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Math 16B: Homework 7 Solutions

1. Let Z be the standard normal random variable. Find:

(a) P (Z ≤ 2.08) = 0.5 + A(2.08) = 0.5 + 0.4812 = 0.9812.


(b) P (0.45 ≤ Z ≤ 2.19) = A(2.19) − A(0.45) = 0.4857 − 0.1736 = 0.3121.

0.4 0.4

0.35 0.35

0.3 0.3
Probability Density

Probability Density

0.25 0.25

0.2 0.2

0.15 0.15

0.1 0.1

0.05 0.05

z = 2.08 z = 0.45 z = 2.19


0 0
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
z z

Figure 1: Problems 1(a) and 1(b)

(c) P (−1.17 ≤ Z ≤ 0.83) = A(0.83) + A(1.17) = 0.2967 + 0.3790 = 0.6757.


(d) P (Z ≥ 1.15) = 0.5 − A(1.15) = 0.5 − 0.3749 = 0.1251.

0.4 0.4

0.35 0.35

0.3 0.3
Probability Density

Probability Density

0.25 0.25

0.2 0.2

0.15 0.15

0.1 0.1

0.05 z=0 0.05

z = −1.17 z = 0.83 z = 1.15


0 0
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
z z

Figure 2: Problems 1(c) and 1(d)

1
0.4 0.4

0.35 0.35

0.3 0.3
Probability Density

Probability Density
0.25 0.25

0.2 0.2

0.15 0.15

0.1 0.1

0.05 z = 0.32 0.05 z = −0.69 z = 2.21


z = −0.32 z = −2.21 z = 0.69
0 0
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
z z

Figure 3: Problems 1(e) and 1(f): the area in green is required; the area in yellow is equal
but easier to compute

(e) P (Z ≤ −0.32) = 0.5 − A(0.32) = 0.5 − 0.1255 = 0.3745.


(f) P (−2.21 ≤ Z ≤ −0.69) = A(2.21) − A(0.69) = 0.4864 − 0.2549 = 0.2315.
(g) P (|Z| ≤ 0.26) = 2 × A(0.26) = 2(0.1026) = 0.2052.
(h) P (Z ≥ −1.49) = 0.5 + A(1.49) = 0.5 + 0.4319 = 0.9319.

0.4 0.4

0.35 0.35

0.3 0.3
Probability Density

Probability Density

0.25 0.25

0.2 0.2

0.15 0.15

0.1 0.1

0.05 z = 0.26 0.05

z = −0.26 z = −1.49
0 0
−4 −3 −2 −1 0 1 2 3 4 −4 −3 −2 −1 0 1 2 3 4
z z

Figure 4: Problems 1(g) and 1(h)

(i) P (|Z| ≥ 1.53) = 2 × (0.5 − A(1.53)) = 2 × (0.5 − 0.4370) = 0.1260.

2. On a bridge, breakdowns occur at a rate of 3.2 per week. Assuming that the number
of breakdowns can be modelled by a Poisson distribution, find the probability that

(a) fewer than the mean number of breakdowns occur in a given week:
Let B be the random variable denoting the number of breakdowns per week.

2
0.4

0.35

0.3

Probability Density
0.25

0.2

0.15

0.1

0.05

z = −1.53 z = 1.53
0
−4 −3 −2 −1 0 1 2 3 4
z

Figure 5: Problem 1(i)

Then, B follows a Poisson distribution with mean 3.2. Then,

P (B < 3.2) = P (B ≤ 3)
= P (B = 0) + P (B = 1) + P (B = 2) + P (B = 3)
(3.2)0 (3.2)1 (3.2)2 (3.2)3
= e−3.2 + e−3.2 + e−3.2 + e−3.2
(0! 1!
2 3
) 2! 3!
(3.2) (3.2)
= e−3.2 1 + 3.2 + +
2 6
≈ 0.603.

