Math4030SAProbabilityandStatistics

Assignment#4(Solutions)
(Due:4:00PM,Thursday,May16,2013)
1. ProvethatforPoissondistribution
f ( x + 1; )

, for x = 0,1, 2,3,...

=
f ( x; )
x +1
Proof.BydefinitionofPoissonprobability
f ( x + 1; ) =

x +1e
( x + 1)!

, f ( x; ) =

x e
x!

Therefore

x +1e
f ( x + 1; ) ( x + 1)!

= x =
.
f ( x; )
x +1
e
x!
2. Use the recursion formula in above question 1 to calculate the probability values of a
Poisson distribution with = 2.5 , for x = 0,1, 2,3, 4,5, 6, 7,8,9 . Draw the probability
histogramofthedistribution.

(2.5)0 e 2.5
= 0.0821 ,thenweusetherecursionformula
0!
2.5
f ( x + 1; 2.5) =
f ( x; 2.5), for x = 1, 2,3, 4,5, 6, 7,8,9.
x +1

Solution.Westartfrom f (0; 2.5) =

UsingExcel,wehavetheresults
x
0
1
2
3

f(x)
0.08208
0.20521
0.25652
0.21376

0.1336
1

0.0668

0.02783

7
8
9

0.00994
0.00311
0.00086

Theprobabilityhistogramis

3. UseTable2tofind
(a) F (4;7) =0.173;
(b) f (4;7) =0.1730.082=0.091;
19

(c)

f (k ;8) =1.0000.313=0.687.
k =6

4. At a checkout counter customers arrive at an average of 1.5 per minute. Find the
probabilitiesthat
(a) Exactly1willarriveinanygivenminute;
(b) Exactly2willarriveinanygivenminute;
(c) Atmost5willarriveinanygivenminute;
(d) Atleast4willarriveduringanyintervalof3minutes;
(e) Atmost10willarriveduringanyintervalof10minutes.
Solution.LetXbethenumberofcustomersarrivingduringthegiventimeinterval.

(a) Thetimeintervalis1min.XhasPoissondistributionwithparameter=1.5.ThenP[X=
1]=F(1;1.5)F(0;1.5)=0.5580.223=0.335;
(b) P[X=2]=F(2;1.5)F(1;1.5)=0.8090.558=0.251;
(c) P[X5]=F(5;1.5)=0.996;
(d) Thetimeintervalis3min.XhasPoissondistributionwithparameter=4.5.ThenP[X
4]=1F(3;4.5)=10.3425=0.6575;
(e) Thetimeintervalis10min.XhasPoissondistributionwithparameter=15.ThenP[X
10]=F(10;15)=0.118
5. In a given city, 5% of all drivers get at least one parking ticket per year. Use the Poisson
approximation to binomial distribution to determine the probability that among 90
randomlychosendrivers:
(a) 4willgetatleastoneparkingticketinanygivenyear;
(b) Atleast3willgetatleastoneparkingticketinanygivenyear;
(c) Atmost8willgetatleastoneparkingticketinanygivenyear.
Solution.LetXbethenumberofdriverswhowillgetatleastoneparkingticketinanygiven
year. X is binomially distributed with parameters n = 90, p = 0.05. We may use Piosson
distributiontoapproximate,thentheparametershouldbe=np=4.5.
(a) P[X=4]=F(4;4.5)F(3;4.5)=0.5320.3425=0.1895
(b) P[X2]=1F(2;4.5)=10.174=0.826
(c) P[X8]=F(8;4.5)=0.9595
6. Inatorturetest,alightswitchisturnedonandoffuntilitfails.Iftheprobabilitythatthe
switchwillfailatanytimeitisturnedonoroffis0.0015,whatistheprobabilitythatthe
switchwillsurvive1000turningsonoroffwithoutfail?(Assumingthattheconditionsfor
geometricdistributionaremet.)
Solution: Let X be the number of tests needed to be done before the fail, then X is
geometricallydistributedwithparameterp=0.0015.Theprobabilitywearelookingforis:

1000

P( X 1001) = 1 P( X 1000) = 1 (1 p) k 1 p
k =1

1 (0.9985)1000
= 1 0.0015 (0.9985) = 1 0.0015
= (0.9985)1000 = 0.223
1 0.9985
k =0
999

