CHAPTER 5 RESERVE PROBLEMS

The following problems have been reserved for your use in assignments and testing and do not
appear in student versions of the text.

Reserve Problems Chapter 5 Section 1 Problem 1

Let the random variable X denote the time until a computer server connects to your machine (in
milliseconds), and let Y denote the time until the server authorizes you as a valid user (in
milliseconds). Each of these random variables measures the wait from a common starting time
and . Assume that the joint probability density function for X and Y is

for . Determine the probability that .

SOLUTION

The probability that and is determined as

Reserve Problems Chapter 5 Section 1 Problem 2

In the article “Joint distribution model for prediction of hurricane wind speed and size” (2012,
Structural Safety, 35, 40–51) the authors characterized the joint distribution of hurricane
maximum wind speed and size. According to the study, 99% of the hurricanes in the past 50
years were approximately up to 30 m/s maximum wind speed (V) and 50 km size (R). Suppose
combinations of wind speed and size are uniformly distributed within the ellipse

, and and . Determine the following:

(a)

(b)

(c)

SOLUTION

(a)
The distribution is uniform, so its joint probability density function is constant and equal to the
inverse value of the one fourth of the area of the ellipse:
 .

Since the joint probability density function is constant and the area
lies within the ellipse, the required probability

equals the product of the joint probability density function and the area S:

(b)

(c)

Reserve Problems Chapter 5 Section 1 Problem 3

Two methods of measuring surface smoothness are used to evaluate a paper product. The
measurements are recorded as deviations from the nominal surface smoothness in coded units.
The joint probability distribution of the two measurements is a uniform distribution over the

region , , and . That is, for X and Y in the region.

Determine the value for c such that is a joint probability density function.

(a)
(b)

(c)

(d)
(e) For marginal probability distribution of X is ________.

SOLUTION

The value of c.

Therefore, .

(a) .

(b) .

(c)

(d)

(e)

for ,

for .

Reserve Problems Chapter 5 Section 1 Problem 4

Let c be the constant, that makes a joint probability density function over the
region . Determine the following:
(a)
(b)

(c)

(d)

(e) Marginal distribution of X

(f) Joint distribution of X and Y

(g) Conditional probability distribution of X given that

SOLUTION

Determine c such that is a joint density probability over the region

with .

Therefore, .

(a) the conditions

make a space that is a cube with a volume of 0.001.
Therefore the probability of .

(b)

(c)

(d)
(e)

(f)

(g) Conditional probability distribution of X given that :

The marginal is similar to and for .

for .

Reserve Problems Chapter 5 Section 2 Problem 1

Consider joint probability distribution given below.

x y

1.
1 1/32
0
1.
2 11/32
5
1.
3 1/4
5
2.
4 1/4
5
3.
5 1/8
0

Determine the following:

(a) Conditional probability distribution of Y given that

 y
1
2
3
4
5

(b) Conditional probability distribution of Y given that

x
1.0
1.5
2.5
3

(c)

(d) Are X and Y independent?

SOLUTION

(a)

So is the conditional distribution of Y given

(b) Conditional probability distribution of X given that .

So for and 0 elsewhere is the conditional distribution of X given

(c)

(d) X and Y are independent if for any x and y

However,
X and Y are not independent.

Reserve Problems Chapter 5 Section 2 Problem 2

Consider the following joint probability distribution:

x y

–1.0 –2 1/8
–0.4 –1 1/4
0.4 1 1/16
1.0 2 9/16

Determine the following:

(a) Conditional probability distribution of Y given that

for

(b) Conditional probability distribution of X given that

for x =

(c)

(d) Are X and Y independent?

SOLUTION

(a)

(b)

(с)

(d) For example, .

X and Y are not independent.
Reserve Problems Chapter 5 Section 2 Problem 3

In the transmission of digital information, the probability that a bit has high, moderate, and low
distortion is 0.01, 0.07, and 0.92, respectively. Suppose that three bits are transmitted and that
the amount of distortion of each bit is assumed to be independent. Let X and Y denote the number
of bits with high and moderate distortion out of the three, respectively. Determine the following:

(a)

0
1
2
3

(b)

(c) Are X and Y independent?

