CHAPTER 6

..
Bivariate Probability Distributions and Sampling
Distributions
6.2

a.

We know 1 x 6 and 1 y 6. Each of the 36 outcomes are equally likely, so

p ( x, y ) =
b.

1
36

1 x 6, 1 y 6

P ( x = 1) = p1 (1) = p (1, 1) + p (1, 2 ) + p (1, 3) + p (1, 4 ) + p (1, 5 ) + (1, 6 )

=

1
1
1
1
1
1
6 1
+ + + + +
=
=
36 36 36 36 36 36 36 6

Similarly, p1 (2) = p1 (3) =

Also, p2 (1) = p2 (2) =
c.

= p1 (6) =

= p2 (6) =

1
6

1
6

The conditional probability of x, given y, is:

p1 ( x | y ) =

p1 ( x, y )
p2 ( y )

Since there are 6 levels of y, there are 6 conditional distributions for x.

When y = 1, p1 ( x |1) =

p ( x, 1)
p2 (1)

1
p(1, 1) 36 1
p1 (1|1) =
=
=
1 6
p2 (1)
6
1
p (2, 1) 36 1
p1 (2 |1) =
=
=
1 6
p2 (1)
6

104

Chapter 6

1
p (6, 1) 36 1
p1 (6 |1) =
=
=
1 6
p2 (1)
6

6.4

In fact, p1 ( x | y ) =

1
for 1 x 6, 1 y 6
6

and p2 ( y | x) =

1
for 1 x 6, 1 y 6
6

d.

p1 ( x) = p1 ( x | y ) which implies x and y are independent.

a.

We need to find p(x, y) for X = 0, 1 and Y = 0, 1

p(0, 0) = (.25)(.25) = 0.0625
p(1, 0) = (.75)(.25) = 0.1825
p(0, 1) = (.25)(.75) = 0.1825
p(1, 1) = (.75)(.75) = 0.5625
In table form, we have
X
0
1

b.

c.

0
0.0625
0.1825

1
0.1825
0.5625

p1 ( x | y ) =

p1 ( x, y )
p2 ( y )

p1 ( 0 | 0 ) =

p1 (0,0) 0.0625
=
= 0.2551
p2 (0) 0.2450

p1 (1| 0 ) =

p1 (1,0) 0.1825
=
= 0.7449
p2 (0) 0.2450

p1 ( 0 |1) =

p1 (0,1) 0.1825
=
= 0.2450
p2 (1) 0.7450

p1 (1|1) =

p1 (1,1) 0.5625
=
= 0.7550
p2 (1) 0.7450

p1 ( x) =

p ( x, y )
y

p1 ( 0 ) = p(0, 0) + p (0, 1) = 0.0625 + 0.1825 = 0.2450

Bivariate Probability Distributions and Sampling Distributions

105

p1 (1) = p (1, 0) + p(1, 1) = 0.1825 + 0.5625 = 0.7450

6.6

a.

3 2 2

0 0 3
p (0, 0) = = 0
7

3
3 2 2

1 0 2
3 1 1 3
p (1, 0) = =
=
35
35
7

3
3 2 2

2 0 1
3 1 2 6
=
p (2, 0) = =
35
35
7

3
3 2 2

3 0 0
1 1 1 1
=
p (3, 0) = =
7
35
35


3
3 2 2

0 1 2
1 2 1 2
=
p (0, 1) = =
35
35
7

3
3 2 2

1 1 1
3 2 2 12
=
p (1, 1) = =
35
35
7

3
3 2 2

2 1 0
3 2 1 6
=
p (2, 1) = =
7
35
35


3
p(3, 1) = 0

106

Chapter 6

 3 2 2

0 2 1
1 1 2 2
=
p (0, 2) = =
7
35
35


3
3 2 2

1 2 0
3 1 1 3
p (1, 2) = =
=
35
35
7

3
p(2, 2) = p(3, 2) = 0
x
0
0
y 1
2

b.

p1 ( x) =

0
2
35
2
35

p ( x,

1
3
35
12
35
3
35

2
6
35
6
35

3
1
35

y)

p1 (0) = p (0, 0) + p (0, 1) + p (0, 2) = 0 +

p1 (1) = p(1, 0) + p(1, 1) + p (1, 2) =

3 12 3 18
+ +
=
35 35 35 35

p1 (2) = p(2, 0) + p(2, 1) + p(2, 2) =

6
6
12
+ +0=
35 35
35

p1 (3) = p (3, 0) + p (3, 1) + p(3, 2) =

1
+0+0
35

x
p(x)
6.8

2
2
4
+
=
35 35 35

0
4
35

1
18
35

2
12
35

3
1
35

There are four possible combinations of x and y: (0, 0), (0, 1), (1, 0), (1, 1). Substituting
these values into the formula for p( x, y ), we obtain the following probabilities:
p (0, 0) = p 0+0 q 2(0+0) = q 2

Bivariate Probability Distributions and Sampling Distributions

107

p (0, 1) = p 0+1q 2(0+1) = pq

p (1, 0) = p1+0 q 2(1+0) = pq
p (1, 1) = p1+1q 2(1+1) = p 2
Whenever 0 p 1 and q = 1 p , we get:
0 p( x, y ) 1 and

p( x,
x

y) = 1

The properties of a bivariate probability distribution are satisfied.

6.10

a.

f ( y) =

2y

f ( x, y )dx =

2y

e y 10
e y 10
e y 10 e y 10 e y 10
dx =
x =

=
10 y
10 y y
5
10
10

This is an exponential distribution with = 10 .

b.

