Probability for Computer Science

Tutorials

Andrzej Sierociński

Faculty of Mathematics and Information Science

Warsaw University of Technology
(Politechnika Warszawska), Poland

Project is co-financed by European Union within European Social Fund

2

This publication is free of charge

Project is co-financed by European Union within European Social Fund

Contents

1 Introduction 5

2 Elements of Probability 7

2.1 Self-test exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

3 Random Variables and Expectation 13

3.1 Self-test exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

4 Special Random Variables 19

4.1 Self-test exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

5 Jointly Distributed Random Variables 27

6 Sequences of Random Variables and Limit Theorems 31

7 Answers and Solutions 33

7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

7.2 Elements of Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

7.3 Random Variables and Expectation . . . . . . . . . . . . . . . . . . . . . . . 40

7.4 Special Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

7.5 Jointly Distributed Random Variables . . . . . . . . . . . . . . . . . . . . . 48

7.6 Sequences of Random Variables and Limit Theorems . . . . . . . . . . . . . 54

8 Tables 57

8.1 Unit Normal N (0, 1) Cumulative Distribution Function . . . . . . . . . . . 58

3
4 CONTENTS

8.2 Poisson P (λ) Cumulative Distribution Function . . . . . . . . . . . . . . . . 59

Chapter 1

Introduction

∞ ∞
∞ 0 ∞ 0
S T S T
Ex. 1.1 Find An , An , An and An , where
n=1 n=1 n=1 n=1

1
(a) An = {x ∈ R : 0 ≤ x ≤ n+1 },
√ √
(b) An = {x ∈ R : n ≤ x ≤ 2n},
1 1
(c) An = {x ∈ R : 1 − n+1 ≤x≤2+ n+1 },

(d) An = {x ∈ R : sin x = n}.

Ex. 1.2 Let f : R → R, f (x) = x2 . Find:

(a) f ([1, 2]), f ((−1, 2]);

(b) f −1 ([0, 4]), f −1 ([−2, −1]), f −1 ((0, 1]).

Ex. 1.3 For the given below functions find f −1 ({a}) and f −1 ((−∞, a]), where a ∈ R:

(a) f : [0, π2 ] → R, f (x) = cos(x);

(b) f : {0, 1, . . . , 2k} → R, f (x) = |x − k|, where k ∈ N ;

(c) f : R → R, f (x) = |x − 21 |;

(d) f : [0, 2] → R,
 0, for x ∈ [0, 1);


f (x) = 1, for x = 1;
for x ∈ (1, 2];

2,

(e)* f : [−1, 2] × [−1, 2] → R,

x − y, for x ≥ y;

f (x, y) =
0, for x < y;

5
6 CHAPTER 1. INTRODUCTION

(f )* f : R2 → R,  2
x + y2, for x ≥ y;
f (x, y) =
0, for x < y.

Ex. 1.4 In how many ways we can choose 13 cards out of standard deck of 52 playing cards,
that we will have all 4 aces?

Ex. 1.5 A group of 30 people consists of 15 couples. In how many ways we can choose a
subgroup of four people, that there is no one couple in it.

Ex. 1.6 In how many ways we can put k one-zloty coins and m five-zloty coins in n labeled
drawers?

Ex. 1.7 In how many ways we can put k indistinguishable balls in n labeled drawers, if
n ≥ k and we can put only one ball in one drawer.
Chapter 2

Elements of Probability

Ex. 2.1 Let A and B be events with probabilities P (A) = 43 and P (B) = 13 . Show that
1 1
12 ≤ P (A ∩ B) ≤ 3 , and give examples to show that both extremes are possible. Find
corresponding bounds for P (A ∪ B).

Ex. 2.2 Show that

P (A ∪ B ∪ C) = P (A) + B(B) + P (C) − P (A ∩ B) − P (A ∩ C) − P (B ∩ C) +

+P (A ∩ B ∩ C).

Ex. 2.3 A box contains 3 marbles, one red, one green, and one blue. Consider an ex-
periment that consists of taking one marble from the box, then replacing it in the box and
drawing a second marble from the box. Describe the sample space. Repeat when the second
marble is drawn without first replacing the first marble.

Ex. 2.4 In a class of 30 students, there are 17 girls and 13 boys. Five are A students, and
three of these students are girls. If a student is chosen at random, what is the probability of
choosing a girl or an A student?

Ex. 2.5 A city survey found that 47% of teenagers have a part time job. The same survey
found that 78% plan to attend college. If a teenager is chosen at random, what is the
probability that the teenager has a part time job and plans to attend college?

Ex. 2.6 The Chevalier de Mere bets he can get a ”6” in four rolls of a fair dice. If he get
a ”6” in four throws, you give him a dollar. If he does not, he gives you a dollar. Do you
want to play?

Ex. 2.7 (a) What is the probability of being dealt two Aces and two Kings in a hand of
Poker? In Poker, you are dealt 5 cards from a pack of 52. The 52 cards are made up of 13
cards in each of 4 suits. The other card should not be an Ace or a King, as this would give
a Full House.

7
8 CHAPTER 2. ELEMENTS OF PROBABILITY

(b) What is the probability of being dealt Two Pairs in a hand of Poker. Again, be sure not
to include Full Houses.

Ex. 2.8 Shortly after being put into service, some buses manufactured by a certain company
have developed cracks on the underside of the main frame. Suppose a particular city has 25
of these buses, and cracks have actually appeared in 8 of them.

• How many ways are there to select a sample of 5 buses from the 25 for through inspec-
tion?
• In how many ways can a sample of 5 buses contain exactly 4 with visible cracks?
• If the sample of 5 buses is chosen at random, what is the probability that exact 4 of
the 5 will have visible cracks?
• If buses are selected at random, what is the probability that at least 4 of those selected
will have visible cracks?

Ex. 2.9 Capture-recapture is a widely used statistical technique in environmental statistics.

(a) A lake contains N fishes. One day n of these are caught, marked with a tag, and returned
to the lake. A week later, m fishes are caught. What is the probability that k of those m are
marked?
(b) If the lake contains 1,000 fishes, 100 of which are marked, and you catch 10, what is
the probability that at least one of the fishes you catch is marked?

Ex. 2.10 A player rolls a die. They stop at the fourth roll or when a six appears, whichever
occurs first. Find the probability, that the play will be sopped at kth roll, k = 1, 2, 3, 4.

Ex. 2.11 A woman has n keys, of which one will open her door. If she tries the keys at
random, discarding those that do not work, what is the probability that she will open the
door on her kth try? What if she does not discard previously tried keys?

Ex. 2.12 The population of a particular country consists of three ethnic groups. Each
individual belongs to one of the four major blood groups. The accompanying joint proba-
bility table gives the proportions of individuals in the the various ethnic group-blood group
combinations.

Blood Group
O A B AB
1 0.082 0.106 0.008 0.004
Ethnic Group 2 0.135 0.141 0.018 0.006
3 0.215 0.200 0.065 0.020

Suppose that an individual is randomly selected from the population, and define events by
A = {type A selected}, B = {type B selected}, and C = {ethnic group 3 selected}.
 9

1. Calculate P (A), P (C), and P (A ∪ C).

2. Calculate both P (A|C) and P (C|A), and explain in context what each of these proba-
bilities represents.
3. If the selected individual does not have type B blood, what is the probability that he or
she is from ethnic group 1?

Ex. 2.13 Show that if P (A|C) > P (B|C) and P (A|C̄) > P (B|C̄), then P (A) > P (B). Is
the converse true? Prove or give a counterexample.

Ex. 2.14 An individual is to select from among n alternatives in an attempt to obtain

a particular one. This might be selection from answers on a multiple choice question,
when only one is correct. Let A be the event he makes a correct selection, and B be the
event he knows which is correct before making the selection. We suppose P (B) = p and
P (A|B̄) = 1/n. Determine P (B|A); show that P (B|A) ≥ P (B) and P (B|A) increases with
n for fixed p.

Ex. 2.15 Since P (·|B) is a probability measure for a given B, P (B) > 0, we must have
P (A|B)+P (Ā|B) = 1. Construct an example to show that in general P (A|B)+P (A|B̄) 6= 1.

Ex. 2.16 At a certain stage in a trial, the judge feels the odds are two to one the defendant
is guilty. It is determined that the defendant is left handed. An investigator convinces the
judge this is six times more likely if the defendant is guilty than if he were not. What is the
likelihood, given this evidence, that the defendant is guilty?

Ex. 2.17 Suppose that an insurance company classifies people into one of three classes -
good risks, average risks, and bad risks. Their records indicate that the probabilities that
good, average, and bad risk persons will be involved in an accident over a 1-year span are,
respectively, 0.05, 0.15, and 0.30. If 20% of the population are ”good risks”, 50% are
”average risks”, and 30% are ”bad risks”, what proportion of people have accident in a fixed
year? If policy holder A had no accidents in particular year, what is the probability that he
or she is a good (average) risk?

Ex. 2.18 There are n urns of which the rth contains r − 1 red balls and n − r white balls.
You pick an urn at random and remove two balls at random without replacement. Find the
probability that:

1. the second ball is white;

2. the second ball is white, given that the first is white.

Ex. 2.19 There are three identical cards that differ only in color. Both sides of one are
black, both sides of the second are red, and one side of the third card is black and its other
side is red. These cards are mixed up and one of them is selected at random. If the upper
side of this card is red, what is the probability that its other side is black?
10 CHAPTER 2. ELEMENTS OF PROBABILITY

Ex. 2.20 Suppose that there was a cancer diagnostic test that was 95% accurate both on
those that do and those do not have the disease. If 0.4 percent of the population have
cancer, compute the probability that a tested person has cancer, given that his or her test
result indicates so.

Ex. 2.21 The prosecutor fallacy. The prosecutors fallacy is a fallacy commonly occur-
ring in criminal trials but also in other various arguments involving rare events. It consists
of subtle exchanging of P (A|B) for P (B|A). A zealous prosecutor has collected an evidence,
say fingerprint match, and has an expert testify that the probability of finding this evidence
if the accused were innocent is tiny. The fallacy is committed the prosecutor proceeds to
claim that the probability of the accused being innocent is comparably tiny.

1. Let G be the event that an accused is guilty, and T the event that some testimony
is true. Some lawyers have argued on the assumption that P (G|T ) is the same as
P (T |G). Do you agree?
2. Assume that out of N = 1, 000, 000 coins in a box, one has heads at both sides. Such
”two-headed” coin is ”guilty”. Assume that a coin is selected at random from the box,
and without inspecting it, flipped k = 15 times. All k = 15 times the coin landed up
heads. Based on this evidence the prosecutor claims the selected coin is guilty since
if it was ”innocent”, observed k = 15 heads in a row will appear with probability
1/215 ≈ 0.00003. Find the probability that the ”guilty” coin was really selected and the
probability that prosecutor is accusing an ”innocent” coin.

Ex. 2.22 * The Monty Hall Problem. You are on a quiz program and are faced with
three doors. A door has been selected at random before the show and a car placed behind it.
The other doors have nothing behind them. You are asked to choose a door. Once you have
done so, the host chooses, at random, one of the other doors. He never chooses the one
with the car behind it. He opens the door and then asks whether you would like to change
your answer? Should you do so?

Ex. 2.23 The four sides of a tetrahedron (regular three sided pyramid with 4 sides consist-
ing of isosceles triangles) are denoted by 2, 3, 5 and 30, respectively. If the tetrahedron is
rolled the number on the basis is the outcome of interest. Let the three events are A-the
number on the base is even, B-the number is divisible by 3, and C-the number is divisible
by 5. Determine whether these events are pairwise and mutually independent.

Ex. 2.24 A company has three task forces trying to meet a deadline for a new device. The
groups work independently, with respective probabilities 0.8, 0.9, 0.75 of completing on time.
What is the probability at least one group completes on time?

Ex. 2.25 A system has five components which fail independently. Their respective relia-
bilities are 0.93, 0.91, 0.78, 0.88, 0.92. Units 1 and 2 operate as a ”series” combination.
Units 3, 4, 5 operate as a parallel subsystem. The two subsystems operate as a parallel
combination to make the complete system. What is reliability of the complete system?
 11

Ex. 2.26 A system has 6 components which fail independently. Their reliabilities are the
same, equal to p. What is reliability of the complete system?

