Probability Questions

Chapter 3

Q.20:

𝑃(𝑋 = 0) = (1 − 4.3)5 = 0.0601

𝑃(𝑋 = 1) = 2 × 0.43 × 0.10564 = 0.0908

𝑃(𝑋 = 2) = 2𝐶2 × (0.43)2 × 0.573 + 3𝐶1 0.43 × 0.574 = 0.1704

𝑃(𝑋 = 3) = 2𝐶1 × 0.43 × 3𝐶1 × 0.43 × 0.573 = 0.2055

𝑃(𝑋 = 4) = (2𝐶2 × 0.432 × 3𝐶1 × 0.43 × 0.572 ) + (3𝐶2 × 0.432 × 0.573 ) = 0.1802
Continuing this we get:

𝑃(𝑋 = 5) = 0.1550
𝑃(𝑋 = 6) = 0.0843
𝑃(𝑋 = 7) = 0.0390
𝑃(𝑋 = 8) = 0.0147
As there are only 8 individuals in total, this is the PMF of 𝑋 and any other value has probability zero.
We can check that these add up to 1.

As this is a discrete random variable we can just add the PMF values for discrete values of 𝑋, to get
the following:

𝑃(𝑋 ≤ 0) = 0.0601
𝑃(𝑋 ≤ 1) = 0.0601 + 0.0908 = 0.1509
Following this pattern, we get

𝑃(𝑋 ≤ 2) = 0.3213
𝑃(𝑋 ≤ 3) = 0.5268
𝑃(𝑋 ≤ 4) = 0.7070
𝑃(𝑋 ≤ 5) = 0.8620
𝑃(𝑋 ≤ 6) = 0.9463
𝑃(𝑋 ≤ 7) = 0.9853
𝑃(𝑋 ≤ 8) = 1
Which is as expected, as this covers all possible values of the random variable 𝑋.

Hence 𝑃(2 ≤ 𝑋 ≤ 6) = 𝑃(𝑋 ≤ 6) − 𝑃(𝑋 ≤ 2) = 0.9463 − 0.3213 = 0.625

Q.38:

We have 𝐸(𝑋) = 1 × 0.15 + 2 × 0.35 + 3 × 0.35 + 4 × 0.15 = 2.5

Hence 𝐸(5 − 𝑋) = 𝐸(5) − 𝐸(𝑋) = 5 − 2.5 = 2.5

We have a new expectation of

150 150 150 150
𝐸(𝑌) = 0.15 × + 0.35 × × 0.35 × × 0.15 × = 71.875
4 3 2 1
He should therefore charge a flat fee of $75 as he would be making, on average, a profit of just over
$3 per system sent in for repair.

Q.42

We have 𝐸(𝑋) = 5 and 𝐸(𝑋(𝑋 − 1)) = 27.5

Note that 𝐸(𝑋(𝑋 − 1)) = 𝐸(𝑋 2 − 𝑋) = 𝐸(𝑋 2 ) − 𝐸(𝑋) by expectation laws.

Then 𝐸(𝑋 2 ) = 𝐸(𝑋) + 𝐸(𝑋(𝑋 − 1)) = 27.5 + 5 = 32.5

𝑉(𝑋) = 𝐸(𝑋 2 ) − 𝐸(𝑋)2 = 32.5 − 52 = 7.5

We have that 𝑉(𝑋) = 𝐸(𝑋 2 ) − 𝐸(𝑋)2 = 𝐸(𝑋(𝑋 − 1)) + 𝐸(𝑋) − 𝐸(𝑋)2

Q.44

Q.46

8𝐶3 × 0.355 × 0.653 = 0.081

8𝐶5 × 0.66 × 0.42 = 0.418

7𝐶3 × 0.63 × 0.44 + 7𝐶4 × 0.64 × 0.43 + 7𝐶5 × 0.65 × 0.42 = 0.745

𝑃(1 ≤ 𝑋) = 1 − 𝑃(𝑋 ≤ 0) = 𝑃(𝑋 = 0) = 9𝐶0 × 0.10 × 0.99 = 0.387

Q.62

For the binomial distribution we have

𝑉𝑎𝑟(𝑋) = 𝑛𝑝(1 − 𝑝) = 𝑛𝑝 − 𝑛𝑝2
For the variance to equal to zero we need 𝑛𝑝(1 − 𝑝) = 0. When 𝑛 is fixed, we therefore need either
𝑝 = 0 or 1 − 𝑝 = 0 so 𝑝 = 1. Hence at these values of 𝑝 we get 𝑉𝑎𝑟(𝑋) = 0

To maximize 𝑉𝑎𝑟(𝑋) we need to differentiate with respect to 𝑝 and set equal to zero:
𝑛 1
𝑛 − 2𝑛𝑝 = 0 → 𝑝 = =
2𝑛 2
1
Hence we need 𝑝 = 2 for it to be a maximum (it is a maximum as differentiating twice gives −2𝑛
which is always negative as 𝑛 > 0.