(b) more than five breakdowns occur in a given fortnight:


Let D be the random variable representing the number of breakdowns in a fort-
night. The mean number of breakdowns is 3.2 per week which translates into 6.4
per fortnight. Then, D follows a Poisson distribution with mean 6.4. We need
P (D > 5) which can be found by subtracting P (D ≤ 5) from 1. We have

P (D ≤ 5) = P (D = 0) + P (D = 1) + P (D = 2) + P (D = 3) + P (D = 4) +
P (D = 5)
0 1 2 3
−6.4 (6.4) −6.4 (6.4) −6.4 (6.4) −6.4 (6.4)
= e +e +e +e +
0! 1! 2! 3!
(6.4)4 (6.4)5
e−6.4 + e−6.4
(4! 5!
2
)
−6.4 (6.4) (6.4)3 (6.4)4 (6.4)5
= e 1 + 6.4 + + + +
2 6 24 120
≈ 0.384.

Thus, P (D > 5) = 1 − P (D ≤ 5) ≈ 1 − 0.384 = 0.616.


(c) exactly two breakdowns occur in each of four successive weeks.

3
2
We have P (B = 2) = e−3.2 (3.2)
2!
≈ 0.2087. The probability of exactly two break-
downs in each of four successive weeks then is

(P (B = 2))4 ≈ (0.2087)4 = 0.00190.

3. A darts player practices throwing a dart at the bull’s eye on a dart board. Her proba-
bility of hitting the bull’s eye for each throw is 0.2.

(a) Find the probability that she is successful for the first time on the third throw:
The number F of unsuccessful throws till the first bull’s eye follows a geometric
distribution with probability of success q = 0.2 and probability of failure p = 0.8.
If the first bull’s eye is on the third throw, there must be two failures:

P (F = 2) = p2 q = (0.8)2 (0.2) = 0.128.

(b) Find the probability that she will have at least three failures before her first
success.
We want the probability of F ≥ 3. This can be found in two ways:

P (F ≥ 3) = P (F = 3) + P (F = 4) + P (F = 5) + P (F = 6) + . . .
= p3 q + p4 q + p5 q + p6 q + . . . (geometric series with ratio p)
3
pq
=
1−p
(0.8)3 (0.2)
=
1 − 0.8
= (0.8)3 = 0.512.

Alternatively,

P (F ≥ 3) = 1 − (P (F = 0) + P (F = 1) + P (F = 2))
= 1 − (q + pq + p2 q)
= 1 − (0.2)(1 + 0.8 + (0.8)2 )
= 1 − 0.488 = 0.512.

(c) How many throws on average will fail before she hits bull’s eye?
Since p = 0.8 and q = 0.2, the expected number of failures before the first success
is
p 0.8
E[F ] = = = 4.
q 0.2
4. Suppose the number of robberies in a neighbourhood can be modelled using a Poisson
distribution. The probability that no robberies occur in a week is 0.135. Given that
the mean number of robberies per week is an integer, find the probability that there
are fewer than four robberies in week.

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Let R be the random variable denoting the number of robberies in a week. Let the
mean number of robberies be λ. Then, R follows a Poisson distribution with mean λ.
We are given that P (R = 0) = 0.135. Then,

0.135 = P (R = 0)
λ0
0.135 = e−λ
0!
−λ
0.135 = e
ln(0.135) = −λ
λ = − ln(0.135) ≈ 2

Hence, λ = 2. Thus,

P (R < 4) = P (R = 0) + P (R = 1) + P (R = 2) + P (R = 3)
(2)1 (2)2 (2)3
= e−2 + e−2 + e−2 + e−2
( 1! )2! 3!
4 8
= e−2 1 + 2 + +
2 6
≈ 0.857.

