Professional Documents
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Chapter 4
Chapter 4
15 January 2010
CHAPTER 4
Section 4-2
4-1.
a) P(1 X ) e x dx (e x )
e1 0.3679
2.5
b) P(1 X 2.5)
dx (e x )
2.5
1
e1 e 2.5 0.2858
x
c) P( X 3) e dx 0
3
x
x
4
d) P( X 4) e dx (e ) 1 e 0.9817
0
x
x
e) P(3 X ) e dx (e )
e3 0.0498
x
x
f) P( x X ) e dx (e )
e x 0.10 .
x
x
x
g) P( X x) e dx (e ) 1 e 0.10 .
0
3(8 x x 2 )
3x 2
x3
3
1
a) P( X 2)
dx (
) ( ) 0 0.1563
256
64 256 0
16 32
0
2
4-2.
3(8 x x 2 )
3x 2
x3
b) P( X 9)
dx (
) ( 3 2) 0 1
256
64 256 0
0
8
3(8 x x 2 )
3x 2
x3
3 1
3
1
dx (
) ( ) ( ) 0.3438
c) P(2 X 4)
256
64 256 2
4 4
16 32
2
4
3(8 x x 2 )
3x 2
x3
27 27
dx (
) (3 2) ( ) 0.1563
d) P( X 6)
256
64 256 6
16 32
6
8
3(8u u 2 )
3u 2 u 3
3x 2
x3
du (
) (
) 0 0.95
e) P( X x)
256
64 256 0
64 256
0
x
15 January 2010
4-3.
a) P( X 0)
/2
0
/ 2
0 ( 0.5) 0.5
/ 4
/ 4
b) P( X / 4)
/ 2
/2
c) P( / 4 X / 4)
/4
/4
/2
d) P( X / 4)
/4
/2
/ 4
/4
/ 4
e) P( X x )
/2
x
/ 2
4-4.
a) P( X 2)
b) P( X 5)
2
1
1
dx ( 2 ) ( ) ( 1) 0.75
3
x
x 1
4
2
2
1
1
dx ( 2 ) 0 ( ) 0.04
3
x
x 5
25
2
1
1
1
c) P( 4 X 8) 3 dx ( 2 ) ( ) ( ) 0.0469
x
x 4
64
16
4
d) P( X 4 or X 8) 1 P(4 X 8) . From part (c), P(4 X 8) = 0.0469. Therefore,
P( X 4 or X 8) = 1 0.0469 = 0.9531
8
e) P( X x)
1
2
1
1
dx ( 2 ) ( 2 ) (1) 0.95
3
x
x 1
x
x
4-5.
x
x2
a) P( X 4) dx
8
16
3
4 2 32
x
x2
b) , P( X 3.5) dx
8
16
3.5
3.5
2 5
c) P(4 X 5)
x
x
4 8 dx 16
4.5
d) P( X 4.5)
4
2 4.5
x
x
3 8 dx 16
5
5 2 3.5 2
0.7969 because f X ( x) 0 for x > 5.
16
52 4 2
0.5625
16
4.5 2 3 2
0.7031
16
3.5
x
x
x2
e) P( X 4.5) P( X 3.5) dx dx
8
8
16
4.5
3
3.5
x2
5 2 4.5 2 3.5 2 32
0.5 .
16
16
16
4.5
3
4-6.
obtained from the fact that f X (x) is a probability density function for 4 < x.
5
b) P(2 X 5) e ( x 4) dx e ( x 4)
5
4
1 e 1 0.6321
( x 4)
dx e ( x 4)
d) P(8 X 12) e
12
8
e 4 e 8 0.0180
8
x
e) P( X x) e ( x 4) dx e ( x 4)
x
4
1 e ( x 4) 0.90 .
4-7.
2
3
b) P(0.5 X ) 1.5 x dx 0.5 x
1
0.5
0.5
0.5
1.5x dx 0.5x
c) P(0.5 X 0.5)
0.5
3 0.5
0.5
0.125
d) P(X < 2) = 0
e) P(X < 0 or X > 0.5) = 1
1
2
3
f) P( x X ) 1.5 x dx 0.5 x
1
x
Then, x = 0.9655
4-8.
x
e 1000
dx e 1000
e 3 0.05
a) P( X 3000)
3000
30001000
2000
x 2000
e 1000
dx e 1000
e 1 e 2 0.233
b) P(1000 X 2000)
1000
10001000
1000
c) P( X 1000)
d) P( X x)
15 January 2010
x 1000
e 1000
dx e 1000
1 e 1 0.6321
1000
0
x
1000
x x
e
1000
dx
e
1 e x /1000 0.10 .
0 1000
0
15 January 2010
50.25
4-9.
2.0dx 2 x
a) P( X 50)
50.25
50
0.5
50
50.25
b) P( X x) 0.90
2.0dx 2 x
50.25
x
100.5 2 x
4-10.
a) P( X 74.8)
1.25dx 1.25x
74.8
74.6
0.25
74.6
b) P(X < 74.8 or X > 75.2) = P(X < 74.8) + P(X > 75.2) because the two events are mutually
exclusive. The result is 0.25 + 0.25 = 0.50.
75.3
c) P(74.7 X 75.3)
1.25dx 1.25x
75.3
74.7
1.25(0.6) 0.750
74.7
4-11.
a) P(X < 2.25 or X > 2.75) = P(X < 2.25) + P(X > 2.75) because the two events are
mutually exclusive. Then, P(X < 2.25) = 0 and
2.8
2.75
4-12. Because the integral f ( x)dx is not changed whether or not any of the endpoints x1 and x2 are
x1
Section 4-3
4-13.
4-15.
x
x
Now, f ( x) e x for 0 < x and FX ( x) e dx e
15 January 2010
x
0
1 e x
0, x 0
x
1 e , x 0
4-16.
Now, f ( x )
3(8 x x 2 )
for 0 < x < 8 and
256
x
3(8u u 2 )
3u 2 u 3
3x 2
x3
for 0 < x.
FX ( x )
du (
256
64 256 0
64 256
0
x
0, x 0
3
3x 2
x
,0 x 8
Then, FX ( x )
64 256
1, x 8
4-17.
FX ( x)
/2
x
/ 2
0, x / 2
1, x /2
4-18.
Now, f ( x )
2
for x > 1 and
x3
2
1
1
FX ( x) 3 du ( 2 ) ( 2 ) 1
u 1
x
1 u
x
0, x 1
Then, FX ( x)
1
1 x 2 , x 1
x
4-19.
u
u2
Now, f ( x) x / 8 for 3 < x < 5 and FX ( x) du
8
16
3
0, x 3
2
x 9
,3 x 5
for 0 < x. Then, F X ( x)
16
1, x 5
x2 9
16
4-20.
Now, f ( x)
15 January 2010
e x / 1000
for 0 < x and
1000
x
1
FX ( x)
e x /1000dy e y / 1000
1000 0
x
0
0, x 0
Then, FX ( x)
x / 1000
, x0
1 e
4-21.
2dy 2 x 4.6
2.3
0,
x 2.3
1,
2.8 x
e x /10
Now, f ( x)
for 0 < x and
10
x
for 0 < x.
0, x 0
Then, FX ( x)
1 e
x /10
, x0
4-23.
F ( x) 0.5 xdx
0
0,
F ( x) 0.25 x 2 ,
1,
x
0.5 x 2
2 0
x0
0 x2
2 x
4-24.
f ( x) 2e2 x , x 0
4-25.
0.2, 0 x 4
f ( x)
0.04, 4 x 9
4-26.
0.25, 2 x 1
f X ( x)
0.5, 1 x 1.5
Section 4-4
4
4-27.
x2
E ( X ) 0.25 xdx 0.25
2
2 0
0
4
( x 2)3
2 2 4
V ( X ) 0.25( x 2) dx 0.25
3
3 3 3
0
0
4
4-28.
x3
E ( X ) 0.125 x dx 0.125
2.6667
3 0
0
2
0.125( x4 163
4
x
3
649 12 x 2 ) 0.88889
4-29.
x4
E ( X ) 1.5 x dx 1.5
4
1
V ( X ) 1.5 x ( x 0) dx 1.5 x 4 dx
3
1.5
x
5
1
1
0.6
x
x3
5 3 33
E ( X ) x dx
4.083
8
24 3
24
3
5
4-30.
