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1.
A Poisson process with 10 accidents per week is equivalently a Poisson process with
' 10 / 7 accidents per day. Thus, given that 7 accidents occurred in a particular week, the
probability that exactly one accident occurred each day of that week is just
P (1 accident per day for 7 days) (e 10 / 7 (10 / 7)) 7
(0.3424) 7
0.0006
0.0067 .
10
7
P (7 accidents in a week )
0.0901
0.0901
e (10) / 7!
f(x)
10
For a Poisson process with parameter , the waiting times between arrivals (in this case,
accidents) are independent and exponentially distributed with mean 1 / . In this situation, that
means the waiting times are exponentially distributed with mean 0.1 weeks between accidents,
which corresponds to a mean of 16.8 hours between accidents. However, the distribution of an
exponential random variable is heavily right-skewed i.e., much of the mass of the pdf is
concentrated below the mean. (See plot below for this exponential distribution over the interval
[0, 1]) Hence, it is far more likely that waiting times less than 16.8 hours occur, and with shorter
waiting times, it is difficult to have only 1 accident a day for 7 straight days.
0.0
0.2
0.4
0.6
x
0.8
1.0
0.5,
0,
f ( x)
X 0.5
is
F X (a) P ( X a ) P(a X a) a ,
where 0 a 1 .
(a)
In other words,
dF X (a )
da
X
1 , where 0 a 1 .
FR ( x) P( R x) P( A sin( ) x) P sin( )
A
arcsin( x / A )
d 1
x
x 1
P arcsin
arcsin
A
A 2
/ 2
dF ( x)
1
f R ( x) R
, where x A
dx
A2 x 2
There are a total of 10 different sequences in which the 5 transistors (2 defective) can be
2
drawn from the bin. Each of these sequences is equally likely to occur, so the joint pdf of N 1
and N 2 is just
P ( N 1 i, N 2 j )
1
,
10
i 1, , 4; j 1, , 5 i
The customers can be viewed as draws from a multinomial distribution where p1 0.45 is the
probability of an ordinary purchaser, p 2 0.15 is the probability of a plasma purchaser, and
p3 0.40 is the probability of a browser. Hence, the probability that the store owner sells
exactly 2 ordinary sets and 1 plasma set on a day when 5 customers enter his store is just
5!
(0.45) 2 (0.15)1 (0.4) 2 0.1458 .
2!1!2!
P( X Y )
( x y )
dxdy
x y 0
( x y )
dxdy
0 0
(1 e
)e
dy e
e 2 y
1
2
b) For this part, note that the joint pdf of X and Y can be re-written as
f ( x, y ) e x e y f X ( x) f Y ( y ) ; that is, X and Y are independent. Hence, P ( X a) can
be obtained by integrating e x and ignoring any mention of y (if X and Y were not
independent, we would have to integrate f ( x, y ) over the full range of y and then
integrate x over the interval (0, a)):
a
P ( X a) e x dx e x
a
0
1 e a .
F X 1 X 2 ( a ) P ( X 1 X 2 a ) P ( X ( 2 ) X (1) a ) 2 [ F ( x1 a ) F ( x1 )] f ( x1 ) dx1
L a
x2
a 1
2
2
L x1 1
dx1 2
dx1 2 a ( L a ) 2 Lx1 1
L L
L L
2
L
L
La
L
2
2 L2
( L a) 2
2 ( aL a 2 ) 2
L( L a )
2
L
L 2
2
2
aL
To obtain the pdf, take the derivative of the cdf with respect to a:
a
2
La
a
a
2
L
L
f X 1 X 2 ( a)
dF X1 X 2 (a )
da
2 2a 2
a
2 1 , 0 a L .
L L
L
L
( x , y )R
( x , y )R
1
1
dxdy A(C ) .
4
4
4
C : x 2 y 2 1