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Probability Calculations and Integrals

This document contains examples of calculating probabilities for continuous random variables. Some key points: 1) Probabilities are calculated as areas under the probability density function between limits of integration. 2) Common distributions discussed include the exponential, normal, and uniform distributions. 3) Problems involve finding probabilities that a random variable is less than, greater than, or between two values. Both analytical solutions and using tables/software are demonstrated.

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Vinicius Torres
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© © All Rights Reserved
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0% found this document useful (0 votes)
119 views27 pages

Probability Calculations and Integrals

This document contains examples of calculating probabilities for continuous random variables. Some key points: 1) Probabilities are calculated as areas under the probability density function between limits of integration. 2) Common distributions discussed include the exponential, normal, and uniform distributions. 3) Problems involve finding probabilities that a random variable is less than, greater than, or between two values. Both analytical solutions and using tables/software are demonstrated.

Uploaded by

Vinicius Torres
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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CHAPTER<!

4·>. a) P(l <X)= Je- xdx = (- e- x)I"' = e-


00
1
1= 0.3679
I
2.
b) P(l < X < 2.5) = Je- xdx = (-e-x)~ -> =
15

I I
e- 1- e- 2-5 = 0.2858

c) P(X = 3) = Je- xdx = O


J

'J

0 P(x < X) = J,- xdx = (- e- x) x


00 11>0
= , - x = 0.1 0
X
T~.en.x =- ln(0 .1 0 ) = ~,3.

&l P(Xsx) = JX e- xdx = (- e- x) IX=l- e- x = O.lO


0 0
T~.en.x = -ln(0.9) = 0 .1054

4 ·:). a) P(X < 0) = J 0.5cosxdx = (0.5sinx)l


0 0
- -:r/ 2
= 0 - (- 0.5) = 0.5
- o/2

bl P(X < - -rrl 4) = J 0.5 cosxclx = (0.5sinx)l-"


- -:r/ 4

- ':r/2
/4
=- 0.3536 - (- 0.5) = 0. 1464
- -:r/ 2
<:r/4

c) P(- -rr I 4 < X < -rr 14) =


J
- -:r/4
0.5 cosxdx = (0.5 sin x) [. /4
<:r/ 4
= 0.3536 - (- 0.3536) = 0.7072

dl P(X > - -rr I 4) = J 0.5 cosxdx = (0.5sinx >I"


<:r/2 12

- -:r/ 4
= 0.5 - (- 0.3536) = 0.8536
- -:r/4

J 0. 5cosxdx = (0.5 sinx)lx


X

•l P(X < x) = = (0.5sinx) - (- 0.5) = 0.95


- ':r/2
- -:r/2
T~.en. sinx = O.<).and x = l .n (}.l) radians.
4 4
x x2 42 - "2
J
4·5- 8) P(X < 4) =
J A

'
- dx = - =
8 16
3
16
= 0.4375.~>=,..fx(xl=Oforxq

4 4
x x2 42 - 32
b) P(X< 4)=
J - dx = - =
' 8
'
16
3
16
= 0.437) bilca,..fx(xl=Oforx >;

5 x x2 [ 52 - 42
c) P(4<X<5) = J - dx = - = = 0.562 5
4 8 16 16
4.5 2 .5 2 2
4.5 - J-. -- 0.-IO'J 1
dl P(X< 4.5) = - dx = - =
38 163 J--
16
X X

sx J3.S,.- dx = x2[ + -x2 ;.> = 52 - 4.52 + '52


J.
- ,2
J = 0.5
•l P(X> 4.5)+P(X<3.5) =
J - d,- +
4.5 8 3 8 16 .5 16 J 16 16
4·7. a) l{o <X)=O,s.bys)mmetry.
I I
2 3
b) P(0.5<X) = J 1.5x dx = 0.5x 1 = 0.5 - 0.0625= 0.4375
0.5
0.5

cl P(- 0.5sXs0.5) = J 1.5x dx = 0. 5x


0.5

- 0.5
2 3
0.5
1
- 0.5
= 0.125

d) P(X < -:l)=O

e) P(X < o or X>- o,s) = 1

0 P(x <X) = JX
1.5x2 dx = 0.5x31
: = 0.5 - 0.5x 3 = 0.05
Theo.x = O:~.;s

4-9. 8) P(X >50) = J 1.0dx = b t


50.25 50.25
= 0.5
50
50.25 Sil.25
b) P(X>x) = 0.90 = J 2.0dx = 2xlx =1 00.5- 2x
X
Then,~= <)9.6andx = 49.8

4-11. a) P{X < 2.2,5 or X> 2.7.;) = P(X < ~.:!.5)- P{X > 2.7.;) boollnse the two t'\'ttll$ate mutuaJiyexclusiw:. n.en.
2.8
P(X < :l.2..j) = 0 and P(X > :L75) = J 2dx = 2{0 .05) = 0 .10
2.1 5
b) If the probabilityd-ensity function isoeotcri!dst :l,s.; mcters, thenfx(x) = :l for :l.3 < x < :l.Sandall rods "'ill meet specificatioll$.
4·l j. a) P(X < 2.8) = P{X s -2.8) bee!! use X iss cnntin.-ollS random variable.
Tr.en. P(X < ~.8) = A,i.S) = <U{~.S) = o..;6.
b) RX> 1-5) = 1-RX ~ 1-5) = l-O.i ( lS) = 0 .7
c) RX < -~) = Fx{-i) = o
d) IV<>6)=l-FX(6)=0

4·17. NowJ{x) = o.:; 006Xfot- rt/2 < x < st/~and

J 0. 5cos udu = (0.5sinx)lx


X

Fx (x) = = 0.5sinx + 0.5


- .;rf2
- .;rf2,

O,x 5 - 1T 12
Fx(x) = 0.5sin x + 0.5, - -rr / 2 5 x < -rr / 2 .
Tlten.
I , x ?.T. / 1

.,
0,x< J
, .2 - 9
' 3< x <5 .
foro< x.Th.en. 16 ' -
l,x > 5

JUly=2x -4.6
X

4·~l. Now.ftx)=2fori<.J<X < 2.8and F (x) =


2.3
for i,l < x < 2.8. TM:n.

0, ~· <~ 2.3

F (x ) = 2x -4.6, 2.3 s x <2.8.


1, 2.Ss x

RX > ~.7) = 1-FV<:;. i .7) = 1- R:2.7) = 1-0.8 = O.i becatse X is a continuous random \"ariable.
4·'3· F(>')- J
X

0
0.5xdx = 0.5x
2
2
[ = 0.25x 2 foro <x < , ,Thtn.

0. x<O

O<x<2.

I.

/(x)- 0.2. 0< .r< 4


4·:!;.
0.04. 4 < x< 9

H7. £(X)=
.J 0.25xdx = 0.25:
, .-2
0 - 0

I 4 I

4·29. £(X) = J1.5x dx 3


= 1.5 ·: -0
- 1 -1
I I
I"(X ) = JL5x (x - 0) dr =J.5J x 4dx
3 2

- 1 -1

= X;
1.5-
5
L I
= 0.6
8
3(8x - x2 ) x '- Jx ' ]
4-3 1. E (X) = 8 x
J0 dx = [- -- = (16 -1 2) - 0 = 4

l
256 32 1024 0

V(X) = J8 <x -4/>'(8 x- x2) dx = J8 - 3 x• +_:_


0 256
3 , I_ 2 _
- ~+ >X
0 2 56 16 16 2
rx

8
V(X)=[- Jx5 +Jx' _ 5x3 +3x2 ] = [ - 384+ 192 -1 60+ 48]= 3.2
. 1280 64 16 4 5
0

4-35. a) E(X) = !120 600 = 600 1n x 1120 =1 09.39


x-'-'-'-dx
x 2- 100
100

V(X) = J
100
(x -I 09.39)2 600 dx = 600J 1- 2(109.39) +(I 09.39)2 dx
x2 JOO x x2
120
= 600(x - 2 18.78 1n x -1 09.392x - 1) = 33 . 19
1100

00

• ·J7. •> E(X )= J x i Oe-iO(x- S)dx.

