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Probability and Statistical Inference 9th Edition Hogg Solutions Manual

Full Download: http://testbanklive.com/download/probability-and-statistical-inference-9th-edition-hogg-solutions-manual/

INSTRUCTOR’S
SOLUTIONS MANUAL

PROBABILITY AND
STATISTICAL INFERENCE
NINTH EDITION

ROBERT V. HOGG
University of Iowa

Elliot A. Tanis
Hope College

Dale L. Zimmerman
University of Iowa

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form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written
permission of the publisher. Printed in the United States of America.

ISBN-13: 978-0-321-91379-1
ISBN-10: 0-321-91379-5

www.pearsonhighered.com
iii

Contents

Preface v

1 Probability 1
1.1 Properties of Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Methods of Enumeration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Conditional Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4 Independent Events . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.5 Bayes’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 Discrete Distributions 7
2.1 Random Variables of the Discrete Type . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2 Mathematical Expectation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.3 Special Mathematical Expectations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.4 The Binomial Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.5 The Negative Binomial Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.6 The Poisson Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

3 Continuous Distributions 19
3.1 Random Variables of the Continuous Type . . . . . . . . . . . . . . . . . . . . . . . . . 19
3.2 The Exponential, Gamma, and Chi-Square Distributions . . . . . . . . . . . . . . . . . 25
3.3 The Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
3.4 Additional Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

4 Bivariate Distributions 33
4.1 Bivariate Distributions of the Discrete Type . . . . . . . . . . . . . . . . . . . . . . . . 33
4.2 The Correlation Coefficient . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
4.3 Conditional Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.4 Bivariate Distributions of the Continuous Type . . . . . . . . . . . . . . . . . . . . . . 36
4.5 The Bivariate Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41

5 Distributions of Functions of Random Variables 43


5.1 Functions of One Random Variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
5.2 Transformations of Two Random Variables . . . . . . . . . . . . . . . . . . . . . . . . 44
5.3 Several Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
5.4 The Moment-Generating Function Technique . . . . . . . . . . . . . . . . . . . . . . . 50
5.5 Random Functions Associated with Normal Distributions . . . . . . . . . . . . . . . . 52
5.6 The Central Limit Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
5.7 Approximations for Discrete Distributions . . . . . . . . . . . . . . . . . . . . . . . . . 56
5.8 Chebyshev’s Inequality and Convergence in Probability . . . . . . . . . . . . . . . . . 58
5.9 Limiting Moment-Generating Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 59

c 2015 Pearson Education, Inc.


Copyright °
iv Contents

6 Point Estimation 61
6.1 Descriptive Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
6.2 Exploratory Data Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
6.3 Order Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
6.4 Maximum Likelihood Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
6.5 A Simple Regression Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
6.6 Asymptotic Distributions of Maximum
Likelihood Estimators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
6.7 Sufficient Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
6.8 Bayesian Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
6.9 More Bayesian Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

7 Interval Estimation 85
7.1 Confidence Intervals for Means . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
7.2 Confidence Intervals for the Difference of Two Means . . . . . . . . . . . . . . . . . . . 86
7.3 Confidence Intervals For Proportions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
7.4 Sample Size . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
7.5 Distribution-Free Confidence Intervals for Percentiles . . . . . . . . . . . . . . . . . . . 90
7.6 More Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
7.7 Resampling Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98

8 Tests of Statistical Hypotheses 105


8.1 Tests About One Mean . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
8.2 Tests of the Equality of Two Means . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
8.3 Tests about Proportions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
8.4 The Wilcoxon Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
8.5 Power of a Statistical Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
8.6 Best Critical Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
8.7 Likelihood Ratio Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121

9 More Tests 125


9.1 Chi-Square Goodness-of-Fit Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
9.2 Contingency Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
9.3 One-Factor Analysis of Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
9.4 Two-Way Analysis of Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
9.5 General Factorial and 2k Factorial Designs . . . . . . . . . . . . . . . . . . . . . . . . . 133
9.6 Tests Concerning Regression and Correlation . . . . . . . . . . . . . . . . . . . . . . . 134
9.7 Statistical Quality Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135

c 2015 Pearson Education, Inc.


Copyright °
Preface v

Preface

This solutions manual provides answers for the even-numbered exercises in Probability and Statistical
Inference, 9th edition, by Robert V. Hogg, Elliot A. Tanis, and Dale L. Zimmerman. Complete
solutions are given for most of these exercises. You, the instructor, may decide how many of these
solutions and answers you want to make available to your students. Note that the answers for the
odd-numbered exercises are given in the textbook.
All of the figures in this manual were generated using Maple, a computer algebra system. Most
of the figures were generated and many of the solutions, especially those involving data, were solved
using procedures that were written by Zaven Karian from Denison University. We thank him for
providing these. These procedures are available free of charge for your use. They are available for
down load at http://www.math.hope.edu/tanis/. Short descriptions of these procedures are pro-
vided on the “Maple Card.” Complete descriptions of these procedures are given in Probability and
Statistics: Explorations with MAPLE, second edition, 1999, written by Zaven Karian and Elliot Ta-
nis, published by Prentice Hall (ISBN 0-13-021536-8). You can download a copy of this manual at
http://www.math.hope.edu/tanis/MapleManual.pdf.
Our hope is that this solutions manual will be helpful to each of you in your teaching.
If you find an error or wish to make a suggestion, send these to Elliot Tanis, [email protected],
and he will post corrections on his web page, http://www.math.hope.edu/tanis/.

R.V.H.
E.A.T.
D.L.Z.

c 2015 Pearson Education, Inc.


Copyright °
vi

c 2015 Pearson Education, Inc.