The mean DOT estimate is E(Y) = 10.

6.12

a.

f ( x, y )dx dy = 1

ce

x2

dx dy = ce

0 0

x2

y dx
0

cxe

x2

2
ce x
dx =

2
0

c c
=0 = c=2
2 2

b.

f1 ( x) =

f1 ( x) dx = 2 xe

f ( x, y )dy = 2e x dy = 2e x y = 2 xe x
0

x2

dx = e

x2

= 0 (1) = 1

c.

108

f 2 ( y | x) =

f ( x , y ) 2e x
1
=
=
x2
f1 ( x)
x
2 xe

0 y x

Chapter 6

+ +

6.14

a.

Note

f ( x, y )dx dy = 1

x2
cxy dx dy = cxy dx dy = cy dy
Therefore,
2

0 0
0
+ +

1 1

1
12 02
cy
cy 2
c
dy =
= cy dy =
= =1
2
2(2)
4
2 2
0
0
0
1

Since

c
=1 c = 4
4
+

b.

f1 ( x) =

f2 ( y) =

c.

f1 ( x | y ) =

4 xy 2
4x
= 2x
f ( x, y )dy = 4 xy dy =
=
2
2
0
1

4 yx 2
4y
= 2y
f ( x, y ) dx = 4 xy dx =
=
2
2

f ( x, y )
f2 ( y)

From a, f ( x, y ) = 4 xy; and from b, f1 ( x) = 2 x, f 2 ( y ) = 2 y

Therefore,

6.18

a.

E ( x) =

f1 ( x | y ) =

f ( x, y ) 4 xy
=
= 2x
f2 ( y)
2y

f 2 ( y | x) =

f ( x, y ) 4 xy
=
= 2y
f1 ( x)
2x

xp ( x) = 0(.11) + 1(.29) + 2(.4) + 3(.2) = 1.69 red lights

1

x =0

b.

E ( x + y ) = E ( x) + E ( y )
Need to find E ( y ) .
E ( y) =

xp ( y) = 0(.11) + 1(.25) + 2(.4) + 3(.24) = 1.77 red lights

2

y =0

Therefore, E ( x + y ) = E ( x) + E ( y ) = 1.69 + 1.77 = 3.46 red lights.

6.20

a.

From Exercise 6.13, c = 1.

Bivariate Probability Distributions and Sampling Distributions

109

 x y if 1 x 2; 0 y 1
Therefore, f ( x, y ) =
elsewhere
0
+

E ( x) =

xf ( x)dx
1

We need to find the marginal distribution of x.

1

f1 ( x) =

y2
1
f ( x, y )dy = ( x y )dy = xy = x
2
2

0
1

E ( x) = x x dx =
2
1
1

b.

x3
1 2
2 1
x

x
dx
=

2
3 2(2)

23 22 13 12 8 4 1 1 7 3 28 9

= + = =
3 2(2) 3 2(2) 3 4 3 4 3 4 12 12

19
12

We found the marginal of y which is f 2 ( y ) =

3
y
2

0 y 1
1

1
3 2 y3
3

y
Therefore, E ( y ) = y y dy = y y 2 dy =
2
2
2(2)
3

0
0
0
1

c.

3(12 ) 13 9 4
5
= =
4
3 12 12 12

E ( x + y ) = E ( x) + E ( y ) =

19 5 24
+ =
=2
12 12 12

+ +

d.

E ( xy ) =

xy

2 1

f ( x, y )dy dx =

1 0

2 1

( x
1 0

110

xy( x y)dy dx

y xy )dy dx =

x 2 y 2 xy 3

dx
2
3
0

Chapter 6

6.24

(1)

(2)

x2 x
x3
x2
dx =

2 3
2(3) 3(2)

23 22 13 12 4 2
= =
6 6 6 6 6 3

+ +

+ +

E (c ) =

cf ( x, y)dy dx = c

E ( cg ( x, y ) ) =

f ( x, y )dy dx = c 1 = c

+ +

c g ( x, y) f ( x, y)dy dx

+ +

=c

g ( x, y) f ( x, y)dy dx = cE [ g ( x, y)]

(3)

E [ g1 ( x, y ) + g 2 ( x, y ) +

+ g k ( x, y ) ]

+ +

[ g ( x, y ) + g ( x, y ) +
1

+ g k ( x, y )] f ( x, y ) dy dx

+ +

[ g ( x, y ) f ( x , y ) + g ( x, y ) f ( x, y ) +
1

+ g k ( x, y ) f ( x, y ) ]dy dx

+ +

+ +

g1 ( x, y ) f ( x, y )dy dx +

g ( x, y) f ( x, y)dy dx
2

+ +

g ( x, y) f ( x, y)dy dx
k

= E [ g1 ( x, y )] + E [ g 2 ( x, y ) ] +
6.26

From Exercise 6.5, p ( x, y ) =

+ E [ g k ( x, y ) ]

1
36

1
1
p1 ( x) = , p2 ( y ) =
6
6

for x, y = 1, 2, , 6

Bivariate Probability Distributions and Sampling Distributions

111

To show independence,

p ( x, y ) = p1 ( x) p2 ( y )
1 1 1
=
36 6 6

Thus, x and y are independent.

6.28 To determine if X and Y are independent, we must check p ( x, y ) ? p1 ( x) p2 ( y ) .
p(0, 0) = 0.0625

p1 (0) = 0.2450 p2 (0) = 0.2450

p( x, y ) p1 ( x) p2 ( y )

X and Y are not independent.

6.30.