15 January 2010
V ( X ) ( x 4.083) 2
3
5
x 3 8.166 x 2 16.6709 x
x
dx
dx
8
8
8
8
1 x 4 8.166 x 3 16.6709 x 2
8 4
3
2
0.3264
3
8
3(8 x x 2 )
x 3 3x 4
E( X ) x
dx (
) (16 12) 0 4
256
32 1024 0
0
8
4-31.
15 January 2010
8
3x 4 3x 3 15 x 2 3x
3(8 x x 2 )
V ( X ) ( x 4)
dx
dx
256
256
16
16
2
0
0
8
3x 5 3x 4 5 x 3 3x 2
384
(
V ( X )
4-32.
E ( X ) xe x dx e x ( x 1)
0 (1) 1
V ( X ) ( x 1) 2 e x dx ( x 1) 2 e x 2( x 1)e x 2e x )
4-33.
E ( X ) x 2 x 3dx 2 x 1
4-34.
a)
1210
E( X )
x0.1dx 0.05 x
2 1210
1200
1205
1200
( x 1205) 3
V ( X ) ( x 1205) 0.1dx 0.1
3
1200
1210
1210
8.333
Therefore,
1200
x V ( X ) 2.887
b) Clearly, centering the process at the center of the specifications results in the greatest
proportion of cables within specifications.
1205
0.1dx 0.1x
1200
1205
1200
0.5
4-35.
a) E ( X )
100
15 January 2010
600
120
dx 600 ln x 100 109.39
2
x
120
V ( X ) ( x 109.39) 2
100
120
600
dx 600 1
x2
100
2 (109.39)
x
120
100
(109.39) 2
x2
dx
33.19
70
70
70
dx
ln x | 4.3101
1
69 x
69
70
70 70
E ( X 2 ) x 2 f ( x)dx
dx 70
1
1 69
Var(X)= E ( X 2 ) ( EX ) 2 70 18.5770 51.4230
(b) 2.5*4.3101=10.7753
70
(a) E ( X ) xf ( x)dx
1
70
70
4-37.
10( x 5 )
dx .
a) E ( X ) x10e
5
E ( X ) xe
10( x 5)
5
10( x 5)
e 10( x 5)
dx 5
10
5.1
5
2
10( x 5 )
dx . Using the integration by parts with u ( x 5.1)2 and
Now, V ( X ) ( x 5.1) 10e
5
10( x 5 )
dx e 10( x 5)
b) P( X 5.1) 10e
5.1
e 10(5.15) 0.3679
5.1
Section 4-5
4-38.
V (X )
(5.5 1.5) 2
1.333, and x 1.333 1.155 .
12
2.5
b) P( X 2.5)
0.25dx 0.25x
1.5
2.5
1.5
0.25
15 January 2010
0,
x 1.5
1,
5.5 x
4-39.
a) E(X) = (-1+1)/2 = 0,
V (X )
(1 (1))2
1 / 3, and x 0.577
12
x
b) P( x X x)
1
2
dt 0.5t
0.5(2 x) x
0,
x 1
c) F ( x) 0.5 x 0.5, 1 x 1
1,
1 x
4.40
V (X )
(50.25 49.75)2
0.0208, and x 0.144 .
12
x
b) F ( x)
49.75
0,
x 49.75
F ( x) 2 x 99.5,
49.75 x 50.25
50.25 x
1,
c) P( X 50.1) F (50.1) 2(50.1) 99.5 0.7
4-41.
0,
x 0.95
FX ( x) 10 x 9.5,
0.95 x 1.05
1.05 x
1,
b) P( X 1.02) 1 P( X 1.02) 1 FX (1.02) 0.3
c) If P(X > x) = 0.90, then 1 F(X) = 0.90 and F(X) = 0.10. Therefore, 10x - 9.5 = 0.10 and x =
0.96.
15 January 2010
(1.05 0.95) 2
d) E(X) = (1.05 + 0.95)/2 = 1.00 and V(X) =
0.00083
12
4-42.
(1.5 2.2)
1.85 min
2
(2.2 1.5) 2
V (X )
0.0408 min 2
12
2
2
1
2
dx (1 / 0.7)dx (1 / 0.7) x 1.5 (1 / 0.7)(0.5) 0.7143
b) P( X 2)
(2.2 1.5)
1.5
1.5
E( X )
1
dy (1 / 0.7)dy (1 / 0.7) y |1x.5
c.) F ( X )
(
2
.
2
1
.
5
)
1.5
1.5
0,
x 1.5
1, 2.2 x
4-43.
a) The distribution of X is f(x) = 100 for 0.2050 < x < 0.2150. Therefore,
0,
F ( x) 100 x 20.50,
1,
x 0.2050
0.2050 x 0.2150
0.2150 x
4-44.
(0.2150 0.2050) 2
8.33 10 6 m 2
12
4-45. (a) Let X be the time (in minutes) between arrival and 8:30 am.
f ( x)
1
,
90
for 0 x 90
So the CDF is F ( x)
x
,
90
for 0 x 90
15 January 2010
(c) The event is an arrival in the intervals 8:50-9:00 am or 9:20-9:30 am or 9:50-10:00 am so that
the probability = 30/90 = 1/3
(d) Similarly, the event is an arrival in the intervals 8:30-8:40 am or 9:00-9:10 am or 9:30-9:40
am so that the probability = 30/90 = 1/3
4-46.
V(X )
(380 374) 2
3, and x 1.7321
12
375
1
1
1
P( X 375) dx x (1) 0.1667
6
6 374 6
374
c) The distribution of X is f(x) = 1/6 for 374 x 380 .
0, x 374
1, 380 x
(a) Let X be the arrival time (in minutes) after 9:00 A.M.
(120 0) 2
V (X )
1200 and x 34.64
12
b) We want to determine the probability the message arrives in any of the following intervals:
9:05-9:15 A.M. or 9:35-9:45 A.M. or 10:05-10:15 A.M. or 10:35-10:45 A.M.. The probability of
this event is 40/120 = 1/3.
c) We want to determine the probability the message arrives in any of the following intervals:
9:15-9:30 A.M. or 9:45-10:00 A.M. or 10:15-10:30 A.M. or 10:45-11:00 A.M. The probability of
this event is 60/120 = 1/2.
4-48.
1
So the probability mass function is P( X x) ,
6
(b) E(X)=250
1)2 1
4
Var(X)= (253247
12
for
Section 4-6
4-49.
a) P(Z<1.32) = 0.90658
b) P(Z<3.0) = 0.99865
c) P(Z>1.45) = 1 0.92647 = 0.07353
d) P(Z > 2.15) = p(Z < 2.15) = 0.98422
e) P(2.34 < Z < 1.76) = P(Z<1.76) P(Z > 2.34) = 0.95116
x 247,..., 253
15 January 2010
4-50.
4-51.
4-52.
4-53.
8 10
2 10
P Z
2
2
4-54.
x 10
x 10
x 10
x 10
b) P(X > x) = P Z
= 1 P Z
2
2
a) P(X > x) = P Z
= 0.95.
x 10
x 10
Therefore, P Z
= 0.05 and 2 = 1.64. Consequently, x = 6.72.
x 10
x 10
Z 0 = P( Z 0) P Z
2
2
x 10
= 0.5 P Z
= 0.2.
2
x 10
x 10
Therefore, P Z
= 0.52. Consequently, x = 8.96.
= 0.3 and
11 5
b) P(X > 0) = P Z
05
7 5
35
Z
4
4
95
25
Z
4
4
85
25
Z
4
4
15 January 2010
4-56.
a) P(X > x) = P Z
15 January 2010
x 5
= 0.5.
4
Therefore, x = 5.
x 5
= 0.95.
4
x 5
Therefore, P Z
= 0.05
4
b) P(X > x) = P Z
x5
Z 1 = 0.2.
