Probability and Statistical Inference 9t PDF
Probability and Statistical Inference 9t PDF
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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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
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
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.
Chapter 1
Probability
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.
1.1-10 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).
√ √
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
(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
(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
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
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;
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
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 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.
1.5-6 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
(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).
Chapter 2
Discrete Distributions
(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
1
2.1-4 (a) f (x) = , x = 0, 1, 2, · · · , 9;
10
(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
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
(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
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
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
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
(b)
0.4, x = 25,
f (x) = 0.3, x = 100,
0.3, x = 300,
(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
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
∞
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
2.4-12 (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
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
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.
2.5-4 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.
2.5-10 (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
2.6-8 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.
Chapter 3
Continuous Distributions
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
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
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
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
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
(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
(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)