£(X) = - xe-IO(x- 5)
l
~
Joo
5
s
Using integNtion bypsrts "'ith tt = x aodd11 = 10e

+
5
-to(r-sl

, -IO(x- 5)dx = 5- e
I0
dx, we obtain
-IO{x- 5) r
5
= 5. 1.

Now, Jl (X) = J
«>
(x - 5. J)2 JOe-IO(x-
2
5) d\· , Using th.e integtationbyparts,-.itb 11 = (x-.;.1) and:dv = lOt-lO{X-s). \l.'tobtaio

V (X) = - (x -5 5. 1)2 e-lO(x - S) ·I"' + 2J


"" (x - 5. 1)e-IO(x- 5) dx. From tf!.cdefinitionof~X)theintegral abo\'t' istt."OOgni7.«i toequal o.
' 5 5
Therefore. V{X) = {5-.;.1) = 0 .01.

b) P(X > 5. 1) = J
06
I Oe-iO(x- 5)dx = - e -IO{x- 5)1
""

~I
= e -10{5.1-5) = 0.3679
5.I
4-39· a) E.OO = {- 1• l)/ 2 = o.
2
V(X) = (l - (-l)) 1/J,andox=O.;n
12
X I X
b) P(- x < X < x) = J - dt = 0.511 = 0.5(2x) = x
2 -x
-x
Therefo re. x slt.onld eqooJ o .90.

0, x < -1
F(x) = 0. 5x +0.5, -l ::; x< l
c)
I' I ~ x

4-41. a) TltedistributionofXisj(x) = u) for i'L9.S < x < 1.0.5. Noh·,

0, x <0.95

Fx(x) = I Ox - 9.5, 0.95~ x< 1.05

I' 1.05 ~ X

b) JV<>l.02) = 1- JV( Sl.02) = l- Fx(l.02) = 0~


<:) lt P(X > >:) = 0.91), th.eo 1- HX) = 0 .90 and F{X) = 0 .10. Th.erefo te,lOX- 9..; = 0 .10 and>: = 0.¢ .

(1.05- 0.95)2
d) E.{X) = (1.0.5 • 0.9.:;)/ 2 = l .OO and V(X) = = 0.00083
12
4-43. a) ThedistribntionofXisj(x) = 100 for o .~o.so < x < o.:Hso.Therefo re.

0, x <0.2050

F(x) = IOOx - 20.50, 0.2050~ x< 0.2 1 50.

I, 0.2 1 50 ~ x

b) RX > 0 .212.5) = l- 1\0.212.5) = l-l t00(0.2li.S)-20..;o J= 0 .2.5


<:) lfP(X > x) = 0 .10, then 1- ftX) = 0 .10 and F{X) = 0 .91). Therefore,lOOX - 20..;0 = 0.90 and>:= 0 .2140.
?
(0.2150- 0.2050t -6 •
d) E.{X)= (O.iO.SO -0.21.50)/ 2 =0.2.100¥tnandV( X)= ? =8j$Xl0 Jlffi
I_
4--45. (a) l.ct X be t~.etime (in minutes) bef\,·~narri\'<11 and 8:;}0 am.
I
j(x) = - . f or 0 s x!: 91).
90 X
SotlteCOFis}{x) = - .joJ'O ::x s 9Q.
90 •
(b) f;(X)=4.S.Var(X)=90 / 12- =67.5
(c) Thet'\l:nt isananh'al in f.t!.i! intervaJs 8:.:;0 -9:00am or <)::.oo -9:30am or 9:.50 - 10:00 sm so t~.at IJ!.e probability= j0/ 90 = 1/ :.}.
(d) Similarly, flt.e e\'ent is anarri\'<IJ in tl'.e iotervsls8:30 -8:40am or 9:00 - 9:10 sm or 9:30 -9:40am so that t~.o: probabili ty= :J0/ 90 = t/:.J.
4-47. {a) tet X be th.earrivaJ time(io mim:.tes)after 9:00am.

l'{X) =
(120 - ol =1200andax=.')4JJ4.
12
b) Wewomt to determine the probability the mess.sgeatri\'es inanyofth.c follo\.>o;ng inteNa!s:
9:05- 9:1.; amor 9:35- 9:45am o r 10:05- 10:1samor 10:35 -10:45 am. n-£prob3bilityofthise>.l:nt is40/l~O = t/ j..
c) We want todd ennine tfo.e probabilityt~.e mess.ageatri\'CS inanyoftf!.£ follo\.>oiQg. inter\'als:
9:15-9:30 amor 9:45- 10:00 a m or 10:15- tO:jO sm o r 10:4.;- u :oo a m. Tlt.e probability oftbis ~tisGoft'J.O = l/ 2

4-49. a) P('l < 1;.32) = 0 .91)6.;8


b) P{l < j .O) = 0 .9()86.;
<:) P{l > 145) = 1-0.92647 = O.Oi.J.5j.
d) P(Z >- 2.1.;) = p(Z < ~Ll.;) = 0 .9&$1!!
c) F(- :!,34 < z < 1.76) = P{l < 1.76)- P(Z> 1,34) = 0 .9.;116
4 -.;1. a ) P(Z< 1.28) = 0.90
b) P(Z < O) =O.S
c) (f P(Z > z) = 0 .1. then P(Z < z) = 0 :!)1) and z = 1.18

d) lfP(Z > 1.) = 0 .9. then P(Z < 1.) = 0 .10 andz = -1.28
d F(- 1.::!4 < Z < z) = P('L < z)- P('L < -1.::!4)
= P{Z < 7.) - 0.10749.
Th.erefore. P{Z < l) = o.B ... 0 .10749 = 0 .9Q749andt. = 1,33

4·.53· a ) PCX< l.))= P(Z < (lJ-10)/~)


= P(Z< 1.))
=0.9.)319
b) P(X>9)= >- P(X< 9)
= 1- P{l.-< (9-10)/1)
= 1- FfL< -o..;)
=0.69146.

cl P(6 <X<>4l = P
6-10
l <2< 14-10]
[ 2
= F(- 2<Z< 2)
= P('L< 2)- P(Z <- 2)1
= 0.9.;45

2-10 4-10]
dl P(' <X«l = P
[ 2 <2< 2
= P(-4 <Z< -J)
= 1'('/. < - j ) - I'V- < - 4)
= O.OOlj.!!
e) P(- 2<X<8) =P(X<8) -P(X < -2)

p[ 2 < 8 - 10]- P[ 2 < -2~ 10]


=

=P<Z<-l) -P(Z < -6)


2
= 0 .1.;866
4·55· a) I'(X< u) • P[z< I I~ 5 ]
• P(7. < J.,S)
•0.93319

b) I'()(>O)•P Z> -0- -5)


[ 4
• P(1. > .. u.s)
• l - P(7. <.. 1.2,$)
• •.89435
3-5 7- 5]
<) I'U<X<7l•
[ 4- <Z < -4-
P-
• P(-O.S < Z< O.S)
• P(1. < 0._11) .. fl(Z<- O,S)
• 0 ,18:192.

d) PH < X<9l • P
- 2- 5<Z<-
9--5]
[ 4 4
• N.- J.7.S <z< J)
• P("l. < 11 ... P(Z <- ,.,su
• o.Bcn:tB

