Chapter 4

Mathematical Expectation
4.1 µ = E(X) = (0)(0.41) + (1)(0.37) + (2)(0.16) + (3)(0.05) + (4)(0.01) = 0.88.

∑
3
4.2 E(X) = x f (x) = (0)(27/64) + (1)(27/64) + (2)(9/64) + (3)(1/64) = 3/4.
x=0

4.3 µ = E(X) = (20)(1/5) + (25)(3/5) + (30)(1/5) = 25 cents.

4.4 Assigning wrights of 3w and w for a head and tail, respectively. We obtain P (H) = 3/4 and
P (T ) = 1/4. The sample space for the experiment is S = {HH, HT, T H, T T }. Now if X
represents the number of tails that occur in two tosses of the coin, we have

P (X = 0) = P (HH) = (3/4)(3/4) = 9/16,

P (X = 1) = P (HT ) + P (T H) = (2)(3/4)(1/4) = 3/8,
P (X = 2) = P (T T ) = (1/4)(1/4) = 1/16.

The probability distribution for X is then

x 0 1 2
f (x) 9/16 3/8 1/16

from which we get µ = E(X) = (0)(9/16) + (1)(3/8) + (2)(1/16) = 1/2.

4.5 Let c = amount to play the game and Y = amount won.

y 5−c 3−c −c
f (y) 2/13 2/13 9/13

E(Y ) = (5 − c)(2/13) + (3 − c)(2/13) + (−c)(9/13) = 0. So, 13c = 16 which implies c = $1.23.

4.6 µ = E(X) = ($7)(1/12) + ($9)(1/12) + ($11)(1/4) + ($13)(1/4) + ($15)(1/6) + ($17)(1/6)

= $12.67.

4.7 Expected gain = E(X) = (4000)(0.3) + (−1000)(0.7) = $500.

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41
42 Chapter 4 Mathematical Expectation

4.8 Let X = profit. Then

µ = E(X) = (250)(0.22) + (150)(0.36) + (0)(0.28) + (−150)(0.14) = $88.

4.9 For the insurance of $200,000 pilot, the distribution of the claim the insurance company would
have is as follows:

Claim Amount $200,000 $100,000 $50,000 0

f (x) 0.002 0.01 0.1 0.888

So, the expected claim would be

($200, 000)(0.002) + ($100, 000)(0.01) + ($50, 000)(0.1) + ($0)(0.888) = $6, 400.

Hence the insurance company should charge a premium of $6, 400 + $500 = $6, 900.
∑
4.10 µX = ∑ xg(x) = (1)(0.17) + (2)(0.5) + (3)(0.33) = 2.16,
µY = yh(y) = (1)(0.23) + (2)(0.5) + (3)(0.27) = 2.04.
∫1 x
4.11 E(X) = π4 0 1+x ln 4
2 dx = π .

∫1
4.12 E(X) = 0 2x(1 − x) dx = 1/3. So, (1/3)($5, 000) = $1, 667.67.
∫1 ∫2
4.13 E(X) = 0 x2 dx + 1 x(2 − x) dx = 1. Therefore, the average number of hours per year is
(1)(100) = 100 hours.
∫1
4.14 E(X) = 0 2x(x+2)
5 dx = 158
.
√
∫ a ∫ a2 −y2 [( 2 2 ) ( 2 2 )]
a −y
4.15 E(X) = πa1 2 −a √ 2 2 x dx dy = πa1 2 2 − a −y
2 dy = 0.
− a −y

4.16 P (X1 + X2 ≥ 1) = 1 − P (X1 = 0, X2 = 0)

(980)(20)
= 1 − 21000 0 = 1 − 0.9604 = 0.040.
( 2 )
4.17 The probability density function is,

x −3 6 9
f (x) 1/6 1/2 1/3
g(x) 25 169 361

µg(X) = E[(2X + 1)2 ] = (25)(1/6) + (169)(1/2) + (361)(1/3) = 209.

4.18 E(X 2 ) = (0)(27/64) + (1)(27/64) + (4)(9/64) + (9)(1/64) = 9/8.

4.19 Let Y = 1200X − 50X 2 be the amount spent.

x 0 1 2 3
f (x) 1/10 3/10 2/5 1/5
y = g(x) 0 1150 2200 3150

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Solutions for Exercises in Chapter 4 43

µY = E(1200X − 50X 2 ) = (0)(1/10) + (1150)(3/10) + (2200)(2/5) + (3150)(1/5)

= $1, 855.
∫∞ ∫∞
4.20 E[g(X)] = E(e2X/3 ) = 0 e2x/3 e−x dx = 0 e−x/3 dx = 3.
∫1
4.21 E(X 2 ) = 0 2x2 (1 − x) dx = 16 . Therefore, the average profit per new automobile is
(1/6)($5000.00) = $833.33.
∫∞ 1
4.22 E(Y ) = E(X + 4) = 0 32(x + 4) (x+4)3 dx = 8 days.

