Managing risk and Uncertainty (EPM944)– Solutions to Examples 1 (Probability)

Question 1

Suppose that 85% of taxis in a town are yellow and 15% are silver. A witness to an accident says that the
taxi involved was silver and she is considered to be 80% reliable, that is, P(say yellow | yellow) = P(say silver |
silver) = 0.8. What is the probability that the taxi was indeed silver?

Solution: Using Bayes rule for conditional probabilities:

P [silver ∩ say silver]
P (silver|say silver) =
P [say silver]
and

P [say silver] = P [say silver|silver]P [silver] + P [say silver|yellow]P [yellow]

= 0.8 × 0.15 + 0.2 × 0.85 = 0.39

Hence
0.15 × 0.8
P (silver|say silver) = = 0.308
0.39
Question 2

A laboratory blood test is 95 percent effective in detecting a certain disease when it is, in fact, present. However
the test also yields a “false positive” result for 1 per cent of the healthy persons tested. (That is, if a healthy
person is tested, then, with probability 0.01, the test result will imply he/she has the disease). If 0.5 percent of
the population actually has the disease, what is the probability that a person has the disease given that his/her
test result is positive?

Solution*

Let A be the event that a patient has the disease and B the event that the test came out positive. Then
P (B|A)P (A) P (B|A)P (A) (0.95)(0.005)
P (A|B) = = = = 0.323
P (B) P (B|A)P (A) + P (B|Ā)P (Ā) (0.95)(0.005) + (0.01)(0.995)

Question 3

A continuous random variable X has probability density function: fX (x) = a for −1 ≤ x ≤ 1 and zero otherwise
where a is a constant. Calculate: (i) The value of a; (ii) The expected value of X; and, (iii) The variance of X.

Solution:

Since fX (x) is a density function:

Z ∞ Z 1
1= f (x)dx = a dx = 2a
−∞ −1

and hence a = 0.5. The mean of X is clearly zero since density is an even function, i.e.
Z ∞
1 1
Z
E[X] = xfX (x)dx = xdx = 0
−∞ 2 −1
Also Z ∞ Z 1
1 1 31 1
Var(X) = E[X 2 ] = x2 fX (x)dx = x2 dx = [x ]0 =
−∞ 2 −1 3 3

Question 4

1
A production line manufactures 1000 Ohm (Ω) resistors that have ±10 percent tolerance. Let X denote the
resistance of a resistor. Assuming that X is a normal random variable with mean 1000 and variance 2500, find
the probability that a resistor picked at random will be rejected. Hint: The probability density function of the
normal distribution with mean µ and variance σ is given by
1 (x−µ)2
f (x) = √ e− 2σ2
2πσ
A table of the normal distribution (with µ = 0 and σ = 1) is included at the end of the paper.

Solution:

Let A be the event that the resistor will be rejected. Then A = {X < 900} + {X > 1100} which is the union
of two disjoint events and hence

P (A) = P (X < 900) + P (X > 1100) = FX (900) + [1 − FX (1100)]

Now X is a normal r.v. with µ = 1000 and σ = 50. Also,

a−µ
a  
a−µ
Z Z
1 −
(x−µ)2 1 σ 2
− ξ2
FX (a) = √ e 2σ 2 dx = √ e dξ = Φ
2πσ −∞ 2π −∞ σ
x−µ
on making the substitution ξ = σ . Thus
 
900 − 1000
FX (900) = Φ = Φ(−2) = 1 − Φ(2)
50
 
1100 − 1000
FX (1100) = Φ = Φ(2)
50

Thus
P (A) = 1 − Φ(2) + 1 − Φ(2) = 2(1 − Φ(2)) ≈ 0.045

using tables.

Question 5

Suppose that an aeroplane engine will fail, when in flight, with probability 1 − p independently from engine to
engine. Suppose also that the aeroplane will make a successful flight if at least 50 percent of its engines remain
operative. For what values of p is a four-engine plane preferable to a two-engine plane? Hint: You may be find
the following polynomial factorisation useful: 3p3 − 8p2 + 7p − 2 = (p − 1)2 (3p − 2).

