The probability mass function for X = the number of major defects in a randomly selected appliance of a certain type is
x | 0 | 1 | 2 | 3 | 4 |
p(x) | .08 | .15 | .45 | .27 | .05 |
Compute
E[X] = Σ x p (x)
= 0×.08 + 1×.15 +
2×.45 + 3×.27 + 4×.05
= 0 + 0.15 + 0.90 + 0.81 + 0.20 . Therefore
E[X] = 2.06 |
---|
s 2 = V[X] =
å (x
- µ)2 .
p(x) =
((0 - 2.06)2 × .08)
+ ((1 - 2.06)2 × .15)
+ ((2 - 2.06)2 × .45)
+ ((3 - 2.06)2 × .27)
+ ((4 - 2.06)2 × .05)
= .339488 + .168540 + .001620 + .238572 + .188180 .
Therefore
V[X] = 0.9364 |
---|
σ = Ö (V[X]) = Ö 0.9364 . Therefore
σ = 0.9677 (4 d.p.) |
---|
E[X 2] =
å x2 .
p(x) = (02 × .08) +
(12 × .15) + (22 × .45)
+ (32 × .27) + (42 × .05)
= 0 + 0.15 + 1.80 + 2.43 + 0.80 = 5.18
Þ s 2
= V[X] =
E[X 2] -
(E[X])2
= 5.18 - (2.06)2
= 5.1800 - 4.2436 .
Therefore
V[X] = 0.9364 |
---|
These answers can be found by entering the values of the
probability mass function into the Excel file
demos/Discrete.xls
,
(which has been done in the
associated Excel file).
The discrete random quantity X has the following probability
mass function:
x | 1 | 2 | 3 | 4 |
p(x) | .1 | .2 | .3 | .4 |
The graph has the classic staircase appearance of the c.d.f. of any discrete random variable. The height of the gap between any consecutive pair of steps is equal to the probability mass at that step up. The graph then follows immediately.
µ = E[X] = å
x . p(x) =
(1 × .1) + (2 × .2) + (3 × .3) + (4 × .4)
= .1 + .4 + .9 + 1.6
= 3.0
Another way to perceive this population mean is that an ideal ruler with point masses of .1, .2, .3 and .4 grammes at x = 1, 2, 3, 4 respectively, will balance at x = 3.
Either
s 2 = V[X] =
å (x
- µ)2 .
p(x) =
((1 - 3)2 × .1)
+ ((2 - 3)2 × .2)
+ ((3 - 3)2 × .3)
+ ((4 - 3)2 × .4)
= .4 + .2 + 0 + .4
= 1.0
or
E[X 2] =
å x2 .
p(x) =
(12 × .1) + (22 × .2)
+ (32 × .3) + (42 × .4)
= .1 + .8 + 2.7 + 6.4 = 10.0
Þ s 2
= V[X] =
E[X 2] -
(E[X])2
= 10.0 - (3.0)2
= 10 - 9
= 1
Now suppose that a random sample of size 100 is drawn from this population.
Find the probability that the sample mean is less than 2.9 .
The sample size is sufficiently large for the distribution of the
sample mean
to be normal to an excellent approximation, with mean
µ and variance
s 2 / n .
Thus
~ N(3, (1 / 100) )
= N(3, 0.01).
Þ
P[
< 2.9] =
P[Z < (2.9 - 3.0) / 0.1]
= F(-0.1
/ 0.1)
= F(-1.00)
= .1587
Find the probability that the sample mean is less than 2.0 .
A small town situated on a main highway has two gas stations, A and B. Station A sells regular, extra, and premium gas for 109.9, 111.1, and 114.4 cents per litre, respectively, while B sells no extra, but sells regular and premium for 108.9 and 114.4 cents per litre, repectively. Of the cars that stop at station A, 50% buy regular, 20% buy extra, and 30% buy premium. Of the cars stopping at B, 60% buy regular and 40% buy premium. Suppose that A gets 60% of the cars that stop for gas in this town, while 40% go to B. Let R = the price per litre paid by the next car that stops for gas in this town.