1
f ( x, y ) = xe x / 2e y / 2
8
1
where g ( x) = xe x / 2
8

h( y ) = e y / 2
x and y are independent

6.32

f ( x, y ) = x y
f1 ( x) = x
f2 ( y) =

1
2

3
y
2

1 3

f1 ( x) f 2 ( y ) = x y f ( x, y )
2 2

x and y are not independent

6.34

E ( xy ) =

xy f ( x,

y )dx dy

xy f ( x) f ( y)dx dy
1

by independence

112

Chapter 6

x f ( x) y f ( y)dx dy
1

x f1 ( x)dx

6.36

y f ( y)dy = E ( x) E ( y)
2

Cov( x, y ) = E ( xy ) 12
E ( xy ) =

xy p( x, y)
x =1 y =1

1
1
1
= 1(1) + 1(2) + 1(3) +
36
36
36
6

1 21
+ 6 =
6 6

1 = E ( x) = x p1 ( x) = 1 + 2 +
6
6
x =1

1 441
+ 6(6) =
36 36

2 = E ( y ) = y p2 ( y ) = 1 + 2 +
6
6
y =1

Cov( x, y ) =
6.38

a.

1 21
+ 6 =
6 6

441 21 21
=0
36 6 6

From Exercise 6.5, E ( x) = 1.69 and E ( y ) = 1.77

Cov( x, y ) = E ( xy ) E ( x) E ( y ) =

xyp( x, y) 1.69(1.77)
x = 0 y =0

= 0(0)(.01) + 0(1)(.03) + 0(2)(.05) + 0(3)(.02) + 1(0)(.02) + 1(1)(.06)

+ 1(2)(.12) + 1(3)(.09) + 2(0)(.07) + 2(1)(.10) + 2(2)(.15)
+ 2(3)(.08) + 3(0)(.01) + 3(1)(.06) + 3(2)(.08) + 3(3)(.05)
1.69(1.77)
= 2.96 2.9913 = .0313
3

b.

12 = E ( x 2 ) 12 = x 2 p1 ( x) 1.692
x =0
2

= 0 (.11) + 12 (.29) + 22 (.4) + 32 (.2) 2.8561 = .8339

1 = .8339 = .9132
3

22 = E ( y 2 ) 22 = y 2 p2 ( y ) 1.77 2
y =0

Bivariate Probability Distributions and Sampling Distributions

113

= 02 (.11) + 12 (.25) + 22 (.4) + 32 (.24) 3.1329 = .8771

2 = .8771 = .9365
=
6.40

a.

Cov( x, y )

1 2

.0313
= .0366
(.9132)(.9365)

From Exercise 6.13, we calculated:

E ( x) =

19
5
2
, E ( y ) = , and E ( xy ) =
12
12
3

Therefore,
Cov( x, y ) = E ( xy ) E ( x) E ( y )
=

b.

Cov( x, y ) =

2 19 5 2 95
96 95
1
=
=

=
3 12 12 3 144 144 144 144

1
= .0069444
144

1 = 12 , 12 = E ( x 2 ) [ E ( x) ]

1
x2

E ( x 2 ) = x 2 f1 ( x)dx = x 2 x dx = x3 dx
2
2

1
1
1

1
x 3 16 8 1 1 32 1 31
= x4 = =
=
4
6 1 4 6 4 6 12 12 12
2

12 =

31 19
11
=
12 12 144

1 =

11
144

2 = 22 , 22 = E ( y 2 ) [ E ( y ) ]

E ( y ) = y 2 y dy
2

0
2

114

Chapter 6

3y2
y3 y 4 1 1
1
y 3 dy =
= 0=
=
2
2
4
2
4
4

0
0

1 5
11
11
2 =
= =
4 12 144
144
2
2

6.42

Cov( x, y )

1 2

1
1
1
144
=
= 144 =
11
11
11
11

144
144 144

Cov( x, y ) = E ( xy ) E ( x) E ( y )
=

a1

a2

xy p ( x, y )

x = 0 y =0

a1

xp1 ( x)

x =0

a2

yp ( y)
2

y =0

If x and y are independent, then p ( x, y ) = p1 ( x) p2 ( y )

Thus, Cov( x, y ) =

a1

a2

a1

xy p ( x) p ( y) xp ( x) yp ( y)
1

x = 0 y =0

a1

a2

y p2 ( y )

y =0

E ( xy ) =

x =0

x p1 ( x)

x =0

6.44

a2

a1

y =0

x p1 ( x)

x =0

a2

y p ( y) = 0
2

y =0

xy e x e y dx dy = xe x dx ye y dy = 12

0 0

Cov(x, y ) = E ( x, y ) 12 = 12 12 = 0
6.46

From Exercise 6.2, p ( x, y ) =

p1 ( x) =

1
for x = 1, 2, , 6
6

and p2 ( y ) =

E ( x) =

1
,
36

1
for y = 1, 2, 3, , 6
6

xp ( x) = 1 6 + 2 6 + 3 6 + 4 6 + 5 6 + 6 6 = 3.5
1

x =1

E ( y) =

yp ( y) = 1 6 + 2 6 + 3 6 + 4 6 + 5 6 + 6 6 = 3.5
1

y =1

Bivariate Probability Distributions and Sampling Distributions

115

E ( x + y ) = E ( x) + E ( y ) = 3.5 + 3.5 = 7
V ( x + y ) = 12 + 22 + 2 Cov( x, y )
First, find 12 , 22 , Cov( x, y )
E( x2 ) =

