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AMA1110 2019/20 Semester 1 Exercise 7

AMA1110 Basic Mathematics I -


Calculus and Probability & Statistics
Exercise 7

A Revision
Keywords: Discrete Random Variable. Continuous Random Variable. Mean. Expected
Value. Variance. Binomial Probability Distribution. Poisson Probability Distribution.
Uniform Probability Distribution.

Definition A.1 The probability function or probability distribution P (X) of a


discrete random variable can be represented by a formula, a table or a graph, which
provides the probabilities P (x) or P (X = x) or f (x) corresponding to each and every
value of x.

Remark A.2 (Three Characteristics of a Probability Distribution) The probabil-


ity distribution of a discrete random variable possesses the following there characteristics.

1. 0 ≤ P (x) ≤ 1 for each value of x


X
2. P (x) = 1

3. P (x) = P (X = x)

Definition A.3 Let X be a discrete random variable with probability distribution P (X).
The mean or expected value is
X
µ = E(X) = xP (x)

Definition A.4 Let X be a discrete random variable with probability distribution P (X)
and mean µ. The variance of X is
X
σ 2 = Var(X) = (x − µ)2 P (x)

Remark A.5 Alternative formula of variance of X


hX i
σ 2 = Var(X) = x2 P (x) − µ2

Definition A.6 An experiment that satisfies the following four conditions is called a
binomial experiment.

1. There are n identical trials. In other words, the given experiment is repeated n
times. All these repetitions are performed under identical conditions.

2. Each trial has two and only two outcomes. These outcomes are usually called a
success and a failure.

3. The probability of success is denoted by p and that of failure by 1 − p. The proba-


bilities p and 1 − p remain constant for each trial.

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AMA1110 2019/20 Semester 1 Exercise 7

4. The trials are independent. In other words, the outcome of one trial does not affect
the outcome of another trial.

Definition A.7 (The Binomial Probability Distribution) The random variable X


that represents the number of successes in n trials for a binomial experiment is called a
binomial random variable. The probability distribution of X in such experiments is called
the binomial probability distribution or simply binomial distribution.

Theorem A.8 (Binomial Formula) For a binomial experiment, the probability of ex-
actly x successes in n trials is given by the binomial formula
 
n x
P (x) = P (X = x) = p (1 − p)n−x
x

where x = 0, 1, 2, . . . , n.

Remark A.9 Usually, we use X ∼ B(n, p) to represent that X follows a binomial dis-
tribution with parameters n and p.

Theorem A.10 The mean and variance of the binomial distribution are

µ = E(X) = np and σ 2 = Var(X) = np(1 − p).

Theorem A.11 (Poisson Probability Distribution Formula) According to the Pois-


son probability distribution, the probability of x occurrences in an interval is

λx e−λ
P (x) = P (X = x) =
x!
where λ is the mean number of occurrences in that interval and x = 0, 1, 2, . . . ,.

Theorem A.12 The mean and variance of the Poisson distribution are

µ = E(X) = λ and σ 2 = Var(X) = λ.

Theorem A.13 If X is a normal distributed random variable with parameters µ and σ,


then
E(X) = µ and Var(X) = σ 2 .

Definition A.14 If X is a continuous random variable and y = f (x) is a function such


that f (x) ≥ 0 for all X, then y = f (x) is called the probability density function
(pdf ) of the continuous random variable X if for any numbers a and b, the area under
the graph of y = f (x) from X = a to X = b equals the probability that X lies between a
and b.

Definition A.15 Let X be a continuous random variable with probability density distri-
bution f (x). The mean or expected value is
Z ∞
µ = E(X) = xf (x) dx
−∞

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AMA1110 2019/20 Semester 1 Exercise 7

Definition A.16 Let X be a continuous random variable with probability distribution


f (x) and mean µ. The variance of X is
Z ∞ Z ∞
2 2
σ = V ar(X) = (x − µ) f (x) dx = xf (x) dx − µ2
−∞ −∞

Definition A.17 (The Uniform Probability Distribution) A continuous random vari-


able X is said to be have a continuous uniform probability distribution on the interval (a, b)
if and only if the probability density function is
 1
 if a ≤ x ≤ b,


f (x) = b a (A.1)


0 elsewhere .