Note:Thisprobabilitycanalsobeconsideredastheprobabilityofsurviving1000tests.
7. RandomvariableXisdefinedbelow.Foreachcase,identifythedistributionofX(Binomial,
Hypergeometric, Poisson, Geometric, or Negative Binomial), as well as the values of the
parameters.
(a) Flipabalancedcoin400times,letXbethenumberofheadsobserved.
Answer:Xhasbinomialdistributionwithparametersn=400,p=0.5;
(b) A class has 12 female students and 42 male students. Randomly select 6 students to
formateam.LetXbethenumberoffemalestudentsontheteam.
Answer:XhashypergeometricdistributionwithparametersN=60,a=12,andn=6;
(c) A basketball player makes 85% of her free throws. Let X be the number of successful
shotsshewillmakebeforethefirstmiss.
Answer:Xhasgeometricdistributionwithparameterp=0.15.(Moreprecisely,X+1has
distributionwithparameterp=0.15)
(d) Computer breakdown happens randomly, 1.5 times a week on average. Let X be the
numberofbreakdownshappenedinanygivenday.
Answer:XhasPoissondistributionwithparameter=1.5/7=0.214;
(e) Acandidateinvitedforavisithasprobabilityof0.3ofbeinghired.LetXbethenumber
ofcandidatesthatvisitbefore2arehired.
Answer:Xhasnegativebinomialdistributionwithparametersp=0.3andr=2.(More
precisely,itisX+1thathasthisdistribution.)
8. As can easily be shown, the probabilities of getting 0, 1, 2, or 3 heads from tossing 3
balancedcoinsare0.125,0.375,0.375,and0.125.Whatistheprobabilityofgetting2heads
twice,1head3timesin6tossesofthese3coins?

Solution:LetXibethenumberoftosses(in6)whenexactlyiheadsareobserved,i=0,1,2,
3.Thenjointly(X0,X1,X2,X3)hasmultinomialdistributionwithparametersn=6,p0=0.125,
p1=0.375,p2=0.375,p3=0.125.Theprobabilitywearelookingforis

P ( X 1 = 3, X 2 = 2) = P ( X 0 = 1, X 1 = 3, X 2 = 2, X 3 = 0) + P( X 0 = 0, X 1 = 3, X 2 = 2, X 3 = 1)
=

6!
6!
1
3
2
0
0
3
2
1
( 0.125) ( 0.375) ( 0.375) ( 0.125 ) +
( 0.125 ) ( 0.375 ) ( 0.375 ) ( 0.125 )
1!3!2!0!
0!3!2!1!

= 120 ( 0.125 )( 0.375 ) = 0.111

5

9. Theprobabilitydensityfunctionofarandomvariableisgivenby
kx 2 , 0 < x < 2,

f ( x) =
0, elsewhere.

Find
(a) Theconstant k ;
(b) P (0 < x < 1) ;
(c) P (1 < x < 6) ;
(d) MeanoftherandomvariableX;
(e) VarianceofthevariableX.
Solution:
(a) Tofindtheconstantvalue,wesolve

1=

f ( x)dx = kx 2 dx =
0

k 3
8
2 0 = k ,thereforek=3/8.
3
3

(b) Useintegralwehavetheprobability
1

3
3 3
3
1 0 =
P (0 < x < 1) = f ( x)dx = x 2 dx =
= 0.125
8
24
24
0
0

(c) Useintegralwehavetheprobability
6

3
3 3 3
21
P (1 < x < 6) = f ( x)dx = x 2 dx =
2 1 =
= 0.875
8
24
24
1
1
5

(d) Themeanis

E[ X ] =

xf ( x)dx = 8 x dx = 32 ( 2

04 =

48
= 1.5
32

(e) Tofindthevariance,weuseshortcutformula

E[ X ] =
2

3
3 5 5
96
f ( x)dx = x 4 dx =
2 0 =
= 2.4
8
40
40

Var[ X ] = E[ X 2 ] ( E[ X ]) 2 = 2.4 (1.5) 2 = 0.15

10. If a random variable has the standard normal distribution, find the probability that it will
takeonavalue
(a) Lessthan1.25;
(b) Greaterthan2.5;
(c) Lessthan1.2;
(d) Greaterthan3.1;
(e) Between0and2.3;
(f) Between1.22and2.43;
(g) Between1.45and0.45;
(h) Between1.70and1.35;
Solution:UseTable,wefind
(a) P(X<1.25)=0.8944
(b) P(X>2.5)=10.9938=0.0062
(c) P(X<1.2)=10.8849=0.1151
(d) P(X>3.1)=0.9990
(e) P(0<X2.3)=0.98930.5=0.4893
(f) P(1.22<X<2.43)=0.99250.8888=0.1037
(g) P(1.45<X<0.45)=0.92650.6736=0.2529
6

