HOMEWORKE 3

ENGINEERING PROBABILITY AND STATISTICS

Problem 3.1: suppose the discrete random variable X has the

probability distribution in the table below
𝑥 4 5 6 7 8 9 12
𝑓(𝑥) 0.15 0.20 0.16 0.27 c 0.09 0.03
Find
(a) c;
Answer/
C=1-0.15+0.20+0.16+0.27+0.09+0.03=0.1
(b) 𝐸 [𝑋];
Answer/

𝐸 [𝑋] = ∑ 𝑥𝑓(𝑥 ) = 4(0.15) + 5(0.20) + 6(0.16) + 7(0.27)

+ 8(0.1) + 9(0.09) + 12(0.03) = 6.42
(c) 𝐸 [3 − 2𝑋];
Answer/
𝐸 [3 − 2𝑋] = −5(0.15) − 7(0.20) − 9(0.16) − 11(0.27) −
13(0.1) − 15(0.09) − 21(0.03) = −9.84
(d) 𝑉𝑎𝑟(𝑋);
Answer/

𝑉𝑎𝑟(𝑋) = ∑(𝑥 − 𝜇)2 𝑓(𝑥 )

= 5.8(0.15) + 2.01(0.20) + 0.17(0.16)
+ 0.33(0.27) + 2.4(0.1) + 6.6(0.09) + 31.3(0.03)
= 3.15 = 𝜎 2

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(e)𝜎𝑥 ;
Answer/
𝜎𝑥 = √𝑉𝑎𝑟(𝑋) = √3.15 = 1.77
Problem 3.2: Let the p.d.f of the continuous random variable X
be the expression below
𝑐𝑠𝑖𝑛(𝜋𝑥 ) 𝑓𝑜𝑟 0 < 𝑥 < 0.694
𝑓(𝑥 ) = {
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Compute
(a) c;
Answer/
0.694
1 1
∫ 𝑐𝑠𝑖𝑛(𝜋𝑥 )𝑑𝑥 = 1 ⟹ 𝑐 [− cos(𝜋 ∗ 0.694) + cos(0)]
0 𝜋 𝜋
=1
𝑦𝑖𝑒𝑙𝑑𝑠 1
1.9𝑐 = 1 → 𝑐= = 0.52
1.9
(b) 𝐸 (𝑋);
Answer/
0.694
𝐸 (𝑋) = ∫ 0.52𝑥 ∗ sin(𝜋𝑥 )𝑑𝑥
0
𝑠𝑖𝑛𝜋 ∗ 0.694 0.694𝑐𝑜𝑠𝜋 ∗ 0.694
= − = −0.21 = 𝜇
𝜋2 𝜋
(c) 𝐸 (3 − 2𝑋);
Answer/

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ENGINEERING PROBABILITY AND STATISTICS

0.694
𝐸 (3 − 2𝑋) = ∫ (3 − 2𝑋) ∗ 0.52𝑠𝑖𝑛𝜋𝑥
0
0.694
=∫ 1.5𝑠𝑖𝑛𝜋𝑥 − 1.04𝑥𝑠𝑖𝑛𝜋𝑥
0
1 1
= 1.5 [− 𝑐𝑜𝑠𝜋0.694 + 𝑐𝑜𝑠0]
𝜋 𝜋
𝑠𝑖𝑛𝜋0.694 0.694𝑐𝑜𝑠𝜋0.694
− 1.04 [ − ] = 0.218
𝜋2 𝜋
(d) Var(X);
Answer/

𝑉𝑎𝑟(𝑋) = ∑(𝐸(𝑋) − 𝜇)2 = (−0.21 ∗ 0.694 + 0.21)2

= 0.1265 = 𝜎 2
(e) 𝜎𝑥 ;
Answer/

𝜎𝑥 = √𝑉𝑎𝑟(𝑥) = √0.1265 = 0.3556

Problem 3.3: The joint probability distribution of the discrete
variables X and Y is expressed in the table below
𝑓(𝑥, 𝑦) X
1.5 2.1 2.7 3.3
0.46 0.088 0.031 0.073 0.021
Y 0.86 0.057 0.066 0.085 0.022
1.26 0.084 0.065 0.096 0.030
1.66 0.036 0.073 c 0.089
0.265
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 HOMEWORKE 3