SOLUTION

(a) The joint probability mass function of the discrete random variables X and Y, denoted as

, satisfies

1)

2)

3)

Therefore,

0,0 0..7787
0,1 0.1777
0,2 0.0.0135
−4
0,3 3.43 ×10
1,0 0.0254
 1,1 0.0019
1,2 4.9e-05
2,0 0.000276
−6
2,1 7.0 ×10
3,0 1e-006

0 0.9273
1 0.07058
2 0.0017901
3 0

(b)

(c) No, X and Y are not independent because, for example, .

Reserve Problems Chapter 5 Section 2 Problem 4

A small-business Web site contains 100 pages and 52%, 32%, and 16% of the pages contain low,
moderate, and high graphic content, respectively. A sample of four pages is selected without
replacement, and X and Y denote the number of pages with moderate and high graphics output in
the sample. Determine the following:

(a)

0
1
2
3
4
(b)
(c)
(d) Are X and Y independent?

SOLUTION

(a)
The range of (X, Y) is , and . Here X is the number of pages with
moderate graphic content and Y is the number of pages with high graphic output among a sample

of 4 pages. To determine the joint probability density function the hypergeometric

distribution should be extended to the case of three classes (low, moderate, and high).

Therefore,

0 0.7648
1 0.2353
2 0
3 0
4 0

(b)

(c)

(d)

No, X and Y are not independent, for example .

Reserve Problems Chapter 5 Section 2 Problem 5

A manufacturing company employs two devices to inspect output for quality control purposes.
The first device is able to accurately detect 99.5% of the defective items it receives, whereas the
second is able to do so in 99.8% of the cases. Assume that four defective items are produced and
sent out for inspection. Let X and Y denote the number of items that will be identified as
defective by inspecting devices 1 and 2, respectively. Assume that the devices are independent.

(a)

y fY|2(y)
0
1
2
3
4

(b)
(c)
(d) Are X and Y independent?

SOLUTION

(a)
The range of is , , and X +Y ≤ 8. Here and denote the number of defective
items found by inspecting devices 1 and 2, respectively.

y fY|2(y)=fY(y)
0 1.6e-11
1 13.193e-8
2 2.3904e-5
3 0.00795
4 0.99202

(b)

(c)

(d)
Yes, and are independent, because .

Reserve Problems Chapter 5 Section 2 Problem 6

In the article “Joint distribution model for prediction of hurricane wind speed and size” (2012,
Structural Safety, 35, 40–51) the authors characterized the joint distribution of hurricane
maximum wind speed and size. According to the study, 99% of the hurricanes in the past 50
years were approximately up to 30 m/s maximum wind speed (V) and 50 km size (R) Suppose
combinations of wind speed and size are uniformly distributed within the ellipse

, and and . Determine the following:

(a)

(b)

(c)

SOLUTION

(a)
The distribution is uniform, so its joint probability density function is constant and equal to the
inverse value of the one fourth of the area of the ellipse:

for

Let then

(b)
 , for

(c)

Since the joint probability density function is constant and the area
lies within the ellipse, the required probability

equals the product of the joint probability density function and the area R:

Reserve Problems Chapter 5 Section 2 Problem 7

Two methods of measuring surface smoothness are used to evaluate a paper product. The
measurements are recorded as deviations from the nominal surface smoothness in coded units.
The joint probability distribution of the two measurements is a uniform distribution over the

region , , and . That is, for x and y in the region.

Determine the value for c such that is a joint probability density function.

a) Conditional probability distribution of Y given

b)

c)

SOLUTION

The value of c.

