Introduction to Probability

Tutorial 6+

1. Suppose that the random variables X , Y and Z are independent with E(X) = 2, Var(X) = 4, E(Y ) = −3,
Var(Y) = 2, E(Z) = 8 and Var(Z) = 7. Calculate the expectation and variance of the following random
variables. E(X) = 17 E(X) = -70 E(X) = 20
E(X) = 13 (a) Var(X) = 82 Var(X) = 667 Var(X) = 75
3X + 7 (b) 4X − 3Y (c) 5X − 9Z + 8 (d) X + 2Y + 3Z
Var(X) = 36
2. Recall that for any function g(X) of a random variable X ,
Z
E(g(X)) = g(x) f (x) dx,

where f (x) is the probability density function of X . Use this result to show that

E(aX + b) = aE(X) + b

and
Var(aX + b) = a2 Var(X).

3. Suppose that components are manufactured such that their heights are independent of each other with
µ = 65.9 and σ = 0.32. mean = 65.9
σ = 0.143
(a) What are the mean and the standard deviation of the average height of ve components?
(b) If eight components are stacked on top of each other, what are the mean and the standard deviation
of the total height? mean = 527.2
σ = 0.905
4. If $x is invested in mutual fund A, the annual return has an expectation of $0.1x and a standard deviation
of $0.02x. If $x is invested in mutual fund B, the annual return has an expectation of $0.1x and a standard
deviation of $0.03x. Suppose that the returns on the two funds are independent of each other and that I
have $1000 to invest. E(A) = 100
Var(A) = 400
(a) What are the expectation and variance of my annual return if I invest all my money in fund A?
E(B) = 100
(b) What are the expectation and variance of my annual return if I invest all my money in fund B? Var(B) = 900
(c) What are the expectation and variance of my total annual return if I invest half of my money in
fund A and half in fund B? E(X) = 100
(d)
Var(X) = 225
Suppose I invest $x in fund A and the rest of my money in fund B. What value of x minimizes the
variance of my total annual return? Fund in A = 692 Fund in B = 308
Explain why your answers illustrate the importance of diversity in an investment strategy.

5. Suppose that the random variable X has a probability density function

f (x) = 2x

for 0 ≤ x ≤ 1. Find the probability density function and the expectation of the random variable Y in the
following cases.
√ 1
(a) Y = X 3 (b) Y = X (c) Y = (d) Y = 2X
1+X
f(y) = 2/3 y^-1/3 f(y) = 4x^3 f(y) = -2y^(-2) +2y^(-3) f(y) = 2.log2(y)/(y.ln(2))

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 6. Suppose that X ∼ B(10, 0.12). Calculate
3.76 x 10^-4
(a) P (X = 3) 0.0847 (b) P (X = 6) (c) P (X ≤ 2)
(d) P (X ≥ 7) (e) E(X)1.2 (f) Var(X )0.1056

7. Draw line graphs of the probability mass functions of a B(6, 0.5) distribution and a B(6, 0.7) distribution.
Mark the expected values of the distributions on the line graphs and calculate the standard deviations of
the two distributions.

8. A fair die is rolled 8 times. Calculate the probability that there are:
(a) Exactly 5 even numbers 7/32
(b) Exactly one 6 0.372
(c) No 4s 0.232

9. Consider 2 independent binomial random variables X1 ∼ B(n1 , p) and X2 ∼ B(n2 , p). If Y = X1 + X2 ,

explain why Y ∼ B(n1 + n2 , p). Both random variables have the same probability p
so X1 + X2 is the total number of success after n1 + n2 trial
Therefore, Y = B(n1+n2,p)
10. If X has a geometric distribution with parameter p = 0.7, calculate
(a) P (X = 4) (b) P (X = 1) (c) P (X ≤ 5) (d) P (X ≥ 8)
0.0189 0.7 0.99757 6.561 x 10^-5
11. Suppose that X1 , . . . , Xr are independent random variables, each with a geometric distribution with param-
eter p. Explain why
Y = X1 + . . . + Xr
has a negative binomial distribution with parameters p and r. Use this relationship to establish the mean
and variance of a negative binomial distribution. mean = r/p
Var = r*(1/p)/p^2

12. If X has a negative binomial distribution with parameters p = 0.6 and r = 3, calculate:
(a) P (X = 5) 0.20736
(b) P (X = 8) 0.04644
(c) P (X ≤ 7)
(d) P (X ≥ 7)