4
Therefore, P(Z < 1) P(Z < x 45 )= 0.2 where P(Z < 1) = 0.84134.
Thus P(Z < x 45 ) = 0.64134. Consequently, x 45 = 0.36 and x = 6.44.
x 5
35
Z
= 0.95.
4
4
x 5
x 5
Therefore, P Z
P(Z < 0.5) = 0.95 and P Z
0.30854 = 0.95.
4
4
Consequently,
x 5
P Z
= 1.25854. Because a probability can not be greater than one, there is no
4
solution for x. In fact, P(3 < X) = P(0.5 < Z) = 0.69146. Therefore, even if x is set to infinity
the probability requested cannot equal 0.95.
e) This part of the exercise was changed in Printing 3 from P( x < X < x) to P( x < X 5 < x).
P( x < X 5 < x) = P(5 x < X < 5 + x) = P 5 x 5 Z 5 x 5
= P x Z x = 0.99
4
4
Therefore, x/4 = 2.58 and x = 10.32.
4-57.
6250 6000
100
5900 6000
5800 6000
Z
100
100
x 6000
= 0.95.
100
x 6000
Therefore, 100 = 1.65 and x = 5835.
c) P(X > x) = P Z
4-58.
15 January 2010
P( X 240) 1 P( X 240) 1 (
240 260
) 1 (0.4) 1 0.3446=0.6554
50
1
(c) (0.95) 14 129 152.0280
95% of the surgeries will be finished within 152.028 minutes.
(d) 199>>152.028 so the volume of such surgeries is very small (less than 5%).
4-60.
200 159.2
1 (0.841)
200 159.2
40.8582
1 (0.841)
(b) 1 (0.25) 40.8528 159.2 131.6452
1 (0.75) 40.8528 159.2 186.7548
(c) 1 (0.9) 40.8528 159.2 211.5550
(d) (2) (1) 0.1359
(e) 1 (2) 0.0228
(f) (1) 0.8413
4-61.
0.62 0.5
0.05
0.63 0.5
0.47 0.5
Z
0.05
0.05
15 January 2010
c) P(X < x) = P Z
x 0.5
= 0.90.
0.05
4-62.
1212.4
0.1 ) = P(Z < 4) 0
12.1 12.4
b) P(X < 12.1) = P Z
= P(Z < 3) = 0.00135
01
.
and
12.6 12.4
P(X > 12.6) = P Z
= P(Z > 2) = 0.02275.
01
.
x
x
Z
= 0.99
0.1
0.1
x
Consequently, P Z
= 0.995 and x = 0.1(2.58) = 0.258.
0.1
Therefore, P
12
a) If P(X > 12) = 0.999, then P Z
= 0.999.
Therefore,
12
=
0 .1
01
.
12
b) If P(X > 12) = 0.999, then P Z
= 0.999.
0.05
12
4-64.
0.5 0.4
0.05
= P(Z > 2)
= 1 0.97725
= 0.02275
0.5 0.4
0.4 0.4
Z
0.05
0.05
x 0.4
= 0.90.
0.05
x 0.4
Therefore, 0.05 = 1.28 and x = 0.336.
4-65.
15 January 2010
70 60
1 P( Z 2.5)
1 0.99379 0.00621
58 60
P( Z 0.5)
0.308538
c) 1,000,000 bytes* 8 bits/byte 8,000,000 bits
8,000,000 bits
133.33 seconds
60,000 bits/sec
4-66.
1.42 1.41
) 1 (1) 0.1587
0.01
P( X 350) 1 P( X 350) 1 (
350
) 0.99
45
350 1 (0.99) 45 245.3143
15 January 2010
350
) 0.01
45
4-69.
5000 7000
600
= 0.00043.
x 7000
= 0.95 and
600
x 7000
600 = 1.64.
Consequently, x = 6016.
7000 7000
P( Z 0) 0.5
600
0.0026 0.002
0.0004
0.0026 0.002
0.0014 0.002
Z
0.0004
0.0004
0.0026 0.002
0.0014 0.002
Z
0.0006
0.0006
= P
Z
.
0.0006
Therefore, P Z
= 2.81 and = 0.000214.
= 0.9975. Therefore, 0.0006
4-71.
13 12
= P(Z > 2) = 0.02275
0.5
13 12
Therefore, 1/
= 3.09 and
= 1/3.09 = 0.324.
13
= 0.999.
0.5
13
0.5
15 January 2010
4-72.
4-73.
From the shape of the normal curve the probability is maximizes for an interval symmetric about
the mean. Therefore a = 23.5 with probability = 0.1974. The standard deviation does not affect
9 7.1
= P (Z > 1.2667) = 0.1026
1.5
8 7.1
3 7.1
b) P(3 X 8) P( X 8) P( X 3) P( Z
) P( Z
)
1.5
1.5
= 0.7257 0.0031 = 0.7226.
c) P(X > x) = 0.05, then 1 (0.95) 1.5 7.1 1.6449 1.5 7.1 9.5673
a) P(X > 9) = P Z
9
9
100 50.9
= P (Z > 1.964) = 0.0248
25
25 50.9
4-75.
4-76.
10 4.6
= P (Z > 1.8621) = 0.0313
2.9
b) P(X > x) = 0.25, then 1 (0.75) 2.9 4.6 0.6745 2.9 4.6 6.5560
0 4.6
c) P(X < 0) = P Z
= P (Z < -1.5862) = 0.0563
2.9
The normal distribution is defined for all real numbers. In cases where the distribution is truncated
(because wait times cannot be negative), the normal distribution may not be a good fit to the data.
Section 4-7
4-77.
48
Then, P( X 70) P Z
15 January 2010
70.5 80
P( Z 1.37) 0.0853
48
b)
70.5 80
89.5 80
P(70 X 90) P
Z
P(1.37 Z 1.37)
48
48
80.5 80
79.5 80
P(79.5 X 80.5) P
Z
P(0.07217 Z 0.07217)
48
48
0.0575
e6 6i
0.1512
4-78. a) P( X 4)
i!
i 0
3
b) X is approximately X ~ N (6,6)
Then, P( X 4) P Z
46
P( Z 0.82) 0.206108
6
3 0.5 6
P( X 4) P( X 3) P Z
P( Z 1.02) 0.1539
6
86
12 6
Z
P(0.82 Z 2.45) 0.1990
c) P(8 X 12) P
6
6
If a continuity correction were used the following result is obtained.
9 0.5 6
11 0.5 6
P(8 X 12) P(9 X 11) P
Z
6
6
X 64 X 64
is approximately N(0,1).
8
64
72 64
73 0.5 64
P( X 72) P( X 73) P Z
63 0.5 64
P( X 64) P( X 63) P Z
P( Z 0.06) 0.4761
8
15 January 2010
(c)
68 64
60 64
) (
)
8
8
(0.5) (0.5) 0.3829
If a continuity correction were used the following result is obtained.
68 0.5 64
61 0.5 64
P(60 X 68) P(61 X 68) P
Z
8
8
25.5 20
P( Z 1.24) 1 P( Z 1.24) 0.107
19.6
.5
P(20 X 30) P(20.5 X 29.5) P(
Z 919.5.6 ) P(0.11 Z 2.15)
b)
19.6
0.9842 0.5438 0.44
a) P( X 25) P Z
4-81.
is approximately N(0,1).
193(1 0.193) 12.4800
(a)
200.5 193
) 1 (0.6) 0.2743
12.48
(b)
299.5 193
180.5 193
P(180 X 300) P(181 X 299)
12.48
12.48
(8.53) (1.00) 0.8413
4-82.
is approximately N(0,1).
19.0168
362(1 0.001)
(c) P( X v) 0.95
349.5 362
) ( 0.6573) 0.2555
19.0168
15 January 2010
400.5 362
) 1 (2.0245) 0.0215
19.0168
Let X denote the number of original components that fail during the useful life of the product.
Then, X is a binomial random variable with p = 0.001 and n = 5000. Also, E(X) = 5000 (0.001) =
5 and V(X) = 5000(0.001)(0.999) = 4.995.
