Chapter 3 Random Variables and Probability Distributions

Exercises
3.1 Classify the following random variables as discrete or continuous:

X: the number of automobile accidents per year

in Virginia.

3.7 The total number of hours, measured in units of

100 hours, that a family runs a vacuum cleaner over a
period of one year is a continuous random variable X
that has the density function

Y: the length of time to play 18 holes of golf.

x,

the amount of milk produced yearly by a particular

1,
1 < x < 2,
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.

the weight of grain produced per acre.

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 random variable X representing the number of automobiles purchased by the agency with paint blemishes.
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
of W.
a value
3.4 A coin is flipped until 3 heads in succession occur. 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 following 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.
Find the probability that a bottle of this medicine will
have a shell life of
(a) at least 200 days;
(b) anywhere from 80 to 120 days.

(a) less than 120 hours;

(b) between 50 and 100 hours,

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
0,

0<x<l,
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 defective sets. A hotel makes a random purchase of; 3
of the sets. If x is the number of defective sets purchased by the hotel, find the probability distribution
of X. Express the results graphically as a probability
histogram.
firm offers its customers munici3.12 An
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 selected bond, is,

t< 1,
F(t) =

1 < t < 3,
3< t <5,
5 <

t>7,

t < 7,

Exercises
find
(a)P(T =
(b) P(T > 3);
(c) P(1.4 < T

89
3.21

Consider the density

<

X < 1,

elsewhere.

< 6).

3.13 The probability distribution of A, the number

of imperfections per 10 meters of a synthetic fabric in
continuous rolls of uniform width, is given by
3
4
0
0.41
0.16 0.05 0.01
Construct the cumulative distribution function of X.
3.14 The waiting time, in hours, between successive
speeders spotted by a radar unit is a continuous randistribution function
dom variable with

x < 0,
x > 0.
Find the probability of waiting less than 12
between successive speeders
(a) using the cumulative distribution function of
(b) using the probability density function of

X;

3.15 Find the cumulative distribution function of the

random variable X representing the number of defectives 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 assume 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 assume values between x = 2 and x = 5 has a density
= 2(1 +
Find
function given by
(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).

(a) Evaluate k.
(b)
F(x) and use it to evaluate
P(0.3 <

X < 0.6).

3.22 Three cards are drawn in succession from a deck

without replacement. Find the probability distribution
for the number of spades.
3.23 Find the cumulative distribution function of the
find
random variable W in Exercise 3.8. Using
(a) P(W > 0);
(b) P ( - l < W < 3 ) .
Find the probability distribution for the number
of jazz CDs when 4 CDs are selected at random from
a collection consisting of 5 jazz CDs, 2 classical CDs,
and 3 rock CDs. Express your results by means of a
formula.
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 graphically 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
for the number of green
the probability
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 allowed the determination of the density function that
describes the probability structure for the
(in

Chapter 3

90

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 actually occur?

Random

Variables and Probability

(a) Critics would certainly consider the product a bargain 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.
fuel is the
3.29 An important factor in solid
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 statisticians 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
/(

x) { 0.fc(3

x2),

- 1 < < 1,
elsewhere.

f(x) a valid density func(a) Determine k that

tion.
(b) Find the probability that a random error in measurement 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 characterized by the probability density function

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 environmental 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?
probability that at most 50% of the firms
(b) Find
make a profit in the first year.
(c) Find the probability
at least 80% of the firms
make a profit in the first year.
are produced from an auto3.34 Magnetron
mated assembly line. A sampling plan is used periodically 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 numis given
ber out of 5 that meet length
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
above
and 3 are outside specifications. Use
either to
or refute the conjecture that the
probability is 0.99 that a single tube meets
cations
3.35 Suppose it is known from large amounts of historical data that X, the
of cars that arrive at
a specific intersection during a 20 second time period,
is characterized by the following discrete probability
function
x = 0,1.2,....
/(x) =
(a) Find the probability that in a specific
time period, more than 8 cars arrive at the inter-

3.4

section.
that only 2 cars
, ,

.
.,
assignment, the equipment
working, the density function of the observed outcome,
X is

2(1 x), 0 <

x < 1,

(a) Calculate
< 1/3).
(b) What is the probability that X will exceed 0.5?
(c) Given that X > 0.5, what is the probability that
X will be less than 0.75?

