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Probability and Statistics Tutorial 7

This document provides examples of calculating probabilities for various distributions including the normal, Poisson, and exponential distributions. It includes finding probabilities related to the standard normal distribution, probabilities for other normal distributions, determining normal distribution parameters based on given probabilities, and examples calculating probabilities for events involving multiple independent random variables.

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0% found this document useful (0 votes)
54 views2 pages

Probability and Statistics Tutorial 7

This document provides examples of calculating probabilities for various distributions including the normal, Poisson, and exponential distributions. It includes finding probabilities related to the standard normal distribution, probabilities for other normal distributions, determining normal distribution parameters based on given probabilities, and examples calculating probabilities for events involving multiple independent random variables.

Uploaded by

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

Probability & Statistics

Tutorial 7

1. Suppose Z ∼ N (0, 1). Find


(a) P (Z ≤ 1.34) 0.9099 (b) P (Z ≥ −0.22) 0.9129 (c) P (−2.19 ≤ Z ≤ 0.43) 0.652
(d) P (0.09 ≤ Z ≤ 1.76) (e) P (|Z| ≤ 0.38) (f) P (|Z| ≥ 0.91)
(g) The value of x for which P (Z ≤ x) = 0.55 0.125
(h) The value of x for which P (Z ≥ x) = 0.72 -0.5828
(i) The value of x for which P (|Z| ≤ x) = 0.31 0.3988
(j) The value of x for which P (|Z| ≥ x) = 0.42 0.806

2. Suppose X ∼ N (10, 2). Find


(a) P (X ≤ 10.34) (b) P (X ≥ 11.98) (c) P (7.67 ≤ X ≤ 9.90)
(d) P (10.88 ≤ X ≤ 13.22) (e) P (|X − 10| ≤ 3) (f) P (|X − 10| ≥ 8)
(g) The value of x for which P (X ≤ x) = 0.81 11.241
(h) The value of x for which P (X ≥ x) = 0.04 12.475
(i) The value of x for which P (|X − 10| ≥ x) = 0.63 0.6812
(j) The value of x for which P (|X − 10| ≤ x) = 0.44 0.8242

3. Suppose that X ∼ N (µ, σ 2 ) and that

P (X ≤ 5) = 0.8 and P (X ≥ 0) = 0.6.

What are the values of µ and σ 2 ? Var = 20.926


Mean = 1.157
4. The thicknesses of glass sheets produced by a certain process are normally distributed with a mean
of µ = 3 mm and a standard deviation of σ = 0.12 mm.

(a) What is the probability that a glass sheet is thicker than 3.2 mm? 0.0477
(b) What is the probability that a glass sheet is thinner than 2.7 mm? 6.2 x 10^-3
(c) What is the value of c for which there is a 99% probability that a glass sheet has a thickness
within the interval [3 − c, 3 + c]? c = 0.3084 Not Chebyshev
(d) What is the probability that three glass sheets placed one on top of another have a total
thickness greater than 9.5 mm? 8.072 x 10^-3
(e) What is the probability that seven glass sheets have an average thickness less than 3.1 mm?
0.9862
5. The weights of bags lled by a machine are normally distributed with a standard deviation of 0.05
kg and a mean that can be set by the operator. At what level should the mean be set if it is required
that only 1% of the bags weigh less than 10 kg? 10.1165

6. An investment in company A has an expected return of $30,000 with a standard deviation of $4000.
What is the probability that the return will be at least $25,000 if it has a normal distribution?
0.1056
1
7. Suppose that X ∼ N (3.2, 6.5), Y ∼ N (−2.1, 3.5) and Z ∼ N (12, 7.5) are independent random
variables. Find the probability that 0.6767
(a) X + Y ≥ 0 0.636 (b) X + Y − 2Z ≤ −20 (c) 3X + 5Y ≥ 1 0.4375
(d) 4X − 4Y + 2Z ≤ 25 (e) |X + 6Y + Z| ≥ 2 (f) |2X − Y − 6| ≤ 1
0.0713 0.8689 0.1315
8. Let X1 , . . . , X15 be independent identically distributed N (4.5, 0.88) random variables, with an aver-
age X .

(a) Calculate P (4.2 ≤ X ≤ 4.9). 0.8429


(b) Find the value of c for which P (4.5 − c ≤ X ≤ 4.5 + c) = 0.99. 0.624

9. A piece of wire is cut and the length of the wire has a normal distribution with a mean 7.2 m and
a standard deviation 0.11 m. If the piece of wire is then cut exactly in half, what are the mean and
the standard deviation of the lengths of the two pieces? mean = 3.6
STD = 0.055
10. Suppose that a fair coin is tossed n times. Estimate the probability that the proportion of heads
obtained lies between 0.49 and 0.51 for n = 100, 200, 500, 1000 and 2000. P(489.5 <= X <= 510.5) = 0.4933
P(48.5 <= X <= 51.5) = 0.2358
11. Suppose that a fair die is rolled 1000 times. P(97.5 <= X <= 102.5) = 0.276
P(244.5 <= X <= 255.5) = 0.3772
(a) Estimate the probability that the number of 6s is between 150 and 180.0.8071
(b) What is the smallest value of n for which there is a probability of at least 99% of obtaining
at least 50 6s in n rolls of a fair die? n = 402

