Chapter 3 Random Variables and Probability Distributions

Exercises

3.1 Classify the following random variables as dis- 3.7 The total number of hours, measured in units of
crete or continuous: 100 hours, that a family runs a vacuum cleaner over a
X: the number of automobile accidents per year period of one year is a continuous random variable X
that has the density function
in Virginia.
Y: the length of time to play 18 holes of golf. 1,
the amount of milk produced yearly by a par- x, 1 < x < 2,
ticular elsewhere.
N: the number of eggs laid each month by a hen. Find the probability that over a period of one year, a
P: the number of building permits issued each family runs their vacuum cleaner
month in a certain city. (a) less than 120 hours;
the weight of grain produced per acre. (b) between 50 and 100 hours,

3.2 An overseas shipment of 5 foreign automobiles
contains 2 that have slight paint blemishes. If an
agency receives 3 of these automobiles at random, list
the elements of the sample space S using the letters B
and for blemished and respectively;
then to each sample point assign a value x of the ran-
dom variable X representing the number of automo-
biles purchased by the agency with paint blemishes.
3.8 Find the probability distribution of the random
variable W in Exercise 3.3. assuming that the coin is
biased so that a head is twice as likely to occur as a
tail.
The proportion of people who respond to a certain
mail-order solicitation is a continuous random variable
X that has the function

3.3 Let W be a random variable giving the number
of heads minus the number of tails in three tosses of a
coin. List the elements of the sample space S for the
three tosses of the coin and to each sample point assign
a value of W.
3.4 A coin is flipped until 3 heads in succession oc-
cur. List only those elements of the sample space that
require 6 or less tosses. Is this a discrete sample space?
Explain.
3.5 Determine the value c so that each of the follow-
ing functions can serve as a probability distribution of
the discrete random variable X:
(a) f(x) = c(x2 + 4), for a: =
(b)f(x)
3.6 The shelf life, in days, for bottles of a certain
prescribed medicine is a random variable having the
density function
elsewhere.
0<x<l,
0, elsewhere.
(a) Show that P(0 < X < 1) =
(b) Find the probability that more than 1/4 but fewer
than 1/2 of the people contacted will respond to
this type of solicitation.
Find a formula for the probability distribution
the random variable X representing the outcome when
a single die is rolled once.
3.11 A shipment of 7 television sets contains 2 de-
fective sets. A hotel makes a random purchase of; 3
of the sets. If x is the number of defective sets pur-
chased by the hotel, find the probability distribution
of X. Express the results graphically as a probability
histogram.
3.12 An firm offers its customers munici-
pal bonds that mature after varying numbers of years.
Given that the cumulative distribution function of T,
the number of years to maturity for a randomly se-
lected bond, is,

Find the probability that a bottle of this medicine will

t< 1,
have a shell life of 1 < t < 3,
(a) at least 200 days;
F(t) = 3< t <5,
(b) anywhere from 80 to 120 days.
5 < t < 7,
t>7,
Exercises 89

find 3.21 Consider the density

(a)P(T =
< X < 1,
(b) P(T > 3);
elsewhere.
(c) P(1.4 < T < 6).
(a) Evaluate k.
3.13 The probability distribution of A, the number (b) F(x) and use it to evaluate
of imperfections per 10 meters of a synthetic fabric in
continuous rolls of uniform width, is given by P(0.3 < X < 0.6).
0 3 4
0.41 0.16 0.05 0.01 3.22 Three cards are drawn in succession from a deck
Construct the cumulative distribution function of X. without replacement. Find the probability distribution
for the number of spades.
3.14 The waiting time, in hours, between successive
speeders spotted by a radar unit is a continuous ran- 3.23 Find the cumulative distribution function of the
dom variable with distribution function random variable W in Exercise 3.8. Using find
(a) P(W > 0);
x < 0,
(b) P ( - l < W < 3 ) .
x > 0.
Find the probability of waiting less than 12 Find the probability distribution for the number
between successive speeders of jazz CDs when 4 CDs are selected at random from
a collection consisting of 5 jazz CDs, 2 classical CDs,
(a) using the cumulative distribution function of X; and 3 rock CDs. Express your results by means of a
(b) using the probability density function of formula.

3.15 Find the cumulative distribution function of the
random variable X representing the number of defec-
tives in Exercise 3.11. Then using F(x), find
(a) P(X = 1);
(b) P(0 < X < 2).
Construct a graph of the cumulative distribution
function of Exercise 3.15.
3.17 A continuous random variable X that can as-
sume values between x = 1 and x 3 has a density
function given by f(x) = 1/2.
(a) Show that the area under the curve is equal to
(b) Find P(2 < X < 2.5).
(c) Find P(X < 1.6).
3.18 A continuous random variable X that can as-
sume values between x = 2 and x = 5 has a density
function given by = 2(1 + Find
(a) P(X <
(b) P(3 < X < 4).
3.19 For the density function of Exercise 3.17, find
F(x). Use it to evaluate P ( 2 < X < 2.5).
3.20 For the density function of Exercise 3.18, find
F(x), and use it to evaluate P ( 3 < X < 4).
3.25 From a box containing 4 dimes and 2 nickels,
3 coins are selected at random without replacement.
Find the probability distribution for the total T of the
3 coins. Express the probability distribution graphi-
cally as a probability histogram.
3.26 From a box containing 4 black balls and 2 green
balls, 3 balls are drawn in succession, each ball being
replaced in the box before the next draw is made. Find
the probability for the number of green
balls.
3.27 The time to failure in hours of an important
piece of electronic equipment used in a manufactured
DVD player the density function
2000 a:/2000), x > 0,
/( x<0.
(a) Find F(x).
(b) Determine the probability that the component (and
thus the DVD player) lasts more than 1000 hours
before the component needs to be replaced.
(c) Determine the probability that the component fails
before 2000 hours.
3.28 A cereal manufacturer is aware that the weight
of the product in the box varies slightly from box
to box. In fact, considerable historical data has al-
lowed the determination of the density function that
describes the probability structure for the (in
90 Chapter 3
ounces). In fact, letting X be the random variable
in ounces, the density function can be described
as
23.75 < x < 26.25,
elsewhere.
(a) Verify that this is a valid density
(b) Determine the probability that the weight is
smaller than 24 ounces.
(c) The company desires that the weight exceeding 26
ounces is an extremely rare occurrence. What is the
probability that this "rare occurrence" does actu-
ally occur?
3.29 An important factor in solid fuel is the
particle size distribution. Significant problems occur if
the particle sizes are too large. From production data
in the past, it has been determined that the particle
size (in micrometers) distribution is characterized by
> 1,
/( elsewhere.
e)
(a) Verify that this is a valid density function.
(b) Evaluate F(x).
(c) What is the probability that a random particle
from the manufactured fuel exceeds 4 micrometers?
3.30 Measurements of scientific systems always
subject to variation, some more than others. There
are many structures for measurement error and statis-
ticians spend a great deal of time modeling these errors.
Suppose the measurement error X of a certain physical
quantity is decided by the density function
x2), - 1 < < 1,
/( x) { 0.fc(3 elsewhere.
(a) Determine k that f(x) a valid density func-
tion.
(b) Find the probability that a random error in mea-
surement is less than 1/2.
(c) For this particular measurement, is undesirable
if the magnitude of the error (i.e., |a:|), exceeds 0.8.
What is the probability that this occurs?
3.31 Based on extensive testing, it is determined by
the manufacturer of a washing machine that the time
Y (in years) before a major repair is required is char-
acterized by the probability density function
elsewhere.
Random Variables and Probability
(a) Critics would certainly consider the product a bar-
gain if it is unlikely to require a major repair before
the sixth year. Comment on this by determining
P(Y > 6).
(b) What is the probability that a major repair occurs
in the first year?
3.32 The proportion of the budgets for a certain type
of industrial company that is allotted to environmental
and pollution control is coming under scrutiny. A data
collection project determines that the distribution of
these proportions is given by
elsewhere.
(a) Verify that the above is a valid density.
(b) What is the probability that a company chosen at
random expends less than 10% of its budget on en-
vironmental and pollution controls?
(c) What is the probability that a company selected at
random spends more than 50% on environmental
and pollution control?
3.33 Suppose a special type of small data processing
firm is so specialized that some have difficulty making
a profit in their first year of operation. The pdf that
characterizes the proportion Y that make a profit is
given by
0 < y < 1,
elsewhere.
(a) What is the value of k that renders the above a
valid density function?
(b) Find probability that at most 50% of the firms
make a profit in the first year.
(c) Find the probability at least 80% of the firms
make a profit in the first year.
3.34 Magnetron are produced from an auto-
mated assembly line. A sampling plan is used periodi-
cally to assess quality on the lengths of the tubes. This
measurement is subject to uncertainty. It is thought
that the probability that a random tube meets length
specification is 0.99. A sampling plan is used in which
the lengths of 5 random tubes are measured.
(a) Show that the probability function of the num-
ber out of 5 that meet length is given
by the following discrete probability function
for y = 0.1,2,3,4,5.
3.4 Joint Probability Distributions 91