A tree diagram may be the easiest way to establish the p.m.f.
the p.m.f. of
R is
P[R = 108.9] =
P[(Station B)
(regular)] =
P[(Station B)] × P[ (regular) | (Station B)]
= .4 × .6 = .24
P[R = 109.9] =
P[(Station A)
(regular)] =
P[(Station A)] × P[ (regular) | (Station A)]
= .6 × .5 = .30
P[R = 111.1] =
P[(Station A)
(extra)] =
P[(Station A)] × P[ (extra) | (Station A)]
= .6 × .2 = .12
P[R = 114.4] =
P[{(Station A)
(premium)}
{(Station B)
(premium)}]
= P[(Station A)] × P[(premium) | (Station A)]
+ P[(Station B)] × P[(premium) | (Station B)]
= (.6 × .3) + (.4 × .4)
= .34
The bar chart should have four equal-width bars, centred on r = 108.9, 109.9, 111.1 and 114.4, with heights .24, .30, .12 and .34 respectively.
The c.d.f. is a classic staircase function.
The height of each step is the value of the p.m.f. at that step.
The c.d.f. is
If a randomly chosen customer has purchased regular gas, then what is the probability that the gas was purchased at station A?
P[(station A) | (regular)] =
P[(station A) (regular)] /
P[(regular)]
From the tree diagram, P[(regular)] = .30 + .24 =
.54.
Therefore P[(station A) | (regular)] =
.30 / .54 = 5 / 9 = .5555...
A box of silicon wafers will be withdrawn from a production
line for more intensive testing, if and only if more than one
defective wafer is found in a random sample of 20 wafers, drawn
with replacement from the box.
Let p be the true proportion of defective wafers
in the box.
Let X be the number of defective wafers in the
random sample.
All four conditions are satisfied exactly.
Therefore the exact probability distribution is binomial,
P[X = x] = b(x; 20, p).
P[box withdrawn] = P[X > 1]
= 1 – P[X < 1]
= 1 – B(1; 20, p)
= 1 – (b(0; 20, p) +
b(1; 20, p)) = 1 –
((1 – p)20
+ 20 p(1 – p)19) =
1 – (1 + 19p)(1 – p)19 |
---|
When p = .05,
1 – (1 + 19p)(1 – p)19
=
1 – (1 + 19×.05)(.95)19
P[box withdrawn] = .2642 (4 d.p.) |
p | y | |||
---|---|---|---|---|
–1 | 0 | 1 | ||
x | –1 | .10 | .05 | .10 |
0 | .15 | .20 | .15 | |
1 | .10 | .05 | .10 |
p | pX (x) | ||||
---|---|---|---|---|---|
–1 | 0 | 1 | |||
x | –1 | .10 | .05 | .10 | .25 |
0 | .15 | .20 | .15 | .50 | |
1 | .10 | .05 | .10 | .25 | |
pY (y) | .35 | .30 | .35 | 1 |
E[XY] = 3 xy p (x, y) = | –1×–1×.10 + 0 + –1×1×.10 |
+ 0 + 0 + 0 | |
+ 1×–1×.10 + 0 + 1×1×.10 | |
= 0 |
Cov[X, Y] = E[XY] – E[X]E[Y] = 0
sX and sY are obviously positive, (X, Y are not absolute constants)r = 0. |
---|
NO, X, Y are not independent. |
---|
[This demonstrates that zero correlation does not guarantee independence,
k = 1/4 |
9:7 on |
Suppose that the duration (in years) of a construction job can be
modelled as a continuous random quantity t whose cumulative
distribution function (c.d.f.) is given by
P[T > 0.5] = 1/4 |
f (t) = 2 (1 – t) (0 < t < 1) |
Space craft are to be landed at some given point "O" on the moon’s surface, and we wish to observe the position of an actual landing point relative to the aiming point O. Assume that the landing errors are small enough so that it is reasonable to measure them in the tangent plane to the moon’s surface which touches O. Let us further establish a local rectangular coordinate system in that tangent plane which is centered on O and which is oriented so that the x axis points east and the y axis points north.
Suppose that the probability that the space craft lands more than 10 km from the aiming point O is zero and, further, that the probability that the spacecraft lands in some particular region (no point of which is more than 10 km from O) is directly proportional to the area of that region.
Find the probability that the space craft will land
The available landing area is the area contained by a circle,
radius 10 km, centre at O, area =
p×102
= 100p.