Q.65

Mean is given by 𝐸(𝑋) = 𝑛𝑝 = 100 × 0.2 = 20. Variance is given by 𝑉𝑎𝑟(𝑋) = 𝑛𝑝(1 − 𝑝) = 100 ×
0.2 × 0.8 = 16
Probability of not paying with cash is 0.5 + 0.2 = 0.7. Hence the mean is 0.7 × 100 = 70 and the
variance is 0.7 × 100 × 0.3 = 21.
Q.68

A hypergeometric distribution, ℎ(𝑁 = 18, 𝑀 = 8, 𝑛 = 6) with parameters as shown.

10𝐶4
𝑃(𝑋 = 2) = 8𝐶2 × = 0.3167
18𝐶6
𝑃(𝑋 ≤ 2) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 0.3167 = 0.0113 + 0.1086 + 0.3167 = 0.4366
𝑃(𝑋 ≥ 2) = 1 − 𝑃(𝑋 = 1) − 𝑃(𝑋 = 0) = 1 − 0.0113 − 0.1086 = 0.8801
𝑛𝑀 48
The mean, 𝐸(𝑋) = 𝑁
= 18 = 2.67
12 8
Variance is 17 × 2.67 × (1 − 18) = 1.0471 so standard deviation is the root of this, which is 1.0233.

Q.74

A hypergeometric distribution with (𝑛 = 10, 𝑀 = 15, 𝑁 = 50). We have that the probability mass
function is
35𝐶(10 − 𝑥)
𝑃(𝑋 = 𝑥) = 15𝐶𝑥 ×
50𝐶10
10𝐶𝑥 × 0.3𝑥 0.710−𝑥 (we can approximate to binomial as N is large).
𝑀
We need 𝐸(𝑋) = 𝑛 ( ) = 10 × 0.3 = 3
𝑁

𝑉𝑎𝑟(𝑋) = 0.9820 × 3 × 0.7 = 2.062

Q.76

There are 8 different combinations of boy and girl when having three children. The probabiltity of
having all 3 children the same gender is GGG or BBB out of 8 combinations which is 1/4.

Q.78

𝑃(𝑋 = 3) = (1 − 0.409)3 (0.409) = 0.084

𝑃(𝑋 ≤ 3) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 2) + 𝑃(𝑌 = 3) = 0.878
1−0.409 √1−0.409
From a simple formula we have 𝐸(𝑋) = 0.409
= 1.445, and standard deviation = √0.4092
= 1.88

So we have that the probability the length of the drought exceeds its mean value by at least one
standard deviation is 𝑃(𝑋 > 3.325) = 1 − 𝑃(𝑋 ≤ 3) = 1 − 0.878 = 0.122 from above.

Q.84
200
Poisson distribution approximated by binomial 𝐸(𝑋) = 𝑛𝑝 = = 2.273. Standard deviation =
88
1 1
√(𝑛𝑝(1 − 𝑝) = √200 × 88 × (1 − 88) = 1.499

𝑃(𝑋 ≥ 2) = 1 − 𝑃(𝑋 ≤ 1) = 1 − 0.103 − 0.234 = 0.663

352
Now we have 𝐸(𝑋) = 88
= 4 and we have 𝑃(𝑋 < 5) = 𝑃(𝑋 ≤ 4) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) +
𝑃(𝑋 = 2) + 𝑃(𝑋 = 3) + 𝑃(𝑋 = 4) = 0.018316 + 0.073263 + 0.146525 + 0.195367 +
0.195367 = 0.629
Q.88

Binomial distribution with 𝑛 = 200, 𝑝 = 0.01

Hence 𝐸(𝑋) = 𝑛𝑝 = 200 × 0.01 = 2

𝑉𝑎𝑟(𝑋) = 𝑛𝑝(1 − 𝑝) = 200 × 0.01(1 − 0.01) = 1.98

Standard deviation is the root of this, which is 1.407.