1
1
1
1
1
1
p1 ( x) = 12 + 22 + 32 + 42 + 52 + 62
6
6
6
6
6
6

x =1

1 4 9 16 25 36 91
+ + + + +
= = 15.1667
6 6 6 6 6
6
6

12 = E ( x 2 ) [ E ( x) ] = 15.1667 (3.5) 2 = 2.9167

2

E( y2 ) =

y =1

1
1
1
1
1
1
p2 ( y ) = 12 + 22 + 32 + 42 + 52 + 62
6
6
6
6
6
6
=

1 4 9 16 25 36 91
+ + + + +
= = 15.1667
6 6 6 6 6
6
6

22 = E ( y 2 ) [ E ( y ) ] = 15.1667 (3.5) 2 = 2.9167

2

Cov( x, y ) = E ( xy ) E ( x) E ( y )
E ( xy ) =

xy p( x, y) = 1(1) 36 + 1(2) 36 +
1

x =1 y =1

1 441
+ 6(6) =
= 12.25
36 36

Cov( x, y ) = E ( xy ) E ( x) E ( y ) = 12.25 3.5(3.5) = 0

Thus, V ( x + y ) = 12 + 22 + 2 Cov( x, y ) = 2.9167 + 2.9167 + 2(0) = 5.8334
6.48

f(x, y) = ce x , 0 y x <
1= c

x
0

e x dydx = c

e x y dx = c
0
2

e x2
= c
2

c=2

xe x dx

1 c

= c 0 =
2 2

f(x, y) = 2e x , 0 y x <

116

Chapter 6

E ( x y) = 2

( x y )e x dydx = 2

2 y2
x
x2
x
xe y e
0
2

=2

= (0 0) +

1
2

xe x dy

x
0

ye x dy dx

dx
0

x 2 e x
dx =
2

x 2 e x dx

ex
dx

2
e x
2 x 2e x x2
dx = 2
2

xe x
=
2

Let

e x dx =

1 1

2 2
4

u=x
2

dv = xe x dx
du = dx
e x
v=
2

e ax dx =

1
2 a

V(x y) = E(x y)2 {E(x y)}2

E(x y)2 = E(x2 2xy + y2)

=2
=2
=

2 x2

x e

y 2 xe

x2

y2
2

+e

x2

e x
2

2 xe x
dx = 0 +

x
0

x 2 e x dy 2

x
0

xye x dy +

x
0

y 2 e x dy dx

dx

0
x

y3
3

2
2
x3 2

2 x 3e x x3e x + e x dx = 2
3

x 2 e x

2
=

( x 2 2 xy + y 2 )e x dydx = 2

x3 x2
2
e dx =
3
3

x3e x dx

xe x dx

1 1
= 0 =
2 2
u = x2 du = 2xdx

Bivariate Probability Distributions and Sampling Distributions

117

dv = xe

x2

e x
dx y =
2

V(x y) = E(x y)2 {E(x y)}2

2

1
1 8
=
= =

2 4
2 16
16
6.50

6.52

y=

E(x) = 1p + 0 (1 p) = p

( x ) = E ( x) = p = np

a.

E(y) = E

b.

p = es
( y ) = np = nes

5
y
2 for 0 < y < 5, which 0 < a < 2
Let a =
2 y 5 for 5 < y < 10, which implies 5 < a < 15
2
2
2
y0 = 2a0 for 0 < a0 <

y0 =

2a0 + 5
5
15
for < a0 <
2
2
2
2 a0

F ( y0 ) = F (2a0 ) =

for 0 < a0 <

for

2a

0
1
1
2
1
dy = y = a0 = a0
10
10
10
5
0

5
2

2a + 5
F ( y0 ) = F 0
=
2

2 a0 +5
2

5
2

2 a0 +5
2

1
1
dy = y
10
10
5

2a0 + 5 5
1

= a
20
20 10

5
15
< a0 <
2
2

1
dF (a ) 5
f (a) =
=
da
1
10

118

5
2

5
2
5
15
<a<
2
2

0<a<

Chapter 6

6.56

P ( w w0 ) =

w0 x

e dydx +

w0 x w0

dydx

0 0

w0

dx + e x y dx
= e x y

0
w0
0
xw0

w0

e x ( x x + w0 )dx + e x ( x 0 ) dx

w0

w0e x dx +

w0

w0

xe

dx

w0

0
= w0e x + xe x + e x dx
0
w0

w0

w0

= w0e x xe x e x
w0
0
0

) (

) (

= 0 + w0e w0 w0e w0 0 e w0 1 = 1 e w0
F ( w) = 1 e w
f ( w) =

6.58

dF ( w)
= e w
dw

E ( ) = E [ 3 y1 + 2 y2 + 6 y3 y4 ]

= 3E ( y1 ) + 2 E ( y2 ) + 6 E ( y3 ) E ( y4 )
= 3(2) + 2(4) + 6(1) 0 = 4
V ( ) = V [ 3 y1 + 2 y2 + 6 y3 y4 ]

= (3) 2 12 + (2) 2 22 + (6) 2 32 + (1) 2 42

+ 2(3)(2)Cov ( y1 , y2 ) + 2(3)(6)Cov ( y1 , y3 ) + 2(3)(1)Cov ( y1 , y4 )

+ 2(2)(6)Cov ( y2 , y3 ) + 2(2)(1)Cov ( y2 , y4 ) + 2(6)(1)Cov ( y3 , y4 )

1
= 9(4) + 4(8) + 36(6) + 1(1) + (12)(1) + (36)(1) + (6) + (24)(0)
2
+ (4)(2) + (12)(0)
= 256

Bivariate Probability Distributions and Sampling Distributions

119

6.60

a.

