Download as pdf or txt
Download as pdf or txt
You are on page 1of 7

1

Chapter 2
  
 
4 48
0 5
2–1. RX = {0, 1, 2, 3, 4}, P (X = 0) =  
52
 
5
µ ¶µ ¶ µ ¶µ ¶
4 48 4 48
1 4 2 3
P (X = 1) = µ ¶ , P (X = 2) = µ ¶ ,
52 52
5 5
µ ¶µ ¶ µ ¶µ ¶
4 48 4 48
3 2 4 1
P (X = 3) = µ ¶ , P (X = 4) = µ ¶
52 52
5 5

1 1 1 1 1 1 26
2–2. µ = 0 · +1· +2· +3· +4· +5· =
6 6 3 12 6 12 12
· ¸ µ ¶2
2 1 2 1 2 1 2
2 1 2 1 2 1 26 83
σ = 0 · +1 · +2 · +3 · +4 · +5 · − =
6 6 3 12 6 12 12 36
Z ∞
2–3. ce−x dx = 1 ⇒ c = 1, so
0
½
e−x if x ≥ 0
f (x) =
0 otherwise
Z ∞ Z ∞
−x
µ= xe dx = −xe−x |∞
0 + e−x dx = 1
0 0
Z ∞ · Z ∞ ¸
2 −x 2
σ = 2
xe dx − 1 = −x2 e−x |∞
0 + 2xe −x
dx − 1
0 0
· Z ∞ ¸
= −2xe−x |∞
0 + 2e−x
dx − 1
0
=2−1=1

2–4. FT (t) = PT (T ≤ t) = 1 − e−ct ; t ≥ 0


½ −ct
0 ce if t ≥ 0
∴ fT (t) = FT (t) =
0 otherwise
2

2–5. (a) Yes


(b) No, since GX (∞) 6= 1 and GX (b) 6≥ GX (a) if b ≥ a
(c) Yes

2–6. (a) fX (x) = FX0 (x) = e−x ; 0 < x < ∞


= 0; x ≤ 0
0
(c) hX (x) = HX (x) = ex ; −∞ < x ≤ 0
= 0; x > 0

2–7. Both are since pX (x) ≥ 0, all x; and Σall x pX (x) = 1

2–8. The probability mass function is

x pX (x)

1
−1 5

1
0 10

2
+1 5

3
+2 10

ow 0
µ ¶ µ ¶ µ ¶ µ ¶
1 1 2 3 4
E(X) = −1 · + 0· + 1· + 2· =
5 10 5 10 5
µ ¶ µ ¶ µ ¶ µ ¶ µ ¶2
2 1 12 22 2 3 4 29
V (X) = (−1) · + 0 · + 1 · + 2 · − =
5 10 5 10 5 25
3



 0, x<0





 1

 , −1 ≤ x < 0

 5





3
FX (x) = , 0≤x<1

 10





 7

 , 1≤x<2

 10





1, x≥2

29
X e−20 (20)x
2–9. P (X < 30) = P (X ≤ 29) = = 0.978
x=0
x!

2–10. (a) PX (x) = FX (x) − FX (x − 1)


" µ ¶x+1 # · µ ¶x ¸
1 1
= 1− − 1−
2 2
µ ¶x µ ¶x+1
1 1
= −
2 2
¡ ¢ ¡ ¢x
= 21 12 ; x = 0, 1, 2, . . .

= 0; ow

(b) PX (0 < X ≤ 8) = FX (8) − FX (0) = 0.498


∞ µ ¶k
1X 1 2
(c) PX (X even) = =
2 k=0 4 3

Z 2 Z 4
1
2–11. (a) kx dx + k(4 − x) dx = 1 ⇒ k =
0 2 4
1
and fX (x) ≥ 0 for k =
4
4

Z 2 Z 4
1 2 1
(b) µ = x dx + (4x − x2 ) dx = 2
0 4 2 4
Z 2 Z 4
1 3 1 2
σ2 = x dx + (4x2 − x3 ) dx − 22 =
0 4 2 4 3

(c) FX (x) = 0; x < 0


Z x
1 x2
= t dt = ; 0≤x<2
0 4 8
Z 2 Z x
1 1 x2
= x dx + (4 − t) dt = −1 + x − ; 2≤x<4
0 4 2 4 8
= 1;
x>4
·Z a Z 2a ¸
1
2–12. (a) k x dx + (2a − x) dx = 1 ⇒ k = 2
0 a a

