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Exercises 117

Exercises

4.1 The probability distribution of X, the number of 0.1. Ignoring all other partial losses, what premium
imperfections per 10 meters of a synthetic fabric in con- should the insurance company charge each year to re-
tinuous rolls of uniform width, is given in Exercise 3.13 alize an average profit of $500?
on page 92 as
x 0 1 2 3 4 4.10 Two tire-quality experts examine stacks of tires
f (x) 0.41 0.37 0.16 0.05 0.01 and assign a quality rating to each tire on a 3-point
Find the average number of imperfections per 10 me- scale. Let X denote the rating given by expert A and
ters of this fabric. Y denote the rating given by B. The following table
gives the joint distribution for X and Y .
4.2 The probability distribution of the discrete ran- y
dom variable X is f (x, y) 1 2 3
     1 0.10 0.05 0.02
x 3−x
3 1 3
f (x) = , x = 0, 1, 2, 3. x 2 0.10 0.35 0.05
x 4 4 3 0.03 0.10 0.20
Find the mean of X. Find μX and μY .

4.3 Find the mean of the random variable T repre- 4.11 The density function of coded measurements of
senting the total of the three coins in Exercise 3.25 on the pitch diameter of threads of a fitting is
page 93. 
4
2 , 0 < x < 1,
4.4 A coin is biased such that a head is three times f (x) = π(1+x )
0, elsewhere.
as likely to occur as a tail. Find the expected number
of tails when this coin is tossed twice. Find the expected value of X.
4.5 In a gambling game, a woman is paid $3 if she
4.12 If a dealer’s profit, in units of $5000, on a new
draws a jack or a queen and $5 if she draws a king or
automobile can be looked upon as a random variable
an ace from an ordinary deck of 52 playing cards. If
X having the density function
she draws any other card, she loses. How much should
she pay to play if the game is fair? 
2(1 − x), 0 < x < 1,
f (x) =
4.6 An attendant at a car wash is paid according to 0, elsewhere,
the number of cars that pass through. Suppose the
find the average profit per automobile.
probabilities are 1/12, 1/12, 1/4, 1/4, 1/6, and 1/6,
respectively, that the attendant receives $7, $9, $11,
4.13 The density function of the continuous random
$13, $15, or $17 between 4:00 P.M. and 5:00 P.M. on
variable X, the total number of hours, in units of 100
any sunny Friday. Find the attendant’s expected earn-
hours, that a family runs a vacuum cleaner over a pe-
ings for this particular period.
riod of one year, is given in Exercise 3.7 on page 92
as
4.7 By investing in a particular stock, a person can
make a profit in one year of $4000 with probability 0.3 ⎧
⎨x, 0 < x < 1,
or take a loss of $1000 with probability 0.7. What is f (x) = 2 − x, 1 ≤ x < 2,
this person’s expected gain? ⎩
0, elsewhere.
4.8 Suppose that an antique jewelry dealer is inter-
Find the average number of hours per year that families
ested in purchasing a gold necklace for which the prob-
run their vacuum cleaners.
abilities are 0.22, 0.36, 0.28, and 0.14, respectively, that
she will be able to sell it for a profit of $250, sell it for 4.14 Find the proportion X of individuals who can be
a profit of $150, break even, or sell it for a loss of $150. expected to respond to a certain mail-order solicitation
What is her expected profit? if X has the density function

4.9 A private pilot wishes to insure his airplane for 2(x+2)
, 0 < x < 1,
$200,000. The insurance company estimates that a to- f (x) = 5
tal loss will occur with probability 0.002, a 50% loss 0, elsewhere.
with probability 0.01, and a 25% loss with probability
 / /

118 Chapter 4 Mathematical Expectation

4.15 Assume that two random variables (X, Y ) are 4.22 The hospitalization period, in days, for patients
uniformly distributed on a circle with radius a. Then following treatment for a certain type of kidney disor-
the joint probability density function is der is a random variable Y = X + 4, where X has the
 1 density function
, x 2 + y 2 ≤ a2 ,
f (x, y) = πa2 
0, otherwise. 32
, x > 0,
(x+4)3
f (x) =
Find μX , the expected value of X. 0, elsewhere.