Let w = e y

The range for y is y > 3, which implies 0 < w < e 3 = .0497871

P ( w w0 ) = G ( w0 ) = F ( y0 ) = P ( y y0 ). This implies that y0 = ln w0 .

ln w0

ln w0

F ( y0 ) = F ( ln w0 ) =

( y 3)

dy = e e
0
3 y

= e3 eln w0 1 = e3eln w0 e3 = w0e3 e3

F ( w) = we3 e3
f ( w) =

b.

dF ( w)
= e3
dw

Let w = y 3. The range for y is y > 3, which implies w > 3 3 or w > 0.

P ( w w0 ) = G ( w0 ) = F ( y0 ) = P ( y y0 ). This implies y0 = w0 + 3
w0 +3

F ( y0 ) = F ( w0 + 3) =

( y 3)

( )

dy = e e

w +3

w +3
= e3 e ( 0 ) 1 = e w0 + e3

F ( w) = e w + e3
f ( w) =

c.

Let w =

dF ( w)
= e w
dw
y
3
. The range for y is y > 3, which implies w > or w > 1.
3
3

P ( w w0 ) = G ( w0 ) = F ( y0 ) = P ( y y0 ). This implies that y0 = 3w0 .

3 w0

F ( y0 ) = F (3w0 ) =

( y 3)

( )

dy = e e

3 w0

= e3 e3w0 e1 = e 3( w0 1) + e 2

F ( w) = e 3( w1) + e 2
f ( w) =

120

dF ( w)
= 3e 3( w1)
dw

Chapter 6

6.66

a.

The Central Limit Theorem states that the sampling distribution of y is approximately
normally distributed with a mean of y = = 0.53 and

y =

= 0.193

50

= 0.02729 .

b.

0.58 0.53

P ( y > 0.58) = P z >

= P ( Z > 1.83) = .5000 .4664 = .0336
0.02729

c.

Before tensioning:
0.59 0.53

P ( y > 0.59) = P z >

= P ( Z > 2.20) = .5000 .4861 = .0139
0.02729

After tensioning:
0.59 0.58

P ( y > 0.59) = P z >

= P( Z > 0.36) = .5000 .1406 = .3594
0.02729

It is more likely that the sample measurements occurred after tensioning.

6.68

Handrubbing

y = = 35 , y =

59
= 8.344
50

30 35

P ( y < 30) = P z <

= P ( z < .60) = .5 .2257 = .2743
8.344

(Using Table 5, Appendix B.)

Handwashing

y = = 69 , y =

106
= 14.991
50

30 69

P ( y < 30) = P z <

= P ( z < 2.60) = .5 .4953 = .0047
14.991

(Using Table 5, Appendix B.)

This sample of workers probably came from the handrubbing group. The probability of
seeing a mean of 30 or smaller for this group is .2743, while the probability of observing a
mean of 30 or less for the handwashers is .0047. This would be an extremely rare event if the
workers were handwashers because the probability is so small. It would not be a very
unusual event for the handrubbers because the probability is not that small.

Bivariate Probability Distributions and Sampling Distributions

121

6.70

For n = 36, x = = 406 and x = / n = 10.1/ 36 = 1.6833. By the Central Limit

Theorem, the sampling distribution is approximately normal (n is large).
400.8 406

P( y 400.8) = P z
= P(z 3.09) = .5 .4990 = .0010
1.6833

(using Table 5, Appendix B)

The first. If the true value of is 406, it would be extremely unlikely to observe an as small
as 400.8 or smaller (probability .0010). Thus, we would infer that the true value of is less
than 406.

6.72

a.

From Theorem 6.9, the sampling distribution of y has an approximate normal

1,700
distribution with mean y = = 1,700 and standard deviation y =
=
70
n
= 203.19.
2,500 1,700

P ( y > 2,500) = P z >

= P ( z > 3.94)
203.19

= .5 P (0 < z < 3.94) .5 .5 = 0

b.

Since the probability, given = 1,700, is almost 0, we would cast doubt on the value of
1700 for the mean. In fact, we would believe that > 1,700.
45

6.74

The modification to Theorem 6.9 gives us the

y has an approximate normal distribution

i

i =1

with mean

yi

= n = 45 200 = 9,000 and standard deviation

yi

n 2 = 45(55) 2

= 368.95122.

45

y 10,000 = P z
i

i =1

10,000 9,000

368.95122

= P ( z 2.71) = .5 + P(0 < z < 2.71)

= .5 + .4966 = .9966
6.76

a.

The definition of a chi-square random variable states: If xi has a 2 distribution with 1

degree of freedom, then = 1 and 2 = 2. Using the modification of Theorem 6.9, the
n

sampling distribution of

is approximately normal with mean

i =1

xi

= n = n and

2 x = n 2 = 2n. Thus, for y = xi , the distribution of y is approximately normal

i
with mean = n and standard deviation = 2n .
Then z =

122

yn
has an approximately standard normal distribution.
2n
Chapter 6

b.

For y with a 2 distribution with 30 degrees of freedom, the distribution of y is

approximately normal with = 30 and standard deviation = 2(30) = 7.746.
( 2 )
( 2 )
<z<
P ( 2 < y < + 2 ) = P

= P (2 < z < 2) = 2 P (0 z < 2)

= 2(.4772) = .9544
6.78

Let Y = the number of the 50 college engineering graduates who believe that job matches
closely their engineering studies. Then Y has a binomial probability distribution with n = 50
and p = .30.
a.