Solution:

Because each engine is assumed to function or fail independently of what happens with other engines, it follows
that the number of engines that remain operative is a binomial random variable. The probability that a
four-engine plane makes a successive flight is
     
4 2 2 4 3 4 4
P [X4 ≥ 2] = p (1 − p) + p (1 − p) + p (1 − p)0 = 6p2 (1 − p)2 + 4p3 (1 − p) + p4
2 3 4

whereas the probability for a two engine plane is:

   
2 2 2
P [X2 ≥ 1] = p(1 − p) + p (1 − p)0 = 2p(1 − p) + p2
1 2

Thus the four-engine plane is safer iff: 6p2 (1 − p)2 + 4p3 (1 − p) + p4 ≥ 2p(1 − p) + p2 or equivalently iff:
6p(1 − p)2 + 4p2 (1 − p) + p3 ≥ 2 − p which simplifies to: 3p3 − 8p2 + 7p − 2 ≥ 0 or (p − 1)2 (3p − 2) ≥ 0 using
suggested factorization. Thus four-engine plane is safer iff 3p − 2 ≥ 0 or p ≥ 32 .

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Question 6

Show that if A and B are two events in a sample space of a random experiment such that P (A) > P (B) > 0,
then: P (A|B) > P (B|A).

Solution:
P (A∩B) P (B∩A)
Directly from the definition of conditional probability P (A|B) = P (B) , P (B) 6= 0, P (B|A) = P (A) ,
P (A|B) P (A)
P (A) 6= 0. Dividing gives P (B|A) = P (B) > 1 and hence P (A|B) > P (B|A).

Question 7

A noisy transmission channel has a per-digit error probability p = 0.01. Assuming that errors occur
independently from digit to digit find the probability of more than one error in 10 received digits. Repeat
your calculation using an appropriate approximation based on the Poisson distribution.

Solution:

Let X be the r.v. of number of errors per 10 digits. Clearly X is binomial with parameters (n, p) = (10, 0.01).
Thus
   
10 0 10 10
P (X > 1) = 1 − P (X = 0) − P (X = 1) = 1 − (0.01) (0.99) − (0.01)1 (0.99)9 = 0.0042
0 1

Using the Poisson approximation with λ = np = 0.1 we have:

0.10 0.11
P (X > 1) = 1 − P (X = 0) − P (X = 1) = 1 − e−0.1 − e−0.1 = 0.0047
0! 1!
The approximation is reasonable since n is “large” and p is “small”.

Question 8

To win the maximum prize in a lottery one chooses six numbers from a list of 49 different numbers and must
match the six winning numbers drawn randomly from the list (without predicting the actual order in which the
winning numbers are drawn). Find the probability for winning the maximum prize in the lottery.

Solution: There are 49 × 48 × 47 × 46 × 45 × 44 possible winning sequences (ordered). Each winning sequence
can be rearranged 6! different ways. Thus the winning probability is:
6!
= 7.1511 × 10−8
49 × 48 × 47 × 46 × 45 × 44

or about 1 in 14 million. (Alternatively spot there are 49

6 different combinations since order in which winning
numbers appear is irrelevant).

Question 9

A continuous random variable X is called exponential with parameter λ (λ > 0) iff its probability density
function is given by fX (x) = λe−λx for x ≥ 0 and zero for x < 0. Show that: (a) The mean of X is
µX = E[X] = λ1 and the variance of X is σX2
= Var(X) = λ12 . (b) X satisfies the Markov (or “memoryless”)
property: P (X ≤ x + t|X > t) = P (X ≤ x) for every x > 0 and t > 0.

Solution:

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The cdf of the exponential can be found by integrating the pdf, i.e.
Z x
x
λe−λx dx = −e−λx 0 = 1 − e−λx

FX (x) = (x ≥ 0)
0

This is an increasing exponential starting at 0 when x = 0 and tending to 1 (as expected for cdf’s) as x → ∞.
Integrating by parts,
Z ∞ Z ∞
∞ 1
xe−λx dx = −xe−λx 0 + e−λx dx =

µ = E(X) = λ
0 0 λ
Next, Z ∞ Z ∞
2 −λx
∞ 2
2
dx = −x2 e−λx 0 + 2 xe−λx dx =

E[X ] = x e
0 0 λ2
Thus
2 1 1
σ 2 = E[X 2 ] − [E(X)]2 = − 2 = 2
λ2 λ λ
For every t > 0 and x > 0,
P [t < X ≤ x + t] FX (x + t) − FX (t) (1 − e−λ(x+t) ) − (1 − e−λt )
P (X ≤ x + t|X > t) = = =
P [X > t] 1 − FX (t) 1 − (1 − e−λt )
−λt −λx
e (1 − e )
= −λt
= 1 − e−λx = FX (x) = P [X ≤ x]
e
as required.