5. Alice runs a stall at a fete in which the player is guaranteed to win $10. Players pay
a certain amount each time they throw a dice and must keep throwing the dice until
a four occurs. When a four is obtained, Alice gives the player $10. On average, Alice
expects to make a profit of $2 per game. How much does she charge for each throw?
Let $C be the charge per throw. Since the game continues until a four turns up, the
number of unsuccessful throws follows a geometric distribution. The probability of
success (four shows up) is q = 16 and the probability of failure is p = 65 . The expected
number of unsuccessful throws then is
p 5/6
= = 5.
q 1/6

Including the one successful throw, on average a player therefore takes six throws. The
average profit per game is given by 6C − 10 which equals 2; solving for C gives

6C − 10 = 2 ⇒ C = 2.

Alice charges $2 per throw.

6. The number of goals scored by Manchester United in a match can be modelled using a
Poisson distribution. Assume that the team scores an average of three goals per match.

(a) Find the probability that the team scores more than four goals in a match:
Let G be the random variable denoting the number of goals scored by Manchester
United in a match. Then, G follows a Poisson distribution with mean 3. Note

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that P (G > 4) can be found by subtracting P (G ≤ 4) from 1. We have
P (G ≤ 4) = P (G = 0) + P (G = 1) + P (G = 2) + P (G = 3) + P (G = 4)
0 1 2 3 4
−3 3 −3 (3) −3 (3) −3 (3) −3 (3)
= e +e +e +e +e
0!
( 1! 2! ) 3! 4!
9 27 81
= e−3 1 + 3 + + +
2 6 24
≈ 0.815.
Thus, P (G > 4) = 1 − P (G ≤ 4) ≈ 1 − 0.815 = 0.185.
(b) The team receives a bonus if it scores more than four goals in a match. After how
many matches on average will the team earn the bonus?
The number of matches in which no bonus is received follows a geometric dis-
tribution with probability of success q = 0.185 (found in (a)) and probability of
failure p = 0.815. The average length of a bonus-less streak is pq = 0.815
0.185
≈ 4.41.
Thus, on average 4.41 games will pass before a match in which the team scores
more than four goals and receives a bonus.
7. For each of the following probability density functions, find (i) k; (ii) the expected
value; (iii) the variance; (iv) the cumulative distribution function.
(a) f (x) = k(x2 − x3 ), 0 ≤ x ≤ 1:
∫1
(i) We require 0 f (x) dx = 1 so
∫ 1
k(x2 − x3 ) dx = 1
0
[ 3 ]1
x x4
k − = 1
3 4 0
[( ) ]
1 1
k − − (0 − 0) = 1
3 4
1
k = 1
12
k = 12.
(ii) We have
∫ 1
E[X] = xf (x) dx
0
∫ 1
= 12 x3 − x4 dx
0
[ 4 ]1
x x5
= 12 −
4 5
[ ] 0
1 1
= 12 −
4 5
12
= = 0.6.
20

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(iii) We have
∫ 1
2
E[X ] = x2 f (x) dx
0
∫ 1
= 12 x4 − x5 dx
0
[ 5 ]1
x x6
= 12 −
5 6
[ ] 0
1 1
= 12 −
5 6
12
= = 0.4.
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Thus, V ar(X) = E[X 2 ] − (E[X])2 = 0.4 − (0.6)2 = 0.04.
(iv) The cumulative distribution function is given by
∫ a
F (a) = f (x) dx
0
∫ a
= 12 x2 − x3 dx
[0 3 ]a
x x4
= 12 −
3 4 0
[ 3 ]
a a4
= 12 −
3 4
( 3 )
4a − 3a4
= 12
12
= 4a − 3a4 .
3

Hence, the cumulative distribution function is F (x) = 4x3 − 3x4 . To check


this, differentiate it and see if you get back the density function.
(b) f (x) = xk , 1 ≤ x ≤ 3:
∫3
(i) We require 1 f (x) dx = 1 so
∫ 3
k
dx = 1
1 x
k [ln(x)]31 = 1
k(ln(3) − ln(1)) = 1
1
k =
ln(3)