Joint Probability Distributions

Our study of random variables and their probability distributions in the preceding 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 simultaneous 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 outor we might be interested in the hardness H and tensile strength T
comes (p,
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 threedimensional 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.
repeated observations are binary in n a t u r e (e.g., "defective or
When
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. Ex3.34 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
with some underlying theory concerning their use.
many of these
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 parameters 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 following functions represent joint probability distributions
of the random variables A" and Y:
(a) f(x, y) cxy, for x = 1, 2, 3; y = 1,
(b) f(x,
= c\x - y\, for
=
y
3.38 If the joint probability distribution of
is given by

f(x, y)

,..

o, 1,

X and Y

y = (1, 1, 2,

find
(a) P(X

by {(x,y)

3.40 A privately owned liquor store operates both a

drive-in facility and a walk-in facility. On a randomly
selected day, let
and
respectively, be the proportions of the time that the drive-in and walk-in facilities
density function
are in use, and suppose that the
of these random variables is

+ 2y),

1, 0 < y < 1,
elsewhere.

<2,Y = 1);
(b) P(X > 2,Y < 1);
(c) P(X > Y);
(d) P(X + Y = 4).

(a) Find the marginal density of X.

(b) Find the marginal density of Y.
(c) Find the probability that the drive-in facility is
busy less than one-half of the time.

3.39 From a sack of fruit containing 3 oranges, 2 apples, and 3 bananas, a random
of 4 pieces of
fruit is selected. If X is the number of oranges
Y
is the number of apples in the sample:, find
(a) the joint probability distribution of A' and
(b) P[(X, Y) .4], where A is the region that is given

distributes boxes of choco3.41 A candy

lates with a mixture of creams, toffees, and cordials.
Suppose
the weight of each box is 1 kilogram, but
the individual weights of the creams, toffees, and cordials vary from box to box. For a
selected
box, let X and Y represent the weights of the creams
and the toffees, respectively, and suppose
the joint

Chapter 3

102
density

of these variables is

Random

Variables and Probability Distributions

so that they range between 0 and 1. Suppose that

and Y have the joint density

< 1,
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,

1 0,
Find

elsewhere.

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 during 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

elsewhere.
findP(0<X<

\Y = 2).

elsewhere.

3.43 Let X denote the reaction time, in seconds, to

a certain stimulus and Y denote the temperature
at which a certain reaction starts to take place. Suppose that two random variables X and Y have the joint
density
1,
elsewhere.
Find
(a) P(0
(b) P(X

X <
<Y).

<1,

and

2 );

(a) Determine if X and Y are independent.

(b) Find P ( l / 4 < X < 1/2 | Y = 3/4).
3.48 Referring to Exercise 3.39, find
(a) f(y\2) for all values of y;
(b) P(Y
0 | X = 2).
3.49 Let X denote the number of times a certain numerical control machine will malfunction: 1, 2, or 3
times on any given day. Let Y denote the number of
times a technician is called on an emergency call. Their
joint probability distribution is given as

3.44 Each rear tire on an experimental airplane is

supposed to be filled to a pressure of 40 pound per
square inch (psi). Let X denote the actual air pressure
for the right tire and Y denote the actual air pressure
for the left tire. Suppose that X and Y are random
variables with the joint density
30 <
< 50;
30 < y < 50,
elsewhere.
(a) Find k.
(b)
P(30 < X < 40 and 40 < Y < 50).
(c) Find the probability that both tires are underfilled.
3.45 Let X denote the diameter of an armored electric cable and
denote the diameter of the ceramic
mold that makes the cable. Both X and Y are scaled

1
3
2
0.05 0.05
1
0.1
0.05
0.35
0.1
y
0
0.2
0.1
3
(a) Evaluate the marginal distribution of
(b) Evaluate the marginal distribution of
(c) Find P(Y = 3 | X =
Suppose that X and
probability distribution:

f(x,y)

Y have the following joint

x

4
0.15
0.30
0.15
(a) Find the marginal distribution of A.
(b) Find the marginal distribution of Y.