Theorem A.18 The mean and variance of a continuous uniform probability distribution
X are
a+b (b − a)2
µ = E(X) = and σ 2 = Var(X) = . (A.2)
2 12

B Exercise
1. The probability distribution of a discrete random variable X is shown in the table.
Find the value y, E(X), and V ar(X).

x 1 2 3 4 5
P (X = x) 0.1 0.3 y 0.2 0.1

2. The following table defines the probability function f (x) of a random variable X.

x -1 0 3 3.2 4
f (x) 0.2 0.1 0.1 0.3 u

(a) Find u, E(X) and V ar(X).


(b) Find E(X − 1) and V ar(X − 1).

3. An unbiased tetrahedral die has faces marked 1, 2, 3, 4. If the die lands on the face
marked 1, the player has to pay $10. It lands on a face marked with a 2 or 4, the
player wins $5 and if it lands on a 3, the player win $3. Find the expected gain in
one throw.

4. A bag contains 5 black counters and 6 red counters. Two counters are draw, one at
a time, and not replaced. LetX be the number of red counters drawn. Find E(X).

5. A gambler enters a lottery. If his ticket wins he receives a $100 prize; however, if
his ticket loses, he must pay the cost of a ticket (a negative win of $2). If he knows
there is a probability of 0.02 of his ticket being a winner, how much money can he
expect to win?

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AMA1110 2019/20 Semester 1 Exercise 7

6. An automobile dealer has four types of cars selling for $6000, $5000, $3500 and
$2900. The probability a buyer will buy a $6000 car is 0.125; a $5000 car, 0.25;
a $3500 car, 0.375; a $2900 car, 0.25. What is the average amount the dealer will
receive on a sale?

7. To compare two hybrid grains, a farmer would like to choose the hybrid with the
smallest variance. Let X denote the yield in bushels from type A and Y the yield in
bushels of type B. Suppose we know that X and Y have the following distributions.
Which hybrid has a smaller variance?

x 1 2 3 4 5 y 1 2 3 4 5
P (X = x) 0.2 0.1 0.4 0.2 0.1 P (Y = y) 0 0.4 0.4 0.1 0.1

8. If an assemble-it-yourself bookcase requires 10 screws and each screw has a proba-


bility of 0.05 of being defective, what is the probability a box of 11 screws will have
less than 10 goods screws?

9. A social scientist has determined that approximately 60% of the people who received
a questionnaire will respond on the first mailing. If 20 questionnaires are mailed
out, what is the probability less than three people respond?

10. A medical test yields a positive result on 20% of the people who do not actually
have diseases. If 15 people who do not have the diseases are given the test, what is
the probability 3 of them will show a positive result on the test?

11. What is the expected gain for a person who is to receive $80 if he obtains three
heads in a single toss of three coins and $0 otherwise? What is the variance of this
game?

12. If the probability is 0.005 that any one person attending a parade on a very hot
day will suffer from heat exhaustion, what is the probability that 18 of the 3000
persons attending the parade will suffer from heat exhaustion?

13. The average number of trucks arriving on any one day at a truck depot in a certain
city is known to be 12. What is the probability that on a given day fewer than 9
tracks arrive at this depot?

14. If λ = 2 for a Poisson random variable X, which represents the number of pieces of
junk mail a manager receives each day, find

(a) P (X = 1) (b) P (X = 2) (c) P (X = 3) (d) P (X > 3)

15. Two college students decide to form a small business by renting out two cars on a
daily basis. If the number X of requests for a car is distributed as a Poisson random
variable with a mean 1.5 requests per day, find

(a) the proportion of days that neither car is required;


(b) the proportion of days that more than two cars are requested.