Ex. 2.27 Three fair dice are rolled. What is the probability at least one will show a six?

Ex. 2.28 Show that for any λ > 0 and any k = 0, 1, 2, . . .

!  
λ k
n−k
n λ λk
lim 1− = e−λ .
n→∞ k n n k!

Ex. 2.29 A hobby shop finds that 35 percent of its customers buy an electronic game.
If customers buy independently, what is the probability that at least one of the next five
customers will buy an electronic game?

Ex. 2.30 In one hundred random digits, 0 through 9, with each possible digit equally likely
on each choice, what is the probability that 8 or more are sevens?

Ex. 2.31 A computer system has ten similar modules. The circuit has redundancy which
ensures the system operates if any eight or more of the units are operative. Units fail
independently, and the probability is 0.93 that any unit will survive between maintenance
periods. What is the probability of no system failure due to these units?

Ex. 2.32 A survey form is sent to 100 persons. If they decide independently whether or
not to reply, and each has probability 0.1 of replying, what is the probability of k or more
replies, where k=10,15,20?

Ex. 2.33 A warehouse has a stock of n items of a certain kind, r of which are defective.
Two of the items are chosen at random, without replacement. What is the probability that
at least one is defective? Show that for large n the number is very close to that for selection
with replacement, which corresponds to two Bernoulli trials with probability p = r/n of
success on any trial.

Ex. 2.34 What is the probability of a success on the ith trial in a Bernoulli sequence of n
component trials, given there are r successes?
12 CHAPTER 2. ELEMENTS OF PROBABILITY

Ex. 2.35 A device has N similar components which may fail independently, with probability
p of failure of any component. The device fails if one or more of the components fails. In
the event of failure of the device, the components are tested sequentially.

1. What is the probability the first defective unit tested is the nth, given one or more
components have failed?
2. What is the probability the defective unit is the nth, given that exactly one has failed?
3. What is the probability that more than one unit has failed, given that the first defective
unit is the nth?

2.1 Self-test exercises

Ex. 2.36 An experiment has three steps with three outcomes possible for the first step, two
outcomes possible for the second step, and four outcomes possible for the third step. How
many experimental outcomes exist for the entire experiment?

Ex. 2.37 Consider the experiment of tossing a coin three times.

a. Develop a tree diagram for the experiment.

b. List the experimental outcomes.
c. What is the probability for each experimental outcome?

Ex. 2.38 Suppose that we have two events, A and B, with P (A) = 0.5, P (B) = 0.6, and
P (A ∩ B) = 0.4.

a. Find P (A|B).
b. Find P (B|A).
c. Are A and B independent? Why or why not?

Ex. 2.39 The prior probabilities for events A1 and A2 are P (A1 ) = 0.4 and P (A2 ) = 0.6.
It is also known that P (A1 ∩ A2 ) = 0. Suppose P (B|A1 ) = 0.2 and P (B|A2 ) = 0.05.

a. Are A1 and A2 mutually exclusive? Explain.

b. Compute P (A1 ∩ B) and P (A2 ∩ B).
c. Compute P (B).
d. Apply Bayes theorem to compute P (A1 |B) and P (A2 |B).
Chapter 3

Random Variables and Expectation

Ex. 3.1 Suppose a random variable X has the following probability function.

x 1 3 4 7 9 10 14 18
p(x) 0.11 0.07 0.13 0.28 0.18 0.05 0.12 0.06

Draw a line graph of the probability function, and find P (X < 10), P (X ≥ 10), P (X > 10),
P (X < 4), P (3 < X < 10) and P (4 ≤ X ≤ 10). Calculate E(X), V (X), Q1 , Q3 , and the
median x0.5 .

Ex. 3.2 A wheel is spun yielding on an equally likely basis the integers 1 through 10. Let
Ci be the event the wheel stops at i, 1 ≤ i ≤ 10. Each P (Ci ) = 0.1. If the numbers 1, 4, or
7 turn up, the player loses ten dollars; if the numbers 2, 5, or 8 turn up, the player gains
nothing; if the numbers 3, 6, or 9 turn up, the player gains ten dollars; if the number 10
turns up, the player loses one dollar. The random variable expressing the results may be
expressed in primitive form as

X = −10 · IC1 + 0 · IC2 + 10 · IC3 − 10 · IC4 + 0 · IC5 +

+10 · IC6 − 10 · IC7 + 0 · IC8 + 10 · IC9 − IC10 .

• Determine the distribution for X.

• Determine P (X < 0), and P (X > 0).
• Find the cdf F and draw its graph.
• Find the expected value E(X), the variance V (X), and the median x0.5 .

Ex. 3.3 Suppose a random variable X has the following probability mass function

p(k) = P (X = k) = c · q k , k = 0, 1, 2, . . . ,

where q ∈ (0, 1). What is the value of c? What is the cdf F of X?

13
14 CHAPTER 3. RANDOM VARIABLES AND EXPECTATION

Ex. 3.4 A pair of fair dice is rolled.

1. Let X be the minimum of the two numbers which turn up. Determine the distribution
for X.

2. Let Y be the maximum of the two numbers. Determine the distribution for Y .

3. Let Z be the sum of the two numbers. Determine the distribution for Z.

4. Let W be the absolute value of the difference. Determine its distribution.

Ex. 3.5 James is expecting three checks in the mail, for $20, $26, and $33 dollars. Their
arrivals are the events A, B, C, which are mutually independent, with respective probabil-
ities 0.90, 0.75, 0.80. Determine the distribution for X which represents the total amount
received. Observe that X = 20IA + 26IB + 33IC . What is the probability he receives at least
$50? Less than $30?

Ex. 3.6 Suppose a random variable X has the following probability function.

x -4 -3 -2 -1 1 2 3 4
1 1 2 4 4 2 1 1
p(x) 16 16 16 16 16 16 16 16

Find the pmf for Y = X 2 − 4.

Ex. 3.7 A system consisting of one unit plus a spare can function for a random amount
of time X. If the density of X is given (in units of months) by
(
c · xe−x/2 for x > 0
f (x) =
0 otherwise

what is the probability that the system functions for at least 5 months?

Ex. 3.8 Let the cdf of X is equal


 0
 for x < −1
1 1
F (x) = 2 + π arcsin(x) for −1 ≤ x < 1
1 ≤ x.

 1 for

Find the pdf of X.

Ex. 3.9 Let c > 0 be a known parameter. Find the values of a and b, such that the function

 0
 for x < −c
F (x) = a+ b arcsin( xc ) for −c ≤ x < c
1 ≤ x.

 1 for

is (i) a cdf, (ii) a cdf of a continuous type, (iii) a cdf of a discrete type random variable.
 15

Ex. 3.10 The probability density function of X, the lifetime of a certain type of electronic
device (measured in hours), is given by
(
10
x2
for x > 10
f (x) =
0 otherwise

(a) Find P (X > 20).

(b) What is the cumulative distribution function of X?
(c) What is the probability that of 6 such types of devices at least 3 will function for at least
15 hours? What assumptions are you making?

Ex. 3.11 A point is chosen at random on a line segment of length L. Interpret this
statement and find the probability that the ratio of the shorter to the longer segment is less
than 14 .

Ex. 3.12 The bid that a competitor makes on a real estate property is estimated to
be somewhere between 0 and 3 million dollars. Specifically, the bid X is viewed to be a
continuous random variable with density function:
(
c · (9 − x2 ) for 0 < x < 3
f (x) =
0 otherwise.

You make a bid (without knowing the competitors bid). The higher of the two bids win.

1. Find the value of c that makes f (x) a legitimate density function?

2. Find the cumulative distribution function, F (x). Use the cumulative distribution to
determine the probability that you lose the bid if you make a bid of 2 million? 1 million?

3. Find the expected value and standard deviation for the competitors bid. What is the
probability that the competitors bid is within one standard deviation of the mean?

4. How much should you bid so that you have a 90% chance of winning?

Ex. 3.13 The lift is cruising between two platforms A1 and A2 . The distance between two
platforms is equal to a. Let p1 and p2 , (p1 + p2 < 1), denote the probabilities that the lift
is on platform A1 and A2 , respectively. The lift is moving with the constant velocity and
does not stop between the levels A1 and A2 . Let X be the distance between the lift and the
platform A1 . What is the cdf of X?

Ex. 3.14 Compute E[X], V (X), and median if X has a density function given by

1. (
1 −x/2
f (x) = 4 xe for x > 0
0 otherwise.
16 CHAPTER 3. RANDOM VARIABLES AND EXPECTATION

2. (
c · (1 − x2 ) for − 1 < x < 1
f (x) =
0 otherwise.

3. (
5
x2
for x > 5
f (x) =
0 otherwise.

Ex. 3.15 Compute E[X] and median if X has a cdf described in exercise 3.13.

Ex. 3.16 Assume that F1 , F2 , . . . , Fn are cdf ’s. Let α1 , α2 , . . . , αn , be a sequence of positive
numbers, such taht ni=1 αi = 1. Show that the function
P

n
X
F (x) = αi · Fi (x), x ∈ R,
i=1

is a cumulative distribution function.

3.1 Self-test exercises

Ex. 3.17 Consider the experiment of tossing a coin twice.

a. List the experimental outcomes.

b. Define a random variable that represents the number of heads occurring on the two
tosses.

c. Show what value the random variable would assume for each of the experimental out-
comes.

d. Is this random variable discrete or continuous?

Ex. 3.18 Consider the experiment of a worker assembling a product.

a. Define a random variable that represents the time in minutes required to assemble the
product.

b. What values may the random variable assume?

c. Is the random variable discrete or continuous?

3.1. SELF-TEST EXERCISES 17

Ex. 3.19 Three students scheduled interviews for summer employment at the Brookwood
Institute. In each case the interview results in either an offer for a position or no offer.
Experimental outcomes are defined in terms of the results of the three interviews.

a. List the experimental outcomes.

b. Define a random variable that represents the number of offers made. Is the random
variable continuous?

c. Show the value of the random variable for each of the experimental outcomes.

Ex. 3.20 The following data were collected by counting the number of operating rooms in
use at Tampa General Hospital over a 20-day period: On three of the days only one operating
room was used, on five of the days two were used, on eight of the days three were used, and
on four days all four of the hospitals operating rooms were used.

a. Use the relative frequency approach to construct a probability distribution for the number
of operating rooms in use on any given day.

b. Draw a graph of the probability distribution. (pmf and cdf )

c. Show that your probability distribution satisfies the required conditions for a valid dis-
crete probability distribution.

Ex. 3.21 A psychologist determined that the number of sessions required to obtain the trust
of a new patient is either 1, 2, or 3. Let X be a random variable indicating the number
of sessions required to gain the patients trust. The following probability function has been
proposed.
x
p(x) = , x = 1, 2, 3.
6

a. Is this probability mass function valid? Explain.

b. What is the probability that it takes exactly 2 sessions to gain the patients trust?

c. What is the probability that it takes at least 2 sessions to gain the patients trust?

d. Compute E(X), the expected value of X.

e. Compute σ 2 , the variance of X.

f. Compute σ, the standard deviation of X.

18 CHAPTER 3. RANDOM VARIABLES AND EXPECTATION

Ex. 3.22 Find a constant c such that the function

(
c · cos(x) for x ∈ [0, π]
f (x) =
0 otherwise.

is a legitimate pdf of a random variable X.

a. Find cdf F and draw its graph.

b. Compute P (0 ≤ X ≤ π/4)

c. Compute IQR of X.
Chapter 4

Special Random Variables

Ex. 4.1 A satellite system consists of 4 components and can function adequately if at least
2 of 4 components is in working condition. If each component is, independently, in working
condition with probability 0.6, what is the probability the system function adequately?

Ex. 4.2 A communication channel transmits the digits 0 and 1. However, due to static,
the digit transmitted is incorrectly received with probability 0.2. Suppose that we want to
transmit an important message consisting of one binary digit. To reduce the chance of error,
we transmit 00000 instead of 0 and 11111 instead of 1. If the receiver of the message uses
”majority” decoding, what is the probability that the message will be incorrectly decoded?
What independence assumptions are you making? (By majority decoding we mean that
message is decoded as ”0” if there are at least 3 zeros in the message received and as ”1”
otherwise?)