(h) P(1.70<X<1.35)=0.9115+0.95541=0.8669
11. Findziftheprobabilitythatthestandardnormaldistributedrandomvariablewilltakeona
value
(a) Lessthanzis0.98;
Answer:Use0.98inthetable,wefindz=2.05
(b) Greatthanzis0.21;
Answer:Use10.21=0.79inthetable,wefindz=0.81
(c) Greaterthanzis0.5;
Answer:Bysymmetryofnormaldistribution,z=0
(d) Greaterthanzis0.65;
Answer: Knowing that z is a negative value, we use 0.65 in the table, we find z = 0.39,
thereforez=0.39
(e) Lessthanzis0.025.
Answer:Knowingthatzisanegativevalue,weuse10.025=0.975inthetable,wefindz
=1.645,thereforez=1.645
12. Givenarandomvariablehavingthenormaldistributionwith = 15.2 and 2 = 1.56 ,find
theprobabilitiesthatitwilltakeonavalue
(a) Greaterthan15.1;

15.1 15.2

Answer: P ( X > 15.1) = P Z >

= P( Z > 0.08) = 0.5319
1.56

(b) Lessthan12.5;

12.5 15.2

Answer: P ( X < 12.5) = P Z <

= P( Z < 2.16) = 1 0.9846 = 0.0154
1.56

(c) Between12.0and17.5;
Answer:
7

17.5 15.2
12 15.2
P (12 < X < 17.5) = P
<Z<

1.56
1.56
= P(2.56 < Z < 1.84) = 0.9671 + 0.9948 1 = 0.9619
(d) Between16.5and16.8.
Answer:

16.8 15.2
16.5 15.2
P (16.5 < X < 16.8) = P
<Z<

1.56
1.56

= P(1.04 < Z < 1.28) = 0.8997 0.8508 = 0.0489

13. Findthequartilesofthestandardnormaldistribution z0.25 , z0.50 ,and z0.25 .
Answer: Q1 = z0.25 = 0.67 , MD = z0.50 = 0 ,and Q3 = z0.25 = 0.67
14. A stamping machine produces can tops whose diameters are normally distributed with a
standarddeviationof0.01inch.Atwhatnormal(mean)diametershouldthemachinebe
setsothatnomorethan5%ofthecantopsproducedhavediametersexceeding3inches?
Solution:LetXbethediameterofacantopproducedbythemachine,thenXisassumeda
normaldistributionwithtobedeterminedmeanandstandarddeviation0.01.Fromthe
questionweneedtohave P ( X > 3) < 0.05 .Sowesolve

0.05 > P ( X > 3) = P Z >

.
0.01

Fromnormaltablewehave

3
> 1.645 ,andthereforeitshouldbeset < 2.984 inch.
0.01

15. Ifarandomvariablehasthebinomialdistributionwithn=40andp=0.36,usethenormal
approximationtodeterminetheprobabilitiesthatitwilltakeon
(a) Avaluegreaterthan20;
(b) Avaluelessthan15;
(c) Thevalue15.
Solution:Sincenp=14.4<15,weshouldberecommendusingNormalapproximation.But
thequestionsaidso,wejustdoit(andwewillseethedifferencesofnormalandbinomial).
8

ThenormaldistributionweuseisN(14.4,9.216)=N(14.4,3.0362).Then
(d) P(Avaluegreaterthan20)=

20.5 14.4

P ( X > 20.5) P Z >

= P ( Z > 2.01) = 1 0.9778 = 0.0222
3.036

(e) P(Avaluelessthan15)=

14.5 14.4

P ( X < 14.5) P Z <

= P ( Z < 0.03) = 0.512
3.036

(f) P(Thevalue15)=

15.5 14.4
14.5 14.4
P (14.5 < X < 15.5) P
<Z<

3.036
3.036
= P ( 0.03 < Z < 0.36 ) = 0.6406 0.512 = 0.1286