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(c)2017 UM Math Dept

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Homework 4
Math 425: Summer 2017
due Friday, July 28

All solutions to written homework problems must be clearly written, with explanations.
A number or sequence of equations without explanation will not get credit. You are
encouraged to work with other students on the homework, but solutions must be written
independently. Homework is due at the start of class (1 pm) on the due date.

Problems marked with * indicate those using material covered on the midterm;
you may wish to try them before Tuesday.

1. *Suppose the number of times a person contracts a cold in a given year is Poisson
with = 5. Also suppose a new wonder drug has just been marketed that reduces the
Poisson parameter to = 3 for 75% of the population; for the other 25%, the drug has
no effect. If an individual tries the drug for a year, and gets 2 colds during that time,
what is the probability that the drug is beneficial for this individual?
Solution: Let B be the event that the drug is beneficial for a randomly selected
person; that is, if an individual is in B, they contract colds with the reduced Poisson
parameter = 3. Note that P (B) = .75. Also, let X be the r.v. denoting the number
of colds a randomly selected person gets during a year. Note that X P oisson(),
where is either 3 or 5 depending on whether the drug is beneficial to them or not.
Then using Bayes Rule,

P ({X = 2}|B)P (B)


P (B|{X = 2}) =
P ({X = 2}|B)P (B) + P ({X = 2}|B C )P (B C )
32
e3 2
0.75
= 32 52
0.889.
e3 2
0.75 + e5 2
0.25

2. *An interviewer is given a list of people she can interview. She needs to conduct 5
interviews, and each person independently agrees to be interviewed with probability 23

(a) If the list only has 5 people on it, what is the probability that she gets the
interviews she needs?
(b) If the list has 8 people on it?
(c) If the list has 8 people on it, and she begins at the top, what is the probability
that she interviews the 7th person?
(d) The 8th person?
Solution: (a) Since each person must agree, and they do so independently, the prob-
5
ability is 32 .

(b) The number of people X, that agree of the 8 from the list is binomially distributed
with n = 8 and p = 23 . Thus the probability that her list is enough is
   5  3    6  2    7    8
8 2 1 8 2 1 8 2 1 2
P (X {5, 6, 7, 8}) = + + + .
5 3 3 6 3 3 7 3 3 3

(c) The number of people, X, she needs to get 5 interviews is a negative binomial r.v.
with r = 5 and p = 32 . (Note that if X 9 she would fail to get all the interviews she
needs.) So the probability that the 7th person is her fifth interview is
   5  2
6 2 1
P (X = 7) = .
4 3 3
But it could also be that she interviewed the 7th person but it was not her fifth and
final interview. So we also want the probability that there were 3 or fewer interviews
from the first 6 names and the 7th agreed. So let Y = # interviews from the first 6
people, and note Y binomial(6, 23 ). So the probability we want is

P (3 or fewer interviews in first 6 people and 7th person agreed)


= P (Y 3 and 7th agreed)
=P (Y 3)P (7th agreed)
P3 6 2 i 1 6i  2
= i=0 i 3 3
3,
where we can multiply the probabilities since the 7th person agrees independently of
what the first six do. Now, the events weve considered are mutually exclusive, so we
add them to get our final answer.
(d) Similarly, let Z binomial(7, 23 ) be the number of interviews from the first 7
people. Then the probability that she interviews the 8th person is

P (X = 8) + P (3 or fewer interviews in first 7 and 8th agreed)


= P (X = 8) + P (Z 3 and 8th agreed)
= P (X = 8) + P (Z 3)P (8th agreed)
7
 2 5 1 3 P3 6 2 i 1 6i  2
= 4 3 3
+ i=0 i 3 3
3.

3. *Suppose that the lifetime of a certain type of electronic device is modeled using a
continuous random variable, X, whose probability density function is given by

A/x2 x > 10
f (x) =
A/100 0 < x < 10,

with x given in years.

(a) Find A
(b) Find P {X > 20}
(c) What is the probability that of 6 such devices at least 3 will function for at least
15 years? What assumptions did you make?

Solution: (a) We require that the total probability be 1, so


Z Z 10 Z
A A A A A
1= f (x) dx = dx + 2
dx = + = .
0 0 100 10 x 10 10 5
Thus A = 5.
R
(b) This is P {X > 20} = 20 f (x) dx = 14 . If we wanted to avoid the improper integral
(at the cost of having to evaluate two integrals), we could find 1 P {X < 20} to the
same effect.