'-5 8- 5)
t) P(><X<SI • P
[=-;--<Z< - 4-
• F(·0.15<Z<o.;s)
• m < o.:s)- P(Z < - o.;s)
• 0.$4674

6250100
- 6000]
4•57· •I P(X<6250)= P
[ Z<
• P(7. <1.S)
"" 0.993?9

b) P<.58oo <X (5900) = P


5800- 6000 < Z < .:.c:...:..:,-:7c:..:.~
5900- 6000]
[ I 00 100
• P(· 2<Z<-J)
•l'tZ<->)- PCl.<-2)
'"0.J3$Cn

<l P(X > X) • P Z> ·


[ ·-6000]
100
=0.95_,.,..,.,.... -··-6000
-:-::::-- • -1.65 andx=;S:ls
100
4'59- (a)14(2)•0.0218
(b) Lt1Xdmcy<U.6PH.
X- ~(129,14 )

RX <ton) • <.() 100-129 ] = 4><-1.07141 = o.ott;t6


[ 14
_,
{<:) <D (0.9,5)Jit14 •1:t9= 1,51.02:80
9.;9fiof 1~Al$UI"&trle& will be fini&I>.OO. with.io 152.02:8 mim:.tes.
(d) 1C)Q>>1!1:l.O:.t8ao Uw: w lumcot s~hs1!.rgcrics is \oerysmall (leu ih.nn,s9{.),
4~>1 . a) P(X > of>:l_) = P[z>-0.62-0.05--0.5]
-
=PfL > :.!4)
=l - ffL<24)
= 0 .0082

b) P(04 7 <X< 0 .6.)) = . P 0.4 7 - 0.5 < z < ..:..:


0..::63'-:---:-0..:..:
.5 ]
[ 0.05 0.05
= P(- 0 .6 < Z< 2.6)
= P(Z < 2.6) - P(Z < - 0 .6)
= 0 .99.;j4- 0 .21425

c) ~ «l = P(X < x) = P[z< x0.05


- 0.5 ] = 0.90.

Therefore. x - O.S = 1.28andx = o ..;64.


0.05

4-63. a ) If ~ > >') =0.99\).then P Z > 12 - '' ] = 0.999


[ 0. I
12 - JL
Tltcrefore. = - j .09 aod11 = l :l$09
0. I

b) lfP(X> » ) =0.99\).thco P Z > 12 - .u·] = 0.999


[ 0.05
Therefore.
12 - JL =- ;3.09aod;~ = 12.1545
0.05

4-65. a ) ~ > 70l = P l > 70 - 60]


[ 4
=l-W.< ::!..;)
= 1-0.99379 = O.OOM.l

b) ~qs)= P[z< 58 ~ 60]


= RZ<-O,s)
= 0.:)08538
c) 1.ooo.ooo h)1es·s bits/b)1e = s.ooo.ooo hits

8,000,000 bits
I33.33 secoods
60,000 bits/sec
4-67 l.etXdenote theheigJtt.
2
X - N(l4 1. 0 .01 )

<al P(X > 1.42) =I- P(X < 1.42) = 1- q,[ l .42 - 1.4 1]=I- q,(l) = 0. 1587
0.0 I
-I
{b) <I> ( 0 .0S) KO.Ol- 14l=l ,.l9$6

!cl
0.01 0.01
l
P(l .39 < X < I.43) = of>[ 1.43 - 1.4 I]- of>[ 1.39 - I.4 l = .P(2) - .P(- 2) = 0.9545
4.£>!). a) P!XqOOO) = p 5000 - 7000 ]
l < ==-,-=:.
[ 600
= P(Z < - .3..'.13) = 0 .0004,3

bl P!X>xl=0.9s.T~.cr.rou. P[z> x~~OOO] = 0 .95 and X 7000 =_ (.64


600
Cons.eqnently.x = 6016.

cl P(X > 7000)=


l
P [ Z > 7000 - 7000 = P(Z > 0) = 0.5
600
P(t.J!.r« laserso)X!toltingafter 7000 hours) = {l/'J } = 1j8

4-71. al P(X > 13) = P [Z > 13 -1 2] = P(Z > .2) = 0.0 22 75


0.5

b) lfP!Xo3)=o.m .w.eo P Z < 13-1 2] = 0.999


[ 0
Therefore.!/ a= .J.i>9aod =a 1/ .).09 = 0,3:24

c) II P!Xo3) =o.m .w.eo P


[Z < 13-p
, ]
0.)
= 0.999

nnefote,
13- .u =,3.09Sod,!l=ll455
0.5
4·7,3. From tho:sltapeoftft.e normal cut\'C the probability is maxim ius (or an intet\'al S)'lllmetricaixmt the mean.
Tttercl'orea = 2.1-5 witll probability= 0 .19']4. The standard a'e\iationdoes notaffect tt.ec~.oioe:of intm'l'l l.

4 ·15· a) P(X >lOO) = P Z> 100 - 50.9] = P(Z >l.9()4)=0.0::!48


[ 25

b) P(X < 2,5) = p Z < 25- 50.9] = P{"/. < - 1:0.}6) = 0 .1501
[ 25
-1
c) P(X > :.:) = o.o.;. tlten<l> {0:9,s)x~·.;0 .9 = 1.f*l9x2.5-50 .9 = 92.M1.)

4 ·77. a ) F..(X) = 200(04) = 80. V{X) = 200(04X0.6) = 48and0'X = .J48


Thco, P(X 570) ~ P[z570~80 ]= P(Z 5- 1.37) = 0.08 53

PrO < X<90) ~P [ f4iso <25 89.5-


70.5-
f4iso]= P(-I.J7<251.37)
,
b)

= 0.91466-0.08534= 0.8293

c)
Pr9.S < X 5 80.5)~ P[ 79~SO < Z < 80~80 ]= P(- 0.072 17 <2 5 0.072 17)
= 0.0575
4·79 z = X0)6;
- 64 X - 64 isapproxim.stelyN(O,l)
8

<•l P(X > 72) = 1- P(X ~ 72) = 1- P Z ~[ 72-64]


8
= 1-IV-~1) = 1-o.&u,l = o.1,s87
lfa oontinl!.ityoorrection '"ert:nsed tlt.t: fol!o,,;ng result is obtained.

P(X > 72) = P(X > 73) ~ P[z 2 73 - 0~5 - 64]


'"P(Z > 1.06) = 1- 0.855428 = 0. 1446

{b) o ,s
lfa oontinl!.ityoorrection '"ert:tl.SOO tlt.t: follo"'ing res-ult is obtained.

P(X < 64) = P(X < 63) ~ P[z ~ 63+ 0~ 5 - 64]= P(Z ~ - 0.06) = 0.4761

(c) K60 <X<68) =~<6S)-~s 60) = of>


[
68-S 64] -of> [60-64]
S
= ¢(O,s)-<li(-O,s) = O.j.8::!9
Ifa oontinliityoorro::tionwere us.ed the following re.sult is obtained.

P(60 < X< 68) = P(61~ X ~ 68)'" p[61- 0~5 - 64 < z < 68+ 0~5- 64]
~ P(- 0.44 < Z <0.56) = 0.3823

4-Bl. tct Xd~to: tt.e nu.mb.."t of poopl e ,,;t~.a disability in tlt.O!samp!e.