Therefore, .

a)
 for

b)

c)

Reserve Problems Chapter 5 Section 4 Problem 1

In the article “Joint distribution model for prediction of hurricane wind speed and size” (2012,
Structural Safety, 35, 40–51) the authors characterized the joint distribution of hurricane
maximum wind speed and size. According to the study, 99% of the hurricanes in the past 50
years were approximately up to 30 m/s maximum wind speed (V) and 50 km size (R). Suppose
combinations of wind speed and size are uniformly distributed within the ellipse

, and and . Calculate the covariance and

correlation between maximum wind speed and hurricane size.

SOLUTION

The distribution is uniform, so its joint probability density function is constant and equal to the
inverse value of the one fourth of the area of the ellipse:
Reserve Problems Chapter 5 Section 4 Problem 2

Suppose that the random variables X, Y, and Z have the joint probability density function

over the cylinder and . Calculate the covariance and

correlation between all pairs of the random variables.

SOLUTION

The joint probability density function should satisfy the property

Since the joint probability density function is constant, the integral is the product of c and the
volume of a cylinder with a base radius of 3 and a height of 3.

Therefore,

, because for all , , , where and

.

, because for all , , , where and

.
 for

for

for

for

for

for

Therefore, and are independent and ,

Therefore, Y and Z are independent and ,

Therefore, ,

Reserve Problems Chapter 5 Section 4 Problem 3

Suppose that X and Y are independent continuous random variables. Show that .

SOLUTION

If X and Y are independant, then and the range of is

rectangular. Therefore,

Hence, .

Reserve Problems Chapter 5 Section 5 Problem 1

Suppose that X and Y are the number of conforming and nonconforming parts, respectively, in a
sample of size 20, selected randomly, without replacement from a batch of 100 which contain n
conforming parts. Is the joint distribution of X and Y multinomial?
SOLUTION
No.
Note, that . Since a batch contains n conforming parts,

, which cannot be expressed as multinomial joint probability

mass function.

Reserve Problems Chapter 5 Section 5 Problem 2

In an online gaming competition, you might score in the top, middle, or low category in each
match with probabilities 0.3, 0.6, and 0.1, respectively. Among 10 independent games, let X, Y,
and Z denote the number scored in the top, middle, and low category, respectively. Determine
the following:

(a)
(b)

(c)

(d)
(e)
SOLUTION

(a) Because X has a binomial distribution with

(b)

(c)
(d) because , when , .

(e) Let denote the probability that .

Reserve Problems Chapter 5 Section 5 Problem 3

Test results from an electronic circuit board indicate that 50% of board failures are caused by
assembly defects, 30% by electrical components, and 20% by mechanical defects. Suppose that
10 boards fail independently. Let the random variables denote the number of
assembly, electrical, and mechanical defects among the 10 boards. Calculate the following:

(a)

(b)
(c)
(d)
(e)

SOLUTION

(a)

Board failures caused by assembly defects with probability ,

board failures caused by electrical components with probability ,

board failures caused by mechanical defects with probability .

.
(b)

Because X is binomial, .
(c) . Now because ,

(d) . Now because ,

(e) .

Reserve Problems Chapter 5 Section 5 Problem 4

Four electronic ovens that were dropped during shipment are inspected and classified as
containing either a major, a minor, or no defect. In the past, 60% of dropped ovens had a major
defect, 30% had a minor defect, and 10% had no defect. Assume that the defects on the four
ovens occur independently.

(a) What is the probability that, of the four dropped ovens, two have a major defect and two have
a minor defect?

(b) What is the probability that no oven has a defect?

(c) Let X and Y denote the numbers of ovens with major and minor defects, respectively. Joint
probability mass function of the number of ovens with a major defect and the number with a
minor defect:

(d) Expected number of ovens with a major defect:

(e) Expected number of ovens with a minor defect:

(f) Conditional probability that two ovens have major defects given that two ovens have minor
defects:

(g) Conditional probability that three ovens have major defects given that two ovens have minor
defects:

(h) Conditional probability distribution of the number of ovens with major defects (X) given that
two i. ovens have minor defects (Y):

(i) Conditional mean of the number of ovens with major defects (X) given that two ovens have
minor defects (Y):

SOLUTION

(a)
Let X, Y, and Z denote the number of ovens in the sample of four with major, minor, and no
defects, respectively.

