Chapter 1

Introduction to Probability and

Counting

Section 1.1
30
2. 75 ; Relative Frequency
2
4. 50 ; Classical

Section 1.2
6(a)
(b) S = {sss, ssf, sf s, sf f, f ss, f sf, f f s, f f f }
(c) A1 = {sss, ssf, sf s, sf f }
A2 = {sss, ssf, f ss, f sf }
A3 = {sss, ssf, f sf, f f s}
no; a successful firing of one shell does not precludes a successful firing of another; AI ∩ Aj 6= φ

(d) A01 is the event that the first firing is not successful
A01 = {f ss, f sf, f f s, f f f }
(e) A1 ∩ A02 ∩ A03 is the event that the first firing is not successful and the second and third are not.
A1 ∩ A02 ∩ A03 = {sf f }
(f) The 8 sample points in S are equally likely.

P[A1 ∩ A02 ∩ A03 ] = 1

8

8(a)
8(b) yes, in Example 1.2.3 the sampling continues indefinitely so the tree branches indefinitely. The tree
drawn here ends after 5 branches because the missile battery can fire five missiles at a time.
8(c) S = {h, mh, mmh, mmmh, mmmmh, mmmmm}
8(d) A1 = {mh}
A2 = {h, mh}
no; A1 ∩ A2 = {mh} =
6 φ

1
 Probability and Statistics Solutions 2

Section 1.3
10.(a) (4)(3) = 12

(b) (4)(3)(5) = 60

(b) (4)(3)(5)(6) = 360

12. (2)(2)(2) = 8

14.(a) 24 = 16

(b) 2x = 32 =⇒ x = 5

16.(a) (3)(4)(3) = 36

(b) (36)(5) = 180

 
8 1
18. = 56; 56
3
 
2000
20.(a)
120
 
2000
(b)
119
1
(c)  

2000
119
 
17
 
5
22. 1 -  = 0.601

20
5
 
128
24. = 8, 128
2

26.(a) 36 = 729
1
(b) = 0.00137
729
   
6 4 2
(c) = 90
2 2 2
or
6!
= 90
2!2!2!
 Chapter 2

Some Probability Laws

Section 2.1
5 4 1 10
2.(a) 35 + 35 + 35 = 35
11 24
(b) 1 − 35 = 35

4. P[B ∩ M ] = .95 + .80 - .99 = .76

P[M 0 ∩ B] = .80 - .76 = .04
P[B 0 ∩ M ] = .95 - .76 = .19
P[(M ∪ B)0 ] = 1 - .99 = .01
6. P[O ∩ SW ] = .75 +1.5 - .85 = .05
P[SW ∩ O0 ] = .15 - .05 = .10
8. P[LD ∩ SL] = .5 - .35 = .15
P[SL0 ∩ LD0 ] = P[(SL ∪ LD)0 ] = 1 - .6 = .4
10. P[H-E] = .8 - .35 = .45

Section 2.2
14.(a) P[B|M 0 ] = .8
(b) yes, P[B|M 0 ], as we would expect, failure of main engine should not influence the reliability of the
backup engine.
16.(a) 102 = 100
(b) (1)(10) = 10
(c) (10)(1) = 10
(d) (1)(1) = 1
(e) P[number ends with 9 | number begins with a 2]

P [number ends with 9|number begins with a 2]

=
P [number begins with a 2]
1/100
=
10/100
1
= 10

3
Probability and Statistics Solutions 4

Section 2.3
18. P[A1 ∩ A2 ] = P[A1 ].P[A2 ], if A1 and A2 are independent events
= (.5)(.7)
= .35

20. yes, since P[A1 ] = P[A1 |A2 ]

20. P[Rh negative] = (.39)(.39) = .1521

P[AB negative] = P[AB].P[Rh negative]
= (.04)(.1521)
= .0061

24. P[A ∩ B] = P[A | B].P[A]

=(.40)(.10)
=.04

26. P[yes] = (.17)(.5)+(.03)(.5) = .10

no, P[yes] 6= P[yes | asked about barn]

28. P[A ∩ φ] = P[φ] = 0

=P[A].0
=P[A].P[φ]

30. H : Power line is hit during storm;

D :Hard derive is damaged;
P[H∩D] =P[D| H]P[H]
=(.5)(.001)
=.0005

32. A1 ∩ A2 = φ
=⇒ P[A1 ∩ A2 ] = P[φ]
= 0 6= P[A1 ]P[A2 ] > 0

Section 2.4
(.04)(.09)
34. P[B | TA] =
(.88)(.41) + (.04)(.09) + (.10)(.04) + (.o4)(.46)

36. D :chip is defective; T : chip is stolen

P [D|T ]P [T ]
P[T|D] =
P [D|T ]P [T ] + P [D|T 0 ]P [T 0 ]
(.50)(.01)
= (.50)(.01)+(.05)(.99)
= .0917
 Chapter 3

Discrete Distributions

SECTION 3.1
2. discrete

4. not discrete

6. discrete

8. (a) f(8) = 1 -(.02+.03+.05+.2+.4+.2+.07) = .03

x 1 2 3 4 5 6 7 8
(b)
f(x) .02 .05 .10 .30 .70 .90 .97 1.00

(c) P[3 ≤ X ≤ 5] =F(5) - F(2) = .7 - .05 = .65

(d) P[X ≤ 4] = F(4) = .3

P[X<4] = F(3) =.1
no

(e) F(-3) = P[X≤ 3] = 0

F(10) = P[X≤ 10] =1

x f(x)
1 .7
10.(a) 2 .21 =(.3)(.7)
3 .063 = (.3)2 (.7)
4 .0189 =(.3)3 (.7)
(
(0.3)x−1 (0.7), x = 1, 2, 3, ...
(b) f (x) =
x, otherwise

(c) P[X =6] f(6) = (.3)5 (.7) = .0017

(d) In general, for any realP number x0

F(x0 ) = P [X ≤ x0 ] = xx=1 0
(.3)x−1 (.7)
where [x0 ] is the greatest integer less than or equal to x0 .
but for x0 a positive integer, F(x0 ) is sum of the first x0 term in a geometric series, and is therefore
x0 )
F (x0 ) = (.7)(1−.3
(1−.3) = 1 − .3x0
Thus F(x) =1 -(.3)x0 , for = 1, 2, 3.....

