PROBABILITY AND STATISTICS II

ASSIGNMENT II BY MR. KICHE

DURATION 2 WEEKS : TO BE DONE IN A GROUP OF FIVE STUDENTS , TO BE
SUBMITTED ON 16TH JULY 2019

SECTION A.

Q1) Find 𝐹(𝑥) given that

1
(4𝑥 − 𝑥 2 ), 𝑥≥3
𝑓(𝑥) = {9
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

Hence find 𝑝𝑟(10 ≤ 𝑋 ≤ 12/𝑋 ≤ 14)

Q2) i) Suppose that a continuous random variable 𝑋 has the pdf 𝑓(𝑥). Let 𝑔(𝑥) = 𝑎𝑥 + 𝑏
where 𝑎 and 𝑏 are constants. Show that 𝐸[𝑔(𝑥)] = 𝑎𝐸(𝑥) + 𝑏 and
𝑉𝑎𝑟[𝑔(𝑥)] = 𝑎2 𝑉𝑎𝑟(𝑋)

ii)Let 𝑋 and 𝑌 be two independent random variables such that

𝐸(𝑋) = 𝐸(𝑌) = 4 and 𝑉𝑎𝑟(𝑋) = 𝑉𝑎𝑟(𝑌) = 2. Define 𝑈 = 3𝑋 − 2𝑌. Find 𝐸(𝑈)
and 𝑉𝑎𝑟(𝑈)
𝑄3) The continuous random variable 𝑋 has probability density function 𝑓(𝑥) given by :

𝑘
{𝑥 𝑓𝑜𝑟 1 < 𝑥 < 2
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

Find the value of the constant 𝑘 hence determine the median of the distribution.
Q4) The time in years to failure of an expensive machine can be modelled by a random
variable 𝑇 with PDF 𝑓(𝑡) given by :
1 −𝑡
𝑓(𝑡) = {10 𝑒
10 𝑓𝑜𝑟 𝑡 > 0

0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

a)Determine the CDF , 𝐹(𝑡).

b)Determine the probability that the time to failure lies between four and six years.
c)Determine the probability that the machine is still working after two years.
d)Determine the probability that the machine is still working after seven years given that it is
still working after five years. What do you observe about your answers for parts (c) and (d)?
e) Find the lower quartile of the distribution.
f) Determine the mean time to failure , and also find the probability that the machine is still
working after the mean time to failure.
g) Determine the mode and median of the distribution.

𝑀
Q5) a) Evaluate ∫0 𝑒 −2𝑥 𝑑𝑥 in terms of 𝑀 . Hence if 𝑀 → ∞, deduce the value of
∞
∫0 𝑒 −2𝑥 𝑑𝑥
∞
b) Determine the value of 𝑘 if ∫0 𝑘𝑒 −2𝑥 𝑑𝑥 = 1

c) With the value of 𝑘 that you obtained in part (b), determine the value of
∞
𝜇 = ∫0 𝑘𝑥𝑒 −2𝑥 𝑑𝑥

d) With the value of 𝑘 that you obtained in part (b), and the value of that you obtained in part
∞
(c) , determine the value of 𝜎 2 = ∫0 𝑘𝑥 2 𝑒 −2𝑥 𝑑𝑥 − 𝜇 2

Q6) A random variable 𝑋 has the pdf given by

−40𝑥
𝑓(𝑥) = {𝑘𝑒 𝑓𝑜𝑟 𝑥 > 0
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Obtain the value of the constant 𝑘 hence find the cdf of the above pdf.
Q7) A random variable 𝑌 has the probability function:
𝑐𝑦
, 𝑦 = 2,3
𝑦2 + 1
𝑃(𝑌 = 𝑦) = 2𝑐𝑦
, 𝑦 = 4,5
𝑦2 − 1
{ 0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
i) Find the value of the constant 𝑐 .
ii) Find the probability that 𝑦 is less than 3 or greater than 4.
iii) Find 𝐹(3.2)

Q8) Obtain the mean, variance , median and the 75th percentile of the following pdf
 1
, 0≤𝑦<2
8
𝑓(𝑦) = 𝑦
, 2≤𝑦<4
8
{ 0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

SECTION B.
Q1) The time taken by a health worker to deliver drugs to patients on ARV treatment in a certain
county is said to be normally distributed with a mean of 12 minutes and standard deviation of 2
minutes. He delivers the drugs every day. Estimate the number of days during the year when he
takes:
i) More than 18 minutes.
ii) Between 9 and 14 minutes to deliver the drugs.

Q2) Five percent( 5%) of Christmas tree light bulbs manufactured by a company are defective.
The company’s Quality Control Manager is quite concerned and therefore randomly sampled
200 bulbs coming off the assembly line. Let 𝑋 denote the number in the sample that are
defective. What is the probability that the sample constitute at least 4 defective bulbs? Use the
Poisson approximation to the Binomial to find the probability.
Q3) Find the probability of observing between 4 and 7 heads inclusive with 12 tosses of a fair
coin using the binomial distribution and the normal approximation to binomial distribution .

Q4) A sample of 80 policy holders in an insurance firm has a mean age of 60 years and
standard deviation of 5 years. Find the 99% confidence interval for the mean age of the
population.

Q5) It takes on average 50 seconds for a telephone operator to connect a call with a standard
deviation of 12 seconds. If the time to connect a call is normally distributed , find the probability
that my call will be connected in
i) Less than one minute
ii) Between 30 seconds and 1 minute 12 seconds
iii) More than 75 seconds

Q6) Prices of a company on the different days in a month were found to be:
66, 65, 69, 70, 69, 71, 70, 63, 64, 𝑎𝑛𝑑 68.
Should the manager of the company worry if the mean prices in the month is stated as
65 𝑎𝑡 5% level of significance?