.
(b)

Detemine the following:

(c) where R is the set of values for z such that . That

is, R consists of the single value and

(d) .

(e) .
(f)

from the binomial distribution of Y.

.
(g)
Not possible, , the probability is zero.
(h)

(i)

Reserve Problems Chapter 5 Section 5 Problem 5

Suppose that X has a standard normal distribution. Let the conditional distribution of Y given
be normally distributed with mean and variance . Determine
the following:

(a) Are X and Y independent?

(b)

(c)

(d)

(e) Identify the mean and variance of Y and the correlation between X and Y.

SOLUTION

(a)

Because for all x and y with , X and Y are not independent.

(b)
The conditional mean of Y given is

(c) .

(d) .
The probability density function of a bivariate normal distribution is

with parameters
From the formulas for the mean and variance of conditional normal distribution we have

From the second equation

and these can be written as

 .
From the first equation above

Because , the previous equation can be solved for to yield

and .

Then .

Also, .
Thus we get

(e)
From the formulas for the mean and variance of conditional narmal distribution we have

.
From the second equation

and these can be written as

.
From the first equation above

Because , the previous equation can be solved for to yield

and .

Then .

Also, .

Reserve Problems Chapter 5 Section 5 Problem 6

Suppose that X and Y have a bivariate normal distribution with joint probability density function

. Show that the conditional distribution of Y given that is

normal.

SOLUTION

By completing the square in the numerator of the exponent of the bivariate normal PDF, the joint
PDF can be written as

Also, .
By definition,

.
Now is in the form of a normal distribution.

Reserve Problems Chapter 5 Section 5 Problem 7

Show that the probability density function of a bivariate normal

distribution integrates to 1.

[Hint: Complete the square in the exponent and use the fact that the integral of a normal
probability density function for a single variable is 1.]

SOLUTION

Let

.
Completing the square in the numerator of the exponent we get:

.
But,

Substituting into , we get:

The remaining integral is also the integral of a normally distributed random variable and
therefore, it also integrates to 1, by definition. Therefore,

Reserve Problems Chapter 5 Section 5 Problem 8

If X and Y have a bivariate normal distribution with joint probability density

, show that the marginal probability distribution of X is normal with

mean and standard deviation .

[Hint: Complete the square in the exponent and use the fact that the integral of a normal
probability density function for a single variable is 1.]

SOLUTION

The last integral is recognized as the integral of a normal probability density with mean
 and variance .
Therefore, the last integral equals one and the requested result is obtained.

Reserve Problems Chapter 5 Section 6 Problem 1

Let X denote the active ingredient percentage (by weight) in a pharmaceutical capsule. It is
approximately normally distributed with a mean of 0.9% and a standard deviation of 0.02%. A
new mixing process is implemented and the mean percentage of the active ingredient from a
sample of 23 independent capsules is 0.91%.

Determine

Is it likely that the new mixing process also has a mean active ingredient percentage at 0.9%?
SOLUTION

Determine if X is approximately normally distributed with a mean of 0.9% and a

standard deviation of 0.02%. Is it most likely that the new mixing process has a mean active
ingredient percentage greater than 0.91%?

The mean of the sample of 25 independent capsules is a normal random variable with

and .

Thus

No, if the new mixing process had a mean active ingredient percentage at 0.9% and a standard
deviation of 0.02% than the probability that the mean percentage of the active ingredient from a
sample of 25 independent capsules is at least 0.91% is less than 0.01 (0.0062). So, it’s not likely
that the new mixing process also has a mean active ingredient percentage at 0.9%.