5
 Probability and Statistics Solutions 6

(e) P[X≤ 4] = F(4) = 1 - (.3)4 = .9919

(f) P[X≥ 5] = 1 - P[X≤ 4] = .34 = .0081

12.(a)

x 0 1 2 3 4 5 6
f(x) .05 .10 .20 .30 .20 .10 .05

Section 3.3
14.(a) E[X] = 0(.7)+1(.2)+2(.05)+3(.03)+4(.01)+5(.01) = .48

(b) µX = E[X] = .48

(c) E[X 2 ] = 02 (.7)+12 (.2)+22 (.05)+32 (.03)+42 (.01)+52 (.01) = 1.08

(d) VarX =E[X 2 ] - (E[X])2 = .8496

2 = VarX =.8496
(e) σX
√
(f) σX = .8496 = .9217

(g) grafts that fails

x 0 1 2 3
16.(a)
f(x) .001 ..027 .243 .729

E[X] = 0(.001)+1(.027)+2(.243)+3(.729) = 2.7

VarX = E[X 2 ] - (E[X])2 = 7.56 - (2.7)2 = .27
E[X] = (n)(p) = (3)(.9) and varX = (n)(p)(1 - p) = (3)(.9)(.1)

18. f(y) = (.5)y−1 (.5), 1, 2, 3, ...

X∞
E[Y] = y.(.5)y−1 = 1(.5) + 2(.5)(.5) + 3(.5)2 (.5) + 4(.5)3 (.5) + ...
y=1
.5E[Y] = (.5)(.5)+2(.5)2 (.5) + 3(.5)3 (.5) + 4(.5)4 (.5)
Thus, E[Y] - .5E[Y] = .5+(.5)(.5)+(.5)2 (.5)+(.5)3 (.5)+...

∞
X
= (.5)(.5)x−1 , which is geometric series
x=1
.5
= 1−.5
=1
Therefore, .5E[Y] =1 =⇒ E[Y] = 2

20. VarX = E[c2 ] - (E[c])2 = c2 − (c)2 = 0

VarcX = E[(cX)2 ] - (E[cX])2 = VarX = E[c2 X 2 ] - (cE[X])2
=c2 E[X 2 ] − c2 (E[X])2 = c2 (E[X 2 ] − E[X]2 )
= c2 V arX
 Probability and Statistics Solutions 7

X 1 1 1 1 1 1
22.(a) f (x) = .2−|−1| + .2−|1| + .2−|−2| + .2−|2| + .2−|−3| + .2−|3| + ...
2 2 2 2 2 2
allx
= 2( 12 21 ) + 2( 12 14 ) + 2( 12 18 ) + ...
= 21 + 12 + 12 + ..
∞
X 1 1
= ( )( )y−1
2 2
y=1
1
2
=
1 − 12
=1
It is obivious that f (x) > 0 for all x = ±1, ±2, ±3, ...

x ±1 ±2 ±3 ±4...
1 1 1 1
(b) f (x) 2 8 16 32 ...
−4 8 −16
g(x) 2 3 7 15 ...
X 1 4 1 16 1
g(x)f (x) = 2(2. ) + 2(− . ) + 2(− ) + ...
4 3 8 15 32
allx
1 1 1
=1− + − + ...
3 7 15
∞
X 1
= (−1)y−1
2y −1
y=1
which is an alternating series whose terms are decreasing and whose nt h term converges to 0.There-
fore, the series converges.

X 1 1 1
(c) |g(x)|f (x) = 1 + + + + ...
3 7 15
allx
∞ ∞
X 1 1X1
>
2y − 1 3 y
y=1 y=1
X
which is divergent.Thus, the series |g(x)|f (x) is divergent.
allx

Section 3.4
24.(a)(i) The drilling of a well(trial) results in a strike(success) or not a strike(failure)
1
(ii) Trials are identical and independent with p = 13 for each well.

(iii) X = the number of trials (well drilled) before the first success(strike)
(
( 12
13 )
x−1 ( 1 ), x = 1, 2, 3, ...
13
(b) f (x) =
0, otherwise
1 t
13 e 12
(c) mx (t) = ,t < −ln
1 − 12
13 e
t 13
1 1
(d) E[X] = p = 1 = 13
13
1+q 1+ 12
E[X 2 ] = p2
= 13
1 2
( 13 )
= 325
 Probability and Statistics Solutions 8

12
σ 2 = pq2 = ( 113)2 = 156
√ 13
σ = 156 = 12.49

12
,since F (x) = 1 − q x


(e) P [X ≥ 2] = 1 − F (1) = 1 − (1 − 13 )
= 12
13

26. The density for the geometric random variable X with probability of success p is
f (x) = q x p, x = 1, 2, 3, ...
x0
x0 )
q x−1 p = p(1−q
X
F (x0 ) = P [X ≤ x0 ] = 1−q , the sum of the first x0 terms of a geometric series
x=1
x0 )
= p(1−q
p ,
=1-q x0
The density in Example 3.2.4 can be expressed as geometric density f(y) = ( 12 )y−1 ( 12 ), y = 1, 2, 3, ...
Thus
F(y) = 1-q y = 1-( 21 )y

28. no,X is not the number of trials (bits) until the first success (transmission error).