Using the normal approximation to the binomial, the distribution of y is approximately

normal with mean = np = 50(.30) = 15 and standard deviation
= npq = 50(.30)(.70) = 3.2404
10.5 15

P (Y 10) P Z <
= P ( Z 1.39) = 0.5000 0.4177 = 0.0823
3.2404

b.

24.5 15

P (Y 25) P Z >
= P( Z > 2.93) = 0.5000 0.4983 = 0.0017
3.2404

c.

30.5 15
19.5 15
Z
P (20 Y 30) P

3.2404
3.2404
= P(1.39 Z 4.78) 0.5000 0.4177 = 0.0823

6.80

Let y = the number of the twenty swordfish pieces with a level of mercury above the FDA
limit. Then y is a binomial random variable with n = 20 and p = .4.
a.

Using the normal approximation to the binomial, the distribution of y is approximately

normal with = np = 20(.4) = 8 and = npq = 20(.4)(.6) = 4.8 = 2.19.
1.5 8

P ( y < 2) P z <
= P ( z < 2.97) = .5 P(2.97 < z < 0)
2.19

= .5 .4985 = .0015

b.

c.

10.5 8

P ( y > 10) P z >

= P ( z > 1.14) = .5 P(0 < z < 1.14)
2.19

= .5 .3729 = .1271
P ( y < 2) = P( y 1) = .0005
P ( y > 10) = 1 P ( y 10) = 1 .8725 = .1275
The normal approximation provides a good estimate of the binomial distribution.

Bivariate Probability Distributions and Sampling Distributions

123

6.82

Let Y = the number of the 70 major Denver bridges that have inspection ratings of 4 or below.
Then Y has a binomial probability distribution with n = 70 and p = .09.
a.

Using the normal approximation to the binomial, the distribution of y is approximately

normal with mean = np = 70(.09) = 6.3 and standard deviation
= npq = 70(.09)(.91) = 2.3944
34.5 6.3

P (Y 35) P Z >
= P( Z > 11.78) 0
2.3944

b.
6.84

Let y = the number of the 500 drywall installers that are women. Then y has a binomial
probability distribution with n = 500 and p = .01.
a.

b.

6.86

Because the probability of observing such an outcome is so small, we would infer that
the 9% forecast is too low.

Using the normal approximation to the binomial, the distribution of y is approximately

normal with = np = 500 .01 = 5 and = npq = 500(.01)(.99) = 2.225.
100.5 5

P ( y > 100) P z >

= P ( z > 42.92) 0
2.225

5.5 5

P ( y 5) P z
= P ( z .22) = .5 + P (0 z .22)
2.225

= .5 + .0871 = .5871

From Theorem 6.11, 2 =

degrees of freedom.

6.88

(n 1) s 2

a.

(10 1)14.4

2
P s 2 > 14.4 = P 2 >
= P > 14.4 ) .100
9

b.

(10 1)33.3

2
P s 2 > 33.3 = P 2 >
= P > 33.3 < .005
9

c.

(10 1)16.7

2
P s 2 > 16.7 = P 2 >
= P > 16.7 .050
9

a.

From Theorem 6.11, 2 =

(
(

b.

1 = 9 degrees of freedom.

124

has a chi-square distribution with = n 1 = 10 1 = 9

( n 1) s 2

has a chi-square distribution with = n 1 = 10

(10 1)16.92

2
P ( s 2 < 16.92) = P 2 <
= P( < 1.5228) < .005
100

Chapter 6

From the data set, we find s2 = 98.158.

c.

(10 1)98.158

2
P s 2 > 98.158 = P 2 >
= P > 8.83424 > .100
100

This probability does not contradict the assumption that 2 = 100.

6.90

(n1 1) s12

has a 2 distribution with 1 = n1 1 degrees of freedom.

2
1

(n2 1) s22

22

has a 2 distribution with 2 = n2 1 degrees of freedom.

(n1 1) s12

F=

/(n1 1)

s12 12
=
2 2
(n2 1) s22
s2 2
/(
n

1)
2
2

12

has an F distribution with 1 = n1 1 and 2 = n2 1 degrees of freedom.

6.92

Let A =

( y1 y2 ) ( 1 2 )
1 1
+
n1 n2

Let B = (n1 + n2 2) s /
2

Let t =

Then A has a standard normal distribution.

Then B has a 2 distribution with

1 = n1 + n2 2 degrees of freedom.

A
B /(n1 + n2 2)
( y1 y2 ) ( 1 2 )
1 1
+
n1 n2

2
=

(n1 + n2 2) s 2 / 2
(n1 + n2 2)
( y1 y2 ) ( 1 2 )
1 1
s2 +
n1 n2

( y1 y2 ) ( 1 2 )
1 1
+ s2 / 2
n
1 n2

( y1 y2 ) ( 1 2 )
1 1
s +
n1 n2

Bivariate Probability Distributions and Sampling Distributions

125

But t =

z
2 /

t has a t distribution with 1 = n1 + n2 2 degrees of freedom.

6.94

a.