9.5 5
P( X 10) P Z
P( Z 2.01) 1 P( Z 2.01) 1 0.978 0.022
4.995
4-84.
Let X denote the number of errors on a web site. Then, X is a binomial random variable with p =
0.05 and n = 100. Also, E(X) = 100 (0.05) = 5 and V(X) = 100(0.05)(0.95) = 4.75
0.5 5
P( X 1) P Z
P( Z 2.06) 1 P( Z 2.06) 1 0.0197 0.9803
4.75
4-85.
Let X denote the number of particles in 10 cm 2 of dust. Then, X is a Poisson random variable with
10(1000) 10,000 . Also, E(X) = and V(X) =
10000 10000
P( X 10000) 1 P( X 10000) 1 P Z
1 P( Z 0) 0.5
10000
4-86.
X is the number of minor errors on a test pattern of 1000 pages of text. X is a Poisson random
variable with a mean of 0.4 per page
a) The numbers of errors per page are random variables. The assumption that the occurrence of
an event in a subinterval in a Poisson process is independent of events in other subintervals
implies that the numbers of events in disjoint intervals are independent. The pages are disjoint
intervals and the consequently the error counts per page are independent.
e 0.4 0.4 0
0.670
0!
P( X 1) 1 P( X 0) 1 0.670 0.330
b) P( X 0)
The mean number of pages with one or more errors is 1000(0.330) = 330 pages
c) Let Y be the number of pages with errors.
350.5 330
P( Z 1.38) 1 P( Z 1.38)
P(Y 350) P Z
1000
(
0
.
330
)(
0
.
670
)
1 0.9162 0.0838
4-87.
Let X denote the number of hits to a web site. Then, X is a Poisson random variable with a mean
of 10,000 hits per day. Also, E(X) = 10,000 = V(X).
a)
15 January 2010
20,000 10,000
P( X 20,000) 1 P( X 20,000) 1 P Z
10,000
1 P( Z 100) 1 1 0
If a continuity correction were used the following result is obtained.
10,000
P( Z 99.995) 1 1 0
b) P( X 9,900) P( X 9,899) P Z
9,899 10,000
P( Z 1.01) 0.1562
10,000
x 10,000
= 0.01.
10,000
x 10,000
2.33 and x 13,300
10,000
d) Let X denote the number of hits to a web site. Then, X is a Poisson random variable with
a of mean 10,000 per day. E(X) = = 10,000 and V(X) = 10,000
10,200 10,000
P( X 10,200 ) P Z
P(Z 2) 1 P( Z 2)
10
,
000
1 0.97725 0.02275
If a continuity correction is used we obtain the following result
10,200.5 10,000
P( X 10,200) P Z
P( Z 2.005) 1 P( Z 2.005)
10,000
15 January 2010
15.5 8.30
P(Y 15) P Z
P( Z 2.56) 1 P( Z 2.56)
8.28
1 0.9948 0.0052
4-88.
Let X denotes the number of random sets that is more dispersed than the opteron. Assume that X
has a true mean = 0.5 x 1000 = 500 sets.
750.5 1000(0.5)
750.5 500)
P( X 750) P Z
Z
0.5(0.5)1000
250
PZ 15.84 1 PZ 15.84 0
4-89.
With 10,500 asthma incidents in children in a 21-month period, then mean number of incidents per
month is 10500/21 = 500. Let X denote a Poisson random variable with a mean of 500 per month.
Also, E(X) = = 500 = V(X).
a) Using a continuity correction, the following result is obtained.
550 500
P( X 550) P Z
P( Z 2.2361)
500
549.5 500
450.5 500
P(450 X 550) P(451 X 549) P
Z
500
500
500
500
4-90.
x
a) P( X 0) e dx 0
0
2
1
b) P( X 2) 2e 2 x dx e 2 x
2x
2x
c) P( X 1) 2e dx e
e 4 0.0183
1 e 2 0.8647
d) P(1 X 2) 2e 2 x dx e 2 x
x
2t
2t
e) P( X x) 2e dt e
4-91.
e 2 e 4 0.1170
0.1 x
dx e 0.1x
a) P( X 10) 0.1e
e 1 0.3679
10
10
b) P( X 20) e 0.1x
c) P( X 30) e0.1x
e 2 0.1353
20
30
1 e3 0.9502
0.1t
dt e 0.1t
d) P( X x) 0.1e
4-92.
15 January 2010
(a) P( X 5) 0.3935
(b) P( X 15 | X 10)
0.3933
P( X 10)
1 P( X 10)
0.3679
Let X denote the time until the first count. Then, X is an exponential random variable with 2
counts per minute.
0.5
0.5
2x
2x
2e dx e
a) P( X 0.5)
1/ 6
1/ 6
2x
2x
2e dx e
)
b) P( X 10
60
c) P(1 X 2) e 2 x
1 e 1/ 3 0.2835
0
2
e 1 0.3679
e 2 e 4 0.1170
4-94.
3t
3t
c) P( X x) 3e dt e
4-95.
1 e 3 x 0.95 , x = 0.9986
Let X denote the time until the first call. Then, X is exponential and
a) P( X 30)
30
1
15
e 15 dx e
x
15
1
E( X )
151 calls/minute.
e 2 0.1353
30
b) The probability of at least one call in a 10-minute interval equals one minus the probability of
zero calls in a 10-minute interval and that is P(X > 10).
x
15
15 January 2010
e 2 / 3 0.5134 .
10
Therefore, the answer is 1- 0.5134 = 0.4866. Alternatively, the requested probability is equal to
P(X < 10) = 0.4866.
c) P(5 X 10) e
x
15
10
e1 / 3 e 2 / 3 0.2031
t
15
4-96.
P(X < 6) =
1
6
e x / 6 dx e x / 6
1 e1 0.6321
b) Because the failure times are memoryless, the mean time until the next failure is E(X) = 6 years.
4-97.
Let X denote the time to failure (in hours) of fans in a personal computer. Then, X is an
exponential random variable and 1 / E ( X ) 0.0003 .
0.0003e
x 0.0003
dx e
x 0.0003
10, 000
10, 000
7 , 000
7 , 000
0.0003e
x 0.0003
dx e x 0.0003
4-98.
e 3 0.0498
1 e 2.1 0.8775
Let X denote the time until a message is received. Then, X is an exponential random variable and
1/ E( X ) 1/ 2 .
a) P(X > 2) =
1
2
e x / 2 dx e x / 2
e 1 0.3679
4-99.
Let X denote the time until the arrival of a taxi. Then, X is an exponential random variable with
1 / E( X ) 0.1 arrivals/ minute.
0.1e
c) P(X > x) =
0.1x
dx e 0.1x
60
60
10
10
0.1 x
0.1 x
0.1e dx e
0.1t
0.1t
0.1e dt e
e 6 0.0025
1 e1 0.6321
15 January 2010
d) P(X < x) = 0.9 implies that P(X > x) = 0.1. Therefore, this answer is the same as part c).
x
4-100.
e 0
e 225 0.1629
0!
c) (0.1629)7 3 106
b) P( X 0)
4-102. Let X denote the distance between major cracks. Then, X is an exponential random variable with
1 / E( X ) 0.2 cracks/mile.
a) P(X > 10) =
10
10
0.2 x
0.2 x
0.2e dx e
e 2 0.1353
b) Let Y denote the number of cracks in 10 miles of highway. Because the distance between cracks
is exponential, Y is a Poisson random variable with 10(0.2) 2 cracks per 10 miles.
P(Y = 2) =
e 2 22
0.2707
2!
c) X 1 / 5 miles.
15
15
12
12
e 2.4 e 3 0.0409
the answer is 0.3679 2 0.1353 . Alternatively, the answer is P(X > 10) = e 2 0.1353 . The
probability does depend on whether or not the lengths of highway are consecutive.
f) By the memoryless property, this answer is P(X > 10) = 0.1353 from part e).
