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Solution of Exercises Chapter 2 Xstke

Nguyên lý thống kê kinh tế (Trường Đại học Ngoại thương)

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Lecturer: Nguyen Duong Nguyen, Mathematics Department, Faculty of Basic Science, FTU

Chapter 2. Random variables and the law of probability distribution

Exercise 1. An enterprise has 2 trucks in operation. The probability in the working day
that the cars will be broken is 0.1 and 0.2 respectively. Let X be the number of cars
broken during the working time.
a) Find the probability distribution of X.
b) Find the distribution function of X.
Solution.
a) X can take values of 0, 1, 2. We have
P(X = 0) = (0.9)(0.8) = 0.72
P(X=1) = (0.1)(0.8) + (0.9)(0.2) = 0.26
P(X=2) = (0.1)(0.2) = 0.02
The probability distribution of X is
X 0 1 2

P 0.72 0.26 0.02

b) The distribution function of X is:

0, if x  0
0.72, if 0  x  1

F(x) = 
0.72  0.26  0.98, if 1 < x  2
1, if x > 2

Exercise 2. The probability distribution table of the random variable X is given by:
X -2 5 7 8

P 0.59 0.15 0.25 0.01

a) Find the mean (the expected value), variance, standard deviation and Mod of X.
b) Determine the probability distribution table of Y where Y  5X .
c) Use the probability distribution table in part (b) to compute the mean and variance of
Y.

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d) Use the laws of expected value and variance to find the expected value and variance of
Y from the parameters of X.
Solution.
a) E  X    x i pi  (2)(0.59)  5(0.15)  7(0.25)  8(0.01)  1.4
i

V  X   E  X 2    E  X    (2) 2 (0.59)  52 (0.15)  7 2 (0.25)  82 (0.01)  1.4   17.04

2 2

X  V(X)  17.04  4.128

Since X is a discrete random variable, Mod(X) is the value of X corresponding to the

greatest probability, so Mod(X)  2.
b) The probability distribution table of the random variable Y is
Y -10 25 35 40

P 0.59 0.15 0.25 0.01

c) E  Y    yi pi  (10)(0.59)  25(0.15)  35(0.25)  40(0.01)  7

i

V  X   E  X 2    E  X    (10) 2 (0.59)  252 (0.15)  352 (0.25)  402 (0.01)  7 2  426

2

d) E  Y   E(5X)  5E(X)  5(1.4)  7

V  X   V  5X  = 52 V(X)  25(17.04)  426

Exercise 3. The number of pizzas delivered to university students each month is the
random variable X with the following probability distribution table.
X 0 1 2 3

P 0.1 0.3 0.4 0.2

a) Find the probability that a student has received delivery of two or more pizzas this
month.
b) Determine the mean and variance of the number of pizzas delivered to students each
month.
Solution.
a) P(X  2)  P(X  2)  P(X  3)  0.4  0.2  0.6

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b) E  X    x i pi  0(0.1)  1(0.3)  2(0.4)  3(0.2)  1.7

i

V  X   E  X 2    E  X    0 2 (0.1)  12 (0.3)  2 2 (0.4)  32 (0.2)  (1.7) 2  0.81

2

Exercise 4. Roll two a symmetrical and homogeneous dice simultaneously. Let X be the
total number of dots obtained.
a) Find the probability distribution table of X.
b) Find the distribution function of X.
c) Which value of X is most likely to occur?
Solution. The possible outcomes when rolling two dice are shown in the following table

II
1 2 3 4 5 6
I
1 (1, 1) (1, 2) (1, 3) (1, 4) (1, 5) (1, 6)
2 (2, 1) (2, 2) (2, 3) (2, 4) (2, 5) (2, 6)
3 (3, 1) (3, 2) (3, 3) (3, 4) (3, 5) (3, 6)
4 (4, 1) (4, 2) (4, 3) (4, 4) (4, 5) (4, 6)
5 (5, 1) (5, 2) (5, 3) (5, 4) (5, 5) (5, 6)
6 (6, 1) (6, 2) (6, 3) (6, 4) (6, 5) (6, 6)

a) X can take values of 2, 3, 4, …, 12.

The probability distribution table of X is
X 2 3 4 5 6 7 8 9 10 11 12
P 1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36

b) The distribution function of X is:

