Probability and Statistics

Exercise sheet 5 - Correction

2020/2021

1. Given a continuous uniform distribution, show that

A+B
a) µ = 2 and,
(B−A)2
b) σ 2 = 12
c) Now suppose that A = 0 and B = 5, determine the conditional probability: P (X < 3.5|X ≥ 1).

Answers:

Let X be random variable that follows a continuous uniform distribution. The probability density function
would be:

1
f (x) = ;A ≤ x ≤ B
B−A
A+B
a) µ = 2 ?

µ = E[X]
Z ∞
= xf (x)dx
−∞
Z B
x
= dx
A B−A
1 h x2 iB
=
B−A 2 A
1 B 2 − A2
= .
B−A 2
(B − A)(B + A) A+B
= =
2(B − A) 2

1
 (B−A)2
b) σ 2 = 12 ?

σ 2 = V ar(X) = E[X 2 ] − E[X]2

Z B
2 x2
E[X ] = dx
A B−A
1 h x3 i B
=
B−A 3 A
B 3 − A3
=
3(B − A)
(B − A)(B 2 + AB + A2 ) (B 2 + AB + A2 )
= =
3(B − A) 3
2 2
(B + AB + A ) A+B 2
σ2 = −( )
3 2
B 2 + AB + A2 A2 + 2AB + B 2
= −
3 4
B 2 − 2AB + A2 (B − A)2
= =
12 12

c) Now suppose that A = 0 and B = 5, determine the conditional probability: P (X < 3.5|X ≥ 1).
With A = 0 and B = 5, the probability density function is:
1
f (x) = ;0 ≤ x ≤ 5
5
P (X < 3.5 ∩ X ≥ 1) P (1 ≤ X < 3.5)
P (X < 3.5|X ≥ 1) = =
P (X ≥ 1) P (1 ≤ X ≤ 5)
Z 3.5
1
P (X < 3.5 ∩ X ≥ 1) = dx
1 5
1 1
= (3.5 − 1) =
5 2
Z 5
1
P (1 ≤ X ≤ 5) = dx
1 5
1 4
= (5 − 1) =
5 5
1
5
P (X < 3.5|X ≥ 1) = 24 =
5
8

2
2. On average, a certain computer part lasts ten years. The length of time the computer part lasts is
exponentially distributed.

a) What is the probability that a computer part lasts more than 7 years?
b) How long do eighty percent of computer parts last at most?
c) What is the probability that a computer part lasts between nine and 11 years?

Answers:
1
Let X be the the number of years a computer part will last. λ = 10 = 0.1.

a) What is the probability that a computer part lasts more than 7 years?

P (X > 7) = 1 − P (X ≤ 7) = 1 − (1 − e−λ∗7 ) = e−0.7 = 0.4966

b) How long do eighty percent of computer parts last at most?

P (X < x) = 0.8
1 − e−λ∗x = 0.8
ln(1 − 0.8)
Hence, x =
−λ
ln(1 − 0.8)
= = 16.1 years
−0.1

c) What is the probability that a computer part lasts between nine and 11 years?

P (9 < X < 11) = P (X < 11) − P (X ≤ 9) = (1 − e−λ∗11 ) − (1 − e−λ∗9 ) = e−0.9 − e−1.1 = 0.0737

3
3. A soft-drink machine is regulated so that it discharges an average of 200 milliliters per cup. If the amount
of drink is normally distributed with a standard deviation equal to 15 milliliters,
a) what fraction of the cups will contain more than 224 milliliters?
b) what is the probability that a cup contains between 191 and 209 milliliters?
c) how many cups will probably overflow if 230-milliliter cups are used for the next 1000 drinks?
d) below what value do we get the smallest 25% of the drinks?
Answers:

Let X be the amount of drink discharged. X follows the normal distribution N (µ, σ) where µ = 200 and
σ = 15.

a) what fraction of the cups will contain more than 224 milliliters?
x−µ 224 − 200
z= = = 1.6
σ 15
Therefore,
P (X > 226) = P (Z > 1.6) = 1 − P (Z ≤ 1.6) = 1 − 0.9452 = 0.0548
b) what is the probability that a cup contains between 191 and 209 milliliters?
x1 − µ 191 − 200
z1 = = = −0.6
σ 15
x2 − µ 209 − 200
z2 = = = 0.6
σ 15
Therefore,

