HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY

SCHOOL OF APPLIED MATHEMATICS AND INFORMATICS

PROBLEMS:

PROBABILITY AND STATISTICS

NGUYEN THI THANH HIEN

HA NOI - 2021
 HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY
SCHOOL OF APPLIED MATHEMATICS AND INFORMATICS

PROBLEMS:

PROBABILITY AND STATISTICS

MI2020E

NGUYEN THI THANH HIEN

DEPARTMENT OF APPLIED MATHEMATICS

HA NOI - 2021
 ii

CONTENTS

INTRODUCTION 1

Chapter 1. Random Event and Probability Calculator 2

1.1. Sample Space - Random Events - Event Relations . . . . . . . 2
1.2. Counting Methods . . . . . . . . . . . . . . . . . . . . . . . 4
1.3. Probability of events . . . . . . . . . . . . . . . . . . . . . . 5
1.4. Conditional probability . . . . . . . . . . . . . . . . . . . . . 8
1.5. Law of Total Probability . . . . . . . . . . . . . . . . . . . . 9
1.6. Independent and Related Results . . . . . . . . . . . . . . . . 11
1.7. Bernoulli Trials . . . . . . . . . . . . . . . . . . . . . . . . . 13
Chapter 2. Random Variables and Probability Distributions 3
2.1. Discrete Random Variables . . . . . . . . . . . . . . . . . . . 4
2.2. Continuous Random Variables . . . . . . . . . . . . . . . . . 6
 1

INTRODUCTION
1. GENERAL INFORMATION

1. Course name: Probability and Statistics

2. Course ID: MI2020E

3. Course units: 3(2-2-0-6)

- Lectures: 30 hours

- Tutorial: 30 hours

4. Requisites (Corequisites):

- MI1111 (Calculus 1)

- MI1121 (Calculus 2)

- MI1141 (Algebra)

OBJECTIVE

The course provides students with the knowledge of probability such as

concepts and inference rules of probability as well as random variables and
common probability distributions (one-dimensional and two-dimensional);
basic concepts of mathematical statistics which help students in dealing
with statistical problems in estimation, hypothesis testing. Through the ac-
quired knowledge, students are given a methodology for approaching prac-
tical models and finding out an appropriate solution.

CONTENTS

Random events and probability calculation, random variables, probabil-

ity distributions, random vectors, statistical estimation theory, statistical
decision theory.
 2

Chapter 1: Random Event and Probability Calculator

1.1 Sample Space - Random Events - Event Relations

Problem 0.1. A fax transmission can take place at any of three speeds
depending on the condition of the phone connection between the two fax
machines. The speeds are high (h) at 14400 b/s, medium (m) at 9600 b/s,
and low (l) at 4800 b/s. In response to requests for information, a company
sends either short faxes of two (t) pages, or long faxes of four (f ) pages.
Consider the experiment of monitoring a fax transmission and observing
the transmission speed and length. An observation is a two-letter word, for
example, a high-speed, two-page fax is ht.
(a) What is the sample space of the experiment?
(b) Let A1 be the event “medium-speed fax.” What are the outcomes in
A1 ?
(c) Let A2 be the event “short (two-page) fax.” What are the outcomes
in A2 ?
(d) Let A3 be the event “high-speedfax or low-speed fax.” What are the
outcomes in A3 ?
(e) Are A1 , A2 , and A3 mutually exclusive?
(f) Are A1 , A2 , and A3 collectively exhaustive?

Problem 0.2. An integrated circuit factory has three machines X , Y ,

and Z . Test one integrated circuit produced by each machine. Either a
circuit is acceptable (a) or it fails (f ). An observation is a sequence of
three test results corresponding to the circuits from machines X , Y , and
Z , respectively. For example, aaf is the observation that the circuits from
X and Y pass the test and the circuit from Z fails the test.

(a) What are the elements of the sample space of this experiment?

(b) What are the elements of the sets

ZF = {circuit from Z fails},

 3

XA = {circuit from X is acceptable}.

(c) Are ZF and XA mutually exclusive?

(d) Are ZF and XA collectively exhaustive?

(e) What are the elements of the sets

C = {more than one circuit acceptable},

D = {at least two circuits fail}.

(f) Are C and D mutually exclusive?

(g) Are C and D collectively exhaustive?

Problem 0.3. At a certain busy airport, denote by A, B, C, and D the

events defined as follows:
A = “at least 5 planes are waiting to land,”
B = “at most 3 planes are waiting to land,”
C = “at most 2 planes are waiting to land,”
D = “exactly 2 planes are waiting to land.”
In terms of the events A, B, C, and D and, perhaps, their complements,
express the following events:
E = “at most 4 planes are waiting to land,”
F = “at most 1 plane is waiting to land,”
G = “exactly 3 planes are waiting to land,”
H = “exactly 4 planes are waiting to land,”
I = “at least 4 planes are waiting to land.”

Problem 0.4. In terms of the events A1 , A2 , A3 in a sample space S and,

perhaps, their complements, express the following events:
(i)B0 = {s ∈ S; s belongs to none of A1 , A2 , A3 },
(ii)B1 = {s ∈ S; s belongs to exactly one of A1 , A2 , A3 },
(iii)B2 = {s ∈ S; s belongs to exactly two of A1 , A2 , A3 },
 4

(iv) B3 = {s ∈ S; s belongs to all of A1 , A2 , A3 },

(v)C = {s ∈ S; s belongs to at most two of A1 , A2 , A3 },
(vi)D = {s ∈ S; s belongs to at least one of A1 , A2 , A3 }.

