4.12] If a dealers profit, in units of 5000, on a new auto-
mobile can be looked upon as a random variable X having the density function

2(1 − x), 0 < x < 1,
f (x) =
0, elsewhere

1
Find the average profit per automobile.
Solution: Z 1 Z 1
E(X) = xf (x)dx = 2x(1 − x)dx
0 0
1  1
x2 x3
Z 
=1
2

=2 (x − x )dx = 2 −
0 2 3 
0 3

Therefore:

Average prof it = Expection ∗ T otal units = (1/3)(5000) = $1, 667.77

Problem 4: [1, Exercise 4.50]

For a laboratory assignment, if the equipment is working, the density function of the
observed outcome X is

2(1 − x), 0 < x < 1,
f (x) =
0, otherwise

Find the variance and standard deviation of X.

Solution:
Z 1 Z 1 Z 1  2  1
2 x x3  1
E(X) = x(f x)dx = 2x(1 − x)dx = 2 (x − x )dx = 2 − =
0 0 0 2 3 0 3
1 1 1  1
x3 x4
Z Z Z 
=1
2 2 2 3

E(X ) = xf (x)dx = 2x (1 − x)dx = 2 (x − x )dx = 2 −
0 0 0 3 4 
0 6
 2
2 1 1 2 1 2
⇒ σ = V ar(X) = E(X ) − [E(X)] = − =
6 3 18
p p
σ = V ar(X) = 1/18 = 0.2357

Problem 5: [1, Exercise 4.52]

Random variables X and Y follow a joint distribution


2, 0 < x ≤ y < 1,
f (x, y) =
0, otherwise

Determine the correlation coefficient between X and Y .

Solution: Z +∞ Z 1 1

f (x) = f (x, y)dy = 2dy = 2y  = 2(1 − x)

−∞ y=x x
+∞ 1 1  1
x2 x3
Z Z Z 
=1
2

E(X) = xf (x)dx = 2 x(1 − x)dx = 2 (x − x )dx = 2 −
−∞ x=0 x=0 2 3 
0 3

2
 +∞ 1 1  1
x3 x4
Z Z Z 
=1
2 2 2 2 3

E(X ) = x f (x)dx = 2 x (1−x)dx = 2 (x −x )dx = 2 −
−∞ x=0 x=0 3 4 
0 6
 2
2 1 1 2 1 1 1
V ar(X) = E(X ) − [E(X)] = − = − =
6 3 6 9 18
Z +∞ Z y y

f (y) = f (x, y)dx = 2dx = 2y  = 2y

−∞ x=0 0
Z +∞ Z 1  3  1
y =2

E(Y ) = yf (y)dy = 2 y 2 dy = 2
−∞ y=0 3 0 3
Z +∞ Z 1 1
2 2 3 y 4  1
E(Y ) = y f (y)dy = 2 y dy = =
−∞ y=0 2 0 2

 2
1 2 1 4 1
V ar(Y ) = E(Y 2 ) − [E(Y )]2 = − = − =
2 3 2 9 18
Z +∞ Z ∞ Z y Z 1
E(XY ) = xyf (x, y)dxdy = 2 xydxdy
−∞ −∞ x=0 y=0
Z 1
y 1 Z 1 4

2  3 y  1
= xy
dy = y dy = =
y=0 x=0 y=0 4 0 4
  
1 1 2 1
Cov(X, Y ) = E(XY ) − E(X)E(Y ) = − =
4 3 3 36
Cov(X, Y )
⇒ Cor(X, Y ) = p(X, Y ) =
σx σy
Cov(X, Y ) 1/36 1/36 1
=p p =p p = =
V ar(X) V ar(Y ) 1/18 1/18 1/18 2

Problem 6: [1, Exercise 4.34]

Let X be a random variable with the following probability distribution:
x -2 3 5
f (x) 0.3 0.2 0.5
Find the standard deviation of X.
Solution:
X
E(X) = µ = xf (x) = (−2)(0.3) + (3)(0.2) + (5)(0.5) = 2.5
x
X
E(X 2 ) = x2 f (x) = (−2)2 (0.3) + (3)2 (0.2) + (5)2 (0.5) = 15.5
x

σ = E(X 2 ) − [E(X)]2 = 15.5 − (2.5)2 = 9.25

2
√
⇒ σ = 9.25 = 3.041

Problem 7:[1, Exercise 4.36] Suppose that the probabilities are 0.4, 0.3, 0.2, and 0.1,