Ex. 4.3 At least one-half of airplane’s engines are required to function in order for it to
operate. If each engine independently functions with probability p, for what values of p is
4-engine plane more likely to operate than a 2-engine plane?

Ex. 4.4 If you bay a lottery ticket in 50 lotteries, in each of which your chance of winning
a prize is 1/100, what is the probability that you will win a prize (a) at least once, (b)
exactly once, and (c) at least twice. Approximate these probabilities using the Poisson
approximation. What is the most probable number of winnings? What is the expected
number of winnings?

Ex. 4.5 Suppose we randomly select 5 cards without replacement from an ordinary deck
of playing cards. What is the probability of getting exactly 2 red cards (i.e., hearts or
diamonds)?

Ex. 4.6 A contractor purchases a shipment of 100 transistors. It is his policy to test 10 of
these transistors and keep the shipment only if at least 9 of the 10 are in working condition.
If the shipment contains 20 defective transistors, what is the probability it will be kept?

19
20 CHAPTER 4. SPECIAL RANDOM VARIABLES

Ex. 4.7 Each of 12 refrigerators of certain type has been returned to a distributor because
of an audible, high-pitched, oscillating noise when the refrigerator is running. Suppose
that 7 of these refrigerators have a defective compressor and the other 5 have less serious
problems. If the refrigerators are examined in random order, let X be the number among the
first 6 examined that have a defective compressor. Compute the following: (a) P (X = 5),
(b) P (X ≤ 4), (c) The probability that X exceeds its mean value by more than 1 standard
deviation.

Ex. 4.8 Bob is a high school basketball player. He is a 70% free throw shooter. That means
his probability of making a free throw is 0.70. (1) During the season, what is the probability
that Bob makes his third free throw on his fifth shot? (2) What is the probability that Bob
makes his first free throw on his fifth shot?

Ex. 4.9 A type of missile has failure probability 0.02. Give the mean and standard deviation
of the number of launches before the first failure.

Ex. 4.10 Two missiles must hit the target to destroy it. The probability that a single missile
will hit the target is equal to 0.7. How many missiles have to be launched to destroy the
target with at least 95% probability?

Ex. 4.11 If Z has a geometric distribution, show that Z satisfies the memoryless property:
for positive integers n and m,

P (Z > n + m|Z > m) = P (Z > n).

Ex. 4.12 An article in the Los Angeles Times (Dec. 3, 1993) reports that 1 in 200 people
carry the defective gene that causes inherited colon cancer. In a sample of 1000 individuals,
what is the approximate distribution of the number who carry this gene? Use this distribution
to calculate the approximate probability that (a) Between 5 and 8 (inclusive) carry the gene.
(b) At least 8 carry the gene.

Ex. 4.13 Suppose that only 0.1% of all computers of a certain type experience CPU failure
during the warranty period. Consider a sample of 10,000 computers. (a) What are expected
value and standard deviation of the number of computers in the sample that have the defect?
(b) What is the (approximate) probability that more than 10 sampled computers have defect?
(c) What is the (approximate) probability that no sampled computers have defect?

Ex. 4.14 Oranges are packed in crates, each containing 250. On average 0.8% of the
oranges are found to be bad when the crates are opened. What is the probability that in a
given create there will be more than two bad oranges?

Ex. 4.15 The average number of people arriving for treatment at an emergency room per
hour is equal to 8. (a) What is the probability that at least four people arrive during partic-
ular hour? (b) How many people do you expect to arrive during a 45-min period?
 21

Ex. 4.16 The probability of error in the transmission of a binary digit over a communica-
tion channel is 0.001. Write an expression for the exact probability of more than 3 errors
when transmitting a block of 1000 bits. What is approximate value? Assume independence.

Ex. 4.17 An expert typist makes, on average, 2 typing errors every 5 pages. What is the
probability that the typist will make at most 5 errors on the next fifteen pages?

Ex. 4.18 An insect lays k eggs (k = 0, 1, 2, . . .) with the probability

λk
pk = e−λ .
k!
From each egg hatches out a new insect with the probability p ∈ (0, 1). Let X be the random
variable equal to the number new born insects. Find the distribution of the rv X.

Ex. 4.19 The amount of time, in minutes, that a person must wait for a bus is uniformly
distributed between 0 and 15 minutes, inclusive. What is the probability that a person waits
fewer than 12.5 minutes? On the average, how long must a person wait? Ninety percent of
the time, the time a person must wait falls below what value?

Ex. 4.20 Let R be uniformly distributed on (0, 1). Find the cdf of the random variable

1. X = a + (b − a)R, where a, b ∈ R, a < b;

2. Y = F −1 (R), where F is a cdf, strictly increasing in its support;

3. Z = exp(X).

Ex. 4.21 If X ∼ U (−1, 1), find (a) P (|X| > 12 ; (b) the density function of rv Y = |X|.

Ex. 4.22 If X ∼ N (10, 62 ), compute (a) P (X > 5), (b) P (4 < X < 16), (c) P (X < 20).

Ex. 4.23 Suppose that X is a normal rv with mean 5. If P (X > 9) = 0.2, approximately
what is V (X)?

Ex. 4.24 Suppose that X is normal random variable with mean 12 and variance 4. Find
the value of c such that P (X > c) = 0.1.

Ex. 4.25 Suppose that X is normal random variable with mean 2 and variance 0.25. Find
the value of c such that P (|X − 2| > c) = 0.1.

Ex. 4.26 Find the interquartile range IQR for X ∼ N (µ, σ 2 ).

22 CHAPTER 4. SPECIAL RANDOM VARIABLES

Ex. 4.27 The annual rainfall (in inches) in a certain region is normally distributed with
µ = 40, σ = 4. What is the probability that in 2 of the next 4 years the rainfall will exceed
50 inches? Assume that the rainfalls in different years are independent.

Ex. 4.28 The amount of sugar dispensed by a packaging machine is normally distributed
with a standard deviation of 20g. It is possible to adjust the machine so as to set the mean
amount dispensed at any required level (to the nearest gram). The packets are labeled 1000g.
In order to comply with the 1979 Weights and Measures Act the amount of sugar dis-
pensed must satisfy three conditions:

1. the average amount of sugar dispensed is at least 1000g;

2. no more than 2.5% of the packets contain less than 975g;

3. no more than 1 in 10000 packets contain less than 950g.

At present the machine is set to dispense a mean amount of 1010g.

1. What proportion of packets contain less than 975g?

2. What proportion of packets contain less than 950g?

3. What is the minimum new setting that can be chosen so that the packer complies with
the above regulations? The standard deviation is unchanged.

Ex. 4.29 The time (in hours) required to repair a machine is an exponentially distributed
random variable with the mean value 2 hours. (a) What is the probability that a repair time
exceeds 2 hours? (b) What is the conditional probability that a repair takes at least 10 hours,
given that its duration exceeds 9 hours?

Ex. 4.30 The number of years a radio functions is exponentially distributed with parameter
λ = 18 . If Jones buys a used radio, what is the probability that it will be working after an
additional 10 years?

X
Ex. 4.31 If X ∼ Exp(1), compute the pdf of the rv Y = λ, where λ > 0.
4.1. SELF-TEST EXERCISES 23

4.1 Self-test exercises

Ex. 4.32 Consider a binomial experiment with two trials and p = 0.4.

a. Draw a tree diagram for this experiment.

b. Compute the probability of one success, p(1) = P (X = 1).

c. Compute p(0) and p(2).

d. Compute the probability of at least one success.

e. Compute the expected value, variance, and standard deviation.

Ex. 4.33 A university found that 20% of its students withdraw without completing the
introductory statistics course. Assume that 20 students registered for the course.

a. Compute the probability that two or fewer will withdraw.

b. Compute the probability that exactly four will withdraw.

c. Compute the probability that more than three will withdraw.

d. Compute the expected number of withdrawals.

Ex. 4.34 Assume a binomial probability distribution has p = 0.96 and n = 100.

a. What are the mean and standard deviation?

b. Is this situation one in which binomial probabilities can be approximated by the Poisson
probability distribution? Explain.

c. What is the probability of 94 to 99 successes?

d. What is the probability of 91 or more successes?

f. What is the advantage of using the Poisson probability distribution to approximate the
binomial probabilities?
24 CHAPTER 4. SPECIAL RANDOM VARIABLES

Ex. 4.35 An average of 15 aircraft accidents occur each year (The World Almanac and
Book of Facts, 2004).

a. Compute the mean number of aircraft accidents per month.

b. Compute the probability of no accidents during a month.

c. Compute the probability of exactly one accident during a month.

d. Compute the probability of more than one accident during a month.

Ex. 4.36 During the period of time that a local university takes phone-in registrations, calls
come in at the rate of one every two minutes.

a. What is the expected number of calls in one hour?

b. What is the probability of three calls in five minutes?

c. What is the probability of no calls in a five-minute period?

Ex. 4.37 The random variable X is known to be uniformly distributed between 10 and 20.

a. Show the graphs of the probability density function f and cumulative distribution func-
tion F .

b. Compute P (X < 15) and P (12 ≤ X ≤ 18).

c. Compute E(X) and V ar(X).

Ex. 4.38 On average, 30-minute television sitcoms have 22 minutes of programming (CNBC,
February 23, 2006). Assume that the probability distribution for minutes of programming
can be approximated by a uniform distribution from 18 minutes to 26 minutes.

a. What is the probability a sitcom will have 25 or more minutes of programming?

b. What is the probability a sitcom will have between 21 and 25 minutes of programming?

c. What is the probability a sitcom will have more than 10 minutes of commercials or other
nonprogramming interruptions?
4.1. SELF-TEST EXERCISES 25

Ex. 4.39 The average stock price for companies making up the S&P 500 is $30, and the
standard deviation is $8.20 (BusinessWeek, Special Annual Issue, Spring 2003). Assume
the stock prices are normally distributed.

a. What is the probability a company will have a stock price of at least $40?

b. What is the probability a company will have a stock price no higher than $20?

c. How high does a stock price have to be to put a company in the top 10%?

Ex. 4.40 A person must score in the upper 2% of the population on an IQ test to qualify for
membership in Mensa, the international high-IQ society (U.S. Airways Attach, September
2000). If IQ scores are normally distributed with a mean of 100 and a standard deviation
of 15, what score must a person have to qualify for Mensa?

Ex. 4.41 The time between arrivals of vehicles at a particular intersection follows an ex-
ponential probability distribution with a mean of 12 seconds.

a. Sketch this exponential probability distribution.

b. What is the probability that the arrival time between vehicles is 12 seconds or less?
c. What is the probability that the arrival time between vehicles is 6 seconds or less?
d. What is the probability of 30 or more seconds between vehicle arrivals?
26 CHAPTER 4. SPECIAL RANDOM VARIABLES
Chapter 5

Jointly Distributed Random

Variables

Ex. 5.1 When an automobile is stopped by a roving safety patrol, each tire is checked for
tie wear, and each headlight is checked to see whether it is properly aimed. Let X denote
the number of headlights that need adjustment, and let Y denote the number of defective
tires.
(a) If X and Y are independent with pX (0) = 0.5, pX (1) = 0.3, pX (2) = 0.2, and
pY (0) = 0.6, pY (1) = 0.1, pY (2) = pY (3) = 0.05, pY (4) = 0.2,
display the joint probability table.
(b) Compute P (X ≤ 1, Y ≤ 1) and verify that it equals the product P (X ≤ 1) · P (Y ≤ 1).
(c) What is P (X + Y = 0) (the probability of no violations)
(d) Compute P(X+Y≤ 1).

Ex. 5.2 A product is classified according to the number of defects it contains and the factory
that produces it. Let X and Y be the random variables that represent the factory number
(taking on possible values of 1 or 2) and the number of defects per unit (taking on possible
values of 0,1,2, or 3), respectively. The entries in the table represent the joint probability
mass function.

Y
X 0 1 2 3
1 0.10 0.15 0.05 0.25
2 0.15 0.05 0.10 0.15

Find the marginal distributions of X and Y . Check whether the number of defects per unit
does not depend on the factory that produced it. Find the probability that the number of
defects per unit exceeds 1 in each factory and in both factories together.