(b) Suppose random selections made off the line section.

and 3 are outside specifications. Use above that only 2 cars
either to or refute the conjecture that the
probability is 0.99 that a single tube meets , , . .,
cations assignment, the equipment
working, the density function of the observed outcome,
X is
3.35 Suppose it is known from large amounts of his-
torical data that X, the of cars that arrive at
a specific intersection during a 20 second time period, _ 2(1 x), 0 < x < 1,
is characterized by the following discrete probability )
function
/(x) = x = 0,1.2,.... (a) Calculate < 1/3).
(b) What is the probability that X will exceed 0.5?
(a) Find the probability that in a specific (c) Given that X > 0.5, what is the probability that
time period, more than 8 cars arrive at the inter- X will be less than 0.75?

3.4 Joint Probability Distributions

Our study of random variables and their probability distributions in the preced-
ing sections is restricted to one-dimensional sample spaces, in that we recorded
outcomes of an experiment as values assumed by a single random variable. There
will be situations, however, where we may find it desirable to record the simulta-
neous outcomes of several random variables. For example, we might measure the
amount of precipitate P and volume V of gas released from a controlled chemical
experiment, giving rise to a two-dimensional sample space consisting of the out-
comes (p, or we might be interested in the hardness H and tensile strength T
of cold-drawn copper resulting in the outcomes (h, t). In a study to determine the
likelihood of success in college, based on high school data, we might use a three-
dimensional sample space and record for each individual his or her aptitude test
score, high school rank in class, and average at the end of the freshman
year in college.
If X and Y are two discrete random variables, the probability distribution for
their simultaneous occurrence can be represented by a function with values f(x,y)
for any pair of values (x, y) within the range of the random variables X and Y. It
is customary to refer to this function as the probability distribution of
X and Y.
Hence, in the discrete case,

f(x,y) = P(X x,Y

that is, the values f(x, y) give the probability that outcomes x and y occur at the
same time. For example, if a television set is to be serviced and X represents the
age to the nearest year of the set and Y represents the number of defective tubes
in the set, then is the probability that the television set is 5 years old and
needs 3 new tubes.
Exercises 101

type. Indeed many of these are reflected in exercises in b o t h Chapters 2 a n d 3.

When repeated observations are binary in n a t u r e (e.g., "defective or
not," "survive or not," "allergic or not") with observations 0 or 1, the distribution
covering this situation is called the b i n o m i a l d i s t r i b u t i o n and the probability
function is known and will be demonstrated in its generality in C h a p t e r 5. Ex-
3.34 in Section 3.3 and Review Exercise 3.82 are examples and there are
others t h a t the reader should recognize. T h e scenario of a continuous distribution
in "time to failure" as in Review Exercise 3.71 or Exercise 3.27 on page 89 often
suggests distribution type called the e x p o n e n t i a l d i s t r i b u t i o n . These t y p e s of
illustrations are merely two of many so-called s t a n d a r d distributions t h a t are used
extensively in real world problems because t h e scientific scenario t h a t gives rise to
each of t h e m is recognizable and occurs often in practice. Chapters 5 and 6 cover
many of these with some underlying theory concerning their use.
A second of transition to material in future chapters deals with t h e
notion of p o p u l a t i o n p a r a m e t e r s or d i s t r i b u t i o n a l p a r a m e t e r s . Recall in
C h a p t e r 1 we discussed the need to use d a t a to provide information a b o u t these
parameters. We went to lengths in discussing notion of a m e a n and v a r i a n c e
and provided a vision for the concepts in the context of a population. Indeed the
population mean and variance are easily found from the probability function for
the discrete case or probability density function for the continuous case. These pa-
rameters a n d their importance in the solution of many types of real world problems
will provide much of the material in Chapters 8 t h r o u g h 17.

Exercises

3.37 Determine the values of c so that the follow- by {(x,y) +

ing functions represent joint probability distributions
of the random variables A" and Y: 3.40 A privately owned liquor store operates both a
(a) f(x, y) cxy, for x = 1, 2, 3; y = 1, drive-in facility and a walk-in facility. On a randomly
(b) f(x, = c\x - y\, for = y selected day, let and respectively, be the propor-
tions of the time that the drive-in and walk-in facilities
are in use, and suppose that the density function
3.38 If the joint probability distribution of X and Y of these random variables is
is given by

f(x, y) ,.. o, 1, y = (1, 1, 2, + 2y), 1, 0 < y < 1,

elsewhere.
find
(a) P(X <2,Y = 1); (a) Find the marginal density of X.
(b) P(X > 2,Y < 1); (b) Find the marginal density of Y.
(c) P(X > Y); (c) Find the probability that the drive-in facility is
busy less than one-half of the time.
(d) P(X + Y = 4).

3.41 A candy distributes boxes of choco-

3.39 From a sack of fruit containing 3 oranges, 2 ap-
lates with a mixture of creams, toffees, and cordials.
ples, and 3 bananas, a random of 4 pieces of
Suppose the weight of each box is 1 kilogram, but
fruit is selected. If X is the number of oranges Y the individual weights of the creams, toffees, and cor-
is the number of apples in the sample:, find
dials vary from box to box. For a selected
(a) the joint probability distribution of A' and box, let X and Y represent the weights of the creams
(b) P[(X, Y) .4], where A is the region that is given and the toffees, respectively, and suppose the joint
102 Chapter 3 Random Variables and Probability Distributions

density of these variables is so that they range between 0 and 1. Suppose that X
and Y have the joint density

< 1,
elsewhere. 1 0, elsewhere.

(a) Find the probability that in a given box the cordials
account for more than 1/2 of the weight.
(b) Find the marginal density for the weight of the
creams.
(c) Find the probability that the weight of the toffees
in a box is less than 1/8 of a kilogram if it is known
that creams constitute 3/4 of the weight.
3.42 Let X and Y denote the lengths of life, in years,
of two components in an electronic system. If the joint
density function of these variables is
x > 0, y > 0,
elsewhere.
findP(0<X< 1 \Y = 2).
Find P(X + Y> 1/2).
3.46 Referring to Exercise 3.38, find
(a) the marginal distribution of X;
(b) the marginal distribution of
3.47 The amount of kerosene, in thousands of liters,
in a tank at the beginning of any day is a random
amount Y from which a random amount X is sold dur-
ing that day. Suppose that the tank is not resupplied
during the day so that x < y, and assume that the
joint density function of these variables is
<1,
elsewhere.