Reserve Problems Chapter 5 Section 6 Problem 2

The time for visitor to read health instructions on a Web site is approximately normally
distributed with a mean of 10 minutes and a standard deviation of 2 minutes. Suppose 64 visitors
independently view the site. Determine the following:

(a) Expected value and variance of the mean time of the visitors

(b) Probability that the mean time of the visitors is within 15 seconds of 10 minutes

(c) Value exceeded by the mean time of the visitors with probability 0.01.

SOLUTION
(a) Let X denote the time for visitor to read health instructions on a Web site.
The mean of X and is .

The variance of is .

The standard deviation of is .

(b)

(c)

Reserve Problems Chapter 5 Section 6 Problem 3

Weights of parts are normally distributed with variance . Measurement error is normally
distributed with mean 0 and variance , independent of the part weights, and adds to the part
weight. Upper and lower specifications are at about the process mean.

(a) Without measurement error, what is the probability that a part exceeds the specifications?

(b) With measurement error, what is the probability that a part is measured as being beyond
specifications? Does this imply it is truly beyond specifications?

(c) What is the probability that a part is measured as being beyond specifications if the true
weight of the part is below the upper specification limit?

SOLUTION

(a)
weights of a part and measurement error.

weight of the specification P..

(b)

.
Because the probability is:

(c)

.
So, .

Reserve Problems Chapter 5 Section 6 Problem 4

Three electron emitters produce electron beams with changing kinetic energies that are
uniformly distributed in the ranges [2,11], [1,8], and [3,10]. Let Y denote the total kinetic energy
produced by these electron emitters.

(a) Suppose that the three beam energies are independent. Determine the mean and variance of Y.

(b) Suppose that the covariance between any two beam energies is –0.3. Determine the mean and
variance of Y.

(c) Compare and comment on the results in parts (a) and (b):

SOLUTION

(a)

.
Mean:

Variance:

(b)
Mean:
Variance:

(c)
The covariance does not have an impact on E(Y). However, negative covariance results in a
decrease in V(Y).

Reserve Problems Chapter 5 Section 7 Problem 1

Suppose that the length of a side of a cube X is uniformly distributed in the interval .
Determine the probability density function of the volume of the cube. Express your answers in
terms of V.
SOLUTION
Let X be the uniformly distributed random variable:

for .

We need to find the distribution of and it’s an increasing function of x.

First, find the inverse solution is .

Second, we find the Jacobian to be .

Then we can find the probability distribution of V, that is

for and 0 otherwise.

Reserve Problems Chapter 5 Section 7 Problem 2

Let X be a binomial random variable with and . Determine the probability

distribution of the random variable .

SOLUTION

Because , the transformation is one-to-one; that is, and .

Now, for .

Reserve Problems Chapter 5 Section 7 Problem 3

If Z is an exponential random variable with the parameter , is a chi-square distributed

random variable with degrees of freedom. Suppose that X has a uniform probability
distribution . Show that the probability distribution of the random variable
is chi-squared with two degrees of freedom.

SOLUTION

Because , . Then, for or

, which is an exponential distribution with (which equals a chi-square distribution

with degrees of freedom).

Reserve Problems Chapter 5 Section 7 Problem 4

The computational time of a statistical analysis applied to a data set can sometimes increase with
the square of N, the number of rows of data. Suppose that for a particular algorithm, the
computation time is approximately seconds. Although the number of rows is a
discrete measurement, assume that the distribution of N is over a number of data sets can be
approximated with an exponential distribution with a mean of 15000 rows. Determine the
probability density function and the mean of T.

SOLUTION

Then,

where .

Reserve Supplemental Exercises Chapter 5 Problem 1

The random variables X and Y are uniformly distributed over the region , and
. Determine the following:

(a)
(b)

(c)

(d)

(e)

SOLUTION
(a) Let G denote the region , and . Area of the region G is equal to 8, so

or, using integration,

(b)

(c)

(d)

(e) , .