27
28 CHAPTER 5. JOINTLY DISTRIBUTED RANDOM VARIABLES

Ex. 5.3 The joint pmf of a two-dimensional rv (X, Y ) is given in the table below.

Y
X 0 1 2
1 3
1 8 + 0 8 −
1
2 4 −  14 

where  ∈ [0, 1/4]. Find the marginal distributions of X and Y . What are your conclusions?

Ex. 5.4 The joint pmf of a two-dimensional rv (X, Y ) is given in the table below.

Y
X 0 1 2
1 0.1 0.1 p
2 0.1 0.2 0.3

Find p. Find the marginal distributions of X and Y and check whether X and Y are
independent. Calculate the values of joint cdf F (2, 1) and F (1.5, 3). Evaluate E[Y |X = 1].

Ex. 5.5 A fair dice is rolled 5 times. What is the probability that we get 3 times the ”6”,
once ”5” and once ”1”?

Ex. 5.6 The joint probability density function of X and Y is given by

(
6 xy

7 x2 + 2 if 0 < x < 1, 0 < y < 2.
f (x, y) =
0 otherwise

(a) Verify that this is indeed a joint density function.

(b) Compute the density function of X.
(c) Find P (X > Y ).
(d) Find conditional pdf ’s and compute E[Y |X = x].

Ex. 5.7 The joint probability density function of X and Y is given by

(
c · e−y if 0 ≤ x ≤ y
f (x, y) =
0 otherwise

(a) Find c.
(b) Find the marginal distributions of X and Y and check whether X and Y are independent.
(c) Find P (Y > 2X).
(d) Find conditional pdf ’s and compute E[Y |X = x].

Ex. 5.8 Let X be a random variable equal to the number of misprints in the book containing
100 pages, where on average there is one error on 20 pages. Let Y be the number of printing
errors in a booklet containing 10 pages, where on average there are 2 errors on 5 pages. What
is the probability that the total number of errors in both: the book and the booklet does not
exceed 7? What assumptions have you made?
 29

Ex. 5.9 For the random variables defined in the exercise 4.2 find the distributions of X +Y ,
min(X, Y ) and max(X, Y ).

Ex. 5.10 Let X and Y be independent rv’s (a) uniformly distributed over the interval [0, 1];
(b) exponentially distributed with parameter λ > 0. Find the pdf of the rv T = X + Y .

Ex. 5.11 Assume that X ∼ B(1, 1/2) and Y ∼ U (0, 1) are independent rv’s. Find the cdf
of the rv T = X + Y .

Ex. 5.12 Find the cdf and pdf of the rv T = X + Y , where the joint pdf of (X, Y ) is given
in the Ex. 5.7.

Ex. 5.13 The gross monthly income of a certain company on average is equal to $30,000
with the standard deviation of $3,000. The monthly average labour costs are equal to $20,000
with the standard deviation of $4,000. The correlation between the income and the costs is
evaluated at 0.75. Find the monthly average yield and its standard deviation.

Ex. 5.14 Find the correlation coefficient of X and Y from the Ex. 4.4 and 4.7.

Ex. 5.15 For n-component series system in which the component lifetimes are indepen-
dent exponential rv’s with parameters λ1 , λ2 , . . . , λn , what is the probability that the system
survives for time t? What is expected lifetime of that system?

Ex. 5.16 For n-component parallel system in which the component lifetimes are indepen-
dent exponential rv’s with parameters λ1 , λ2 , . . . , λn , what is the probability that the system
survives for time t?

Ex. 5.17 (χ2 [n] chi-square distribution with n degrees of freedom)

Let X1 , X2 , . . . , Xn be iid rv’s with N (0, 1) distribution. Find the pdf of
n
X
χ2 = Xi2 .
i=1

Ex. 5.18 ∗ Calculate the expectation and the variance of a hypergeometric rv X ∼ HG(n, M, N ).
HINT: Observe that
n
X
X= Xi ,
i=1

where Xi are dependent Bernoulli rv’s Xi ∼ B(1, N M

+M ).

Ex. 5.19 Let (X, Y ) be a bivariate normally distributed rv with the joint pdf
1
f (x, y) = c exp[− (2x2 − 2xy + y 2 )].
2
(1) Find c.
(2) Find pdf of Z = X − Y .
(3) Find the regression line of Y given X = x.
30 CHAPTER 5. JOINTLY DISTRIBUTED RANDOM VARIABLES
Chapter 6

Sequences of Random Variables

and Limit Theorems

Ex. 6.1 A fair coin is tossed independently n times. Let Sn be the number of heads ob-
tained. Use the Chebyshev’s inequality to find a lower bound of the probability that Snn differs
from 12 by less than 0.01 when (a) n = 100, (b) n = 10, 000, and (c) n = 100, 000.

Ex. 6.2 Consider an unfair coin with probability p of heads. Let Sn be the number of heads
obtained when the coin is tossed independently n times. Prove that
Sn
 
lim P −p < =1
n→∞ n
for any  > 0. (Weak Law of Large Numbers).

Ex. 6.3 From past experience a professor knows that the test score of a student taking his
final examination is random variable with mean 75 and the variance equal to 25.
(a) Give an upper bound to the probability that a student’s test score will exceed 85.
(b) What can be said about the probability that the student score will be between 65 and 85?
(c) How many students would have to take the examination so as to ensure, with probability
at least 0.9, that the class average would be within 5 to 75?

Ex. 6.4 Let S100 be the number of heads that turn up in 100 tosses of a fair coin. Use the
Central Limit Theorem to estimate
(a) P (S100 ≤ 45).
(b) P (45 < S100 < 55).
(c) P (S100 > 63).
(d) P (S100 < 57).

Ex. 6.5 A true-false examination has 48 questions. Andy has probability 3/4 of answering
a question correctly. Dick just guesses on each question. A passing score is 30 or more
correct answers. Compare the probability that Andy passes the exam with the probability
that Dick passes it.

31
32 CHAPTER 6. SEQUENCES OF RANDOM VARIABLES AND LIMIT THEOREMS

Ex. 6.6 A balanced coin is flipped 400 times. Determine the number x such that the prob-
ability that the number of heads is between 200 − x and 200 + x is approximately 0.80.

Ex. 6.7 The price of one share of stock in the Beer Company is given by Yn on the nth day
of the year. Finn observes that the differences Xn = Yn+1 − Yn appear to be independent
random variables with a common distribution having mean µ = 0 and variance σ 2 = 1/4.
If Y1 = 100, estimate the probability that Y365 is (a) ≥ 100, (b) ≥ 110, (c) ≥ 120.

Ex. 6.8 We throw 100 times a dice independently and add the points, denoting the sum by
S100 . Approximate the probability P (300 ≤ S100 ≤ 400). How many independent tosses of a
fair dice are required for the probability that the sum of points will exceed 500 to be at least
0.99?

Ex. 6.9 In the hotel there is 100 rooms. Since the probability that someone who booked
the room will come to the hotel is equal to 0.9, the manager responsible for booking usually
makes more booking then the number of all rooms. (a) Find the probability that if 104
booking was done, all customers who arrived will get the room. (b) How many additional
booking can be made, that with probability at least 0.9, all customers who arrived will get
their rooms?

Ex. 6.10 Let X1 , X2 , . . . X121 be iid rv’s with the pmf

1
P (Xi = −1) = P (Xi = 0) = P (Xi = 1) = , i = 1, 2 . . . , 121.
3
Approximate the probability
121
!
X
P Xi < 16 .
i=1

Ex. 6.11 Let X1 , X2 , . . . X144 be iid rv’s with the pdf

(
1
x+ 2 if x ∈ [0, 1]
f (x) =
0 if x∈/ [0, 1].

Approximate the probability

144
!
X
P 78 ≤ Xi ≤ 90 .
i=1
Chapter 7

Answers and Solutions

7.1 Introduction

1.1

(a) [0, 12 ], {0}, (−∞, 0) ∪ ( 21 , ∞), R − {0};

(b) [1, ∞), ∅, (−∞, 1), R;
(c) [ 21 , 2 12 ], [1, 2], (−∞, 21 ) ∪ (2 12 , ∞), (−∞, 1) ∪ (2, ∞);
(d) {x ∈ R : x = π2 + 2kπ, k ∈ Z}, ∅, {x ∈ R : x 6= π2 + 2kπ, k ∈ Z}, R.

1.2

(a) [1, 4], [0, 4];

(b) [−2, 2], ∅, [−1, 0) ∪ (0, 1].

1.3

(a)

 ∅, a<0

{arccos a}, a ∈ [0, 1)

f −1 (a) = f −1 (( − ∞, a]) = [arccos a, π2 ], a ∈ [0, 1)
∅, a∈/ [0, 1]
[0, π2 ], a≥1


(b)

 {k}, a=0  ∅, a<0

 
−1 −1
f (a) = {k − a, k + a}, a ∈ {1, 2, . . . , k} f ((−∞, a]) = {k − bac , . . . , k + bac}, a ∈ [0, k)
∅, a∈/ {0, 1, . . . , k} {0, 1, . . . , 2k}, a≥k
 

(c)

∅, a<0 ∅, a<0
 
f −1 (a) = f −1 (( − ∞, a]) =
{ 21 − a, 12 + a}, a≥0 [ 12 − a, 12 + a], a≥0

33
34 CHAPTER 7. ANSWERS AND SOLUTIONS

(d)
∅, a∈
/ {0, 1, 2} ∅, a<0
 

 

 [0, 1), a=0  [0, 1), 0≤a<0
f −1 (a) = f −1 (( − ∞, a]) =



{1}, a=1 


[0, 1], 1≤a<2
(1, 2], a=2 [0, 2], a≥2
1.4 ! !
4 48
= 1677106640
4 9
1.5
30
28
26
24

!
15
· 24 = 1 1 1 1
= 21840
4 4!
1.6 ! !
n+k−1 n+m−1
k m
1.7 !
n
k

7.2 Elements of Probability

2.1
3 1
P (A ∪ B) = P (A) + P (B) − P (A ∩ B) = + − P (A ∩ B) ≤ 1.
4 3
1
Hence P (A ∩ B) ≥ 12 . Since A ∩ B ⊂ B, then P (A ∩ B) ≤ 31 and 34 ≤ P (A ∪ B) ≤ 1.
2.2

P (A ∪ B ∪ C) = P ((A ∪ B) ∪ C) = P (A ∪ B) + P (C) − P ((A ∪ B) ∩ C) =

= P (A) + B(B) + P (C) − P (A ∩ B) − P ((A ∩ C) ∪ (B ∩ C)) =
= P (A) + B(B) + P (C) − P (A ∩ B) − P (A ∩ C) − P (B ∩ C) +
+P (A ∩ B ∩ C).

2.3
In the first case we have 9 possible outcomes (R-denotes red, G-green, and B-blue marble).

S = {(R, R), (R, G), (R, B), (G, R), (G, G), (G, B), (B, R), (B, G), (B, B)}.

In the second case we have only 6 outcomes.

S = {(R, G), (R, B), (G, R), (G, B), (B, R), (B, G)}.

2.4
Let A denote student, G - girl, and B- boy. Then
5 17 3 19
P (A ∪ G) = P (A) + P (G) − P (A ∩ G) = + − = .
30 30 30 30
7.2. ELEMENTS OF PROBABILITY 35

2.5
0.25 ≤ p ≤ 0.47.
2.6
No, because
 4
5
P (A) = 1 − = 0.518 > 0.5,
6
where A - ”6” in four rolls of fair dice.
2.7
(a)
4
4
44

2 2 1
52
= 0.00061.
5

(b)
13
4
4
44

2 2 2 1
52
= 0.0475.
5

2.8
25

(1) 5 = 53130.
17
8

(2) 1 4 = 17 · 70 = 1190.
1190
(3) 53130 = 0.022.
56+1190
(4) 53130 = 0.023.
2.9
−n
(nk)(Nm−k )
(a) N .
( m)
(900 100
10 )( 0 )
(b) 1 − 1000 = 0.653.
( 10 )
2.10
 i−1  3
1 5 5
pi = 6 6 , i = 1, 2, 3, p4 = 6 .
2.11
 k−1
(n−1)!
n! = n1 , 1 − 1
n
1
n.

