PROBABILITY AND STATISTICS HOMEWORK (Assignment 1)

1.74. What is the probability that the following system works if each unit fails independently with probability p
(see Figure 1.5)?

1.79. Many human diseases are genetically transmitted (for example, hemophilia or Tay-Sachs disease). Here is
a simple model for such a disease. The genotype aa is diseased and dies before it mates. The genotype Aa is a
carrier but is not diseased. The genotype AA is not a carrier and is not diseased.
a. If two carriers mate, what are the probabilities that their offspring are of each of the three genotypes?
b. If the male offspring of two carriers is not diseased, what is the probability that he is a carrier?
c. Suppose that the nondiseased offspring of part (b) mates with a member of the population for whom no family
history is available and who is thus assumed to have probability p of being a carrier ( p is a very small number).
What are the probabilities that their first offspring has the genotypes AA, Aa, and aa?
d. Suppose that the first offspring of part (c) is not diseased. What is the probability that the father is a carrier in
light of this evidence?
2.39. The Cauchy cumulative distribution function is
() =

1 1
+ 1 (), < <
2

a. Show that this is a cdf.

b. Find the density function.
c. Find x such that ( > ) = 0,1
2.58. If U is uniform on [0,1], find the density function of .
3.21. An instrument is used to measure very small concentrations, X, of a certain chemical in soil samples.
Suppose that the values of X in those soils in which the chemical is present is modeled as a random variable with
density function f (x). The assay of a soil reports a concentration only if the chemical is first determined
to be present. At very low concentrations, however, the chemical may fail to be detected even if it is present.
This phenomenon is modeled by assuming that if the concentration is x, the chemical is detected with probability
R(x). Let Y denote the concentration of a chemical in a soil in which it has been determined to be present. Show
that the density function of Y is
() =

()()

0 ()()

3.66. Each component of the following system (Figure 3.19) has an independent exponentially distributed
lifetime with parameter . Find the cdf and the density of the systems lifetime.

4.9. This is a simplified inventory problem. Suppose that it costs c dollars to stock an item and that the item sells
for s dollars. Suppose that the number of items that will be asked for by customers is a random variable with the
frequency function p(k). Find a rule for the number of items that should be stocked in order to maximize the
expected income. (Hint: Consider the difference of successive terms.)
4.52. Consider two securities, the first having 1 = 1 and 1 = 0,1, and the second having 2 = 0,8 and 2 =
0,12. Suppose that they are negatively correlated, with = 0,8.
a. If you could only invest in one security, which one would you choose, and why?
b. Suppose you invest 50% of your money in each of the two. What is your expected return and what is your
risk?
c. If you invest 80% of your money in security 1 and 20% in security 2, what is your expected return and your
risk?
d. Denote the expected return and its standard deviation as functions of by () and (). The pair ((), ())
trace out a curve in the plane as varies from 0 to 1. Plot this curve.
e. Repeat bd if the correlation is = 0,1.
5.3. Suppose that the number of insurance claims, N, filed in a year is Poisson distributed with E(N) = 10,000.
Use the normal approximation to the Poisson to approximate P(N > 10,200).
3

5.25. Let X be a continuous random variable with density function () = 2 , 1 1. Sketch this
2
density function. Use the central limit theorem to sketch the approximate density function of = 1 + +
50 , where the are independent random variables with density f . Similarly, sketch the approximate density
functions of 50 and 50. For each sketch, label at least three points on the horizontal axis.
5.30. Generate a sequence 1 , 2 , , 1000 of independent uniform random variables on a computer. Let =
=1 for = 1, 2, , 1000. Plot each of the following versus n:
a.
b.
c. 2
d. ( 2)
e. ( 2)
Explain the shapes of the resulting graphs using the concepts of this chapter.