Bài tập toán cao cấp chapter 2 exercises

1 CHAPTER EXERCISES An unbiased disc has a single dot marked on one side and two dots marked on the other side The disc and an unbiased die are thrown and the random variable X is the sum of the numbers of dots showing on the disc and on the top of the die Tabulate the probability distribution of X Show that P (X ≥ 4|X 7) = 8/11 Write down E(X) and show that Var(X)=19/6 Two independent observations X1 and X2 are taken of X a Find V ar(X1 − X2 ) b Find P (X1 − X2 ≥ 5) A computer generates a random variable X whose probability distribution is given in the following table x P(X=x) 0.1 0.2 0.3 0.4 Show that V ar(X) = Find E(X ) and V ar(X ) Two independent observations of X are denoted by X1 and X2 Show that P (X1 + X2 = 6) = 0.2 and tabulate the probability distribution of X1 + X2 The sum of 100 independent observations of X is denoted by S Describe fully the approximate distribution of S An unbiased cubical die has three faces numbered ’1’, two faces numbered ’2’ and one face numbered ’3’ The random variable X is the number showing on the top face of the die when it is thrown Show that E(X) = 5/3, and find V ar(X) A computer can give independent observations of a random variable X with probability distribution given by P (X = 0) = 3/4 and P (X = 2) = 1/4 It is programmed to output a value for the random variable Y defined by Y = X1 + X2 , where X1 and X2 are independent observations of X Tabulate the probability distribution of Y, and show that E(Y ) = The random variable T is defined by T = Y Find E(T ) and show that V ar(T ) = 63/4 2 The computer is programmed to produce a large number n of independent values for T and to calculate the mean M of these values Find the smallest value of n such that P (M < 3) > 0.99 The discrete random variable X has probability distribution as shown in the table below, where p is a constant x P(X=x) p p/2 p/4 p/20 a Show that p = 5/9 b Find E(X), Var(X) Take a random sample of X with sample size 100 and denote by Y the number of observations on which X = Using a suitable approximation, show that P (Y = 2) = 0.240 and P (Y ≥ 4) = 0.303 (correct to places of decimals) In a game, red balls and blue balls are placed in a bottle The bottle is shaken and Mary draws balls at random and without replacement The number of red balls that she draws is denoted by R Find the probability distribution of R, and show that P (R ≥ 1) = 8/15 Show that the expectation of R is 3/5 and find the variance of R Mary scores points for each red ball that she draws The balls are now replaced in the bottle and the bottle is shaken again John draws balls at random and without replacement He scores point for each blue ball that he draws Mary’s score is denoted by M and John’s score is denoted by J Find the expectation and variance of M-J Alfred and Bertie play a game, each starting with each cash amounting to 100 pound Two dice are thrown if the total score is or more then Alfred pays x pound, where < x 8, to Bertie If the total score is or less then Bertie pays x+8 pound to Alfred Show that the expectation of Alfred’s cash after the first game is (304-2x) pound Find the expectation of Alfred’s cash after six games Find the value x for the game to be fair, i.e., for the expectation of Alfred’s winnings to equal the expectation of Bertie’s winnings Given that x=3, find the variance of Alfred’s cash after the first game 3 Emergency calls to an ambulance service are received at random times, at an average rate of per hour Calculate the probability that a more than emergency calls are received in a randomly chosen one-hour period, b exactly emergency calls are received in a randomly chosen two-hour period Twelve one -hour periods are chosen at random, and the number of emergency calls received in each of the periods is recorded Find the probability that more than calls are recorded in at least two of the twelve periods A random variable X has the probability distribution given in the following table x P(X=x) p 2/10 3/10 q a Given that E(X) = 4, find p and q b Show that Var(X)=1 c Find E(|X − 4|) d Ten independent observations of X are taken Find the probability that the value is obtained at most three times 10 a The random variable X has a Poisson distribution with mean a Given that P (X = 1) = 3P (X = 0), find the value of a, and hence calculate P (X > 2), giving decimal places in your answer b The random