Problem 0.5. A machine dispenses ballswhich are either red or black or

green. Suppose we operate the machine three successive times and record the
color of the balls dispensed, to be denoted by r, b, and g for the respective
colors.
(i) Write out an appropriate sample space S for this experiment.
(ii) Consider the events A, B, and C, defined as follows, and express
them by means of sample points.
A = “all three colors appear,”
B = “only two colors appear,”
C = “at least two colors appear.”

Problem 0.6. Find out the birthday (month and day but not year) of a
randomly chosen person. What is the sample space of the experiment. How
many outcomes are in the event that the person is born in July?

Problem 0.7. Let the sample space of the experiment consist of the mea-
sured resistances of two resistors. Give four examples of event spaces.

1.2 Counting Methods

Problem 0.8. Consider a binary code with 5 bits (0 or 1) in each code

word. An example of a code word is 01010. How many different code words
are there? How many code words have exactly three 0’s?

Problem 0.9. Consider a language containing four letters: A, B , C , D.

How many three-letter words can you form in this language? How many
four-letter words can you form if each letter appears only once in each
word?

Problem 0.10. On an American League baseball team with 15 field players

and 10 pitchers, the manager must select for the starting lineup, 8 field
 5

players, 1 pitcher, and 1 designated hitter. A starting lineup specifies the

players for these positions and the positions in a batting order for the 8
field players and designated hitter. If the designated hittermust be chosen
among all the field players, how many possible starting lineups are there?

Problem 0.11. If a multiple-choice test consists of 5 questions, each with

4 possible answers of which only 1 is correct,
(a) in how many different ways can a student check off one answer to
each question?
(b) in how many ways can a student check off one answer to each question
and get all the answers wrong?

Problem 0.12. A president and a treasurer are to be chosen from a student

club consisting of 50 people. How many different choices of officers are
possible if
(a) there are no restrictions;
(b) A will serve only if he is president;
(c) B and C will serve together or not at all;
(d) D and E will not serve together?

Problem 0.13. A basketball team has three pure centers, four pure for-
wards, four pure guards, and one swingman who can play either guard or
forward. A pure position player can play only the designated position. If the
coach must start a lineup with one center, two forwards, and two guards,
how many possible lineups can the coach choose?

1.3 Probability of events

Problem 0.14. Let S = {x integer;1 ≤ x ≤ 200}, and define the events

A, B, and C as follows:

A = {x ∈ S; x is divisible by 7},

B = {x ∈ S; x = 3n + 10, for some positive integer n },

 6

C = {x ∈ S; x2 + 1 ≤ 375}.

Calculate the probabilities P (A), P (B), and P (C).

3
Problem 0.15. If for two events A and B, it so happens that P(A) =
4
3
and P(B) = , show that:
8
3 1 3
P(A ∪ B) ≥ and ≤ P(A ∩ B) ≤ .
4 8 8
Problem 0.16. In a high school graduating class of 100 students, 54 studied
mathematics, 69 studied history, and 35 studied both mathematics and
history. If one of these students is selected at random, find the probability
that
(a) the student took mathematics or history;
(b) the student did not take either of these subjects;
(c) the student took history but not mathematics.

Problem 0.17. If the events A, B, and C are related as follows: A ⊂ B ⊂ C

1 5 7
and P (A) = , P (B) = , and P (C) = , compute the probabilities of
4 12 12
the following events:

Ac ∩ B, Ac ∩ C, B c ∩ C, A ∩ B c ∩ C c , Ac ∩ B c ∩ C c .

Problem 0.18. Students in a certain college subscribe to three news mag-

azines A, B, and C according to the following proportions: A : 20%, B :
15%, C : 10%, both A and B : 5%, both A and C : 4%, both B and C : 3%,
all three A, B, and C : 2%. If a student is chosen at random, what is the
probability he/she subscribes to none of the news magazines?

Problem 0.19. In a certain city, three newspapers A, B, and C are pub-

lished. Suppose that 60 percent of the families in the city subscribe to
newspaper A, 40 percent of the families subscribe to newspaper B, and 30
percent of the families subscribe to newspaper C. Suppose also that 20 per-
cent of the families subscribe to both A and B, 10 percent subscribe to both
 7

A and C, 20 percent subscribe to both B and C, and 5 percent subscribe to

all three newspaper A, B, and C. What is the percentage of the families in
the city subscribe to at least one of the three newspapers?

Problem 0.20. From a group of 3 freshmen, 4 sophomores, 4 juniors and

3 seniors a committee of size 4 is randomly selected. Find the probability
that the committee will consist of
(a) 1 from each class;
(b) 2 sophomores and 2 juniors;
(c) Only sophomores and juniors.

Problem 0.21. A box contains 24 light bulbs of which four are defective.
If one person selects 10 bulbs from the box in a random manner, and a
second person then takes the remaining 14 bulbs, what is the probability
that all 4 defective bulbs will be obtained by the same person?

Problem 0.22. Suppose that three runners from team A and three runners
from team B participate in a race. If all six runners have equal ability and
there are no ties, what is the probability that three runners from team A
will finish first, second, and third, and three runners from team B will finish
fourth, fifth, and sixth?

Problem 0.23. Suppose that a school band contains 10 students from the
freshman class, 20 students from the sophomore class, 30 students from
the junior class, and 40 students from the senior class. If 15 students are
selected at random from the band, what is the probability that at least one
students from each of the four classes?

Problem 0.24. Suppose that 10 cards, of which 5 are red and 5 are green,
are placed at random in 10 envelopes, of which 5 are red and 5 are green.
Determine the probability that exactly x envelopes will contain a card with
a matching color (x = 0, 1, 2, . . . , 10).
 8

Problem 0.25. Suppose that A, B and C are three independent events

such that P(A) = 1/4, P(B) = 1/3 and P(C) = 1/2.
(a) What is the probability that none of these three events will occur?
(b) Determine the probability that exactly one of these three events will
occur.