X - 81N(lOOO,O.l})3)
Z = X -1 000x0.193 X -1 93
J 193(1-0. 193) 12.4800
is approximately t\(0.1)

!al P(X > 200) = 1- P(X ~ 200) = 1- P(X ~ 200 + 0.5) = 1- .P[ 2005 -
193
]= 1- <!>(0.6) = 0.2743
12.48

!bl P(180< X < 300) = P(181<X ~ 299) = q,[ 299.5-1 93]- <I>[ 180.5 -1 93 ]
12.48 12.48

4-83. td X denote the number of original component$ that fail during tlt.e-..sefullifeof the prodnct. Then, X is a binomial random \"ariablewith p = 0 .001 and n = .:;ooo.

P(X > 10)'" P[z ?:: r-


Also. E.{X) = 5 MO {0.001) = 5 aod V( X) = 5000(0.001X0.999) = 4.99.;.

4.995
5
] = P(Z ?:: 2.01) = 1- P(Z < 2.01) = 1- 0.978 = 0.022
2 4 4
4-85. l.et Xd:eoote the: number of p.'lrticles in JO <'Jn ofdust. n.en. Xi.sa Poisson random variab!e,.,;tn A = tO{looo)-= to.ooo.Aiso, E.(X) =A= 10 and V(X) = i. = 10

P(X > 10000) = 1- P(X < 10000) ~ I- P[z ~ I OO~O- IOOOO]~ I- P(Z < 0)~ 0.5
I0000
If a oontinu.ityoorrection \,·en USi'd: tl:e follo,..-ing tf$u.J t isobtaiood.

P(X > 10000) = P(X ?:: I0001) ~ P [z > LOOOI~ O.S - 1OOOO]~ P(Z > 0) ~ 0.5
10000
4-87. l.d Xdeootet~.e rmmbcrofhits to a website. Tben.Xisa Poisson random \'ariablewitha mesnof ,\ = 10.000 hits perday.Aiso. E(X) = ..\ = 10.000 = V{X).

a)
P(X> 20000) = I- P(X ~ 20000)= I- P[ z ~ 20000 - IOOOO ]
0J10000
= I- P(Z ~ I00)"" I- I = 0
lf a oontinuityoorr-ection ,,·ere toed lite follo,-ring result is obtained.
. -
P(X> 20000) = P(X ?:: 2000 1)~ P[ Z ?:: 20000- 0.5 - IOOOO ]
.JI0000
= P(Z ?:: 99.995)"' I- I= 0

bl P(X <9900) = P(X ~ 9899) = P[z ~ 98 j- 1


OOOO = P(Z
10000
l ~ - 1.0 I) = 0. I 562
lfa oontin"ityoon-ectionwereoed the following result is obtained.

P(X < 9900) = P(X ~ 9899) ~ P[z < 9899 + O.S- 1O, OOO] "' P(Z?:: - 1.0 I) = 0. I 562
J10ooo
x - 10000 ] x - 10000
c) lf'P(X>x) =O.Ol.f.l!.enP
[Z > .J = O.OI.n.erdore. = 2.33aodx = lj.jOO.
10000 10000
d) let Xdeootethenu.mbetofh.its to a website. Tlten.Xisa Poisson r.aodom \'ariable,ritha of mean 10.000 per day. F..(X) =A= 10.000 aod V{X) = 10.000.

P(X > 10200) - P[z?:: 10200 - 1OOOO ]= P(Z ?:: 2) = I- P(Z < 2)
.J10ooo
= I- 0.9772 5 = 0.022 75
If a oontim<.ityoorrflction is USi'd we obtain tlt.e follo,'ling result

P(X > I0, 200) ~ P[z?:: 10•2j.5-1O, OOO] = P(Z ?:: 2.005) = I- P(Z < 2.005)
I0,000
that approximatelyeq-u.aJs the NS-dt '"if.l!.out the oontin~<.ityoorrtction.

n.e expected number of<f.ttys v.ith more tft..an u),200 hits is{O .O~J.;)•j6.; = 8JO dsys per ~~r
e) tct Y dmoto: tf!.e nu.mb.."t of days per )'e.'lr ,.,.;t~over lO,:iOO f!.its to a ,,·ebsite.
TJ!..en. Y is a binomial 101ndom \'ariablewith n = j6.;aod p = 0 .0~27.; .
E(\') = 8..}0 and V(Y) = j6.;{0 .01~7.;XO:l>77i.5 ) = 8.18

P(Y > I 5) ~ P[z > 15j-8·30 ]= P(Z ?:: 2.56) =I- P(Z < 2.56)
8.28
=I- 0.9948 = 0.0052
4-89. Witlt l O .,S~) O astJ!.ma incidents in children ina ::n-month period. th-en mean nu.mb.._r of incidents per month is t o.;o oj~l = .;oo. l.et Xdenotes Poisson modom\"ariablev.itha mean of .;~) 0
per month. Also. E(X) =A= .;oo = V(X).
a) Using a oontinu.ityoorrection. th.i!: follo,,ing ti$-dt is obtained.

P(X > 550) ~ P[ Z 2 550 +~ 500 l = P(Z > 2.2584) = 1- 0.9880 = 0.012

55
P(X > 550) = P[z 2 ~00 ]= P(Z 2 2.2361) = 1- P(Z <2.2361) = 1- 0.9873 = 0.0127
b) Using a a mtincityoorrcction, tbe follo,\ing resclt is obtained.

P(450< X < 550) = P(451<X< 549) = p[450.5- 500 < < 549.5- 500] z
- ' - - J 5oo - - J5oo
= P(Z s 2.2137)- P(Z s - 2.2137) = 0.9866 - 0.0134 = 0.9732

P(450< X <550) = P(X < 550) - P(X < 450) = P [z <


500
ss;- 500
500
]- P [z st 45 500
]

= P(Z s 2.236 1) - P(Z s - 2.2361) = 0.98 73 - 0.0127 = 0.9746

c) Jt\' s x) = 0.9.;
x = .p- 1(0.95)x v'5oo + 500 = 536.78
d) The Poissondistributionwould not be appropriate bcc.sl!SO: the rate of e>.'tntsshou.ld beoonsttlnt for a Poissondistribution.

Secoon+S

4-91. lfF..(:X)=lO,tl'.en..\ ::0.1


00 00

al P(X> 10) = J o. le- 0·" dx =-e-O.tx l = , -I = 0.3679


10
10
00

b) P(X>20) =-e- O. tx l = e- 2 = 0.1353


20
JO
c) P(X < 30) =-e- O.Ixlo = 1- e- 3 = 0.9502
X X
J o. ~«-0· 1 'dt =-e-0·"1
d) P(X < x) =
0
0 = 1- e-O.tx = 0.95andx =,9.96
4-93. l.et Xdenote th-e time u.ntil the first cou.nt. Tr.en. Xis an exponential 1<1ndom \'8tiab!e,~it!\ ,\ = ~ oo.:.nts per minute.
00 00

a) P(X > 0.5) = J 1e- 2xdx = - e- 2 xl = e- 1 = 0.3679


0.5
0.5
116 116
bl P[x< ~~] = J 1e- 'dx =-e- 2x l 2
0
= 1- e- 1!3 = 0.283 5
0

c) P(I < X < 2) =-e- 2


'1= e-
2

1
2
- e- 4 = 0.1170
4-9'.5· Lct Xdenote the time t:ntil the first call. n.en. X iso:pooential and A = I = _I_ calls/ minute.
E(X) 15
a)
"" e-T.dx = - e-f; "" = e- 2 = 0. 1353
P(X > 30) = J-1
15 JO
30
b) The probability ofa t l ~st one call ina tO·mitmte intrn"SJ «!,lUlls one minu.s the probsbilityof 1.eroea1Js ina U)·mioute iotenosl and tf!.st is P{X > 10)