Copyright °
Chapter 1 Probability 1

Chapter 1

Probability

1.1 Properties of Probability


1.1-2 Sketch a figure and fill in the probabilities of each of the disjoint sets.
Let A = {insure more than one car}, P (A) = 0.85.
Let B = {insure a sports car}, P (B) = 0.23.
Let C = {insure exactly one car}, P (C) = 0.15.
It is also given that P (A ∩ B) = 0.17. Since A ∩ C = φ, P (A ∩ C) = 0. It follows that
P (A ∩ B ∩ C 0 ) = 0.17. Thus P (A0 ∩ B ∩ C 0 ) = 0.06 and P (A0 ∩ B 0 ∩ C) = 0.09.

1.1-4 (a) S = {HHHH, HHHT, HHTH, HTHH, THHH, HHTT, HTTH, TTHH,
HTHT, THTH, THHT, HTTT, THTT, TTHT, TTTH, TTTT};
(b) (i) 5/16, (ii) 0, (iii) 11/16, (iv) 4/16, (v) 4/16, (vi) 9/16, (vii) 4/16.

1.1-6 (a) P (A ∪ B) = 0.4 + 0.5 − 0.3 = 0.6;


(b) A = (A ∩ B 0 ) ∪ (A ∩ B)
P (A) = P (A ∩ B 0 ) + P (A ∩ B)
0.4 = P (A ∩ B 0 ) + 0.3
0
P (A ∩ B ) = 0.1;

(c) P (A0 ∪ B 0 ) = P [(A ∩ B)0 ] = 1 − P (A ∩ B) = 1 − 0.3 = 0.7.

1.1-8 Let A ={lab work done}, B ={referral to a specialist},


P (A) = 0.41, P (B) = 0.53, P ([A ∪ B]0 ) = 0.21.
P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
0.79 = 0.41 + 0.53 − P (A ∩ B)
P (A ∩ B) = 0.41 + 0.53 − 0.79 = 0.15.

1.1-10 A∪B∪C = A ∪ (B ∪ C)
P (A ∪ B ∪ C) = P (A) + P (B ∪ C) − P [A ∩ (B ∪ C)]
= P (A) + P (B) + P (C) − P (B ∩ C) − P [(A ∩ B) ∪ (A ∩ C)]
= P (A) + P (B) + P (C) − P (B ∩ C) − P (A ∩ B) − P (A ∩ C)
+ P (A ∩ B ∩ C).

1.1-12 (a) 1/3; (b) 2/3; (c) 0; (d) 1/2.

c 2015 Pearson Education, Inc.


Copyright °
2 Section 1.2 Methods of Enumeration

√ √
2[r − r( 3/2)] 3
1.1-14 P (A) = =1− .
2r 2
1.1-16 Note that the respective probabilities are p0 , p1 = p0 /4, p2 = p0 /42 , · · ·.
X∞
p0
= 1
4k
k=0
p0
= 1
1 − 1/4
3
p0 =
4
15 1
1 − p 0 − p1 = 1 − = .
16 16

1.2 Methods of Enumeration


1.2-2 (a) (4)(5)(2) = 40; (b) (2)(2)(2) = 8.
µ ¶
6
1.2-4 (a) 4 = 80;
3
(b) 4(26 ) = 256;

(4 − 1 + 3)!
(c) = 20.
(4 − 1)!3!
1.2-6 S ={ DDD, DDFD, DFDD, FDDD, DDFFD, DFDFD, FDDFD, DFFDD,
FDFDD, FFDDD, FFF, FFDF, FDFF, DFFF FFDDF, FDFDF,
DFFDF, FDDFF, DFDFF, DDFFF } so there are 20 possibilities.
1.2-8 3 · 3 · 212 = 36,864.
µ ¶ µ ¶
n−1 n−1 (n − 1)! (n − 1)!
1.2-10 + = +
r r−1 r!(n − 1 − r)! (r − 1)!(n − r)!
µ ¶
(n − r)(n − 1)! + r(n − 1)! n! n
= = = .
r!(n − r)! r!(n − r)! r
Xn µ ¶ X n µ ¶
n n
1.2-12 0 = (1 − 1)n = (−1)r (1)n−r = (−1)r .
r=0
r r=0
r

n µ ¶
X n µ ¶
X
n n n r n−r n
2 = (1 + 1) = (1) (1) = .
r=0
r r=0
r
µ ¶
10 − 1 + 36 45!
1.2-14 = = 886,163,135.
36 36!9!
µ ¶µ ¶
19 52 − 19
3 6 102,486
1.2-16 (a) µ ¶ = = 0.2917;
52 351,325
9
µ ¶µ ¶µ ¶µ ¶µ ¶µ ¶µ ¶
19 10 7 3 5 2 6
3 2 1 0 1 0 2 7,695
(b) µ ¶ = = 0.00622.
52 1,236,664
9

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Copyright °
Chapter 1 Probability 3

1.3 Conditional Probability


1041
1.3-2 (a) ;
1456
392
(b) ;
633
649
(c) .
823

(d) The proportion of women who favor a gun law is greater than the proportion of men
who favor a gun law.
13 12 1
1.3-4 (a) P (HH) = · = ;
52 51 17
13 13 13
(b) P (HC) = · = ;
52 51 204

(c) P (Non-Ace Heart, Ace) + P (Ace of Hearts, Non-Heart Ace)


12 4 1 3 51 1
= · + · = = .
52 51 52 51 52 · 51 52
1.3-6 Let H ={died from heart disease}; P ={at least one parent had heart disease}.