To find the marginal probability distribution for x, we need to find P(x = 0),
P(x = 10), , P(x = 90). Since x = 0 can occur when y = 1, 2, 3, 4, or 5 occurs, then
P(x = 0) = p1 (0) is calculated by summing the probabilities of 5 mutually exclusive
events:
P(x = 0) = p1 (0) = p(0, 1) + p (0, 2) + p (0, 3) + p(0, 4) + p(0, 5)
= .001 + .005 + 0 + 0 + 0 = .006
Similarly,
P(x = 10) = p1 (10) = p (10, 1) +

+ p(10, 5) = .002 +

P(x = 90) = p1 (90) = p(90, 1) + p(90, 5) = 0 +

+ .002 = .010

+ 0 = .056

The marginal probability distribution p1 ( x) is given as:

0
10
20
30
40
50
60
70
80
90
.006 .010 .019 .135 .220 .235 .130 .118 .071 .056

x
p1 ( x)

Similarly, the marginal probability distribution p2 ( y ) is given as:

x
p2 ( y )
b.

1
2
3
4
5
.105 .405 .355 .058 .077

The conditional probability of x, given y, is:

p1 ( x | y ) =

p ( x, y )
p2 ( y )

Since there are 5 levels of y, there are 5 conditional probability distributions for x.
When y = 1, p1 ( x |1) =

p1 (0 |1) =

p1 (10 |1) =

126

p ( x, 1)
p2 (1)

p (0, 1) .001
=
= .0095
p2 (1) .105

p(10, 1) .002
=
= .0190
p2 (1)
.105

Chapter 6

p1 (20 |1) =

p (20, 1) .002
=
= .0190
p2 (1)
.105

p1 (90 |1) =

p (90, 1)
0
=
=0
p2 (1)
.105

The conditional probability distribution of x, given y = 1 is given in the table:

x
p1 ( x |1)

0
10
20
30
40
50
60
70
80 90
.0095 .0190 .0190 .2381 .3810 .2381 .0476 .0476 0 0

The other conditional distributions are found in a similar manner and appear below:
0
10
20
30
40
50
60
70
80
90
.0123 .0123 .0247 .1852 .2469 .1852 .1234 .0741 .0741 .0617

x
p1 ( x | 2)
x
p1 ( x | 3)

0 10 20
30
40
50
60
70
80
90
0 0 0 .0704 .1408 .2254 .1408 .2254 .1127 .0845

x
p1 ( x | 4)

0
10
20
30
40
50
60
70
80
90
0 .0172 .0345 .0862 .1724 .4310 .1724 .0517 .0172 .0172

x
p1 ( x | 5)

0
10
20
30
40
50
60
70 80 90
0 .0260 .0649 .0649 .2597 .3896 .1948 0 0 0

c.

Find

d.

E ( y) =

P ( x 40 | y = 3)
= p1 (40 | 3) + p1 (50 | 3) + p1 (60 | 3) + p1 (70 | 3) + p1 (80 | 3) + p1 (90 | 3)
= .1408 + .2254 + .1408 + .2254 + .1127 + .0845 = .9296
5

yp ( y) = 1(.105) + 2(.405) + 3(.355) + 4(.058) + 5(.077) = 2.597

2

y =1

e.

Using the formulas presented in this chapter, we find:

E ( x) = 51.86
Cov( xy ) = E ( xy ) E ( x) E ( y ) = 139.61 51.86(2.597) = 4.92958
E ( y ) = 2.597
E ( xy ) = 139.61
x and y are correlated They are not independent.

f.

Additional Profit = $25,000 x

E ( x) = 51.86, V ( x) = 334.34
E(additional profit) = $25,000 E ( x) = $25,000(51.86) = $1, 296,500
V(additional profit) = ($25,000) 2V ( x) = ($25,000) 2 (334.34)
Standard deviation =

variance = $457,124

Bivariate Probability Distributions and Sampling Distributions

127

6.96

a.

By Theorem 6.9, the sampling distribution of y is approximately normal with

5
=
= 1.118
y = = 15 and y =
n
20

b.

z=

y x

6 15
= 7.42
1.118

P ( y 6) = P( z .742)
= .5 P (7.42 z 0)
.5 .5 (from Table 5, Appendix B)
=0

6.98

c.

Since we should not see this type of result if = 15, we believe the mean time to fall
asleep for the men taking melatonin is less than 15 minutes.

a.

P ( x = .3) = p (.3, 0) + p (.3, 10) + p (.3, 20) + p (.3, 30)

= .07 + .05 + .03 + .02 = .17

b.

P ( y = 20 | x = .3) =

c.

Using the formulas presented in this chapter:

p (.3, 20) .03

=
= .1765
p1 (.3)
.17

E ( x) = .207
E ( y ) = 10.0
E ( xy ) = 1.76
Cov( xy ) = E ( xy ) E ( x) E ( y ) = 1.76 (.207)(10) = .31
x and y are correlated.

6.100

d.

Since x and y are correlated, they cannot be independent.

a.

y = = .000005
y = / n = .000002 / 50 = .00000028

b.

The Central Limit Theorem guarantees that the sampling distribution of y is

approximately normal.
.0000053 .000005

P ( y > .0000053) = P z >

.00000028

= P ( z > 1.06) = .5 P (0 < z < 1.06)

= .5 .3554 = .1446

128

Chapter 6

6.102

From Theorem 6.11, 2 =

( n 1) s 2

has a chi-square distribution with = n 1 degrees of

freedom.

(32 1)(1,311)
2
P ( s 2 > 1,311) = P 2 >
= P > 53.66
2
(27.52)

< .005

6.104

The number of defectives, y, in the sample of 200 has a binomial distribution with n = 200
and p = .08. The lot will be rejected if more than 6% (12/200) of the sample proves to be
defective.

(12 + .5) np
P(lot rejected) = P ( y > 12) P z >

npq

(12.5 200(.08)
= P z >
= P ( z > .091)

200(.08)(.92)

= .5 + P (0.91 < z < 0) = .5 + .3186 = .8186

6.106

a.