variable S is the number of successes in independent trials in which the probability of success in any trial is 1/3, so that S has a binomial distribution with n=5 and p = 1/3 The random variable D is the difference (taken always as possible) between the number of successes and the number of failures in such trials; hence D can take the values 1, 3, only i Show that P (D = 1) = 40/81, and find P (D = 3) and P (D = 5) ii Find E(D2 ) It can be shown that D2 = 4S −20S+25 Use standard results concerning the mean and variance of a binomial distribution to obtain the values of E(S) and E(S ), and hence check the value of E(D2 ) found in part ii 11 A writer who writes articles for a magazine finds that his proposed articles sometimes need to be revised before they are accepted for publication The writer finds that the number of days, X, spent in revising a randomly chosen article can be modelled by the following discrete probability distribution Number of days, x P(X=x) 0.8 0.1 0.05 0.05 Calculate E(X) and Var(X) The writer prepares a series of 15 articles for the magazine Find the expected value of the total time required for revision to these article The writer regards articles that need no revisions (i.e for which X=0) or which need only minor revisions (X=1) as ’successful’ articles, and those requiring major revisions (X=2) or complete replacement (X=4) as ’failures’ Assuming independence, find the probability that there will be fewer than ’failures’ in the 15 articles in the series The writer produces 50 articles Use an approximate Poisson distributed to find the probability that at least of these 50 articles will need to be completely replaced 12 A circular card is divided into sectors scoring 1, 2, and having angles 135o , 90o , 135o , respectively On a second circular card, sectors scoring 1, 2, have angles 180o , 90o , 90o respectively Each card has a pointer pivoted at its center After being set in motion, the pointers come to rest independently in random positions Find the probability that a the score on each card is 1, b the score on at least one of the cards is 5 The random variable X is the larger of the two scores if they are different, and their common value if they are the same Show that P (X = 2) = 9/32 Show that E(X) = 75/32 and find V ar(X) 13 Serious delay on a certain railway line occur at random, at an average rate of one per week Show that the probability of at least serious delays occurring during a particular 4-week period is 0.567, correct to decimal places Taking a year consists of thirteen 4-week periods during which at least serious delays occur Given that the probability of at least one serious delay occurring in a period of n weeks is greater than 0.995, find the least possible integer value of n 14 The probability that a randomly chosen flight from Stanston Airport is delayed by more than x hours is 100 (x − 10)2 , for x ∈ R, x 10 No flights leave early, and none is delayed for more than 10 hours The delay, in hours, for a randomly chosen flight is denoted by X a Find the median, m, of X, correct to three significant figures b Find the cumulative distribution function, F , of X and sketch the graph of F c Find the probability density function, f , of X and sketch the graph of f d Find E(X) A random sample of flights is taken Find the probability that both flights are delayed by more than m hours, where m is the median of X 15 The continuous random variable X has a uniform (rectangular) distribution on x a Find the cumulative distribution function of X Two independent observations, X1 and X2 , are made of X and the larger of the two values is denoted by L i Use the fact that L < x if and only if both X1 < x and X2 < x to find the cumulative distribution function of L 6 ii Hence show that the probability density function of L is given by   2x2 x a, f (x) = a 0 otherwise iii Hence find E(L) and Var(L) iv Find also the median of L 16 The random variable X has a normal distribution and P (X > 7.460) = 0.01, P (X < −3.120) = 0.25 Find the standard deviation of X 200 independent observations of X are taken a Using a Poisson approximation, find the probability that at least 197 of these observations are less than 7.460 b Using a suitable approximation, find the probability that at least 40 of these observations are less than -3.120 17 The continuous random variable X has probability density function f given by  k(2 − x), f (x) = 0, for x 2, otherwise, where k is a constant a Find the value of k b Find the cumulative distribution function of X The continuous random variable Y is given by Y = − 12 X Show that P (Y < y) = y , where y Deduce the probability density function of Y and hence, or otherwise, show that E(Y ) = 2/5 7 18 The continuous random variable X has probability density function given by f (x) =  k x 0 x e, otherwise, where k is a constant a Show that k=1 b Find E(X) in terms of e, and show that V ar(X) = 12 (3 − e)(e − 1) c Find the cumulative distribution function F of X, and sketch the graph of y = F (x) d Find E X in terms of e 19 The independent random variables R and S each have normal distributions The means of R and S are 10 and 12 respectively, and the variance are and 16 respectively Find the following probabilites, giving your answers correct to significant figures a P (R < 12) ¯ < 12), where R ¯ is the mean of a sample of independent observations b P (R of R c P (R < S) d P (2R > S1 + S2 ), where S1 and S2 are two independent observations of S 20 The continuous random variable X has probability density function given by f (x) =   k (x+1)4 , 0, for x ≥ 0, for x < 0, where k is a constant a Show that k = 3, and find the cumulative distribution function Find also the value of x such that P (X x) = 7/8 8 b Find E(X + 1), and deduce that E(X) = 1/2 c By considering V ar(X + 1), or otherwise, find V ar(X) 21 The mass of coffee in a randomly chosen jar sold by a certain company may be taken to have a normal distribution with mean 203 g and standard deviation 2.5 g a Find the probability that a randomly chosen jar will contain at least 200 g of coffee b Find the mass m such that only 3% of jars contain more than m grams of coffee c Find the probability that two randomly chosen jars will together contain between 400 g and 405 g of coffee d The random variable Y denotes the mean mass (in grams) of coffee per jar in a random sample of 20 jars Find the value of a such that P (|Y − 203| < a) = 0.95 22 The continuous random variable X is such that    x 0,   P (X > x) = k(3 − x)3 x    0 x ≥ 3, Show that P (X > 1) = 8/27 Find the probability density function of X, and hence find E(X) 108 independent observations are taken of X i The number of observations greater than is denoted by N Using a suitable approximation, find P (3 < N < 6) ii The number of observations greater than is denoted by M Using a suitable approximationl find P (24 < M < 40) 23 The random variable X has a normal distribution with mean and variance The random variable S is the sum of 100 independent observations of X, and the random variable T is the sum of a futher 300 independent observations of X Giving your answers to places of decimals, find a P (S > 310) b P (3S > 50 + T ) The random variable N is the sum of n indenpendent observations of X State the approximate value of P (N > 3.5n) as n becomes very large, justifying your answer 24 The continuous random variable X has a uniform (rectangular) distribution on the interval [10,20], i.e the probability density function f is given by f (x) =  1 for 10 0 otherwise 10 x 20, Write down the value of E(X), and show by integration that V ar(X) = 25/3 The cumulative distribution function of X is F Express F(x) in terms of x, for 10 x 20 Sketch the form of the graph of F for all values of x 1 The random variable Y is defined by Y = Show that E(Y ) = , X 200 and find Var(Y) 25 The random variable X has probability density function given by:    kx, x 1,   f (x) = k, < x 2,    0, otherwise where k is a constant a Show that k = 2/3 b Find E(X) and E(X ) c Show that the median m of X is 1.25, and find P (|X − m| > 1/2) 26 The random variable T has probability density function given by  k(t − 2) t 4, f (t) = 0 otherwise, where k is a constant Find, in terms of k, the cumulative distribution function Hence, or otherwise, find the value of k 10 Show that P (T > 3) = 3/4 Find E(T ) and V ar(T ) The event T > is denoted by A and the event 2T > is denoted by B Find P (A ∪ B) and P (A ∩ B) 27 The continuous random variable X has probability density function given by f (x) =    1/2 −1   x 0, 1/4 < x 2,    0 otherwise A sketch of the graph of the probability density function is given above Show that 1 + x, for < x and find a similar expression for P (X x), for −1 P (X x) = 2, x Show that E(X) = 1/4, and state the value of E(X − 14 ) √ Find E( X + 1) 