2.12
(1) P (A) = 0.106 + 0.141 + 0.2 = 0.447,
P (C) = 0.215 + 0.2 + 0.065 + 0.02 = 0.5
P (A ∪ C) = P (A) + P (C) − P (A ∩ C) = 0.747 since P (A ∩ C) = 0.2.
36 CHAPTER 7. ANSWERS AND SOLUTIONS

P (A∩C) 0.2
(2) P (A|C) = P (C) = 0.5 = 0.4.
P (A∩C)
P (C|A) = P (A) = 0.447.
P (E1 ∩B̄) 0.192
(3) P (E1 |B̄) = P (B̄)
= 0.909 = 0.211 since
P (B̄) = 1 − P (B) = 0.909 and P (E1 ∩ B̄) = 0.082 + 0.106 + 0.004 = 0.192.
2.13
Since P (A|C) > P (B|C) then P (A ∩ C) > P (B ∩ C). Similarly we get that P (A ∩ C̄) >
P (B ∩ C̄). Hence P (A) = P (A ∩ C) + P (A ∩ C̄) > P (B ∩ C) + P (B ∩ C̄) = P (B).
Assume that A and B be any events such that P (A) > P (B), A ∩ B = ∅ and C = B. Then
P (A|C) = 0 and P (B|C) = 1 and P (A|C) < P (B|C).
2.14
P (A∩B) = P (B) = p. P (A∩ B̄) = P (B̄)P (A|B̄) = (1−p) n1 . Hence P (A) = p+(1−p) n1 .
Then
P (A ∩ B) P (B) p
P (B|A) = = = % 1 as n → ∞.
P (A) P (A) p + (1 − p) n1
Since P (A) ≤ 1 then P (B|A) ≥ P (B).
2.15
Let the sample space S be S = {1, 2, 3, 4} where all events are equally likely. A = {1, 3},
B = {1, 2, 4}, then P (A|B) = 1/3 and P (A|B̄) = 1, hence P (A|B) + P (A|B̄) = 4/3 6= 1.
2.16
Let G and L denote the events that the defendant is guilty and left handed respectively. We
have:
2
P (G) = , and P (L|G) = 6 · P (L|Ḡ).
3
Hence
6 2
P (L|G)P (G) P (L|G)P (G) · 12
P (G|L) = = = 6 27 31 1 = .
P (L) P (L|G)P (G) + P (L|Ḡ)P (Ḡ) 7 · 3 + 7 · 3
13

2.17
Denote the corresponding events: G - good frisk, A - average risk, B - bad risk and C -
will be involved in an accident over a 1-year span. We have P (G) = 0.2, P (A) = 0.5,
P (B) = 0.3, P (C|G) = 0.05, P (C|A) = 0.15, and P (C|B) = 0.3. Hence, using the Bayes’
formula one can get
P (C̄|A)P (A) 0.85 · 0.5
P (A|C̄) = = = 0.515.
P (C̄) 0.95 · 0.2 + 0.85 · 0.5 + 0.7 · 0.3

2.18
Ar - th urn was chosen, P (Ar ) = 1/n, r = 1, 2, . . . , n. B - second ball white,
n−r n−r−1 r−1 n−r n−r
P (B|Ar ) = · + · = .
n − 1 {z n − 2 }
|
n − 1 {z n − 2}
|
n−1
f irst white and second white f irst red and second white
7.2. ELEMENTS OF PROBABILITY 37

Hence n n
X X n−r 1 1
P (B) = P (B|Ar )P (Ar ) = = . ·
r=1 r=1
n−1 n 2
If D denotes the event, that first ball is white, then
n n
X X n−r 1 1
P (D) = P (D|Ar )P (Ar ) = = , ·
r=1 r=1
n−1 n 2

and n n
X X n−r n−r−1 1 1
P (D ∩ B) = P (D ∩ B|Ar )P (Ar ) = · · = .
r=1 r=1
n−1 n−2 n 3
Then
P (D ∩ B) 2
P (B|D) = = .
P (D) 3

2.19
1
3.

2.20
Let A - person has cancer, B - diagnostic test is positive. Then P (B|A) = P (B̄|Ā) = 0.95
and P (A) = 0.004. Hence
P (B|A)P (A) 0.95 · 0.004
P (A|B) = = = 0.071.
P (B|A)P (A) + P (B|Ā)P (Ā) 0.95 · 0.004 + 0.05 · 0.996

2.21
P (G∩T ) P (G∩T )
(1) No. P (G|T ) = P (T ) 6= P (G) = P (T |G) if P (T ) 6= P (G).

(2) P (G) = 1/N , P (T |G) = 1, and P (T |Ḡ) = 1/215 . Hence

1
P (T |G)P (G) N
P (G|T ) = =  = 0.032.
P (T ) 1
+ 1
· 1− 1
N 215 N

2.22
C: the number of the door hiding the Car,
S: the number of the door Selected by the player, and
H: the number of the door opened by the Host.
As the host’s placement of the car is random, all values c ∈ {1, 2, 3} of C are equally likely.
The initial (unconditional) probability distribution of C = c is then
1
P (C = c) = , f or every value of c.
3
Further, as the initial choice of the player is independent of the placement of the car, then
the conditional probability of C = c given S = s is

P (C = c|S = s) = P (C = c), f or every value of c and s.

38 CHAPTER 7. ANSWERS AND SOLUTIONS

The host’s behavior is reflected by the values of the conditional probability of H = h given
C = c and S = s:


 0 if h=s (1),

 0 if h=c (2),
P (H = h | C = c, S = s) = 1
if h 6= s and s = c (3),
 2



1 if h 6= c and h 6= s and s 6= c (4).

(1) the host cannot open the door picked by the player,
(2) the host cannot open a door with a car behind it
(3) the two doors with no car are equally likely to be opened
(4) there is only one door available to open.

We can use Bayes’ formula to compute the probability of finding the car behind any door,
after the initial selection and the host’s opening of one. This is the conditional probability
of C = c given H = h and S = s:

P (H = h|C = c, S = s)P (C = c|S = s)

P (C = c|H = h, S = s) = ,
P (H = h|S = s)

where the denominator is computed using the law of total probability as the marginal prob-
ability

3
X 3
X
P (H = h|S = s) = P (H = h, C = c|S = s) = P (H = h|C = c, S = s)P (C = c|S = s),
c=1 c=1

where h 6= c and h 6= s.
For example, if the player initially selects door 1, and the host opens door 3, the probability
of winning by switching (c 6= s) is

1 · 13 2
P (C = 2|H = 3, S = 1) = 1 1 = ,
2 · 3 + 1 · 13 + 0 · 1
3
3

and the probability of winning if you do not switch the door (c = s) is

1 1
·
2 3 1
P (C = 1|H = 3, S = 1) = 1 1 1 1 = .
2 · 3 +1· 3 +0· 3
3

So the answer is: yes.

2.23
A = {2, 30}, B = {3, 30}, C = {5, 30}. Hence A ∩ B = A ∩ C = B ∩ C = A ∩ B ∩ C = {30}.
Then the events A, B, and C are pairwise but not mutually independent.
2.24
1 − (1 − 0.8)(1 − 0.9)(1 − 0.75) = 0.995.
7.2. ELEMENTS OF PROBABILITY 39

2.25
0.93·0.91+[1 − (1 − 0.78)(1 − 0.88)(1 − 0.92)]−0.93·0.91·[1 − (1 − 0.78)(1 − 0.88)(1 − 0.92)] =
= 0.99968.
2.26
p(2p − p2 ) + p − p2 (2p − p2 ).
2.27
 3
1
1− 1− 6 = 0.421.
2.28
!  
k n−k −k  n
n λ λ n! λk λ λ

1− = · k 1− 1− =
k n n k!(n − k)! n n n
−k  n
λk n(n − 1) · . . . · (n − k + 1) λ λ λk −λ

= · 1− 1− −→ ·e .
k! | n · n ·{z. . . · n }| n n k!
{z }| {z }
→1 →1 →e−λ

2.29
1 − (1 − 0.35)5 = 0.884.
2.30
7
100
k 100−k = 0.793949.
1− k 0.1 · 0.9
P
k=0

2.31
10
0.93k 0.0710−k = 0.971658.
P
k=8

2.32

100  0.54871
k = 10
! 
X 100
P (S ≥ k) = 0.1k 0.9100−k = 0.072573 k = 15
j=k
k 
 0.00197857 k = 20.

2.33
The probability that two of the items are chosen at random without replacement:
r
n−r
r

1 1
+ 2 2r r2 r
n = − − .
2 n − 1 n(n − 1) n(n − 1)
The probability that two of the items are chosen at random with replacement:
2
r 2r r2

1− 1− = − 2.
n n n
2.34
N PN
X P (Xi = 1, j=1,j6=i Xj = r − 1)
P (Xi = 1| Xj = r) = PN =
j=1 P( j=1 Xj = r)
40 CHAPTER 7. ANSWERS AND SOLUTIONS

n−1
r−1
p r−1 p (1 − p)(n−1)−(r−1) r
= n r


n−r
= .
r p (1 − p) n

2.35
(1−p)n−1 p
(1) 1−(1−p)N
.
1
(2) N.
1−(1−p)N −n
(3) (1−p)n−1 p
.

7.3 Random Variables and Expectation

3.1
P (X < 10) = 0.77, P (X ≥ 10) = 0.23, P (X < 4) = 0.18, P (3 < X < 10) = 0.59,
P (4 ≤ X ≤ 10) = 0.64. E(X) = 7.68, V (X) = 20.0976, Q1 = 4, Q3 = 9, x0.5 = 7.
3.2

x -10 -1 0 10
p(x) 0.3 0.1 0.3 0.3



 0 for x < −10
0.3 −10 ≤
for x < −1




F (x) = 0.4 for −1 ≤ x <0
0≤




 0.7 for x < 10
1 for 10 ≤ x


P (X < 0) = 0.4, P (X > 0) = 0.3, E(X) = −0.1, V (X) = 60.09, x0.5 = 0.

3.3
c = 1 − q.
(
0 for x <0
F (x) =
1 − q bxc+1 for 0 ≤ x

3.4

x 1 2 3 4 5 6
11 9 7 5 3 1
p(x) 36 36 36 36 36 36

y 1 2 3 4 5 6
1 3 5 7 9 11
p(y) 36 36 36 36 36 36
7.3. RANDOM VARIABLES AND EXPECTATION 41

z 2 3 4 5 6 7 8 9 10 11 12
1 2 3 4 5 6 5 4 3 2 1
p(z) 36 36 36 36 36 36 36 36 36 36 36

w 0 1 2 3 4 5
6 10 8 6 4 2
p(w) 36 36 36 36 36 36

3.5

x 0 20 26 33 46 53 59 79
p(x) 0.02 0.045 0.015 0.02 0.12 0.18 0.06 0.54

P (X ≥ 50) = 0.78, P (X < 30) = 0.08.

3.6

y -3 0 5 12
8 4 2 2
p(y) 16 16 16 16

3.7
c = 14 .
Z∞
1 x 7 5
P (X ≥ 5) = x · e− 2 dx = e− 2 = 0.2873.
4 2
5

Hence p = 1 − (1 − 0.2873)2 = 0.4921.

3.8
1 √ 1
(
π · 1−x2
for x ∈ (0, 1)
f (x) =
0 for x ∈
/ (0, 1)

3.9
Since F is nondecreasing then b ≥ 0, F (−c− ) ≤ F (−c), and F (c− ) ≤ F (c). Hence


 b≥0

(1) a − πb ≥ 0 .
 a+ b ≤1

π

(2) a = 21 , b = π1 .

(3) a ∈ [0, 1], b = 0.