Problem 0.26. Computer programs are classified by the length of the

source code and by the execution time. Programs with more than 150 lines
in the source code are big (B). Programs with ≤ 150 lines are little (L). Fast
programs (F) run in less than 0.1 seconds. Slow programs (W) require at
least 0.1 seconds. Monitor a program executed by a computer. Observe the
length of the source code and the run time. The probability model for this
experiment contains the following information: P[LF] = 0.5, P[BF] = 0.2,
and P[BW] = 0.2. What is the sample space of the experiment? Calculate
the following probabilities:
(a) P[W];
(b) P[B];
(c) P [W ∪ B].

Problem 0.27. You have a six-sided die that you roll once and observe
the number of dots facing upwards. What is the sample space? What is the
probability of each sample outcome? What is the probability of E, the event
that the roll is even?

1.4 Conditional probability

Problem 0.28. If A ∩ B = Ø and P (A ∪ B) > 0, express the probabilities

P (A|A ∪ B) and P (B|A ∪ B) in terms of P(A) and P(B).

Problem 0.29. Suppose that the probability that both of a pair of twins
are boys is 0.30 and that the probability that they are both girls is 0.26.
Given that the probability of the first child being a boy is 0.52, what is the
probability that:
 9

(i) The second twin is a boy, given that the first is a boy?
(ii) The second twin is a girl, given that the first is a girl?
(iii) The second twin is a boy?
(iv) The first is a boy and the second is a girl?

Problem 0.30. For any three events A, B, and C with P (A)P (B)P (C) >
0, show that:
(i) P (Ac |B) = 1 − P (A|B).
(ii) P (A ∪ B|C) = P (A|C) + P (B|C) − P (A ∩ B|C). Also, by means
of counterexamples, show that the following equations need not be true:
(iii) P (A|B c ) = 1 − P (A|B).
(iv) P (C|A ∪ B) = P (C|A) + P (C|B), where A ∩ B = Ø.

Problem 0.31. (Multiplicative Theorem) For any n events A1 , ..., An with

n−1
P (∩j=1 Aj ) > 0, it holds: P (∩nj=1 Aj ) = P (An |A1 ∩ ... ∩ An−1 )P (An−1 |A1 ∩
... ∩ An−2 )...P (A2 |A1 )P (A1 ).
1.5 Law of Total Probability

Problem 0.32. Mobile telephones perform handoffs as they move from cell
to cell. During a call, a telephone either performs zero handoffs (H0 ), one
handoff (H1 ), or more than one handoff (H2 ). In addition, each call is either
long (L), if it lasts more than three minutes, or brief (B). The following
table describes the probabilities of the possible types of calls.
H0 H1 H2
L 0.1 0.1 0.2
B 0.4 0.1 0.1
(a) What is the probability that a brief call will have no handoffs?

(b) What is the probability that a call with one handoff will be long?

(c) What is the probability that a long call will have one or more handoffs?

Problem 0.33. You have a six-sided die that you roll once. Let Ri denote
the event that the roll is i. Let Gj denote the event that the roll is greater
than j . Let E denote the event that the roll of the die is even-numbered.
 10

(a) What is P [R3 |G1 ], the conditional probability that 3 is rolled given
that the roll is greater than 1?

(b) What is the conditional probability that 6 is rolled given that the roll
is greater than 3?

(c) What is P [G3|E], the conditional probability that the roll is greater
than 3 given that the roll is even?

(d) Given that the roll is greater than 3, what is the conditional probability
that the roll is even?

Problem 0.34. You have a shuffled deck of three cards: 2, 3, and 4. You
draw one card. Let Ci denote the event that card i is picked. Let E denote
the event that card chosen is a even-numbered card.

(a) What is P [C2 |E], the probability that the 2 is picked given that an
even-numbered card is chosen?

(b) What is the conditional probability that an even numbered card is

picked given that the 2 is picked?

Problem 0.35. A box contains 15 identical balls except that 10 are White
and 5 are Black. Four balls are drawn successively and without replacement.
Calculate the probability that the first and the fourth balls are White.

Problem 0.36. Two different suppliers, A and B, provide a manufacturer

with the same part. All suppliers of this part are kept in a large bin. In
the past, 5 percent of the parts supplied by A and 9 percent of the parts
supplied by B have been defective. A supplies four times as many parts as B.
Suppose you reach into the bin and select a part and find it is non-defective.
What is the probability that it was supplied by A?

Problem 0.37. Suppose that 30 percent of the bottles produced in a certain

plant are defective. If a bottle is defective, the probability is 0.9 that an
 11

inspector will notice it and remove it from the filling line. If a bottle is
not defective, the probability is 0.2 that the inspector will think that it is
defective and remove it from the filling line.
(a) If a bottle is removed from the filling line, what is the probability
that it is defective?
(b) If a customer buys a bottle that has not been removed from the
filling line, what is the probability that it is defective.

Problem 0.38. Suppose that traffic engineers have coordinated the timing
of two traffic lights to encourage a run of green lights. In particular, the
timing was designed so that with probability 0.75 a driver will find the
second light to have the same color as the first. Assuming the first light is
equally likely to be red or green.
(a) What is the probability that the second light is green?
(b) What is the probability that you wait for at least one light?

Problem 0.39. A factory has three machines A, B, and C. Past records

show that the machine A produced 40% of the items of output, the machine
B produced 35% of the items of output, and machine B produced 25% of
the items. Further 2defective, 1.5% produced by machine B were defective,
and 1defective.
(a) If an item is drawn at random, what is the probability that it is
defective?
(b) An item is acceptable if it is not defective. What is the probability
that an acceptable item comes from machine A?