3.43 Let X denote the reaction time, in seconds, to (a) Determine if X and Y are independent.
a certain stimulus and Y denote the temperature (b) Find P ( l / 4 < X < 1/2 | Y = 3/4).
at which a certain reaction starts to take place. Sup-
pose that two random variables X and Y have the joint 3.48 Referring to Exercise 3.39, find
density
(a) f(y\2) for all values of y;
1, (b) P(Y 0 | X = 2).
elsewhere.
3.49 Let X denote the number of times a certain nu-
Find merical control machine will malfunction: 1, 2, or 3
X < and times on any given day. Let Y denote the number of
(a) P(0 4 2 ); times a technician is called on an emergency call. Their
(b) P(X <Y). joint probability distribution is given as
x
3.44 Each rear tire on an experimental airplane is 1 2 3
supposed to be filled to a pressure of 40 pound per 1 0.05 0.05 0.1
square inch (psi). Let X denote the actual air pressure y 0.05 0.1 0.35
for the right tire and Y denote the actual air pressure 3 0 0.2 0.1
for the left tire. Suppose that X and Y are random
(a) Evaluate the marginal distribution of
variables with the joint density
(b) Evaluate the marginal distribution of
30 < < 50; (c) Find P(Y = 3 | X =
30 < y < 50,
elsewhere. Suppose that X and Y have the following joint
probability distribution:
(a) Find k. x
(b) P(30 < X < 40 and 40 < Y < 50).
f(x,y) 2 4
0.15
(c) Find the probability that both tires are underfilled. 0.30
0.15
3.45 Let X denote the diameter of an armored elec- (a) Find the marginal distribution of A.
tric cable and denote the diameter of the ceramic
(b) Find the marginal distribution of Y.
mold that makes the cable. Both X and Y are scaled
Review Exercises 103

3.51 Consider an experiment that consists of 2 rolls 3.57 Determine whether the two random variables of
of a balanced die. If X is the number of 4s and Y is Exercise 3.50 are dependent or independent.
the number of obtained in the 2 rolls of the die, find
(a) the joint probability distribution of and 3.58 The joint function of the random vari-
ables X and Y is
(b) P[(X, Y) where A is the region {(x,y) \ 2x +
< 0 < x < 1, 0 < y< 1
y) elsewhere.
x,

3.52 Let X denote the: number of heads and Y the

of heads minus the number of tails when 3 (a) Show that X and are not independent.
coins are tossed. Find the joint probability distribu-
tion of X and (b) Find P(X > 0.3 | Y = 0.5).

3.53 Three cards are drawn without 3.59 Let X, Y, and Z have the joint probability den-
from the 12 face cards (jacks, queens, and kings) of sity function
an ordinary deck of 52 playing cards. Let X be the
number of kings selected and Y the number of jacks. 1; 0< z <2,
Find z)
0,' elsewhere.
(a) the joint probability distribution of X and Y;
(b) P[(X,Y) e where A is the region given by (a) Find k.
{(x,y) \x + y>2}. (b)

3.54 A coin is tossed twice. Z denote the number 3.60 Determine whether the two random variables of
of heads on the first toss and W the total number of Exercise 3.43 are dependent or independent.
heads on the 2 tosses. If the coin is unbalanced and a
head has a 40% chance of occurring, find 3.61 Determine whether the two random variables of
(a) the probability distribution of W and Z; Exercise 3.44 are or
(b) the marginal distribution of
3.62 The joint probability density function of the ran-
(c) the marginal distribution of Z;
variables X, and Z is
the probability that at least 1 head occurs.
0 1; 0< z < 3,
3.55 Given the joint density function elsewhere.

f(x, y) Find
elsewhere,
(a) the joint marginal density function of Y and Z:
find P ( l < Y<3 | X = (b) the marginal density of Y;
(c) KZ<2);
3.56 Determine whether the two random variables of
Exercise 3.49 are dependent or independent. = i, 2 = 2).

Review Exercises

3.63 A tobacco company produces blends of tobacco (a) Find the probability that in a given box the Turkish
with each blend containing various proportions of tobacco accounts for over half the blend.
Turkish, domestic, and other tobaccos. The propor- (b) Find the marginal density function for the propor-
tions of Turkish and domestic in a blend are random tion of the domestic tobacco.
variables with joint density function (X = Turkish and
Y = domestic) (c) Find the probability that the proportion of Turk-
ish tobacco is less than 1/8 if it is known that the
blend contains 3/4 domestic tobacco.
0 < < 1: x+ < 1,
elsewhere. 3.64 An insurance company offers its policyholders a
104 Chapter 3 Random. Variables and Probability Distributions

number of different premium payment options. For a 3.68 Consider the random variables X and Y with
randomly selected policyholder, let X be the number of joint density function
months between successive payments. The cumulative
distribution function of X is x + y, 0 < x,y < 1,
fix, y) elsewhere.
0,
0.4, if 1 < x < 3, (a) Find the marginal distributions of X and
F(x) = { 0.6, if 3 < x < 5, (b) >0.5).
0.8, if 5 < x < 7,
1.0, if x > 7. 3.69 An industrial process manufactures items that
can be classified as either defective or not defective.
(a) What is the probability mass function of X? The probability that an item is defective is 0.1. An
experiment is conducted in which 5 items are drawn
(b) Compute P(4 < X < 7).
randomly from the process. Let the random variable X
be the number of defectives in this sample of 5. What
3.65 Two electronic components of a missile system is the probability mass function of X?
work in harmony for the success of the total system.
Let X and Y denote the life in hours of the two com- 3.70 Consider the following joint probability
ponents. The joint density of X and Y is function of the random variables X and Y:

1 < x < 3, < y < 2,

f{x,y)
-{ 0, elsewhere.

(a) Give the marginal density functions for both ran- (a) Find the marginal density functions of X and Y.
dom variables. (b) Are X and Y independent?
(b) What is the probability that both components will (c) Find P(X > 2).
exceed 2 hours?
3.71 The life span in hours of an electrical compo-
3.66 A service facility operates with two service lines. nent is a random variable with cumulative distribution
On a randomly selected day, let X be the proportion of function
time that the first line is in use whereas Y is the pro-
portion of time that the second line is in use. Suppose x > 0,
F(x)
that the joint probability density function for (A, V) is
{;- eleswhere.

+
fix
(a) Determine its probability density function.
elsewhere. (b) Determine the probability that the life span of such
a component will 70 hours.
(a) Compute the probability that neither line is busy
more than half the time. Pairs of pants are being produced by a particu-
(b) Find the probability that the first line is busy more lar outlet facility. The pants are by a group
than 75% of time. of 10 workers. The workers inspect pairs of pants taken
randomly from the production Each inspector is
3.67 Let the number of phone calls received by a assigned a number from 1 through 10. A buyer selects
switchboard during a 5-minute interval be a random a pair of pants for purchase. Let the random variable
variable X with probability function X be the inspector number.
(a) Give a reasonable probability mass function for X.
for x= (b) Plot the cumulative distribution function for X.