3.10
R∞ 10
(a) P (X > 20) = x2
dx = 12 .
20
(
0 for x < 10
(b) F (x) = 10
1− x for x ≥ 10
42 CHAPTER 7. ANSWERS AND SOLUTIONS

(c) We assume that devices are working independently. Denote by S the number of
devices that will function for at least 15 hours. Then S ∼ B(6, p), where

2
p = P (X > 15) = 1 − F (15) = .
3

Hence
6
!   
X 6 2 i 1 6−i
P (S ≥ 3) = = 0.899863.
i=3
i 3 3

3.11
Let X be the coordinate of the chosen point, then X ∼ U (0, L). Then we have that

min{X, L − X} 1 L 4L
≤ ⇐⇒ X ≤ or X ≥ .
max{X, L − X} 4 5 5

Hence
L 4L 2
 
P X≤ or X ≥ = = 0.4.
5 5 5
3.12
R3 h
x3
i3
1
(1) c (9 − x2 )dx = 1. This implies c 9x − 3 0 = 1 ⇐⇒ c = 18 .
0

Rx (9−x2 ) x x3
(2) Since 18 dx = 2 − 54 , then
0

 0
 for x<0
F (x) = x x3
2 − 54 for 0 ≤ x < 3


1 for x≥3

8 28
Hence P (X > 2) = 1 − F (2) = 54 and P (X > 1) = 1 − F (1) = 54
Rx (9−x2 ) h
x2 x4
i3
(3) E(X) = x 18 dx = 4 − 72 0 = 98 .
0
Rx 2 (9−x2 ) h 3 5 3
i
E(X 2 ) = x 18 dx = x6 − x90 = 1.8.
0 0
 2 √
Hence V (X) = 1.8 − 98 = 0.5344 and σ = 0.5344 = 0.731.
Finally, [E(X) − σ, E(X) + σ] = [0.394, 1.856], and F (1.856) − F (0.394) = 0.6137.
(4) We want x0.9 . Since F (x) is an increasing function we can find this solving the
equation F (x) = 0.9 by trial and error. The value of x ≈ 2.19.
3.13

 0
 for x<0
1−p1 −p2
F (x) = p +
1 a · x for 0 ≤ x < a .
x≥a

 1 for
7.4. SPECIAL RANDOM VARIABLES 43

3.14
(1) E(X) = 4, V (X) = 8, x0.5 ≈ 3.36.

(2) c = 34 , E(X) = 0, V (X) = 15 , x0.5 = 0.

(3) E(X) and V (X) do not exist. x0.5 = 10.
3.15
X is a mixed type random variable. FX = (p1 + p2 )Fd + (1 − p1 − p2 )Fc , where the discrete
part Xd has pmf

x 0 a
p1 p2
p(x) p1 +p2 p1 +p2

and the continuous part Xc is uniformly distributed over [0, a] interval (X ∼ U (0, a)). Hence
E(Xd ) = pa·p 2
1 +p2
and E(Xc ) = a2 . Then

a · p2 a a(1 − p1 + p2 )
E(X) = (p1 +p2 )·E(Xd )+(1−p1 −p2 )·E(Xc ) = (p1 +p2 ) +(1−p1 −p2 ) = .
p1 + p2 2 2
(
0 for p1 ≥ 0.5
x0.5 =
(0.5 − p1 ) 1−pa1 −p2 for p1 < 0.5
3.16
It is obvious that F (x) as a linear combination of right continuous functions is right contin-
uous. Since all constants ai are non negative, than a linear combination of nondecreasing
functions is also nondecreasing. Moreover,
n
X n
X n
X
lim F (x) = lim αi · Fi (x) = αi · lim Fi (x) = αi · 1 = 1,
x→∞ x→∞ x→∞
i=1 i=1 i=1

and n n n
X X X
lim F (x) = lim αi · Fi (x) = αi · lim Fi (x) = αi · 0 = 0.
x→−∞ x→−∞ x→−∞
i=1 i=1 i=1

7.4 Special Random Variables

4.1
Denote by X the number of components in working condition.
The random variable X ∼ B(4, 0.6) is binomially distributed. Then
! ! !
4 4 4
P (X ≥ 2) = 0.62 0.42 + 0.63 0.41 + 0.64 0.40 = 0.8208.
2 3 4

4.2
hence P (X ≤ 2) = 0.05792
44 CHAPTER 7. ANSWERS AND SOLUTIONS

4.3 √
3
p≥ 2 .
4.4
X ∼ B(50, 0.01), where X - the number of winning tickets. λ = 50 · 0.01 = 0.5.
(1) P (X ≥ 1) = 1 − P (X = 0) = 1 − 0.9950 = 0.39499. Poisson approx. 0, 39347.
50

(2) P (X = 1) = 1 0.01 · 0.9949 = 0.30556. Poisson approx. 0, 30327.
(3) P (X ≥ 2) = 1 − P (X = 0) − P (X = 1) = 0.08943. Poisson approx. 0, 09020.
k ∗ = 0 and E(X) = 0.5.
4.5
(26 26
2 )( 3 ) 325·2600
52 = 2598960 = 0.32513.
(5)
4.6
(80 20
+ 80
9 )( 1 ) (10)
= 0.36305.
(100
10 )

4.7
X ∼ HG(6, 7, 12) - the hypergeometric distribution with parameters n = 6, M = 7, and
N = 12.
(75)(51) 21·5
(a) P (X = 5) = = = 0113636.
(12
6)
924

(b) P (X ≤ 4) = 0.878824.
 
N −n
(c) E(X) = n M M
N = np = 3.5, V (X) = N −1 np(1 − p) = 0.9280, where p = N .
Hence σ = 0, 963343 and E(X) + σ = 4.46, and P (X > 4.46) = 0.121176.
4.8 p = 0.7.
5−1
3 2
(1) X ∼ N B(3, p) and P (X = 2) = 2−1 0.7 0.3 = 0.18522.
5−1
1 4
(2) X ∼ N B(1, p) and P (X = 4) = 1−1 0.7 0.3 = 0.00567.
4.9
The number of launches Y = X + 1, where X ∼ N B(1, 0.02). Hence
E(Y ) = E(X) + 1 = 1−p 1−p
p + 1 = 50, and V (Y ) = V (X) = p2 = 2450, and σ = 49.497.

4.10
P (X ≥ 2) ≥ 0.95, where X ∼ B(n, 0.7). Hence n ≥ 5.
4.11
∞
P (Z = n) = (1 − p)n−1 p, n = 1, 2, . . .. Hence P (Z > n) = (1 − p)i p = (1 − p)n .
P
i=n+1

P (Z>n+m) (1−p)n+m
Then P (Z > n + m|Z > m) = P (Z>m) = (1−p)m = (1 − p)n = P (Z > n).
7.4. SPECIAL RANDOM VARIABLES 45

4.12
X - the number of people who carry this defective gene, X ∼ B(1000, 0.005). Since
λ = np = 5, then X approximately has Poisson distribution with the parameter λ = 5.
(a) P (5 ≤ X ≤ 8) = F (8; 5) − F (4; 5) = 0.93191 − 0.44049 = 0.49142.
(b) P (X ≥ 8) = 1 − P (X ≤ 7) = 1 − F (7; 5) = 1 − 0.86663 = 0.13337.
4.13
p = 0.001, n = 10, 000. Hence λ = np = 10.
√ √
(a) E(X) = λ = 10, σ = λ = 10 = 3.1623.
(b) P (X > 10) = 1 − F (10; 10) = 1 − 0.583040 = 0.41696.
(c) P (X = 0) = F (0; 10) = 0.000045.
4.14
n = 250, p = 0.008, λ = 2. P (X > 2) = 1 − F (2; 2) = 1 − 0.67668 = 0.32332.
4.15
X - the number of people arriving for treatment at an emergency room per hour.
The random variable X has a Poisson distribution with λ = 8.
(a) P (X ≥ 4) = 1 − P (X ≤ 3) = 1 − F (3; 8) = 1 − 0.04238 = 0.95762.
45
(b) 60 · λ = 6.
4.16
The number of errors X ∼ B(n, p), where n = 1000 and p = 0.001. Approximately
X has a Poisson distribution with λ = np = 1.

3
!
X 1000
P (X > 3) = 1 − P (X ≤ 3) = 1 − 0.001k · 0.9991000−k = 0.0189266.
k=0
k

Using Poisson approximation we have, that

3
1k 8
e−1 = 1 − · e−1 = 1 − F (3; 1) = 1 − 0.98101 = 0.01899.
X
P (X > 3) ≈ 1 −
k=0
k! 3

4.17
0.44568.
4.18
Ak - an insect lays k = 0, 1, 2, . . . eggs. Since Ai ∩ Aj = ∅, i 6= j, and
46 CHAPTER 7. ANSWERS AND SOLUTIONS

∞ ∞ ∞ k ∞
pk = e−λ λ
P P P P
P (Ak ) = k! = 1, then P (X = n) = P (X = n|Ak )P (Ak ), and
k=0 k=0 k=0 k=0
(
0, n>k
P (X = n|Ak ) = k
n , n = 0, 1, 2, . . . .
n p (1 − p)k−n , n≤k

Then
∞
!
k n λk
p (1 − p)k−n e−λ
X
P (X = n) = =
k=n
n k!
∞
n pn X n
−λ λ (1 − p)k−n λk−n −λp (λp)
= e =e .
n! k=n (k − n)! n!

Then X ∼ P (λp).
4.19
12.5
X ∼ U (0, 15). Hence P (X < 12.5) = 15 = 0.833, E(X) = 7.5, x0.9 = 13.5.
4.20

 0, t < 0

(1) FR (t) = t, 0 ≤ t ≤ 1 . The support of X is X = [a, b].
 1, 1 ≤ t


x−a x−a
   
FX (x) = P (X ≤ x) = P (a + (b − a)R ≤ x) = P R ≤ = FR =
b−a b−a

 0,
 x<a
x−a
= b−a , a≤x≤b .
b≤x

 1,

So X ∼ U (a, b).
(2) F −1 is strictly increasing. Hence

FY (y) = P (F −1 (R) ≤ y) = P (R ≤ F (y)) = FR (F (y)) = F (y).

(3) Z = [ea , eb ].

FZ (z) = P (Z ≤ z) = P (eX ≤ z) = P (X ≤ ln(z)) =

z < ea

 0,

ln(z)−a
= , e a ≤ z ≤ eb .
 b−a
eb ≤ z

1,

4.21
(a) P (|X| > 21 ) = 21 .
(
0, y < 0 ∧ y > 1
(b) fY (y) = .
1, 0 ≤ y ≤ 1
7.4. SPECIAL RANDOM VARIABLES 47

4.22
 
5−10
(a) P (X > 5) = 1 − P (X ≤ 5) = 1 − Φ 6 = 1 − Φ(−0.83) = Φ(0.83) = 0.8238.
   
16−10 4−10
(b) P (4 < X < 16) = Φ 6 −Φ 6 = 2Φ(1) − 1 = 2 · 0.8413 − 1 = 0.6826.

(c) P (X < 20) = Φ(1.67) = 09525.

