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Stats 241 Assignment 5 – Solutions 1. A random variable, X, has probability density function 0 x3 ax f ( x ) 6a ax 3 x 6 0 otherwise a) Find a. Solution: 1 3 6 0 3 f x dx ax dx 6a ax dx 3 6 x2 x2 a xdx a 6 x dx a a 6 x 2 3 2 0 0 3 2 2 6 3 9 a a 6 6 6 3 2 2 2 1 9 9 a 36 18 18 9a Thus a 9 2 2 b) Find P(X 4). 3 6 6 x2 P X 4 f x dx 6a ax dx a 6 x dx a 6 x 2 4 4 4 4 2 2 6 4 a 6 6 6 4 2 2 16 1 2 a 36 18 24 2a 2 2 9 9 6 6 2. Suppose X has the distribution function 0 x0 1 2 F ( x ) ax 4 x 0 x2 1 x2 a) Find a. Solution: Since X is a continuous random variable (It has a density function), Then F(x) is continuous. This will be true if ax 14 x 2 1 at x 2. Thus a2 14 4 1 or a 1. b) Find P(X 1) 1 1 Solution: PX 1 1 PX 1 1 F (1) 1 1 4 4 c) Find f(x) the density function of X. 1 x 0 x 0 Solution: f x F x 2 0 otherwise Page 1 Stats 241 Assignment 5 – Solutions 3. In preparation for a long weekend, a hospital in an National park is purchasing antidotes for rattle snake bites. Past experience has shown that the number of rattle snake bites occurring during this long weekend has a Poisson distribution with mean = 0.80. How many antidotes should the hospital have on hand so that there is at least a 99.99% chance that an antidote will be available to all individuals who suffer a rattle snake bite. How should this be altered if the mean number of rattlesnake bites could be as high as =3.1. Solution: Let X = # of snake bites during the long weekend. P X x p x x x! e 0.8 x x! e0.8 x 0,1, 2,3, 0.8 x 0.8 We need to find c such that P X c e F c 0.9999 x 0 x! Here is a table of x, p(x) and F(x): p (x) F (x) x c 0 1 2 3 4 5 6 7 8 9 10 11 0.44933 0.35946 0.14379 0.03834 0.00767 0.00123 0.00016 0.00002 0.00000 0.00000 0.00000 0.00000 0.44933 0.80879 0.95258 0.99092 0.99859 0.99982 0.99998 1.00000 1.00000 1.00000 1.00000 1.00000 Thus c = 6 4. The expected number of suicides in a large metropolitan city in a month has is known to be = 4.5. The number of suicides is known and to have a Poisson distribution. a) Compute the probability of at least 8 suicides in a month Solution: P X x p x x 4.5 x e e4.5 x 0,1, 2,3, x! x! P X 8 1 P X 7 1 p 0 p 1 p 7 4.50 4.5 4.51 4.5 4.5 2 4.5 4.5 3 4.5 4.5 4 4.5 4.5 5 4.5 4.5 6 4.5 4.5 7 4.5 1 e e e e e e e e 1! 2! 3! 4! 5! 6! 7! 0! =0.08659 b) Compute the probability of at most 10 suicides in a month, if it is known that there were at least 3 suicides. (Assume that the number of suicides for a month in the city follows a Poisson distribution) Page 2 Stats 241 Assignment 5 – Solutions . Solution: P X 10 X 3 P X 10 X 3 P X 3 P 3 X 10 1 P X 2 p 3 p 4 p 10 1 p 0 p 1 p 2 0.81975 0.99193 0.82642 5. Suppose that a random variable X, has probability density function. 2 xe x for x 0 f x for x 0 0 2 determine E(X) and E(X ). Solution EX 0 0 xf x dx x 2 xe x dx 2 x 2e x dx 2 3 3 3 3 x e 2 x 0 3 3 2! 2 dx 2 3 The gamma dist’n with = 3 EX2 2 0 0 x 2 f x dx x 2 2 xe x dx 2 x 3e x dx 2 4 4 4 2 3! 