(a) Determine the probability that X equals 0, 1, 2, 3, 3.73 The shelf life of a product is a random variable
4, 5, and 6. that is related to consumer acceptance. It turns out
that the shelf life Y in days of a certain type of bakery
(b) Graph the probability function for these val-
product has a density function
ues x.
(c) Determine the cumulative distribution function for 0 < y < oc,
these values of X. fiv) elsewhere.
Review Exercises 105

What fraction of the of this stocked to- (c) is the probability that component propor-
day would you to be sellable 3 days from now? tions produce the results < 0.2 and > 0.5?
(d) Give the distribution
Passenger congestion is a service problem in air-
ports. Trains are installed within the airport to reduce
the With the use of the train, the time X 3.78 Consider the situation of Review Exercise 3.77.
that it takes in to travel from the main termi- But suppose the joint distribution of the two propor-
nal to a particular concourse has density function tions is given by

0< <
0 < x
X2 < < 1,
fix) elsewhere.
here.
(a) Give the marginal distribution of the pro-
(a) Show the pdf above is a valid density function. portion and verify that it is valid density func-
(b) Find the probability that the time it takes a pas- tion.
senger to travel from the main terminal to the con- (b) What is the probability that proportion is less
course will not exceed 7 minutes. than 0.5 given that is 0.7?

3.75 in the batch of final product of a 3.79 Consider the random variables X and Y that
chemical process often reflect a serious problem. From represent the number of vehicles that arrive at 2 sep-
considerable plant data gathered, it is known that the arate street corners during a certain period.
proportion Y of impurities in a batch has a density These street corners arc fairly close together so it is im-
function given by portant that traffic engineers deal with them jointly if
necessary. The joint distribution of X and Y is known
0 < y < 1, to be
elsewhere.
-
(a) Verify that the above is a valid density function. -
for x = and y =
(b) A batch is not sellable and then not-
acceptable if the percentage of impurities exceeds (a) Are the two random variables X and Y indepen-
60%. With the current quality of the process, what dent? Explain why or why not.
is the percentage of batches that are not accept- (b) What is the probability that during the time pe-
able? riod in question less than 4 vehicles arrive at the
two street corners?
3.76 The time Z in minutes between calls to an elec-
trical supply system has the probability density func- The behavior of series of components play a huge
tion role in scientific and engineering reliability problems.
The reliability of the entire system is certainly no bet-
0 < z < oo, ter than the weakest component in the series. In a
elsewhere. series system, the components operate independently
of each other. In a particular system containing three
(a) What is the probability that there are no calls components the probability of meeting specification for
within a 20-minute time interval? components 1, 2, and 3, respectively, are 0.99, and
0.92. What is the probability that the entire system
(b) What is the probability that the first call comes
works?
within 10 minutes of opening?
3.81 Another type of system that is employed en-
A chemical system that results from a chemical gineering work is a group of parallel components or a
reaction has two important components among others parallel system. In this more conservative approach,
in a blend. The joint distribution describing the pro- the probability that the system operates is larger than
portion and of these two components is given the probability that any component operates. The sys-
by tem fails only when systems fail. Consider a situa-
tion in which there are 4 independent components in a
,, /2, 0 < < < 1, parallel system with probability of operation given by
(0, elsewhere. Component 1: 0.95; Component 2: 0.94:
(a) Give the marginal distribution of Component 3: 0.90; Component 4:
(b) Give the marginal distribution of What is the probability that the system does not fail?
106 Chapter S Random Variables and Probability Distributions

3.82 Consider a system of components in which does have a redundancy built in such that it does not
five components, each of which fail if 3 out of the 5 components are operational. What
an operational probability of 0.92. system is the probability that the total system is operational?

3.5 Potential Misconceptions and Hazards;

Relationship to Material in Other Chapters
In future chapters it will become apparent that probability distributions represent
the: structure through which probabilities that are computed aid in the evalua-
tion and understanding of a process. For example, in Review Exercise 3.67, the
probability distribution that quantifies the probability of a heavy load during cer-
tain time periods can be very useful in planning for any changes in the system.
Review Exercise 3.71 describes a scenario in which the life span of an electronic:
component is studied. Knowledge of the probability structure for the component
will contribute significantly toward an understanding of the reliability of a large
system of which the component is a part. In addition, an understanding of the
general nature of probability distributions will enhance the understanding of the
concept of a P-value which was introduced briefly in Chapter 1 and will play a
major role: beginning in Chapter 10 and extending throughout the balance of the
text.
Chapters 4, 5, and 6 depend heavily on the material in this chapter. In Chapter
4 we discuss the meaning of p a r a m e t e r s in probability distributions.
These important parameters quantify notions of central t e n d e n c y variabil-
ity in a system. In fact, knowledge of these quantities themselves, quite apart
from the complete distribution, can provide into the nature of the system.
Chapters 5 and 6 will deal with engineering, biological, or general scientific scenar-
ios identify special types of For example, the structure of the
probability function in Review Exercise 3.67 will easily be identified under certain
assumptions discussed in Chapter 5. The same holds for the scenario of Review
Exercise 3.71. This is a special type of t i m e to failure problem for which the
probability density function will be Chapter 6.
As far as potential hazards with the use of material in this chapter, the
ing" to the reader is not to read more into the material than is evident. The
general nature of the probability distribution for a specific scientific: phenomenon
is not obvious from what is learned in this chapter. The purpose of this chapter is
to learn how to manipulate a probability distribution, not to learn how to identify
a specific type. Chapters 5 and 6 go a long way toward identification to
general nature of the scientific system.
Chapter 3

Random Variables and Probability

Distributions
3.1 Discrete; continuous; continuous; discrete; discrete; continuous.

3.2 A table of sample space and assigned values of the random variable is shown next.

Sample Space x
NNN 0
NNB 1
NBN 1
BNN 1
NBB 2
BNB 2
BBN 2
BBB 3

3.3 A table of sample space and assigned values of the random variable is shown next.

Sample Space w
HHH 3
HHT 1
HT H 1
T HH 1
HT T 1
T HT 1
TTH 1
TTT 3

3.4 S = {HHH, T HHH, HT HHH, T T HHH, T T T HHH, HT T HHH, T HT HHH,

HHT HHH, . . . }; The sample space is discrete containing as many elements as there
are positive integers.

29
30 Chapter 3 Random Variables and Probability Distributions

3
c(x2 + 4) = 30c.
P
3.5 (a) c = 1/30 since 1 =
x=0
(b) c = 1/10 since
2            
X 2 3 2 3 2 3 2 3
1= c =c + + = 10c.
x=0
x 3x 0 3 1 2 2 1

R 
20000 10000 
3.6 (a) P (X > 200) = 200 (x+100)3
dx = (x+100)2 
= 19 .
200
R 120 120
20000 10000  1000
(b) P (80 < X < 200) = 80 (x+100)3
dx = (x+100)2 = 9801
= 0.1020.
80

R1 R 1.2 1  1.2
x2  x2
3.7 (a) P (X < 1.2) = x dx +(2 x) dx = + 2x  = 0.68.

0 1 2  2
0 1
R1 1
2
(b) P (0.5 < X < 1) = 0.5 x dx = x2  = 0.375.
0.5

3.8 Referring to the sample space in Exercise 3.3 and making use of the fact that P (H) =
2/3 and P (T ) = 1/3, we have
P (W = 3) = P (T T T ) = (1/3)3 = 1/27;
P (W = 1) = P (HT T ) + P (T HT ) + P (T T H) = 3(2/3)(1/3)2 = 2/9;
P (W = 1) = P (HHT ) + P (HT H) + P (T HH) = 3(2/3)2(1/3) = 2/9;
P (W = 3) = P (HHH) = (2/3)3 = 8/27;
The probability distribution for W is then

w 3 1 1 3
P (W = w) 1/27 2/9 2/9 8/27
1
R12(x+2) (x+2)2 
3.9 (a) P (0 < X < 1) = 0 5
dx = 5
= 1.