4.23
 
9−5 4
P (X > 9) = 1 − P (X ≤ 9) = 1 − Φ σ = 0.2 ⇐⇒ σ ≈ 0.805 .
Hence V (X) = σ 2 ≈ 24.69.
4.24
 
P (X > c) = 1 − P (X ≤ c) = 1 − Φ c−12
2 = 0.1 ⇐⇒ c−12
2 = Φ−1 (0.9) = z0.9 = 1.282.
Hence c = 14.564.
4.25
P (|X − 2| > c) = 1 − P (|X − 2| ≤ c) = 0.1 ⇐⇒ P (|X − 2| ≤ c) = 0.9.
Hence 2Φ(2c) − 1 = 0.9 and 2c = z0.95 . Then c = 0.8225.
4.26
   
IQR = Q3 − Q1 , where F (Q3 ) = Φ Q3σ−µ = 0.75 and F (Q1 ) = Φ Q1σ−µ = 0.25
Hence Q3 = 0.675σ + µ and Q1 = 0.675σ − µ. Then IQR = 1.35 · σ.
4.27
The probability that the annual rainfall will exceed 50 inches is
50 − 40
 
p=1−Φ = 0.0062.
4
Then, the probability that in 2 of the next 4 years the rainfall will exceed 50 inches is
!
4 2
p (1 − p)2 = 0.0002278.
2

4.28
X ∼ N (1010, 202 ).
(1) P (X < 975) = Φ(−1.25) = 0.1056. (10.56%)
(2) P (X < 950) = Φ(−2.50) = 0.0062. (62 in 10, 000).
(3) X ∼ N (µ, 202 ), where µ must satisfy
  
975−µ 
975−µ


 Φ 20 ≤ 0.0250 = Φ(−1.96)  20 ≤ −1.96

⇐⇒
 
 Φ 950−µ ≤ 0.0001 = Φ(−3.62)

  950−µ ≤ −3.62

20 20

Hence µ ≥ 1023.
48 CHAPTER 7. ANSWERS AND SOLUTIONS

4.29
X ∼ Exp(λ), where λ = 0.5, and P (X > x) = e−0.5x if x > 0.
(a) P (X > 2) = e−0.5·2 = e−1 = 0.3679.
P (X>10) e−0.5·10
(b) P (X > 10|X > 9) = P (X>9) = e−0.5·9
= e−0.5 = 0.6065.
4.30
Using the lack of memory property we have that p = e−0.125·10 = 0.2865.
4.31 (
0, x<0
fY (x) = −λx,
λe x≥0

7.5 Jointly Distributed Random Variables

5.1
(a)

Y
X 0 1 2 3 4 pX (x)
0 0.30 0.05 0.025 0.025 0.10 0.5
1 0.18 0.03 0.015 0.015 0.06 0.3
2 0.12 0.02 0.010 0.010 0.04 0.2
pY (y) 0.60 0.10 0.050 0.050 0.20

(b) P (X ≤ 1, Y ≤ 1) = 0.3+0.05+0.18+0.03 = 0.56 = 0.8·0.7 = P (X ≤ 1)·P (Y ≤ 1).

(c) P (X + Y = 0) = P (X = 0, Y = 0) = 0.3.
(d) P (X + Y ≤ 1) = P (X = 0, Y = 0) + P (X = 1, Y = 0) + P (X = 0, Y = 1) = 0.53.
5.2

Y
X 0 1 2 3 pX (x)
1 0.10 0.15 0.05 0.25 0.55
2 0.15 0.05 0.10 0.15 0.45
pY (y) 0.25 0.20 0.15 0.40

Since P (X = 1, Y = 0) = 0.1 6= 0.55 · 0.25 = P (X = 1) · P (Y = 0),

then X and Y are dependent.
P (Y > 1|X = 1) = P (YP (X=1)
>1,X=1)
= 0.05+0.25
0.55 = 0.545,
P (Y > 1|X = 2) = P (YP (X=2)
>1,X=2)
= 0.10+0.15
0.45 = 0.556,
and P (Y > 1) = 0.55.
7.5. JOINTLY DISTRIBUTED RANDOM VARIABLES 49

5.3

Y
X 0 1 2 pX (x)
1 3
1 8 + 0 8 − 0.4
1 1
2 4 + 4  0.6
3 2 3
pY (y) 8 8 8

For different values of  the marginal distributions of X and Y are the same.
5.4
p = 0.2.

Y
X 0 1 2 pX (x)
1 0.1 0.1 0.2 0.4
2 0.1 0.2 0.3 0.6
pY (y) 0.2 0.3 0.5

P (X = 1, Y = 0) = 0.1 6= 0.4 · 0.2 = P (X = 1) · P (Y = 0), so X and Y are dependent.

F (2, 1) = P (X ≤ 2, Y ≤ 1) = 0.1 + 0.1 + 0.1 + 0.2 = 0.5.
F (1.5, 3) = P (X ≤ 1.5, Y ≤ 3) = 0.1 + 0.1 + 0.2 = 0.4.
P (Y = 0|X = 1) = P (X=1,Y =0
P (X=1)
0.1
= 0.4 = 14 .
P (X=1,Y =1 0.1 1
P (Y = 1|X = 1) = P (X=1) = 0.4 = 4.
P (X=1,Y =2 0.2 1
P (Y = 2|X = 1) = P (X=1) = 0.4 = 2.
E(Y |X = 1) = 0 1
· 4 + 1 · 4 + 2 · 2 = 45 .
1 1

5.5
X1 - the number of ”6”’s, X2 - the number of ”5”’s, X3 - the number of ”1”’s,
X4 - the number of ”{2,3,4}”’s. The rv (X1 , X2 , X3 , X4 ) has the
multinomial distribution with parameters p1 = p2 = p3 = 61 and p4 = 12 .

5! 20
P (X1 = 3, X2 = 1, X3 = 1, X4 = 0) = · p3 · p1 · p1 · p0 = 5 = 0.00257.
3! · 1! · 1! · 0! 1 2 3 4 6
5.6
R∞ R∞ R1 R2 6 2 xy

(a) f (x, y) dxdy = 1 ⇐⇒ 7 x + 2 dxdy = 1
−∞ −∞ 0 0

Z1 Z2 Z1
 2
Z1 "

2 2
#
6 xy 6 xy 6 xy
  Z  
x2 + dxdy =  x2 + dy  dx = x2 y + dx =
7 2 7 2 7 4 0
0 0 0 0 0
Z1 " #1
6 6 2x3 x2
= (2x2 + x)dx = + = 1.
7 7 3 2 0
0
50 CHAPTER 7. ANSWERS AND SOLUTIONS
(
6 2
7 (2x + x), x ∈ (0, 1)
(b) fX (x) = X and Y are dependent.
0, x∈/ (0, 1).
!
R1 Rx xy
R1 h 2 2 x
i R1
(c) P (X > Y ) = 6
7 x2 + 2 dy dx = 6
7 x y + xy4 dx = 76 54 x3 dx = 15
56 .
0 0 0 0 0
(
2x+y
4x+2 , y ∈ [0, 2], x ∈ [0, 1]
(d) fY |X (y|x) = .
0, otherwise
R2 2x+y  
E[Y |X = x] = y 4x+2 dy = 32 3x+2
2x+1 , x ∈ [0, 1].
0

5.7
(a) c = 1.
( (
0, x<0 0, y<0
(b) fX (x) = −x , fY (y) = −y , X and Y are dependent.
e , x≥0 ye , y ≥ 0
!
R∞ R∞ −y R∞ −2x
(c) P (Y > 2X) = e dy dx = e dx = 21 .
0 2x 0
( (
1
y, x ∈ [0, y], y ∈ [0, ∞) ex−y , y ≥ x, x ∈ [0, ∞)
(d) fX|Y (x|y) = . fY |X (y|x) = .
0, otherwise 0, otherwise
R∞
E[Y |X = x] = yex−y dy = x + 1, x ∈ [0, ∞).
x

5.8
X ∼ P (5) and Y ∼ P (4). Assume that X and Y are independent, then X + Y ∼ P (9).
Hence P (X + Y ≤ 7) = F (7; 9) = 0.323897.
Since in Tables we do not have the value of F (7; 9), we can approximate it using
the linear interpolation formula F (7; 9) = 21 [F (7; 8) + F (7; 10)] = 0.3366.
5.9

X +Y =x 1 2 3 4 5
p(x) 0.1 0.3 0.1 0.35 0.15

min(X, Y ) = x 0 1 2
p(x) 0.25 0.5 0.25

max(X, Y ) = x 1 2 3
p(x) 0.25 0.35 0.4

5.10
R∞
fX+Y (t) = fX (x)fY (t − x) dx.
−∞
7.5. JOINTLY DISTRIBUTED RANDOM VARIABLES 51
(
min(t,1)
R t, 0≤t<1
(a) t ∈ [0, 2] fX+Y (t) = dx = , otherwise fX+Y (t) = 0
max(0,t−1) 2 − t, 1 ≤ t ≤ 2
(
0, t<0
(b) fX+Y (t) = −t .
te , 0 ≤ t
5.11

 0,
 y<0
P (X = 0) = P (X = 1) = 21 , FY (y) = y, 0 ≤ y < 1 , hence
 1, y ≥ 1


FT (t) = P (X + Y ≤ t) = P (X = 0, Y ≤ t) + P (X = 1, Y ≤ t − 1) =

1  0,
 t<0
t
= [FY (t) + FY (t − 1)] = 2, 0≤t<2 .
2
t≥2

 1,

5.12
!
t/2 t−x t/2
t−x
e−y dy [−e−y ]x dx = 1 + e−t − 2e−t/2 .
R R R
For t ≥ 0 P (X + Y ≤ t) = dx =
0 x 0

 0, t<0
FT (t) =  2 .
 1 − e−t/2 , t ≥ 0

5.13
X - the income, Y - the labour costs, and Z = X − Y - the yield.
E(Z) = E(X) − E(Y ) = $30, 000 − $20, 000 = $10, 000.
V (Z) = V (X) + V (Y ) − 2ρσX σY , then σZ = $2, 645.75.
5.14
(5.4) E(X) = 1 · 0.4 + 2 · 0.6 = 1.6, E(X 2 ) = 12 · 0.42 + 2 · 0.6 = 2.8, and V (X) = 0.24.
E(Y ) = 1 · 0.3 + 2 · 0.5 = 1.3, E(Y 2 ) = 12 · 0.32 + 2 · 0.5 = 2.3, and V (Y ) = 0.61.
E(XY ) = 1 · 1 · 0.1 + 1 · 2 · 0.2 + 2 · 1 · 0.2 + 2 · 2 · 0.3 = 1.7, so

1.7 − 1.6 · 1.3

ρ= √ = −0.99.
0.24 · 0.61

(5.7) Since X ∼ Exp(1) and Y ∼ γ(2, 1) =⇒ E(X) = 1, V (X) = 1, E(Y ) = 2, V (Y ) = 2.

Z∞
∞
Z∞ Z∞ Z∞

Z
E(XY ) = −y −x
x  ye dy  dx = xe (x + 1)dx = x e dx + xe−x dx =
2 −x

0 x 0 0 0
= Γ(3) + Γ(2) = 2 + 1 = 3.

Hence
3−1·2 1
ρ= √ = √ = 0.7071.
1·2 2
52 CHAPTER 7. ANSWERS AND SOLUTIONS

5.15
Denote by T the lifetime of the series system.
n
P (Xi > t) = e−nλt .
Y
P (T > t) = P (X1 > t, X2 > t, . . . , Xn > t) =
i=1
(
0, t < 0,
Hence the cdf is FT (t) = −nλt
1−e , t ≥ 0.
1
T is exponentially distributed with the parameter nλ, then, E(X) = nλ .

5.16
Denote by T the lifetime of the parallel system, then, for any t ≥ 0
n  n
P (Xi ≤ t) = 1 − e−λt
Y
FT (t) = P (T ≤ t) = P (X1 ≤ t, X2 ≤ t, . . . , Xn ≤ t) = .
i=1
Hence the probability that the system survives for time t is
 n
P (T > t) = 1 − FT (t) = 1 − 1 − e−λt .

5.17
If X ∼ N (0, 1) then Y = X 2 ∼ γ( 12 , 12 ). Indeed, for any y > 0

√ √
1 √ √ 1 1 ( y)2 1 (− y)2
 
fY (y) = √ [fX ( y) + fX (− y)] = √ √ e− 2 + √ e− 2 =
2 y 2 y 2π 2π
1
( 12 ) 2 1 −1 − y
= y2 e 2.
Γ( 12 )
n  
n 1
Then χ2 = Xi2 ∼ γ
P
2, 2 , and its density is
i=1

 0, t ≤ 0,
fχ2 (t) = n
1 n t
t 2 −1 e− 2 , t > 0.
2 2 Γ( n

2
)

5.18∗ n
X
X= Xi ∼ HG(n, M, N ),
i=1
M
where Xi is a Bernoulli variable with the probability of success p = N (see Ex. 2.34).
Also, for i 6= j
M M −1
P (Xi , Xj ) = P (Xi )P (Xj = 1|Xi = 1) = · .
N N −1
Hence
M M M
 
E(Xi ) = = p, V (Xi ) = · 1− = p(1 − p),
N N N
7.5. JOINTLY DISTRIBUTED RANDOM VARIABLES 53

M M −1
E(Xi · Xj ) = P (Xi · Xj = 1) = P (Xi = 1, Xj = 1) = · ,
N N −1

2
M M −1 M M N −M p(1 − p)

Cov(Xi , Xj ) = · − =− · =− .
N N −1 N N N (N − 1) N −1

Then
n
X
E(X) = E(Xi ) = n · p,
i=1

n n X
i−1
X X p(1 − p)
V (X) = V (Xi ) + 2 Cov(Xi , Xj ) = np(1 − p) − n(n − 1) =
i=1 i=2 j=1
N −1
N −n
= np(1 − p) .
N −1

5.19
Since (X, Y ) is the bivariate normal, then its pdf is
( !)
1 1 (x − µX )2 (x − µX )(y − µY ) (y − µY )2
f (x, y) = exp − 2 − 2ρ + .
2πσX σY 2(1 − ρ2 ) σX σX σY σY2

Hence
!
1 1 (x − µX )2 (x − µX )(y − µY ) (y − µY )2
− (2x2 − 2xy + y 2 ) = − 2 − 2ρ +
2 2(1 − ρ2 ) σX σX σY σY2

Then, µX = µY = 0 and

1

2 (1−ρ2 ) = 2,

 σX  σX = √
1,

 
ρ
σX σY (1−ρ2 )
= 1, ⇐⇒ σY = 2,
 2 1 2 = 1.