Question 10
A random variable X is called positive if FX (0) = P (X ≤ 0) = 0. Let X be a positive continuous random variable
having a probability density function fX (x). If f (x) ≤ c for all x, show that for any a > 0, P (X > a) ≥ 1 − ac.

Solution:
Here, Z a Z a Z a
P (X > a) = 1 − P (X ≤ a) = 1 − fX (x)dx = 1 − fX (x)dx ≥ 1 − c dx = 1 − ca
−∞ 0 0

using fX (x) = 0 for x ≤ 0, and f (x) ≤ c for all x.

Question 11
Show that the conditional cumulative distribution function and probability density function of a random variable
X, given the event B = (a < X ≤ b) are: FX (x|a < X ≤ b) = 0 for x ≤ a, FX (x|a < X ≤ b) = FFX (x)−FX (a)
X (b)−FX (a)

for a < x ≤ b and FX (x|a < X ≤ b) = 1 for x > b. Show also that fX (x|a < X ≤ b) = 0 for x ≤ a,
fX (x|a < X ≤ b) = R b ffX (x)
(ξ)dξ
for a < x ≤ b and fX (x|a < X ≤ b) = 0 for x > b respectively. Hence find
a X

E(X|X > 0) and Var(X|X > 0) if X is a normal random variable with mean 0 and variance σ 2 . Hint: The
2 2
1
probability density function of X is: fX (x) = √2πσ e−x /2σ .

Solution:
From the definition of a conditional cdf:
P (X ≤ x) ∩ (a < X ≤ b)
FX (x|a < X ≤ b) = P (X ≤ x|a < X ≤ b) =
P (a < X ≤ b)
Now,

(X ≤ x) ∩ (a < X ≤ b) = ∅ (x ≤ a)
= (a < X ≤ x) (a < x ≤ b)
= (a < X ≤ b) (x > a)

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Hence:
P (∅)
FX (x|a < X ≤ b) = =0 (x ≤ a)
P (a < X ≤ b)
P (a < X ≤ x) FX (x) − FX (a)
= = (a < x ≤ b)
P (a < X ≤ b) FX (b) − FX (a)
P (a < X ≤ b)
= =1 (x > a)
P (a < X ≤ b)

The conditional pdf can be found by differentiating the conditional cdf, hence:

fX (x|a < X ≤ b) = 0 (x ≤ a)
fX (x) fX (x)
= = Rb (a < x ≤ b)
FX (b) − FX (a) f (ξ)dξ
a X

=0 (x > a)

In this part X is assumed to be a N (0, σ) random variable; thus the pdf of X is:
1 2 2
fX (x) = √ e−x /2σ
2πσ
Then the conditional pdf of X given that X > 0 is

fX (x) 1 2 2
fX (x) = R ∞ = 2√ e−x /2σ (x ≥ 0)
0
fX (ξ)dξ 2πσ

(and fX (x) = 0 for x < 0). Hence:

Z ∞
1 2
/2σ 2
E(X|X > 0) = 2 √ xe−x dx
2πσ 0

Let y = x2 /2σ 2 . Then:

∞
Z r
2σ −y 2
E(X|X > 0) = √ e dy = σ
2π 0 π
Next, Z ∞ Z ∞
1 2 −x2 /2σ 2 1 2
/2σ 2
2
E(X |X > 0) = 2 √ x e dx = √ x2 e−x dx = Var(X) = σ 2
2πσ 0 2πσ −∞

Thus:  
2
Var(X|X > 0) = E(X 2 |X > 0) − [E(X|X > 0)]2 = σ 2 1 − ≈ 0.363σ 2
π
which is the conditional variance of X given that X > 0.