Because the probability of landing in any region within the circle
is proportional to the area A of that region, that
probability must be A/(100p).
Therefore P[lands < 5 km from O] =
(Area of circle, radius 5) / (100p)
= (25p) / (100p)
= 1/4 = .25 |
= 2/25 = .08 |
Assuming that north of the aiming point means
anywhere in y > 0, then the event covers
exactly half of the sample space.
Therefore
P[lands north of the aiming point] = 1/2 = .5 |
[If one assumes that north of the aiming point means anywhere in the direction between north-west and north-east, then the area is exactly one quarter of the sample space and the answer becomes 1/4.]
Assuming that north-east of the aiming point means
anywhere in the first quadrant, then the event covers
exactly one quarter of the sample space.
Therefore
P[lands north-east of the aiming point] = 1/4 = .25 |
Assuming that south of the aiming point means anywhere in y < 0, then the event covers exactly half of the event more than 5 km from O.
Therefore P[lands south of the aiming point and more than 5 km
from O]
= (1/2) × ((Area of circle, radius 10) –
(Area of circle, radius 5))
/ (100p)
= (100 – 25) / (2 × 100)
= 3/8 = .375 |
Exactly due south of O means anywhere on the
negative y axis. This is a degenerate rectangle of
height 10 km and width zero, giving zero area.
Therefore
P[lands exactly due south of O] = 0 |
k > n . |
---|
V[X] = E[X 2 ]
– (E[X]) 2
E[X 2 ] is finite provided
k > 2.
E[X ] is finite provided k > 1.
V[X] is finite iff E[X 2 ] and
E[X ] are both finite.
Therefore V[X] is finite provided
k > 2. |
---|
Adam Ant can travel only along the twigs connecting his home
H
with his aunts’ homes
A, B,
C, D,
as shown in the diagram.
One fine day, Adam decides to visit his aunt at house A.
Then it is time to return home. Being a confused young ant,
his choice of route is random (equal probability for each twig).
Let
At any of his aunts’ houses, one path leads home and
the other two do not. Therefore
P[(Adam goes home immediately after visit x) |
(Adam had not gone home before visit x)]
= P[X = x |
X > x – 1 ] = 1/3
For the event (X = x) to happen, Adam must stay
away from his home on all previous
Challenging questions:
Therefore
E[X] = 3 . |
---|
OR
Note that the probability distribution is geometric, with
parameter
It then follows immediately that
There continue to be three equally likely paths from each of the aunts’ houses. However, we now wish to count only those paths that do not pass through house C. For each value of x, each distinct path, (such as ABAH for x=3), has a probability of (1/3)x. |
![]() |
We need to count the number n(x) of remaining
valid paths for each value of x.
When x is odd, the final visit must be to aunt A
or aunt D.
When x is even, the final visit must be to aunt B
only.
It then follows that, when x is odd,
n(x + 1) = n(x)
and when x is even,
n(x + 1) = 2 n(x)
Also, n(1) = 1.
This recursive relationship allows us to build up the values
of n(x):
x | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 |
n(x) | 1 | 1 | 2 | 2 | 4 | 4 | 8 | 8 | 16 |
Thus n(x) =
2ceil(x/2) – 1,
where ceil(k) is k rounded up
to the nearest integer.
The probability that Adam never visits house C then follows:
[The odds are therefore 4 to 3 on that Adam never visits aunt C.]
OR [method based on a suggestion from Dr. Theodore Norvell]
Consider just the first one or two moves:
Path | Probability | Visit Aunt C ? |
---|---|---|
AH | 1/3 | NO |
ABH | 1/9 | NO |
ABA[...any...] | 1/9 | ? |
ABD[...any...] | 1/9 | ? |
AC[...any...] | 1/3 | YES |
Let p represent the probability that
Adam never visits aunt C before he returns home.
Whenever Adam is setting out from the house of aunt A,
P[Adam never visits C | Adam is at A]
= p
(because the situation is exactly the same as it was the first
time that he set out from aunt A)
and, by symmetry,
P[Adam never visits C | Adam is at D]
= p
Bringing all the [mutually exclusive] cases where Adam does not
visit aunt C together,
p = P[AH]
+ P[ABH] +
P[Adam never visits C and
(ABA or ABD)]
= (P[AH]
+ P[ABH]) +
(P[ABA or ABD] ×
P[Adam never visits C | (ABA or
ABD)])
as before.