∑∑
4.23 (a) E[g(X, Y )] = E(XY 2 ) = xy 2 f (x, y)
x y
= (2)(1)2 (0.10) + (2)(3)2 (0.20) + (2)(5)2 (0.10) + (4)(1)2 (0.15) + (4)(3)2 (0.30)
+ (4)(5)2 (0.15) = 35.2.
(b) µX = E(X) = (2)(0.40) + (4)(0.60) = 3.20,
µY = E(Y ) = (1)(0.25) + (3)(0.50) + (5)(0.25) = 3.00.

∑
3 ∑
2
4.24 (a) E(X 2 Y − 2XY ) = (x2 y − 2xy)f (x, y) = (1 − 2)(18/70) + (4 − 4)(18/70) + · · · +
x=0 y=0
(8 − 8)(3/70) = −3/7.
x 0 1 2 3 y 0 1 2
(b)
g(x) 5/70 30/70 30/70 5/70 h(y) 15/70 40/70 15/70
µX = E(X) = (0)(5/70) + (1)(30/70) + (2)(30/70) + (3)(5/70) = 3/2,
µY = E(Y ) = (0)(15/70) + (1)(40/70) + (2)(15/70) = 1.
Hence µX − µY = 3/2 − 1 = 1/2.

∑
3 ∑
3
4.25 µX+Y = E(X +Y ) = (x+y)f (x, y) = (0+0)(1/55)+(1+0)(6/55)+· · ·+(0+3)(1/55) =
x=0 y=0
2.
√ ∫1∫1 √ ∫1
4.26 E(Z) = E( X 2 + Y 2 ) = 0 0 4xy x2 + y 2 dx dy = 43 0 [y(1 + y 2 )3/2 − y 4 ] dy
= 8(23/2 − 1)/15 = 0.9752.
1
∫∞ ∫∞
4.27 E(X) = 2000 0 x exp(−x/2000) dx = 2000 0 y exp(−y) dy = 2000.

4.28 (a) The density function is shown next.

2/5
f(x)

23.75 26.25
∫
2 26.25
(b) E(X) = 5 23.75 x dx = 15 (26.252 − 23.752 ) = 25.
(c) The mean is exactly in the middle of the interval. This should not be surprised due to
the symmetry of the density at 25.

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44 Chapter 4 Mathematical Expectation

4.29 (a) The density function is shown next

3

2
f(x)

01 1.5 2 2.5 3 3.5 4

∫∞
(b) µ = E(X) = 1 3x−3 dx = 32 .
∫∞
4.30 E(Y ) = 1
4 0 ye−y/4 dy = 4.
∫1 ∫1 ∫∞
4.31 (a) µ = E(Y ) = 5 0 y(1 − y)4 dy = − 0 y d(1 − y)5 = 0 (1 − y)5 dy = 16 .
∫1 1
(b) P (Y > 1/6) = 1/6 5(1 − y)4 dy = − (1 − y)5 1/6
= (1 − 1/6)5 = 0.4019.

4.32 (a) A histogram is shown next.

0.4

0.3
f(x)

0.2

0.1

1 2 3 4 5
x

(b) µ = (0)(0.41) + (1)(0.37) + (2)(0.16) + (3)(0.05) + (4)(0.01) = 0.88.

(c) E(X 2 ) = (0)2 (0.41) + (1)2 (0.37) + (2)2 (0.16) + (3)2 (0.05) + (4)2 (0.01) = 1.62.
∑
4.33 µ = $500. So, σ 2 = E[(X − µ)2 ] = (x − µ)2 f (x) = (−1500)2 (0.7) + (3500)2 (0.3) =
x
$5, 250, 000.

4.34 µ = (−2)(0.3) + (3)(0.2) + (5)(0.5) = 2.5 and

E(X 2 ) = (−2)2 (0.3) + (3)2 (0.2) + (5)2 (0.5) = 15.5.
So, σ 2 = E(X 2 ) − µ2 = 9.25 and σ = 3.041.

4.35 µ = (2)(0.01) + (3)(0.25) + (4)(0.4) + (5)(0.3) + (6)(0.04) = 4.11,

E(X 2 ) = (2)2 (0.01) + (3)2 (0.25) + (4)2 (0.4) + (5)2 (0.3) + (6)2 (0.04) = 17.63.
So, σ 2 = 17.63 − 4.112 = 0.74.

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Solutions for Exercises in Chapter 4 45

4.36 µ = (0)(0.4) + (1)(0.3) + (2)(0.2) + (3)(0.1) = 1.0,

and E(X 2 ) = (0)2 (0.4) + (1)2 (0.3) + (2)2 (0.2) + (3)2 (0.1) = 2.0.
So, σ 2 = 2.0 − 1.02 = 1.0.

4.37 It is know µ =∫ 1/3.

1
So, E(X 2 ) = 0 2x2 (1 − x) dx = 1/6 and σ 2 = 1/6 − (1/3)2 = 1/18. So, in the actual profit,
1
the variance is 18 (5000)2 .