Reserve Supplemental Exercises Chapter 5 Problem 2

Calculate the covariance and correlation between the random variables X and Y.

x y
1.0 1 1/4
1.5 2 1/8
1.5 3 1/4
2.5 6 1/4

3.0 6 1/8

SOLUTION

1.
Reserve Supplemental Exercises Chapter 5 Problem 3

Consider , and joint probability density function for .

Determine the following:

(a) Conditional probability distribution of Y given .

(b)

(c)

(d) Conditional probability distribution of X given .

SOLUTION

(a) for .

, .

(b) from
integration by parts.

(c) because and . Therefore

(d) for
 where and this implies for
.

for .

Reserve Supplemental Exercises Chapter 5 Problem 4

Consider the joint probability density function for a constant c over the interior of
the region defined by the four lines . Determine the
following:

(a)

(b)

(c)

(d)

(e)

(f)

SOLUTION

(a) Let G denote the interior of the region defined by the four lines
.

(b) Since all over G, .

(c)

(d)
(e)

(f)

Reserve Supplemental Exercises Chapter 5 Problem 5

The backoff torque required to remove bolts in a steel plate is rated as high, moderate, or low.
Historically, the probability of a high, moderate, or low rating is 0.6, 0.3, or 0.1, respectively.
Suppose that 20 bolts are evaluated and that the torque ratings are independent. Let X, Y, and Z
denote the number of bolts rated high, moderate, and low, correspondingly.

(a) What is the probability that 10, 8, and 2 bolts are rated as high, moderate, and low,
respectively?

(b) What is the marginal distribution of the number of bolts rated low?

(c) What is the expected number of bolts rated low?

(d) What is the probability that the number of bolts rated low is more than two?

(e) What is the conditional distribution of the number of bolts rated low given that 16 bolts are
rated high?

(f) What is the conditional expected number of bolts rated low given that 16 bolts are rated high?

(g) Are the numbers of bolts rated high and low independent random variables?

SOLUTION

(a)

(b)

Because X, Y, and Z are multinomial, the marginal distribution of Z is binomial with and
.
(c)

(d)

(e)

Then,

That is the distribution of Z given is binomial with and .

(f)

From part (e),

(g)

Because the conditional distribution of Z given does not equal the marginal distribution
of Z, X and Z are not independent.

Reserve Supplemental Exercises Chapter 5 Problem 6

To evaluate the technical support from a computer manufacturer, the number of rings before a
call is answered by a service representative is tracked. Historically, 70% of the calls are
answered in two rings or less, 25% are answered in three or four rings, and the remaining calls
require five rings or more. Suppose that you call this manufacturer 10 times and assume that the
calls are independent. Let X, Y, and Z denote the number of calls answered in two rings or less, in
three or four rings, and in five rings or more, respectively.

(a) What is the probability that 7 calls are answered in two rings or less, 2 cells are answered in
three or four rings, and one call requires five rings or more?

(b) Let W denote the number of calls answered in four rings or less. What is the probability that
all 10 calls are answered in four rings or less?

(c) What is the expected number of calls answered in four rings or less?

(d) What is the conditional distribution of the number of calls requiring five rings or more given
that eight calls are answered in two rings or less?

(e) What is the conditional expected number of calls requiring five rings or more given that eight
calls are answered in two rings or less?

(f) Are the number of calls answered in two rings or less and the number of calls requiring five
rings or more independent random variables?

SOLUTION

(a)

(b)

Let W denote the number of calls answered in four rings or less. Then, W is a binomial random
variable with and .

Therefore, .

(c)

(d)
Then,

That is the distribution of Z given is binomial with and .

(e)

(f)

Because the conditional distribution of Z given does not equal the marginal distribution of
Z, X and Z are not independent.

Reserve Supplemental Exercises Chapter 5 Problem 7

The length and width of panels used for interior doors (in inches) are denoted as X and Y,
respectively. Suppose that X and Y are independent, continuous uniform random variables for
and , respectively.

(a) By integrating the joint probability density function over the appropriate region, determine
the probability that the area of a panel exceeds 93 square inches.

(b) What is the probability that the perimeter of a panel exceeds 46 inches?