N (H ∩ P 0 ) 110
P (H | P 0 ) = = .
N (P 0 ) 648

3 2 1 1
1.3-8 (a) · · = ;
20 19 18 1140
µ ¶µ ¶
3 17
2 1 1 1
(b) µ ¶ · = ;
20 17 380
3
µ ¶µ ¶
3 17
X9
2 2k − 2 1 35
(c) µ ¶ · = = 0.4605.
20 20 − 2k 76
k=1
2k

(d) Draw second. The probability of winning is 1 − 0.4605 = 0.5395.

52 51 50 49 48 47 8,808,975
1.3-10 (a) P (A) = · · · · · = = 0.74141;
52 52 52 52 52 52 11,881,376
(b) P (A0 ) = 1 − P (A) = 0.25859.
1 1 1
1.3-12 (a) It doesn’t matter because P (B1 ) = , P (B5 ) = , P (B18 ) = ;
18 18 18
2 1
(b) P (B) = = on each draw.
18 9
1.3-14 (a) P (A1 ) = 30/100;
(b) P (A3 ∩ B2 ) = 9/100;
(c) P (A2 ∪ B3 ) = 41/100 + 28/100 − 9/100 = 60/100;

c 2015 Pearson Education, Inc.


Copyright °
4 Section 1.4 Independent Events

(d) P (A1 | B2 ) = 11/41;


(e) P (B1 | A3 ) = 13/29.
3 5 2 4 23
1.3-16 · + · = .
5 8 5 8 40

1.4 Independent Events


1.4-2 (a) P (A ∩ B) = P (A)P (B) = (0.3)(0.6) = 0.18;
P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
= 0.3 + 0.6 − 0.18
= 0.72.
P (A ∩ B) 0
(b) P (A|B) = = = 0.
P (B) 0.6

1.4-4 Proof of (b): P (A0 ∩ B) = P (B)P (A0 |B)


= P (B)[1 − P (A|B)]
= P (B)[1 − P (A)]
= P (B)P (A0 ).

Proof of (c): P (A0 ∩ B 0 ) = P [(A ∪ B)0 ]


= 1 − P (A ∪ B)
= 1 − P (A) − P (B) + P (A ∩ B)
= 1 − P (A) − P (B) + P (A)P (B)
= [1 − P (A)][1 − P (B)]
= P (A0 )P (B 0 ).

1.4-6 P [A ∩ (B ∩ C)] = P [A ∩ B ∩ C]
= P (A)P (B)P (C)
= P (A)P (B ∩ C).
P [A ∩ (B ∪ C)] = P [(A ∩ B) ∪ (A ∩ C)]
= P (A ∩ B) + P (A ∩ C) − P (A ∩ B ∩ C)
= P (A)P (B) + P (A)P (C) − P (A)P (B)P (C)
= P (A)[P (B) + P (C) − P (B ∩ C)]
= P (A)P (B ∪ C).
P [A0 ∩ (B ∩ C 0 )] = P (A0 ∩ C 0 ∩ B)
= P (B)[P (A0 ∩ C 0 ) | B]
= P (B)[1 − P (A ∪ C | B)]
= P (B)[1 − P (A ∪ C)]
= P (B)P [(A ∪ C)0 ]
= P (B)P (A0 ∩ C 0 )
= P (B)P (A0 )P (C 0 )
= P (A0 )P (B)P (C 0 )
= P (A0 )P (B ∩ C 0 )
P [A0 ∩ B 0 ∩ C 0 ] = P [(A ∪ B ∪ C)0 ]
= 1 − P (A ∪ B ∪ C)
= 1 − P (A) − P (B) − P (C) + P (A)P (B) + P (A)P (C)+
P (B)P (C) − P A)P (B)P (C)
= [1 − P (A)][1 − P (B)][1 − P (C)]
= P (A0 )P (B 0 )P (C 0 ).

1 2 3 1 4 3 5 2 3 2
1.4-8 · · + · · + · · = .
6 6 6 6 6 6 6 6 6 9

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Copyright °
Chapter 1 Probability 5

3 3 9
1.4-10 (a) · = ;
4 4 16
1 3 3 2 9
(b) · + · = ;
4 4 4 4 16
2 1 2 4 10
(c) · + · = .
4 4 4 4 16
µ ¶3 µ ¶2
1 1
1.4-12 (a) ;
2 2
µ ¶3 µ ¶2
1 1
(b) ;
2 2
µ ¶3 µ ¶2
1 1
(c) ;
2 2
µ ¶3 µ ¶2
5! 1 1
(d) .
3! 2! 2 2

1.4-14 (a) 1 − (0.4)3 = 1 − 0.064 = 0.936;


(b) 1 − (0.4)8 = 1 − 0.00065536 = 0.99934464.

X µ ¶2k
1 4 5
1.4-16 (a) = ;
5 5 9
k=0

1 4 3 1 4 3 2 1 1 3
(b) + · · + · · · · = .
5 5 4 3 5 4 3 2 1 5

1.4-18 (a) 7; (b) (1/2)7 ; (c) 63; (d) No! (1/2)63 = 1/9,223,372,036,854,775,808.

1.4-20 No.