4.38 It is known µ =∫8/15.

1
Since E(X 2 ) = 0 25 x2 (x + 2) dx = 11
30 , then σ 2 = 11/30 − (8/15)2 = 37/450.

4.39 It is known µ =∫1. ∫2

1
Since E(X 2 ) = 0 x2 · x dx + 1 x2 (2 − x) dx = 7/6, then σ 2 = 7/6 − (1)2 = 1/6.
∫1 ( ) ∫1
4.40 µg(X) = E[g(X)] = 0 (3x2 + 4) 2x+4 dx = 15 0 (6x3 + 12x2 + 8x + 16) dx = 5.1.
∫1 5 ( )
So, σ 2 = E[g(X) − µ]2 = 0 (3x2 + 4 − 5.1)2 2x+4 dx
∫1 ( 2x+4 ) 5
= 0 (9x − 6.6x + 1.21) 5
4 2 dx = 0.83.

4.41 It is known
∑ µg(X) = E[(2X + 1)2 ] = 209. Hence
2
σg(X) = [(2X + 1)2 − 209]2 g(x)
x
= (25 − 209)2 (1/6) + (169 − 209)2 (1/2) + (361 − 209)2 (1/3) = 14, 144.
√
So, σg(X) = 14, 144 = 118.9.

4.42 It is known µg(X) = E(X 2 ) = 1/6. Hence

∫1 ( )2
2
σg(X) = 0 2 x2 − 16 (1 − x) dx = 7/180.
∫∞
4.43 µY = E(3X − 2) = 41 0 (3x − 2)e−x/4 dx = 10. So
∫∞
σY2 = E{[(3X − 2) − 10]2 } = 94 0 (x − 4)2 e−x/4 dx = 144.
∑∑
4.44 E(XY ) = xyf (x, y) = (1)(1)(18/70) + (2)(1)(18/70)
x y
+ (3)(1)(2/70)
∑∑ + (1)(2)(9/70) + (2)(2)(3/70) = 9/7;
µX = xf (x, y) = (0)f (0, 1) + (0)f (0, 2) + (1)f (1, 0) + · · · + (3)f (3, 1) = 3/2,
x y
and µY = 1.
So, σXY = E(XY ) − µX µY = 9/7 − (3/2)(1) = −3/14.
∑ ∑
4.45 µX = xg(x) = 2.45, µY = yh(y) = 3.20, and
x ∑∑ y
E(XY ) = xyf (x, y) = (1)(0.05) + (2)(0.05) + (3)(0.10) + (2)(0.05)
x x
+ (4)(0.10) + (6)(0.35) + (3)(0) + (6)(0.20) + (9)(0.10) = 7.85.
So, σXY = 7.85 − (2.45)(3.20) = 0.01.
( 3 ) −4 ( )
4.46 From previous exercise, k = 392 10 , and g(x) = k 20x2 + 98000 , with
∫ 50 ∫ 50 ( 3 98000
) 3
µX = E(X) = 30 xg(x) dx = k 30 20x + 3 x dx = 40.8163.
Similarly, µY∫ = ∫40.8163. On the other hand,
50 50
E(XY ) = k 30 30 xy(x2 + y 2 ) dy dx = 1665.3061.
Hence, σXY = E(XY ) − µX µY = 1665.3061 − (40.8163)2 = −0.6642.

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46 Chapter 4 Mathematical Expectation

∫1 ∫1
4.47 g(x) = 23 0 (x + 2y) dy = 23 (x + 1), for 0 < x < 1, so µX = 23 0 x(x + 1) dx = 95 ;
∫1 ( ) ∫1 ( )
h(y) = 23 0 (x + 2y) dx = 23 12 + 2y , so µY = 23 0 y 12 + 2y dy = 11 18 ; and
∫ ∫
2 1 1 1
E(XY ) = 3 0 0 xy(x + 2y) dy dx(=) 3(. )
So, σXY = E(XY ) − µX µY = 13 − 59 11 18 = −0.0062.

4.48 Since σXY = Cov(a + bX, X) = bσX 2 and σ 2 = b2 σ 2 , then

Y X
bσ 2
ρ = σσXY σY = √ 2 X2 2 = |b|
b
= sign of b.
X σX b σX
Hence ρ = 1 if b > 0 and ρ = −1 if b < 0.
4.49 E(X) = (0)(0.41) + (1)(0.37) + (2)(0.16) + (3)(0.05) + (4)(0.01) = 0.88
and E(X 2 ) = (0)2 (0.41) + (1)2 (0.37) + (2)2 (0.16)
√ + (3)2 (0.05) + (4)2 (0.01) = 1.62.
So, V ar(X) = 1.62 − 0.882 = 0.8456 and σ = 0.8456 = 0.9196.
∫1 ( 2 3
)1
4.50 E(X) = 2 0 x(1 − x) dx = 2 x2 − x3 = 13 and
∫1 ( 3 4
)1
0
E(X 2 ) = 2 0 x2 (1 − x) dx = 2 x3 − x4 = 16 . Hence,
( )2 √ 0
V ar(X) = 16 − 13 = 18 1
, and σ = 1/18 = 0.2357.
4.51 The joint and marginal probability mass functions are given in the following table.

y
0 1 2 fX (x)
1 3 1
0 0 35 70 14
3 9 9 3
x 1 70 35 70 7
9 9 3 3
2 70 35 70 7
3 1 1
3 70 35 0 14
3 4 3
fX (x) 14 7 14

3 9 15 3
Hence, E(X) = 2, E(Y ) = 1, E(XY ) = 7, V ar(X) = 28 , and V ar(Y ) = 7. Finally,
ρXY = − √15 .