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AMA1110 2019/20 Semester 1 Exercise 7

16. A baker makes a profit of $10 on each cake sold. If the cakes are unsold on that say,
a loss of $5 will be incurred due to spoilage. Suppose the probabilities of selling 0,
1, 2 and 3 cakes are 0.4, 0.2, 0.3 and 0.1 respectively.

(a) Find the expected profit for a day if he makes 3 cakes, 2 cakes and 1 cake.
(b) Suppose the baker can make maximum three cakes a day. In order to have a
maximum return, how many cakes should the baker make each day?

17. Among all the telephones produced by one factory there are 10% submitted to the
factory for service under the warranty of three years. Among those submitted, there
are 50% that could be repaired, and the other 50% need to be replaced. Find the
probability that among 50 new telephones purchased, exactly 4 need to be replaced
under warranty.

18. In an inspection scheme a sample of 20 items is selected at random from a large


batch and the number of defective items is noted. If this number is more than 2
the batch is rejected; if it is less than 2 the batch is accepted. If the number of
defective items is exactly 2, a further sample of 10 items is taken and the batch is
rejected if this second sample has any defective items, but otherwise the batch is
accepted. If the proportion of defective items in a particular batch is 2%, evaluate,
to two decimal places, the probabilities that

(a) the batch is accepted as a result of inspection of the first sample,


(b) a second sample is taken and the batch accepted as a result of inspection the
second sample,
(c) the batch is rejected.

19. A crossword puzzle is published in The Times each day of the week, except Sunday.
A man is able to complete, on average, 8 out of 10 of the crossword puzzles.

(a) Find the expected value and the standard deviation of the number of completed
crosswords in a given week.
(b) Find the probability that he will complete at least 5 in a given week.
(c) Given that he completes the puzzle on Monday, find the probability that he
will complete at least 4 in the rest of the week.
(d) Find the probability that, in a period of four weeks, he completes 4 or less in
only one of four weeks.

20. A lottery has a very large number of tickets, one in every 500 of which entitles the
purchaser to a prize. An agent sells 1000 tickets for the lottery. Using the Poisson
distribution, find to three decimal places, the probabilities that the number of prize-
winning tickets sold by the agent is

(a) less than three, (b) more than five.

Calculate the minimum number of tickets the agent must sell to have 95% chance
of selling at least one prize-winning ticket.

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AMA1110 2019/20 Semester 1 Exercise 7

21. A box contains 9 red balls and 5 green ones. Suppose we pick out two balls randomly
from the box with replacement.
(a) What is the probability that the two balls are both red?
(b) What is the probability that the two balls have the same color?
(c) What is the probability that the second ball is red, given the condition that
the first ball is green?
22. The monthly demand for a certain magazine at a small newsagent’s shop has a
Poisson distribution with mean 3. The newsagent always orders 4 copies of the
magazine for sale each month; any demand for the magazine in excess of 4 is not
met.
(a) Calculate the probability that the newsagent will not able to meet the demand
in a given month.
(b) Find the most probable number of magazines sold in one month.
(c) Find the expected number of magazine sold in one month.
Determine the least number of copies of the magazine that the newsagent should
order each month so as to meet the demand with a probability of at least 0.95.
23. In a certain book the frequency function for the number of words per page may
be taken as approximately normal with mean 800 and standard deviation 50. If
I choose three pages at random, what is the probability that none of them has
between 830 and 845 words each?
24. The number of typos in a journal has a Poisson distribution with mean 0.03 typo
per page. Assume for different pages, typos appear independently. Each month a
sample of 10 pages is randomly drawn from the galley proof for quality control. If
no typo appears, the editor will be awarded a prize of 100 dollars; otherwise there is
no prize. What is the expected amount of money that the editor would be awarded
each month?
25. Suppose the number X of grasshoppers per square foot, at a place, has the Poisson
distribution with mean 4. Compute
(a) the probability that X > 3;
(b) the probability that X < 3;
(c) the probability that 4 ≤ X ≤ 6;
(d) the variance and standard deviation of X.
26. Suppose a disease happens among the population with probability 0.001%. Esti-
mate the probability that within a group of 450000 people, the number of people
that have the disease is more than 5.
27. A newsstand has 4 copies of a magazine for sale each month. The number X of
people that visit the newsstand for buying the magazine each month, has a Poisson
distribution with mean 3. Find the expectation of the number of copies of this
magazine that are sold each month.