0
2 1/2
R 1/2 
2(x+2)
(b) P (1/4 < X < 1/2) = 1/4 5
dx = (x+2)
5  = 19/80.
1/4

3.10 The die can land in 6 different ways each with probability 1/6. Therefore, f (x) = 16 ,
for x = 1, 2, . . . , 6.
3.11 We can select x defective sets from 2, and 3 x good sets from 5 in x2 3x

5

ways. A
7


random selection of 3 from 7 sets can be made in 3 ways. Therefore,
2

5

x 3x
f (x) = 7

, x = 0, 1, 2.
3

In tabular form

x 0 1 2
f (x) 2/7 4/7 1/7
Solutions for Exercises in Chapter 3 31

The following is a probability histogram:

4/7

3/7
f(x)

2/7

1/7

1 2 3
x

3.12 (a) P (T = 5) = F (5) F (4) = 3/4 1/2 = 1/4.

(b) P (T > 3) = 1 F (3) = 1 1/2 = 1/2.
(c) P (1.4 < T < 6) = F (6) F (1.4) = 3/4 1/4 = 1/2.

3.13 The c.d.f. of X is

0, for x < 0,

0.41, for 0 x < 1,





0.78, for 1 x < 2,
F (x) =


0.94, for 2 x < 3,
0.99, for 3 x < 4,





1, for x 4.

3.14 (a) P (X < 0.2) = F (0.2) = 1 e1.6 = 0.7981;

R 0.2 0.2
(b) f (x) = F (x) = 8e8x . Therefore, P (X < 0.2) = 8 0
e8x dx = e8x |0 =
0.7981.

3.15 The c.d.f. of X is

0, for x < 0,

2/7, for 0 x < 1,
F (x) =


6/7, for 1 x < 2,
1, for x 2.

(a) P (X = 1) = P (X 1) P (X 0) = 6/7 2/7 = 4/7;

(b) P (0 < X 2) = P (X 2) P (X 0) = 1 2/7 = 5/7.
32 Chapter 3 Random Variables and Probability Distributions

3.16 A graph of the c.d.f. is shown next.

1
6/7
5/7

F(x)
4/7
3/7
2/7
1/7

0 1 2
x

R3 3
3.17 (a) Area = (1/2) dx = x2 1 = 1.
1
R 2.5 2.5
(b) P (2 < X < 2.5) 2 (1/2) dx = x2 2 = 14 .
R 1.6 1.6
(c) P (X 1.6) = 1 (1/2) dx = x2 1 = 0.3.
4
R42(1+x) (1+x)2 
3.18 (a) P (X < 4) = 2 27
dx = = 16/27.
27 
2
4
R4 2(1+x) (1+x)2 
(b) P (3 X < 4) = 3 27
dx = 27  = 1/3.
3
Rx
3.19 F (x) = 1 (1/2) dt = x1
2
,
1.5 1
P (2 < X < 2.5) = F (2.5) F (2) = 2
2
= 14 .
Rx  x
3.20 F (x) = 2
27 2
(1 + t) dt = 2
27
t+ t2 
2 
= (x+4)(x2)
27
,
2
(8)(2)
P (3 X < 4) = F (4) F (3) = 27
(7)(1)
27
= 13 .
R1 1
3.21 (a) 1 = k x dx = 2k
0 3
x3/2 0 = 2k
3
. Therefore, k = 32 .
Rx x
(b) F (x) = 32 0 t dt = t3/2 0 = x3/2 .
P (0.3 < X < 0.6) = F (0.6) F (0.3) = (0.6)3/2 (0.3)3/2 = 0.3004.

3.22 Denote by X the number of spades int he three draws. Let S and N stand for a spade
and not a spade, respectively. Then
P (X = 0) = P (NNN) = (39/52)(38/51)(37/50) = 703/1700,
P (X = 1) = P (SNN) + P (NSN) + P (NNS) = 3(13/52)(39/51)(38/50) = 741/1700,
P (X = 3) = P (SSS) = (13/52)(12/51)(11/50) = 11/850, and
P (X = 2) = 1 703/1700 741/1700 11/850 = 117/850.
The probability mass function for X is then

x 0 1 2 3
f (x) 703/1700 741/1700 117/850 11/850
Solutions for Exercises in Chapter 3 33

3.23 The c.d.f. of X is

0, for w < 3,

1/27, for 3 w < 1,



F (x) = 7/27, for 1 w < 1,

19/27, for 1 w < 3,





1, for w 3,

(a) P (W > 0 = 1 P (W 0) = 1 7/27 = 20/27.

(b) P (1 W < 3) = F (2) F (3) = 19/27 1/27 = 2/3.

3.24 There are 10

4
ways of selecting any 4 CDs from 10. We can select x jazz CDs from 5
and 4 x from the remaining CDs in x5 4x

5

ways. Hence

5 5



x 4x
f (x) = 10

, x = 0, 1, 2, 3, 4.
4

3.25 Let T be the total value of the three coins. Let D and N stand for a dime and nickel,
respectively. Since we are selecting without replacement, the sample space containing
elements for which t = 20, 25, and 30 cents corresponding to the selecting of 2 nickels
(2)(4)
and 1 dime, 1 nickel and 2 dimes, and 3 dimes. Therefore, P (T = 20) = 2 6 1 = 15 ,
(3 )
(21)(42)
P (T = 25) = 6 = 35 ,
(3)
(43)
P (T = 30) = 6 = 15 ,
(3)
and the probability distribution in tabular form is

t 20 25 30
P (T = t) 1/5 3/5 1/5

As a probability histogram
3/5

2/5
f(x)

1/5

20 25 30
x
34 Chapter 3 Random Variables and Probability Distributions

3.26 Denote by X the number of green balls in the three draws. Let G and B stand for the
colors of green and black, respectively.

Simple Event x P (X = x)
BBB 0 (2/3)3 = 8/27
GBB 1 (1/3)(2/3)2 = 4/27
BGB 1 (1/3)(2/3)2 = 4/27
BBG 1 (1/3)(2/3)2 = 4/27
BGG 2 (1/3)2 (2/3) = 2/27
GBG 2 (1/3)2 (2/3) = 2/27
GGB 2 (1/3)2 (2/3) = 2/27
GGG 3 (1/3)3 = 1/27

The probability mass function for X is then

x 0 1 2 3
P (X = x) 8/27 4/9 2/9 1/27
Rx 1
3.27 (a) For x 0, F (x) = 0 2000 exp(t/2000) dt = exp(t/2000)|x0
= 1 exp(x/2000). So
(
0, x < 0,
F (x) =
1 exp(x/2000), x 0.

(b) P (X > 1000) = 1 F (1000) = 1 [1 exp(1000/2000)] = 0.6065.

(c) P (X < 2000) = F (2000) = 1 exp(2000/2000) = 0.6321.
R 26.25 26.25
3.28 (a) f (x) 0 and 23.75 52 dx = 25 t23.75 = 2.52.5
= 1.
R 24
(b) P (X < 24) = 23.75 25 dx = 25 (24 23.75) = 0.1.
R 26.25
(c) P (X > 26) = 26 25 dx = 25 (26.25 26) = 0.1. It is not extremely rare.
R 
3.29 (a) f (x) 0 and 1 3x4 dx = 3 x 3  = 1. So, this is a density function.
3 

1
R x 4
(b) For x 1, F (x) = 1 3t dt = 1 x3 . So,
(
0, x < 1,
F (x) = 3
1 x , x 1.

(c) P (X > 4) = 1 F (4) = 43 = 0.0156.