4.52 Since fX (x) = 2(1 − x), for 0 < x < 1, and fY (y) = 2y, for 0 < y < 1, we obtain E(X) = 13 ,
E(Y ) = 32 , V ar(X) = V ar(Y ) = 18
1
, and E(XY ) = 14 . Hence, ρXY = 12 .
4.53 Previously we found µ = 4.11 and σ 2 = 0.74, Therefore,
µg(X) = E(3X − 2) = 3µ − 2 = (3)(4.11) − 2 = 10.33 and σg(X) = 9σ 2 = 6.66.
4.54 Previously we found µ = 1 and σ 2 = 1. Therefore,
µg(X) = E(5X + 3) = 5µ + 3 = (5)(1) + 3 = 8 and σg(X) = 25σ 2 = 25.
4.55 Let X = number of cartons sold and Y = profit.
We can write Y = 1.65X + (0.90)(5 − X) − 6 = 0.75X − 1.50. Now
E(X) = (0)(1/15) + (1)(2/15) + (2)(2/15) + (3)(3/15) + (4)(4/15) + (5)(3/15) = 46/15,
and E(Y ) = (0.75)E(X) − 1.50 = (0.75)(46/15) − 1.50 = $0.80.
∫∞
4.56 µX = E(X) = 14 0 xe−x/4 dx = 4.
Therefore, µY = E(3X
∫ − 2) = 3E(X) − 2 = (3)(4) − 2 = 10.
2 1 ∞ 2 −x/4 2 = E(X 2 ) − µ2 = 32 − 16 = 16.
Since E(X ) = 4 0 x e dx = 32, therefore, σX X
2 2
Hence σY = 9σX = (9)(16) = 144.

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Solutions for Exercises in Chapter 4 47

4.57 E(X) = (−3)(1/6) + (6)(1/2) + (9)(1/3) = 11/2,

E(X 2 ) = (−3)2 (1/6) + (6)2 (1/2) + (9)2 (1/3) = 93/2. So,
E[(2X + 1)2 ] = 4E(X 2 ) + 4E(X) + 1 = (4)(93/2) + (4)(11/2) + 1 = 209.
∫1 ∫2
4.58 Since E(X) = 0 x2 dx + 1 x(2 − x) dx = 1, and
∫ 1 ∫ 2
E(X 2 ) = 0 x3 2 dx + 1 x2 (2 − x) dx = 7/6, then

E(Y ) = 60E(X 2 ) + 39E(X) = (60)(7/6) + (39)(1) = 109 kilowatt hours.

4.59 The equations E[(X − 1)2 ] = 10 and E[(X − 2)2 ] = 6 may be written in the form:

E(X 2 ) − 2E(X) = 9, E(X 2 ) − 4E(X) = 2.

Solving these two equations simultaneously we obtain

E(X) = 7/2, and E(X 2 ) = 16.

Hence µ = 7/2 and σ 2 = 16 − (7/2)2 = 15/4.

4.60 E(X) = (2)(0.40) + (4)(0.60) = 3.20, and

E(Y ) = (1)(0.25) + (3)(0.50) + (5)(0.25) = 3. So,

(a) E(2X − 3Y ) = 2E(X) − 3E(Y ) = (2)(3.20) − (3)(3.00) = −2.60.

(b) E(XY ) = E(X)E(Y ) = (3.20)(3.00) = 9.60.

4.61 E(2XY 2 − X 2 Y ) = 2E(XY 2 ) − E(X 2 Y ). Now,

∑
2 ∑ 2
E(XY 2 ) = xy 2 f (x, y) = (1)(1)2 (3/14) = 3/14, and
x=0 y=0
∑2 ∑ 2
E(X 2 Y ) = x2 yf (x, y) = (1)2 (1)(3/14) = 3/14.
x=0 y=0
Therefore, E(2XY 2 − X 2 Y ) = (2)(3/14) − (3/14) = 3/14.

4.62 σZ2 = σ−2X+4Y

2 2 2
−3 = 4σX + 16σY = (4)(5) + (16)(3) = 68.

4.63 σZ2 = σ−2X+4Y −3 = 4σX + 16σY − 16σXY = (4)(5) + (16)(3) − (16)(1) = 52.
2 2 2

∫1∫∞
4.64 E(Z) = E(XY ) = E(X)E(Y ) = 0 2 16xy(y/x3 ) dx dy = 8/3.