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AMA1110 2019/20 Semester 1 Exercise 7

28. Let X ∼ P ois(λ) for some λ > 0. Find the parameter λ such that P (X = 0) = 0.5.

29. Every 15 minutes the bus of route 17 leaves RTS Downtown. If I arrive at a bus
stop let X be the number of minutes I have to wait. [Hint: X ∼ U [0, 15].]

(a) What’s the probability that a bus will come in 5 mins ?


(b) Find the time that there is only 10% chance that the bus will not come by
that time.

30. A trading company claims that 91% of the mangoes shipped are ripen and ready
to eat. Suppose that 20 mangoes are chosen randomly from a shipment. What is
the probability that

(a) all are ready to eat?


(b) at most 18 are ready to eat?

31. It is known that 5% of the parcels processed by company Y will be mis-delivered.


Among 10 randomly chosen cases

(a) What is the probability that at most 2 of them are cases of mis-delivery?
(b) What is the probability that at least 2 of them are cases of mis-delivery?

32. Gambling machines A, B and C contain 6, 8 and 10 fair dice, respectively. In a


game, a person first roll a fair die. If “1” is obtained, then machine C is chosen; if
“2” or “3” is obtained, then machine B is chosen; otherwise, machine A is chosen.
After a machine is specified, the dice in the machine are tossed, with each die being
tossed exactly once. If there are exactly three “6”’s in the outcome from the dice
in the machine, then the person wins a prize.
Suppose that a person is known to have won a prize. What is the probability that
machine B was chosen in the game?

33. The number of weekly breakdowns of an i-something is a random variable following


a Poisson distribution with λ = 3.

(a) Find the probability of having


i. 2 breakdowns in a week;
ii. 2 breakdowns in 2 days;
iii. at least 4 breakdowns in a week;
iv. at most 3 breakdowns in a week;
v. at most 5 breakdowns in 3 weeks.
(b) In what period is the chance of having at least 1 breakdown 0.9?

34. Ten workplaces are inspected. It is known that accidents occur at a mean rate of
0.1 cases per day in each place. What is the probability that in the next week (7
days), there are exactly 3 out of the 10 workplaces that has at least 2 accidents?

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AMA1110 2019/20 Semester 1 Exercise 7

Answer:

1. y = 0.3, E(x) = 2.9 16. 3 cakes: 1.5, 2 cakes: 5 28. 0.6931


V ar(X) = 1.29 1 cake: 4
1
29a. 3
2. (a) u = 0.3, E(X) = 2.26 17. 0.1360
V ar(X) = 3.8644
(b) E([X − 1) = 1.26 18. (a) 0.940, (b) 0.0432 29b. 13.5
V ar((X − 1) = 3.8644 (c) 0.0168
30a. 0.1516
3. 0.75 19. (a) µ = 4.8, σ = 0.98
(b) 0.655, (c) 0.737, (d) 0.388
12 30b. 0.5484
4. 11
20. (a) 0.677, (b) 0.017
5. 0.04 Min number: 1498 31a. 0.9885

6. 4037.5 21. (a) 0.4133, (b) 0.5408 31b. 0.0861


(c) 0.6429
7. Type B
32. 0.3976
22. (a) 0.185, (b) 4, (c) 2.68, 6
8. 0.102
23. 0.7531 33(a)i. 0.2240
9. 0.00000504
24. $74.0818 33(a)ii. 0.1559
10. 0.250
25. (a) 0.5665, (b) 0.2381
33(a)iii. 0.3528
11. 10, 700 (c) 0.4559, (d) σ 2 = 4, σ = 2