1.5 Bayes’ Theorem


1.5-2 (a) P (G) = P (A ∩ G) + P (B ∩ G)
= P (A)P (G | A) + P (B)P (G | B)
= (0.40)(0.85) + (0.60)(0.75) = 0.79;
P (A ∩ G)
(b) P (A | G) =
P (G)
(0.40)(0.85)
= = 0.43.
0.79
1.5-4 Let event B denote an accident and let A1 be the event that age of the driver is 16–25.
Then
(0.1)(0.05)
P (A1 | B) =
(0.1)(0.05) + (0.55)(0.02) + (0.20)(0.03) + (0.15)(0.04)
50 50
= = = 0.179.
50 + 110 + 60 + 60 280

1.5-6 Let B be the event that the policyholder dies. Let A1 , A2 , A3 be the events that the
deceased is standard, preferred and ultra-preferred, respectively. Then

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Copyright °
6 Section 1.5 Bayes’ Theorem

(0.60)(0.01)
P (A1 | B) =
(0.60)(0.01) + (0.30)(0.008) + (0.10)(0.007)
60 60
= = = 0.659;
60 + 24 + 7 91
24
P (A2 | B) = = 0.264;
91
7
P (A3 | B) = = 0.077.
91
1.5-8 Let A be the event that the tablet is under warranty.
(0.40)(0.10)
P (B1 | A) =
(0.40)(0.10) + (0.30)(0.05) + (0.20)(0.03) + (0.10)(0.02)
40 40
= = = 0.635;
40 + 15 + 6 + 2 63
15
P (B2 | A) = = 0.238;
63
6
P (B3 | A) = = 0.095;
63
2
P (B4 | A) = = 0.032.
63
1.5-10 (a) P (D + ) = (0.02)(0.92) + (0.98)(0.05) = 0.0184 + 0.0490 = 0.0674;
0.0490 0.0184
(b) P (A− | D+ ) = = 0.727; P (A+ | D+ ) = = 0.273;
0.0674 0.0674
(0.98)(0.95) 9310
(c) P (A− | D− ) = = = 0.998;
(0.02)(0.08) + (0.98)(0.95) 16 + 9310
P (A+ | D− ) = 0.002.
(d) Yes, particularly those in part (b).

1.5-12 Let D = {has the disease}, DP ={detects presence of disease}. Then


P (D ∩ DP )
P (D | DP ) =
P (DP )
P (D) · P (DP | D)
=
P (D) · P (DP | D) + P (D 0 ) · P (DP | D 0 )
(0.005)(0.90)
=
(0.005)(0.90) + (0.995)(0.02)
0.0045 0.0045
= = = 0.1844.
0.0045 + 0.199 0.0244
1.5-14 Let D = {defective roll}. Then
P (I ∩ D)
P (I | D) =
P (D)
P (I) · P (D | I)
=
P (I) · P (D | I) + P (II) · P (D | II)
(0.60)(0.03)
=
(0.60)(0.03) + (0.40)(0.01)
0.018 0.018
= = = 0.818.
0.018 + 0.004 0.022

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Chapter 2 Discrete Distributions 7

Chapter 2

Discrete Distributions

2.1 Random Variables of the Discrete Type


2.1-2 (a) 
 0.6, x = 1,
f (x) = 0.3, x = 5,

0.1, x = 10,

(b)
f(x)
0.6

0.5

0.4

0.3

0.2

0.1

x
1 2 3 4 5 6 7 8 9 10

Figure 2.1–2: A probability histogram

1
2.1-4 (a) f (x) = , x = 0, 1, 2, · · · , 9;
10

(b) N ({0})/150 = 11/150 = 0.073; N ({5})/150 = 13/150 = 0.087;


N ({1})/150 = 14/150 = 0.093; N ({6})/150 = 22/150 = 0.147;
N ({2})/150 = 13/150 = 0.087; N ({7})/150 = 16/150 = 0.107;
N ({3})/150 = 12/150 = 0.080; N ({8})/150 = 18/150 = 0.120;
N ({4})/150 = 16/150 = 0.107; N ({9})/150 = 15/150 = 0.100.

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Copyright °
8 Section 2.1 Random Variables of the Discrete Type

(c)
f(x), h(x)

0.14

0.12

0.10

0.08

0.06

0.04

0.02

x
1 2 3 4 5 6 7 8 9

Figure 2.1–4: Michigan daily lottery digits

6 − |7 − x|
2.1-6 (a) f (x) = , x = 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12.
36
(b)
f(x)

0.16

0.14

0.12

0.10

0.08

0.06

0.04

0.02
x
1 2 3 4 5 6 7 8 9 10 11 12

Figure 2.1–6: Probability histogram for the sum of a pair of dice

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Copyright °
Chapter 2 Discrete Distributions 9

2.1-8 (a) The space of W is S = {0, 1, 2, 3, 4, 5, 6, 7}.


1 1 1
P (W = 0) = P (X = 0, Y = 0) = · = , assuming independence.
2 4 8
1 1 1
P (W = 1) = P (X = 0, Y = 1) = · = ,
2 4 8
1 1 1
P (W = 2) = P (X = 2, Y = 0) = · = ,
2 4 8
1 1 1
P (W = 3) = P (X = 2, Y = 1) = · = ,
2 4 8
1 1 1
P (W = 4) = P (X = 0, Y = 4) = · = ,
2 4 8
1 1 1
P (W = 5) = P (X = 0, Y = 5) = · = ,
2 4 8
1 1 1
P (W = 6) = P (X = 2, Y = 4) = · = ,
2 4 8
1 1 1
P (W = 7) = P (X = 2, Y = 5) = · = .
2 4 8
1
That is, f (w) = P (W = w) = , w ∈ S.
8

(b)
f ( x)

0.12

0.10

0.08

0.06

0.04

0.02

x
1 2 3 4 5 6 7
Figure 2.1–8: Probability histogram of sum of two special dice

µ ¶µ ¶
3 47
1 9 39
2.1-10 (a) µ ¶ = ;
50 98
10
µ ¶µ ¶
3 47
X1
x 10 − x 221
(b) µ ¶ = .
50 245
x=0
10

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Copyright °
10 Section 2.2 Mathematical Expectation