28.(i) Each exposed cell (trial) fuses(success) or doesnt

(ii) The fusion of one cell does not affect the fusion of any other cell;
(iii) Y = the number of trials (exposed cells) before the first success (fusion)
1
E[Y] p1 = 1/2 =2

dmx (t) t −1)

32.(a) dt = 2et (e2(e )=2

dmx (t)
E[X] = |t=0
dt
0
= 2e0 (e2(e −1) )
= 2

d2 mx (t) t t −1)
(b) dt2
= 2et .2et (e2(e −1) ) + (e2(e )2et
t
= 2et (e2(e −1) )(2et + 1)
2
E[X 2 ] = d m x (t)
dt2
|t = 0
0 2(e0 −1)
= 2e (e )(2e0 + 1)
= 2(1)(2 + 1) = 6
√
(c) σ 2 = E[X 2 ] − (E[X])2 = 6 − 22 = 2 =⇒ σ = 2

34.(a) mx (t) = E[etX ] = n1 ni=1 etxi

P

dmx (t)
(b) dt = n1 (x1 etx1 + x2 etx2 + x3 etx3 + ... + xn etxn )
E[X] = dmdtx (t) |t = 0
n
1 X
( xi )
n
i=1
d2 mx (t) 1
= (x21 etx1 + x22 etx2 + x23 etx3 + ... + x2n etxn )
dt2 n
d2 mx (t)
E[X 2 ] = |t = 0
dt2
 Probability and Statistics Solutions 9

n
1 X
= ( xi )
n
i=1
n n
!
2 2 1 2
X 1 X 2
σ = E[X ] − (E[X]) = x2i − ( xi )
n n
i=1 i=1
n
1 X 1 9.10
(c) µy = ( yi ) = ( ) = 4.5
n 10 6
i=1
n
1 X 2 1 9.10.19
E[Y 2 ] = ( yi ) = ( ) = 28.5
n 10 6
i=1
σ 2 = 28.5 − (4.5)2 = 8.25

Section 3.5
(
15
(0.2)x (0.8)15−x ,


x x = 0, 1, 2, 3, ..., 15
36.(a) f (x) =
0, otherwise

(b) mx (t) = (0.8 + 0.2et )15

(c) E[X] = np = (15)(0.2) = 3

V arX = npq = (15)(0.2)(0.8) = 2.4
dmx (t)
(d) dt = 15(0.8 + 0.2et )14 (0.2et )
E[X] = dmdtx (t) |t = 0
= 15(0.8 + 0.2)14 (0.2) = 3
d2 mx (t)
dt2
= 15[(0.8 + 0.2et )(0.2et ) + (0.2et )14(0.8 + 0.2et )13 (0.2et )]
= 15[(0.2et )(.8 + .2et )13 (.8 + 3et )]
2
E[X 2 ] = d m x (t)
dt2
|t = 0
= 15[(0.2)(.8 + .2)13 (.8 + 3)] = 11.4
V arX = 11.4 − 32 = 2.4

(e) P [X ≤
1] =0 P [X15= 0] +
P [X = 1]
15 15
= 0 (0.2) (0.8) + 1 (0.2) (0.8)14 = 0.352 + 0.1319 = 0.1671
1

(f) P [X ≤ 5] = F (5) = 0.9389

P [X < 5] = P [X ≤ 4] = F (4) = 0.8358
P[2 ≤ X ≤ 7] = P[X ≤ 7] - P[X ≤ 1] = F(7) - F(1) = 0.9958 - 0.1671 =0.8287
P[2 ≤ X < 7] = P[2 ≤ X < 6] = F(6) - F(1) = 0.9819 - 0.1671 = 0.8148
P[x ≥ 2] = 1 - F(2) = 1- 0.3980
F(9) = 0.9999
F(20) = 1
P [X = 10] = F (10) − F (9) = 1 − 0.9999 = 0.0001

38(a) X is the number of success (operable computer system) out of three trials (computer system) which
operate independently of one another, each of which operates successfully with probability 0.9.
(
3
(0.9)x (0.1)3−x ,


x x = 0, 1, 2, 3
f (x) =
0, otherwise
 Probability and Statistics Solutions 10

(b) E[X] = np = 3(0.9) = 2.7

V arX = npq = 3(0.9)(0.1) = 0.27

40.(a) Let X: the number of the 15 photographs taken by a 35-mm camera that were selected by the judge
as better
X is a binomial random variable with parameters n=15 and p=0.5.
E[X] =(15)(.5) = 7.5

(b) yes, the probability of this event occurring is P[X ≥ 12|p = 0.5] = 0.0176, which is very small so
the event is unlikely to occur.

(c) yes, the probability that the judge selects the photographs at random is so small (0.0176) that there
is reason to suspect she is not.

42. Let X: the number of silent paging errors introduced when using the system word processor 20 times
X is binomial with n = 20 and p = 0.1

(a) P[X=0] = F(0) = 0.1216

(b) P[X ≥ 1] = 1- F(0) = 0.8784

(c) yes, the probability of more than four errors occurring is

P[X > 4] =1- F(4) = 1- 0.9568 = 0.0432, which is small.