P(X > I 0) = - e --;; "" = e- 2'J = 0.5 134


10
n.erefore. t.l>.eanswer is l- 0 ,5l34 = O .t~8G6. Altcrnati\'dy, therea.ui:StOO: probabilityisf:<luaJ to P(X < 10) = 0486&
10
3
c) P( 5 < X < I0) = - e- u· = e- 1/ - e- 2'J = 0.203 1
5
X

d) P<>: o:) = 0:90 aocl P(X <X) = - e -t, = 1- e- x/ I S = 0.90.Therefore,>:= .34-54 minutes.
0

4-97. tet X d-enote tf!.e time to fai lt:re(in f!.ours)offans ioa personal oomp1:ter. Then. X is an o:ponential random \'Sriableand A = l/ E(X) = 0 .0003.

a)
P(X > 10,000) = J"' O.OOOJe- xo.ocoJdx = _ , - xo.oooJI"' = , -J = 0.0498
10.000 10.000

1.000 1.000
bl P(X < 7,000) = J O.OOOJe- xo.oooJd,· = - e- xo.oooJI = 1- e- 2·1 = 0.877 5
0 0

4-99. tet Xd-enote tf!.e timenntiJ the arrival ofa taxi. n.en. X is an exponential tana'om \'3riable,-rithA = l/ l£(>.1 = 0 .1a rrh>alsjminnte.

<" 00
Jo. ~e-0· "dx =-e-0· 1t
a) P(X > 60)=
&.1
0 = , - • = 0.002 5
10 10
b) P(X < 10)= J o. J,,- o.lxdx =-e- ·"1= 1- e- = 0.632 1 0 1
0
0

c) P(X > x) = J
00

o. ~e-0· 1 'di = _ , - o.. . l


..

X = . - O.Ix = 0.1 and X= 23.03 minmes.


X

d) P{X < >:) = 0 .9 implies tf!.st P(X > x) = 0.1. Therefore. this answer is tf!.esame as part c).
X

e) P(X < x) = - e- 0·1 '1 = 1- , -0.1> = 0.5 and x = 6.93 minmes.


0
4·101. tet X deootet lw! m:mber ofit'JS(!Cf fragments per gr<~m . Tlten
X-IU/{!44 / ~l

a) ::!2..5/ 144 = 15.fu..5

- Ad 14.4x28.35
b) P(X = 0) = .:..
" .,..:.".:... e 225 = 0.1629
0!
7 . -6
C) (0.1629) : JXlO
4-103. tet Xdcootet he lifetime ofan assembly. Tltcn. X isano:pooeotiaJ NIOOom \ "ariable,,itttA = Jj l-;(X) = l/401) fil ilute$ per lt.our.
100 100
a) P(X < 100)= J4~0 e-x1400dx =-e-x1400 1
0
= 1- e- 0·25 = 0.22 12
0
00
b) P(X > 500) = - e-x/400I = e- 5I• = 0.2865
500
c) From the memoryless propertyofth.ef'Jipoo.."'tltial. t.t.isanswer is th.est~ m eas pan a .• P(X < 100) = 0 .2::!:1~L
d) tet U denote tl".e nll.mber o1 ass.embliesoll.t of 10 thst filii bclOre 100 ~.ours. By the memoryless property ofa Poisson prooi:SS, U f!.asa binomial distribll.tioo,vi t~ n = 10 and p = 0.2211
{from part {a)). Tlwn.

P(U ?. I)= 1- P(U = 0) = 1-[ ~O ]0.2212°(1- 0.2212)10 = 0.9 179


e) l.d v deootetlw! m:mber ofa.ss.emh!i eso~>t oflo ths t fail before Boo ~.ours. Tltcn. vis a binomial tilodom vsriablewitll n = u) aDd p = P(X < Boo). wlt.erf: Xdenotes t~ lifetime ofan
assembly.

800 800
Now, P(X < 800)= J -1-e- x 1400 dx =- e- xi400 = 1- , - 2 = 0.8647
0 400 0

Therefore, P(V = I0) = [: ~ ]0.8647 10 (1- 0.8647)0 = 0.2337

4·105. l.et Xdeoote th.c rmmher ofcalls in jO minutes. B«:ause the time bet\<.·eencaJis isanf'.Xpoo.."'tltial tilndom variable. X is a Poisson 1<1ndom variable,-rith.A = l/ 1-;(X) = 0 .1calls per minute
: JC.'t!ls per jO minutes.

- 3... 0 - 331 - 3... 2 - 3 ... 3


a) P(X > 3)= 1- P(X<3) =1- e J + <' + e J + e .> = 0.3528
0! I! 2! 3!

-3 ... 0
b) P(X = 0) = e .> = 0.04979
0!
c) l.ct Ydeoote the time bml.·eencalls in minutes.Then. JlY ~ x) = 0 .01 and

P(Y> x ) = J0.
00 "'
Je- 0· 1'dt = - e- 0.1' x = "- O.lx. Therefore, , - o.1x = 0.01 and x = 46.05 mimnes.
X

00 00

d) P(Y > 120) = J o. le- O.lydv=-e- 0·1Y = e- 12 = 6.14 x i0- 6 •


120
120
Because thee11Us area Poisson process. the numbers ofcaJis in disjoint inten>alsare independent. Ftom Exercise4-90 p;~rt b). the prob.!lbi!ityof no calls inooe:-hslt ~.oru ise- = 0.04979.
3
c)

Therefore. t!teanswe:r is [e- "3r e-= 12 = 6. )4 X J0-6.A!temath>ely, liN! answ-er is tf!..e probabilityof oocaJis in 1\~·o ~.ours. From part d)of this exercise, this ise-l.2.
() Beca.:sea Poisson process is memoryless. probabilities do not depend on ,,·lti:llt.er or oot inten'3lsareoons.ec:uti\'e.Tlt.;:refore. parts d) and e) have tltesameanswer.
00 00

P(X > B) = J!,.,-•'


e
9dx = _ , - xte
e
= , -• = 0.3679
e

b) P(X > 28) = - e- x/9 "" = e- 2 = 0.1353


29

c) P(X > 38) = - e- x;e "" = e- 3 = 0.0498


39

d) n.eresultsdonot<iependonO.

4·109. Xisanexpooential random \'ariablewithp = 3-5 days.

a) P(X < 2) =
2
J_2_..
0
- x!l . Sdx = 1- e - 213. 5 =
3.5
0.435

00

b) P(X>7) = J~-xt3. 5dx = e-m 5 = 0. 135


? 3.)
-X/f!.S
c) RX>x)=0.9and:JV(>x)=e =0.9
Tlbetefore.x =- .'),sln(0.9 ) = Ojf>9.
d) From tbe JackofmemorypropertyP{X < 10 I X> j) = P(X < 7)andfrom p.llrt(b)ti'.i.sf.'qllals 1-0.13,5 = 0.86.;.