SOLUTION

(a)

Because , .

The area of a panel is XY and is the shaded area times 4 below,

That is,

(b)

The perimeter of a panel is and we want .

Reserve Supplemental Exercises Chapter 5 Problem 8

If determine , , , , and by reorganizing the parameters in the joint

probability density function.

SOLUTION
Reserve Supplemental Exercises Chapter 5 Problem 9

Use moment generating functions to determine the normalized power from a cycling
power meter when X has a normal distribution with mean 210 and standard deviation 20 Watts.

SOLUTION

The moment generating function for a normal distribution is

After four derivatives of we have the following

where and .

And at we have

For the given values of the normal distribution

Reserve Supplemental Exercises Chapter 5 Problem 10

Show that if , , ..., are independent, continuous random variables,

for any regions ,

, ..., in the range of , , ..., , respectively. To do so, complete the following

derivation by selecting the correct answers.

By the ______,

From the _______,

Therefore,

By the _______,

SOLUTION

By the definition,

From the independence,

Therefore,
By the definition,

Reserve Supplemental Exercises Chapter 5 Problem 11

Show that if , , ..., are independent random variables and ,

then .

SOLUTION

By the definition,

From the independence,

Also, by the definition,

and, using that , ..., are independent,

Consider the cross-term

that equals

from the definition of the mean.

Therefore, each cross-term in the last integral for is zero and

 =

Reserve Supplemental Exercises Chapter 5 Problem 12

Suppose that the joint probability function of the continuous random variables X and Y is
constant on the rectangle , . Show that X and Y are independent.

Express your answers in terms of a and b. Determine the constant c such that for
, .

SOLUTION

Therefore, .

Then,

for ,

for .

Therefore,

for all x and y, so X and Y are independent.

Reserve Supplemental Exercises Chapter 5 Problem 13

Suppose that the range of the continuous variables X and Y is and . Also

suppose that the joint probability density function where is a

function only of x, and is a function only of y. Show that X and Y are independent.

SOLUTION
The marginal probability density function of X is

where .

Similarly, , where .

Because is a probability density function,

Therefore, and for all x and y, so X and Y are independent.

Reserve Supplemental Exercises Chapter 5 Problem 14

This exercise extends the hypergeometric distribution to multiple variables. Consider a

population with N items of k different types. Assume that there are items of type 1,

items of type 2, …, items of type k so that . Suppose that a random

sample of size n is selected, without replacement, from the population. Let , , …,

denote the number of items of each type in the sample so that . Show that

for feasible values of n, , , …, , , , …, , the probability is

SOLUTION

a) The number of ways to select items from is .

b) Therefore, from the multiplication rule the total number of ways to select items to meet the

conditions is .

c) The total number of subsets of n items selected from N is .

Therefore,
 .

Reserve Supplemental Exercises Chapter 5 Problem 15

Use the properties of moment-generating functions to show that a sum of P independent normal

random variables with means and variances for has a normal distribution.
Find mean and variance for this distribution.

The moment generating function of a normal random variable with mean and standard
deviation is ____.

Mean of the sum of p independent normal random variables is equal to _____.

Variance of the sum of p independent normal random variables is equal to _____.

SOLUTION

The moment generating function of a normal random variable with mean and standard

deviation is .

Let be normally distributed with mean and standard deviation and assume that are
independent. The moment generating function for is the product of the

moment generating functions for each . That is,

And this is recognized as the moment generating function for a normal distribution with mean

and variance .

Reserve Supplemental Exercises Chapter 5 Problem 16

Show that by expanding in a power series and taking expectations term by term we may

write the moment-generating function as . Thus,

the coefficient of in this expansion is , the rth origin moment. Use the power series

expansion for for a gamma random variable to determine and .

SOLUTION

The power series expansion for is

Therefore, and this is seen to provide a moment

in each term in the series.

The moment generating function for a gamma random variable is

and at this equals

Also,

Therefore,