ENGINEERING PROBABILITY AND STATISTICS

Find
(a) c;
Answer/
𝑐 = 1 − 0.088 + 0.057 + 0.084 + 0.036 + 0.031 + 0.066
+ 0.065 + 0.073 + 0.073 + 0.085 + 0.096 + 0.021
+ 0.022 + 0.030 + 0.089 = 0.084
(b) 𝐸 (𝑋);
Answer/
𝐸(𝑋) = 1.5(0.265) + 2.1(0.235) + 2.7(0.338) + 3.3(0.162)
= 2.3382
(c) 𝐸 (𝑋 2 );
Answer/
𝐸 (𝑋 2 ) = 2.25(0.265) + 4.41(0.235) + 7.29(0.338)
+ 10.89(0.126) = 5.4671
(d) 𝐸 (𝑌);
Answer/
𝐸 (𝑌) = 0.46(0.213) + 0.86(0.23) + 1.26(0.845)
+ 1.66(0.282) = 1.8286
(e) 𝐸 (𝑌 2 );
Answer/
𝐸 (𝑌 2 ) = 0.462 (0.213) + 0.862 (0.23) + 1.262 (0.275)
+ 1.662 (0.282) = 1.4288

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 HOMEWORKE 3

ENGINEERING PROBABILITY AND STATISTICS

(f)𝐸 (𝑋𝑌);
Answer/
𝐸 (𝑋𝑌) = 0.328602 + 0.57561 + 0.991116 + 0.706596
= 2.601924
𝑋
(g) 𝐸 (𝑌 ) ;

Answer/
𝑋
𝐸 ( ) = 0.57769 + 0.50336 + 1.03767 + 0.49056
𝑌
= 2.60928
(h) 𝑉𝑎𝑟(𝑋);
Answer/
𝑉𝑎𝑟(𝑋) = (𝑥 − 𝜇𝑥 )2 (𝑓 (𝑥 ))
= 0.26(0.702)2 + 0.235(0.0567)2 + 0.338(0.130)2
+ 0.162(0.925)2
= 0.128 + 0.0007 + 0.005 + 0.138 = 0.2717
(i) 𝑉𝑎𝑟(𝑌);
Answer/
2
𝑉𝑎𝑟(𝑌) = (𝑦 − 𝜇𝑦 ) (𝑓(𝑦))
= 0.213(0.682)2 + 0.23(0.938)2 + 0.275(0.323)2
+ 0.282(0.028)2 = 0.330
(j) 𝐶𝑂𝑉 (𝑋, 𝑌);
Answer/

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ENGINEERING PROBABILITY AND STATISTICS

𝐶𝑂𝑉 (𝑋, 𝑌) = 𝐸 (𝑋𝑌) − 𝜇𝑥 𝜇𝑦 = 2.601924 − 4.275632

= −1.673708
Problem 3.4: The joint density function of the continuous
random variables X and Y is given by the expression below
2 3
𝑓(𝑥, 𝑦) = {𝑐𝑥 𝑦 𝑓𝑜𝑟 0 < 𝑥 < 2 , 2 < 𝑦 < 3
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Compute
(a) c;
2 2 2 3
𝑦𝑖𝑒𝑙𝑑𝑠
∫ ∫ 𝑐𝑥 2 𝑦 3 𝑑𝑥𝑑𝑦 = 1 → 𝑐 ∫ 𝑥 3 𝑑𝑥 ∫ 𝑦 3 𝑑𝑦 = 1
2 0 0 2

23 34 24 𝑦𝑖𝑒𝑙𝑑𝑠 𝑦𝑖𝑒𝑙𝑑𝑠
𝑐 [ − 0] ∗ [ − ] = 1 → 43.3𝑐 = 1 → 𝑐 = 0.023
3 4 4
(b) 𝐸 (𝑋);
Answer/
3 2
3 3
24 34 24
𝐸 (𝑋) = 0.023 ∫ ∫ 𝑥 𝑦 𝑑𝑥𝑑𝑦 = 0.023 [ ] ∗ [ − ]
4 4 4
2 0
= 1.495
(c) 𝐸 (𝑋 2 );
Answer/
3 2
2) 4 3
25 34 24
𝐸 (𝑋 = 0.023 ∫ ∫ 𝑥 𝑦 = 0.023 [ ] ∗ [ − ] = 2.392
4 4 4
2 0

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 HOMEWORKE 3

ENGINEERING PROBABILITY AND STATISTICS

(d) 𝐸 (𝑌);
Answer/
3 2
5 5
8 3 2
𝐸 (𝑌) = 0.023 ∫ ∫ 𝑥 2 𝑦 4 𝑑𝑥𝑑𝑦 = [ ] ∗ [ − ] = 2.588
3 5 5
2 0

(e) 𝐸 (𝑌 2 );
Answer/
3 2
2) 2 5
23 36 26
𝐸 (𝑌 = 0.023 ∫ ∫ 𝑥 𝑦 𝑑𝑥𝑑𝑦 = 0.023 [ ] ∗ [ − ]
3 6 6
2 0
= 6.79
(f) 𝐸 (𝑋𝑌);
Answer/
3 2
4 5 5
2 3 2
𝐸 (𝑋𝑌) = 0.023 ∫ ∫ 𝑥 3 𝑦 4 𝑑𝑥𝑑𝑦 = 0.023 [ ] ∗ [ − ]
4 5 5
2 0
= 3.8824
𝑋
(g) 𝐸 (𝑌 ) ;

