Student Solutions Manual for

Introduction to Probability
with Statistical Applications

Geza Schay

University of Massachusetts at Boston

1.1.1.
a) The sample points are





 





 

and the elementary events are


   

b) The event that corresponds to the statement  at least one tail is obtained is





c) The event that corresponds to  at most one tail is obtained is
1.1.3.
a) Four different sample spaces to describe three tosses of a coin are:


 

 







an even # of






 





 



 

  

   





s, an odd # of




 

 

 
 

 


  



 

    

  

where the fourth let-

ter is to be ignored in each sample point.


the event corresponding to the statement  at most one tail is obtained in three
b) For


 
 












tosses is
. For
it is
and in
it is not possible
 
to  nd such an event. For
the event corresponding to the statement  at most one tail is
obtained in the  rst three tosses is




 






  

c) It is not possible to  nd an event corresponding to the statement  at most one tail is obtained
in three tosses in every conceivable sample space for the tossing of three coins, because some
sample spaces are too coarse, that is, the sample points that contain this outcome also contain
 

opposite outcomes. For instance, in
above, the sample point  an even # of s contains





  

for which our statement is true and the outcome
the outcomes
for which it is not true.
1.1.5.
In the 52-element sample space for the drawing of a card

a) the events corresponding to the statements 

 An Ace or a red King is drawn, and 

 


 
 


 
 The card drawn is neither red, nor odd, nor a face card are 

 
        !"   # $  $  $  $  !" $ %
and 
, and
b) statements corresponding to the events
& ' () * + * , *  - * %
' (#          !"   # $   $   $  $  !" $ %
'
, and .
are /
0
1
' 0
The Ace of hearts or a heart face card is drawn, and 2
An even numbered black card is
1
drawn.
1.1.7.
Three possible sample spaces are:
% 
$ 3 ' (
The 365 days of the year
1

$
$

'
'

% 

January, February,. . . , December

(
%
Sunday, Monday, Tuesday, Wednesday, Thursday, Friday, Saturday

1.2.1.
( ! 
a)
b)
c)
d)
e)
1.2.3.

 




 




 

 

,


 

 

 


 

or

 

 

 

 

 

 

1.2.5.
!

"

"

$ #

"

 $ !


"

"

"

 


 


 

 

"

"

"

"

$ #

'

 

"

$ !

$ #

 

'

"

'

$ !

"

$ !

'

"

 

 

"

'

 

 &  

 

 

   

'

 

 &

"

  


 


 

 

 

  

 

"

"

 

 

   

 

 

 

 

 

  

  

 

 

 


  

 

 &

 

  

'

'

 

'

 

"


"

 

$ #

 

"

$ !

'

 

'

"

$ !

 

'

"

 

$ !

1.2.7.
a)
but
b)
and
c)
and
1.2.9.
The Venn diagram below illustrates the relation
the diagram, we have
and
Similarly,
!

  

 #

 

"

  






Figure 1.

 &

 

 

  

"

 

Using the region numbers from

which is the region outside both
the whole sample space.
!

   

1.2.11.
that is, that whenever
then
Then
1. Assume that




or

or

On the other hand, clearly




Thus,
implies
2. Conversely, assume that
that is, that
or

Hence, if


then must also belong to
which means that



Alternatively, by the de nition of unions,
and so, if
then substituting
for
in the previous relation, we obtain that
implies
1.3.1.
a) The event  corresponding to 
 is 4 or 5  is the shaded region consisting of the fourth




and fth columns in the gure below, that is, 
and
.
!

'

'

'

'

'

'

'

'

Figure 2.

     &

  %

'

or


$

 

     &

is 4 or 5


the shaded region in the gure below, that is,


and
.


corresponding to 

b) The event corresponding to  or  is



and
$

 

 

 & % 

Figure 3.

'

c) The event corresponding to  but not



and
below, that is,
$

 




corresponding to  or 
is
 


 & 

Figure 4.

"

"

corresponding to  but not 

the darkly shaded region in the gure

d) The event corresponding to


gure below, that is,
$ 

  %  $ 

and
% 

"

"

"

the darkly shaded region in the

corresponding to and  and 

and  , but not

%  $ 

is

e) The event corresponding to


the gure below, that is,

%  

"

Figure 5.

$ 

$ &

and

% 

$ 

% 

$ 

is

  %  

"

"

the darkly shaded region in

"

Figure 6.

"

corresponding to

and  , but not

1.3.3.