P (X ≥ 4) 1 − P (X ≤ 3)
2.1-12 P (X ≥ 4 | X ≥ 1) = =
P (X ≥ 1) 1 − P (X = 0)
1 − [1 − 1/2 + 1/2 − 1/3 + 1/3 − 1/4 + 1/4 − 1/5] 2
= = .
1 − [1 − 1/2] 5
µ ¶µ ¶
3 17
0 5 91 137
2.1-14 P (X ≥ 1) = 1 − P (X = 0) = 1 − µ ¶ = 1 − = = 0.60.
20 228 228
5

2.1-16 (a) P (2, 1, 6, 10) means that 2 is in position 1 so 1 cannot be selected. Thus
µ ¶µ ¶µ ¶
1 1 8
0 1 5 56 4
P (2, 1, 6, 10) = µ ¶ = = ;
10 210 15
6
µ ¶µ ¶µ ¶
i−1 1 n−i
r−1 1 k−r
(b) P (i, r, k, n) = µ ¶ .
n
k

2.2 Mathematical Expectation


µ ¶ µ ¶ µ ¶
4 1 4
2.2-2 E(X) = (−1) + (0) + (1) = 0;
9 9 9
µ ¶ µ ¶ µ ¶
4 1 4 8
E(X 2 ) = (−1)2 + (0)2 + (1)2 = ;
9 9 9 9
µ ¶
8 20
E(3X 2 − 2X + 4) = 3 − 2(0) + 4 = .
9 3
6
X µ ¶
9 1 1 1 1 1 1
2.2-4 1 = f (x) = +c + + + + +
x=0
10 1 2 3 4 5 6
2
c = ;
49
µ ¶
2 1 1 1 1 1 71
E(Payment) = 1· +2· +3· +4· +5· = units.
49 2 3 4 5 6 490

X ∞
6 6 X 1 6 π2
2.2-6 Note that = = = 1, so this is a pdf
x=1
π 2 x2 π 2 x=1 x2 π2 6

X ∞
6 6 X 1
E(X) = x 2 2 = 2 = +∞
x=1
π x π x=1 x

and it is well known that the sum of this harmonic series is not finite.
1X
2.2-8 E(|X − c|) = |x − c|, where S = {1, 2, 3, 5, 15, 25, 50}.
7
x∈S
When c = 5,

1
E(|X − 5|) = [(5 − 1) + (5 − 2) + (5 − 3) + (5 − 5) + (15 − 5) + (25 − 5) + (50 − 5)] .
7

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Copyright °
Chapter 2 Discrete Distributions 11

If c is either increased or decreased by 1, this expectation is increased by 1/7. Thus


c = 5, the median, minimizes this expectation while b = E(X) = µ, the mean, minimizes
E[(X − b)2 ]. You could also let h(c) = E( | X − c | ) and show that h0 (c) = 0 when c = 5.

15 21 −6 −1
2.2-10 (1) · + (−1) · = = ;
36 36 36 6
15 21 −6 −1
(1) · + (−1) · = = ;
36 36 36 6
6 30 −6 −1
(4) · + (−1) · = = .
36 36 36 6

(16)(25) + (3)(100) + (1)(300)


2.2-12 (a) The average class size is = 50;
20

(b) 
 0.4, x = 25,
f (x) = 0.3, x = 100,

0.3, x = 300,

(c) E(X) = 25(0.4) + 100(0.3) + 300(0.3) = 130.

2.3 Special Mathematical Expectations

2.3-2 (a) µ = E(X)


X3 µ ¶x µ ¶3−x
3! 1 3
= x
x=1
x! (3 − x)! 4 4
µ ¶X 2 µ ¶k µ ¶2−k
1 2! 1 3
= 3
4 k! (2 − k)! 4 4
k=0
µ ¶µ ¶2
1 1 3 3
= 3 + = ;
4 4 4 4
X 3 µ ¶x µ ¶3−x
3! 1 3
E[X(X − 1)] = x(x − 1)
x=2
x! (3 − x)! 4 4
µ ¶2 µ ¶3
1 3 1
= 2(3) +6
4 4 4
µ ¶2 µ ¶µ ¶
1 1 3
= 6 =2 ;
4 4 4
σ2 = E[X(X − 1)] + E(X) − µ2
µ ¶µ ¶ µ ¶ µ ¶2
3 1 3 3
= (2) + −
4 4 4 4
µ ¶µ ¶ µ ¶µ ¶ µ ¶µ ¶
3 1 3 1 1 3
= (2) + =3 ;
4 4 4 4 4 4

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Copyright °
12 Section 2.3 Special Mathematical Expectations

(b) µ = E(X)
X4 µ ¶x µ ¶4−x
4! 1 1
= x
x=1
x! (4 − x)! 2 2
µ ¶X 3 µ ¶k µ ¶3−k
1 3! 1 1
= 4
2 k! (3 − k)! 2 2
k=0
µ ¶µ ¶3
1 1 1
= 4 + = 2;
2 2 2
4
X µ ¶x µ ¶4−x
4! 1 1
E[X(X − 1)] = x(x − 1)
x=2
x! (4 − x)! 2 2
µ ¶4 µ ¶4 µ ¶4
1 1 1
= 2(6) + (6)(4) + (12)
2 2 2
µ ¶4 µ ¶2
1 1
= 48 = 12 ;
2 2
µ ¶2 µ ¶2
1 4 4
σ2 = (12) + − = 1.
2 2 2

2.3-4 E[(X − µ)/σ] = (1/σ)[E(X) − µ] = (1/σ)(µ − µ) = 0;

E{[(X − µ)/σ]2 } = (1/σ 2 )E[(X − µ)2 ] = (1/σ 2 )(σ 2 ) = 1.