12. 0.0706 26. 0.2971 33(a)iv. 0.6472

13. 0.155 27. P (X = 0) = 0.0498 33(a)v. 0.1157


P (X = 1) = 0.1494
14. (a) 0.271, (b) 0.271 P (X = 2) = 0.2240
(c) 0.180, (d) 0.143 P (X = 3) = 0.2240 33b. 0.7675 week
P (X = 4) = 0.3528
15. (a) 0.223, (b) 0.191 E(X) = 2.6806 34. 0.1387

- The infinite! No other question has ever moved so profoundly the spirit of man.
David Hilbert (1862-1943). -
- Finis -

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AMA1110 2019/20 Semester 1 Exercise 7

Outline Solution for Selected Questions:


(Warning: This is just an outline, please write all the details during your test/exam)
There might have many typos / mistakes, please report to hcharles.lee@polyu.edu.hki
if you find any. Thank you!

1. 5
X
P (X = x) = 1 ⇒ 0.1 + 0.3 + y + 0.2 + 0.1 = 1 ⇒ y = 0.3.
x=1

5
X
E(X) = x · P (X = x) = 1 × (0.1) + 2 × (0.3) + 3 × (0.3) + 4 × (0.2) + 5 × (0.1) = 2.9
x=1
5
X
E(X 2 ) = x2 · P (X = x) = 12 × (0.1) + 22 × (0.3) + 32 × (0.3) + 42 × (0.2) + 52 × (0.1) = 9.7
x=1
V ar(X) = E(X 2 ) − (E(X))2 = 9.7 − (2.9)2 = 1.29

3. Let X be the value of the gain. Then


1 3
W (X) = (−10 + 5 + 5 + 3) = = 0.75.
4 4
5. Let X be the amount he wins. Then

E(X) = 100 × (0.2) + (−2) × (0.98) = 0.04.

7. Let X denote the yield in bushels from type A and Y the yield in bushels of type B. Then

E(X) = 1 × (0.2) + 2 × (0.1) + 3 × (0.4) + 4 × (0.2) + 5 × (0.1) = 2.9


E(X) = 12 × (0.2) + 22 × (0.1) + 32 × (0.4) + 42 × (0.2) + 52 × (0.1) = 9.9
V ar(X) = E(X 2 ) − (E(X))2 = 9.9 − (2.9)2 = 1.49
E(Y ) = 1 × (0) + 2 × (0.4) + 3 × (0.4) + 4 × (0.1) + 5 × (0.1) = 2.9
E(Y ) = 12 × (0) + 22 × (0.4) + 32 × (0.4) + 42 × (0.1) + 52 × (0.1) = 9.3
V ar(Y ) = E(X 2 ) − (E(X))2 = 9.3 − (2.9)2 = 0.89.

Therefore, Type is chosen since it has a smaller variance.

9. Let X be the number of people responded. Then X ∼ B(20, 0.6) and

P (X < 3) = C020 (0.6)0 (0.4)20 + C120 (0.6)1 (0.4)19 + C220 (0.6)2 (0.4)18 = 0.00000504.

11. Let X be the value of the person’s gain. Then


1 7
E(X) = + 0 × = 10
80 ×
8 8
2 2 1 7
E(X ) = 80 × + 0 × = 800
8 8
V ar(X) = E(X 2 ) − (E(X))2 = 800 − 102 = 700.

13. Let X be the number of tracks arrived in the given day. Then X ∼ P ois(12) and
 0
121 122 123 124 125 126 127 128

12
P (X < 9) = e−12 + + + + + + + + = 0.15503.
0! 1! 2! 3! 4! 5! 6! 7! 8!

15. Let X be the number of cars requested in a day. Then X ∼ P ois(1.5) and

e−1.5 (1.5)0
(a) P (X = 0) = = 0.22313.
0!
(1.5)0 (1.5)1 (1.5)2
 
(b) P (X > 2) = 1 − P (X ≤ 2) = 1 − e−1.5 + + = 0.19115.
0! 1! 2!