1.6 Independent and Related Results

Problem 0.40. From a population consisting of 52% females and 48%

males, an individual, drawn at random, is found to be color blind. If we
assume that the proportions of color-blind females and males are 25% and
5%, respectively, what is the probability that the individual drawn is a
male?
 12

Problem 0.41. Three machines I, II, and III manufacture 30%, 30%, and
40%, respectively, of the total output of certain items. Of them, 4%, 3%,
and 2%, respectively, are defective. One item is drawn at random from the
total output and is tested.
(i) What is the probability that the item is defective?
(ii) If it is found to be defective, what is the probability the item was
produced by machine I?
(iii) Same question as in part (ii) for each one of the machines II and III.

Problem 0.42. Show that the event A is independent of itself if and only
if P(A) = 0 or P(A) = 1.

Problem 0.43. Suppose that the events A1 , A2 , and B1 are independent,

the events A1 , A2 , and B2 are independent, and that B1 ∩ B2 = Ø.Then
show that the events A1 , A2 , B1 ∪ B2 are independent.

Problem 0.44. Suppose that P (B)P (B c ) > 0. Then the events Aand B
are independent if and only if P (A|B) = P (A|B c ).

Problem 0.45. For the events A, B, C and their complements, suppose

that:
1 5
P (A ∩ B ∩ C) = , P (A ∩ B c ∩ C) = ,
16 16
3 2
P (A ∩ B ∩ C c ) = , P (A ∩ B c ∩ C c ) = ,
16 16
2 1
P (Ac ∩ B ∩ C) = , P (Ac ∩ B ∩ C c ) = ,
16 16
1 1
P (Ac ∩ B c ∩ C) = and P (Ac ∩ B c ∩ C c ) = .
16 16
(i) Calculate the probabilities: P (A), P (B), P (C).
(ii) Determine whether or not the events A, B, and C are independent.
(iii) Calculate the (conditional) probability P (A|B).
(iv) Determine whether or not the events A and B are independent.
 13

Problem 0.46. From an urn containing nR red balls, nB black balls, and
nW white balls (all identical except for color) 3 balls are drawn at random.
Calculate the following probabilities:
(i) All 3 balls are red.
(ii) At least one ball is red.
(iii) One ball is red, 1 is black, and 1 is white.
Do this when the balls are drawn:
(a) Successively and with replacement;
(b) Without replacement.

1.7 Bernoulli Trials

Problem 0.47. A student is given a test consisting of 30 questions. For

each question, 5 different answers (of which only one is correct) are supplied.
The student is required to answer correctly at least 25 questions in order to
pass the test. If he/she knows the right answers to the first 20 questions and
chooses an answer to the remaining questions at random and independently
of each other, what is the probability that the student will pass the test?

Problem 0.48. Consider a binary code with 5 bits (0 or 1) in each code

word. An example of a code word is 01010. In each code word, a bit is a
zero with probability 0.8, independent of any other bit.

Problem 0.49. Suppose each day that you drive to work a traffic light that
you encounter is either green with probability 7/16, red with probability
7/16, or yellow with probability 1/8, independent of the status of the light
on any other day. If over the course of five days, G, Y, and R denote the
number of times the light is found to be green, yellow, or red, respectively,
what is the probability that P[G = 2, Y = 1, R = 2]? Also, what is the
probability P[G = R]?

Problem 0.50. To communicate one bit of information reliably, cellular

phones transmit the same binary symbol five times. Thus the information
 14

“zero” is transmitted as 00000 and “one” is 11111. The receiver detects the
correct information if three or more binary symbols are received correctly.
What is the information error probability P[E], if the binary symbol error
probability is q = 0.1?

Problem 0.51. An airline sells 200 tickets for a certain flight on an airplane
that has only 198 seats because, on the average, 1 percent of purchasers of
airline tickets do not appear for the departure of their flight. Determine the
probability that everyone who appears for the departure of this flight will
have a seat.

Chapter 2: Random Variables and Probability Distributions

2.1 Random Variables and Probability Distributions

Problem 0.52. Let W be a random variable giving the number of heads

minus the number of tails in three tosses of a coin. List the elements of the
sample space S for the three tosses of the coin and to each sample point
assign a value w of W.

Problem 0.53. A shipment of 7 television sets contains 2 defective sets.

A hotel makes a random purchase of 3 of the sets. If x is the number of
defective sets purchased by the hotel.
i) Find the probability distribution of X.
ii). Find the cumulative distribution function of the random variable X
representing the number of defectives. Then using F(x), find
(a) P(X = 1);
(b) P (0 < X ≤ 2).

Problem 0.54. The random variable X has CDF



0, x < −1,
0.2, −1 ≤ x < 0,

FX (x) =

0.7, 0 ≤ x < 1,
1, x ≥ 1.

 15

(a) Draw a graph of the CDF.

(b) Write PX (x), the PMF of X . Be sure to write the value of PX (x) for
all x from −∞ to ∞.

(c) Write the PD of X .

Problem 0.55. Let X be a r.v. denoting the lifetime of an electrical equip-

ment, and suppose that the PMF of X is: f (x) = ce−cx , for x > 0 (for some
constant c > 0).
(i) Determine the constant c.
(ii) Calculate the probability that X is at least equal to 10 (time units).
(iii) If the probability in part (ii) is 0.5, what is the value of c?

Problem 0.56. Let X have the uniform PMF


0.01, x = 1, 2, . . . , 100,
PX (x) =
0, otherwise.
(a) Find a mode xmod of X . If the mode is not unique, find the set Xmod
of all modes of X .