44.(a) Let X: the number of passengers of 15 that are stoped because of change in her or his pocket
X is binomial with n= 15 and p = 0.25

(b) yes, P[X=0] = F(0) = 0.0134

Section 3.6
1
46. np = 5 and np(1-q) = 4 =⇒ p = 5 and thus n= 25

48. Let X: the number of pitches (trials) to get four balls outside the strike zone (success)
X is negative binomial with r = 4 and p = 0.10
4
µ = pr = 0.1 = 40
6
P[X=7] = 3 (0.9)3 (0.1)4 = 0.00058

50. mx (t) = (pet )r (1 − qet )−r

dmx (t)
= (pet )r −r(1 − qet )−(r+1) )(−qet ) + (1 − qet )−r r(pet )r−1 (pet )


dt
= rqet (pet )r (1 − qet )−(r+1) + r(pet )r (1 − qet )−r
= r(pet )r (1 − qet )−(r + 1)

d2 mx (t)
= r (pet )r −(r + 1)(1 − qet )−(r+2) (−qet ) + (1 − qet )−(r+1) r(pet )r − 1(pet )



dt2
= r(pet )r (1 − qet )−(r + 2)(qet + r)
d2 mx (t) 2
dt2
|t = 0 = r(pr (1 − qe−(r+2) (q + r) = rq+r
p2
r2 +rq r2 rq
V arX = p2
− p2
= p2
 Probability and Statistics Solutions 11

52. X is negative
( binomial with parameter r=3 and p = 0.9
x−1
(0.1)x−3 (0.9), x = 3, 4, 5, ...


f (x) = 2
0, otherwise
r 3
µ= p = 0.9 = 3.3333
σ2 = rq
p2
= 3(0.1)
(0.9)2
= 0.3704
yes, P[X ≥ 7] = 1 - P[X ≤ 6]

= 1 − 22 (0.10 )(0.9)3 + 32 (0.1)1 (0.9)3 + 4

(0.1)2 (0.9)3 + 5
(0.1)3 (0.9)3






2 2
= 0.00127, which is very small

Section 3.7

54. max[0, 5-(20-17)] ≤ x ≤ min(5, 17); thus x =2, 3, 4, or 5

17
E[X] = 5( 20 ) = 4.25
17 3
VarX = 5 ( 20 )( 20 )( 15
19 ) = 0.5033

56. max[0, 5-(20-10)] ≤ x ≤ min(5, 10); thus x = 0, 1, 2, 3, 4, or 5

E[X] = 5( 10
20 ) = 2.5
10 10 15
VarX = 5 ( 20 )( 20 )( 19 ) = 0.9868

58.(a) X is hypergeometric with parameters N =15, r=4, and n=3.

(4)( 11 )
f (x) = x 153−x , for max [0, 3 -(15-4)]≤ x ≤ min(3, 4) =⇒ x = 0, 1, 2, 3
(3)
4
(b) E[X] = 3( 15 ) = 0.80
4
VarX = 3 ( 15 )( 11 12
15 )( 14 ) = 0.5029

(c) P[X ≤ 1] = P[X=0]+P[X=1]

(40)(41) (41)(11 )
= + 15 2 = 0.8462
(153 ) ( 3 )
60.(a) X is hypergeometric
with N =150,000, r = 90,000, and n = 15
90,000 60,000


x 15−x
f(x) = 150,000


15

max[0, 15-(150,000-90,000)]≤ x ≤ min(15, 90, 000) =⇒ x = 0, 1, 2, 3, ..., 15

90,000
(b) E[X] = 15( 150,000 )=9
90,000 60,000 149,985
VarX = 15( 150,000 )( 150,000 )( 149,999 ) = 3.599

90,000 60,000



P5 x 15−x
(c) P[X ≤ 6] = 1-P[X ≤ 5] = 1- x=0 150,000


15

(d) n= 15, p = Nr = 0.6

p[X ≥ 6] =1 - P[X ≤ 5] = 1- 0.338 = 0.9662
Probability and Statistics Solutions 12

Section 3.8
62 Let X: the number of emissions in one month
X is Poisson with parameter k = 2 emissions per month
P[X ≤ 4] = 0.947 from Table II of Appendix A
Let Y: the number of emissiona in three months
Then E[Y] = λs = 2(3) = 6
yes, P[Y ≥ 12] = 1-P[Y ≤ 11] = 1-0.98 = 0.02, which is quit small for λ = 2

64 Let X:the number of destructive earthquakes per year

X is Poisson with k= λ = 1 destructive earthquake per year

Let Y: the number of destructive earthquakes in a six month period

Y is a poisson with parameter λs = 1(0.5) = 0.5
P[Y ≥ 1] = 1 - P[Y ≤ 0] = 1 - 0.607 = 0.393
Yes, P[Y ≥ 3] = 1-P[Y ≤ 2] = 1 - 0.986 = 0.014, which indicates a small chance of this event
occurring.