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(ii) We have
∫ 3
E[X] = xf (x) dx
∫ 3 (
1
)
1
= x dx
1 x ln(3)
∫ 3
1
= dx
1 ln(3)
1
= [x]31
ln(3)
1
= [3 − 1]
ln(3)
2
= ≈ 1.82.
ln(3)
(iii) We have
∫ 3
2
E[X ] = x2 f (x) dx
∫1 3 ( )
2 1
= x dx
1 x ln(3)
∫ 3
x
= dx
1 ln(3)
[ 2 ]3
1 x
=
ln(3) 2 1
[ ]
1 9 1
= −
ln(3) 2 2
4
= ≈ 3.64.
ln(3)
( )2
Thus, V ar(X) = E[X ] − (E[X]) = ln(3) − ln(3) ≈ 0.327.
2 2 4 2

(iv) The cumulative distribution function is given by


∫ a
F (a) = f (x) dx
1
∫ a
1 1
= dx
ln(3) 1 x
1
= [ln(x)]a1
ln(3)
1
= [ln(a) − ln(1)]
ln(3)
ln(a)
= .
ln(3)

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ln(x)
Thus, the cumulative distribution function is F (x) = ln(3)
.
(c) f (x) = k sin(x), 0 ≤ x ≤ π:
∫π
(i) We require 0 f (x) dx = 1 so
∫ π
k sin(x) dx = 1
0
k [− cos(x)]π0 = 1
k[−(−1) + (1)] = 1
2k = 1
1
k = .
2
(ii) We have
∫ π
E[X] = xf (x) dx
∫ π ( 0
)
1
= x sin(x) dx
2
0

1 π
= x sin(x) dx
2 0

We need to integrate this by parts. Let f (x) = x and g(x) = sin(x) ⇒


f ′ (x) = 1 and G(x) = − cos(x). Then,
( ∫ π )
1
E[X] = [−x cos(x)]0 −
π
− cos(x) dx
2 0
1
= ([−π(−1) + 0] + [sin(x)]π0 )
2
1
= (π + [0 − 0])
2
π
= ≈ 1.57.
2
(iii) We have
∫ π
2
E[X ] = x2 f (x) dx
∫0 π ( )
2 1
= x sin(x) dx
2
0
∫ π
1
= x2 sin(x) dx
2 0

We integrate this by parts. Let f (x) = x2 and g(x) = sin(x) ⇒ f ′ (x) = 2x

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and G(x) = cos(x). Then,
( ∫ π )
1 [ 2 ]π
2
E[X ] = −x cos(x) 0 − −2x cos(x) dx
2
∫ π0
1[ 2 ]
= −π (−1) + 0 + x cos(x) dx
2
∫ π 0
π2
= + x cos(x) dx
2 0

We need to integrate this by parts again. Take f (x) = x and g(x) = cos(x) ⇒
f ′ (x) = 1 and G(x) = sin(x):
∫ π
π2
2
E[X ] = + [x sin(x)]0 −
π
sin(x) dx
2 0
π2
= + [π(0) − 0] − [− cos(x)]π0
2
π2
= + [(−1) − 1]
2
π2
= − 2.
2
2 ( )2 2
Thus, V ar(X) = E[X 2 ] − (E[X])2 = π2 − 2 − π2 = π4 − 2 ≈ 0.467.
(iv) The cumulative distribution function is given by
∫ a
F (a) = f (x) dx
∫ a
0
1
= sin(x) dx
0 2
1
= [− cos(x)]a0
2
1
= [− cos(a) + 1] .
2
1−cos(x)
Thus, the cumulative distribution function is F (x) = 2
.