3 2 3
2.3-6 f (1) = , f (2) = , f (3) =
8 8 8
3 2 3
µ = 1 · + 2 · + 3 · = 2,
8 8 8
3 2 3 3
σ 2 = 12 · + 22 · + 32 · − 22 = .
8 8 8 4
4
X 2x − 1
2.3-8 E(X) = x·
x=1
16
50
= = 3.125;
16
4
X 2x − 1
E(X 2 ) = x2 ·
x=1
16
85
= ;
8
µ ¶2
85 25 55
Var(X) = − = = 0.8594;
8 8 64

55
σ = = 0.9270.
8

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Chapter 2 Discrete Distributions 13

2.3-10 We have N = N1 + N2 . Thus


n
X
E[X(X − 1)] = x(x − 1)f (x)
x=0
n
X N1 ! N2 !
x(x − 1) ·
x=2
x! (N1 − x)! (n − x)! (N2 − n + x)!
= µ ¶
N
n
n
X (N1 − 2)! N2 !
·
(x − 2)! (N1 − x)! (n − x)! (N2 − n + x)!
= N1 (N1 − 1) x=2 µ ¶ .
N
n

In the summation, let k = x − 2, and in the denominator, note that


µ ¶ µ ¶
N N! N (N − 1) N − 2
= = .
n n!(N − n)! n(n − 1) n − 2

Thus
µ ¶µ ¶
N1 − 2 N2
n−2
X
N1 (N1 − 1) k n−2−k
E[X(X − 1)] = µ ¶
N (N − 1) N −2
k=0
n(n − 1) n−2
N1 (N1 − 1)(n)(n − 1)
= .
N (N − 1)

µ ¶x−1 µ ¶
364 1
2.3-12 (a) f (x) = , x = 1, 2, 3, . . . ,
365 365
1
(b) µ = = 365,
1
365
364
σ2 = 365 = 132,860,
µ ¶2
1
365
σ = 364.500;
µ ¶400
364
(c) P (X > 400) = = 0.3337,
365
µ ¶299
364
P (X < 300) = 1− = 0.5597.
365

2.3-14 P (X ≥ 100) = P (X > 99) = (0.99)99 = 0.3697.

2.3-16 (a) f (x) = (1/2)x−1 , x = 2, 3, 4, . . .;

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14 Section 2.4 The Binomial Distribution


X
(b) M (t) = E[etx ] = etx (1/2)x−1
x=2

X
t x
= 2 (e /2)
x=2
2(e /2)2
t
e2t
= t
= , t < ln 2;
1 − e /2 2 − et
4e2t − e3t
(c) M 0 (t) =
(2 − et )2
µ = M 0 (0) = 3;
(2 − et )2 (8e2t − 3e3t ) − (4e2t − e3t )2 ∗ (2 − et )(−et )
M 00 (t) =
(2 − et )4
σ2 00 2
= M (0) − µ = 11 − 9 = 2;
(d) (i) P (X ≤ 3) = 3/4; (ii) P (X ≥ 5) = 1/8; (iii) P (X = 3) = 1/4.
P (X > k + j)
2.3-18 P (X > k + j | X > k) =
P (X > k)
q k+j
= = q j = P (X > j).
qk

2.4 The Binomial Distribution


11 7
2.4-2 f (−1) = , f (1) = ;
18 18
11 7 4
µ = (−1) + (1) =− ;
18 18 18
µ ¶2 µ ¶ µ ¶2 µ ¶
4 11 4 7 77
σ 2 = −1 + + 1+ = .
18 18 18 18 81
2.4-4 (a) X is b(7, 0.15);
(b) (i) P (X ≥ 2) = 1 − P (X ≤ 1) = 1 − 0.7166 = 0.2834;
(ii) P (X = 1) = P (X ≤ 1) − P (X ≤ 0) = 0.7166 − 0.3206 = 0.3960;
(iii) P (X ≤ 3) = 0.9879.
2.4-6 (a) X is b(15, 0.75); 15 − X is b(15, 0.25);
(b) P (X ≥ 10) = P (15 − X ≤ 5) = 0.8516;
(c) P (X ≤ 10) = P (15 − X ≥ 5) = 1 − P (15 − X ≤ 4) = 1 − 0.6865 = 0.3135;
(d) P (X = 10) = P (X ≥ 10) − P (X ≥ 11)
= P (15 − X ≤ 5) − P (15 − X ≤ 4) = 0.8516 − 0.6865 = 0.1651;

(e) µ = (15)(0.75) = 11.25, σ 2 = (15)(0.75)(0.25) = 2.8125; σ = 2.8125 = 1.67705.
2.4-8 (a) 1 − 0.014 = 0.99999999; (b) 0.994 = 0.960596.
2.4-10 (a) X is b(8, 0.90);
(b) (i) P (X = 8) = P (8 − X = 0) = 0.4305;
(ii) P (X ≤ 6) = P (8 − X ≥ 2)
= 1 − P (8 − X ≤ 1) = 1 − 0.8131 = 0.1869;
(iii) P (X ≥ 6) = P (8 − X ≤ 2) = 0.9619.

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Copyright °
Chapter 2 Discrete Distributions 15

2.4-12 (a) 
 125/216, x = −1,





 75/216, x = 1,
f (x) =

 15/216, x = 2,




 1/216, x = 3;

125 75 15 1 17
(b) µ = + (1) ·
(−1) · + (2) · + (3) · = − ;
216 216 216 216 216
µ ¶2
269 17
σ 2 = E(X 2 ) − µ2 = − − = 1.2392;
216 216
σ = 1.11;
(c) See Figure 2.4-12. f(x)

0.5

0.4

0.3

0.2

0.1

x
–1 1 2 3

Figure 2.4–12: Losses in chuck-a-luck

2.4-14 Let X equal the number of winning tickets when n tickets are purchased. Then
P (X ≥ 1) = 1 − P (X = 0)
µ ¶n
9
= 1− .
10

(a) 1 − (0.9)n = 0.50


n
(0.9) = 0.50
n ln 0.9 = ln 0.5
ln 0.5
n = = 6.58
ln 0.9
so n = 7.

