Math 4610 Review #3

Review Problem 3.1 Suppose heights in a large population are approximately normally
distributed with mean 70 inches and SD 2 inches. Suppose 100 people are chosen at random
from the population. Find the probability that the shortest is more than 64 inches tall.

Review Problem 3.2 Let X and Y have joint pdf

f (x, y) = 90(y − x)8 , where 0 < x < y < 1.
1. Find P (Y > 2X).
2. Find the marginal densities of X and Y .

Review Problem 3.3 Let X ∼ Gamma(2, 1) and Y ∼ Gamma(2, 1) be independent. Find

P (X ≥ 2Y ).

Review Problem 3.4 Find the marginal pdfs for X and Y if they have joint pdf
f (x, y) = ye−xy−y , x, y ≥ 0.
Review Problem 3.5 Let X and Y have joint pdf

f (x, y) = 2(x + y), 0 ≤ x, y ≤ 1 and 0 ≤ x + y ≤ 1.

Find the pdf of X + Y .
Review Problem 3.6 Suppose a particular kind of atom has a half-life of 10 years. Find
1. The probability an atom survives at least 30 years
2. The time required for 90% of all such atoms to decay
3. The lifetime’s mean and standard deviation
Review Problem 3.7 A random sample of size 5 is drawn from the pdf
f (x) = 2x, 0 ≤ x ≤ 1.

Find E(X(2) ) and SD(X(2) ).

Review Problem 3.8 Let X ∼ Normal(µ, σ 2 ). Find the density of Y = eX .

Review Problem 3.9 Let X ∼ Uniform(0, 1) and Y ∼ Exponential(1) be independent.

Find the pdf of X/Y .

Review Problem 3.10 Let X, Y ∼ Normal(0, σ 2 ) be independent

√ and denote the x− and
y− coordinates of rifle shots fired at a target. Let R = X 2 + Y 2 be the distance of the
shot from the origin. Find P (R ≤ σ/2).
Review Problem 3.11 Suppose X is a gamma random variable with E(X) = 3/2 and
Var(X) = 3/4. Find P (1 ≤ X ≤ 3).
Review Problem 3.12 A computer job passes through two independent queues. The first
queue has an exponential waiting time with mean α, and the second queue has an exponential
waiting time with mean β. Find
1. The pdf of the total waiting time
2. The expected total waiting time
3. The SD of the total waiting time
Z ∞
Review Problem 3.13 Evaluate x17 e−2x dx.
0
Z 1
Review Problem 3.14 Evaluate x9 (1 − x)12 dx.
0

Review Problem 3.15 Engineers designing the next generation of space shuttles plan to
include two fuel pumps — one in action, the other in reserve. If the primary pump mal-
functions, the second is automatically brought on line. A typical mission requires fuel to
be pumped for at least 50 hours. Suppose the lifetime of each pump is exponentially dis-
tributed with mean 100 hours. What is the chance that such a fuel pump would not remain
functioning for the full 50 hours?
Review Problem 3.16 The random number button on a calculator returns numbers that
are sampled from a Uniform(0,1) distribution. Describe how these numbers can be used to
3
simulate a random sample from a distribution with pdf f (x) = x2 , 0 ≤ x ≤ 2.
8
Review Problem 3.17 The random number button on a calculator returns numbers that
are sampled from a Uniform(0,1) distribution. Describe how these numbers can be used
to simulate a random sample from a distribution with the Cauchy distribution with pdf
1
f (x) = 2
, −∞ < x < ∞.
π(x + 1)
Review Problem 3.18 Phone calls arrive into a phone bank according to a Poisson process
with rate 2 per minute.
1. Find the probability that at least three calls arrive in the first minute.
2. Let X be the time between the third and seventh calls. Find the expected value and
standard deviation of X.
Review Problem 3.19 Let X be a random variable with cdf
1
F (x) = 1 − , x ≥ 0.
(x + 1)6
Find E(X).
Review Problem 3.20 Suppose X and Y are independent random variables with E(X) =
1, E(Y ) = 2, SD(X) = 3, and SD(Y ) = 4. Find P (2X − 3Y > 1).
Review Problem 3.21 Let U1 ∼ Uniform(0,2) and U2 ∼ Uniform(0,3) be independent
random variables. Find P (U2 ≤ U12 ).