(b) FX (x) = 0; x < 0


Z x µ 2¶
x
= kt dt = k ;0 ≤ x < a
0 2
Z a Z x µ 2¶ · ¸
a a 2 − x2
= kx dx + k(2a − t) dt = k + k 2a(x − a) +
0 a 2 2
for a ≤ x ≤ 2a
= 1; x > 2a
·Z a Z 2a ¸
2 2
(c) µ = k x dx + (2ax − x ) dx = a
0 a

a2
σ2 =
6
1

2–13. From Chebyshev’s inequality 1 − = 0.75 ⇒ k = 2 with µ = 2, σ = 2, and the
√ √ k2
interval is [14 − 2 2, 14 + 2 2].
Z 0
2–14. (a) kt2 dt = 1 ⇒ k = 3
−1
5

Z ¯ # "
0 4 ¯0
t ¯ 3
(b) µ = 3t3 dt = 3 ¯ =−
−1 4 −1 4
Z 0 µ ¶2 Ã ¯ !
0
3 t5 ¯¯ 9 3
σ2 = 3t4 dt − − =3 ¯ − =
−1 4 5 −1 16 80

(c) FT (t) = 0; t < −1


Z t
= 3u2 du = t3 + 1; −1 ≤ t ≤ 0
−1

= 1; t>0
µ ¶
1 1 1 8
2–15. (a) k + + =1⇒k=
2 4 8 7
" µ ¶ µ ¶2 µ ¶3 #
8 1 1 1 11
(b) µ = 1· +2· +3 =
7 2 2 2 7
" µ ¶ µ ¶2 µ ¶3 # µ ¶2
2 8 2 1 2 1 2 1 11 26
σ = 1 · +2 · +3 · − =
7 2 2 2 7 49

(c) FX (x) = 0; x<1


8
= ; 1≤x<2
14
12
= ; 2≤x<3
14
= 1; x ≥ 3

X
2–16. krn = 1 => k = 1 − r
n=0

2–17. Using Chebychev’s inequality, 1 − k12 = 0.99 ⇒ k = 10,



µ = 2, σ = 0.4, so the interval is [2 − 10(0.6324)]; 2 + 10(0.6324)]. The letters
should be mailed 8.3 days before delivery date required.

2–18. (a) µA = 1000(0.2) + 1050(0.3) + 1100(0.1) + 1150(0.3) + 1200(0.05) + 1350(0.05)


= 1097.5
µB = 1135
(b) Assume independence so µA|B=1130 = µA = 1097.5
6

(c) With independence, P (A = k and B = k) = P (A = k) · P (B = k). So


X
P (A = k)P (B = k) = (0.1)(0.2) + (0.3)(0.1) + (0.1)(0.3) + (0.3)(0.3)
k
+ (0.05)(0.1) + (0.05)(0.1) = 0.18
xi − 1
2–19. p(xi ) = ; xi = 2, 3, . . . , 6
36
13 − xi
= ; xi = 7, 8, . . . , 12
36
so
xi 2 3 4 5 6 7 8 9 10 11 12
1 2 3 4 5 6 5 4 3 2 1
p(xi )
36 36 36 36 36 36 36 36 36 36 36

105
2–20. µ = 7, σ 2 =
18

2–21. (a) FX (x) = 0; x<0


= x2 /9; 0≤x<3
= 1; x≥3
1
(b) µ = 2, σ 2 =
2
54
(c) µ03 =
5
3
(d) m = √
2

2–22. µ = 0, σ 2 = 25, σ = 5
P [|X − µ| ≥ kσ] = P [|X| ≥ 5k] = 0 if k > 1 and = 1, 0 < k ≤ 1.
From Chebychev’s inequality, the upper bound is k12 .

2–23. F (x) = 0; x < 0


Z x³ ´ Z x2 /2t2
u −(u2 /2t2 )
F (x) = 2
e du = e−v dv
0 t 0
2 /2t2
= 1 − e−x ;x ≥ 0
7

Z x
1 du
2–24. F (x) = ; −∞ < x ≤ ∞
0 σπ {1 + ((u − µ)2 /σ 2 )}

u−µ 1
Let t = , dt = du and
σ σ
Z x−u µ ¶
σ 1 dt 1 −1 x−u
F (x) = · = tan ; −∞ < x < ∞
0 π 1 + t2 π σ

Z π/2
π/2
2–25. k sin y dy = 1 ⇒ k[− cos y|0 ] = 1 ⇒ k = 1
0
Z π/2 ³π ´
µ= y sin y dy = sin =1
0 2
2–26. Assume X continuous
Z Z " k µ ¶ #
∞ ∞ X k
µk = (x − µ)k fX (x) dx = (−µj )xk−j fX (x) dx
−∞ −∞ j
j=0
k
X µ ¶ Z ∞
j k
= (−1) µj xk−j fX (x) dx
j −∞
j=0
k
X µ ¶
j k
= (−1) µj µ0k−j
j
j=0

You might also like