Review

Exercises

103

3.51 Consider an experiment that consists of 2 rolls

of a balanced die. If X is the number of 4s and Y is
the number of
obtained in the 2 rolls of the die, find
and
(a) the joint probability distribution of
(b) P[(X, Y)
where A is the region {(x,y) \ 2x +
<
3.52 Let X denote the: number of heads and Y the
of heads minus the number of tails when 3
coins are tossed. Find the joint probability distribution of X and
3.53 Three cards are drawn without
from the 12 face cards (jacks, queens, and kings) of
an ordinary deck of 52 playing cards. Let X be the
number of kings selected and Y the number of jacks.
Find
(a) the joint probability distribution of X and Y;
(b) P[(X,Y) e
where A is the region given by

{(x,y)

\x + y>2}.

3.54 A coin is tossed twice.

Z denote the number
of heads on the first toss and W the total number of
heads on the 2 tosses. If the coin is unbalanced and a
head has a 40% chance of occurring, find
(a) the
probability distribution of W and Z;
(b) the marginal distribution of
(c) the marginal distribution of Z;
the probability that at least 1 head occurs.

3.57 Determine whether the two random variables of

Exercise 3.50 are dependent or independent.

find P ( l <

0 < x < 1, 0 <

elsewhere.

y)

(a) Show that X and

(b) Find P(X > 0.3 |
3.59 Let X,
sity function

z)
(a) Find
(b)

y< 1

are not independent.

Y = 0.5).

Y, and Z have the joint probability den-

0,'

1;
elsewhere.

z <2,

0<

k.

3.61 Determine whether the two random variables of

Exercise 3.44 are
or
3.62 The joint probability density function of the ranvariables X,
and Z is
1; 0<
0
elsewhere.

z < 3,

Find
(a) the joint marginal density function of
(b) the marginal density of Y;

elsewhere,

Y<3 | X =

3.56 Determine whether the two random variables of

Exercise 3.49 are dependent or independent.

x,

3.60 Determine whether the two random variables of

Exercise 3.43 are dependent or independent.

3.55 Given the joint density function

f(x, y)

function of the random vari-

3.58 The joint

ables X and Y is

(c)

Y and Z:

KZ<2);

= i, 2 = 2).

Review Exercises
3.63 A tobacco company produces blends of tobacco
with each blend containing various proportions of
Turkish, domestic, and other tobaccos. The proportions of Turkish and domestic in a blend are random
variables with joint density function (X = Turkish and
Y = domestic)
0 <
< 1:
elsewhere.

x+

< 1,

(a) Find the probability that in a given box the Turkish

tobacco accounts for over half the blend.
(b) Find the marginal density function for the proportion of the domestic tobacco.
(c) Find the probability that the proportion of Turkish tobacco is less than 1/8 if it is known that the
blend contains 3/4 domestic tobacco.
3.64 An insurance company offers its policyholders a

Chapter 3 Random. Variables and Probability Distributions

104

number of different premium payment options. For a

randomly selected policyholder, let X be the number of
months between successive payments. The cumulative
distribution function of X is

F(x) = {

0,
0.4,
0.6,
0.8,
1.0,

if 1 < x < 3,
if 3 < x < 5,
if 5 < x < 7,
if x > 7.

(a) What is the probability mass function of

(b) Compute P(4 < X < 7).

X?

x + y,

3.66 A service facility operates with two service lines.

On a randomly selected day, let X be the proportion of
time that the first line is in use whereas Y is the proportion of time that the second line is in use. Suppose
that the joint probability density function for (A, V) is
+
elsewhere.

(a) Compute the probability that neither line is busy

more than half the time.
(b) Find the probability that the first line is busy more
than 75% of
time.
3.67 Let the number of phone calls received by a
switchboard during a 5-minute interval be a random
variable X with probability function
for

x=

(a) Determine the probability that X equals 0, 1, 2, 3,

4, 5, and 6.
function for these val(b) Graph the probability
ues
x.
(c) Determine the cumulative distribution function for
these values of X.

X and Y with

0 < x,y < 1,

elsewhere.