66. Let X: the number of burrs on seven metal parts

X is Poisson with parameter λs = 2(7) = 14
P[X ≤ 4] = 0.002 from Table II in Appendex A

e−k k0 e−k k1
68. P[X=0] = P[X=1] =⇒ 0! = 1! =⇒ e−k = ke−k =⇒ k = 1

70. Let x:the number of times the light will be activated in two weeks
X is Poisson with parameter λ = 2(0.5) = 1
µ=λ=1
yes, P[X ≥ 5] = 1 - P[X ≤] = 1- 0.996 = 0.004, which is very small
 Chapter 4

Continuous Distributions

2. (a) P [X ≤ 5]

(b) P [X > 5]

(c) P [X = 10]

(d) P [5 ≤ X < 10]

(e) P [5 < X < 10]

P [X ≤ 5] = 1 − P [X > 5]
P [5 ≤ X ≤ 10] = P [5 < X < 10]
1 1
4. (a)(i) . > 0 for all x such that 25 ≤ x ≤ 50
ln2 x
Z 50 Z 50  
1 1 50 1 50
(ii) f (x)dx = f (x)dx = lnx|25 = ln .=1
25 ln2 25 ln2 ln2 25
Z 40  
1 1 40 1 40 0.28768
(b) P [30 ≤ X ≤ 40] = f (x)dx = lnx|30 = ln = = 0.415
ln2 30 ln2 ln2 30 0.69315
1 1
6.(a) f (θ) = 2π−0 = 2π , 0 < θ < 2π

(c) Since the area of ractangle is length x width,

the shaded area = 2( π4 )( 2π
1
) = 41
Z π Z 2π
π 7π 4 1 1
(d) P [0 < θ ≤ or ≤ θ < 2π] = dθ + dθ
4 4 0 2π 7π 2π
4
1 π 1 π 1
= ( )+ ( )=
2π 4 2π 4 4
(e) Let X: the number of birds out of that are orienting within π4 radian of home.
X is binomial with n = 10 and p = 14
yes, P [X ≥ 7] = 1 − P [X ≤ 6] = 1 − 0.9965 = −.0035, which is small enough to consider this a rare
event.

8.(a) P [X ≤ 5] = F (5)

(b) P [X > 5] = 1 − F (5)

(c) P [X = 10] = F (10) − F (10)

(d) P [5 ≤ X < 10] = F (10) − F (5)

13
 Probability and Statistics Solutions 14

(e) P [5 < X < 10] = F (10) − F (5)

Rx 1 1 x
10. P [X ≤ x] = a b−a dt = b−a |a = x−a
b−a , for a < x < b

 0, x ≤ a

Thus, F (x) = x−a
b−a , a ≤ x ≤ b

1, x≥b


R x 1 −( t ) t x
12. F (x) = P [X ≤(
x] = 0 10 e 10 = −e−( 10 ) |x0 = −e−( 10 ) + 1, f or x > 0
0, x≤0
Thus F (x) = x
−( 10 )
1−e , x>0
2 1
P [1 ≤ X ≤ 2] = F (2) − F (1) = (1 − e− 10 ) − (1 − e− 10 )
= e0.1 − e0.2 = 0.9048 − 0.8187 = 0.0861

14.(a) f (x) = 1, f or − 1 ≤ x ≤ 0, is a valid continuous density

(
2x, 0 < x ≤ 12
(b) f(x) = F 0 (x) = 1 1
2, 2 <x≤1
R1 R1
is not a valid density since 02 2xdx + 1 21 dx 6= 1
2

Section 4.2
Z 50
1 1 1 50 25
16. µ = E[X] = x dx = x|25 = = 36.23 pounds
25 ln2 x ln2 ln2
50
1 x2 50 1875
Z
1 1
E[X 2 ] = x2 dx = | = = 1358.6956
25 ln2 x ln2 2 25 2ln2

σ 2 =√1358.6956 − (36.23)2 = 51.67

σ = 51.67 = 7.188 pounds

b
x2 b2 − a2
Z
x a+b
18. E[X] = dx = |ba = =
a b−a 2(b − a) 2(b − a) 2
b
x2 x3 b3 − a3 (b − a)(b2 + ba + a2 ) (b2 + ba + a2 )
Z
E[X 2 ] = dx = |ba = = =
a b−a 3(b − a) 3(b − a) 3(b − a) 3
(b2 + ba + a2 ) (b + a)2 (b2 − 2ba + a2 ) (b − a)2
Therefore , V arX = − = =
3 4 12 12

20.(a) 10

(b) 12.5

(c) 12.5

(d) 7 (debatable)
Z ∞ ∞ 0 ∞
−x
Z Z Z
1 1 1 1 x
22. |x|f (x)dx = |x| 2
dx = 2
dx + dx,
−∞ −∞ π1+x π −∞ 1+x π 0 1 + x2
 Probability and Statistics Solutions 15

by definition
Z 0 of absolute value
Z ∞
1 2x 1 2x
=− 2
dx + dx
2π −∞ 1 + x 2π 0 1 + x2
Let u = 1 + x2 and du = 2x. Then substitution yields
Z ∞
1 1
ln|1 + x2 ||0−∞ +
|x|f (x)dx = − ln|1 + x2 ||∞
0 ,
−∞ 2π 2π
which does not exist because ln∞ → ∞

24.(a)(i) f (x) ≥ since x > 0

R4 1
(ii) o f (x)dx = (64)(4) x4 |40 = 1
x
x4
Z
1 3 1
(b) F (x) = x dx = 4 x4 |x0 = ,0 < x < 4
o 64 (4 ) 256
16
P [X ≤ 2] = F (2) = 256 = 0.0625

(c) P [X > 3] = 1 − P [X ≤ 3] = 1 − F (3) = 0.6836

Z 4
1 4 1 16
(d) x dx = x5 |40 = = 3.2
0 64 (64)(5) 5

Section 4.3
R∞
26. part 1: Γ1 = 0 z 0 e−z dz = −e−z |∞
0 = −(0 − 1) = 1

Z ∞ Z ∞
Part 2: Γα = z α−1 e−z dz = −z α−1 e−z |∞
0 + z α−2 α − 1e−z dz
0 0
= −z α−1 e−z |∞
0 + (α − 1)Γ(α − 1)
Now by a repeated use of l’ Hospital rule,
α−1 α−3
limz→∞ −zez = limz→∞ −(α−1)−z = limz→∞ −(α−1)(α−2)−z
α−1
ez ez
= ...