12. The number of cracks in a ceramic tile has a Poisson distribution with parameter λ = 2.4.

(a) How would you approximate the distribution of the total number of cracks in 500 ceramic
tiles? N(1200,1200) because mean = Var in poisson distribution
(b) Estimate the probability that there are more than 1250 cracks in 500 ceramic tiles.
0.0744

13. A multiple-choice test consists of a series of questions, each with four possible answers.

(a) If there are 60 questions, estimate the probability that a student who guesses blindly at each
question will get at least 30 questions right.7.693 x 10^-6
(b) How many questions are needed in order to be 99% condent that a student who guesses
blindly at each question scores no more than 35% on the test? 92

14. The lifetimes of batteries are independent with an exponential distribution with a mean of 84 days.
Consider a random selection of 350 batteries. What is the probability that at least 55 of the batteries
have lifetimes between 60 and 100 days?
Probability that 1 battery have a lifetime between 100 and 60 is 0.1854
P(n >= 55) = 0.923

Common questions

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To determine the probability of obtaining a specific range of heads in a large number of coin tosses, you can use the normal approximation to the binomial distribution. For example, to estimate the probability that the proportion of heads obtained lies between 0.49 and 0.51 for n = 100, 200, 500, 1000, and 2000, treat the number of heads as a binomial random variable, X ~ Binomial(n, p = 0.5). Use the normal approximation: X ~ N(np, np(1-p)). Compute the z-scores for the endpoints using (x - np) / sqrt(np(1-p)) and find the probabilities using the standard normal distribution tables or software.

In a Poisson process, when aiming to estimate the probability of a certain number of successes over a large sample, you firstly assess whether a normal approximation is appropriate by checking if the product of the rate (λ) and sample size is large. For 500 ceramic tiles with λ=2.4, calculate the expected total number of cracks as 500 * 2.4 = 1200, making it suitable for normal approximation due to the large mean. The probability of more than 1250 cracks can be approximated using N(1200, 1200) and normal distribution tables or software, calculating the z-score for 1250 and finding 1 minus the cumulative probability.

Increasing the number of identical but independent normal random variables impacts the probability of their average by reducing variance due to the Central Limit Theorem (CLT). As the sample size increases, the distribution of the average becomes more normally distributed around the true mean, reducing variance by the factor of n (sample size). This makes probability estimates concerning the average (such as P(4.2 ≤ X ≤ 4.9) for 15 variables from N(4.5, 0.88)) more precise, as the standard deviation of the mean decreases as the square root of n.

To determine the sample size needed to achieve a specific probability criterion in a binomial experiment, such as ensuring no more than 35% of correct answers on a multiple-choice test guessed blindly, use the binomial distribution approximation with a normal distribution. First, fix the success probability per question (p = 0.25 for guessing), and determine the critical value z for the 99% confidence level. Calculate n such that no more than 35% will yield a probability within 0.99 using the formulation of the normality approximation of the binomial distribution and iterative solving or math software for precision.

To calculate the probability that a set of independent random variables satisfies a linear inequality, express the combination of random variables as a new normal random variable through their means and variances. For example, if X ~ N(3.2, 6.5), Y ~ N(-2.1, 3.5), and Z ~ N(12, 7.5), you need to find the mean and variance of the expression (e.g., X + Y >= 0) using linear transformation properties of expectations and variances. Then standardize this expression to the standard normal distribution (Z ~ N(0,1)) to find the probability using cumulative distribution functions or z-tables.

Defining threshold conditions in dependent multivariate normals to control outcome probabilities involves specifying linear combinations of means and variances that refine target interval estimates. When random variables have dependencies or weightings (like covariances in matrices), adjust conditions using these parameters to form suitable probabilities. In applications like exceeding price limits or conditionally dependent manufacturing tolerances, these are structured by modeling joint distributions and applying multivariate transformations to extract profitably actionable intervals with known probabilities.

Setting the mean in bag filling processes involves a trade-off between minimizing the likelihood of bags weighing below a specified threshold and controlling over-filling. To ensure that only 1% of bags weigh less than 10 kg, the mean must be set higher than 10 kg. Using the inverse of the normal distribution, find the critical z-value for a 1% tail probability and convert it back to the random variable using the known standard deviation and desired threshold. This controls the proportion of underweight bags effectively while considering acceptable tolerances and costs associated with over-filling.

Optimizing cutting operations with normally distributed lengths includes selecting cutting points based on desired statistical properties like mean and standard deviation. With the original distribution N(7.2, 0.11), for halves, calculate new expected properties by dividing the mean and adjusting variance due to scaling. Identify strategies that minimize waste or overlap errors, as parts cut must reflect tight control systems tuned to statistical predictions ensuring minimal off-cuts or non-utilized material based on z-scores and tolerances.

To compute the confidence interval for the mean thickness of glass sheets with specified probability, such as a 99% interval, use the normal distribution. With glass thickness normally distributed with µ = 3 mm and σ = 0.12 mm, adjust the interval so it covers 99% of expected observations. Calculate the critical z-value for 99% coverage and scale it by the standard deviation to find c such that [3 - c, 3 + c] covers the probability interval, solving for c using the z-value and the standard deviation.

Estimating outcomes in independent normal distributions involving linear combinations uses properties of normal distributions regarding means and variances. With random variables X, Y, Z following different normals, evaluate expressions such as 3X + 5Y, or 4X - 4Y + 2Z by calculating new means and variances through expected values and the sum of variances due to independence. Convert complex expressions to single normally distributed variables using these properties, then assess probabilities using the standard normal distribution.

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