13. An archer hits a bull's-eye with a probability of 0.09 and the results of dierent attempts can be taken to
be independent of each other.
(a) If the archer shoots a series of arrows, what is the probability that the rst bull's-eye is scored with
the fourth arrow? 0.0678
(b) What is the probability that the third bull's-eye is scored with the tenth arrow? 0.0135
(c) What is the expected number of arrows shot before the rst bull's-eye is scored? 100/9
(d) What is the expected number of arrows shot before the third bull's-eye is scored? 100/3

14. The number of cracks in a ceramic tile has a Poisson distribution with a mean of λ = 2.4. What is the
probability that a tile has no cracks? What is the probability that a tile has four or more cracks?
0.0907 0.221
15. Recall that the Poisson distribution with a parameter value of λ = np can be used to approximate the B(n, p)
distribution when n is very large and the success probability p is very small. A box contains 500 electrical
switches, each one of which has a probability of 0.005 of being defective. Use the Poisson distribution to
make an approximate calculation of the probability that the box contains no more than 3 defective switches.
P(X <= 3) = 0.7575

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16. Suppose that X ∼ U (−3, 8). Find:

(a) E(X) 5.5

(b) The standard deviation of X 11√3/6
(c) P (0 ≤ X ≤ 4) 4/11

17. A new battery supposedly with a charge of 1.5 volts actually has a voltage with a uniform distribution
between 1.43 and 1.6 volts.
(a) What is the expectation of the voltage? 1.515
(b) What is the standard deviation of the voltage? 0.3377
(c) What is the cumulative distribution function of the voltage? F(X) = 100x/17 - 143/17
(d) What is the probability that a battery has a voltage less than 1.48 volts? 5/17
(e) If a box contains 50 batteries, what are the expectation and variance of the number of batteries in
the box with a voltage less than 1.5 volts? E(X) = 350/17
Bernoulii Var(X) = 12.11

18. Use integration by parts to show that if X has an exponential distribution with parameter λ, then
(a) E(X) = 1
λ
(b) E(X 2 ) = 2
λ2

19. Suppose that you are waiting for a friend to call you and that the time you wait in minutes has an exponential
distribution with parameter λ = 0.1.
(a) What is the expectation of your waiting time? 10
(b) What is the probability that you will wait longer than 10 minutes? 0.367
(c) What is the probability that you will wait less than 5 minutes? F(5) = 0.393
(d) Suppose that after 5 minutes, you are still waiting for the call. What is the distribution of you
additional waiting time? exponential distribution with lambda = 0.1
In this case, what is the probability that your total waiting time is longer than 15 minutes? 0.367
(e) Suppose now that the time you wait in minutes for the call has U (0, 20) distribution. What is the
10 If after 5 minutes you are still waiting for the call, what is the
expectation of your waiting time?
distribution of your additional waiting time? U(0,15)

20. Use integration by parts to show that if X has an exponential distribution with parameter λ, then
1 2
E(X) = and E(X 2 ) = .
λ λ2

21. The arrival times of workers at a factory rst-aid room satisfy a Poisson process with an average of 1.8 per
hour.

(a) What is the value of the parameter λ of the Poisson process? 1.8
(b) What is the expectation of the time between two arrivals at the rst-aid room? 5/9
(c) What is the probability that there is at least 1 hour between two arrivals at the rst-aid room? 0.166
(d) What is the distribution of the number of workers visiting the rst-aid room during a 4-hour period? lambda = 7.2
(e) What is the probability that at least four workers visit the rst-aid room during a 4-hour period?0.928
(f) What is the distribution of the time between the rst arrival of the day and the fourth arrival?Gamma distribution
(g) What is the expectation of this time? 5/3 k=3
DO NOT OVERTHINK lambda = 1.8
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 (h) What is the variance of this time? 25/27
(i) By using
(i) the gamma distribution 0.0947
(ii) the Poisson distribution, show how to calculate the probability that this time is longer than 3
hours. Look at the figure 3 F(2) = 0.0947
lambda = 5.4
https://quizlet.com/explanations/questions/the-arrival-times-of-workers-at-a-factory-first-aid-room-satisfy-a-poisson-process-with-an-average-2-a41d940a-5887-4e78-98b3-04c512738d1f

22. The time taken to serve a customer at a fast-food restaurant has a mean of 75.0 seconds and a standard
deviation of 7.3 seconds. Use Chebyshev's inequality to calculate time intervals that have 75% and 89%
probabilities of containing a particular service time. 75%: Time interval: 60.4 <= t <= 89.6
89%: Time interval: 53.1 <= t <= 96.9

23. A machine produces iron bars whose lengths have a mean of 110.8 cm and a standard deviation of 0.5 cm.
Use Chebyshev's inequality to obtain a lower bound on the probability that an iron bar chosen at random
has a length between 109.55 cm and 112.05 cm. c = 2.5
lower bound = 84%