By Theorem 6.9, the sampling distribution of y has an approximate normal distribution

with mean y = = 1,312 and standard deviation y = / n = 422 / 100 = 42.2.

b.

1, 418 1,312

P ( y 1, 418) = P z
= P( z 2.51)
42.2

= .5 P(0 < z < 2.51) = .5 .4940 = .0060

c.

If the actual mean is y = 1.418, we would believe the population average stated,
= 1,312, is incorrect.

d.

The sampling distribution of

(n 1) s 2

is chi-square with = (n 1) = (100 1) = 99

degrees of freedom.
e.

(100 1)250,000

2
P ( s 2 > 5002 ) = P 2 >
= P ( > 138.979)
4222

Using Table 8, Appendix B, this probability is between .005 and .01. Since
.005 < P( s 2 > 5002 ) < .01, then .005 < P ( s > 500) < .01.

6.108

a.

If y is an exponential random variable, then = E(y) = = 60. The standard deviation

of y is = = 60.
Then, E ( y ) = y = = 60;
V ( y ) = y2 =

2
n

602
= 36
100

Bivariate Probability Distributions and Sampling Distributions

129

b.

c.
6.110

Because the sample size is fairly large, the Central Limit Theorem says that the
sampling distribution of is approximately normal.

30 60
= P(z 5.0) .5 .5 = 0
P( y 30) = P z
36

Let c = (2 y 2 + 3). The range of the y is 1 y 5 which implies the range of the c is
5 c 53.
P (c c0 ) = C (c0 ) = F ( y0 ) = P ( y y0 ). This implies that y0 =

c3
F ( y0 ) = F
=
2

( c 3) / 2

F (c ) =

1 c 3 1

4
2
4

f (c ) =

1
dF (c)
(c 3) 2
=
dc
8 2

1
1
dy = y
4
4
1

( c 3) / 2

c3
2

1 c3 1

4
2
4

20

P (c 20) = 1 P (c 20) = 1

8
5

1 c3
= 1
4
2

20

1
2

(c 3) 2 dc

1 17
2
= 1

4 2
2

= 1 .4789 = .5211
6.112

a.

V ( x + y ) = V ( x) + V ( y ) + 2(1)(1)Cov( x, y ) = V ( x) + V ( y ) + 0 = V ( x) + V ( y )
V ( x y ) = V ( x) + V ( y ) + 2(1)(1)Cov( x, y ) = V ( x) + V ( y ) + 0 = V ( x) + V ( y )
V ( x + y) = V ( x y)

b.

130

Cov [ ( x + y ), ( x y )]
= (1)(1)Cov( x, x) + (1)(1)Cov( y, x) + (1)(1)Cov( x, y ) + (1)(1)Cov( y, y )
= Cov( x, x) + Cov( x, y ) Cov( x, y ) Cov( y , y )
= Var(x) Var(y)

Chapter 6

6.114

a.

Let w = y . The range for y is 0 y 1 which implies

0 w 1 or 0 w 1.

P ( w w0 ) = w( w0 ) = F ( y0 ) = P ( y y0 ). This implies y0 = w02 .

w02

F ( y0 ) = F

( )
w02

w2

0
3 y 2 dy = y 3 = w06 0 = w06
0

F ( w) = w06
f ( w) =
b.

dF ( w)
= 6 w05
dw

Let w = 3 y. The range for w is 3 1 w 3 0 or 2 w 3.

P( w w0 ) = w( w0 ) = F ( y0 ) = P( y y0 ). This implies y0 = w0 3.
F ( y0 ) = F ( w0 3) =

w0 3

w 3

0
3 y 2 dy = y 3
0

= ( w0 3) 0 = ( w0 3)
3

F ( w) = ( w 3)3
f ( w) =
c.

dF ( w)
= 3( w 3) 2
dw

Let w = ln( y ). The range of w is ln(3) w ln(2).

P ( w w0 ) = w( w0 ) = F ( y0 ) = P ( y y0 ). This implies y0 = e w0 .

F ( y0 ) = F e

w0

w0

) = 3 y dy = y
2

w0
3 e

= e w0

0 = e3w0

F ( w) = e 3 w
f ( w) =
6.116

dF ( w)
= 3e 3 w
dw

Let y have an exponential distribution with = .

Let w = 2y/ y = w/2

E ( w) = 2 / E ( y ) = 2 / = 2

Bivariate Probability Distributions and Sampling Distributions

131

 e y /

f ( y) =
0

e w / 2

f ( w) =
0

1 w/ 2
e
f ( w) =
0

0 y
elsewhere
0w
elsewhere

0w
elsewhere

which is the density function of a 2 random variable with v = 2 degrees of freedom.

6.120

To use Theorem 6.7, we must first find the cumulative distribution function of y.
y

F ( y ) = 2(t 1)dt = t 2 2t 1 = y 2 2 y (1 2) = ( y 1) 2
1

Let g = F ( y ) = ( y 1) 2 . By Theorem 6.7, g has a uniform density function over the interval
0 g 1.

g = ( y 1) 2 g = ( y 1) y = 1 + g
By selecting random numbers from the random number table and substituting them in for g,
we will get random selections for y.

6.122

(ln y ) 2
1

e 2
f ( y ) = y 2

x = ln y dx =

y>0
otherwise

1
dy, < x <
y

1
Thus, by substitution, f ( x) =
e
2

( x )2
2 2

< x <

Then x has a normal distribution with mean and variance 2 .

132

Chapter 6