8. The serving time at a restaurant is exponentially distributed with mean 11 minutes.

(a) Find the probability that an order is served in under 4 minutes:


Let X be the random variable representing the serving time (in minutes). Then
X is exponentially distributed with density function f (x) = ke−kx where x is the
time and k satisfies the mean equation
1 1
= 11 ⇒ k = .
k 11

10
1 −x/11
Thus, the density function is f (x) = 11
e . The probability that an order is
served in under 4 minutes is
∫ 4
1 −x/11
P (X < 4) = e dx
0 11
[ −x/11 ]4
1 e
=
11 (−1/11) 0
[ −x/11 ]4
= −e
[ −4/11 0 0 ]
= −e +e
= 1 − e−4/11 ≈ 0.305.

(b) Find the probability that an order takes more than 10 minutes to be served:
We have
∫ ∞
1 −x/11
P (X > 10) = e dx
10 11
∫ b
1
= lim e−x/11 dx
b→∞ 11 10
[ −x/11 ]b
1 e
= lim
b→∞ 11 (−1/11)
10
[ −x/11 ]b
= lim −e 10
b→∞
[ −b/11 ]
= lim −e + e−10/11
b→∞
−10/11
= e ≈ 0.403.

(c) Find the variance in the serving time:


Since k = 11, we get V ar(X) = k12 = 121
1
.

9. The time taken by a food delivery firm to deliver an order is exponentially distributed.
If the firm has r employees, the average delivery time is 100
r
. What is the least number
of employees the firm should employ to ensure that more than 99% of the orders are
delivered within 30 minutes?
Let X be the random variable representing the time to deliver an order. Then X is
exponentially distributed with density function f (x) = ke−kx where x denotes time
and k satisfies the mean equation
1 100 r
= ⇒k= .
k r 100
r −rx/100
Thus, the density function is f (x) = 100 e where r, the number of employees, is
yet to be determined. We require more than 99% of the orders to be delivered within

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30 minutes. This means that the probability P (X < 30) must be greater than 99%:

P (X < 30) > 0.99


∫ 30
r −rx/100
e dx > 0.99
0 100
[ ]30
r e−rx/100
> 0.99
100 −r/100 0
[ −rx/100 ]30
−e > 0.99
[ −30r/100 0]
−e +1 > 0.99
−3r/10
e < 1 − 0.99
3r
− < ln(0.01)
10
−10 ln(0.01)
r > ≈ 15.4.
3
Hence, the number of employees should be greater than 15. At the very least, 16
employees should be hired to ensure that more than 99% of the orders are delivered
within 30 minutes.

10. Cartons of milk at a supermarket are advertised as containing 1 litre, but in fact the
volume is normally distributed with a mean of 1012 ml and a standard deviation of 5
ml.

(a) Find the probability that a randomly chosen carton contains more than 1010 ml:
Let M be the random variable representing the quantity of milk in a carton (in
ml). Then M is normally distributed with mean 1012 and standard deviation 5
(i.e. M ∼ N (1012, 52 )). The standard normal random variable is related to M
by Z = M −1012
5
. Hence,
( )
1010 − 1012
P (M > 1010) = P Z >
5
= P (Z > −0.4)
= 0.5 + A(0.4)
= 0.5 + 0.1554 = 0.6554.

(b) Find the probability that a randomly chosen carton contains less than the adver-
tised quantity of milk.
We require
( )
1000 − 1012
P (M < 1000) = P Z <
5
= P (Z < −2.4)
= 0.5 − A(2.4)
= 0.5 − 0.4918 = 0.0082.

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11. The manufacturers of a new model of car claim that it gives an average mileage of
32.4 miles per gallon with standard deviation 1.4 miles per gallon. Assuming a normal
distribution, find the probability that a randomly chosen car of that model will give a
mileage of less than 30 miles per gallon.
Let M be the random variable representing the mileage. Then M ∼ N (32.4, 1.42 ) and
M is related to the standard normal random variable Z by Z = M −32.4
1.4
. Then,
( )
30 − 32.4
P (M < 30) = P Z <
1.4
= P (Z < −1.71)
= 0.5 − A(1.71)
= 0.5 − 0.4564 = 0.0436.

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