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0, if x  2
1/36, if 2  x  3

3 / 36, if 3 < x  4

6/36, if 4 < x  5
10/36, if 5 < x  6

15/36, if 6 < x  7
F(x) = 
21/36, if 7 < x  8
26/36, if 8 < x  9

30/36, if 9 < x  10
33/36, if 10 < x  11

35/36, if 11 < x  12
1,
 if x > 12

c) Mod(X)  7 .
Exercise 5. The annual demand for commodity A is a continuous random variable X with
the following probability density function (unit: thousand products)
k(30  x),if x  (0,30)
f (x)  
0, if x  (0,30)

a) Find k.
b) Find the probability that the demand for that commodity does not exceed 12000
products per year.
c) Find the average annual demand for that commodity.
Solution.
 30
1
a)  f (x)dx  1   k(30  x)dx  1  k 
 0
450

b) The probability that the demand for that commodity does not exceed 12000 products
per year is
12 12
1
P(X  12)   f (x)dx  
 0
450
(30  x)dx  0.64

c) We have
 30
1
E(X)  

xf (x)dx   450 x(30  x)dx  10
0

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Thus, the average annual demand for that commodity is 10000 products.
Exercise 6. The continuous random variable X has the following probability distribution
function as follows:
0, if x  2

F(x)  Cx-1, if 2 < x  4
1, if x > 4

a) Find C.
b) Find E(X).
Solution.
a) Since the function F(x) is continuous at x = 4, we have
lim F(x)  lim (Cx  1) = 4C - 1 = F(4)
x 4 x 4

lim F(x)  lim 1  1  F(4)  4C  1

x  4 x 4

1
It follows that C  .
2
b) We have
0, if x  2
1

F(x)   x-1, if 2 < x  4
2
1, if x > 4

Thus, the probability density function of X is

1
 ,if x   2; 4 
f (x)   2
0, if x   2; 4 


We get
 4
1
E(X)   xf (x)dx  2 2 xdx  3
Exercise 7. The random variable X has the following probability density function as
follows:

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a cos x,if x  (-/2,/2)

f (x)  
0, if x  (- /2, /2)

a) Find a.
b) Find P  0  X  3 / 4  .

c) Find E(X).
Solution.
  /2
1
a)  f (x)dx  1 


 /2
a cos xdx  1  a 
2
3 
4 2
1 1
b) P  0  X  3 / 4    f (x)dx   cosxdx 
0 0
2 2

 2
1
c) E(X)   xf (x)dx   2 xcosxdx  0
 

2

Exercise 8. The continuous random variable X has the following probability density
function:
2
 cos x,if x  (-/2,/2)
2
f (x)   
0, if x  (-/2,/2)

Find the probability that in 3 independent trials, there are 2 times that X takes the value in
the interval  0;  / 4  .

Solution. We have
 
4 4
2
P  0  X   / 4    f (x)dx   cos 2 xdx  0.4092
0 0


The probability that in 3 independent trials, there are 2 times that X takes the value in the
interval  0;  / 4  is

C32 (0.4092)2 (1  0.4092)  0.2968

Exercise 9. Let X be is a continuous random variable with the following probability

density function

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1
 ,if x  (5, 25)
f (x)   20
0, if x  (5, 25)

a) Calculate P (|X-10 | > 2.5).

b) Calculate the expected value and variance of X.
Solution.
a) P  X  10  2.5  1  P  X 10  2.5  1  P  7.5  X  12.5
12.5
1
 1 
7.5
20
dx  0.75

 25
1
b) E(X)   xf (x)dx   20 xdx  15
 5

 25
1 775
E(X )   x f (x)dx   20 x dx 
2 2 2

 5
3

775 100
V(X)  E(X 2 )   E(X)  
2
 152   33.3333
3 3
Exercise 10. Let X be the lifetime (in hours) of a lightbulb and suppose that X has the
following probability density function
0 if x  0
f ( x)   0.001 x
0.001e if x  0

Find
a) P( X  1000).
b) P(100  X  1000).
c) A number t such that a lightbulb survives the age t with probability 0.5.
d) The average lifetime of the lightbulb.
Solution.
1000 1000
1 1000
a) P( X  1000)  

f ( x)dx  
0
0.001e0.001x dx  0.001
0.001
 e0.001x
0
 0.6321

1000 1000
1 1000
b) P(100  X  1000) 
100
 f ( x)dx  
100
0.001e0.001x dx  0.001
0.001
 e0.001x
100
 0.537

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c) Note that “surviving age t” is the event {X > t}, and we get
 

  0.001e
0.001 x
P( X  t )  0.5  f ( x)dx  0.5  dx  0.5
t t

1 
 0.001  e0.001x  0.5  e0.001t  0.5
0.001 t

(since lim e0.001x  0 )

x 

ln(0.5)
t   693.1472 (hours)
0.001
  
d) E(X)   xf (x)dx   x  0.001e 0.001x  dx  0.001  xe 0.001x dx
 0 0

du  dx
u  x 
Đặt   1 0.001x
dv  e
0.001 x
dx v   e
 0.001
 
1  1
 xe 
0.001x
 dx   .xe 0.001x  e 0.001x dx
0
0.001 0 0.001 0

1 1 
 
0.001 0
e 0.001x dx 
(0.001) 2
e0.001x
0
 1000000

(since lim xe0.001x  0 and lim e0.001x  0 )

x  x 

 E(X)  0.001(1000000)  1000

Therefore, the average lifetime of the lightbulb is 1000 hours.

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