Question 12

Suppose that X is a normal random variable with mean µ = 100 and standard deviation σ = 20. Find the
following probabilities: (i) P (X < 120), (ii) P (X < 90) and (iii) P (90 < X < 120). Find also the value of the
real number a such that P (90 − a ≤ X ≤ 110 + a) = 0.9. Hint: The probability density function of the normal
distribution with mean µ and variance σ is given by
1 (x−µ)2
f (x) = √ e− 2σ2
2πσ
A table of the cumulative distribution function of the normal distribution (with µ = 0 and σ = 1) is included
at the end of the paper.

Solution:

5
Let Xn = X−µ σ . Then (i) P [X ≤ 120] = P [Xn ≤=
120−100
20 = 1] = 0.8413. (ii) P [X ≤ 90] = P [Xn ≤ 90−100
20 =
−0.5] = P [Xn ≥ 0.5] = 1 − P [Xn ≤ 0.5] = 1 = 0.6915 = 0.3085. (iii) P [−90 < Xn < 120]=1 − P [Xn ≤ −0.5] −
P [Xn ≥ 1] = 1 − P [Xn ≥ 0.5 − (1 − P [Xn ≤ 1]) = P [Xn ≤ 1] + P [Xn ≤ 0.5] − 1 = 0.8413 + 0.6915 − 1 = 0.5328.
(iv) Here,
    
−10 + a 10 + a 10 + a
P [90 − a ≤ X ≤ 110 + a] = 0.9 ⇒ P ≤ Xn ≤ = 0.9 ⇒ 2 P 0 ≤ Xn ≤ = 0.9
20 20 20

Hence    
10 + a 1 10 + a 1 a
2 P Xn ≤ − = 0.9 ⇒ P [Xn ≤ ] = 0.95 ⇒ + = 1.645
20 2 20 2 20
and hence a = 22.9.

Question 13

The median of a continuous random variable X is the value of x = x0 such that P (X ≥ x0 ) = P (X ≤ x0 ). The
mode of X is the value of x = xm at which the probability density function of X achieves its maximum value.
(a) Find the median and mode of the exponential random variable X with parameter λ. [Hint: The probability
density function of X is given by fX (x) = λe−λx for x ≥ 0 and fX (x) = 0 for x < 0]. (b) Find the median and
mode of the normal random variable Y with mean µ and variance σ 2 . [Hint: The probability density function
of Y is given in previous question].

Solution:

For the exponential random variable,

Z x0 Z ∞ Z x0 Z ∞
fX (x)dx = fX (x)dx ⇒ λe−λx dx = λe−λx dx ⇒ [−λe−λx ]x0 0 = [−λe−λx ]∞
x0
0 x0 0 x0

Thus, 1 − e−λx0 = e−λx0 or e−λx0 = 12 and thus x0 = λ1 ln(2). For X we clearly have that xm = 0. For the
normal random variable Y we clearly have that x0 = xm = µ.

Question 14

(a) There are two roads from A to B and two roads from B to C. Each of the four roads has probability p of
being blocked by snow, independently of all the others. What is the probability that there is an open road from
A to C?
(b) Further to the assumptions of part (a), assume that there is also a direct road from A to C, which is
independently blocked with probability p. What is the new probability that there is an open road from A to
C?

Solution:

(a) P [A → C open] = P [A → B open] · P [B → C open] from independence. Thus

P [A → C open] = {P [R1 open] + P [R2 open] − P [R1 open ∧ R1 open]}2

= {1 − p + 1 − p − (1 − p)2 }2 = (1 − p)2 (1 + 1 − (1 − p))
= (1 − p)2 (1 + p)2 = (1 − p2 )2

Alternatively 1 − p2 is the probability that road is not closed from A → B or from B → C.

Clearly B = (A ∩ B) ∪ (A ∩ B̄) and since these two events are disjoint

P (A) = P (A ∩ B) + P (A ∩ B̄) = P (A|B)P (B) + P (A|B̄)P (B̄)

6
from definition of conditional probability.

