Homework 7 Solution

Math 461: Probability Theory, Spring 2022

Daesung Kim
Due date: Mar 25, 2022

1. If X is uniformly distributed over (0, 1), find the density function of Y = eX .

Solution:
Let X be uniform on (0, 1), and Y = eX . Then, for 1 < y < e, FY (y) = P (Y ⩽ y) =
P eX ⩽ y = P (X ⩽ log Y ) = log Y , so that
(
1
1<y<e
fY (y) = y
0 otherwise

2. If X is uniformly distributed over (−1, 1), find (a) P(|X| > 1/2) and (b) the density function of the random
variable |X|.

Solution: Let X be uniformly distributed over (−1, 1).

(a) P |X| > 12 = P X > 21 + P X < − 12 = 12

(b) Let Y = |X|. If y ∈ (0, 1), then FY (y) = P (Y ⩽ y) = P (−y ⩽ Y ⩽ y) = y, so that

(
1 0<y<1
fY (y) =
0 otherwise

3. If X is a normal random variable with parameters µ = 10 and σ 2 = 36, compute (in terms of the Standard
normal CDF Φ(·))
(a) P(X > 5); (b) P(4 < X < 16); (c) P(X < 8); (d) P(X < 20); (e) P(X > 16).

Solution:
X−10 5−10
= 1 − − 56 = 65 = 0.7977


(a) P (X > 5) = P 6 > 6
P (4 < X < 16) = P −1 < X−10


(b) 6 < 1 = 1 − −1 = 21 − 1 = 0.6827
P (X < 8) = P X−10 < − 13 = − 13 = 1 − 31 = 0.3695


(c) 6
P (X < 20) = P X−10 < − 10

5
(d) 6 6 = 3 = 0.9522
X−10


(e) P (X > 16) = P 6 > 1 = 1 − 1 = 0.1587

4. Suppose that the height, in inches, of a 25-year-old man is a normal random variable with parameters µ = 71
and σ 2 = 6.25. What percentage of 25-year-old men are over 6 feet, 2 inches tall? What percentage of men
in the 6-footer club are over 6 feet, 5 inches?

1
 Solution: Let
X be a normal random variable with µ = 71 and σ 2 = 6.25. Then P (X > 74) =
P X−71 3 6
2.5 > 2.5 = 1 − 5 = 0.1151.
P( X−71
2.5 > 2.5 )
6
1− 12
Moreover, P (X > 77 | X ⩾ 72) = P( X−71 = 5
1− 52
= 0.024.
1
2.5 ⩾ 2.5 )

5. The width of a slot of a duralumin forging is (in inches) normally distributed with µ = .900 and σ = .003.
The specification limits were given as .900 ± .005.
(a) What percentage of forgings will be defective?
(b) What is the maximum allowable value of σ that will permit no more than 6 in 1000 defectives when the
widths are normally distributed with µ = .9000 and σ?

Solution: Let X be normal with µ = 0.9 and σ = 0.003.

 
(a) P (|X − 0.9| > 0.005) = P |X−0.9|
0.003 > 5 5
3 = 2 − 2 3 = 0.095.
 
(b) We want P |X−0.9|
σ > 0.005 = 2 − 2 0.005
σ ⩽ 0.006, hence 0.005
σ ⩾ 0.997, so that 0.005
σ ⩾ 3, hence
σ = 0.0017.

6. One thousand independent rolls of a fair die will be made. Compute an approximation to the probability that
the number 6 will appear between 150 and 200 times inclusively. If the number 6 appears exactly 200 times,
find the probability that the number 5 will appear strictly less than 150 times.

Solution: Let X be the number of times the number six appears.

 
149.5 − 1000
6 X − 1000 200.5 − 5000
P (149.5 < X < 200.5) = P  q < q 6 < q 36 
5000 5000 5000
36 36 36

≈ 2.87 + 1.46 − 1 = 0.9258.

Given that number 6 appears exactly 200 times out of 1000 rolls, Y = number of times 5 appears in the
rest 800 rolls follows Bin(800, 1/5). Thus
 
Y − 800 149.5 − 800
P (Y < 149.5) = P  q 5 < q 5 
≈ 1 − 0.92 = 0.1762.
3200 3200
25 25

7. Twelve percent of the population is left handed. Approximate the probability that there are at least 20
left-handers in a school of 200 students. State your assumptions.

Solution: Let X be the number of left handers. Then X is binomial with p = 0.12 and n = 200. Then
 
X − 24 19.5 − 24
P (X ⩾ 20) = P (X > 19.5) = P √ >√
200 · 0.12 · 0.88 200 · 0.12 · 0.88
= 1 − −0.9792 = 0.9792 = 0.8363.

8. The time (in hours) required to repair a machine is an exponentially distributed random variable with pa-
rameter λ = 12 . What is
(a) the probability that a repair time exceeds 2 hours?
(b) the conditional probability that a repair takes at least 10 hours, given that its duration exceeds 9 hours?

2
 Solution: Let X be exponential with parameter λ = 12 .

(a) P (X > 2) = 1 − F (2) = e−1

1
(b) P (X > 10|X > 9) = P (X > 1) = 1 − F (1) = e− 2 because X is memoryless.

9. Jones figures that the total number of thousands of miles that an auto can be driven before it would need to
be junked is an exponential random variable with mean 20. Smith has a used car that he claims has been
driven only 10,000 miles. If Jones purchases the car, what is the probability that she would get at least
20,000 additional miles out of it? Repeat under the assumption that the lifetime mileage of the car is not
exponentially distributed, but rather is (in thousands of miles) uniformly distributed over (0, 40).

1
Solution: Let X be an exponential random variable with parameter λ = 20 . Since X is memoryless, we
have P (X > 30 | X > 10) = P (X > 20) = e−1 .
1
P(Y >30)
Let Y be a uniform random variable on [0, 40]. Then P (Y > 30 | Y > 10) = P(Y >10) = 4
3 = 13 .
4

10. If X is an exponential random variable with parameter λ = 1, compute the probability density function of
the random variable Y defined by Y = log X.

Solution: Let X be exponential with λ = 1, and let Y = log X. Then FY (y) = P (Y ⩽ y) =

y
P (log X ⩽ y) = P (X ⩽ ey ) = 1 − e−e , so that
y
fY (y) = ey e−e for y ∈ R.