X and

3.69 An industrial process manufactures items that

can be classified as either defective or not defective.
The probability that an item is defective is 0.1. An
experiment is conducted in which 5 items are drawn
randomly from the process. Let the random variable X
be the number of defectives in this sample of 5. What
is the probability mass function of X?
3.70 Consider the following joint probability
function of the random variables X and Y:
1 < x < 3,
elsewhere.

f{x,y)

0,

(a) Give the marginal density functions for both random variables.
(b) What is the probability that both components will
exceed 2 hours?

fix

fix, y)

(a) Find the marginal distributions of

(b)
>0.5).

3.65 Two electronic components of a missile system

work in harmony for the success of the total system.
Let X and Y denote the life in hours of the two components. The joint density of X and Y is

-{

3.68 Consider the random variables

joint density function

<

y < 2,

(a) Find the marginal density functions of

(b) Are X and Y independent?
(c) Find P(X > 2).

X and Y.

3.71 The life span in hours of an electrical component is a random variable with cumulative distribution
function

F(x)

{;-

x > 0,
eleswhere.

(a) Determine its probability density function.

(b) Determine the probability that the life span of such
70 hours.
a component will
Pairs of pants are being produced by a particular outlet facility. The pants are
by a group
of 10 workers. The workers inspect pairs of pants taken
Each inspector is
randomly from the production
assigned a number from 1 through 10. A buyer selects
a pair of pants for purchase. Let the random variable
X be the inspector number.
(a) Give a reasonable probability mass function for X.
(b) Plot the cumulative distribution function for X.

3.73 The shelf life of a product is a random variable

that is related to consumer acceptance. It turns out
that the shelf life Y in days of a certain type of bakery
product has a density function

fiv)

0 < y < oc,

elsewhere.

Review

Exercises

105

What fraction of the

day would you

of this
stocked toto be sellable 3 days from now?

Passenger congestion is a service problem in airports. Trains are installed within the airport to reduce
the
With the use of the train, the time X
that it takes in
to travel from the main terminal to a particular concourse has density function

is the probability that component propor< 0.2 and

> 0.5?
tions produce the results
distribution
(d) Give the
3.78 Consider the situation of Review Exercise 3.77.
But suppose the joint distribution of the two proportions is given by
0 <

0<
<
elsewhere.

fix)

the pdf above is a valid density function.

(a) Show
(b) Find the probability that the time it takes a passenger to travel from the main terminal to the concourse will not exceed 7 minutes.
in the batch of final product of a
3.75
chemical process often reflect a serious problem. From
considerable plant data gathered, it is known that the
proportion Y of impurities in a batch has a density
function given by
0 < y < 1,
elsewhere.
(a) Verify that the above is a valid density function.
(b) A batch is
not sellable and then notacceptable if the percentage of impurities exceeds
60%. With the current quality of the process, what
is the percentage of batches that are not acceptable?
3.76 The time Z in minutes between calls to an electrical supply system has the probability density function
0 < z < oo,
elsewhere.
(a) What is the probability that there are no calls
within a 20-minute time interval?
(b) What is the probability that the first call comes
within 10 minutes of opening?
A chemical system that results from a chemical
reaction has two important components among others
in a blend. The joint distribution describing the proportion
and
of these two components is given
by
,,

(c)

/2,

(0,

0 <
<
elsewhere.

(a) Give the marginal distribution of

(b) Give the marginal distribution of

< 1,

X2

<

<

1,

here.

of the pro(a) Give the marginal distribution

portion
and verify that it is valid density function.
(b) What is the probability that proportion
is less
is 0.7?
than 0.5 given that
3.79 Consider the random variables X and Y that
represent the number of vehicles that arrive at 2 sepperiod.
arate street corners during a certain
These street corners arc fairly close together so it is important that traffic engineers deal with them jointly if
necessary. The joint distribution of X and Y is known
to be

for x =
and y =
(a) Are the two random variables X and Y independent? Explain why or why not.
(b) What is the probability that during the time period in question less than 4 vehicles arrive at the
two street corners?
The behavior of series of components play a huge
role in scientific and engineering reliability problems.
The reliability of the entire system is certainly no better than the weakest component in the series. In a
series system, the components operate independently
of each other. In a particular system containing three
components the probability of meeting specification for
components 1, 2, and 3, respectively, are
0.99, and
0.92. What is the probability that the entire system
works?
3.81 Another type of system that is employed
engineering work is a group of parallel components or a
parallel system. In this more conservative approach,
the probability that the system operates is larger than
the probability that any component operates. The system fails only when
systems fail. Consider a situation in which there are 4 independent components in a
parallel system with probability of operation given by
Component 1: 0.95;
Component 3: 0.90;