(b) Let A and B represent the following events: A=(There is an open road from A to C); B=(there is an open
road from A to C through B). Then P (A) = P (A|B)P (B) + P (A|B̄)P (B̄). Now P (A|B) = 1, P (A|B̄) = 1 − p
and from part (a) P (B) = (1−p2 )2 , P (B̄) = 1−(1−p2 )2 = p2 (2−p2 ). Thus P (A) = (1−p2 )2 +p2 (1−p)(2−p2 )
which may be simplified further!

Question 15

A continuous random variable X is called positive if its probability density function fX (x) satisfies fX (x) = 0
for every x < 0. Show that in this case X satisfies the “Markov inequality”: P (X ≥ a) ≤ µaX for every a > 0,
where µX = E(X).

Solution:
R∞
P [X ≥ a] = a
fX (x)dx; Hence,
Z ∞ Z ∞ Z ∞
µX = xfX dx ≥ xfX dx ≥ a fX dx = aP [X ≥ a]
0 a a
µX
and thus P [X ≥ a] ≤ a .

Question 16

Consider a collection of n biased coins, each showing Heads with probability p and Tails with probability 1 − p,
independently of the others. The coins are tossed and all coins showing Heads are collected together and tossed
again. Write down an expression for the probability mass function of the random variable representing the
number of Heads that turn up in the second round of tosses. Hint: Condition on the results of the first round
of tosses using the “total probability” formula.

Solution:

Let X =(no of Heads appearing in second round of tosses) and Y =(no of Heads appearing in first round).
Then:

P [X = k] = P [X = k|Y = k]P [Y = k] + P [X = k|Y = k + 1]P [Y = k + 1]

n−k
X
+ . . . + P [X = k|Y = n]P [Y = n] = P [X = k|Y = k + i]P [Y = k + i]
i=0

for k = 0, 1, 2, . . . , n. Now,
   
k+i k n
P [X = k|Y = k + i] = p (1 − p)i and P [Y = k + i] = pk+i (1 − p)n−k−i
k k+i

Thus,
n−k
X   n−k
k+i n X n! (k + i)! i
P [X = k] = p2k+i (1 − p)n−k = p2k (1 − p)n−k p
i=0
k k+i i=0
(k + i)!(n − k − i)! k!i!
n−k
X n!
= p2k (1 − p)n−k pi
i=0
(n − k − i)!k!i!

for k = 0, 1, 2, . . . , n.

Question 17

7
A gambler has in his pocket a fair coin and a two-headed coin. He selects one of the two coins at random, and
when he flips it, it shows heads. What is the probability that it is the fair coin?

Suppose that he flips the same coin a second time and it also shows heads. What is the probability that it is
the fair coin? In general, what is the probability that the fair coin is used if all n consecutive tosses result in
heads?

Solution:

Let A=(Fair coin is chosen for tossing) so that Ā=(Two-headed coin is chosen for tossing). Let also B1 =(outcome
of toss is Heads). Then P (A) = P (Ā) = 21 (coin is chosen randomly) and from the total probability formula,
1 1
P (B1 |A)P (A) 2 × 2 1
P (A|B1 ) = = 1 1 1 =
P (B1 |A)P (A) + P (B1 |Ā)P (Ā) 2 × 2 + (1) × 2
3

In general let Bn =(Heads appear in all n consecutive tosses). Then:

P (Bn |A)P (A) ( 1 )n × 21 ( 12 )n+1 1

P (A|Bn ) = = 1 n 21 1 = = P (A|Bn ) =
P (Bn |A)P (A) + P (Bn |Ā)P (Ā) ( 2 ) × 2 + (1) × 2 ( 12 )n+1 + (1) × 1
2
1 + 2n

and specifically P (A|B2 ) = 51 .

Question 18

(a) Suppose that X is a continuous random variable with probability density function fX (x). Define the expected
value (mean) and the variance of X. Show that (i) E(aX + b) = aE(X) + b and (ii) Var(aX + b) = a2 Var(X)
where E(X) and Var(X) denote the expected value and the variance of X, respectively. Let X be a continuous
random variable. Show that E(X 2 ) ≥ (E(X))2 . When do we have equality?