Answer/
3 2
𝑋 𝑥 2 3 23 33 23
𝐸 ( ) = 0.023 ∫ ∫ 𝑥 𝑦 = 0.023 [ ] ∗ [ − ] = 0.388
𝑌 𝑦 3 3 3
2 0

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 HOMEWORKE 3

ENGINEERING PROBABILITY AND STATISTICS

(h) 𝑉𝑎𝑟(𝑋);
Answer/
𝑉𝑎𝑟(𝑋) = (𝐸 (𝑋 ) − 𝜇𝑥 )2 = (2.392 − 1.495)2 = 0.804
(i) 𝑉𝑎𝑟(𝑌);
Answer/
2
𝑉𝑎𝑟(𝑌) = (𝐸 (𝑌) − 𝜇𝑦 ) = (6.79 − 2.588)2 = 17.65
(j) 𝐶𝑂𝑉 (𝑋, 𝑌);
Answer/
𝐶𝑂𝑉 (𝑋, 𝑌) = 3.8824 − 1.495 ∗ 2.588 = 0.0134
Problem 3.5: The density function of a continuous random
variable X is shown below

𝑓 (𝑥 ) = {0.9391 sin(√2𝑥 − 1) 𝑓𝑜𝑟 0.8 < 𝑥 < 2.2

0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

Find
(a) the mode;
Answer/
𝑑
When 0.8<X<2.2 𝑓́(𝑥 ) = 𝑑𝑥 (0.9391 sin(√2𝑥 − 1))

√𝑥 ∗ 0.9391(cos(√2𝑥 − 1)) = 0
𝑦𝑖𝑒𝑙𝑑𝑠 0.8
0.9391√𝑥 =→ √𝑥 = = 0.851
0.9391

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ENGINEERING PROBABILITY AND STATISTICS

Or cos(√2𝑥 − 1) = 0
𝑦𝑖𝑒𝑙𝑑𝑠
cos(√2𝑥) − cos(1) = 0 → cos(√2𝑥) − 0.99 = 0
cos(√2𝑥) = 0.99
𝜃 = tan−1 0.99 = 9.45
𝑦𝑖𝑒𝑙𝑑𝑠 9.45 𝑦𝑖𝑒𝑙𝑑𝑠
√2𝑥 = 9.45 → √𝑥 = → 𝑥 = 4.46
√2
(b) the median;
Answer/
First we must find the marginal distribution
2.2

𝑓𝑥 (𝑥 ) = ∫ 0.09391 sin(√2𝑥 − 1)
0.8
2.2 2.2

= 0.9391 ∫ sin(√2𝑥) − 0.9391 ∫ sin(1)

0.8 0.8
1 1
= [− 𝑐𝑜𝑠√2 ∗ 2.2 + 𝑐𝑜𝑠√2 ∗ 0.8] + cos(1) = 1 + 𝑐
√2 √2
𝑦𝑖𝑒𝑙𝑑𝑠
𝑓 (1) = 0 → 𝑐 = −1
0 𝑥 < 0.8
𝑓(𝑥 ) = {0.7 + 0.7 − 0.1 0.8 < 𝑥 < 2.2
1 𝑥 > 2.2
2
1
0.7𝑚 + 0.7𝑚 − 0.1 =
2

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 HOMEWORKE 3

ENGINEERING PROBABILITY AND STATISTICS

−𝑏 ± √𝑏2 − 4𝑎𝑐 −0.7 ± √0.72 − 4𝑎𝑐

=
2𝑎 2𝑎
𝑒𝑖𝑡ℎ𝑒𝑟 𝑚 = 1.26 𝑜𝑟 𝑚 = −11.26 (𝑖𝑔𝑛𝑜𝑟𝑒𝑑)
The negative value will be ignored because the median is
always positive
(c) the mean;
2.2 2.2

𝜇 = 0.9391 ∫ 𝑥𝑠𝑖𝑛(√2𝑥) − 0.9391 ∫ 𝑥𝑠𝑖𝑛(1)

0.8 0.8

𝑠𝑖𝑛2.2 ∗ √2 2.2𝑐𝑜𝑠2.2 ∗ √2 𝑠𝑖𝑛0.8 ∗ √2

= 0.9391 [ − −
2 √2 2
0.8𝑐𝑜𝑠0.8√2
+ ] + 0.9391 ∗ 2.2 cos(1) − 0.9391
√2
∗ 0.8 cos(1) = 2.22

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