Component 2: 0.94:
Component 4:

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 evaluation and understanding of a process. For example, in Review Exercise 3.67, the
probability distribution that quantifies the probability of a heavy load during certain 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
p a r a m e t e r s in probability distributions.
4 we discuss the meaning of
These important parameters quantify notions of central t e n d e n c y
variability 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 scenaridentify special types of
For example, the structure of the
ios
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
to
a specific type. Chapters 5 and 6 go a long way toward identification
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
NNN
NNB
NBN
BNN
NBB
BNB
BBN
BBB

x
0
1
1
1
2
2
2
3

3.3 A table of sample space and assigned values of the random variable is shown next.
Sample Space
HHH
HHT
HT H
T HH
HT T
T HT
TTH
TTT

w
3
1
1
1
1
1
1
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

3.5 (a) c = 1/30 since 1 =

3
P

c(x2 + 4) = 30c.

x=0

(b) c = 1/10 since

 

        
2
X
2
3
2 3
2 3
2 3
1=
c
=c
+
+
= 10c.
x 3x
0 3
1 2
2 1
x=0
3.6 (a) P (X > 200) =

20000
200 (x+100)3

(b) P (80 < X < 200) =

3.7 (a) P (X < 1.2) =

R1

R 120

R 1.2

1
x2 
2 
0

(2 x) dx =
1
R1
2
(b) P (0.5 < X < 1) = 0.5 x dx = x2  = 0.375.
0

x dx +

= 19 .
120
10000 
=
dx = (x+100)
2

dx =

20000
(x+100)3

80


10000 
(x+100)2 
200

0.5

80

1000
9801


+ 2x

x2
2

= 0.1020.

1.2

 = 0.68.
1

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
3.9 (a) P (0 < X < 1) =

R1

2(x+2)
0
5

dx =

R 1/2

2(x+2)
5

(b) P (1/4 < X < 1/2) =

1/4

(x+2)2 

5

= 1.

2 1/2
dx = (x+2)
 = 19/80.
5
0

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.

5

3.11 We can select x defective sets from 2, and 3 x good sets from 5 in x2 3x
ways. A


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

5

2
f (x) =

In tabular form

3x


7
3

x
f (x)

x = 0, 1, 2.

0
1
2
2/7 4/7 1/7

31

Solutions for Exercises in Chapter 3

The following is a probability histogram:

4/7

f(x)

3/7

2/7

1/7

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

0,

0.41,

0.78,
F (x) =

0.94,

0.99,

1,

is
for
for
for
for
for
for

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

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

(b) f (x) = F (x) = 8e8x . Therefore, P (X < 0.2) = 8

0.7981.

3.15 The c.d.f. of X

0,

2/7,
F (x) =

6/7,

1,

R 0.2
0

is
for
for
for
for

0.2

e8x dx = e8x |0

x < 0,
0 x < 1,
1 x < 2,
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

F(x)

5/7
4/7
3/7
2/7
1/7
0

3
(1/2) dx = x2 1 = 1.
2.5
R 2.5
(b) P (2 < X < 2.5) 2 (1/2) dx = x2 2 = 14 .
1.6
R 1.6
(c) P (X 1.6) = 1 (1/2) dx = x2 1 = 0.3.

3.17 (a) Area =

R3
1

3.18 (a) P (X < 4) =

R4

2(1+x)
27
2

(b) P (3 X < 4) =
Rx

R4
3

dx =

2(1+x)
27

(1+x)2 
27 

= 16/27.
4
(1+x)2 
dx = 27  = 1/3.