R1  1
2 x3  16 3
3.30 (a) 1 = k 1 (3 x ) dx = k 3x 3  = 3
k. So, k = 16
.
1
Solutions for Exercises in Chapter 3 35

3
Rx
x x3
(b) For 1 x < 1, F (x) = 16 1
(3 t2 ) dt = 3t 31 t3 1 = 1
2
+ 9
16
x 16
.

1
1 1
3
So, P X < 21 = 21 16 9 99


2
16 2 = 128 .
(c) P (|X| < 0.8) = P (X < 0.8) + P (X > 0.8) = F
(0.8) + 1 F (0.8)
= 1 + 2 16 0.8 + 16 0.8 12 + 16
1 9 1 3 9 1
0.83 = 0.164.


0.8 16
Ry
3.31 (a) For y 0, F (y) = 14 0 et/4 dy = 1 ey/4 . So, P (Y > 6) = e6/4 = 0.2231. This
probability certainly cannot be considered as unlikely.
(b) P (Y 1) = 1 e1/4 = 0.2212, which is not so small either.
R1 1
3.32 (a) f (y) 0 and 0 5(1 y)4 dy = (1 y)5 |0 = 1. So, this is a density function.
0.1
(b) P (Y < 0.1) = (1 y)5|0 = 1 (1 0.1)5 = 0.4095.
(c) P (Y > 0.5) = (1 0.5)5 = 0.03125.
R1
3.33 (a) Using integral by parts and setting 1 = k 0
y 4 (1 y)3 dy, we obtain k = 280.
(b) For 0 y < 1, F (y) = 56y 5 (1 Y )3 + 28y 6(1 y)2 + 8y 7(1 y) + y 8. So,
P (Y 0.5) = 0.3633.
(c) Using the cdf in (b), P (Y > 0.8) = 0.0563.

3.34 (a) The event Y = y means that among 5 selected, exactly y tubes meet the spec-
ification (M) and 5 y (M ) does not. The probability for one combination of
such a situation is (0.99)y (1 0.99)5y if we assume independence among the
5!
tubes. Since there are y!(5y)! permutations of getting y Ms and 5 y M s, the
probability of this event (Y = y) would be what it is specified in the problem.
(b) Three out of 5 is outside of specification means that Y = 2. P (Y = 2) = 9.8106
which is extremely small. So, the conjecture is false.
8 x
 0 1 8

e6 6x! = e6 60! + 61! + + 68! = 0.1528.
P
3.35 (a) P (X > 8) = 1 P (X 8) =
x=0
2
(b) P (X = 2) = e6 62!
= 0.0446.
Rx x
3.36 For 0 < x < 1, F (x) = 2 0 (1 t) dt = (1 t)2 |0 = 1 (1 x)2 .

(a) P (X 1/3) = 1 (1 1/3)2 = 5/9.

(b) P (X > 0.5) = (1 1/2)2 = 1/4.
P (0.5X<0.75) (10.5)2 (10.75)2
(c) P (X < 0.75 | X 0.5) = P (X0.5)
= (10.5)2
= 34 .
3 P
P 3 3 P
P 3
3.37 (a) f (x, y) = c xy = 36c = 1. Hence c = 1/36.
x=0 y=0 x=0 y=0
PP PP
(b) f (x, y) = c |x y| = 15c = 1. Hence c = 1/15.
x y x y

3.38 The joint probability distribution of (X, Y ) is

36 Chapter 3 Random Variables and Probability Distributions

x
f (x, y) 0 1 2 3
0 0 1/30 2/30 3/30
y 1 1/30 2/30 3/30 4/30
2 2/30 3/30 4/30 5/30

(a) P (X 2, Y = 1) = f (0, 1) + f (1, 1) + f (2, 1) = 1/30 + 2/30 + 3/30 = 1/5.

(b) P (X > 2, Y 1) = f (3, 0) + f (3, 1) = 3/30 + 4/30 = 7/30.

(c) P (X > Y ) = f (1, 0) + f (2, 0) + f (3, 0) + f (2, 1) + f (3, 1) + f (3, 2)

= 1/30 + 2/30 + 3/30 + 3/30 + 4/30 + 5/30 = 3/5.

(d) P (X + Y = 4) = f (2, 2) + f (3, 1) = 4/30 + 4/30 = 4/15.

3.39 (a) We can

select x
oranges from 3, y apples from 2, and 4 x y bananas from 3

in x3 y2 4xy
3
ways. A random selection of 4 pieces of fruit can be made in 84
ways. Therefore,
3 2


3

x y
f (x, y) =
4xy ,
8 x = 0, 1, 2, 3; y = 0, 1, 2; 1 x + y 4.
4

(b) P [(X, Y ) A] = P (X + Y 2) = f (1, 0) + f (2, 0) + f (0, 1) + f (1, 1) + f (0, 2)

= 3/70 + 9/70 + 2/70 + 18/70 + 3/70 = 1/2.
R1
3.40 (a) g(x) = 23 0 (x + 2y) dy = 32 (x + 1), for 0 x 1.
R1
(b) h(y) = 23 0 (x + 2y) dy = 13 (1 + 4y), for 0 y 1.
R 1/2
(c) P (X < 1/2) = 23 0 (x + 1) dx = 12 5
.
R 1/2 R 1/2y R 1/2 1

2 1
3.41 (a) P (X + Y 1/2) = 0 0
24xy dx dy = 12 0 2
y y dy = 16
.
R 1x 2
(b) g(x) = 0 24xy dy = 12x(1 x) , for 0 x < 1.
24xy 2y
(c) f (y|x) = 12x(1x)2
= ,
for 0 y 1 x.
(1x)2
R 1/8
Therefore, P (Y < 1/8 | X = 3/4) = 32 0 y dy = 1/4.
R
3.42 Since h(y) = ey 0 ex dx = ey , for y > 0, then f (x|y) = f (x, y)/h(y) = ex , for
R1
x > 0. So, P (0 < X < 1 | Y = 2) = 0 ex dx = 0.6321.
R 1/2 R 1/2 R 1/2
3.43 (a) P (0 X 1/2, 1/4 Y 1/2) = 0 1/4
4xy dy dx = 3/8 0
x dx = 3/64.
R1Ry R1 3
(b) P (X < Y ) = 0 0 4xy dx dy = 2 0 y dy = 1/2.
R 50 R 50 2 R R 50 2 
50 2
3.44 (a) 1 = k 30 30 (x + y ) dx dy = k(50 30) 30 x dx + 30 y dy = 392k
2
3
104 .
3
So, k = 392
104 .
Solutions for Exercises in Chapter 3 37

3
R 40 R 50
(b) P (30 X 40, 40 Y 50) = 392 104 30 40 (x2 + y 2) dy dx 
3 3
R 40 2 R 50 2 3 3 403 303 503 403 49
= 392 10 ( 30 x dx + 40 y dy) = 392 10 3
+ 3 = 196
.
3
R 40 R 40
(c) P (30 X 40, 30 Y 40) = 392 104 30 30 (x2 + y 2) dx dy
3
R 40 3 3 3
= 2 392 104(40 30) 30 x2 dx = 196 103 40 30
3
37
= 196 .
R 1/4 R 1/2x 1
3.45 P (X + Y > 1/2) = 1 P (X + Y < 1/2) = 1 0 x
dy dx
R 1/4  1

  1
1

y 1/4
=1 0 ln 2 x ln x dx = 1 + 2 x ln 2 x x ln x 0
= 1 + 41 ln 14 = 0.6534.