𝑃(𝑋 ≥ 4) = 1 − (𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3))

= 1 − 0.1340 − 0.2707 − 0.2720 − 0.1814 = 0.142

𝑃(𝑋 = 0) = 200𝐶0 × 0.010 × 0.99200 = 0.134

Q.8

The sketch of the PDF looks as follows:

As the graph consists of two triangles we can work out what the area of one half is and double it.
1
The area of a triangle is 0.5 × 𝑏𝑎𝑠𝑒 × ℎ𝑒𝑖𝑔ℎ𝑡 = 0.5 × 0.2 × 5 = 2. There are two halves so we have
1
area 2 × 2 = 1, so the area does equal 1.

𝑥2
𝑃(𝑋 ≤ 3) = integral from 0 to 3 of 𝑓(𝑥)𝑑𝑥 = 50 from 𝑥 = 0 𝑡𝑜 3 = 0.18

𝑥2 2 𝑥2
𝑃(𝑋 ≤ 8) = integral from 0 to 8 of 𝑓(𝑥)𝑑𝑥 = 50 from 𝑥 = 0 𝑡𝑜 5 and 5 𝑥 − 50 from 𝑥 = 5 𝑡𝑜 8.
Hence we have 𝑃(𝑋 ≤ 8) = 1.2 − 0.28 = 0.92

𝑃(3 ≤ 𝑋 ≤ 8) = 𝑃(𝑋 ≤ 8) − 𝑃(𝑋 ≤ 3) = 0.92 − 0.18 = 0.74

𝑥2 2 𝑥2
𝑃(𝑋 < 2 𝑜𝑟 𝑋 > 6) = integral of 50 from 𝑥 = 0 𝑡𝑜 𝑥 = 2 added to 5 𝑥 − 50 from 𝑥 = 6 𝑡𝑜 𝑥 = 10

This is 0.4.

Q. 22
1 1
The CDF is given by the integral from 1 to 𝑥 of 2 (1 − 𝑥 2 ) = 2 (𝑥 + 𝑥 − 2) for between 1 ≤ 𝑥 ≤ 2.
It is 0 for 𝑥 < 1 and 1 for x> 2.
1
To get the 100 𝑝𝑡ℎ percentile we have 𝑝 = 2[𝑥 + 𝑥 − 2] so 𝑥𝑝 = 2𝑥 2 + 2 − 4𝑥 which solves to 𝑥 =
1
4
(4 + 𝑝 + √𝑝2 + 8𝑝)
 1
Substituting 0.5 into this we get 4 (4.5 + 2.0616) = 1.641 for 𝜇̅
1 4 1
𝐸(𝑋) is the integral between 1 and 2 of 𝑥 × 2 (1 − 𝑥 2 ) = 2 [2 − 0.6932 − 2 + 0] = 1.6136

1
𝑉𝑎𝑟(𝑋) is the integral between 1 and 2 of 𝑥 2 × 2 (1 − 𝑥 2 ) 𝑎𝑛𝑑 𝑠𝑢𝑏𝑡𝑟𝑎𝑐𝑡 1.61362 =
8 1
2 [3 − 2 − 3 + 1 ] − 2.6037 =0.0629

Q.40
40 − 43
𝑃(𝑋 ≤ 40) = 𝑃 (𝑍 ≤ ) = 𝑃(𝑍 ≤ −0.67) = 1 − 0.7486 = 0.2514
4.5
𝑃(𝑋 > 60) = 𝑃(𝑍 > 3.78) = 1 − 𝜙(3.78) = 0
We want 𝑃(𝑋 ≤ 𝑥) = 0.25 so 𝑥 = 43 + 𝑍0.25 (4.5) = 43 + (−0.67)(4.5) = 39.985 = 40

Q.46
67 − 70 𝑋 − 𝜇 75 − 70
𝑃(67 < 𝑋 < 75) = 𝑃 ( < < ) = 𝑃(−1 < 𝑍 < 1.667)
3 𝜎 3
= 𝑃(−1 < 𝑍 < 1.667) = 0.9522 − 0.1587 = 0.7936
𝑐 𝑐 𝑐
𝑃(70 − 𝑐 < 𝑋 < 70 + 𝑐) = 0.95 so 𝑃 (− < 𝑧 < ) = 0.95 so 1 − 2𝑃 (𝑧 < ) = 0.95 Hence we
3 3 3
𝑐 𝑐
have 𝑃 (𝑧 < 3) = 0.025 so 3 = 1.96 from tables, and 𝑐 = 5.88