4-103. Let X denote the lifetime of an assembly. Then, X is an exponential random variable with
1/ E( X ) 1/ 400 failures per hour.
x / 400
1
400
dx e x / 400
100
1 e 0.25 0.2212
15 January 2010
e5 / 4 0.2865
500
c) From the memoryless property of the exponential, this answer is the same as part a.,
P(X < 100) = 0.2212.
d) Let U denote the number of assemblies out of 10 that fail before 100 hours. By the memoryless
property of a Poisson process, U has a binomial distribution with n = 10 and
p =0.2212 (from part (a)). Then,
P(U 1) 1 P(U 0) 1
0.2212 (1 0.2212)
10
0
10
0.9179
e) Let V denote the number of assemblies out of 10 that fail before 800 hours. Then, V is a
binomial random variable with n = 10 and p = P(X < 800), where X denotes the lifetime of an
assembly.
800
x / 400
1
400
dx e x / 400
0.8647
10
10
10
800
1 e 2 0.8647 .
(1 0.8647) 0 0.2337 .
4-104. Let Y denote the number of arrivals in one hour. If the time between arrivals is exponential, then
the count of arrivals is a Poisson random variable and 1 arrival per hour.
1 1
1 2
1 3
1 0
0!
1!
2!
3!
b) From part a), P(Y > 3) = 0.01899. Let W denote the number of one-hour intervals out of 30
that contain more than 3 arrivals. By the memoryless property of a Poisson process, W is a
binomial random variable with n = 30 and p = 0.01899.
0
30
P(W = 0) = 30
0.5626
0 0.01899 (1 0.01899)
c) Let X denote the time between arrivals. Then, X is an exponential random variable with 1
1t
1t
arrivals per hour. P(X > x) = 0.1 and P( X x) 1e dt e
e 1x 0.1 . Therefore, x
= 2.3 hours.
4-105. Let X denote the number of calls in 30 minutes. Because the time between calls is an exponential
random variable, X is a Poisson random variable with 1 / E( X) 0.1 calls per minute = 3 calls
per 30 minutes.
3 0
3 1
3 2
3 3
a) P(X > 3) = 1 P( X 3) 1 e 0!3 e 1!3 e 2!3 e 3!3 0.3528
c) Let Y denote the time between calls in minutes. Then, P(Y x) 0.01 and
e 0.1x . Therefore,
e 0.1x 0.01
120
120
0.1 y
0.1 y
0.1e dy e
15 January 2010
e 12 6.14 10 6 .
e) Because the calls are a Poisson process, the numbers of calls in disjoint intervals are
independent. From Exercise 4-90 part b), the probability of no calls in one-half hour
is the probability of no calls in two hours. From part d) of this exercise, this is e12 .
f) Because a Poisson process is memoryless, probabilities do not depend on whether or not
intervals are consecutive. Therefore, parts d) and e) have the same answer.
4-106. X is an exponential random variable with 0.2 flaws per meter.
a) E(X) = 1/ 5 meters.
b) P(X > 10) =
10
10
0.2 x
0.2 x
0.2e dx e
e 2 0.1353
1 e 0.2 x .
Therefore, 1 e
P(X > 8) =
0.2e
0.2 x
0.2 x
dx e8 / 5 0.2019
The distance between successive flaws is either less than 8 meters or not. The distances are
independent and P(X > 8) = 0.2019. Let Y denote the number of flaws until the distance exceeds 8
meters. Then, Y is a geometric random variable with p = 0.2019.
e) P(Y = 5) = (1 0.2019) 4 0.2019 0.0819 .
f) E(Y) = 1/0.2019 = 4.95.
4-107. a) P( X )
1 x /
dx e x /
b) P( X 2 ) e x /
c) P( X 3 ) e x /
e 1 0.3679
e 2 0.1353
e 3 0.0498
x
4-108. E ( X ) xe dx. Use integration by parts with u = x and dv = e x .
0
x
Then, E ( X ) xe
e x dx
0
e x
1/
V(X) =
( x ) e
1 2
15 January 2010
( x 1 ) 2
and
dv = e x . Then,
V ( X ) ( x 1 ) 2 e x 2 ( x 1 )e x dx ( 1 ) 2 2 ( x 1 )e x dx
The last integral is seen to be zero from the definition of E(X). Therefore, V(X) =
a) P(X < 2) =
3.5e
x / 3.5
dx 1 e 2 / 3.5 0.435
b) P( X 7)
3.5e
x / 3.5
dx e 7 / 3.5 0.135
c) P( X x) 0.9 and P( X x) e
Therefore, x = 3.5ln(0.9) = 0.369
x / 3.5
0.9
d) From the lack of memory property P(X < 10 | X > 3) = P(X < 7) and from part (b) this equals
1 0.135 = 0.865
4-110. a) E ( X )
4.6
b) P( X 10)
4.6 e
x / 4.6
dx e 10 / 4.6 0.1137
10
c) P( X x)
4.6 e
u / 4.6
du e x / 4.6 0.25
3 1
2 2
( 92 ) 72 ( 72 ) 72 52
( 12 ) 34 1 / 2 1.32934
3 1
2 2
( 12 ) 105
1 / 2 11.6317
16
4-113. a) The time until the tenth call is an Erlang random variable with 5 calls per minute
15 January 2010
and r = 10.
b) E(X) = 10/5 = 2 minutes. V(X) = 10/25 = 0.4 minutes.
c) Because a Poisson process is memoryless, the mean time is 1/5=0.2 minutes or 12 seconds
Let Y denote the number of calls in one minute. Then, Y is a Poisson random variable with 5 calls
per minute.
e5 54
d) P(Y = 4) =
0.1755
4!
e) P(Y > 2) = 1 - P(Y 2) 1
e 5 50 e 5 51 e 5 52
0.8754
0!
1!
2!
Let W denote the number of one minute intervals out of 10 that contain more than 2 calls. Because
the calls are a Poisson process, W is a binomial random variable with n = 10 and p = 0.8754.
10
0
Therefore, P(W = 10) = 10
10 0.8754 (1 0.8754) 0.2643
4-114. Let X denote the pounds of material to obtain 15 particles. Then, X has an Erlang distribution with
r = 15 and 0.01 .
a) E(X) =
b) V(X) =
15
1500 pounds.
0.01
15
150,000 and X 150,000 387.3 pounds.
0.012
4-115. Let X denote the time between failures of a laser. X is exponential with a mean of 25,000.
a.) Expected time until the second failure E( X ) r / 2 / 0.00004 50,000 hours
b.) N=no of failures in 50000 hours
50000
2
25000
2
e 2 (2) k
P( N 2)
0.6767
k!
k 0
E( N )
4-116. Let X denote the time until 5 messages arrive at a node. Then, X has an Erlang distribution with r
= 5 and 30 messages per minute.
a) E(X) = 5/30 = 1/6 minute = 10 seconds.
b)V(X) =
5
30
1 / 180
c) Let Y denote the number of messages that arrive in 10 seconds. Then, Y is a Poisson random
variable with 30 messages per minute = 5 messages per 10 seconds.
5 0
5 1
5 2
5 3
5 4
P(Y 5) 1 P(Y 4) 1 e 0!5 e 1!5 e 2!5 e 3!5 e 4!5
0.5595
d) Let Y denote the number of messages that arrive in 5 seconds. Then, Y is a Poisson random
variable with 2.5 messages per 5 seconds.
4-117. Let X denote the number of bits until five errors occur. Then, X has an Erlang distribution with r =
5 and 105 error per bit.
a) E(X) =
b) V(X) =
15 January 2010
5 105 bits.
c) Let Y denote the number of errors in 105 bits. Then, Y is a Poisson random variable with
1/105 105 error per bit = 1 error per 105 bits.
1 0
1 1
1 2
P(Y 3) 1 P(Y 2) 1 e 0!1 e 1!1 e 2!1 0.0803
4-118. 20 r 100
a) E ( X ) r / 100 / 20 5 minutes
b) 4 min - 2.5 min=1.5 min
c) Let Y be the number of calls before 15 seconds 0.25 * 20 5
5 0
5 1
5 2
P(Y 3) 1 P( X 2) 1 e 0!5 e 1!5 e 2!5 1 .1247 0.8753
4-119. a) Let X denote the number of customers that arrive in 10 minutes. Then, X is a
Poisson random variable with 0.2 arrivals per minute = 2 arrivals per 10 minutes.