3.19 F (x) = 1 (1/2) dt = x1

,
2
P (2 < X < 2.5) = F (2.5) F (2) =
3.20 F (x) =

2
27

Rx

(1 + t) dt =
2

2
27

t+

P (3 X < 4) = F (4) F (3) =

R1

1.5
2

1
2

= 14 .

x
t2 
= (x+4)(x2)
,
2 
27
2
(8)(2)
(7)(1)
= 13 .
27
27

1
x dx = 2k
x3/2 0 = 2k
. Therefore, k = 32 .
3
3
x
Rx
(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.

3.21 (a) 1 = k

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
f (x)

0
1
2
3
703/1700 741/1700 117/850 11/850

33

Solutions for Exercises in Chapter 3

3.23 The c.d.f. of X is

0,

1/27,
F (x) = 7/27,

19/27,

1,

for
for
for
for
for

w < 3,
3 w < 1,
1 w < 1,
1 w < 3,
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
ways of selecting any 4 CDs from 10. We can select x jazz CDs from 5
4

5

ways. Hence
and 4 x from the remaining CDs in x5 4x
f (x) =

5
x

5
4x


10
4

x = 0, 1, 2, 3, 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

f(x)

2/5

1/5

20

25
x

30

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
BBB
GBB
BGB
BBG
BGG
GBG
GGB
GGG

P (X = x)
(2/3)3 = 8/27
(1/3)(2/3)2 = 4/27
(1/3)(2/3)2 = 4/27
(1/3)(2/3)2 = 4/27
(1/3)2 (2/3) = 2/27
(1/3)2 (2/3) = 2/27
(1/3)2 (2/3) = 2/27
(1/3)3 = 1/27

x
0
1
1
1
2
2
2
3

The probability mass function for X is then

x
P (X = x)

0
1
2
3
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.

26.25
R 26.25
3.28 (a) f (x) 0 and 23.75 52 dx = 25 t23.75 = 2.5
= 1.
2.5
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 
3.29 (a) f (x) 0 and 1 3x4 dx = 3 x 3  = 1. So, this is a density function.
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.

1

R1
x3 
2
3.30 (a) 1 = k 1 (3 x ) dx = k 3x 3  =
1

16
k.
3

So, k =

3
.
16

35

Solutions for Exercises in Chapter 3

Rx

x
3
(b) For 1 x < 1, F (x) = 16
(3 t2 ) dt = 3t 31 t3 1 =
1



1
1 1
3
9
99
So, P X < 21 = 21 16
.
16 2 = 128
2

1
2

9
x
16

x3
.
16

(c) P (|X| < 0.8) = P (X < 0.8)

+ P (X > 0.8) = F
(0.8) + 1 F (0.8)


9
1
9
1
1
3
0.8 16
0.83 = 0.164.
= 1 + 2 16 0.8 + 16 0.8 12 + 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.

3.33 (a) Using integral by parts and setting 1 = k

R1
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 specification (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!
permutations of getting y Ms and 5 y M s, the
tubes. Since there are y!(5y)!
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.
 0

8
P
x
1
8
3.35 (a) P (X > 8) = 1 P (X 8) =
e6 6x! = e6 60! + 61! + + 68! = 0.1528.
x=0

(b) P (X = 2) =

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.

(c) P (X < 0.75 | X 0.5) =
3.37 (a)

3 P
3
P

f (x, y) = c

x=0 y=0

(b)

PP
x

f (x, y) = c

3 P
3
P

P (0.5X<0.75)
P (X0.5)

(10.5)2 (10.75)2
(10.5)2

= 34 .

xy = 36c = 1. Hence c = 1/36.

x=0 y=0

PP
x

|x y| = 15c = 1. Hence c = 1/15.

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



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


3

3 2
f (x, y) =

4xy ,

8
4

x = 0, 1, 2, 3;

y = 0, 1, 2;

1 x + y 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
5
(c) P (X < 1/2) = 23 0 (x + 1) dx = 12
.