= limz→∞ −(α−1)!
ez
limz→∞ e0z = 0
Therefore, Γα = (α − 1)Γ(α − 1)

28. Let z = βx Then x = βz and dx = βdz

substitution yields
Z ∞
1
α
xα−1 e−x/β dx
0 Γαβ Z ∞
1
= β (α−1) z α−1 e−z dz
Γαβ α 0 Z
∞
1 1
= α
β α
z α−1 e−z dz = .Γα = 1
Γαβ 0 Γα
 Probability and Statistics Solutions 16

dmX (t)
30 dt = −α(1 − βt)−(α+1) (−β) = αβ(1 − βt)−(α+1)

dmX (t)
E[X] = dt |t = 0 = αβ

d2 mX (t)
dt2
= −(α + 1)αβ(1 − βt)−(α+2) (−β)

d2 mX (t)
E[X 2 ] = dt2
|t = 0 = α(α + 1)β 2

V arX = α(α + 1)β 2 − α2 β 2 = αβ 2

df (x) 1 α−1 ( −1 e−x/β ) + e−x/β (α − 1)xα−2 ]
32. dx = Γ(α)β 2 [x β
df (x) −1 α−1
Set dx = 0 =⇒ β x = −(α − 1)xα−2
=⇒ xα−1 xα−1
= β(α − 1) =⇒ x = β(α − 1)
df (x)
dx < 0 =⇒ f (x) assumes its maximum at x = β(α − 1)

34 Let X: the time elapsed before the release of the first detectable emission
X is exponential with β = 21
f (x) = 2e( − 2x), x > 0
P [X > 3] = 1 − F (3) = 1 − (1 − e−2.3 ), since F (x) = 1 − e−x/β = e−0.6 = 0.00248
β = 12 month

36. Let X: the time elapsed before any rock noise is recorded
X is exponential with β = 31 , so f (x) = 3e−3x
−3
P [X ≥] = 1 − F ( 12 ) = 1 − (1 − e 2 ) = 0.2231

38.(a) mean = γ = 15
variance = 2γ = 2(15) = 30

(b) Since Xr2 is a gamma random variable with β = 2 and α = γ2 ,

1 (γ/2)−1 −x/2
f (x) = x e ,x > 0
Γ( γ2 )2( (γ/2)

So. obviously, when γ = 15,

1
f (x) = 215/2) x(15/2)−1 e−x/2 , x > 0
Γ( 15
2 )

(c) mX (t) = (1 − βt)−α = (1 − 2t)−15/2

2 ≤ 5.23] = 0.01
(d) P [X15

2 ≥ 5.23] = 1 − 0.9 = 0.10

P [X15

2 ≤ 27.5] = F (27.5) − F (6.26) = 0.975 − 0.025 = 0.95

P [6.26 ≤ X15
 Probability and Statistics Solutions 17

χ20.01 = 30.6
χ20.05 = 25
χ20.95 = 7.26

Section 4.4
1 −1 x − 15
40.(a) f (x) = √ e2 ( )2
2π(0.2)  2 
1.1 − 1.5 X − 1.5 1.9 − 1.5
P [1.1 < X < 1.9] = P < <
0.2 0.2 0.2
P [−2 < Z < 2] = F (2) − F (−2) = 0.9772 − 0.0228 = 0.9544

 X−1.5 0.9−1.5

(b) P [X < 0.9] = P 0.2 < 0.2 = P [Z < −3] = 0.0013

 
X − 1.5 2 − 1.5
(c) yes, P [X > 2] = P > = P [Z > 2.5] = 1 − 0.9938 = 0.0062
0.2 0.2
This small probability is indicative of an unlikely event.

(d) Need to find x0 such that P [X≥ x0 ] = 0.10

x0 − 1.5 x0 − 1.5
P [X ≥ x0 ] = P Z ≥ = 0.10 =⇒ = z0.10 = 1.28
0.2 0.2
=⇒ X0 = 1.5 + (1.28)(0.2) = 1.756g/cm3

(0.2)2 t2 2
(e) mX (t) = e1.5t+ 2 = e1.5t+0.2t

42.(a) P [90 < X < 122] = P 90−106 < X−106 < 122−106
 
8 8 8
P [−2 < Z < 2] = 0.9772 − 0.0228 = 0.9544

 
X − 106 120 − 106
(b) P [X ≥ 120] = P > = P [Z ≤ 1.75] = 0.9599
8 8

(c) Need to find x0 such that P [X≤ x0 ] = 0.25

x0 − 106 x0 − 106
P [X ≤ x0 ] = P Z ≤ = 0.25 =⇒ = z0.75 = −0.675
8 8
=⇒ X0 = 106 − (0.675)(8) = 100.6mg/100ml

(d) yes, P [X > 130] = P X−100 > 130−106

 
8 8 = P [Z > 3] = 1 − F (3) = 1 − 0.9987 = 0.0013,
which indicates that a fasting blood glucose level greater than 130 is quite abnormal.