  ρ = √1 .

σY (1−ρ ) 2

1√
(1) c = 2π 2
.
√
(2) Since E(Z) = 0, and V (Z) = V (X) + V (Y ) − 2Cov(X, Y ) = 1 + 2 − 2 √12 2 = 1,
then Z ∼ N (0, 1) and
1 z2
fZ (z) = √ e− 2 .
2π

(3) The regression line of Y is y = µY + ρ σσX

Y
(x − µX ) = x.
54 CHAPTER 7. ANSWERS AND SOLUTIONS

7.6 Sequences of Random Variables and Limit Theorems

6.1
   
Sn Sn
Since Sn ∼ B(n, 12 ) then, E n = 1
2 and V n = 1
4n . Hence

 ∗
 0, n = 100
 

Sn 1
 V Snn 
3
P − ≤ 0.01 ≥ 1 − = 4, n = 10, 000
n 2 0.012 
 39
40 , n = 100, 000.

∗ in fact the bound is negative, but the probability is nonnegative.

6.2
V ( Snn )
 
Sn p(1−p)
P n −p ≤ ≥1− 2
=1− n2
−→ 1, as n → ∞.
6.3
X - the student’s score, E(X) = 75, V(X)=25. We will use the Chebyshev’s inequality.
25
(a) P (X ≥ 85) = P (X − 75 ≥ 10) ≤ P (|X − 75| ≥ 10) ≤ 100 = 0.25.
25
(b) P (65 ≤ X ≤ 85) = P (|X − 75| ≤ 10) ≥ 1 − 100 = 0.75.
(c) X̄n the average score of n students, E(X̄n ) = 75, and V (X̄n ) = 25
n . Hence
25
P (65 ≤ X̄n ≤ 85) = P (|X̄n − 75| ≤ 10) ≥ 1 − 100n = 1 − 0.25
n ≥ 0.95. Then n ≥ 5.
6.4
S100 is binomially distributed with parameters n = 100
p and p = 0.5, and
the mean value np = 50 and the standard deviation np(1 − p) = 5.
(a) P (S100 ≤ 45) ≈ Φ 45.5−50
5 = Φ(−0.9) = 1 − Φ(0.9) = 1 − 0.8159 = 0.1841.
   
(b) P (45 < S100 < 55) ≈ Φ 54.5−50
5 − Φ 44.5−50
5 = Φ(0.9) − Φ(−1.1) =
= 0.8159
 + 0.8643
 − 1 = 0.6802.
(c) P (S100 > 63) ≈ 1 − Φ 62.5−50
5 = 1 − Φ(2.5) = 1 − 0.9930 = 0.0062.
 
56.5−50
(d) P (S100 < 57) ≈ Φ 5 = Φ(1.3) = 0.9032.
6.5
XA ∼ B(48, 0.75) - Andy score, XD ∼ B(48, 0.5) - Dick score.
 
29.5−36
P (XA ≥ 30) ≈ 1 − Φ = Φ(2.17) = 0.9854.
 3 
P (XD ≥ 30) ≈ 1 − Φ 29.5−24
3.46 = 1 − Φ(1.59) = 1 − 0.9441 = 0.0559.
6.6

 
X ∼ B(400, 0.5), then, P X−200 x x


10 ≤ 10 = 2Φ 10 − 1 = 0.8. Hence
x


Φ 10 = 0.9 = Φ(1.282), and x = 13.
7.6. SEQUENCES OF RANDOM VARIABLES AND LIMIT THEOREMS 55

6.7
P364
Y365 = 100 + n=1 Xn . Then, E(Y365 ) = 100, and V (Y365 ) = 91. Hence

Y − 100 k − 100 k − 100

   
P (Y365 ≥ k) = P ≥ ≈1−Φ =
9.54 9.54 9.54
 

 1 − Φ(0.00), k = 100  0.5,
 k = 100
= 1 − Φ(1.05), k = 110 = 0.1469, k = 110 .
1 − Φ(2.10), k = 120

 
 0.0179, k = 120

6.8
E(S100 ) = 350, and σS100 = 17.078. Hence

S100 − 350 50
 
P (300 ≤ S100 ≤ 400) = P ≤ = 2Φ(2.93) − 1 = 0.9966.
17.078 17.078

6.9
(a) S ∼ B(104, 0.9). Hence P (S ≤ 100) ≈ Φ(2.26) = 0.9881.
 
100.5−n·0.9
(b) S ∼ B(n, 0.9). Hence P (S ≤ 100) = Φ √
n·0.3
≥ 0.9 = Φ(1.282). Hence

100.5 − t2 · 0.9
√
If t = n then ≥ 1.282 ⇐⇒ t ≤ 10.36.
t · 0.3
So n ≤ 107 and maximum 7 additional booking can be made.
6.10
E(Xi ) = 0, and V (Xi ) = E(Xi2 ) = 23 . Then, using the continuity correction
   
121 P121
X
i=1 Xi 15.5 15.5
P( Xi < 16) = P  q ≤ q  ≈ Φ  q  = Φ(1.73) = 0.9582.
2 2 2
i=1 11 3 11 3 11 3

6.11
R1 h
x3 x2
i1
7
E(Xi ) = x(x + 1)dx = 3 + 4 0 = 12 .
0
R1 2 h 4 3 1
i
E(Xi2 ) = x (x + 1)dx = x4 + x6 = 12 5
.
0 0
 2 √
5 7 11 11
V (Xi ) = 12 − 12 = 144 , and σXi = 12 .
   
144 7 7
X 90 − 144 · 12  78 − 144 · 12 
P (78 ≤ Xi ≤ 90) ≈ Φ  q − Φ q = 2Φ(1.81) − 1 = 0.9298.
11 11
i=1 12 144 12 144
56 CHAPTER 7. ANSWERS AND SOLUTIONS
Chapter 8

Tables

57
58 CHAPTER 8. TABLES

8.1 Unit Normal N (0, 1) Cumulative Distribution Function

Z x
1 t2
Φ(x) = √ e− 2 dt For x < 0 we have Φ(x) = 1 − Φ(−x)
2π −∞

x 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7703 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998
3.5 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998
3.6 0.9998 0.9998 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
3.7 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
3.8 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
3.9 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

Inverse cdf unit normal N (0, 1).

α 0.000 0.010 0.020 0.030 0.040 0.050 0.060 0.070 0.075 0.080 0.090 0.095
0.5 0.00000 0.02507 0.05015 0.07527 0.10043 0.12566 0.15097 0.17637 0.18912 0.20189 0.22754 0.24043
0.6 0.25335 0.27932 0.30548 0.33185 0.35846 0.38532 0.41246 0.43991 0.45376 0.46770 0.49585 0.51007
0.7 0.52440 0.55338 0.58284 0.61281 0.64335 0.67449 0.70630 0.73885 0.75541 0.77219 0.80642 0.82389
0.8 0.84162 0.87790 0.91537 0.95417 0.99446 1.03643 1.08032 1.12639 1.15035 1.17499 1.22653 1.25356
0.9 1.28155 1.34075 1.40507 1.47579 1.55477 1.64485 1.75069 1.88079 1.95996 2.05375 2.32634 2.57582
8.2. POISSON P (λ) CUMULATIVE DISTRIBUTION FUNCTION 59

8.2 Poisson P (λ) Cumulative Distribution Function

k
λk
e−λ
X
F (k; λ) =
i=1
k!

λ 0.5 0.6 0.7 0.8 0.9 1.0 1.2 1.4 1.6 1.8
k
0 0.60653 0.54881 0.49659 0.44933 0.40657 0.36788 0.30119 0.24660 0.20190 0.16530
1 0.90980 0.87810 0.84420 0.80879 0.77248 0.73576 0.66263 0.59183 0.52493 0.46284
2 0.98561 0.97688 0.96586 0.95258 0.93714 0.91970 0.87949 0.83350 0.78336 0.73062
3 0.99825 0.99664 0.99425 0.99092 0.98654 0.98101 0.96623 0.94627 0.92119 0.89129
4 0.99983 0.99961 0.99921 0.99859 0.99766 0.99634 0.99225 0.98575 0.97632 0.96359
5 0.99999 0.99996 0.99991 0.99982 0.99966 0.99941 0.99850 0.99680 0.99396 0.98962
6 1.00000 1.00000 0.99999 0.99998 0.99996 0.99992 0.99975 0.99938 0.99866 0.99743
7 1.00000 1.00000 1.00000 1.00000 1.00000 0.99999 0.99996 0.99989 0.99974 0.99944
8 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 0.99998 0.99995 0.99989
9 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 0.99999 0.99998
10 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000

λ 2.0 2.5 3.0 3.5 4.0 4.5 5.0 6.0 8.0 10.0
k
0 0.13534 0.08208 0.04979 0.03020 0.01832 0.01111 0.00674 0.00248 0.00034 0.000045
1 0.40601 0.28730 0.19915 0.13589 0.09158 0.06110 0.04043 0.01735 0.00302 0.000499
2 0.67668 0.54381 0.42319 0.32085 0.23810 0.17358 0.12465 0.06197 0.01375 0.002769
3 0.85712 0.75758 0.64723 0.53663 0.43347 0.34230 0.26503 0.15120 0.04238 0.010336
4 0.94735 0.89118 0.81526 0.72544 0.62884 0.53210 0.44049 0.28506 0.09963 0.029253
5 0.98344 0.95798 0.91608 0.85761 0.78513 0.70293 0.61596 0.44568 0.19124 0.067086
6 0.99547 0.98581 0.96649 0.93471 0.88933 0.83105 0.76218 0.60630 0.31337 0.130141
7 0.99890 0.99575 0.98810 0.97326 0.94887 0.91341 0.86663 0.74398 0.45296 0.220221
8 0.99976 0.99886 0.99620 0.99013 0.97864 0.95974 0.93191 0.84724 0.59255 0.332820
9 0.99995 0.99972 0.99890 0.99669 0.99187 0.98291 0.96817 0.91608 0.71662 0.457930
10 0.99999 0.99994 0.99971 0.99898 0.99716 0.99333 0.98630 0.95738 0.81589 0.583040
11 1.00000 0.99999 0.99993 0.99971 0.99908 0.99760 0.99455 0.97991 0.88808 0.696776
12 1.00000 1.00000 0.99998 0.99992 0.99973 0.99919 0.99798 0.99117 0.93620 0.791556
13 1.00000 1.00000 1.00000 0.99998 0.99992 0.99975 0.99930 0.99637 0.96582 0.864464
14 1.00000 1.00000 1.00000 1.00000 0.99998 0.99993 0.99977 0.99860 0.98274 0.916542
15 1.00000 1.00000 1.00000 1.00000 1.00000 0.99998 0.99993 0.99949 0.99177 0.951260
16 1.00000 1.00000 1.00000 1.00000 1.00000 0.99999 0.99998 0.99983 0.99628 0.972958
17 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 0.99999 0.99994 0.99841 0.985722
18 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 0.99998 0.99935 0.992813
19 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 0.99999 0.99975 0.996546
20 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 0.99991 0.998412
21 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 0.99997 0.999300
22 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 0.99999 0.999704
23 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 0.999880
24 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 0.999953
25 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 1.00000 0.999982