(b) Find a median xmed of X . If the median is not unique, find the set
Xmed of all numbers x that are medians of X .

Problem 0.57. The random variable X has CDF

x ≤ 0,

0,

1
FX (x) = 2c(x2 − x3 ), 0 < x ≤ 2,
 3
1, x ≥ 2.


(i) Determine the corresponding PMF.

(ii) Determine the constant c.

Problem 0.58. Let X be a r.v. with PMF. f (x) = cx + d, for 0 ≤ x ≤ 1,

and suppose that P(X > 12 ) = 13 . Then:
(i) Determine the constants c and d.
(ii) Find the CDF of X.
 16

Problem 0.59. Suppose that the r.v. X takes on the values 0, 1, . . . with
c
the respective probabilities P (X = j) = f (j) = j , j = 0, 1, . . . . Then:
3
(i) Determine the constant c. Compute the probabilities:
(ii) P (X ≥ 3).
(iii) P (X = 2k + 1, k = 0, 1, ...).
(iv) P (X = 3k + 1, k = 0, 1, ...).

Problem 0.60. . Let X be the r.v. denoting the number of a certain item
sold by a merchant in a given day, and suppose that its PMF is given by:
1
x+1
f (x) = , x = 0, 1, ...
2
Calculate the following probabilities:
(i) No items are sold.
(ii) More than three items are sold.
(iii) An odd number of items is sold.

2.2 Important Probability Distributions.

Problem 0.61. Suppose that 15 people, chosen at random from a target

population, are asked if they favor a certain proposal. If 43.75% of the target
population favor the proposal, calculate the probability that:
(i) At least 5 of the 15 polled favor the proposal.
(ii) A majority of those polled favor the proposal.

Problem 0.62. Let the r.v. X have the Geometric p.d.f. f (x) = pq x−1 , x =
1, 2, ...(q = 1 − p).
(i) What is the probability that the first success will occur by the 10th
trial?
(ii) What is the numerical value of this probability for p = 0.2?

Problem 0.63. A fair die is tossed repeatedly until a six appears for the
first time. Calculate the probability that:
(i) This happens on the 3rd toss.
(ii) At least 5 tosses will be needed.
 17

Problem 0.64. In an undergraduate statistics class of 80, 10 of the students

are, actually, graduate students. If 5 students are chosen at random from
the class, what is the probability that:
(i) No graduate students are included?
(ii) At least 3 undergraduate students are included?

Problem 0.65. The number of phone calls at a post office in any time
interval is a Poisson random variable. A particular post office has on average
2 calls per minute.

(a) What is the probability that there are 5 calls in an interval of 2 min-
utes?

(b) What is the probability that there are no calls in an interval of 30

seconds?

(c) What is the probability that there are no less than one call in an
interval of 10 seconds?

Problem 0.66. In a package of M&Ms, Y , the number of yellow M&Ms,

is uniformly distributed between 5 and 15.

(a) What is the PMF of Y ?

(b) What is P [Y < 10]?

(c) What is P [Y > 12]?

(d) What is P [8 ≤ Y ≤ 12]?

Problem 0.67. X is an exponential random variable with the PDF fX (x)

is
5e−5x ,

x>0
fX (x) =
0, x≤0
(a) What is E[X]?

(b) What is P [0.4 < X < 1]?

 18

Problem 0.68. X is a Gaussian random variable with E[X] = 0 and

σX = 0.4.

(a) What is P [X > 3]?

(b) What is the value of c such that P [3 − c < X < 3 + c] = 0, 9?

Problem 0.69. X is a Gaussian random variable with E[X] = 0 and

P [|X| ≤ 10] = 0.1. What is the standard deviation σX ?

Problem 0.70. Starting at 5:00 am, every half hour there is a flight from
San Francisco airport to Los Angeles International Airport. Suppose that
none of these planes sold out and that they alwayshave room for passengers.
A person who wants to fly LA arrives at the airport at a random time be-
tween 8:45–9:45 am. Find the probability that she waits at most 10 minutes
and at least 15 minutes.

0.1. Random Vectors.

Problem 0.71. Random variables X and Y have the joint PDT

X \Y 1 2 3
1 0.12 0.15 0.03
2 0.28 0.35 0.07
(a) Are X and Y independent?.

(b) Find the marginal PDTs of X and Y .

(c) Find the PDT of Z , where Z = XY .

(d) Find E(Z). Proof E(Z) = E(X).E(Y ).

Problem 0.72. Random variables X and Y have the joint PDT

X \Y -1 0 1
4 1 4
-1
15 15 15
1 2 1
0
15 15 15
2
1 0 0
15
 19

(a) Find E(X), E(Y ), and Cov(X, Y ).

(b) Are X and Y independent?

(c) Find the marginal PDTs of X and Y .

Problem 0.73. Random variables X and Y have the joint PDT

X \Y 1 2 3
1 0.17 0.13 0.25
2 0.10 0.30 0.05

(a) Find the marginal PDTs of X and Y .

(b) Find the covariance matrix of X and Y .

(c) Find the correlation coefficient of two random variables X and Y .

(d) Are X and Y independent?

Problem 0.74. Let X and Y be r.v.’s denoting, respectively, the number of

cars and buses lined up at a stoplight at a given point in time, and suppose
their joint p.d.f. is given by the following table:

y\x 0 1 2 3 4 5
0 0.025 0.050 0.125 0.150 0.100 0.050
1 0.015 0.030 0.075 0.090 0.060 0.030
2 0.010 0.020 0.050 0.060 0.040 0.020
Calculate the following probabilities:
(i) There are exactly 4 cars and no buses.
(ii) There are exactly 5 cars.
(iii) There is exactly 1 bus.
(iv) There are at most 3 cars and at least 1 bus.