4.65 It is easy to see that the expectations of X and Y are both 3.5. So,

(a) E(X + Y ) = E(X) + E(Y ) = 3.5 + 3.5 = 7.0.

(b) E(X − Y ) = E(X) − E(Y ) = 0.
(c) E(XY ) = E(X)E(Y ) = (3.5)(3.5) = 12.25.
2 = σ 2 = [(1)2 + (2)2 + · · · + (6)2 ](1/6) − (3.5)2 =
4.66 µX = µY = 3.5. σX 35
Y 12 .
2 + σ2 = 175
(a) σ2X−Y = 4σX Y 12 ;
2 +
(b) σX+3Y −5 = σX 9σY2 = 175
6 .

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48 Chapter 4 Mathematical Expectation

4.67 E[g(X, Y )] = E(X/Y 3 + X 2 Y ) = E(X/Y(3 ) + E(X)2 Y ).

∫2∫1 ∫2
E(X/Y 3 ) = 1 0 2x(x+2y)
7y 3
dx dy = 27 1 3y13 + y12 dy = 15
84 ;
∫ ∫ 2 ∫ ( )
2 1 2
E(X 2 Y ) = 1 0 2x y(x+2y)
7 dx dy = 27 1 y 14 + 2y
3 dy = 139
252 .
15 139 46
Hence, E[g(X, Y )] = 84 + 252 = 63 .

4.68 P = I 2 R with R = 50, µI = E(I) = 15 and σI2 = V ar(I) = 0.03.

E(P ) = E(I 2 R) = 50E(I 2 ) = 50[V ar(I) + µ2I ] = 50(0.03 + 152 ) = 11251.5. If we use the
approximation formula, with g(I) = I 2 , g ′ (I) = 2I and g ′′ (I) = 2, we obtain,
[ ]
σI2
E(P ) ≈ 50 g(µI ) + 2 = 50(152 + 0.03) = 11251.5.
2
[ ]2
∂g(i)
Since V ar[g(I)] ≈ ∂i i=µ σI2 , we obtain
I

V ar(P ) = 502 V ar(I 2 ) = 502 (2µI )2 σI2 = 502 (30)2 (0.03) = 67500.

∑
∞ ∑
∞
4.69 For 0 < a < 1, since g(a) = ax = 1
1−a , g ′ (a) = xax−1 = 1
(1−a)2
and
x=0 x=1
∑
∞
g ′′ (a) = x(x − 1)ax−2 = 2
(1−a)3
.
x=2

∑
∞ ∑
∞
(a) E(X) = (3/4) x(1/4)x = (3/4)(1/4) x(1/4)x−1 = (3/16)[1/(1 − 1/4)2 ]
x=1 x=1
= 1/3, and E(Y ) = E(X) = 1/3.
∑
∞
E(X 2 ) − E(X) = E[X(X − 1)] = (3/4) x(x − 1)(1/4)x
x=2
∑
∞
= (3/4)(1/4)2 x(x − 1)(1/4)x−2 = (3/43 )[2/(1 − 1/4)3 ] = 2/9.
x=2
So, V ar(X) = E(X 2 ) − [E(X)]2 = [E(X 2 ) − E(X)] + E(X) − [E(X)]2
2/9 + 1/3 − (1/3)2 = 4/9, and V ar(Y ) = 4/9.
(b) E(Z) = E(X) + E(Y ) = (1/3) + (1/3) = 2/3, and
V ar(Z) = V ar(X + Y ) = V ar(X) + V ar(Y ) = (4/9) + (4/9) = 8/9, since X and Y are
independent (from Exercise 3.79).
∫1
4.70 (a) g(x) = 32 0 (x2 + y 2 ) dy = 12 (3x2 + 1) for 0 < x < 1 and
h(y) = 21 (3y 2 + 1) for 0 < y < 1.
Since f (x, y) ̸= g(x)h(y), X and Y are not independent.
∫1 2
(b) E(X + Y ) = E(X) + E(Y ) = 2E(X) = 0 x(3x ( + 1) )dx = 3/4 + 1/2 = 5/4.
∫
3 1 1
∫ 2 2
∫
3 1 1 y2
E(XY ) = 2 0 0 xy(x + y ) dx dy = 2 0 y 4 + 2 dy
[( ) ( ) ( ) ( )]
= 23 14 12 + 12 14 = 83 .
∫1 ( )2
(c) V ar(X) = E(X 2 ) − [E(X)]2 = 12 0 x2 (3x2 + 1) dx − 85 = 157
− 25 73
64 = 960 , and
( ) 2
73
V ar(Y ) = 960 . Also, Cov(X, Y ) = E(XY ) − E(X)E(Y ) = 83 − 58 = − 64 1
.
73
(d) V ar(X + Y ) = V ar(X) + V ar(Y ) + 2Cov(X, Y ) = 2 960 − 2 64
1
= 29
240 .
∫∞
4.71 (a) E(Y ) = 0 ye−y/4 dy = 4.