P (191 < X < 209) = P (−0.6 < Z < 0.6) = P (Z < 0.6) − P (Z < −0.6) = 0.7257 − 0.2743 = 0.4514

c) how many cups will probably overflow if 230-milliliter cups are used for the next 1000 drinks?
x−µ 230 − 200
z= = =2
σ 15
Therefore,
P (X > 230) = P (Z > 2) = 1 − P (Z ≤ 2) = 1 − 0.9772 = 0.0228
Using the binomial property,

E[X] = n.p = 1000 ∗ 0.0228 = 22.8 ∼ 23

d) below what value do we get the smallest 25% of the drinks?

P (X < x) = 0.25
x−µ
P (Z < ) = 0.25
σ
P (Z < −0.68) = 0.25
x−µ
= −0.68
σ
x = −0.68 ∗ 15 + 200 = 189.95

4
4. Given a normal distribution with µ = 30 and σ = 6, find
a) the normal curve area to the right of x = 17;
b) the normal curve area to the left of x = 22;
c) the normal curve area between x = 32 and x = 41;
d) the value of x that has 80% of the normal curve area to the left;
e) the two values of x that contain the middle 75% of the normal curve area.
Answers:

a) the normal curve area to the right of x = 17;

x−µ 17 − 30
z= = = −2.17
σ 6
Therefore,
P (X > 17) = P (Z > −2.17) = 1 − P (Z ≤ −2.17) = 1 − 0.0150 = 0.9850

b) the normal curve area to the left of x = 22;

x−µ 22 − 30
z= = = −1.33
σ 6
Therefore,
P (X < 22) = P (Z < −1.33) = 0.0918
c) the normal curve area between x = 32 and x = 41;
x1 − µ 32 − 30
z1 = = = 0.33
σ 6
x2 − µ 41 − 30
z2 = = = 1.83
σ 6
Therefore,
P (32 < X < 41) = P (0.33 < Z < 1.83) = P (Z < 1.83) − P (Z < 0.33) = 0.9664 − 0.6293 = 0.3371

d) the value of x that has 80% of the normal curve area to the left;
From the table we get that the value of z that leaves an area of 0.8 to the left is 0.842.
x = σ.z + µ = 6 ∗ 0.842 + 30 = 35.05

e) the two values of x that contain the middle 75% of the normal curve area.
P (−z < Z < z) = 0.75
P (Z < z) − P (Z < −z) = 0.75
P (Z < z) − (1 − P (Z < z)) = 0.75
= 2P (Z < z) − 1 = 0.75
P (Z < z) = 0.875
Therefore the value of z that leaves an area of 0.875 to the right is z1 = −1.15 and the left is
z2 = 1.15
x1 = σz1 + µ = −1.15 ∗ 6 + 30 = 23.1
x2 = σz2 + µ = 1.15 ∗ 6 + 30 = 36.9

5
5. Let X be a random variable with mean µ and variance σ 2
a) give an interval where P (µ − 3σ < X < µ + 3σ) using Chebyshev’s theorem.
b) Now X follows the normal distribution , what is the exact value of P (µ − 3σ < X < µ + 3σ) ?
Answers:

a) give an interval where P (µ − 3σ < X < µ + 3σ) using Chebyshev’s theorem.

Chebyshev’s theorem:
1
P (µ − kσ < X < µ + kσ) ≥ 1 − 2
k
Hence,
1 8
P (µ − 3σ < X < µ + 3σ) ≥ 1 − 2 =
3 9
So,
8
P (µ − 3σ < X < µ + 3σ) ∈ [ , 1]
9
b) Now X follows the normal distribution , what is the exact value of P (µ − 3σ < X < µ + 3σ) ?
x1 − µ µ − 3σ − µ
z1 = = = −3
σ σ
x2 − µ µ + 3σ − µ
z2 = = =3
σ σ
P (µ − 3σ < X < µ + 3σ) = P (−3 < Z < 3)
= P (Z < 3) − P (Z < −3) = 0.9987 − 0.0013 = 0.9974

6. Let X be a random variable that follows a chi-square distribution with 5 degrees of freedom. Calculate:
a) P (X ≥ 0.83) = 0.975;
b) P (X ≥ 9.24) = 0.1;
c) P (X ≥ 12.83) = 0.25.