2 4 4 x3e x dx 4 0 4 6 2 6. Suppose that X is a Poisson random variable with parameter . Find if P(X = 2) = P(X = 3). Solution p x Then x x! 2 2! e and suppose that p(2) = p(3) e 3 3! e or 3! 3. 2! 7. Show, if X is a Poisson random variable with parameter where is an integer, that some 2 consecutive values of X have equal probabilities. Solution x x 1 p x e p x 1 e if x! x 1! x x! x 1 x 1! or x 1! x 1 x! x and x 1 . Thus p(x) = p(x + 1) if x = – 1. Page 3 Stats 241 Assignment 5 – Solutions 8. Let X be Poisson with parameter . a) Find a recursion for P(X = x + 1) in terms of P(X = x). Solution x x 1 p x e and p x 1 e x! x 1! Thus p x 1 x 1 x 1! e x x 1 x! Hence the recursion formula is: p x 1 e x 1 p x p x with p 0 e x 1 b) Use the recursion in part a) to find and 2. Solution Note: 1 E X xp x and 2 E X 2 x 2 p x x 0 x 0 n n x 0 x 0 Let mn xp x and vn x 2 p x then m0 0 and v0 0. Also mn1 mn n 1 p n 1 mn p n And vn 1 vn n 1 p n 1 vn n 1 p n 2 Hence 1 xp x lim mn and 2 x 2 p x lim vn and x 0 n x 0 n Finally 2 2 12 9. Ten people are wearing tags numbered 1, 2,..., 10. Three people are chosen at random. Let X = the smallest badge number among the three. Find the probability distribution of X. Solution Note the possible values of X are x = 1, 2, 3, 4, 5, 6, 7 and 8. In order for x to be the smallest number it has to be chosen and the remaining 2 numbers have to be chosen from the 10 – x numbers larger than x. The number of ways of choosing 3 numbers from 10 is: 10 10 9 8 10 3 4 120 3 3 2 1 The number of ways of choosing 3 numbers from 10 so that x is the smallest is: 10 x 10 x 10 x 1 10 x 9 x 90 19 x x 2 1 2 1 2 2 2 90 19 x x 2 2 Thus p x P X x x p(x) 1 2 3 72 240 56 240 42 240 90 19 x x 2 for x = 1 to 8. 120 240 4 5 6 7 30 240 Page 4 20 240 12 240 6 240 8 2 240 Stats 241 Assignment 5 – Solutions 10. Let X be a random variable with probability density function 1 x 2 2x3 otherwise k f ( x ) k ( 3 x ) 0 a) Find k. Solution: 1 3 x2 f x dx kdx k 3 x dx kx 1 k 3x 2 2 1 2 2 3 2 2 9 4 3 k 2 1 k 9 6 k , hence k 3 2 2 2 b) Calculate E(X). Solution: 3 2 2 x 2 x 3 2 2 2 x E X xf x dx 3 xdx 3 x 3 x dx 3 3 3 2 1 1 2 2 3 2 23 421 32 3 92 273 3 24 83 1 32 152 193 1 97 2 3 2 c) Find the cumulative distribution function, F(x). Solution: F x x 0 x 1 0 x x 2 2 1 x 2 3 u 1 3 1du x 1 f u du 2 u 2 2 x 2 2 2 1du 2 3 u du 2 x 3 3 u 1 3 3u 2 2 3 3 1 2 1 1 3 x 0 x 1 2 1 x 2 3 x 1 2 1 2 3 3 6 x x 8 2 x 3 1 3 x Page 5 x 1 1 x 2 2 x3 3 x Stats 241 Assignment 5 – Solutions 11. The percentage X of antiknock additive in a particular gasoline is a random variable with probability density function kx 3 1 x 0 x 1 f ( x) 0 otherwise a) Find k. Solution: 1 1 x 4 x5 k f x dx kx 1 x dx k k 14 15 20 4 5 0 0 1 3 hence k 20 b) Evaluate P[X < E(X)]. Solution: 1 x5 x 6 20 2 E X xf x dx 20 x 1 x dx 20 20 15 16 30 3 5 6 0 0 2/ 3 2/ 3 23 4 23 5 x 4 x5 3 P X E X 20 x 1 x dx 20 20 4 5 4 5 0 0 4 2 7 2 112 41 4 20 23 3 32 5 83 5 3 243 4 5 c) Find F(x). 1 4 Solution: F x x 0 x0 x f u du 20u 3 1 u du 0 x 1 0 1 x 1 0 x u 4 u5 20 4 5 0 1 0 4 5 x 4 x5 1 Page 6 x0 0 x 1 x 1 x0 0 x 1 x 1