R 1/2 R 1/2y
R 1/2
3.41 (a) P (X + Y 1/2) = 0
24xy
dx
dy
=
12
0
0
R 1x
2
(b) g(x) = 0 24xy dy = 12x(1 x) , for 0 x < 1.
(c) f (y|x) =

24xy
12x(1x)2

1
2

2

y dy =

1
.
16

2y
,
(1x)2

for 0 y 1 x.
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
4xy
dy
dx
=
3/8
x dx = 3/64.
1/4
0
R1Ry
R1 3
(b) P (X < Y ) = 0 0 4xy dx dy = 2 0 y dy = 1/2.
R
R 50 R 50 2
R 50 2 
50 2
2
3.44 (a) 1 = k 30 30 (x + y ) dx dy = k(50 30) 30 x dx + 30 y dy = 392k
104 .
3
So, k =

3
392

104 .

37

Solutions for Exercises in Chapter 3

R 40 R 50
3
(b) P (30 X 40, 40 Y 50) = 392
104 30 40 (x2 + y 2) dy dx

R 50 2
R 40 2
3
3
503 403
3
3 403 303
= 392 10 ( 30 x dx + 40 y dy) = 392 10
+ 3
=
3
R 40 R 40
3
(c) P (30 X 40, 30 Y 40) = 392
104 30 30 (x2 + y 2) dx dy
R 40
3
3
3
3
37
= 2 392
104(40 30) 30 x2 dx = 196
103 40 30
= 196
.
3

49
.
196

R 1/4 R 1/2x 1
dy dx
3.45 P (X + Y > 1/2) = 1 P (X + Y < 1/2) = 1 0
x



 1



y
1/4
R 1/4 
1
1
=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 .
3.48 (a) g(2) =

2
P

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.
3.49 (a)
(b)

x
g(x)

1
2
3
0.10 0.35 0.55

y
1
2
3
h(y) 0.20 0.50 0.30

(c) P (Y = 3 | X = 2) =

0.2
0.05+0.10+0.20

= 0.5714.

38

Chapter 3 Random Variables and Probability Distributions

x
3.50

f (x, y)
1
3
5
g(x)

2
0.10
0.20
0.10
0.40

4
h(y)
0.15 0.25
0.30 0.50
0.15 0.25
0.60

(a)

x
g(x)

(b)

y
1
3
5
h(y) 0.25 0.50 0.25

2
4
0.40 0.60

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
HHH
HHT
HT H
T HH
HT T
T HT
TTH
TTT

x
3
2
2
2
1
1
1
0

y
3
1
1
1
1
1
1
3

So, the joint probability distribution is,

x
f (x, y) 0
1
2
3
3 1/8
1
3/8
1
3/8
1/8
3

39

Solutions for Exercises in Chapter 3

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
f (1, 2) =

4
1

4

2 =

12
3

6
.
55

Proceeding in a similar fashion for the other possibilities, we arrive at the following joint probability distribution:
x

f (x, y)
0
1
2
3

0
1
2
3
1/55 6/55 6/55 1/55
6/55 16/55 6/55
6/55 6/55
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. Therefore, 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
0
0.36 0.24
1
0.24 0.16

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

0
1
2
w
g(w) 0.36 0.48 0.16
(c) Summing the rows, the marginal distribution of Z is
z
h(z)

0
1
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 = 3x
, for 0 < x < 2.
4
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
(x,y)
2x
3.58 (a) h(y) = 6 0 x dx = 3(1 y)2, for 0 < y < 1. Since f (x|y) = fh(y)
= (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
z dz = k3 . So, k = 3.
3 0


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
y z dy dz
1/2 1
1/2
R
1/4
21
21
= 16
z dz = 512
.
0
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.


R 50


3 50
3.61 g(x) = k 30 (x2 + y 2 ) dy = k x2 y + y3  = k 20x2 + 98,000
, and
3
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
7
(c) P 14 < X < 12 , Y > 31 , Z < 2 = 94 1 1/3 1/4 xyz 2 dx dy dz = 162
.


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

So, P X
3.64 (a)

x
f (x)

f (x,y)
24xy
= 12y(1y)
2
h(y)


< 18 | Y = 34 =

1
3
5
0.4 0.2 0.2

2x
= (1y)
2 , for 0 < x < 1 y.
R 1/8
R 1/8
2x
dx
=
32
= 0.25.
0
1/16
0

7
0.2

(b) P (4 < X 7) = P (X 7) P (X 4) = F (7) F (4) = 1 0.6 = 0.4.

