2009 Linear Combination of R.V
2009 Linear Combination of R.V
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X ~ N( μ x , σ x2 ) Y ~ N( μ y , σ y ) μ x ± μ y , σ x2 +
, . Then X ± Y ~ N(
σ 2y )
a ~ N( μa , σ a2 ) b ~ N( μb , σ b2 ) z ~ N( μ z , σ z2 )
, ,……….., . Then
μ ± μ ± ........ ± μ z , σ 2 + σ 2 + .....σ z2 )
a ± b ± ...... ± z ~ N( a b a b
x , x ,......., x n
3. When 1 2 are n independent observations from the same
X ~ N( μ 1 , σ 12 ) X ~ N( μ 2 , σ 22 )
normal distribution such that 1 , 2 , …
2
X ~ N( μ n , σ n )
…., n , then
x + x + ,.......,+ x ~ N(μ + μ + ....... + μ , σ 2 + σ 2 + ......... + σ 2 )
1 2 n 1 2 n 1 2 n
x + x + ,.......,+ x ~ N( nμ , nσ 2 )
1 2 n
1. X ~ N( 60 , 16 ) and Y ~ N( 70 , 9 ) . Find
i) P( X + Y < 140 )
ii) P(120 < X + Y < 135 )
iii) P( Y - X > 7 )
iv) P( 2 < Y − X < 12 )
2. Each weekday Mr. Jones walks to the local library to read the
newspaper. The time he takes to walk to and from the library is a
normal variable with mean 15 minutes and standard deviation 2
minutes. The time spent in the library is a normal variable with mean
25 minutes and standard deviation 12 minutes. Find the
probability that on a particular day
i) Mr. Jones is away from the house for more than 45
minutes ,
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ii) Mr. Jones spends more time travelling than in the library.
(ii) Two bottles are selected at random from a crate. Find the
probability that they differ in weight by more than 0.1 kg.
6. Forster’s Fancy Cakes are sold in packets of 6. The mass of each cake
is a normally distributed random variable having mean 25 g and
standard deviation 0.4 g. The mass of the packaging is a normally
distributed random variable having mean 20 g and standard deviation
1 g. Find, to three decimal places, the probabilities that
i) the mass of a randomly chosen cake is between 24.7 g and 25.7
ii) the total mass of a randomly chosen packet is less than 173 g.
Answer
1 i) 0.9772 ii) 0.8185 iii) 0.7257 iv) 0.6006
2 i) 0.1056 ii) 0.0062
3 . A + B + C + D ~ N ( 218.5, 5.35) ; 0.0651
4. V − C ∼N(−1.35, 0.22814)
P(V > C) = P(V – C > 0) = 0.0024
5. (i) B1 + ..... + B12 + C ~ N(26.5,0.12) ; 0.851
(ii) P(|B1 − B 2 | > 0.1) = P(B1 − B 2 > 0.1) + P(B1 − B 2 < −0.1)
= 0.1574
6 i) (0.733) ii) 0.984
7. b = 3.92; 0.923
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Textbook: Exercise 8a Page 409
X ~ N( μ , σ 2 ) kX ~ N( kμ , k 2 σ 2 )
. Then for any constant k, .
2 2
X ~ N( μ x , σ x ) Y ~ N( μ y , σ y )
and . For any constants a and b,
aμ ± b μ , a 2σ 2 + b2σ 2 )
aX ± bY ~ N( x y x y
Answer
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5. M = M 1 + M 2 + ... + M 5
M ~ N ( 4,0.05) ⇒1.5M ~ N (6,0.1125)
N = N1 + N 2 + N 3
N ~ N (3.6,0.12) ⇒ 0.5 N ~ N (1.8,0.03)
1.5M + 0.5 N ~ N (7.8,0.1425)
P (1.5M + 3 N > 8)
P ( Z > 0.5298) = 1 − 0.7019 = 0.2981
The shop’s profit is 10% of the sales value for regular quality paper
and 30% of the sales value for superior quality paper. Sales of the
two types of paper may be assumed to be independent. Find, for a
randomly chosen month, the probability that
(i) the shop’s total profit from sales of photocopier paper is more than
$650.
(ii) the profit from sales of superior quality paper exceeds the profit
from sales of regular quality paper.
(b) Show that the probability of the total length of 5 randomly chosen
leaves from the bush being less than 12 cm is 0.996, correct to 3
decimal places.
The lengths of leaves from a certain tree are normally distributed with
a mean of 5.5 cm and a standard deviation of 0.4 cm.
(c) Find the probability that the total length of 5 randomly chosen
leaves from the bush is more than twice the length of a randomly
chosen leaf from the tree.
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and large packets as having average weight 1000g. Assume that the
packet weights are normally distributed with mean as advertised, and
standard deviations of 10g for a small packets and 15g for a large
packet. Giving your answers correct to 3 decimal places, find the
probability that
(i) a randomly chosen small packet has a weight between 495g and
(ii) two randomly chosen small packets have a total weight between
990g and 1020g,
(iii) the weight of one randomly chosen large packet exceeds the
total weight of two randomly chosen small packets by at least 25g,
(iv)one half of the weight of one randomly chosen large packet exceeds
the weight of one randomly chosen small packet by at least 12.5g.
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probability that C > 100 in the summer.
9. A supermarket sells 2 kg bags of new potatoes, in which the potatoes
have been selected to be all roughly the same size. The potatoes used
to fill the bags may be assumed to be randomly chosen items from a
population in which the mass, in grams, of an individual potato is
normally distributed with mean 90 gm and standard deviation 4 gm.
(i) Show that the probability that the total mass of 21 of these
potatoes exceeds 2 kg is very small.
(ii) Find the probability that the total mass of 22 of these potatoes
exceeds 2 kg.
(iii) The machine filling the bags delivers potatoes one by one
until a total mass of at least 2 kg is reached. Show that the bags
are almost certain to contain either 22 or 23 potatoes.
Also find, to the nearest minute, the earliest time to which the
scheduled arrival time should be changed so that the probability that
the train will be late is less than 0.01.
Answer
1. 0.00235
3. (i) 0.132 (ii) 0.0422
4. (a) 0.885 (c) 0.304
5. (i) 0.5328 (ii) 0.6814 (iii) 0.1125 (iv) 0.1587
7. (b) weight = 3.614kg (c) 0.910; 0.890
8. 72, 409, 0.187; 59.9, 0.0907
9. (ii) 0.143
10.(i) E(D + J) = 234; Var(D + J) = 25
(ii) 0.1151
(iii) 0.7056; 1606 hrs