3.46 (a) From the column totals of Exercise 3.38, we have

x 0 1 2 3
g(x) 1/10 1/5 3/10 2/5

(b) From the row totals of Exercise 3.38, we have

y 0 1 2
h(y) 1/5 1/3 7/15
R1
3.47 (a) g(x) = 2 Rx dy = 2(1 x) for 0 < x < 1;
y
h(y) = 2 0 dx = 2y, for 0 < y < 1.
Since f (x, y) 6= g(x)h(y), X and Y are not independent.
(b) f (x|y) = f (x, y)/h(y) = 1/y, for 0 < x < y.
R 1/2
Therefore, P (1/4 < X < 1/2 | Y = 3/4) = 43 1/4 dx = 13 .

2
P
3.48 (a) g(2) = f (2, y) = f (2, 0) + f (2, 1) + f (2, 2) = 9/70 + 18/70 + 3/70 = 3/7. So,
y=0
f (y|2) = f (2, y)/g(2) = (7/3)f (2, y).
f (0|2) = (7/3)f (2, 0) = (7/3)(9/70) = 3/10, f (1|2) = 3/5 and f (2|2) = 1/10. In
tabular form,

y 0 1 2
f (y|2) 3/10 3/5 1/10

(b) P (Y = 0 | X = 2) = f (0|2) = 3/10.

x 1 2 3
3.49 (a)
g(x) 0.10 0.35 0.55
y 1 2 3
(b)
h(y) 0.20 0.50 0.30
0.2
(c) P (Y = 3 | X = 2) = 0.05+0.10+0.20
= 0.5714.
38 Chapter 3 Random Variables and Probability Distributions

x
f (x, y) 2 4 h(y)
1 0.10 0.15 0.25
3.50
y 3 0.20 0.30 0.50
5 0.10 0.15 0.25
g(x) 0.40 0.60
x 2 4
(a)
g(x) 0.40 0.60
y 1 3 5
(b)
h(y) 0.25 0.50 0.25
3.51 (a) Let X be the number of 4s and Y be the number of 5s. The sample space
consists of 36 elements each with probability 1/36 of the form (m, n) where
m is the outcome of the first roll of the die and n is the value obtained on
the second roll. The joint probability distribution f (x, y) is defined for x =
0, 1, 2 and y = 0, 1, 2 with 0 x + y 2. To find f (0, 1), for example,
consider the event A of obtaining zero 4s and one 5 in the 2 rolls. Then
A = {(1, 5), (2, 5), (3, 5), (6, 5), (5, 1), (5, 2), (5, 3), (5, 6)}, so f (0, 1) = 8/36 = 2/9.
In a like manner we find f (0, 0) = 16/36 = 4/9, f (0, 2) = 1/36, f (1, 0) = 2/9,
f (2, 0) = 1/36, and f (1, 1) = 1/18.
(b) P [(X, Y ) A] = P (2X + Y < 3) = f (0, 0) + f (0, 1) + f (0, 2) + f (1, 0) =
4/9 + 1/9 + 1/36 + 2/9 = 11/12.
3.52 A tabular form of the experiment can be established as,

Sample Space x y
HHH 3 3
HHT 2 1
HT H 2 1
T HH 2 1
HT T 1 1
T HT 1 1
TTH 1 1
TTT 0 3
So, the joint probability distribution is,

x
f (x, y) 0 1 2 3
3 1/8
y 1 3/8
1 3/8
3 1/8
Solutions for Exercises in Chapter 3 39

3.53 (a) If (x, y) represents the selection of x kings and y jacks in 3 draws, we must have
x = 0, 1, 2, 3; y = 0, 1, 2, 3; and 0 x + y 3. Therefore, (1, 2) represents the
selection of 1 king and 2 jacks which will occur with probability
4

4

1 6
f (1, 2) =
2 =
12 .
3
55

Proceeding in a similar fashion for the other possibilities, we arrive at the follow-
ing joint probability distribution:

x
f (x, y) 0 1 2 3
0 1/55 6/55 6/55 1/55
y 1 6/55 16/55 6/55
2 6/55 6/55
3 1/55

(b) P [(X, Y ) A] = P (X + Y 2) = 1 P (X + Y < 2) = 1 1/55 6/55 6/55 =

42/55.

3.54 (a) P (H) = 0.4, P (T ) = 0.6, and S = {HH, HT, T H, T T }. Let (W, Z) represent
a typical outcome of the experiment. The particular outcome (1, 0) indicating a
total of 1 head and no heads on the first toss corresponds to the event T H. There-
fore, f (1, 0) = P (W = 1, Z = 0) = P (T H) = P (T )P (H) = (0.6)(0.4) = 0.24.
Similar calculations for the outcomes (0, 0), (1, 1), and (2, 1) lead to the following
joint probability distribution:

w
f (w, z) 0 1 2
z 0 0.36 0.24
1 0.24 0.16

(b) Summing the columns, the marginal distribution of W is

w 0 1 2
g(w) 0.36 0.48 0.16

(c) Summing the rows, the marginal distribution of Z is

z 0 1
h(z) 0.60 0.40

(d) P (W 1) = f (1, 0) + f (1, 1) + f (2, 1) = 0.24 + 0.24 + 0.16 = 0.64.

40 Chapter 3 Random Variables and Probability Distributions

R4
3.55 g(x) = 81 2 (6 x y) dy = 3x4
, for 0 < x < 2.
f (x,y) 6xy
So, f (y|x) = g(x) = 2(3x) , for 2 < y < 4,
R3
and P (1 < Y < 3 | X = 1) = 14 2 (5 y) dy = 58 .

3.56 Since f (1, 1) 6= g(1)h(1), the variables are not independent.

3.57 X and Y are independent since f (x, y) = g(x)h(y) for all (x, y).
R 1y
3.58 (a) h(y) = 6 0 x dx = 3(1 y)2, for 0 < y < 1. Since f (x|y) = fh(y) (x,y) 2x
= (1y) 2 , for

0 < x < 1 y, involves the variable y, X and Y are not independent.

R 0.5
(b) P (X > 0.3 | Y = 0.5) = 8 0.3 x dx = 0.64.
R1R1R2 R1R1 R1
3.59 (a) 1 = k 0 0 0 xy 2 z dx dy dz = 2k 0 0 y 2z dy dz = 2k 3 0
z dz = k3 . So, k = 3.
R 1/4 R 1 R 2 2 R 1/4 R 1 2
(b) P X < 14 , Y > 12 , 1 < Z < 2 = 3 0 xy z dx dy dz = 92 0


1/2 1 1/2
y z dy dz
21
R 1/4 21
= 16 0
z dz = 512 .
R1 R1
3.60 g(x) = 4 0 xy dy = 2x, for 0 < x < 1; h(y) = 4 0 xy dx = 2y, for 0 < y < 1. Since
f (x, y) = g(x)h(y) for all (x, y), X and Y are independent.
3 50
R 50  
3.61 g(x) = k 30 (x2 + y 2 ) dy = k x2 y + y3  = k 20x2 + 98,000


3
, and
30
h(y) = k 20y 2 + 98,000


3
.
Since f (x, y) 6= g(x)h(y), X and Y are not independent.
R1
3.62 (a) g(y, z) = 94 0 xyz 2 dx = 92 yz 2 , for 0 < y < 1 and 0 < z < 3.
R3
(b) h(y) = 29 0 yz 2 dz = 2y, for 0 < y < 1.
R 2 R 1 R 1/2
(c) P 14 < X < 12 , Y > 31 , Z < 2 = 94 1 1/3 1/4 xyz 2 dx dy dz = 162 7


.