41

Solutions for Exercises in Chapter 3


R
R y(1+x)
1
1
3.65 (a) g(x) = 0 yey(1+x) dy = 1+x
yey(1+x) 0 + 1+x
e
dy
0

1
y(1+x) 
= (1+x)2 e
0
1
= (1+x)
,
for
x
>
0.
2
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 .
1
,Y
2

1
2

3
2

R 1/2 R 1/2

3.66 (a) P X

= 0
(x + y ) dxdy =
0
R


1/2
1
1
x2 + 12
dx = 16
.
= 43 0




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

3.67 (a)

x
f (x)

3
2

R 1/2 
0

x y+

y3
3

1/2

dx

0

0
1
2
3
4
5
6
0.1353 0.2707 0.2707 0.1804 0.0902 0.0361 0.0120

(b) A histogram is shown next.

0.3

f(x)

0.2

0.1

0.0

x
F (x)

0
1
2
3
4
5
6
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.
1
R 1  x2
R1 R1

(b) P (X > 0.5, Y > 0.5) = 0.5 0.5 (x + y) dx dy = 0.5 2 + xy  dy
0.5




R1 
= 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
dy =
 = x3 16 , for 1 < x < 3, and
9
9
1
R3


4
2
h(y) = 1 3xy
dx
=

y,
for
1 < y < 2.
9
3
9
(c)

(b) No, since g(x)h(y) 6= f (x, y).

 2
3


R3

(c) P (X > 2) = 2 x3 16 dx = x6 x6  = 23 .
2

42

Chapter 3 Random Variables and Probability Distributions

3.71 (a) f (x) =

d
F (x)
dx

1 x/50
e
,
50

for x > 0.

(b) P (X > 70) = 1 P (X 70) = 1 F (70) = 1 (1 e70/50 ) = 0.2466.

3.72 (a) f (x) =

1
,
10

for x = 1, 2, . . . , 10.

(b) A c.d.f. plot is shown next.

1.0
0.9
0.8
0.7

F(x)

0.6
0.5
0.4
0.3
0.2
0.1
0
1

10

3.73 P (X 3) =

1
2

3.77 (a) g(x1 ) =

R1

ey/2 = e3/2 = 0.2231.

R 10 1
3.74 (a) f (x) 0 and 0 10
dx = 1. This is a continuous uniform distribution.
R
7
1
dx = 0.7.
(b) P (X 7) = 10
0

R1
R1
10 1
3.75 (a) f (y) 0 and 0 f (y) dy = 10 0 (1 y)9 dy = 10
(1

y)
= 1.
10
0
R1
1
(b) P (Y > 0.6) = 0.6 f (y) dy = (1 y)10 |0.6 = (1 0.6)10 = 0.0001.

R z/10
1
z/10 
3.76 (a) P (Z > 20) = 10
e
dz
=

e
= e20/10 = 0.1353.
20
20
10
(b) P (Z 10) = ez/10 0 = 1 e10/10 = 0.6321.
3

2 dx2 = 2(1 x1 ), for 0 < x1 < 1.

x1
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.

(d) fX1 |X2 (x1 |x2 ) =

f (x1 ,x2 )
h(x2 )

2
2x2

1
,
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 )
fX1 (x1 )

= 2 xx22 , for 0 < x2 < x1 .

R1 0.5
.
So, P (X2 < 0.5 | X1 = 0.7) = 0.72 2 0 x2 dx2 = 25
49

(b) fX2 |X1 (x2 |x1 ) =

6x2
3x21

43

Solutions for Exercises in Chapter 3

3.79 (a) g(x) =

9
(16)4y

x=0

1
4x

9
1
(16)4y 11/4

= 34 41x , for x = 0, 1, 2, . . . ; similarly, h(y) = 43 41y ,

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
1 + 24 + 432 + 443 = 63
.
16
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
is operational)
= P (X 3) = P
(X = 3) + P (X = 4) + P (X =

(the system


5
5
3
2
5) = 3 (0.92) (1 0.92) + 4 (0.92)4 (1 0.92) + 55 (0.92)5 = 0.9955.