44.(a) no, P [X ≤ 1875] = P [Z ≤ −0.17] = 0.4325

(b) P [X ≥ 1878] = P [Z > 0.33] = 0.3707

 Probability and Statistics Solutions 18

ln2.7−0.8
 
46.(a) P [X > 2.7] = P Z > 0.1 = 1 − F (1.93) = 0.0268

(b) Need to find y1 and y2 such thatP [y1 < Y < y2 ] = 0.95. We find y1 and y2 that are symmetric with
respect to E[Y]. h i
1 −0.8 2 −0.8
P [y1 < Y < y2 ] = P lny0.1 < Z < lny0.1 = 0.95
1 −0.8
=⇒ lny0.1 = z.975 = −1.96 =⇒ lny1 = 0.604 =⇒ y1 = e.604 = 1.829mm
lny2 −0.8
and =⇒ 0.1 = 1.96 =⇒ lny2 = 0.996 =⇒ y2 = e.996 = 2.707mm

Section 4.5
48. P [128 < X < 178] = P [−25 < X − 153 < 25] = P [−σ < X −µ < σ] = P [−1 < Z < 1] = .68 or 68%
P [X > 228] = P [(X − 153) > 3(25)] = P [(X − µ) > 3σ] = P [Z > 3] = 0.005 or 0.5%

50. Chebyshev’s guarantees that P [|X − µ| < 3σ] ≥ 1 − 312 = 0.89

yes, both the normal probability rule and Chebyshev’s inequality assign a high probability to a
normal random variable being within 3σ of its mean.
The normal probability rule yield a stronger statement.

Section 4.6
p
50. Let Y be a normal variable with µ = (20)(0.3) = 6 and σ = (20)(.3)(.7) = 2.049

(a) P [X ≤ 3] = P [Y ≤ 3.5] = P Z ≤ 3.5−6

 
2.049 = P [Z < −1.22] = 0.1112
From Table I of Appendix A P [X < 3] = 0.1071

(b) P [3 ≤ X ≤ 6] = P [2.5 ≤ Y ≤ 6.5] = P [−1.71 ≤ Z ≤ 0.24] = 0.5512

From Table I of Appendix A P [X ≤ 3] = P [X ≤ 6] − P [X ≤ 2] = 0.5725

(c) P [X ≥ 4] = P [Y ≥ 3.5] = P [Z > −1.22] = 1 − F (−1.22)0.8888

From Table I of Appendix A P [X ≥ 4] = 1 − P [X ≤ 3] = 0.8929

(d) P [X = 4]P [3.5 ≤ Y ≤ 4.5] = p[−1.22 ≤ Z ≤ −0.73] = 0.1215

From Table I of Appendix A P [X = 4] = P [X ≤ 4] − P [X ≤ 4] = 0.1304

54.(a yes,n(1 − p) = (60)(0.1) = 6 > 5

(b) E[X] = 60(0.9) = 54 trials

p
(c) Let Y be a normal random variable with µ = 60(0.9) = 54 and σ = (60)(0.9)(0.1) = 2.324
P [X ≥ |p = 0.9] = P [Y ≥ 58.5] = P [Z ≥ 58.4−58
3.324 ] = P [Z ≥ 1.94] = 0.0262

p
(d) Let Y be normal with µ = 60(0.95) = 57 and σ = (60)(.95)(.05) = 1.688
P [X ≤ 58|p = .95] = P [Y ≤ 58.5] = P [Z ≤ 58.5−57
1.688 ] = P [Z ≤ 0.89] = .8133
 Probability and Statistics Solutions 19

√
56. Let Y be a normal with µ = 15 and σ = 15 = 3.873
P [X ≤ 12] = 0.268, from Table II of Appendix A
P [X ≤ 12] = P [Y leq12] = P [Z ≤ 12.5−15
3.873 ] = P [Z ≤ −0.65] = 0.2578

Section 4.7
2
58.(a) f (x) = 0.02xe−.01x , x > 0
√ √
(b) µ = (.01)−1/2 Γ(1 + 12 ) = 10Γ(1.5) = 10(.5)Γ(.5) = 10(.5)( π) = 5 π
√
σ 2 = (.01)−2/2 Γ(1 + 22 ) − (5 π)2 = 100 − 25π
Z t
2 2 2
(c) R(t) = 1 − (0.02)xe−0.01x dx = 1 + e−0.01x |t0 = e−0.01t
0
2
(d) R(3) = e−0.01(3) = 0.9139
2
R(12) = e−0.01(12) = 0.2369
2
R(20) = e−0.01(20) = 0.0183

2
f (t) 0.02te−0.01t
(e) ρ(t) = R(t) = 2 = 0.02t
e0.01t

(f) ρ(3) = 0.02(3) = 0.06

ρ(12) = 0.02(12) = 0.24
ρ(20) = 0.02(20) = 0.4

(g) An increasing hazard rate function seems reasonable because the longer a battery is used, the more
likely it is to fail.
2
60.(a) f (x) = 0.08xe−0.04x , x > 0

√
µ = (.04)−1/2 Γ(1 + 12 ) = 2.5 π, using the hint in exercise 58(b)
√
σ 2 = (.04)−2/2 Γ(1 + 22 ) − (2.5 π)2 = 25 − 6.25π
Z t
2
(b) R(t) = 1 − (0.08)xe−0.04x dx, since f(x) is known
0
2 2
= 1 + e−0.04x |t0 = e−0.04t
2
(c) R(5) = e−0.04(5) = 0.3679
2
R(10) = e−0.04(10) = 0.0183

2
0.08te−0.04t
(d) ρ(t) = = 0.08t
e0.04t2

(e) ρ(5) = 0.08(5) = 0.4

ρ(10) = 0.08(10) = 0.8

2
(f) 1 − R(3) = 1 − e−0.04(3) = 0.3023
 Probability and Statistics Solutions 20

Z ∞
β
62. E[X 2 ] = x2 αβxβ−1 e−αx dx
R∞ 0
β
= 0 αβxβ+1 e−αx dx

Let z = αxβ .This implies that x = ( αz )1/β and dx = 1 z 1/β−1

αβ ( α ) dz
substituting,
Z ∞ it can be seen that
 z β+1 1 z 1/β−1
2
E[X ] = αβ ( )1/β e−z ( ) dz
R ∞ z 2/β 0 α αβ α
= o ( α ) e−z dz
R inf
= α−2/β 0 z 2/β e−z dz
= α−2/β Γ(1 + β2 )

