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HW3 Fall2015 Solutions
HW3 Fall2015 Solutions
HW3 Fall2015 Solutions
(10 pts)
(10 pts)
Determine the value of c so that the following function can serve as a probability distribution
of the discrete random variable X.
2
3
f (x) = c
; x = 0, 1, 2
x 3x
2
X
f (x) = 1
x=0
2
X
f (x) =
x=0
=
=
=
2
X
2
3
c
x 3x
x=0
h23 23 23i
c
+
+
0 3
1 2
2 1
10c
1
c = 1/10
(25 pts)
1
0.37
2
0.16
3
0.05
4
0.01
a. What is the probability that you will find between 1 and 3 imperfections inclusive?
P (1 X 3) = f (1) + f (2) + f (3) = 0.41 + 0.37 + 0.16 = 0.94
b. What is the probability that you will find between 1 and 3 imperfections non inclusive?
P (1 < X < 3) = P (X = 2) = 0.16
c. Find the cumulative distribution function F (x).
x
f (x)
F (x)
0
0.41
0.41
1
0.37
0.78
2
0.16
0.94
3
0.05
0.99
4
0.01
1
0.2
0.0
0.1
f(x)
0.3
0.4
2
x
F(x)
(15 pts)
An investment firm offers its customers municipal bonds that mature after varying numbers
of years. Given that the cumulative distribution function of T , the number of years to
maturity for a randomly selected bond is,
0
t<1
1 t < 3,
1
3 t < 5,
2
F (t) =
5 t < 7,
1
t 7,
find:
a. P (T > 3)
P (T > 3) = 1 P (X 3) = 1 F (3) = 1 1/2 = 1/2
b. P (1.4 < T < 6)
P (1.4 < T < 6) = F (6) F (1.4) = 3/4 1/4 = 1/2
c. Find the probability distribution function for T , f (t).
t f (t)
1 1/4
3 1/4
5 1/4
7 1/4
3
F (t)
1/4
2/4
3/4
4/4
(10 pts)
The proportion of people who respond to a certain mail order solicitation is a continuous
random variable X that has the density function
2(x+2)
, 0 < x < 1,
5
f (x) =
0
otherwise
a. Show that P (0 < X < 1) = 1
Z
P (0 < X < 1) =
0
1
2(x + 2)
(x + 2)2
dx =
=1
5
5
0
b. Find the probability that more than 1/4 but fewer than 1/2 of the people contacted will
respond to this type of solicitation.
Z
1/2
1/2
(x + 2)2
2(x + 2)
dx =
= 19/80 = 0.2375
5
5
1/4
The waiting time, in hours, between successive speeders spotted by a radar unit is a continuos
random variable with cumulative distribution function
0,
x < 0,
F (x) =
1 e8x , x 0
Find the probability of waiting less than 12 minutes between successive speeders
a. (5 pt) using the cumulative distribution function of X;
P (X < 0.2) = F (0.2) = 1 e80.2 = 1 e1.6 = 0.7981
b. (10 pt) using the probability density function of X. (Hint: Need to find the probability
density function first)
dF (x)
f (x) =
= 8e8x ; x > 0
dx
Z 0.2
0.2
P (X < 0.2) = 8
e8x dx = e8x = 0.7981
0
f (x)dx = 1
0
k x
0
1
2k 3/2
x
=
3
0
2k
=
3
= 1
Z
f (x)dx =
0
k = 3/2
2. Find F (x), the cumulative density function of X.
3
x, 0 < x < 1,
2
f (x) =
0
otherwise
Z
F (x) =
0
x
3
3/2
tdt = t = x3/2 , 0 < x < 1
2
0