(b) 1 − (0.9)n = 0.95


(0.9)n = 0.05
ln 0.05
n = = 28.43
ln 0.09
so n = 29.

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Copyright °
16 Section 2.5 The Negative Binomial Distribution

2.4-16 It is given that X is b(10, 0.10). We are to find M so that


P (1000X ≤ M ) ≥ 0.99) or P (X ≤ M/1000) ≥ 0.99. From Appendix Table II,
P (X ≤ 4) = 0.9984 > 0.99. Thus M/1000 = 4 or M = 4000 dollars.

2.4-18 X is b(5, 0.05). The expected number of tests is


1 P (X = 0) + 6 P (X > 0) = 1 (0.7738) + 6 (1 − 0.7738) = 2.131.

2.4-20 (a) (i) b(5, 0.7); (ii) µ = 3.5, σ 2 = 1.05; (iii) 0.1607;
(b) (i) geometric, p = 0.3; (ii) µ = 10/3, σ 2 = 70/9; (iii) 0.51;
(c) (i) Bernoulli, p = 0.55; (ii) µ = 0.55, σ 2 = 0.2475; (iii) 0.55;
(d) (ii) µ = 2.1, σ 2 = 0.89; (iii) 0.7;
(e) (i) discrete uniform on 1, 2, . . . , 10; (ii) 5.5, 8.25; (iii) 0.2.

2.5 The Negative Binomial Distribution


µ ¶µ ¶5 µ ¶5
10 − 1 1 1 126 63
2.5-2 = = .
5−1 2 2 1024 512

2.5-4 Let “being missed” be a success and let X equal the number of trials until the first success.
Then p = 0.01.
P (X ≤ 50) = 1 − 0.9950 = 1 − 0.605 = 0.395.

2.5-6 (a) R(t) = ln(1 − p + pet ),


· ¸
pet
R0 (t) = = p,
1 − p + pet t=0
· ¸
(1 − p + pet )(pet ) − (pet )(pet )
R00 (t) = = p(1 − p);
(1 − p + pet )2 t=0

(b) R(t) = n ln(1 − p + pet ),


· ¸
npet
R0 (t) = = np,
1 − p + pet t=0
· ¸
(1 − p + pet )(pet ) − (pet )(pet )
R00 (t) = n = np(1 − p);
(1 − p + pet )2 t=0

(c) R(t) = ln p + t − ln[1 − (1 − p)et ],


· ¸
(1 − p)et 1−p 1
R0 (t) = 1+ = 1+ = ,
1 − (1 − p)et t=0 p p
£ ¤ 1−p
R00 (t) = (−1){1 − (1 − p)et }2 {−(1 − p)et } t=0
= ;
p
(d) R(t) = r [ln p + t − ln{1 − (1 − p)et }] ,
· ¸
1 r
R0 (t) = r = ,
1 − (1 − p)et t=0 p
£ ¤ r(1 − p)
R00 (t) = r (−1){1 − (1 − p)et }−2 {−(1 − p)et } t=0 = .
p2

2.5-8 (0.7)(0.7)(0.3) = 0.147.

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Chapter 2 Discrete Distributions 17

2.5-10 (a) Let X equal the number of boxes that must be purchased. Then
X12
1 86021
E(X) = = = 37.2385;
x=1
(13 − x)/12 2310
100 · E(X)
(b) ≈ 10.2.
365

2.6 The Poisson Distribution


2.6-2 λ = µ = σ 2 = 3 so P (X = 2) = 0.423 − 0.199 = 0.224.
λ1 e−λ λ2 e−λ
2.6-4 3 =
1! 2!
e−λ λ(λ − 6) = 0
λ = 6
Thus P (X = 4) = 0.285 − 0.151 = 0.134.

2.6-6 λ = (1)(50/100) = 0.5, so P (X = 0) = e−0.5 /0! = 0.607.

2.6-8 np = 1000(0.005) = 5;

(a) P (X ≤ 1) ≈ 0.040;
(b) P (X = 4, 5, 6) = P (X ≤ 6) − P (X ≤ 3) ≈ 0.762 − 0.265 = 0.497.

2.6-10 σ = 9 = 3,
P (3 < X < 15) = P (X ≤ 14) − P (X ≤ 3) = 0.959 − 0.021 = 0.938.

2.6-12 Since E(X) = 0.2, the expected loss is (0.02)($10,000) = $2,000.

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Copyright °
18 The Poisson Distribution

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Chapter 3 Continuous Distributions 19

Chapter 3

Continuous Distributions

3.1 Random Variables of the Continuous Type


3.1–2 µ = 0, σ 2 = (1 + 1)2 /12 = 1/3.

f(x) F(x)
1.0 1.0

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

x x
–1.0 –0.6 –0.2 0.2 0.6 1.0 –1.0 –0.6 –0.2 0.2 0.6 1.0
Figure 3.1–2: f (x) = 1/2 and F (x) = (x + 1)/2

3.1–4 X is U (4, 5);


(a) µ = 9/2; (b) σ 2 = 1/12; (c) 0.5.
Z n Z 200
1 1
3.1–6 E(profit) = [x − 0.5(n − x)]dx + [n − 5(x − n)] dx
0 200 n 200
· ¸n · ¸200
1 x2 (n − x)2 1 5x2
= + + 6nx −
200 2 4 0 200 2 n
1 £ ¤
= −3.25n2 + 1200n − 100000
200
1
derivative = [−6.5n + 1200] = 0
200
1200
n = ≈ 185.
6.5

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Copyright °
20 Section 3.1 Random Variables of the Continuous Type

Z c
3.1–8 (a) (i) x3 /4 dx = 1
0
c4 /16 = 1
c = 2;
Z x
(ii) F (x) = f (t) dt
−∞
Z x
= t3 /4 dt
0

= x4 /16,


 0, −∞ < x < 0,

F (x) = x4 /16, 0 ≤ x < 2,



1, 2 ≤ x < ∞.