Sectlon4-9

4 ·lll. a) f{6) = .s!=l:!O

b) r [i) = l r[.1) = JJ.r[.l) = l.,.v2 = 1.32934


2 2 2 22 2 4

c) r[ 9 )= lr[l) = li3.ir[.l)= I05.,.•n = 11.63 17


2 2 2 22 22 2 16
4-113. a ) Th.e time until the tent"' call is an Erlsng random variable \'ittoA =.;calls per mirmte and: r = 10.
b) E(X) = l0/ 5 = 2 mint:t.-s. V{X) = 10/'.15 = 04 minctc.s.
c) Bcca~a Poisson process is memol)1e.ss. th.emeantimeis l/5 = 0 .2 minute.; or 1~seoonds
tetY deoote tlt.enu.mber ofcalls in one minute. Th.en, Y is a Poisson Nlodom variablewitlls calls per min~>tc.
,-ss•
d) P(Y = 4)= 0.1755
4!
- Ss O e -ss•
. e- ss?-
e) P(Y > 2) = I- P(Y < 2) = 1- e ; 0.8754
0 1! 2!
l.et Wdeoote the number ofone minute inten<~l.soct of 10 tha t oootaio more than::!. calls. Broiltse th.ec.allsarea Poisson process. W is a binomial tana'om \'3 riabl e,,i t~. n = 10 and p = 0 .87.;4.

n.<rclore. P( W = I0) = [: ~ ]0.87 5410 (1- 0.87 54)0 = 0.2643


4·ll5. l.et X<teoote the time bctween failure.sofa laser. XisClo:ponentiaJ ""itha mean of ::;.:;.o oo.
a) Expected time until tl:eseoond (ai!l!.re: E(X) = J' 1 A=:!. 10.0 0004 = 50.000 ltom·s.
b) N = oooffaiJures io50000 hollJ'S

£(N) = 50000 2
25000
2)'
P(N ~ 1) = '£/ "(
? - ?
= 0.6767
k l
k=O •

4·U7. l.et Xdenote the nnmber o( bits t:ntil fiveerrorsocct:r. n.en. Xlt.ssan Erlang. distribt:tion,,ith r = 5 and A=10 -s error per bit.

a) E(X) = ~ = 5x 10 5 bits.
.A
b) V(X) = .!_= 5x 10 10 a nd ux = ) sx 1010 = 223607 bits.
.>-2
c) l.et Ydeoote IJ!£ number o( errors in u)5 bits. Then. Yis a Poisson rancf.om variable,,ilhA = 11105 = u) - 5 error per bit = ! error per 105 bits.

-110 +£..___+
-Ill e -11?1
P(Y ;,:: 3) =I- P(Y < 2) = I- e
! 0! I! 2!
- = 0.0803

4-119. a ) let Xdenote IJ!.e number ofcustomers that arri\'e in 10 milllit<S. Tlt.en. Xiss Poisson random \'S riab! e ,~ith
A = 0.:!-a nh-als per mint:te =:! arrh'lls per 10 minntes.

_??O _??I _??2 -2 31


P(X>J) =I- P(X<J) =I- e -- + " -- + " -- + " 2 = 0. 1429
- [ 0! I! 2! 3!
b) let Ydeootet.J!.<' m:.mber ofcustomers IJ!.atatri\'t in 15 mint:tes. Then. Yis a Poisson rancf.om variable,,ilhA = 3atrivals per 15 minutes.

- 330 - 331 - 3· 2 - 3·,3 - 3· 4]


P(Y ;::: 5) =1- P(Y~4) =1- e + " + " -' + " -' + " -' = 0.1847
[ 0! I! 2! 3! 4!

4·121. Jo
t'O

f(x;A,r)dx = Jo
oo Ar xr-1f!- >.x

r (r)
X . lety= At'.th-entludntegralis JA
oo

o
r-1 _ y
Y e !!f_. From tlt.eddinitionofr(•·).thisintcgr.aJisrccognizedtoequall.
r (r) •

4-1~. l.et Xdeoote the number of patientsarri\'t ttt the emergencydq>artment. n.en. Xh.ssa Poissondistribt:tion '~iti!:A = 6-5 patients per tt.ou.r.
a ) E(X)=ri A = 10 1 6-5 = 1-539~.ou.r.
b) l.etY deootetf!.e ncmberofpatients thstarrh't'in :!.0 minl!.tes. n£n. Yis a Poisson random \>ariablewithA. = 6-5/3 = 2.1667 a nh>als per :!.0 minl!.tes. Thee\'ent tltat tfte thirdanh'31o:ceeds
:!.0 minutes istqliivalent to tlteC\>er.t that t!t.creare t\\'OOT fewer arrivals in :!.0 minutes. Tttereforc.
. - 2.16672 16670 . -2.16672 16671 . - 2.1661? 166721
P(Y~ 1) = '
[ · +' · +' -· = 0.63 17
0! I! 21
Tile solution mayalso be obtained from tl:e rf:S-..!t that tlte time until tl:f! thirdatri\'31follows a gamma distribl!.tioowitn •· = jaod i. = 6-5 a rri\'lJs per hour. n.e probability isobtaioed by integra ting. the
probtlbilitydi!OS:ityfunction (rom :!.0 mir.11.tes to infinity.
S«:Uon+IO

£ (XJ = 10or [1 + -1]= IOOx5!= 12,ooo


0.2

0~2 ]- I00 [r[ I+ O~J


2
2 2 10
V(X) = I00 r[ I+ = 3.61x I0

4 ·12'7. l f X isa Wei bull Ntndom \ 'Sriable \'lith U= 1 and 6 = 1000. thedistribli.tionof X is theo:poo.-:ntia! distribt:tion \~i th ). = 0.()01.

0
/(x) = [- 1
1000 1000
][-
x] j ,:oo)'Jbrx >O

= 0.00 lc - O.OOix for x > 0

TJ>.emeaoofX is F.(X) = l/ A= 1000.

4·>'9 a) £(X) = or[I +~)= 900f (l+ I/3) = 900[(4 / 3) = 900(0.89298). = 803.68 hours
b) V(X)=o2r[l+~]-o2 r[l+_~f =9002 r[l+~]-9002 [r[l+ ~w
= 9002 (0.90274) - 900\0.89298) 2 = 853 I9.64 hours2

500J
[ 900
c) P(X < 500) = Px(500) =I- e = 0. I576

4-1 3 1. a) B= 2, l\ = 500

£(X) = 5oor [ 1+ ~] = 500f(L5J


= 500(0.5)[(0.5) = 250.{; = 443. I I
= 443. I I hours

b) 2
V(X) = 500 [(1 +1)- 500 [r[ I+
2
~w
= 5oo2 r (2) - soo2[f(L5)f = 53650.5

250)'
[ 500
c) P(X < 250) = F(250) = I- e = I - 0.7788 = 0.22 I2
4- I 33. or[ I + .! ] =
2 2
Var(X) + (EX) = I0.3 + 4.9 = 34.3 I
2

or[I + .~ ]= E(X)= 10.3


Rcqdresa numuicaJ solntion to th.esi!: two tqiUitiom.

b) P(X > 6oOOi X> 3000) = P(X > 6000, X> 3000) = P(X > 6000)
P(X > 3000) P(X > 3000)
1- F (6000) " - (&JOCV4000)' 0. I054
= 1_ ~ (3000) = -e --(.,-
30.,-
0CV
.,-4.,-
00.,-
7
0) ' 0.5698
0. I850

c) If it is an exponential distribution, then 13 = I and

I- F (6000) e- (.oocv•ooo) 0.223 I


= X = = 0.4724
1- Fx (3000) e - CJOOCV4000J 0.4724

For the Wei bull distriblltioo {\\i t~ IS= ::!) tJ!.ere is oo Jsckofmcmorypropertyso th£t ttheans\~·ers to parts (a)and (b) di fter \''h.ereas tt.eywoul d be t~.esam e ifan exponential distrib~ttion ,,·ere assumed.
From part (b), f.t!.e probability ofsurviva l ~~mel 6000 lt.ours.gi\'eot.ede-.ict hasalr-eadys-.:rvh't'd3000 ~.ot:tS, is lower than the probability ofsurvival be)-ond$000 ~.ours from tbe start time.
-{3s00/2000)
4 ·1,37. a ) Jt\"> j.SOO) =l-FX (lsOO) =e =0.0468

b) Themesnoft~.is Weibull distrib.:tioni.s (2000) 0.5,J; = 1772.45.


r( it is an o:poo.."'OtiaI distri hl:ti_1is~MW'~~n then
ft\'> .',1.500) = 1-F.>.U ;OO ) = e = O.ljSH.
c) Tlte probability tf!.at f.t!~ lifetimeo:ceOOs j.SOO ~.ours is greater unrli!T tJ!.eo:pone:otiaJ distribution than under this Wei bull distribution model.