3
respectively, that 0, 1, 2, or 3 power failures will strike a certain subdivision in any given
year. Find the mean and variance of the random variable X representing the number
of power failures striking this subdivision.
Solution:
x = {0, 1, 2, 3}
f (x) = {0.4, 0.3, 0.2, 0.1}
X
E(X) = µ = xf (x) = (0)(0.4) + (1)(0.3) + (2)(0.2) + (3)(0.1) = 1
x
X
E(X 2 ) = x2 f (x) = (02 )(0.4) + (12 )(0.3) + (22 )(0.2) + (32 )(0.1) = 2
x

⇒ σ 2 = E(X 2 ) − [E(X)]2 = 22 − 12 = 1

Problem 8: [1, Exercise 4.54]

Using [1, Theorem 4.5] and [1, Corollary 4.6], find the mean and variance of the random
variable Z = 5X + 3, where X has the probability distribution of Problem 7.
Solution:
From Prob. 7, we have:
µ = 1 and σ 2 = 1
E(aX + b) = aE(X) + b
⇒ µZ = µ5X+3 = E(5X + 3) = 5E(X) + 3 = 5µ + 3 = (5)(1) + 3 = 8
2
σaX+c = a2 σ X
2
= a2 σ 2
⇒ σZ2 = σ5X+3
2
= (52 )(12 ) = 25

Problem 9: [1, Exercise 4.62]

2
If X and Y are independent random variables with variances σX = 5 and σY2 = 3, find
the variance of the random variable Z = −2X + 4Y − 3.
Solution:

σZ2 = σ−2X+4Y
2 2 2 2 2
−3 = (−2 )σX + (4 )σY = (4)(5) + (16)(3) = 68

Problem 10: [2, Section 4.1, Exercise 2]

If an integer between 1 and 100 is to be chosen at random, what is the expected value?
Solution:
x = {1, 2, ..., 100}
1
f (x) =
100
X 1 1 (100)(101)
⇒ E(X) = xf (x) = (1 + 2 + ... + 100) = = 50.5
x
100 100 2

4
Problem 11: [2, Section 4.1, Exercise 8]
Suppose that X and Y have a continuous joint distribution for which the joint p.d.f. is
as follows: 
12y 2 , 0 ≤ y ≤ x ≤ 1,
f (x, y) =
0, otherwise.
Find the value of E(XY ).
Solution: Z 1 Z x Z 1 Z x
2
E(XY ) = xy12y dxdy = 12 xy 3 dxdy
x=0 y=0 x=0 y=0
1
x Z 1 1
xy 4  x6 
Z
5 1
= 12 dx = 3 x dx = =
x=0 4 y=0
x=0 2 0 2


Problem 12: [2, Section 4.2, Exercise 8]

Suppose that a class contains 10 boys and 15 girls, and suppose that 8 students are
selected at random from the class without replacement. Let X denote the number of
boys that are selected, and let Y denote the number of girls that are selected. Find
E(X − Y ).
Solution:  
X 10 16
E(X) = xf (x) = 8 =
x
25 5
16 24
Y = 8 − X ⇒ E(Y ) = 8 − E(X) = 8 − =
5 5
16 24 8
⇒ E(X − Y ) = E(X) − E(Y ) = − =−
5 5 5

Problem 13: [2, Section 4.3, Exercise 4]

Suppose that X is a random variable for which E(X) = µ and Var(X) = σ 2 . Show
that E[X(X − 1)] = µ(µ − 1) + σ 2 .
Solution:

E[X(X − 1)] = E(X 2 − X) = E(X 2 ) − E(X) = E(X 2 ) − µ

= V ar(X) + [E(X)]2 − µ = σ 2 + µ2 − µ = µ(µ − 1) + σ 2

Problem 14: [2, Section 4.4, Exercise 11]

Suppose that X is a random variable for which the m.g.f. is as follows:
1 2 2
φ(t) = et + e4t + e8t , for − ∞ < t < ∞.
5 5 5
Find the the probability distribution of X.
Solution:
If X can take only a finite number of values x1 , x2 , ..., xk with probabilities p1 , p2 , ..., pk ,
respectively, the m.g.f of X will be:

ψ(t) = p1 etx1 + p2 etx2 + ... + pk etxk

5
By matching this expression for ψ(t) with the given expression, it can be seen that X
can only take 3 values 1,4 and 8.
Therefore:
1 2 2
f (1) = , f (4) = , f (8) =
5 5 5

6
References
[1] Walpole, R. E., Myers, R. H., Myers, S. L. and Ye, K., Probability &
Statistics for Engineers & Scientists, 9th ed., MA, USA: Prentice-Hall, 2012.

[2] DeGroot, M. H. and Schervish, M. J., Probability and Statistics, 4th ed., MA,
USA: Pearson Education, Inc., 2012.

[3] Murray, R. S., John, J. S. and R, A. Srinivasan, Probability and Statistics,

3rd ed., USA: McGraw-Hill, 2009.