Probability & Statistics

MATH F113

Dr Mayank Goel

Department of Mathematics
BITS Pilani KK Birla Goa Campus
Dr Mayank Goel Probability & Statistics
Examples

Outline

1 Examples

Dr Mayank Goel Probability & Statistics

Example 1

Example
If life length of certain kind of device follows chi-squared distribution
with dof 10. Find the probability that exactly 2 of 6 such devices in a
system will have to be replaced within the first 16 hours of operation.
Assume that life of the device are independent.

Ans: 0.001215

Dr Mayank Goel Probability & Statistics

Example 2

Example
In a university examination of a particular year, 60% of the students
failed when the mean of the marks 50% and the standard deviation
was 5%. The university decided to relax the condition of passing by
lowering the passing marks to show its result as 70% passed. Find
the minimum marks needed for a student to by assuming that the
marks are normally distributed ?

Ans: 47.4

Dr Mayank Goel Probability & Statistics

Example 3

Example
If Xi , i = 1, 2, · · · , n are n independent chi-squared random Pn variables
with dof γi , i = 1, 2, ·P · · , n respectively, then show that i Xi is
n
chi-squared with dof i γi .

Dr Mayank Goel Probability & Statistics

Example 4

Example
Let Z be a Standard Normal random variable. Show that Z 2 follows
Chi-Squared with degree of freedom 1.

Dr Mayank Goel Probability & Statistics

Example 5

Example
Suppose the measured voltage in a certain electrical circuit has a nor-
mal distribution with mean 120 and variance 16. Four measurements
of the voltage are taken everyday to check if the voltage fluctuation
is under control. We say the voltage fluctuation is under control on a
particular day if the arithmetic average of measurements taken on that
day lies in the range 118-122. Assuming each measurement is inde-
pendent, determine the probability that, during the period of a week
exactly 5 days has voltage fluctuation out of control.

Ans: 0.035652

Dr Mayank Goel Probability & Statistics

Example 6

Example
Suppose that we are attempting to locate a target in three dimensional
space, and that the three coordinate errors (in meters) of the point
chosen are independent normal random variables with mean zero and
standard deviation 2. Find the probability that out of five independent
trials exactly three of them have the distance from the target exceeding
three meters.

Ans: 0.5222

Dr Mayank Goel Probability & Statistics

Example 7

Example
An auto insurance company is analyzing the claim frequency on the
block of 250 policies. Historical data suggests that 10% of policy hold-
ers in this block will file at least one claim in the coming coverage
period. What is the probability that more than 12% of the policyhold-
ers file at least one claim in the coming coverage period ? Assume
that claim occurs independently for distinct policyholders.

Ans: 0.123

Dr Mayank Goel Probability & Statistics

Example 8

Example
Data indicates that the yearly precipitation in Los Angeles is a normal
random variable with mean of 12.08 inches and a SD of 3.1 inches
(a) Find the probability that next year’s precipitation will exceed that
of the following year by more than three inches. Assume that the
precipitation for the next two years are independent.
(b) Find the probability that the total precipitation during the next two
years will exceed 25 inches.

Ans: (a) 0.424 (b) 0.2469

Dr Mayank Goel Probability & Statistics

Example 9

Example
A machine fills boxes weighing Y kg and X kg of salt, where X and Y
are normal with mean 100 kg ans 5 kg respectively and SD 1kg and
0.5kg respectively. What percentage of filled boxes weighing between
104kg and 106kg are to be expected ?

Ans: 0.5878

Dr Mayank Goel Probability & Statistics

Example 10

Example
If X is the number scored in a throw of a fair die. Using Chebyshev’s
inequality, show that P[|X − µ| ≥ 2.5] < 0.47, where µ is the mean of
X . Compare this with the actual probability.

Ans: k = 1.4637, that will give upper bound as 0.46.

Dr Mayank Goel Probability & Statistics

Example 11

Example
The safety record of an individual plant is measured in terms of M, the
total staffing hours worked without a serious accident. Past experience
indicates that M has a mean of 2 million with a SD of 0.1 million. A
serious accident has just occurred. Would it be unusual for the next
serious accident to occur within the next 1.6 million staffing hours ?

1
Ans: Probability will be less than equal to 16 , which is considered
unusual.

Dr Mayank Goel Probability & Statistics

Example 12

Example
For a random variable X with the density f (x) = 2−x , x = 1, 2, · · · ,
prove that the Chebychev’s inequality gives P[|X − 2| ≤ 2] > 12 while
the correct probability is 15
16 .

Dr Mayank Goel Probability & Statistics

Example 13

Example
The life time of an electrical bulb has Gamma distribution with mean
20 and SD 10 seconds. A bulb with life less than 20 seconds is con-
sidered defective. What is the probability that of 6 randomly selected
bulbs atmost two are defectives ?

Ans: 0.16579

Dr Mayank Goel Probability & Statistics

Example 14

Example
Let X and Y be independent normal random variables with mean 6,7
and variance 9,16 respectively. Determine λ such that

P[2X + Y ≤ λ] = P[4X − Y ≥ 4λ]

Ans: 8.74647

Dr Mayank Goel Probability & Statistics

Example 15

Example
Let X and Y be independent normal random variables with mean -2,3
and variance 1/4,3/4 respectively. Find the distribution of X 2 + 2XY −
2X + Y 2 − 2Y + 1.

Ans: Chi-Squared with d.o.f. one.

Dr Mayank Goel Probability & Statistics

Example 16

Example
Let Xi , i = 1, · · · , 10 are independent U(0, 1) random variables. Find
Q10
the distribution of −2 ln i=1 Xi .

Ans: Γ(10, 2)

Dr Mayank Goel Probability & Statistics

Example 17

Example
Total number of calls received by the call center follows Poisson pro-
cess with rate 120 calls per hour. Find the probability that in a five
working day week, exactly in two of the five working days, the call cen-
ter receives his tenth call between first 6 to 8 min. of opening the call
center each day.

Ans: 0.2048

Dr Mayank Goel Probability & Statistics

THANK YOU

Dr Mayank Goel Probability & Statistics