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c Pearson Education, Inc. Publishing as Prentice Hall.
Solutions for Exercises in Chapter 4 49

∫∞
(b) E(Y 2 ) = 0 y 2 e−y/4 dy = 32 and V ar(Y ) = 32 − 42 = 16.

4.72 (a) The density function is shown next.

1
f(x)

0 7 8
x

∫8
(b) E(Y ) = 7 y dy = 12 [82 − 72 ] = 15
2 = 7.5,
∫8 2 ( 15 )2
E(Y ) = 7 y dy = 3 [8 − 7 ] = 169
2 1 3 3
3 , and V ar(Y ) =
169
3 − 2 = 1
12 .

4.73 Using the exact formula, we have

∫ 8
Y
E(e ) = ey dy = ey |87 = 1884.32.
7

Using the approximation, since g(y) = ey , so g ′′ (y) = ey . Hence, using the approximation
formula,
( )
σY2 1
E(e ) ≈ e
Y µY
+e µY
= 1+ e7.5 = 1883.38.
2 24

The approximation is very close to the true value.

∫8 8
4.74 Using the exact formula, E(Z 2 ) = 7 e2y dy = 12 e2y 7
= 3841753.12. Hence,

V ar(Z) = E(Z 2 ) − [E(Z)]2 = 291091.3.

Using the approximation formula, we have

e(2)(7.5)
V ar(eY ) = (eµY )2 V ar(Y ) = = 272418.11.
12
The approximation is not so close to each other. One reason is that the first order approxi-
mation may not always be good enough.

4.75 µ = 900 hours and σ = 50 hours. Solving µ − kσ = 700 we obtain k = 4.

So, using Chebyshev’s theorem with P (µ − 4σ < X < µ + 4σ) ≥ 1 − 1/42 = 0.9375, we obtain
P (700 < X < 1100) ≥ 0.9375. Therefore, P (X ≤ 700) ≤ 0.03125.

4.76 Using µ = 60 and σ = 6 and Chebyshev’s theorem

1
P (µ − kσ < X < µ + kσ) ≥ 1 − ,
k2

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50 Chapter 4 Mathematical Expectation

since from µ + kσ = 84 we obtain k = 4.

So, P (X < 84) ≥ P (36 < X < 84) ≥ 1 − 1
42
= 0.9375. Therefore,

P (X ≥ 84) ≤ 1 − 0.9375 = 0.0625.

Since 1000(0.0625) = 62.5, we claim that at most 63 applicants would have a score as 84 or
higher. Since there will be 70 positions, the applicant will have the job.

4.77 (a) P (|X − 10| ≥ 3) = 1 − P (|X − 10| < 3) [ ]

= 1 − P [10 − (3/2)(2) < X < 10 + (3/2)(2)] ≤ 1 − 1 − 1
(3/2)2
= 49 .
(b) P (|X − 10| < 3) = 1 − P (|X − 10| ≥ 3) ≥ 1 − 4
9 = 59 .
(c) P (5 < X < 15) = P [10 − (5/2)(2) < X < 10 + (5/2)(2)] ≥ 1 − 1
(5/2)2
= 21
25 .
(d) P (|X − 10| ≥ c) ≤ 0.04 implies that P (|X − 10| < c) ≥ 1 − 0.04 = 0.96.
Solving 0.96 = 1 − k12 we obtain k = 5. So, c = kσ = (5)(2) = 10.
∫1 ∫1
4.78 µ = E(X) = 6 0 x2 (1 − x) dx = 0.5, E(X 2 ) = 6 0 x3 (1 − x) dx = 0.3, which imply
σ 2 = 0.3 − (0.5)2 = 0.05 and σ = 0.2236. Hence,

P (µ − 2σ < X < µ + 2σ) = P (0.5 − 0.4472 < X < 0.5 + 0.4472)

∫ 0.9472
= P (0.0528 < X < 0.9472) = 6 x(1 − x) dx = 0.9839,
0.0528

compared to a probability of at least 0.75 given by Chebyshev’s theorem.

4.79 Define I1 = {xi | |xi − µ| < kσ} and I2 = {xi | |xi − µ| ≥ kσ}. Then
∑ ∑ ∑
σ 2 = E[(X − µ)2 ] = (x − µ)2 f (x) = (xi − µ)2 f (xi ) + (xi − µ)2 f (xi )
x xi ∈I1 xi ∈I2
∑ ∑
≥ (xi − µ) f (xi ) ≥ k σ
2 2 2
f (xi ) = k σ P (|X − µ| ≥ kσ),
2 2

xi ∈I2 xi ∈I2

which implies
1
P (|X − µ| ≥ kσ) ≤ .
k2
Hence, P (|X − µ| < kσ) ≥ 1 − k12 .
∫1∫1 ∫1∫1
4.80 E(XY ) = 0 0 xy(x + y) dx dy = 31 , E(X) = 0 0 x(x + y) dx dy = 12 7
and E(Y ) = 127
.
( )
7 2
Therefore, σXY = E(XY ) − µX µY = 3 − 12 = − 144 .
1 1

∫1∫y ∫1
4.81 E(Y − X) = 0 0 2(y − x) dx dy = 0 y 2 dy = 13 . Therefore, the average amount of kerosene
left in the tank at the end of each day is (1/3)(1000) = 333 liters.
∫∞
4.82 (a) E(X) = 0 x5 e−x/5 dx = 5.
∫∞ 2
(b) E(X 2 ) = 0 x5 e−x/5 dx = 50, so V ar(X) = 50 − 52 = 25, and σ = 5.
(c) E[(X + 5)2 ] = E{[(X − 5) + 10]2 } = E[(X − 5)2 ] + 102 + 20E(X − 5)
= V ar(X) + 100 = 125.