10 independent observations of X are taken Find the probability that of these observations are less than 28 The random variable X has probability density function f given by   (4 − x2 ) −2 x 2, f (x) = 32 0 otherwise, Show that V ar(X) = 4/5 The random variable Y is defined by Y = aX + b, where a and b are positive constants It is given that E(Y)=50 and Var(Y)=80 Find a and b A random sample constists of 160 independent observations of Y Find an approximate value for the probability that the sample mean lies between 49.0 and 50.5 29 The continuous random variable U has a uniform distribution on < u < The random variable X is defined as follows X = 2U when U 3 , X = 4U when U > 4 11 a Give a reason why X cannot take values between the values of P (0 < X and 3, and write down 3/2) and P (3 < X < 4) b Sketch the complete graph of the probability density function of X c Find the lower quartile q of X, i.e the value of q such that P (X < q) = 1/4 d Three independent observations are taken of X Find the probability that they all exceed q e Show that EX = 23 and find E(X ) 16 30 The continuous random variable X has probability density function f given by  k( − ), x f (x) = 0, for x 2, otherwise , where k is a constant a Show that k=2 b Find the cumulative distribution function, F, of X, and hence ore otherwise find the value of t for which F (t) = 2/3 c Find the mean of X and show that the variance of X is approximately 0.0472 31 The continuous random variable X has cumulative distribution function F given by    x < 0,   F (x) = a(6x2 − x3 ) x    1 x > 4, where a is a constant Find a Find the probability density function of X, and use the fact that the graph of this function is symmetrical about x=2 to write down the expectation of X Show that the variance of X is 4/5 12 The random variable S is the sum of 100 independent observations of X Find P (X > 185) 32 The continuous random variable X is the distance, measured in hundreds of kilometres, that a particular car will travel on a full tank of petrol It is given that    x   x) = ax2 − 8ax + b    1 P (X 3, x 4, x, where a and b are constants Show that a=-1, find the value of b, and verify that P (X 3.5) = 3/4 a Find the probability density function of X b Show that E(X) = 10 c Three independent observations of X are taken Find the probability that two of the observations are less than 3.5 and one is greater than 3.5 d One hundred independent observations of X are taken and M is the arithmetic mean of the observations Given that V ar(X) = 1/18, state the approximate distribution of M 33 Small packets of nails are advenised as having average weight 500 g, and large packets as having average weight 1000 g Assume that the packet weights are normally distributed with means a advenised, and standard deviation of 10 g for a small packet and 15 g for a large packet Giving your answers correct to decimal places a find the probability that a randomly chosen small packet a weight between 495 and 510 g b find the probability that two randomly chosen small packets have a total weight between 990 g and 1020 g c find the probability that the weight of one randomly chosen large packet exceeds the total weight of two randomly chosen small packets by at least 25 g 13 d find the probability that one half of the weight of one randomly chosen large packet exceeds the weight of one randomly chosen small packet by at least 12.5 g 34 The continuous random variable X has cumulative distribution function F given by      √ F (x) = x    1 for x 0, for < x < 1, for x ≥ Find the median of X The probability density function of X is f Write down an expression for f(x), valid for < x < Hence a show that E(X) = 1/3, b find Var(X) Show that the median of √ X and mean of √ X are equal 35 The continuous random variable X has probability density function given by  ax + b x f (x) = 0 otherwise where a and b are positive constants It is given that P (X 1) = 1/3 Find the values of a and b Show that E(X) = 16/9 adn find E(X ) Six independent observations of X are taken and the random variable R is the number of observations such that X Find E(R) and P (R 2) 36 A machine makes metal rods A rod is oversize if its diameter exceeds 1.05 cm It is found from experience that 1% of the rods produced by the machine are oversize The diameters of the rods are normally distributed with mean 1.00 cm and standard deviation σ cm Find the value of σ, giving