We can approximate expected number by 𝐸(𝑋) = 𝑛𝑝 = 10 × 0.7936 = 7.936

𝑃(𝑋 ≤ 8) = 1 − 𝑃(𝑋 > 8) = 1 − 𝑃(𝑋 = 9) − 𝑃(𝑋 = 10) = 1 − 0.3874 − 0.3475 = 0.2651

Q.50
100−97 3
Probability of detecting the difference is 100
= 100 = 0.03 with mean 1000 × 0.3 = 30 and
standard deviation √1000 × 0.03 × 0.97 = 5.3944
39.50 − 30
𝑃(𝑋 ≥ 40) = 𝑃(𝑋 ≥ 39.5) = 1 − 𝑃(𝑥 < 39.5) = 1 − 𝑃 (𝑍 < ) = 1 − 0.9608
5.394
= 0.0392
50.5−30
5% of 1000 is 𝑃(𝑋 ≤ 50) = 𝑃(𝑥 ≤ 50.5) = 𝑃 (𝑍 ≤ ) = 𝑃(𝑍 ≤ 3.8) = 1
√5.3944

Q.60
1 1
Exponential distribution, mean is 0.01386 = 72.15 variance is 0.013862 = 5205.63

𝑃(𝑋 ≤ 100) = 1 − 𝑒 (0.01386)(100) = 0.7499

(𝑋 ≤ 200) = 1 − 𝑒 (0.01386)(200) = 0.9375

𝑃(100 ≤ 𝑋 ≤ 200) = 0.9375 − 0.7499 = 0.1876

𝑃(𝑋 > 𝜇 + 2𝜎 = 𝑃(𝑋 > (72.15 + 144.3) = 1 − 𝑃(𝑋 ≤ 216.45) = 𝑒 −2.999 = 0.04979
𝑃(𝑋 ≤ 𝑥) = 0.5 is the integral between 0 and x of the pdf, set equal to 0.5
𝑒 −𝜆𝑥 0.693
This gives 𝜆 ( ) between x = 0 and x is 0.5 so 𝑒 −𝜆𝑥 = 0.5 and 𝑥 = = 50.011
−𝜆 0.01386

Q.98

We have a pdf of 𝑓(𝑥) = 1/25 for 0 ≤ 𝑥 ≤ 25 and 0 elsewhere, so

𝑃(10 ≤ 𝑋 ≤ 20) is the integral between 0 and 20 of 0.04dx which is 0.4

𝑃(𝑋 ≥ 10) is the integral between 10 and infinity of 0.04𝑑𝑥 which is the same as the integral
between 10 and 25, which is 0.6

To get the CDF from the PDF we integrate from 0 to x, to get 0.04𝑥. Hence the CDF is 0.04x for 0 ≤
𝑥 ≤ 25, 0 for 𝑥 < 0 and 1 for 𝑥 > 25.

𝐸(𝑋) is the integral between negative infinity and infinity of 𝑥𝑓(𝑥) = [0.02𝑥 2 ]25
0 = 12.5

Variance is 𝐸(𝑋 2 ) − 𝐸(𝑋)2 so we need to calculate 𝐸(𝑋 2 )

1 25
This is the integral between negative infinity and infinity of 𝑋 2 𝑓(𝑥) which is [0.04 × × 𝑥 3 ] =
3 0
208.33

Hence 𝑉𝑎𝑟(𝑋) = 208.33 − 12.52 = 52.083 and standard deviation is the root of this = 7.22

Q.104

P(X>=25) = 1 − 𝑃(𝑋 ≤ 24)

37
Using a binomial with a continuity correction we get 𝑃(𝑋 ≥ 25) = 1 − 𝜙 ( ) =1−
√113.04
𝜙(3.48) = 0.0003
𝑃(𝑋 = 10) = 𝑃(𝑋 ≤ 10) − 𝑃(𝑋 ≤ 9), using a binomial with a continuity correction gives

𝜙(−0.58) − 𝜙(−0.87) = 0.1183

Q.105
2.9 − 3 𝑋 − 𝜇 3.1 − 3
𝑃( < < ) = 𝑃(−1 < 𝑍 < 1) = 𝑃(𝑍 ≤ 1) − 𝑃(𝑍 ≤ −1) = 0.8413 − 0.1587
0.1 𝜎 0.1
= 0.6827
This is the probability to accept corks from the first machine.
2.9 − 3.04 𝑋 − 𝜇 3.1 − 3.04
𝑃( < < ) = 𝑃(−7 < 𝑍 < 3) = 0.9987 − 0.000 = 0.9987
0.02 𝜎 0.02
This is the probability of a cork being accepted from second machine.

The probability that a cork is acceptable by the two machines is 0.60 × 06827 + 0.40 × 0.9987

= 0.40962 + 0.39948 = 0.8091

Using conditional probability laws we have that the probability that the selected cork is from the first
0.6827
machine is 0.6 × 0.8091 = 0.5063