Homework -3

4.92-) Suppose X has an exponential distribution with a mean of 10. Determine the following:

(a)


(b)


(c) Compare the results in parts (a) and (b) and comment on the role of the lack of memory
property.

Answer:
(a) ( 5) 0.3935 P X < =
(b)
( 15, 10) ( 15) ( 10) 0.1447
( 15| 10) 0.3933
( 10) 1 ( 10) 0.3679
P X X P X P X
P X X
P X P X
< > < <
< > = = = =
> <

(c) They are the same.

4.98-)
The time between the arrivals of electronic messages at your computer is exponentially distributed
with a mean of two hours.
(a) What is the probability that you do not receive a message during a two-hour period?

(b) If you have not had a message in the last four hours, what is the probability that you do not
receive a message in the next two hours?

(c) What is the expected time between your fifth and sixth messages?

Answer:
Let X denote the time until a message is received. Then, X is an exponential random variable and
2 / 1 ) ( / 1 = = X E .
a) P(X > 2) = 3679 . 0
1
2
2
2 / 2 /
2
1
= = =

}
e e dx e
x x

b) The same as part a.
c) E(X) = 2 hours.








\ 4.112-) Given the probability density function f(x) = 0.01
3
x
2
e
-0.01x
/(3), determine the mean and
variance of the distribution.
Answer:
X is a gamma random variable with the parameters 0.01 = and 3 r = .
The mean is ( ) / 300 E X r = = .
The variance is
2
( ) / 30000 Var X r = = .


4.118-) Calls to the help line of a large computer distributor follow a Poisson distribution with a
mean of 20 calls per minute.

(a) What is the mean time until the one-hundredth call?

(b) What is the mean time between call numbers 50 and 80?

(c) What is the probability that three or more calls occur within 15 seconds?

Answer:
a) 5 20 / 100 / ) ( = = = r X E minutes
b) 4 min - 2.5 min=1.5 min
c) Let Y be the number of calls before 15 seconds 5 20 * 25 . 0 = =
| | 8753 . 0 1247 . 1 1 ) 2 ( 1 ) 3 (
! 2
5
! 1
5
! 0
5
2 5 1 5 0 5
= = + + = s = >

e e e
X P Y P