decimal places in your answer Two hundred rods are chosen at random Using a suitable approximation, find the probability that four or more of the rods are oversize, giving decimal places in your answer 14 Another machine makes metal rings The internal diameters of the rings are normally distributed with mean (1.00+2σ) cm and standard deviation 2σ cm, where σ has the value found in the first paragraph Find the probability that a randomly chosen ring can be threaded on a randomly chosen rod, giving decimals places in your answer 37 A householder wishes to sow part of her garden with grass seed She scratters seed randomly so that the number of seeds falling on any particular region is a random variable having a Poisson distribution, with its mean proportional to the area of the region The part of the garden that she intends to sow has area 50m2 and she estimate that she will sow 106 seeds Calculate the expected number of seeds falling on a region , R, of area 1cm2 and show that the probability that no seeds fall on R is 0.135, correct to three significant figures The number of seeds falling on R is denoted by X Find the probability that either X=0 or X ≥ The number of seeds falling on a region of area 100cm2 is denoted by Y Using a normal approximation, find P (175 Y 225) 38 A fair coin is tossed 10 times Calculate the probability that at least heads are obtained The coin is tossed 80 times Use the suitable approximation to find the probability that the number of heads obtained lies between 35 and 45 inclusive 39 Two red balls and two white balls are placed in a bag Balls are drawn one by one, at random and without replacement The random variable X is the number of white balls drawn before the first red ball is drawn a Show that P (X = 1) = 1/3, and find the rest of the probability distribution of X b Find E(X) and show that V ar(X) = 5/9 ¯ c The sample mean for 80 independent observations of X is denoted by X ¯ > 0.75) Using a suitable approximation, find P (X 40 15 a Plane crashes involving loss of life may be assumed to occur at random at an average rate, for all major airlines taken together, of 1.5 per year Find, correct to decimal places, the probability of there being i at most such crashes in a one - year period ii exactly such crashes in a two - year period b When a machine is used to dig up potatoes there is a probability 0.1 for each individual potato that it will be damaged in the process i Find, correct to decimal places, the probability that a random selection of 12 potatoes dug up by machine will include at least damaged ones ii A random sample of n potatoes is selected, and the number of damaged potatoes in the sample is denoted by the random variable X Write down expressions, in terms of n, for the mean and standard deviation of X Use a normal approximation to show that, for P (X ≥ 3) to exceed 0.95, the sample size n must satisfy the (approximate) inequality √ n − 25 > 4.935 n 41 A shop receives a batch of 1000 cheap lamps The odds that a lamp is deffective is 0.1% Let X be the number of deffective lamps in the batch a What kind of distribution does X have? What is/are the value(s) of parameter(s) of this distribution? b What is the probability that the batch contains no deffective lamps? One deffective lamp? More than two deffective ones? 42 Early in the morning, a group of m people decides to use the elevator in an otherwise deserted building of 21 floors Each of these persons chooses his or her floor independently of the others, and - from our point of view completely at random, so that each person selects a floor with probability 16 1/21 Let Sm be the number of times the elevator stops In order to study Sm , we introduce for i = 1, 2, , 21 random variables Ri , given by  1 if the elevator stops at the ith floor, Ri =  if the elevator does not stop at the ith floor a Each Ri has a Bernoulli distribution with parameter p Show that p = − (20/1)m b From the way we defined Sm , it follows that Sm = R1 + · · · + R21 Can we conclude that Sm has a B(21, p) distribution, with p as in part a? Why or why not? c Clearly, if m = 1, one has that P (S1 = 1) = Show that for m = P (S2 = 1) = 1/21 = − P (S2 = 2) and that S3 has the following distribution a P (S3 = a) 1/441 60/441 380/441 43 You decided to play monthly in two different lotteries, and you stop playing as soon as you win a prize in one (or both) lotteries of at least one million euros Suppose that every time you participate in these lotteries, the probability to win one million (or more) euros is p1 for one of the lotteries and p2 for the other Let M the number of times you participate in these lotteries until winning at least one prize What kind of distribution does M have and what is its parameter? [...]