Problem 0.75. Let (X, Y ) be a random vector with joint probability mass
function:
 20

Y -1 0 1
X
0 0, 1 0, 15 0, 05
1 0, 08 0, 12 0, 1
2 p 0, 1 0, 2
a) Calcute p, P(X-Y>0/Y=1), EX, DX. Find a formula for the distribution
function of X.
b) Consider the independence between X and Y.

Problem 0.76. In a sociological project, families with 0, 1, and 2 children

are studied. Suppose that the numbers of children occur with the following
frequencies: 0 children: 30%; 1 child: 40%; 2 children: 30%. A family is
chosen at random from the target population, and let X and Y be the
r.v.’s denoting the number of children in the family and the number of
boys among those children, respectively. Finally, suppose that P(observing
a boy) = P(observing a girl) = 0.5.
Calculate the joint p.d.f. fX,Y (x, y) = P (X = x, Y = y), 0 ≤ y ≤ x, x =
0, 1, 2.

Problem 0.77. The joint PDF of two random variables X and Y is


kx, if 0 < y < x < 1,
fX,Y (x, y) =
0, otherwise.

(a) Find the constant k .

(b) Find the PDFs of X and Y .

(c) Are X and Y independent?

Problem 0.78. The joint PDF of two random variables X and Y is

( xy
k(x2 + ), if 0 < x < 1, 0 < y < 2
fX,Y (x, y) = 2
0, otherwise.

(a) Find the constant k .

(b) Find FX,Y (x, y)

 21

Problem 0.79. The joint PDF of two random variables X and Y is


1 x2 y 2
fX,Y (x, y) = 6π , if 9 + 4 < 1,
0, otherwise.
(a) Find the PDFs of X and Y .

(b) Find P (X, Y ) such that (X, Y ) ∈ OABD with O(0;0), A(0;1), B(1;2)
and D(2;0).

Problem 0.80. Let X, Y be the random variables, X ∼ N (5; 12 ); Y ∼

N (3; 0, 22 ) and X, Y are independent.
a) Find P( X+Y<5,5).
b) Find P( X<Y); P( X> 2Y).
c) Find P( X<1; Y<1).

Problem 0.81. The joint PDF of two random variables X and Y is

(1
, if 0 < y < x < 1,
fX,Y (x, y) = x
0, otherwise.
(a) Find the PDFs of X and Y .

(b) Find fX (x|y), fY (y|x).

Problem 0.82. The joint PDF of two random variables X and Y is:
 2
cx y, if 0 < x2 < y < 1,
fX,Y (x, y) =
0, otherwise.
(a) Determine the constant c.
3 1
(b) Calculate the probability: P (0 < X < , ≤ Y < 1).
4 4
Problem 0.83. Random variables X and Y have the joint CDF
(1 − e−x )(1 − e−y ),

x ≥ 0, y ≥ 0,
FX,Y (x, y) =
0, otherwise.
(a) What is P [X < 2, Y < 3]?

(b) What is the marginal CDF, FX (x)?

(c) What is the marginal CDF, FY (y)?

 22

Chapter 3: Random sample

Problem 0.84. The reaction times for a random sample of 9 subjects to

a stimulant were recorded as 2.5, 3.6, 3.1, 4.3, 2.9. 2.3, 2.6, 4.1, and 3.4
seconds. Calculate:
(a) The mean;
(b) The median.

Problem 0.85. The numbers of incorrect answers on a true-false compe-

tency test for a random sample of 15 students were recorded as follows: 2,
1, 3, 0, 1, 3, 6, 0, 3, 3, 5, 2, 1, 4, and 2. Find:
(a) The mean;
(b) The median;
(c) The mode;
(d) The range;
(e) The variance.

Problem 0.86. The grade-point averages of 20 college seniors selected at

random from a graduating class are as follows:
3.2 1.9 2.7 2.4 2.8 2.9 3.8 3.0 2.5 3.3
1.8 2.5 3.7 2.8 2.0 3.2 2.3 2.1 2.5 1.9
Calculate the standard deviation.

Problem 0.87. The random variable X, representing the number of cherries

in a cherry puff, has the following probability distribution:
x 4 5 6 7
P(X=x) 0.2 0.4 0.3 0.1
(a) Find the mean µ and the variance σ 2 of X.
2
(b) Find the mean µX and the variance σX of the mean X for random
samples of 36 cherry puffs.
(c) Find the probability that the average number of cherries in 36 cherry
puffs will be less than 5.5.
 23

Problem 0.88. The average life of a bread-making machine is 7 years, with

a standard deviation of 1 year. Assuming that the lives of these machines
follow approximately a normal distribution, find:
(a) The probability that the mean life of a random sample of 9 such
machines falls between 6.4 and 7.2 years;
(b) The value of x to the right of which 15% of the means computed
from random samples of size 9 would fall.

Problem 0.89. (a) Find P (T < 2.365) when ν = 7.

(b) Find P (T > 1.318) when ν = 24.
(c) Find P (−1.356 < T < 2.179) when ν = 12.
(d) Find P (T > −2.567) when ν = 17

Problem 0.90. Given a random sample of size 24 from a normal distribu-

tion, find k such that:
(a) P(-2.069 < T < k) = 0.965;
(b) P(k < T < 2.807) = 0.095;
(c) P(-k < T < k) = 0.90.

Problem 0.91. (a) Find t0.025 when ν = 14.

(b) Find −t0.10 when ν = 10.
(c) Find t0.995 when ν = 7.

Problem 0.92. For a chi-squared distribution, find χ2α such that:

(a) P (X 2 > χ2α ) = 0.99 when ν = 4;
(b) P (X 2 > χ2α ) = 0.025 when ν = 19;
(c) P (37.652 < X 2 < χ2α ) = 0.045 when ν = 25.