4·lJ9. a) Xisa logoonn.al distributionwitl\0=- :!and(l) =9. •


P(500 < X < I000) = P(500 < ew < I000) = P(ln(500) < W < ln(l 000))
= .P[ In( I O~O) + ]- .P[ In( SO~)+ ] = .P(2.97) - .P(2.74) = 0.0016
2 2

b) P(X < x) = P(err :o; x) = P(JV < IIl(x)) = .P[ln(x)+ ?- ] = 0.1


3
ln(x) + 2 28(3)- 2
- 1.28 x = e-1. = 0.0029
3
05
a) P(X > I0) = P(e"' > I0) = P(W > In(I 0)) = 1- q,[ ln(I0) - · ]
1
= 1- q,(l.80) = 1-0.96407 = 0.03 593

b) P(X 5. x) = P(ew < x)= P(W < ln(x)) = .P[ln(x) - 0.5] = 0.)0
,
1

ln(x) - 0 ·5 0 x= ,o( J)+0.5 = 1.6 5 seconds


I

b) P(X > I0000)= P(ew > I0000) = P(W > In( I0000)) = 1- q,[ In (I OOOO) - 8.4056]
1.2686
= l-q,(0.63) = 1- 0.7357 = 0.2643

c) P(X > x) = P(ew > x )= P(W > ln(x)) = q, [ln(x) - 8.4056 ] = 0.1
1.2686

ln(x) - 8.4056 - 1.28 x = e -1 100( 1.2686)+8.4056 = 88 1. 65 hours


1.2686
2 X 2
4·14 5· tet X· N(lt,o ). then Y= e folio\~'Sa lognonnal distri b~tion,.,rifl!. meanpaod \'arianoeo . By definition.

Fy(y) = P( Y :S: y)= P(ex < y) = P(X < logy)= Fx(log y) = q,[ log:- f£ J.

s;""" Y= ,x sod X- N(l'.a\ wecansltow tl>at}~ (Y) = _!_ fx(log y)


v
8P (y) 8F .(log y) 1 . 1 I j~o'(."")'
Finally,fy(y) = Y = ' =-fx(log y )=-· .Jh' l · .
8y 8y y Y u 2rr
5
P(X <8) = P(ew < 8) = P(W < ln(8)) = .P[l n(S) - 1. ] = .P(l .4486) = 0.9263
b)
0.4
c) IV<< o) = o for tl:e lognonnaJdistriba:tion.lftl:edistrihl'-tion is normal. th.en
4 855
P(X < 0) = P(Z < O- · ) = 0.008 .
../4.0898
Bec!luscwaiting times cannot be o.-:gath't the nonnal distribt:.ti ongmeN~ tessome modeling error.

section + u

0 25
4-1 49. a) P(X <0.25) = f. r(<> + .B) )x0 - 1(1- x)P-I
r (a)r (,B)
0

= j r(3.5) )xu = (2.5)(1.5)(0.5).[; .,.25 025 = 0.2525 = 0.03 13


0 r (2.5)r(l) (l.5X0.5)0); 2.5 0

b) P(0.25<X < 0.75) = J


o.•5 r
(<> +
o.25 r(a)r (,B)
f3
))x 0 - 1(1- x)"- 1

o•5 r us
= J r(3.5) ).,.u = (2.5Xl.5X0.5)\Irr x
25
= 0. 7 52s _ 0.252.5 = 0.4559
025 r (2 .S)r (l) (t.sxo.s}J,. 2.5 o.2s

c) p. = E(x ) = "' = 2.5 = 0. 7 14>


'
<> + {3 2.5+ l

"2 = V(X) = o,(3 = _ _::


2.:.:_5_ 0.0454
2
(a+ ,8 ) (a+{3 + 1) (3.5) 2 (4.5)
<> -1 2
4-1 51. a) Mode = - - - - - - - = 0.8333
a +.B- 1 3 + 1.4 - 2

p. = E(X) = --=.
"- 3
--='---= 0.6818
<> + 13 3+ 1.4

,,Z = V(X) = . (\{3


42
' = 0.0402
2
(<> + .B i(a+ i3 + I) (4.4) (5.4)

<> -I 9
b) Mode = = 0.63 16
<> +.B - 2 10+ 6.25- 2
<> 10
f' = E(X ) = 0.6 154
<> + 13 10 + 6.25
2 = V(X) = <.¥3 62.5
(1 0.0137
(a + .B)2(<> + /3 + I) (16.25f( J7 .25)

c) Botltth.e meananch-sriance from part a)aregreatcr than for part b).

4·1$3. l.d X <ieootc tl:coompletion proporti onoft~.e maximum time. Tl:co:erciseoonsid.e:rs tl:c proportion'.!/ '.!.!) = 0.8

P(X>0.8) = J r(a + /3)_,.•-' (1 - x)~-c


I

0.8 r (a)f(/3)

I
2 3
= J' r (S) x(l - x)2 = (4)(J)f(J) [ x - 2x + x•] = 12(0.0833- 0.08 11) = 0.0272
0.8 f(2)f(3) f(2)r(J) 2 3 4 0.8

4- 155. a) P(X < 40) = P[z< 40 ~ 35 ]


= P(Z < 2.5)
= 0.993 79

b) P(X < 30) = P Z < 30- 35]


[ 2
= P(Z <- 2.5)
= 0.0062 1
0.62 1% are scrapped
4-1 57. a) P(X > 90.3) + P(X < 89.7)

= P[z > 90.3 - 90.2 ] + P[z < 89.7- 90.2 ]


0.1 0.1
= P(Z > I)+ P(Z < - 5)
= 1- P(Z < I)+ P(Z < - 5)
= I - 0.84134 + 0
= 0. 15866.
Tlterefore. tJt.eans"'·cr is 1).15866.
b) n.e proress me.'lnsltould be set at th.ee.."tlter of the specifications: t~.at is. at#= <)0.0.

c) P(89.7 < X < 90.3)= p [89.7 - 90 <Z < 90.3 - 90]


0.1 0.1
= P(- 3 < Z < 3)=0.9973.
Tite yield is 100*0.9973 = 99.73%.

d) P(89.7 < X < 90.3) = ? [89.7- 90 <Z < 90.3 - 90]


0.1 0.1
= P(- 3 < Z < 3)
= 0.9973.
P(X = 10) = (0.9973 )10 = 0.9733

e) tet Ytep«'SCnt the numberofeastS outofthesample ofu) th£ttare f>ct\•·ren ~.7 and<)()~ mi.n .enYfollo\•-sa bioomiaJ distribntion"'itlln = u) andp = 0 .9973.Thu.s, E(}') = 9.973or u).

4 ·159· E{X) = 1000{0.:/) = :l-00 and V{X) = l000(0.2X0.8) = 160

a) P(X > 225) = P(X '2 226)~ 1- P[z < 225~200 l = 1- P(Z< 2.02) = 1-0.9783 = 0.0217

P(175 <X< 22 5) ""' P[ 174.5- 200 < Z < 225.5 - 200] = P(- 2.02< Z < 2.02)
b)
--- ..JI60 -- JJ60 --
= 0.97 83 - 0.0217 = .9566

c) lf P(X> x) = O.OI, then P [Z>xJ!toO ]= O.OI.