Solution:
R∞ 2
R∞
(a) µX = E(X) = −∞
xfX (x)dx; σX = −∞
(x − µX )2 fX (x)dx = E[(X − µX )2 ]. Thus
Z ∞ Z ∞ Z ∞
E(aX + b) = (ax + b)fX (x)dx = a xfX (x)dx + b fX (x)dx = aE(X) + b
−∞ −∞ −∞

Also,
Z ∞ Z ∞ Z ∞
2
σaX+b = [ax + b − (aµX + b)]2 fX (x)dx = [a(x − µX )]2 fX (x)dx = a2 [x − µX ]2 fX (x)dx = a2 σX
2
−∞ −∞ −∞

(b)E[X 2 ] − (E[X])2 = E[(X − E[X])2 ≥ 0. We have equality only if X = µ “almost surely” (e.g. when X is a
deterministic variable).

Question 19

An airline knows that 5 percent of the people making reservations on a certain flight will not show up.
Consequently, their policy is to sell 52 tickets for a flight that can hold only 50 passengers. What is the
probability that there will be a seat available for every passenger that shows up?

Solution:

Here:

p = P [All arriving passengers accomodated] = 1 − P [all 52 passengers turm up] − P [51 passengers turn up]

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Thus
   
52 52 0 52
p=1− (0.95) (0.05) − (0.95)51 (0.05) = 1 − (0.95)52 − (52)(0.95)51 (0.05) = 0.7405
52 51

Question 20

Consider a binomial random variable X with parameters (4, 12 ). Find the conditional probability mass function
of X given that X is odd.

Solution:


1 1
3
Let X be the binomial random variable with parameters n = 4 and p = 12 . Then P [X = 1] = 41 12 2 =
4 1 4 1 3 1 1 4 1 1




16 = 4 and P [X = 3] = 3 2 2 = 16 = 4 . Thus P [X = odd] = 2 . Now the conditional distribution is

P [(X = k) ∩ (X = odd)]
P [X = k|X = odd] =
P [X = odd]
1 1
and hence P [X = 1|X = odd] = 4
1 = 21 , P [X = 3|X = odd] = 4
1 = 21 . Of course, P [X = 0, 2, 4|X = odd] = 0.
2 2

Question 21

If A and B are independent. show that so are: (a) A and B c ; (b) Ac and B c .

Question 22

Let X1 , X2 , . . . , Xn be independent random variables, all having the same distribution with expected value µ
and variance σ 2 . The random variable X̄ defined as the arithmetic average of these values is called the sample
mean, i.e. Pn
Xi
X̄ = i=1
n
(a) Show that E[X̄] = µ. (b) Show that Var(X̄) = σ 2 /n. The random variable S 2 defined by
Pn
2 (Xi − X̄)2
S = i=1
n−1

is called the sample variance. (c) Show that i=1 (Xi − ¯(X))2 = i=1 Xi2 − nX̄ 2 . (d) Show that E[S 2 ] = σ 2 .
Pn Pn

Question 23

Suppose that in any given time period a certain stock is equally likely to go up 1 unit or down 1 unit and that
the outcomes of different periods are independent. Let X be the amount the stock goes up (either 1 or −1)
in the first period and let Y the cumulative amount it goes up in the first three periods. Find the correlation
between X and Y .

Question 24

A lawyer must decide whether to charge a fixed fee of $ 5, 000 or take a contingency fee of $ 25, 000 if she wins
the case (and nothing if she loses). She estimates that the probability of winning is 0.30. Determine the mean
and standard deviation of her fee if (a) She takes the fixed fee; (b) She takes the contingency fee.

Question 25

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Prove: (a) Cov(X, Y ) = Cov(Y, X); (b) Cov(X, X) = Var(X 2 ); (c) Cov(cX, Y ) = cCov(X, Y ); (d) Cov(c, Y ) =
0.

Question 26

Let X be a normal r.v. with mean µ and variance σ 2 . Let Y = a + bX. Find values a and b (a 6= 0) that give
Y the same distribution as X. Then using these values find Cov(X, Y ).

10
 Table of Normal Distribution cdf Φ(z)
Z z
1 2
Φ(z) = √ e−ξ /2 dξ ; Φ(−z) = Φ(z)
2π −∞

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998
3.5 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998
3.6 0.9998 0.9998 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999

11