(iii)

f(x) F(x)
2.0 2.0

1.5 1.5

1.0 1.0

0.5 0.5

x x
0.4 0.8 1.2 1.6 2.0 0.4 0.8 1.2 1.6 2.0
Figure 3.1–8: (a) Continuous distribution pdf and cdf

Z 2
8
(iv) µ = (x)(x3 /4) dx = ;
0 5
Z 2
8
E(X 2 ) = (x2 )(x3 /4) dx = ;
0 3
µ ¶2
8 8 8
σ2 = − = .
3 5 75

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Copyright °
Chapter 3 Continuous Distributions 21

Z c
(b) (i) (3/16)x2 dx = 1
−c
c3 /8 = 1
c = 2;
Z x
(ii) F (x) = f (t) dt
−∞
Z x
= (3/16)t2 dt
−2
· ¸x
t3
=
16 −2
3
x 1
= + ,
16 2

 0, −∞ < x < −2,



 x3 1
F (x) = + , −2 ≤ x < 2,
 16 2




1, 2 ≤ x < ∞.

(iii)

f(x) F(x)
1.0 1.0

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

x x
–2 –1 1 2 –2 –1 1 2
Figure 3.1–8: (b) Continuous distribution pdf and cdf

Z 2
(iv) µ = (x)(3/16)(x2 ) dx = 0;
−2
Z 2
12
σ2 = (x2 )(3/16)(x2 ) dx = .
−2 5

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Copyright °
22 Section 3.1 Random Variables of the Continuous Type

Z 1
c
(c) (i) √ dx = 1
0 x
2c = 1
c = 1/2.
The pdf in part (c) is unbounded.
Z x
(ii) F (x) = f (t) dt
−∞
Z x
1
= √ dt
0 2 t
h√ ix √
= t = x,
0


 0, −∞ < x < 0,
 √
F (x) = x, 0 ≤ x < 1,



1, 1 ≤ x < ∞.

(iii)
f(x) F(x)
2.0 2.0

1.5 1.5

1.0 1.0

0.5 0.5

x x
–0.2 0.2 0.4 0.6 0.8 1 1.2 –0.2 0.2 0.4 0.6 0.8 1.0 1.2
Figure 3.1–8: (c) Continuous distribution pdf and cdf
Z 1 √ 1
(iv) µ = (x)(1/2)/ x dx = ;
0 3
Z 1
√ 1
E(X 2 ) = (x2 )(1/2)/ x dx = ;
0 5
µ ¶2
1 1 4
σ2 = − = .
5 3 45
Z ∞
c
3.1–10 (a) 2
dx = 1
1 x
· ¸∞
−c
= 1
x 1
c = 1;
Z ∞
x ∞
(b) E(X) = dx = [ln x]1 , which is unbounded.
1 x2

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Chapter 3 Continuous Distributions 23

3.1–12 (a) 

 0, −∞ < x < −1,

F (x) = (x3 + 1)/2, −1 ≤ x < 1,



1, 1 ≤ x < ∞.

f(x) F(x)

1.4 1.4

1.2 1.2

1.0 1.0

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2
x x
–1.0 –0.6 –0.2 0.2 0.6 1.0 –1.0 –0.6 –0.2 0.2 0.6 1.0

Figure 3.1–12: (a) f (x) = (3/2)x2 and F (x) = (x3 + 1)/2

(b) 

 0, −∞ < x < −1,

F (x) = (x + 1)/2, −1 ≤ x < 1,



1, 1 ≤ x < ∞.

f(x) F(x)
1.0 1.0

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

x x
–1.0 –0.6 –0.2 0.2 0.6 1.0 –1.0 –0.6 –0.2 0.2 0.6 1.0
Figure 3.1–12: (b) f (x) = 1/2 and F (x) = (x + 1)/2

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Probability and Statistical Inference 9th Edition Hogg Solutions Manual
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24 Section 3.1 Random Variables of the Continuous Type

(c) 
 0, −∞ < x < −1,




 (x + 1)2 /2, −1 ≤ x < 0,
F (x) =

 1 − (1 − x) /2, 2
0 ≤ x < 1,




1, 1 ≤ x < ∞.

f(x) F(x)
1.0 1.0

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

x x
–1.0 –0.6 –0.2 0.2 0.6 1.0 –1.0 –0.6 –0.2 0.2 0.6 1.0
Figure 3.1–12: (c) f (x) and F (x) for Exercise 3.1-12(c)

3.1–14 (b)


 0, −∞ < x ≤ 0,



 x

 , 0 < x ≤ 1,

 2


1
F (x) = , 1 < x ≤ 2,

 2


 x 1


 − 2 ≤ x < 3,

 2 2


1, 3 ≤ x < ∞;

f(x) F(x)
1.0 1.0

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

x x
0.5 1.0 1.5 2.0 2.5 3.0 0.5 1.0 1.5 2.0 2.5 3.0
Figure 3.1–14: f (x) and F (x) for Exercise 3.1-14(a) and (b)

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