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c Pearson Education, Inc. Publishing as Prentice Hall.
Solutions for Exercises in Chapter 4 51

∫ 1 ∫ 1−y ∫1
4.83 E(XY ) = 24 0 0 x2 y 2 dx dy = 8 0 y 2 (1 − y)3 dy = 15 2
,
∫ 1 ∫ 1−y 2 2
∫ ∫
1 1−y 2
µX = 24 0 0 x y dx dy = 5 and µY = 24 0 0 xy 2 dx dy = 5. Therefore, σXY =
( )2
E(XY ) − µX µY = 15 2
− 25 = − 752
.
∫ 1 ∫ 1−y
4.84 E(X + Y ) = 0 0 24(x + y)xy dx dy = 45 .
∫ ∞ x −x/900
4.85 (a) E(X) = 0 900 e dx = 900 hours.
∫ ∞ x
e−x/900 dx = 1620000 hours2 .
2
(b) E(X 2 ) = 0 900
(c) V ar(X) = E(X 2 ) − [E(X)]2 = 810000 hours2 and σ = 900 hours.

4.86 It is known g(x) = 23 (x + 1), for 0 < x < 1, and h(y) = 13 (1 + 4y), for 0 < y < 1.
∫1 ∫1
(a) µX = 0 23 x(x + 1) dx = 59 and µY = 0 13 y(1 + 4y) dy = 11 18 .
(b) E[(X + Y )/2] = 12 [E(X) + E(Y )] = 7
12 .

4.87 Cov(aX, bY ) = E[(aX − aµX )(bY − bµY )] = abE[(X − µX )(Y − µY )] = abCov(X, Y ).

4.88 It is known µ = 900 and σ = 900. For k = 2,

P (µ − 2σ < X < µ + 2σ) = P (−900 < X < 2700) ≥ 0.75

using Chebyshev’s theorem. On the other hand,

P (µ − 2σ < X < µ + 2σ) = P (−900 < X < 2700) = 1 − e−3 = 0.9502.

For k = 3, Chebyshev’s theorem yields

P (µ − 3σ < X < µ + 3σ) = P (−1800 < X < 3600) ≥ 0.8889,

while P (−1800 < X < 3600) = 1 − e−4 = 0.9817.

∫1 ∫∞ ∞
4.89 g(x) = 0 16y
x3
dy = x83 , for x > 2, with µX = 2 x82 dx = − x8 2 = 4,
∫ ∞ 16y ∞ ∫ 1
h(y) = 2 x3 dx = − x8y2 = 2y, for 0 < y < 1, with µY = 0 2y 2 = 23 , and
∫∞∫1 2
2 ∫∞ 1
E(XY ) = 2 0 16y x 2 dy dx = 16 8
3 (2 )x2 dx = 3 . Hence,
σXY = E(XY ) − µX µY = 3 − (4) 3 = 0.
8 2

2 = 5 and σ 2 = 3, we have ρ =
4.90 Since σXY = 1, σX Y
σXY
σX σY =√ 1
= 0.2582.
(5)(3)

4.91 (a) From Exercise 4.37, we have σ 2 = 1/18, so σ = 0.2357.

(b) Also, µX = 1/3 from Exercise 4.12. So,

P (µ − 2σ < X < µ + 2σ) = P [1/3 − (2)(0.2357) < X < 1/3 + (2)(0.2357)]

∫ 0.8047
= P (0 < X < 0.8047) = 2(1 − x) dx = 0.9619.
0

Using Chebyshev’s theorem, the probability of this event should be larger than 0.75,
which is true.
∫1
(c) P (profit > $500) = P (X > 0.1) = 0.1 2(1 − x) = 0.81.

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c Pearson Education, Inc. Publishing as Prentice Hall.
52 Chapter 4 Mathematical Expectation

4.92 Since g(0)h(0) = (0.17)(0.23) ̸= 0.10 = f (0, 0), X and Y are not independent.

4.93 E(X) = (−5000)(0.2) + (10000)(0.5) + (30000)(0.3) = $13, 000.

( )
4.94 (a) f (x) = x3 (0.15)x (0.85)3−x , for x = 0, 1, 2, 3.
x 0 1 2 3
f (x) 0.614125 0.325125 0.057375 0.003375
(b) E(X) = 0.45.
(c) E(X 2 ) = 0.585, so V ar(X) = 0.585 − 0.452 = 0.3825.
(d) P (X ≤ 2) = 1 − P (X = 3) = 1 − 0.003375 = 0.996625.
(e) 0.003375.
(f) Yes.