(d) Since f (x|y, z) = fg(y,z)

(x,y,z)
= 2x, for 0 < x < 1, P 0 < X < 21 | Y = 14 , Z = 2 =


R 1/2
2 0 x dx = 14 .
R 1x
3.63 g(x) = 24 0 xy dy = 12x(1 x)2 , for 0 < x < 1.
R1 R1 5
(a) P (X 0.5) = 12 0.5 x(1 x)2 dx = 0.5 (12x 24x2 + 12x3 ) dx = 16 = 0.3125.
R 1y
(b) h(y) = 24 0 xy dx = 12y(1 y)2 , for 0 < y < 1.
f (x,y) 24xy 2x
(c) f (x|y) = h(y)
= 12y(1y)2 = (1y) 2 , for 0 < x < 1 y.
R 1/8 R 1/8
< 18 | Y = 34 = 2x


So, P X 0 1/16
dx = 32 0
= 0.25.

x 1 3 5 7
3.64 (a)
f (x) 0.4 0.2 0.2 0.2
(b) P (4 < X 7) = P (X 7) P (X 4) = F (7) F (4) = 1 0.6 = 0.4.
Solutions for Exercises in Chapter 3 41
R 1
 1
R y(1+x)
3.65 (a) g(x) = 0 yey(1+x) dy = 1+x yey(1+x) 0 + 1+x 0
e dy
1 y(1+x) 

= (1+x)2 e 0
1
= (1+x) 2 , for x > 0.
R
h(y) = yey 0 eyx dx = ey eyx |0 = ey , for y > 0.
RR R R
(b) P (X 2, Y 2) = 2 2 yey(1+x) dx dy = 2 ey eyx |2 dy = 2 e3y dy

= 13 e3y 2 = 3e16 .
R 1/2 R 1/2 R 1/2  1/2
1 1 3 2 2 3 2 y3


3.66 (a) P X ,Y
= 0 (x + y ) dxdy = x y+ dx

2 2 0 2 2 0 3 
0
1/2
= 43 0 1
x2 + 12 1
R

dx = 16 .
1
(b) P X 34 = 32 3/4 x2 + 13 dx = 128 53

R

.

x 0 1 2 3 4 5 6
3.67 (a)
f (x) 0.1353 0.2707 0.2707 0.1804 0.0902 0.0361 0.0120
(b) A histogram is shown next.
0.3

0.2
f(x)

0.1

0.0

1 2 3 4 5 6 7
x

x 0 1 2 3 4 5 6
(c)
F (x) 0.1353 0.4060 0.6767 0.8571 0.9473 0.9834 0.9954
R1
3.68 (a) g(x) = 0 (x + y) dy = x + 12 , for 0 < x < 1, and h(y) = y + 21 for 0 < y < 1.
R1 R1 R 1  x2 1
(b) P (X > 0.5, Y > 0.5) = 0.5 0.5 (x + y) dx dy = 0.5 2 + xy  dy

R1  0.5
= 0.5 12 + y 18 + y2 dy = 38 .




3.69 f (x) = x5 (0.1)x (1 0.1)5x , for x = 0, 1, 2, 3, 4, 5.

2
R 2 3xy
3xyy 2 /2 
3.70 (a) g(x) = 1 9
dy = 9  = x3 16 , for 1 < x < 3, and
R3 1
h(y) = 1 3xy 4 2


9
dx = 3
9
y, for 1 < y < 2.
(b) No, since g(x)h(y) 6= f (x, y).
R3  2 3
(c) P (X > 2) = 2 x3 16 dx = x6 x6  = 23 .


2
42 Chapter 3 Random Variables and Probability Distributions

d 1 x/50
3.71 (a) f (x) = dx
F (x) = 50
e , for x > 0.
(b) P (X > 70) = 1 P (X 70) = 1 F (70) = 1 (1 e70/50 ) = 0.2466.
1
3.72 (a) f (x) = 10
, for x = 1, 2, . . . , 10.
(b) A c.d.f. plot is shown next.

1.0
0.9
0.8
0.7
0.6
F(x)

0.5
0.4
0.3
0.2
0.1
0
1 2 3 4 5 6 7 8 9 10
x

1
R
3.73 P (X 3) = ey/2 = e3/2 = 0.2231.
2 3
R 10 1
3.74 (a) f (x) 0 and 0 10 dx = 1. This is a continuous uniform distribution.
1
R 7
(b) P (X 7) = 10 0
dx = 0.7.
10 1
R1 R1 
3.75 (a) f (y) 0 and 0 f (y) dy = 10 0 (1 y)9 dy = 10 10
(1 y) 0
= 1.
R1 1
(b) P (Y > 0.6) = 0.6 f (y) dy = (1 y)10 |0.6 = (1 0.6)10 = 0.0001.
z/10 
1
R z/10 
3.76 (a) P (Z > 20) = 10 20
e dz = e 20
= e20/10 = 0.1353.
10
(b) P (Z 10) = ez/10 0 = 1 e10/10 = 0.6321.
R1
3.77 (a) g(x1 ) = x1
2 dx2 = 2(1 x1 ), for 0 < x1 < 1.
R x2
(b) h(x2 ) = 0 2 dx1 = 2x2 , for 0 < x2 < 1.
R 1 R 0.2
(c) P (X1 < 0.2, X2 > 0, 5) = 0.5 0 2 dx1 dx2 = 2(1 0.5)(0.2 0) = 0.2.
f (x1 ,x2 ) 2 1
(d) fX1 |X2 (x1 |x2 ) = h(x2 )
= 2x2
= x2
, for 0 < x1 < x2 .
Rx
3.78 (a) fX1 (x1 ) = 0 1 6x2 dx2 = 3x21 , for 0 < x1 < 1. Apparently, fX1 (x1 ) 0 and
R1 R1
f (x1 ) dx1 = 0 3x21 dx1 = 1. So, fX1 (x1 ) is a density function.
0 X1
f (x1 ,x2 ) 6x2
(b) fX2 |X1 (x2 |x1 ) = = 2 xx22 , for 0 < x2 < x1 .
fX1 (x1 )
= 3x21
R1 0.5
So, P (X2 < 0.5 | X1 = 0.7) = 0.72 2 0 x2 dx2 = 25 49
.
Solutions for Exercises in Chapter 3 43

9 1 9 1
= 34 41x , for x = 0, 1, 2, . . . ; similarly, h(y) = 43 41y ,
P
3.79 (a) g(x) = (16)4y 4x
= (16)4y 11/4
x=0
for y = 0, 1, 2, . . . . Since f (x, y) = g(x)h(y), X and Y are independent.
(b) P (X + Y < 4) = f (0, 0) + f (0, 1) + f (0, 2) + f (0, 3) + f (1, 0) + f (1, 1) + f (1, 2)

+
9 1 1 1 1 1 1 1 1 1
f (2, 0) + f (2, 1) +
f (3, 0) = 16 1 + 4 + 42 + 43 + 4 + 42 + 43 + r2 + 43 + 43 =
9
16
1 + 24 + 432 + 443 = 63 64
.

3.80 P (the system works) = P (all components work) = (0.95)(0.99)(0.92) = 0.86526.

3.81 P (the system does not fail) = P (at least one of the components works)
= 1 P (all components fail) = 1 (1 0.95)(1 0.94)(1 0.90)(1 0.97) = 0.999991.

3.82 Denote by X the number of components (out of 5) work.

Then, P
(the system is operational) = P (X 3) = P
(X = 3) + P (X = 4) + P (X =
5) = 3 (0.92) (1 0.92) + 4 (0.92)4 (1 0.92) + 55 (0.92)5 = 0.9955.
5 3 2 5