2 0
2 1
2 2
2 3
P( X 3) 1 P( X 3) 1 e 0!2 e 1!2 e 2!2 e 3!2 0.1429
b) Let Y denote the number of customers that arrive in 15 minutes. Then, Y is a Poisson random
variable with 3 arrivals per 15 minutes.
4-120. (r )
3 1
3 2
3 3
3 4
r 1 x
(r ) x r 1e x (r 1) x r 2e x dx (r 1)(r 1) .
4-121.
f ( x; , r )dx
r x r 1e x
( r )
dx . Let y =
x ,
y r 1e y
( r )
dy
. From the
(7 / 2)
r
(7 / 2)
7 and V ( X ) 2
14 .
(1 / 2)
(1 / 2) 2
4-123. Let X denote the number of patients arrive at the emergency department. Then, X has a Poisson
distribution with 6.5 patients per hour.
a) E ( X ) r / 10 / 6.5 1.539 hour.
b) Let Y denote the number of patients that arrive in 20 minutes. Then, Y is a Poisson random
variable with 6.5 / 3 2.1667 arrivals per 20 minutes. The event that the third arrival
exceeds 20 minutes is equivalent to the event that there are two or fewer arrivals in 20 minutes.
Therefore,
2.1667
0
2.1667
1
2.1667
2
P(Y 2) e 02! .1667 e 1!2.1667 e 22! .1667 0.6317
15 January 2010
The solution may also be obtained from the result that the time until the third arrival follows a
gamma distribution with r = 3 and = 6.5 arrivals per hour. The probability is obtained by
integrating the probability density function from 20 minutes to infinity.
4-124. a) E ( X ) r / 18 , then r 18
Section 4-10
4-125. =0.2 and =100 hours
E ( X ) 100(1
V ( X ) 100 (1
2
1
0.2
) 100 5! 12,000
2
0.2
) 1002 [(1
1
0.2
0.2
0.2
1 e2.512 0.9189
0.1123
4-127. If X is a Weibull random variable with =1 and =1000, the distribution of X is the exponential
distribution with =.001.
0
1 x 1000
f ( x)
for x 0
e
1000 1000
0.001e 0.001x for x 0
The mean of X is E(X) = 1/ = 1000.
4-128. Let X denote lifetime of a bearing. =2 and =10000 hours
a)
b)
P( X 8000) 1 FX (8000) e
8000 2
10000
e 0.8 0.5273
2
E ( X ) 10000(1 12 ) 10000(1.5)
10000(0.5)(0.5) 5000 8862.3
= 8862.3 hours
c) Let Y denote the number of bearings out of 10 that last at least 8000 hours. Then, Y is a
binomial random variable with n = 10 and p = 0.5273.
10
0
P(Y 10) 10
10 0.5273 (1 0.5273) 0.00166 .
15 January 2010
V ( X ) 2 (1 2 ) 2 (1 2 ) 9002 (1 23 ) 9002 (1 13 )
9002 (0.90274)-9002 (0.89298)2 85319.64 hours 2
2
c) P( X 500) FX (500) 1 e
500 3
900
0.1576
( 500
) 0.5
300
1 e
0.2750
400) 0.5
( 300
0.6848
4-131. a) = 2, = 500
E ( X ) 500(1 12 ) 500(1.5)
500(0.5)(0.5) 250 443.11
= 443.11 hours
b) V ( X ) 500 2 (1 1) 500 2 [(1
1
2
)] 2
4-132.
250 2
( 500
)
1 0.7788 0.2212
1
E ( X ) (1 ) 2.5
2
2.5
5
So
(1 )
2
Var ( X ) 2(2) ( EX ) 2
25
2.52 1.7077
Stdev(X)= 1.3068
4-133. 2(1
(1 ) E ( X ) 10.3
15 January 2010
c)
P(8 X 11) FX (11) FX (8) (1 e (11/ 8.6) ) (1 e (8 / 8.6) ) 0.8052 0.5791 0.2261
2
d) P( X x ) 1 FX ( x) e ( x / 8.6) 0.9
2
b) P( X 6000 | X 3000)
P( X 3000)
P( X 3000)
2
( 3000/ 4000)2
0.1850
1 FX (3000) e
0.5698
2
0.4724
1 FX (3000) e (3000/ 4000) 0.4724
For the Weibull distribution (with = 2) there is no lack of memory property so that the
answers to parts (a) and (b) differ whereas they would be the same if an exponential
distribution were assumed. From part (b), the probability of survival beyond 6000 hours,
given the device has already survived 3000 hours, is lower than the probability of
survival beyond 3000 hours from the start time.
4-136. a) P( X 3500) 1 FX (3500) e (3500/ 4000) 0.4206
P( X 6000, X 3000) P( X 6000)
b) P( X 6000 | X 3000)
P( X 3000)
P( X 3000)
0.5
( 3000/ 4000)0.5
0.6986
1 FX (3000) e
0.4206
P( X 6000, X 3000) P( X 6000)
c) P( X 6000 | X 3000)
P( X 3000)
P( X 3000)
0.5
0.4724
1 FX (3000) e ( 3000/ 4000) 0.4724
For the Weibull distribution (with = 0.5) there is no lack of memory property so that the
answers to parts (a) and (b) differ whereas they would be the same if an exponential
distribution were assumed. From part (b), the probability of survival beyond 6000 hours,
given the device has already survived 3000 hours, is greater than the probability of
survival beyond 3000 hours from the start time.
d) The failure rate can be increased or decreased relative to the exponential distribution with the
shape parameter in the Weibull distribution.
15 January 2010
ln(13330) 5
P( X 13300) P(e W 13300) P(W ln(13300))
a)
3
(1.50) 0.9332
b) Find the value for which P(Xx)=0.95
ln( x) 5
P( X x) P(e W x) P(W ln( x))
0.95
3
ln( x) 5
1.65 x e1.65(3) 5 20952.2
3
2
c) E ( X ) e / 2 e 59 / 2 e 9.5 13359.7
ln( x) 2
b) P( X x) P(eW x) P(W ln( x))
0.1
3
ln( x) 2
x e1.28(3) 2 0.0029
1.28
3
c) E ( X ) e
2 / 2
e 29 / 2 e 2.5 12.1825
ln(500) 2
P( X 500) P(e W 500) P(W ln(500))
(2.11) 0.9826
b)
P( X 15000 | X 1000)
15 January 2010
P(1000 X 1500)
P( X 1000)
ln(1500) 2
ln(1000) 2
2
2
ln(1000) 2
1
2
c) The product has degraded over the first 1000 hours, so the probability of it lasting another 500
hours is very low.
ln(10) 0.5
P( X 10) P(e W 10) P(W ln(10)) 1
b)
ln( x) 0.5
P( X x) P(e W x) P(W ln( x))
0.50
1
ln( x) 0.5
0 x e 0(1)0.5 1.65 seconds
1
c) E ( X ) e
2 / 2
e 0.51 / 2 e1 2.7183
4-142. Find the values of and 2 given that E(X) = 100 and V(X) = 85,000
100 e
15 January 2010
85000 e 2 (e 1)
2
/2
let x e and y e
85000 10000( y 1)
y 9.5
100
32.444
9.5
ln(32.444) 3.48 and 2 ln(9.5) 2.25
4-143. a.) Find the values of and 2 given that E(X) = 10000 and = 20,000
10000 e
20000 2 e 2 (e 1)
2
/2
let x e and y e
(2) 20000 x y( y 1) x y x y
2
2 2
20000 2 10000 2 ( y 1)
y 5
Substitute y into (1) and solve for x x
10000
4472.1360
5
ln(4472.1360) 8.4056 and 2 ln(5) 1.6094
b.)
ln(10000) 8.4056
P( X 10000) P(eW 10000) P(W ln(10000)) 1
1.2686
ln( x) 8.4056
0.1
1.2686
ln( x) 8.4056
1.28 x e 1.280(1.2686)8.4056 881.65 hours
1.2686
4-144. E ( X ) exp( 2 / 2) 120.87
exp( 2 ) 1 0.09
So
ln1.0081 0.0898 and
ln120.87 2 / 2 4.791
15 January 2010
4-145. Let X ~N(, 2), then Y = eX follows a lognormal distribution with mean and variance
fY (Y )
log y
1
f X (log y )
y
log y 2
FY ( y ) FX (log y ) 1
1
1
Finally, fY(y) =
f X (log y )
e
y
y
y
y 2
ln( 2000) 10
(0.5998) 0.2743
b)
ln(1500) 10
P( X 1500) 1 P(eW 1500) 1 P(W ln(1500))
ln( x) 10
P( X x) P(eW x) P(W ln( x)) 1
0.7
4
ln( x) 10
0.5244
4
Therefore, x = 2703.76
4-147. X has a lognormal distribution with = 1.5 and = 0.4
a) E ( X ) e
/2
Because waiting times cannot be negative the normal distribution generates some modeling error.