Chapter 4: Estimating – Point Estimation

4.1. Single Sample: Estimating the Mean

Problem 0.93. Many cardiac patients wear an implanted pacemaker to

control their heartbeat. A plastic connector module mounts on the top
 24

of the pacemaker. Assuming a standard deviation of 0.0015 inch and an

approximately normal distribution, find a 95% confidence interval for the
mean of the depths of all connector modules made by a certain manufac-
turing company. A random sample of 75 modules has an average depth of
0.310 inch.

Problem 0.94. A random sample of 100 automobile owners in the state

of Virginia shows that an automobile is driven on average 23,500 kilome-
ters per year with a standard deviation of 3900 kilometers. Assume the
distribution of measurements to be approximately normal.
(a) Construct a 99% confidence interval for the average number of kilo-
meters an automobile is driven annually in Virginia.
(b) What can we assert with 99% confidence about the possible size of
our error if we estimate the average number of kilometers driven by car
owners in Virginia to be 23,500 kilometers per year?

Problem 0.95. How large a sample is needed in Exercise 0.50 if we wish

to be 95% confident that our sample mean will be within 0.0005 inch of the
true mean?

Problem 0.96. Regular consumption of presweetened cereals contributes

to tooth decay, heart disease, and other degenerative diseases, according to
studies conducted by Dr. W. H. Bowen of the National Institute of Health
and Dr. J. Yudben, Professor of Nutrition and Dietetics at the University
of London. In a random sample consisting of 20 similar single servings
of Alpha-Bits, the average sugar content was 11.3 grams with a standard
deviation of 2.45 grams. Assuming that the sugar contents are normally
distributed, construct a 95% confidence interval for the mean sugar content
for single servings of Alpha-Bits.

Problem 0.97. A machine produces metal pieces that are cylindrical in

shape. A sample of pieces is taken, and the diameters are found to be
 25

1.01, 0.97, 1.03, 1.04, 0.99, 0.98, 0.99, 1.01, and 1.03 centimeters. Find a
99% confidence interval for the mean diameter of pieces from this machine,
assuming an approximately normal distribution.

Problem 0.98. A random sample of 12 shearing pins is taken in a study

of the Rockwell hardness of the pin head. Measurements on the Rockwell
hardness are made for each of the 12, yielding an average value of 48.50
with a sample standard deviation of 1.5. Assuming the measurements to
be normally distributed, construct a 90% confidence interval for the mean
Rockwell hardness.

Problem 0.99. The following data give the home water use of some homes
in 6/2015 at a certain location:
Home water use (m3 ) 10 12 14 16 18
Selected homes 14 25 30 20 11
Give a 95% confidence interval for the population mean of home water
use 6/2015.

Problem 0.100. The following are incomes in 2014 of a random sample of

some staffs the in Company A.
Income (million VNĐ) 12 14 16 18 20 22 24
Number of staff 10 13 23 22 14 10 8
Use these data to give a 95% confidence interval for average income of
all staff in the year 2014.

4.2. Single Sample: Estimating a Proportion or probability

Problem 0.101. (a) A random sample of 200 voters in a town is selected,

and 114 are found to support an annexation suit. Find the 96% confidence
interval for the fraction of the voting population favoring the suit.
(b) What can we assert with 96% confidence about the possible size of
our error if we estimate the fraction of voters favoring the annexation suit
to be 0.57?

Problem 0.102. A new rocket-launching system is being considered for

deployment of small, short-range rockets. The existing system has p = 0.8 as
 26

the probability of a successful launch. A sample of 40 experimental launches

is made with the new system, and 34 are successful.
(a) Construct a 95% confidence interval for p.
(b) Would you conclude that the new system is better?

Problem 0.103. (a) According to a report in the Roanoke Times World-

News, approximately 2/3 of 1600 adults polled by telephone said they think
the space shuttle program is a good investment for the country. Find a 95%
confidence interval for the proportion of American adults who think the
space shuttle program is a good investment for the country.
(b) What can we assert with 95% confidence about the possible size of
our error if we estimate the proportion of American adults who think the
space shuttle program is a good investment to be 2/3?

Problem 0.104. How large a sample is needed if we wish to be 96% confi-

dent that our sample proportion in Exercise 3.58 will be within 0.02 of the
true fraction of the voting population?

Problem 0.105. In a random sample of n = 500 families owning television

sets in the city of Hamilton, Canada, it is found that m = 340 subscribe to
HBO.

(a) Find a 95% confidence interval for the actual proportion of families
with television sets in this city that subscribe to HBO.

(b) What is error?

(c) How large a sample is required if we want to be 95% confident that

our estimate of p is within 0.02 of the true value?

Chapter 5: Testing Statistical Hypotheses

5.1. Single Sample: Tests Concerning a Single Mean

Problem 0.106. The following data give the home water use of some homes
in 6/2015 at a certain location:
 27

Home water use (m3 ) 10 12 14 16 18

Selected homes 14 25 30 20 11
Population mean of home water use in 5/2015 is 11,693m3. Using the
5% level of significance, can we conclude that the population mean of home
water use in 6/2015 is greater than that one in 5/2015.

Problem 0.107. A random sample of 25 workers contains the following

observations for time spent finishing a product:
Time (minute) 16 17 18 19 20 21 22 23
Number of product 1 3 3 3 8 3 2 2
Assume that the population distribution is normal.
Test, at the 10% significance level, mean time to finish a product is 19,1
minutes.

Problem 0.108. The average weekly earnings for female social workers
is $670. Do men in the same positions have average weekly earnings that
are higher than those for women? A random sample of n = 40 male social
workers showed x = $725. Assuming a population standard deviation of
$102, test the appropriate hypothesis using α = 0.01.