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AMA1110 2019/20 Semester 1 Exercise 7

17. Let X be the telephones need to be replaced under warranty. Then X ∼ B(50, 0.05) and
P (X = 4) = C450 (0.05)4 (0.95)46 = 0.1360.
19. Let X be the number of completed crosswords in a given week. Then X ∼ B(6, 8/10).
(a)
8 8 2
E(X) = 6 × = 4.8 and V ar(X) = 6 × × = 0.96.
10 10 10

Therefore, the standard deviation σ = 0.96 = 0.8798.
(b) P (X ≥ 5) = C56 (0.8)5 (0.2)1 + C66 (0.8)6 (0.2)0 = 0.65536.
(c) Let Y be the number of completed crosswords in from Tuesday to Saturday. Then Y ∼ B(5, 8/10).
P (Y ≥ 4) = C45 (0.8)4 (0.2)1 + C55 (0.8)5 (0.2)0 = 0.73728.

(d) The probability that he completed 4 or less in a given week is equal to


P (X ≤ 4) = 1 − P (X ≥ 5) = 0.34464.
Let Z be the number of weeks that he completed 4 or less in that week. Then Z ∼ B(4, 0.34464)
and
P (Z = 1) = C14 (0.34464)1 (0.65536)3 = 0.38803.
9 2

21. (a) P (Two balls are both red) = 14 = 0.41327.
(b) P (two balls have the same color) = P (Two balls are both red) + P (Two balls are both green)
9 2 5 2
 
= 14 + 14 = 0.54082.
9
(c) P (the second ball is red|The first ball is green) = P (the second ball is red) = 14 = 0.64286.
23. Let X be the number of words in one page. Then X ∼ N (800, 502 ) and
 
830 − 800 845 − 800
P (830 ≤ X ≤ 845) = P ≤Z≤
50 50
= P (0.6 ≤ Z ≤ 0.9) = 0.2743 − 0.1841 = 0.0902.
Then
P (None of three pages has between 830 and 845 words) = (1 − 0.0902)3 = 0.7531.
25. Notice that X ∼ P ois(4). Then  0 
1
42 43
(a) P (X > 3) = 1 − P (X ≤ 3) = 1 − e−4 40! + 41! + 2! + 3! = 0.56653.
 0 1 2

(b) P (X < 3) = e−4 40! + 41! + 42! = 0.23810.
 4 5 6

(c) P (4 ≤ X ≤ 6) = e−4 44! + 45! + 46! = 0.45586.
(d) σ 2 = 4 and σ = 2.
27. Let X be the number of people visit the newsstand and Y be the number of magazine sold.
Then X ∼ P ois(3).
e−3 30
P (Y = 0) = P (X = 0) = = 0.0498
0!
e−3 31
P (Y = 1) = P (X = 1) = = 0.1494
1!
e−3 32
P (Y = 2) = P (X = 2) = = 0.2240
2!
e−3 33
P (Y = 3) = P (X = 3) = = 0.2240
3!
P (Y = 4) = P (X ≥ 4)
= 1 − P (X ≤ 3) = 1 − (0.0498 + 0.1494 + 0.2240 + 0.224) = 0.3528
E(Y ) = 1 × (0.0498) + 1 × (0.1494) + 2 × (0.2240) + 3 × (0.2240) + 4 × (0.3528)
= 2.6806.

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AMA1110 2019/20 Semester 1 Exercise 7

29a.
5−0
P (X < 5) =
15 − 0
1
=
3

29b.

P (X > a) = 0.1
⇒ P (X ≤ a) = 0.9
a
⇒ = 0.9
15
⇒ a = 15 ∗ 0.9 = 13.5

11

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