Spring 2019

GNE 331: Probability & Statistics

Problems Solution

Exercise 1
Let A be the event that no two persons have the same birthday.
Let B be the event that at least two persons have the same birthday.
365 × 364 × 363 × … × (365 − 𝑛 + 1)
𝑃(𝐵) = 1 − 𝑃(𝐴) = 1 − 𝑛 ≤ 365
365𝑛
Exercise 2
a) 108
b) 10×9×8×7×6×5×4×3=1814400
c) 8×10×9=720
Exercise 3
𝑃(𝐴 ∩ 𝐵) 𝑃(𝐵/𝐴). 𝑃(𝐴) 𝑃(𝐵/𝐴). 𝑃(𝐴)
𝑃(𝐴/𝐵) = = =
𝑃(𝐵) 𝑃(𝐵 ∩ 𝐴) + 𝑃(𝐵 ∩ 𝐴̅) 𝑃(𝐵/𝐴). 𝑃(𝐴) + 𝑃(𝐵/𝐴̅). 𝑃(𝐴̅)
0.99 ∗ 0.001
= = 0.165
0.99 ∗ 0.001 + 0.005 ∗ 0.999
Exercise 4
a) Y=-1200×4+2000X+700×(4-X)=1300X-2000
b) E(Y)=E(1300X-2000)=1300E(X)-2000
1 1 1 1 3
E(X)=0. 4 + 1. 4 + 2. 4 + 3. 4 = 2
3
E(Y)=1300 ∗ 2 − 2000 = −50
V(Y)=𝑉(1300X − 2000) = 13002 𝑉(𝑋)
5
𝑉(𝑋) = 𝐸(𝑋 2 ) − 𝐸 2 (𝑋) =
4
25
V(Y)= 1300 4

Exercise 5
+∞ 1 2 1 2
2 2 )𝑑𝑥
𝑥3 𝑥3
𝐸(𝑋) = ∫ 𝑥𝑓(𝑥)𝑑𝑥 = ∫ 𝑥 𝑑𝑥 + ∫(2𝑥 − 𝑥 = [ ] + [𝑥 2 − ] = 1
3 0 3 1
−∞ 0 1
⇒ 100 ℎ𝑜𝑢𝑟𝑠
Exercise 6

𝐸(𝑔(𝑥, 𝑦)) = ∑ ∑ 𝑥𝑦 2 𝑓(𝑥, 𝑦) = 35.2

𝑦=1,3,5 𝑥=2,4

1
 f(x,y) X=2 X=4 h(y)
Y=1 0.1 0.15 0.25
Y=3 0.2 0.3 0.5
Y=5 0.1 0.15 0.25
Z(x) 0.4 0.6 -

𝜇𝑥 = ∑ 𝑥𝑍(𝑥) = 3.2
𝑥=2,4

𝜇𝑦 = ∑ 𝑦ℎ(𝑦) = 3
𝑦=1,3,5

Exercise 7
𝜎𝑋,𝑌 = 𝐸(𝑋𝑌) − 𝜇𝑋 𝜇𝑌
1 1 1 1 1
2 2 𝑥3 2 𝑦 1
𝐸(𝑋𝑌) = ∫ ∫ 𝑥𝑦 (x + 2y)𝑑𝑥𝑑𝑦 = ∫ [ 𝑦 + 𝑦 2 𝑥 2 ] 𝑑𝑦 = ∫ ( + 𝑦 2 ) 𝑑𝑦 =
3 3 3 0
3 3 3
0 0 0 0
1
2 2 2
𝑔(𝑥) = ∫(𝑥 + 2𝑦)𝑑𝑦 = 𝑥 + 0≤𝑥≤1
3 3 3
0
1
2 2 5
𝐸(𝑋) = ∫ 𝑥 ( 𝑥 + ) 𝑑𝑥 =
3 3 9
0
1
2 1 4
ℎ(𝑦) = ∫(𝑥 + 2𝑦)𝑑𝑥 = + 𝑦 0≤𝑦≤1
3 3 3
0
1
1 4 11
𝐸(𝑌) = ∫ 𝑦 ( + 𝑦) 𝑑𝑦 =
3 3 18
0

1 5 11
𝜎𝑋,𝑌 = − ∗ = −0.00617
3 9 18
Exercise 8
𝑥
+∞ 1
Mean: 𝐸(𝑋) = ∫0 𝑥 20 𝑒 −20 𝑑𝑥 = 20

Integrate by part:
𝑥
𝑥 + 𝑒 −20
𝑥
1 - −20𝑒 −20
𝑥
0 400𝑒 −20
Variance: 𝜎 2 = 𝐸(𝑋 2 ) − 𝐸 2 (𝑋)

2
 +∞
1 −𝑥
𝐸(𝑋 2 ) = ∫ 𝑥 2 𝑒 20 𝑑𝑥 = 800
20
0

Integrate by part:
𝑥
𝑥 2 + 𝑒 −20
𝑥
2𝑥 - −20𝑒 −20
𝑥
2 + 400𝑒 −20
𝑥
0 −8000𝑒 −20
𝜎 2 = 800 − 202 = 400
Exercise 9
a) P(|X −10| < 3) = P(-3<X-10<3) = P(7<X<13)
10+k*2=13 => k=3/2
1 5
P(7<X<13)≥ 1 − 𝑘 2 = 9
b) P(|X −10|≥C) ≤ 0.04
P(|X −10|≥C)=1 - P(|X −10|<C)=1 - P(-C<X-10<C) = 1 - P(-C+10<X<C+10) ≤ 0.04
1 1
=> P(-C+10<X<C+10)≥0.96 = 1 − 𝑘 2 => 𝑘 2 = 0.04 => 𝐾 2 = 25 => 𝐾 = 5
C+10=μ+5σ =10+10=>C=10