Problem 0.109. A random sample of 64 bags of white cheddar popcorn

weighed, on average, 5.23 ounces with a standard deviation of 0.24 ounce.
Test the hypothesis that µ = 5.5 ounces against the alternative hypothesis,
µ < 5.5 ounces, at the 0.05 level of significance.

Problem 0.110. A local telephone company claims that the average length
of a phone call is 8 minutes. In a random sample of 18 phone calls, the
sample mean was 7.8 minutes and the standard deviation was 0.5 minutes.
Is there enough evidence to support this claim at α = 0.05?

Problem 0.111. Test the hypothesis that the average content of containers
of a particular lubricant is 10 liters if the contents of a random sample of 10
containers are 10.2, 9.7, 10.1, 10.3, 10.1, 9.8, 9.9, 10.4, 10.3, and 9.8 liters.
 28

Use a 0.01 level of significance and assume that the distribution of contents
is normal.

5.2. Single Sample: Test on a Single Proportion

Problem 0.112. The following are incomes in 2014 of a random sample of

some staff the in Company A.
Income (million VNĐ) 12 14 16 18 20 22 24
Number of staff 10 13 23 22 14 10 8
Management’s claim that the proportion of staff in company with high
income (not less than 20 millions) are 35%. At the 5% significance level, is
this statement higher than it actually is?

Problem 0.113. Department of Education and Training of A city reports

that percentage of primary school pupils in the city who are nearsighted is
20%. Take a radom sample of 100 pupils and find that 26 are nearsighted.
At the 5% significance level, is the percentage in the report less than it
actually is?

Problem 0.114. A college claims that more than 94% of their gradu-
ates find employment within 6 months of graduation. In a sample of 500
randomly selected graduates, 475 of them were employed. Is there enough
evidence to support the college’s claim at a 1% level of significance?

Problem 0.115. A cigarette manufacturer claims that 1/8 of the US adult

population smokes cigarettes. In a random sample of 100 adults, 5 are
cigarette smokers. Test the claim at α = 0.05.

5.3. Two Samples: Tests on Two Means

Problem 0.116. According to Chemical Engineering, an important prop-

erty of fiber is its water absorbency. The average percent absorbency of 25
randomly selected pieces of cotton fiber was found to be 20 with a stan-
dard deviation of 1.5. A random sample of 25 pieces of acetate yielded an
 29

average percent of 12 with a standard deviation of 1.25. Is there strong ev-

idence that the population mean percent absorbency is significantly higher
for cotton fiber than for acetate? Assume that the percent absorbency is
approximately normally distributed and that the population variances in
percent absorbency for the two fibers are the same. Use a significance level
of 0.05.

Problem 0.117. A high school math teacher claims that students in her
class will score higher on the math portion of the ACT then students in
a colleague’s math class. The mean ACT math score for 49 students in
her class is 22.1 and the sample standard deviation is 4.8. The mean ACT
math score for 44 of the colleague’s students is 19.8 and the sample standard
deviation is 5.4. At α = 0.01, can the teacher’s claim be supported?

5.4. Two Samples: Tests on Two Proportions

Problem 0.118. A recent survey stated that male college students smoke
less than female college students. In a survey of 1245 male students, 361
said they smoke at least one pack of cigarettes a day. In a survey of 1065
female students, 341 said they smoke at least one pack a day. At α = 0.01,
can you support the claim that the proportion of male college students who
smoke at least one pack of cigarettes a day is lower then the proportion of
female college students who smoke at least one pack a day?

Problem 0.119. In a study to estimate the proportion of residents in a

certain city and its suburbs who favor the construction of a nuclear power
plant, it is found that 63 of 100 urban residents favor the construction
while only 59 of 125 suburban residents are in favor. Is there a significant
difference between the proportions of urban and suburban residents who
favor the construction of the nuclear plant? Use a 0.01 level of significance.
 30

Chapter 6: Regression Analysis

Problem 0.120. The amounts of a chemical compound y that dissolved in

100 grams of water at various temperatures x were recorded as follows:
x (C) y (grams)
0 8 6 8
15 12 10 14
30 25 21 24
45 31 33 28
60 44 39 42
75 48 51 44
(a) Find the equation of the regression line.
(b) Graph the line on a scatter diagram.
(c) Estimate the amount of chemical that will dissolve in 100 grams of
water at 500 C .

Problem 0.121. A study was made on the amount of converted sugar in a

certain process at various temperatures. The data were coded and recorded
as follows:
Temperature, x Converted Sugar, y
1.0 8.1
1.1 7.8
1.2 8.5
1.3 9.8
1.4 9.5
1.5 8.9
1.6 8.6
1.7 10.2
1.8 9.3
1.9 9.2
2.0 10.5
(a) Estimate the linear regression line.
(b) Estimate the mean amount of converted sugar produced when the
coded temperature is 1.75.
(c) Plot the residuals versus temperature. Comment.

Problem 0.122. Compute and interpret the correlation coefficient for the
following grades of 6 students selected at random:
 31

Mathematics grade 70 92 80 74 65 83
English grade 74 84 63 87 78 90
Problem 0.123. The following data were obtained in a study of the rela-
tionship between the weight and chest size of infants at birth.
Weight (kg) Chest Size (cm)
2.75 29.5
2.15 26.3
4.41 32.2
5.52 36.5
3.21 27.2
4.32 27.7
2.31 28.3
4.30 30.3
3.71 28.7
(a) Calculate r.
(b) Test the null hypothesis that ρ = 0 against the alternative that ρ > 0
at the 0.01 level of significance.