... distribution with parameter p Show that p = 1 − (20 /1)m b From the way we defined Sm , it follows that Sm = R1 + · · · + R21 Can we conclude that Sm has a B (21 , p) distribution, with p as in part a? Why or why not? c Clearly, if m = 1, one has that P (S1 = 1) = 1 Show that for m = 2 P (S2 = 1) = 1 /21 = 1 − P (S2 = 2) and that S3 has the following distribution a 1 2 3 P (S3 = a) 1/441 60/441 380/441 43 You... k( 2 − 1 ), x 2 f (x) = 0, for 1 x 2, otherwise , where k is a constant a Show that k =2 b Find the cumulative distribution function, F, of X, and hence ore otherwise find the value of t for which F (t) = 2/ 3 c Find the mean of X and show that the variance of X is approximately 0.04 72 31 The continuous random variable X has cumulative distribution function F given by    0 x < 0,   F (x) = a(6x2... function is symmetrical about x =2 to write down the expectation of X Show that the variance of X is 4/5  12 The random variable S is the sum of 100 independent observations of X Find P (X > 185) 32 The continuous random variable X is the distance, measured in hundreds of kilometres, that a particular car will travel on a full tank of petrol It is given that    0 x   x) = ax2 − 8ax + b 3    1 4 P... use the elevator in an otherwise deserted building of 21 floors Each of these persons chooses his or her floor independently of the others, and - from our point of view completely at random, so that each person selects a floor with probability 16 1 /21 Let Sm be the number of times the elevator stops In order to study Sm , we introduce for i = 1, 2, , 21 random variables Ri , given by  1 if the elevator... values between the values of P (0 < X 3 2 and 3, and write down 3 /2) and P (3 < X < 4) b Sketch the complete graph of the probability density function of X c Find the lower quartile q of X, i.e the value of q such that P (X < q) = 1/4 d Three independent observations are taken of X Find the probability that they all exceed q e Show that EX = 23 and find E(X 2 ) 16 30 The continuous random variable... sow has area 50m2 and she estimate that she will sow 106 seeds Calculate the expected number of seeds falling on a region , R, of area 1cm2 and show that the probability that no seeds fall on R is 0.135, correct to three significant figures The number of seeds falling on R is denoted by X Find the probability that either X=0 or X ≥ 4 The number of seeds falling on a region of area 100cm2 is denoted by... packets have a total weight between 990 g and 1 020 g c find the probability that the weight of one randomly chosen large packet exceeds the total weight of two randomly chosen small packets by at least 25 g 13 d find the probability that one half of the weight of one randomly chosen large packet exceeds the weight of one randomly chosen small packet by at least 12. 5 g 34 The continuous random variable X... has probability density function given by  ax + b 0 x 2 f (x) = 0 otherwise where a and b are positive constants It is given that P (X 1) = 1/3 Find the values of a and b Show that E(X) = 16/9 adn find E(X 2 ) Six independent observations of X are taken and the random variable R is the number of observations such that X 1 Find E(R) and P (R 2) 36 A machine makes metal rods A rod is oversize if its... places, the probability of there being i at most 2 such crashes in a one - year period ii exactly 4 such crashes in a two - year period b When a machine is used to dig up potatoes there is a probability 0.1 for each individual potato that it will be damaged in the process i Find, correct to 3 decimal places, the probability that a random selection of 12 potatoes dug up by machine will include at least... inequality √ n − 25 > 4.935 n 41 A shop receives a batch of 1000 cheap lamps The odds that a lamp is deffective is 0.1% Let X be the number of deffective lamps in the batch a What kind of distribution does X have? What is/are the value(s) of parameter(s) of this distribution? b What is the probability that the batch contains no deffective lamps? One deffective lamp? More than two deffective ones? 42 Early in