R(c) The probability that one device will function for at least 15 years is P {X > 15} =

15
f (x) dx = 13 . Then, if we assume that the devices lifespans (that is, probability
of functioning for a given time) are independent, the behavior of 6 such devices is
binomial, and we have
2    k  6k
X 6 1 2
P {at least 3 working} = 1 P {02 working} = 1 0.3196.
k=0
k 3 3

4. *Consider a person shooting at a target. We may assume that the score for a given
shot will depend on the distance from the target that it hits. Suppose that we award
a score of 10 points if the shot hits within 1 cm of the target, 6 if it hits between 1 and
3 cm of the target, 2 points if it hits between 3 and 5 cm of the target, and 0 points
otherwise. Let X be the distance between where the shot hits and the target. If X
is uniformly distributed between 0 and D cm, find the expected number of points the
person will score. What must D be for the expected score to be at least five?
Solution: Note that X, the distance between where the shot hits and the target, is a
continuous random variablebut S, the score obtained by the shot is a discrete random
variable taking on one of the values 10, 6, 2 or 0. The PDF for X is f (x) = 1/D, if
0 x D, and f (x) = 0, otherwise. Thus the expected score will depend on what D
is (in particular, whether it is greater than 1, 3 or 5). If D 1, it is straightforward
to see that E[S1 ] = 10.
R1 1 1
Next suppose that 1 D 3. Then P {X 1} = 0 D
dx = D
, and

1 D1
P {1 < X 3} = 1 = .
D D

The expected value is then E[S3 ] = 10+6(D1)


D
= 6 + D4 . We note that the smallest this
can be is when D = 3, in which case E[S3 ] = 22
3
> 5. Similarly, if 3 D 5, we have
P {X 1} = D1 , P {1 < X 3} = 2
D
, and P {3 < X 5} = 1 D3 = D3
D
. In this case
the expected value is
10 + 12 + 2(D 3) 16
E[S5 ] = =2+ .
D D
36
Again, the smallest this can be is when D = 5, when E[S5 ] = 5
> 5.

Finally, if D 5, the probabilities are P {X 1} = D1 , P {1 < X 3} = 2


D
, and
P {3 < X 5} = D2 . The expected value for the score is thus
10 12 4 26
E[S] = + + = .
D D D D
26 26
For this to be at least 5, we must require that D
5, so that D 5
= 5.2.
5. Some time ago, a random sample of 747 obituaries published in Salt Lake City news-
papers found that 46% of the decedents died in the 3-month period following their
birthdays1 .
(a) What percent would you expect to die in that 3-month period? What assump-
tion(s) are you making?
(b) Estimate the probability that 46% or more of the decedents would die in the
3-month period following their birthdays.
(c) What conclusion might you draw from your calculation in (b)? How many deaths
in the 3-month period would you accept as consistent with your expectations?
Solution: (a) With the assumption that the deaths are independent, and that someone
is equally likely to die at any time in the year, we would expect that 25% would die in
a 3 month period following their birthdays (that is, 3/12 = 0.25 of a year).

(b) With p = 0.25 and the assumption of independence we noted above, the number
of deaths, X, should be a binomial random variable with parameters n = 747 and
p = 0.25 (and thus, E[X] = np = 187 and Var(X) = np(1 p) = 140). Then we want
to know P {X 0.46(747)} = P {X 344}. If we assume that 747 is a large value of
n we can approximate this with a normal random variable Y N (187, 140):
Y 187 344 187
P {X 344} P {Y 344} = P { } = P {Z 13.27} = 0.
140 140

(c) We conclude that one of our assumptions is wrong: the deaths are not independent
(was there a mass birthday-cake poisoning in 1978?) or that deaths are not equally
likely at all times in the year or with respect to ones birthday. We know that for the
normal distribution 68% of events occur within one standard deviation of the mean
(see Problem 6 below), so we might accept that 187 + 140 200 (27%, which is
within rounding our probability of 0.25) would be more in line with our expectations.
1
Newsweek, March 6, 1978, p.78
6. Suppose that X normal(, 2 ). Find the following probabilities:

(a) P {|X | }
(b) P {|X | 2}
(c) P {|X | 3}

This idea is often used in statistics. For example, if you have data that you think
follows a normal distribution, you can find the average to estimate ; how could you
use your results above to estimate ?

Solution: As usual, we need to standardize turn a statement about a normal into one
about a standard normal. That is, since X

normal(0, 1), we have

P {|X | k} = P {k X k}
X
= P {k k}

= (k) (k)
= (k) (1 (k))
= 2(k) 1.

For (a), 2(1) 1 = 2(.8413) 1 = .6826, so about 68% of normally distributed events
occur within one standard deviation from the mean. For (b) and (c) we similarly obtain
2(2) 1 = .9544 and 2(3) 1 = .9974.

While there are better ways to estimate (take statistics!), one way would be to find the
middle 68% of your data and let be half of the range of these numbers.

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