Therefore, 'Ji¥o
160
0 = 2.33 and x = 229.5
4-161. let Xdenote the nt<.mberof calls inS ~.ou.rs. Because tlto: time b.."'\\.ox:ncalls is an exponential Nodom \oariab!e. tlw! m:mber ofcalls in;} hol!rs isa Poisson hlodom \oariab!e. t\o'"· th.e mean
timebef\~·eeneaJis is o,s ~.ours and A=1/0s = ~calls per tt.ou.r = 6calls in$ ~.ol!.rs.

P(X > 4) = I- P(X < 3) = I- e


- 6
6o + e- 6 6, + e- 6 62 + e- 6 6 3 I = 0.8488
- - 1 0! I! 2! 31

4 -16;}. tetXdeoote the lifctimc.

a) £ (XJ = 70or (l + ~)= 620.4


2 2 2
'?/ I' (X) =too 1l 2l-700 l ll> ~ ll
= 700 {1)-7oo (o.::;,s;r) = u)_;,t54:9

[620.4)'
700
c) P(X > 620.4) = e = 0.4559

2.5 [ 2 ]2.5
a) P(X<2.5) = J (O.Sx -l)dx = 0.5 ' - x = 0.0625
2
2 2

4 ? 4
b) P(X>J) = J (O.Sx - l)dx = 0.5x- - x = 0.75
J
2 J

3.5 2 3.5
c) P(2.5<X < 3.5)= f <O.Sx - l)cb· = O.SL - x = 0.5
2 25
2.5

X X ?
12
d) F(x )= J (O.St - l )dt = 0.5- - t = L - x + I. Then,
2 2 2 4

0, x <2
x2
F(x) = - - x+ l, 25 x < 4
4
I. 45 x

2 4
e) E(X) = J4 x(0.5x -l)dx = 0.5L • - L = 11- 8 - ( i- 2) = .!Q
2 J 22 3 3 3
4 4
V(X) = J (x - 'f J\0.5x - l)dx = J( x 2 - 2°x+ 100](0.5x - l)dx
2 2 3 9

2
'[ 3 9 9
'
= J 0.5xJ_ .L!.x2+l!.Q.x - 100 dx = L 4 - ll,,.l+ 55xz - IOOx 4
89 9 92
l
= 0.2222
a)

b) Lct Wdeoote the ncmber ofCPUs that fa il "'it.f!.intfte next tllreeyears. Tlteo. W is a binomial random \'Sriable "'ith n = 10 and p = 0.$93.5 {from E.xercisc4·1.)0 ). Then.


so =e
8 6t .
S+1.i~l a) Fiod tlte'llh~3fOJM(,) giveo tft.:. t F.{X) =so andV{X) = 4000
41)00 =e {e -1)
.[; 1 21 2
letx =e andy=e tft.eo{l )SO = X Yand {~)4000= x y{J,'-l)= x y - x y.
50
Squ.are{l ) forx X = . { ; andsubs.tih!te into(~)

50
4000 = [ ;
2y 2 - [ [;
50 ]2
y= 2500(y - I)
[ ]
y = 2.6

50
st:bstiruteyba<:k in to(J)andsolvtfor x X = ~= 3 1.
• " 2.6
0= l otll ) =j~aod61 = ln{2.6) =0.91)

b) P(X < 150) = P(ew < 150) = P(W < ln(ISO)) = <I>[ ln(ISO) - 3.43]
0.98
= <P( I.6 1) = 0.946301

4-171. ld Xd-enote t~.d.eight ofa plant.

a) P(X > 2.25) = P[z > 2 · 2 ~~ 25 ] = P(Z > - 0.5) = I- P(Z < - 0.5) = 0.69 15

20 25 25
b) P(2.0 < X < 3.0) = P[ · - _ · < Z < J .O- · ] =P(- I < Z < I) = 0.683
0.) 0.5

c) P(X > x) = 0.90 = P[Z >x - ~.5] = 0.90and x- ~.5 = - 1.28.


0.) 0.)
a) P(X > 5.5) = P Z > 5.5 - 5] = P(Z > 2.5) = 0. 0062
[ 0.2
45 5
b) P(4.5 < X < 5.5)= P [ · - < Z < 5·5 - 5 ] = P (- 2.5 < Z < 2 .5) = 0.9876
0.2 0.2
n neforc. th-e proportion ll'.at do not moo specific.'ltions is
1- P(4,s < X< .;,s) = 0 .0 12-.

b)
[ x-5
] x --
If P(X < x) = 0.95, then P Z > - - = 0 .95. Therefore, -
0.2 0.2
5 = 1.65 and x = 5.33.

4·!7.5· {(P{0.002 - X< X< 0 .00:!.- X), t.f!..eo P(- X/0.000 4 < Z < xj0.00CJ4) = 0 .99Jj.. n .erefote,xj0.0004 = j and:x = 0 .0(H2.. n .esp!lcific.'ltionsare from 0 .000 8toO.OOj.~.

5800 J 7000
5800)
J-7000
X
1
a) P(X < 5800) = - e ?OOOdx = I- c -l = 0.5633
0

X X

J7 ~00
00

b) P(X > x) = e ?OOOdx = 0.9 Therefore, e 7000 = 0.9 and x = - 70001n(0.9)= 737.5 hours.
X

4-179. a ) Using tl:e normal approximation to t~.e bioomial ,.,;tn n = .:;o•j6.j6 = 64.800.and p = O.OO()l wt: Ita\'€:: E(X) = 64800(0.0001) = 648

P(X > I) ""


- -
p[ X - np
Jnp(l- p)
> 0.5 - 6.48
J64800(0.000I):0.9999)
l
= P(Z > - 2.35) =I- 0.0094 = 0.9906

b)
P(X > 4) "'
- -
p[ X - np > 3.5- 6.48
)np(l- p) - )64800(0.0001X0.9999)
l
= P(Z '2 - 1.1 7) = I- 0. I2 I0 = 0.8790

4-181. a) P{X> x ) implie; that there are r - 1or lessoollllt$ in an intenoaJof length x. l.et \'denotethe numberofooc.nts in an intc:nosl of! engt~x . T~""ll. Yis a Poisson ~<~ndom \'arisble ,.,; ,~
psrameterAx.
r -1
Then.P(X> x) = P(Y 5 r - I) = L "-.lx (~)'.
1=0
1'-1
b) P(X < x) =I- L "-.lx (~?
f= O

,._, I," I' ,._, I>.x\')' (:..,·)'-'


c) f, (x) = ..iL F (x) = ;.., -xx"'r:::.L_- ,-"'"' Afr:::.L = >.e-.lx.L._L-
~ * X ~
i= O
.,
I .
~
f= O
.,
I .
(r - I) .'
• • •
4·l8j. a) Q-uality loss= £k{X- m) = kE(X- m) = ko , byth.edcllnitionofth.e,'tlriance.
b) Qusl ; tyk==~-m) =kEIX-#"#-m) • •
= kEI(X- "!"(jl- m) •" o(jl- m)(X- #ll
:d:.E(X- p) - A"(p- m) - !!J.'f#l-m}}-;{X- p).
Tlbe last term oqu:alszero by t!tedefiniti~nof the me.'ln.
2
Therefore.qu.slity loss=ko .o.k(p:-m) .

P(t1 < X < t 1 + t2 )


4·18..;. P( X <t 1 + t., IX > t 1) = from thedelinitionotoooditionaJ probability. Now,
- P(X > t 1)

+•! ',+s~
P(t < X < t + t ) =
1 1 2
J
t1
>..e-"'dx =-e- >.x
1
= e- /.1• - e- '-(1,- l,)
', '
P(X >t 1) = - e- >.x - /.1
=e *
I,

- AI
1- e ' = P(X < t2) •

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