64.(a) β = 1 =⇒ ρ(t) = α

(b) ρ0 (t) = αβ(β − 1)tβ−2

since α > 0, β > 0 and t > 0 , the sign of ρ0 (t) is determined by the sign of β − 1.
β > 1 =⇒ β − 1 > 0 =⇒ ρ0 (t) > 0
β < 1 =⇒ β − 1 < 0 =⇒ ρ0 (t) < 0

Z t Z t
5
66.(a) R1 (t) = 1 − (0.006)(0.5)e−0.006x dx = 1 + e−0.006x5 |to = e−0.006t5 R2 (t) = 1 − (0.00004)e−0.00004x dx = 1
0 0
5
Therefore Rs (t) = e−0.006t e−0.00004t
5
Rs (2500) = e−0.006(2500) e−0.00004(2500) = e−0.3 e−0.1 = 0.6703

 5

(b) 1 − R( 2000) = 1 − e−0.006(2000) e−0.00004(2000) = e−0.3483 = 0.2941

(b) Rs (2500) = 1 − (1 − e−0.3 )(1 − e−0.1 ) = 0.9753

68. R1 (t) = 0.9

(a) Rs (t) = P[at least one components is operable]

= 1-P[none are operable]
= 1 − (1 − 0.9)3 = 0.999

(b) Rs (t) =P[at least two components are operable]

= P[two or all three are operable]
3
= 2 (0.9)2 (1 − 0.9) + (0.9)3 = 0.972

OR
Rs (t) =
 1-P[none3
or one is operable]
= 1 − 0.001 + 1 (0.9)(0.1)2 = 0.972


(c) Rs (t) = (0.9)3

 Probability and Statistics Solutions 21

Section 4.8
R √8 3
√
70.(a) E[X] = 0 x. 14 xdx = x12 |0 8 = 1.8856
E[Y ] = E[X] + 3 = 1.8856 + 3 = 4.8856

−1
(b) y = x + 3 =⇒ √ x = g (y) = y − 3√
and 0 ≤ x ≤ 8 =⇒ 3 ≤ y ≤ 3 + 8
−1
fy (y) = fx (g −1 (y))| dg dy(y) | = 41 (y − 3)|1|
√
= 14 (y − 3), 3 ≤ y ≤ 3 + 8

R 3+√8 1 √
y 3 3+ 8
√
3y 2 3+ 8
(c) E[Y ] = 3 y( 4 y − 34 )dy = 12 |3 − 8 |3
= 14.2496 − 9.3640 = 4.8856

72. y = ex =⇒ x = g −1 (y) = lny and x > 0 =⇒ lny > 0 or y > e0 = 1

ln 1
fy (y) = e−lny | y1 | = e y . y1 = y12 , y > 1

1
74. y = 12 mx2 =⇒ x = (m

2
y) 2 and x > 0 =⇒ y > 0
1 −1
2 1 2 2
fy (y) = fx ( m y) 2 2 ( m y)
2
m
2
2
= c.( m y)e−β( m y) . (2m)
1 1
1/2 . y 1/2
2
1 2 1/2 −β( m y)
= c. m ( m y )e ,y > 0

R∞ R∞
76.(a) Since Γ(α) = 0 xα−1 e−x dx, Γ( 21 ) = 0 x−1/2 e−x dx, x > 0

2
(b) Let x = t2 such that dx = tdt substituting into Γ( 21 ) in 76(a) yields
R∞ 2 t2
Γ( 12 ) = 0 ( t2 )−1/2 e−( 2 ) tdt
R ∞ √ −1 −( t2 )
= 0 2t te 2 dt
√ R ∞ 1 −( t2 )
= 2 π 0 √2π e 2 dt
√ √
= 2π( 12 ) = π
R∞ t2
(since 0 √12π e−( 2 ) dt = 1 and the standard normal density is symmetric about 0)

1 √ √
(c) fy (y) = 2√ y fx ( y) + fx ( −y)
h √ √ i
= 2√ 1 √1 e−1/2 ( y)2 + √1 e−1/2 ( −y)2
y 2π 2π
= 1 √1 −y/2 1
y −1/2 e−y/2
2 y 2. 2π e =
√
21/2 Γ( 12 )

(d) fy (y) = is the density of a gamma random variable with α = 12 and β = 2

γ
A chi- squar random variable with γ degree of freedom is a gamma random variable with α = 2
and β = 2. Thus, γ = 1.
q
78. y = 2z − 1 =⇒ |z| = y+1
2
2
q q
y+1 1 2
z ≥ 0 =⇒ z = 2 and dz = 4 y+1
Probability and Statistics Solutions 22

q q
z < 0 =⇒ z = − y+1 2 and dz = − 4
1 2
y+1
q  q
y+1 1 2
h1 (y) = fx 2 |dz = 4 y+1 |
−1 y+1
√
= √1 e 2 ( 2 ) . √ 2
2π 4 y+1
−1 y+1
√ 1 ( )
.e 4 2 , y > −1
4 π(y+1)
−1 y+1
fy (y) = 2.h1 (y) = √ 1 .e 4 ( 2 )
2 π(y+1)
−1
= 41/21Γ( 1 ) (y + 1)−1/2 e 4 (y+1)
2