4.95 (a) E(X) = (−$15k)(0.05) + ($15k)(0.15) + ($25k)(0.30) + ($40k)(0.15) + ($50k)(0.10) +

($100k)(0.05) + ($150k)(0.03) + ($200k)(0.02) = $33.5k.
√
(b) E(X 2 ) = 2, 697, 500, 000 dollars2 . So, σ = E(X 2 ) − [E(X)]2 = $39.689k.
∫ 50
3 −50 x(50 − x ) dx = 0.
3 2 2
4.96 (a) E(X) = 4×50
∫ 50 2 2
3 −50 x (50 − x ) dx = 500.
3
(b) E(X 2 ) = 4×50 2
√ √
(c) σ = E(X 2 ) − [E(X)]2 = 500 − 0 = 22.36.

4.97 (a) The marginal density of X is

x1 0 1 2 3 4
fX1 (x1 ) 0.13 0.21 0.31 0.23 0.12

(b) The marginal density of Y is

x2 0 1 2 3 4
fX2 (x2 ) 0.10 0.30 0.39 0.15 0.06

(c) Given X2 = 3, the conditional density function of X1 is f (x1 , 3)/0.15. So

x1 0 1 2 3 4
7 1 1 1 1
fX2 (x2 ) 15 5 15 5 15
(d) E(X1 ) = (0)(0.13) + (1)(0.21) + (2)(0.31) + (3)(0.23) + (4)(0.12) = 2.
(e) E(X2 ) = (0)(0.10) + (1)(0.30) + (2)(0.39) + (3)(0.15) + (4)(0.06) = 1.77.
(7) ( ) (1) ( ) ( 1 ) 18
(f) E(X1 |X2 = 3) = (0) 15 + (1) 15 + (2) 15 + (3) 51 + (4) 15 = 15 = 6
5 = 1.2.
(g) E(X12 )= √(0)2 (0.13)
+ (1)2 (0.21)
+√ (2)2 (0.31)
+ √ + (3)2 (0.23) (4)2 (0.12) = 5.44.
So, σX1 = E(X12 ) − [E(X1 )]2 = 5.44 − 22 = 1.44 = 1.2.

4.98 (a) The marginal densities of X and Y are, respectively,

x 0 1 2 y 0 1 2
g(x) 0.2 0.32 0.48 h(y) 0.26 0.35 0.39
The conditional density of X given Y = 2 is

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c Pearson Education, Inc. Publishing as Prentice Hall.
Solutions for Exercises in Chapter 4 53

x 0 1 2
4 5 30
fX|Y =2 (x|2) 39 39 39

(b) E(X) = (0)(0.2) + (1)(0.32) + (2)(0.48) = 1.28,

E(X 2 ) = (0)2 (0.2) + (1)2 (0.32) + (2)2 (0.48) = 2.24, and
V ar(X) = 2.24 − 1.282 = 0.6016.
39 = 39 and E(X |Y = 2) = (1) 39 + (2) 39 =
5
(c) E(X|Y = 2) = (1) 39 + (2) 30 65 2 2 5 2 30 125
39 . So,
( )
65 2
39 − 39
V ar(X) = 125 650 50
= 1521 = 117 .

4.99 The profit is 8X + 3Y − 10 for each trip. So, we need to calculate the average of this quantity.
The marginal densities of X and Y are, respectively,

x 0 1 2 y 0 1 2 3 4 5
g(x) 0.34 0.32 0.34 h(y) 0.05 0.18 0.15 0.27 0.19 0.16

So, E(8X + 3Y − 10) = (8)[(1)(0.32) + (2)(0.34)] + (3)[(1)(0.18) + (2)(0.15) + (3)(0.27) +

(4)(0.19) + (5)(0.16)] − 10 = $6.55.
∑k [ ]2
∂h(x1 ,x2 ,...,xk )
4.100 Using the approximation formula, V ar(Y ) ≈ i=1 ∂xi σi2 , we have
xi =µi , 1≤i≤k

2 (
∑ )2
∂eb0 +b1 k1 +b2 k2
V ar(Ŷ ) ≈ σb2i = e2(β0 +k1 β1 +k2 β2 ) (σ02 + k12 σ12 + k22 σ22 ).
∂bi
i=0 bi =βi , 0≤i≤2

∫1 1 ∫1
4.101 (a) E(Y ) = 10 0 y(1 − y)9 dy = − y(1 − y)10 0
+ 0 (1 − y)10 dy = 1
11 .
(b) E(1 − Y ) = 1 − E(Y ) = 10
11 .
(c) V ar(Z) = V ar(1 − Y ) = V ar(Y ) = E(Y 2 ) − [E(Y )]2 = 10
112 ×12
= 0.006887.

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c Pearson Education, Inc. Publishing as Prentice Hall.