Section 4-12
4-149. a) P( X 0.25)
( ) 1
)x (1 x) 1
( )( )
(3.5)
(2.5)(1.5)(0.5) x 2.5
)x1.5
(2.5)(1)
2.5
(1.5)(0.5)
15 January 2010
0.25
0.252.5 0.0313
0
( ) 1
)x (1 x) 1
)
0.25
0.75
b) P(0.25 X 0.75)
(3.5)
(2.5)(1.5)(0.5) x 2.5
)x1.5
(2.5)(1)
2.5
(1.5)(0.5)
0.25
0.75
c) E ( X )
2 V(X )
0.25
2.5
0.7143
2.5 1
2.5
0.0454
( ) ( 1) (3.5) 2 (4.5)
0.25
4-150. a) P( X 0.25)
0.25
0.75
( ) 1
)x (1 x) 1
( )( )
(5.2)
(4.2)(3.2)(2.2)(1.2)(1.2) (1)(1 x) 4.2
)(1 x) 3.2
(1)(4.2)
(3.2)(2.2)(1.2)(1.2)
4.2
( )
b) P(0.5 X )
( )( ) )x
0.25
(1 x) 1
0.5
(5.2)
(4.2)(3.2)(2.2)(1.2)(1.2) (1)(1 x) 4.2
)(1 x) 3.2
(1)(4.2)
(3.2)(2.2)(1.2)(1.2)
4.2
0.5
1
c) E ( X )
2 V(X )
1
0.1923
1 4.2
4.2
0.0251
( ) ( 1) (5.2) 2 (6.2)
2
1
2
0.8333
2 3 1.4 2
3
E( X )
0.6818
3 1.4
4.2
2 V(X )
0.0402
2
( ) ( 1) (4.4) 2 (5.4)
1
9
0.6316
b) Mode =
2 10 6.25 2
4-151. a) Mode =
E( X )
2 V(X )
15 January 2010
10
0.6154
10 6.25
62.5
0.0137
( ) ( 1) (16.25) 2 (17.25)
2
c) Both the mean and variance from part a) are greater than for part b).
1
4-152. a) P( X 0.9)
( )
( )( ) )x
(1 x) 1
0.9
(11)
(10)(9)(9) x10
9
)x
(10)(1)
(9)(9) 10
0.9
1
0.5
b) P( X 0.5)
( )
( )( ) )x
1 (0.910 ) 0.6513
0.9
(1 x) 1
(11)
(10)(9)(9) x10
)x9
(10)(1)
(9)(9) 10
0
0.5
c) E ( X )
2 V(X )
0.5
0.510 0.0010
0
10
0.9091
10 1
10
0.0069
( ) ( 1) (11) 2 (12)
2
4-153. Let X denote the completion proportion of the maximum time. The exercise considers
the proportion 2/2.5 = 0.8
1
( ) 1
P( X 0.8)
)x (1 x) 1
( )( )
0.8
1
(5)
(4)(3)(3) x 2 2 x 3 x 4
2
) x(1 x)
(
) 12(0.0833 0.0811) 0.0272
(2)(3)
(2)(3) 2
3
4 0.8
0.8
1
Supplemental Exercises
4-154. f ( x) 0.04 for 50< x <75
75
70
60
50
75 50
c) E ( X )
62.5 seconds
2
(75 50) 2
V (X )
52.0833 seconds2
12
15 January 2010
40 35
30 35
45 60
65 60
= 1 - 0.841345= 0.158655
c) P(X < x) = P Z
Therefore,
x 60
= 0.99.
5
x 60
5 = 2.33 and x = 72
= P Z
89.7 90.2
90.3 90.2
+ P Z
0.1
0.1
121. 124.
P Z
01.
= 90.0.
90.3 90
89.7 90
Z
0.1
0.1
90.3 90
89.7 90
Z
0.1
0.1
15 January 2010
80 100
50 100
Z
20
20
x 100
x 100
= 0.10 and 20 = 1.28
20
Therefore, x
= 125.6 hours
P( X 225) P( X 226) 1 P( Z
225.5200
160
b)
200
P(175 X 225) P( 174.5160
Z
225.5 200
160
) P( 2.02 Z 2.02)
Therefore,
x 200
=
160
x 200
= 0.01.
160
4-160. The time to failure (in hours) for a laser in a cytometry machine is modeled by an exponential
distribution with 0.00004.
a) P( X 20,000)
b) P( X 30,000)
20000
20000
30000
30000
.0.00004x
dx e 0.00004x
0.00004e
.0.00004x
dx e 0.00004x
0.00004e
e 0.8 0.4493
1 e 1.2 0.6988
c)
30000
P(20,000 X 30,000)
0.00004e
.0.00004x
dx
20000
e 0.00004x
30000
20000
4-161. Let X denote the number of calls in 3 hours. Because the time between calls is an exponential
random variable, the number of calls in 3 hours is a Poisson random variable. Now, the mean time
between calls is 0.5 hours and 1/ 0.5 2 calls per hour = 6 calls in 3 hours.
6 0
6 1
6 2
6 3
P( X 4) 1 P( X 3) 1 e 6 e 6 e 6 e 6 0.8488
0!
1!
2!
3!
4-162. Let X denote the time in days until the fourth problem. Then, X has an Erlang distribution with r =
4 and 1 / 30 problem per day.
a) E(X) =
4
30 1
120
15 January 2010
days.
b) Let Y denote the number of problems in 120 days. Then, Y is a Poisson random variable with
4 problems per 120 days.
4 0
4 1
4 2
4 3
P(Y 4) e 0!4 e 1!4 e 2!4 e 3!4 0.4335
.4 2
620
700
0.4559
exp( 2 ) 1 2
So
ln 5 1.2686
And
ln 0.001 2 / 2 7.7124
(b)
P( X 0.005) 1 P(exp(W ) 0.005) 1 P(W ln 0.005)
ln 0.005 7.7124
1
0.0285
1.2686
2.5
x2
P( X 2.5) (0.5 x 1)dx 0.5
x 0.0625
2
2
2
2.5
4-165. a)
b)
3.5
c)
2.5
x
d)
x2
4
3.5
0.5
2.5
x 1. Then,
15 January 2010
0,
x2
F ( x) x4 x 1, 2 x 4
4 x
1,
4
e)
2
4
x2
2
32
3
8 ( 43 2)
10
3
100
(0.5 x 3 133 x 2 110
9 x 9 ) dx
x4
8
4
2
0.2222
4-166. Let X denote the time between calls. Then, 1 / E( X ) 0.1 calls per minute.
5
0.1x
dx e 0.1x
a) P( X 5) 0.1e
1 e 0.5 0.3935
15
0.1t
dt 1 e 0.1x 0.9 . Now, x = 23.03 minutes.
c) P(X < x) = 0.9. Then, P( X x) 0.1e
0
1 e 0.5 0.3935
e) This is the probability that there are no calls over a period of 5 minutes. Because a Poisson
process is memoryless, it does not matter whether or not the intervals are consecutive.
e 3 3 0 e 3 31 e 3 3 2
P(Y 2)
0.423 .