Let B = “Adam visits aunt B at
least once”
and C = “Adam visits aunt C at
least once”,
then, by symmetry, P[B] = P[C]
(= 1 – 4/7 = 3/7).
However, events B and C are neither independent
nor incompatible.
The only way in which Adam can avoid visiting both aunts B
and C is by proceeding home directly from the initial
visit to aunt A, the probability for which is
Therefore the required odds are
17:4 against |
A certain atmospheric sensing device has an advertised service life of one year, but it is vulnerable to severe icing. If it survives the full year, then the profit to the owner is 50 (in some units of currency). If an ice storm severe enough to be fatal to the device occurs during its service life, then the profit is reduced by 90 units, unless the owner had invested in protection (costing 15 units), in which case the profit is reduced by 20 units.
An analysis method is available (at a cost of 5 units) which will suggest whether or not such icing will occur during the service life of the device. The analysis is not perfect: in only 95% of all cases where icing fatal to the device occurs, the analysis correctly suggests that such icing will occur. The analysis also suggests fatal icing (incorrectly) in 20% of all cases when no such icing happens.
It is also known from past experience that the probability of icing fatal to the device during the year is 20%.
Let I = fatal icing occurs during the year P[I | A] is wanted. Use Bayes theorem. Tree diagram version of Bayes theorem: Total probability law: |
![]() |
= 19/35 = .5429 (to 4 d.p.) |
= 1/65 = .0154 (to 4 d.p.) |
The complete tree diagram is available on an
Excel spreadsheet.
Some calculations are described below:
Folding back:
a = (19/35)×10 + (16/35)×30 = 134/7
b = (19/35)×(–45)
+ (16/35)×45 = –27/7
a > b
Therefore choose a and
g = a = 134/7
c = (1/65)×10 + (64/65)×30 = 386/13
d = (1/65)×(–45)
+ (64/65)×45 = 567/13
d > c
Therefore choose d and
h = d = 567/13
e = (1/5)×15 + (4/5)×35 = 31
f = (1/5)×(–40)
+ (4/5)×50 = 32
f > e
Therefore choose f and
j = f = 32
Folding back to the left-most node,
k = (35/100)×(134/7) + (65/100)×(567/13)
= 701/20 = 35.05
j = 32.00
k > j
Therefore choose k and
Expected profit = k = 701/20
The optimum strategy is therefore
|
The expected profit is 35.05 units.
The actual profit is one of:
–45 (occurs 1% of the time), +10 (19% of the time),
+30 (16% of the time) or +45 (64% of the time).
A box contains 12 good items and 3 defective items
from a factory’s production line. A manager selects four
items at random from the box, without replacement.
Let X = (the number of defective items in the random sample).
Test the four conditions for a binomial distribution:
x must lie between 0 and 3 (the number of successes in the sample cannot exceed the total number of successes in the entire population). Thus p(x) must be zero except at x = 0, 1, 2 and 3.
n(S) = (the number of ways of drawing 4 items
from 15 without restriction)
=
n(E) = (the number of ways of drawing x
successes from the 3 successes in the population and
Therefore the p.m.f. is
p(x) = 3Cx × 12C4 – x / 15C4 , (x = 0, 1, 2, 3 only). |
[The numerical values are p(x) = .3626, .4835, .1451 and .0088 for x = 0, 1, 2 and 3 respectively.]
[This is a hypergeometric probability distribution.]
As noted above, it is impossible to draw more defective items
without replacement than are present in the population.
Therefore P[X = 4] = 0.
P[X < 3] = 1 – P[X = 3]
= 1 –
3C3 ×
12C4 – 3 /
15C4
= 1 – 1 × 12 / 1365 = 1353 / 1365
= .9912
YES:
Sampling with replacement will make the third condition in part (a)
above true.
P[X = 4] = b(4; 4, .2)
= 4C4 (.2)4
(.8)0
= .0016
Also see the Term Tests from the years 2008, 2007 and 2006.