4.16 Suppose that you are inspecting a lot of 1000 Find the average number of days that a person is hos-
light bulbs, among which 20 are defectives. You choose pitalized following treatment for this disorder.
two light bulbs randomly from the lot without replace-
ment. Let 4.23 Suppose that X and Y have the following joint

1, if the 1st light bulb is defective, probability function:
X1 =
0, otherwise, x
 f (x, y) 2 4
1, if the 2nd light bulb is defective, 1 0.10 0.15
X2 =
0, otherwise. y 3 0.20 0.30
5 0.10 0.15
Find the probability that at least one light bulb chosen
is defective. [Hint: Compute P (X1 + X2 = 1).] (a) Find the expected value of g(X, Y ) = XY 2 .
(b) Find μX and μY .
4.17 Let X be a random variable with the following
probability distribution:
4.24 Referring to the random variables whose joint
x −3 6 9 probability distribution is given in Exercise 3.39 on
f (x) 1/6 1/2 1/3 page 105,
Find μg(X) , where g(X) = (2X + 1)2 . (a) find E(X 2 Y − 2XY );
(b) find μX − μY .
4.18 Find the expected value of the random variable
g(X) = X 2 , where X has the probability distribution
of Exercise 4.2. 4.25 Referring to the random variables whose joint
probability distribution is given in Exercise 3.51 on
4.19 A large industrial firm purchases several new page 106, find the mean for the total number of jacks
word processors at the end of each year, the exact num- and kings when 3 cards are drawn without replacement
ber depending on the frequency of repairs in the previ- from the 12 face cards of an ordinary deck of 52 playing
ous year. Suppose that the number of word processors, cards.
X, purchased each year has the following probability
distribution: 4.26 Let X and Y be random variables with joint
density function
x 0 1 2 3
f (x) 1/10 3/10 2/5 1/5 
4xy, 0 < x, y < 1,
If the cost of the desired model is $1200 per unit and f (x, y) =
0, elsewhere.
at the end of the year a refund of 50X 2 dollars will be
issued, how much can this firm expect to spend on new √
word processors during this year? Find the expected value of Z = X 2 + Y 2.

4.20 A continuous random variable X has the density 4.27 In Exercise 3.27 on page 93, a density function
function is given for the time to failure of an important compo-
 −x nent of a DVD player. Find the mean number of hours
e , x > 0, to failure of the component and thus the DVD player.
f (x) =
0, elsewhere.
4.28 Consider the information in Exercise 3.28 on
Find the expected value of g(X) = e2X/3 . page 93. The problem deals with the weight in ounces
of the product in a cereal box, with
4.21 What is the dealer’s average profit per auto-
mobile if the profit on each automobile is given by 2
, 23.75 ≤ x ≤ 26.25,
g(X) = X 2 , where X is a random variable having the f (x) = 5

density function of Exercise 4.12? 0, elsewhere.

4.2 Variance and Covariance of Random Variables 119

(a) Plot the density function. What is the population mean of the times to repair?
(b) Compute the expected value, or mean weight, in
ounces. 4.31 Consider Exercise 3.32 on page 94.
(c) Are you surprised at your answer in (b)? Explain (a) What is the mean proportion of the budget allo-
why or why not. cated to environmental and pollution control?
(b) What is the probability that a company selected
4.29 Exercise 3.29 on page 93 dealt with an impor- at random will have allocated to environmental
tant particle size distribution characterized by and pollution control a proportion that exceeds the
 −4 population mean given in (a)?
3x , x > 1,
f (x) =
0, elsewhere. 4.32 In Exercise 3.13 on page 92, the distribution of
the number of imperfections per 10 meters of synthetic
(a) Plot the density function. fabric is given by
(b) Give the mean particle size. x 0 1 2 3 4
f(x) 0.41 0.37 0.16 0.05 0.01
4.30 In Exercise 3.31 on page 94, the distribution of (a) Plot the probability function.
times before a major repair of a washing machine was
given as (b) Find the expected number of imperfections,
E(X) = μ.
 1 −y/4
e , y ≥ 0, (c) Find E(X 2 ).
f (y) = 4
0, elsewhere.

4.2 Variance and Covariance of Random Variables

The mean, or expected value, of a random variable X is of special importance in
statistics because it describes where the probability distribution is centered. By
itself, however, the mean does not give an adequate description of the shape of the
distribution. We also need to characterize the variability in the distribution. In
Figure 4.1, we have the histograms of two discrete probability distributions that
have the same mean, μ = 2, but differ considerably in variability, or the dispersion
of their observations about the mean.

x x
1 2 3 0 1 2 3 4
(a) (b)

Figure 4.1: Distributions with equal means and unequal dispersions.

The most important measure of variability of a random variable X is obtained

by applying Theorem 4.1 with g(X) = (X − μ)2 . The quantity is referred to as
the variance of the random variable X or the variance of the probability