0!
1!
2!
g) Let W denote the time until the fifth call.
Then, W has an Erlang distribution with = 0.1 and r = 5.
E(W) = 5/0.1 = 50 minutes.
4-167. Let X denote the lifetime. Then 1/ E ( X ) 1/ 6 .
3
a) P( X 3)
1
6
e x / 6 dx e x / 6 1 e 0.5 0.3935 .
0
15 January 2010
b) Let W denote the number of CPUs that fail within the next three years. Then, W is a binomial
random variable with n = 10 and p = 0.3935 (from Exercise 4-130). Then,
0
10
P(W 1) 1 P(W 0) 1 10
0.9933 .
0 0.3935 (1 0.3935)
2
2
ln( x) 0
1.64 x e 1.64( 2) 0.0376
2
c) E ( X ) e
2 / 2
e 04 / 2 e 2 7.389
V ( X ) e 2 (e 1) e 0 4 (e 4 1) e 4 (e 4 1) 2926.40
2
4-169. a) Find the values of and 2 given that E(X) = 50 and V(X) = 4000
50 e
4000 e 2 (e 1)
2
/2
let x e and y e
Square (1) for x x
50
y
2
50
50
4000 y 2 y 2500( y 1)
y
y
y 2.6
substitute y back in to (1) and solve for x x
50
2.6
31
2 2
15 January 2010
ln(150) 3.43
P( X 150) P(e W 150) P(W ln(150))
0.98
(1.61) 0.946301
4-170. Let X denote the number of fibers visible in a grid cell. Then, X has a Poisson distribution and
100 fibers per cm2 = 80,000 fibers per sample = 0.5 fibers per grid cell.
a) P( X 1) 1 P( X 0) 1
e 0.5 0.5 0
0.3935 .
0!
b) Let W denote the number of grid cells examined until 10 contain fibers. If the number of fibers
have a Poisson distribution, then the number of fibers in each grid cell are independent. Therefore,
W has a negative binomial distribution with p = 0.3935. Consequently, E(W) = 10/0.3935 = 25.41
cells.
c) V(W) =
10(1 0.3935)
. Therefore, W 6.25 cells.
0.39352
2.25 2.5
= P(Z > -0.5) = 1 - P(Z -0.5) = 0.6915
0.5
3.0 2.5
2.0 2.5
b) P(2.0 < X < 3.0) = P
Z
=P(-1 < Z < 1) = 0.683
0.5
0.5
x 2.5
x 2.5
a) P(X>2.25) = P Z
Therefore, x = 1.86.
4-172. a)
4
P( X 3.5)
x2
2
3.5
4
3.5
0.4375
5.5 5
= P(Z > 2.5) = 0. 0062
0.2
5.5 5
4.5 5
b) P(4.5 < X < 5.5) = P
Z
= P (-2.5 < Z < 2.5) = 0.9876
0.2
0.2
15 January 2010
x5
x 5
= 1.65 and x = 5.33.
= 0.95. Therefore,
0.2
0 .2
4-174. Let t X denote the dot diameter. If P(0.0014 < X < 0.0026) = 0.9973, then
P( 0.00140.002 Z
Therefore,
0.0006
0.0026 0.002
) P( 0.0006 Z
) 0.9973 .
0.0006
= 3 and 0.0002 .
4-175. If P(0.002-x < X < 0.002+x), then P(-x/0.0004 < Z < x/0.0004) = 0.9973. Therefore, x/0.0004 = 3
and x = 0.0012. The specifications are from 0.0008 to 0.0032.
4-176.
11,398 .
x=
10, 000
10, 000
) = 0.99. Therefore,
= -2.33 and
600
600
d) The probability a product lasts more than 10000 hours is [ P( X 10000)]3 , by independence.
If [ P( X 10000)]3 = 0.99, then P(X > 10000) = 0.9967.
Then, P(X > 10000) = P( Z
11,632 hours.
10000
600
) 0.9967 . Therefore,
10000
600
= -2.72 and
a) P( X 5800)
b)
P( X x)
x
5800
1
e 7000dx 1 e 7000 0.5633
7000
1
e 7000dx 0.9 Therefore, e 7000 0.9 and x 7000 ln(0.9) 737.5
7000
hours
4-178. Find the values of and 2 given that E(X) = 7000 and = 600
7000 e
15 January 2010
600 2 e 2 (e 1)
2
/2
let x e and y e
(2) 600 2 x 2 y( y 1) x 2 y 2 x 2 y
Square (1) 7000 2 x 2 y and substitute into (2)
600 2 7000 2 ( y 1)
y 1.0073
Substitute y into (1) and solve for x x
7000
6974.6
1.0073
ln(6974.6) 8.850 and 2 ln(1.0073) 0.0073
a)
ln(5800) 8.85
P( X 5800) P(eW 5800) P(W ln(5800))
0.0854
(2.16) 0.015
b) P( X x) P(eW x) P(W ln( x)) 1 ln( x) 8.85 0.9
0.0854
ln( x) 8.85
1.28 x e 1.28(0.0854)8.85 6252.20 hours
0.0854
4-179. a) Using the normal approximation to the binomial with n = 50*36*36=64,800,
and p = 0.0001 we have: E(X) = 64800(0.0001) = 6.48
X np
0.5 6.48
P( X 1) P
64800(0.0001)(0.9999)
np(1 p )
P(Z 2.35 ) 1 0.0094 0.9906
X np
3.5 6.48
P ( X 4) P
np(1 p )
b)
64800(0.0001)(0.9999)
4-180.
Using the normal approximation to the binomial with X being the number of people who will be
seated. Then X ~Bin(200, 0.9).
X np
np(1 p )
a) P(X 185) P
b)
185.5 180
P( Z 1.30) 0.9032
200(0.9)(0.1)
15 January 2010
P( X 185)
X np
P( X 184.5) P
np(1 p )
184.5 180
P( Z 1.06) 0.8554
200(0.9)(0.1)
3.51
2.39
1.73
0.999776
0.9915758
0.9581849
Mind-Expanding Exercises
4-181. a) P(X > x) implies that there are r - 1 or less counts in an interval of length x. Let Y denote the
number of counts in an interval of length x. Then, Y is a Poisson random variable with parameter
x .
Then, P( X x) P(Y r 1)
r 1
e
i 0
b) P( X x) 1
r 1
d
dx
e
i 0
c) f X ( x)
i
x ( x )
i!
i
x ( x )
i!
r 1
x i
i 0
i!
FX ( x) e x
r 1
x i
i 0
i!
e x i
e x
x r 1
(r 1)!
4-182. Let X denote the diameter of the maximum diameter bearing. Then, P(X > 1.6) = 1 - P( X 1.6) .
Also, X 1.6 if and only if all the diameters are less than 1.6. Let Y denote the diameter of a
bearing. Then, by independence
1.5
P( X 1.6) [ P(Y 1.6)]10 P(Z 10.6.025
) 0.99996710 0.99967
10
P( E | A)
x / 20, 000
1
20, 000
dx e x / 20,000
60, 000
0
1 e3 0.9502
P( E | A' ) e x / 50,000
60, 000
15 January 2010
1 e 6 / 5 0.6988 .
P(t1 X t1 t2 )
P( X t1 ) e x
P ( t1 X t1 t 2 )
P ( X t1 )
t1 t 2
t1 t 2
t1
t1
x
x
e dx e
e t1 e (t1 t 2 )
e t1
t1
Therefore, P( X t1 t2 X t1 )
4-186. a)
e t1 (1 e t 2 )
1 e t 2 P( X t2 )
e t1
1 P( 0 6 X 0 6 ) 1 P(6 Z 6)
1.97 10 9 0.00197 ppm
b)
1 P( 0 6 X 0 6 ) 1 P(7.5
X ( 0 1.5 )
4.5)
1 P( 0 3 X 0 3 ) 1 P(3 Z 3)
.0027 2,700 ppm
d)
1 P( 0 3 X 0 3 ) 1 P(4.5
X ( 0 1.5 )
1.5)