 

 

 

 

 

 

 

 


 

 

   

 

 

  

1.3.5.
or (that is, at least one of them) is certain to occur.


2.1.1.
Let


set of drinkers, and


Hence



 and so,


 

 



 



 

 

 

2.1.3.

If 
then and have no common element. Hence
common element either.





 
Alternatively, if 
then 
The proofs of the other cases just need changing letters.
2.1.5.


 

set of smokers. Then



From Theorem 2.1.2,


and

cannot have any

 

 

 

 

 

2.2.1.

a)

b)









  

 

 



 

 

 

 

  

 

 

 

 




 

  

 



 

 

 

 

 






















Figure 7.
















 




 

 










 




 


c) 
2.2.3.




 




 

 



 




    

 

 

 

 

 

 

 






 

 

 

 

 



  

 

 







2.2.5.

a)
2.2.7.
a) 
2.3.1.


 

 

 

 




b)

2.3.3.


b)




2.3.5.


 


 

 


 

The number of permutations is

and each of the four marked sets containing
six permutations corresponds to an unordered selection, that is, to a combination. Thus, by
and this is,
the division principle, the number of combinations must be
indeed, how many sets we got.
2.3.7.


 

 

 

 




b)

 

2.3.9.
a)
2.3.11.
a)
b)
c)
d)
2.4.1.

 

,
,


1
1
1

10

35
70

126

15

35
56

84

20

21
28

36

6
10

15

7
8

4
5

1
1

1
1
1

21
56

126

1
7
28

84

8
36

2.4.3.



 

 

 

2.4.5.





2.4.7.
a)
b)
for any
2.4.9.
a)
b)
2.5.1.
a) ,
b)
,
,
c)
d)
2.5.3.
,
a)
b)
,
c)
,
d)
2.5.5.
a)
b)
2.5.7.
indistinguishable balls into
distinguishable boxes. It
a) This is like putting
can be done in
ways.
b) There are 9 spaces between the 10 balls if we put them in a row. With two dividing
bars, we can divide the balls into 3 groups. So, the number of ways of dividing them into 3
nonempty groups is
2.5.9.
ways.
You have to choose boxes out of This can be done in

"

&

'

$ (

* $

'

F GN

 
- . / 0


1

 

2 3
4

  
- 5 .

 

1
6

; <

; <

F GH

 

>

<

>

F GK

N I

F QL I

F GL

F GM

P Q

F L

UQ S T

Z U

V ]

Z U

S V

b
^ S V ^ S\ ^

b \c

X Y

[ S TU S _

[ ^

c d

` a

X Y

X `

~ 

h f g

g ij g

l m n

oh g

p n

hq g
g

p n

s n n

p n

t v

s n n

m l n

x y

w
u {

{ |

~ 

{ |

3.1.1.
a) P(
b) P(
c) P(
d) P(

e) P(

f) P(

g) P(

h) P 
3.1.3.





  ,

 ,



 ,

 




  ,

 ,

 ,


  

 

    

P(

 
 


 

 

   

   

and
Thus, by Axiom 3, P 
P
P
Similarly,
 
  
   
  
 
   
   
   
P
P(
P
Adding, we get P 
P
P
2P 
P(
   
   
  
    
  
Here, again by Axiom 3, we have P 
P
P(
P(
Hence, P 
 
   
   
   
 
  

  
P
P(
P
and so P 
P
P
P
3.1.5.
     
 
    
   
we have, as in Problem 3.1.3, P 
P
P
and so
Since
   
  
   
   
  
 
we always have P 
P
P
Thus, P 
P
P
if and only
  
  
   

 
if P 
P
This relation is true, in particular, if
that is, if
But
  ! 
    
  
  
 
 
  
P
P
can also hold if
but P(
because P 
P(
P

 
for any and
3.1.7.
a) This result follows at once from Theorem 3.1.2 because we are subtracting the (by Axiom
  
 
 
 
from P 
P
on the right of Equation 3.1.1 to get P(
1) nonnegative quantity P 

).
  
 

 
b) Apply the result of Part a) with
in place of
and in place of
Then we get
       "
   
  
   
P 
P
P
Now, apply the result of Part a) to
and we
       "
 
 
 
obtain P  
P
P
P
Since unions are associative, this proves the
required result.
$
c) This relation can be proved by induction: As seen above, it is true for #
and 3. For

 
any larger # assume the formula to be true for #
Then we can prove it for # as follows:
5 6
A B
and by Part a), P 7 8 9< =: ; < ?
P( C DG HE F G J K P L M N J O
P  % &' ( ) * ' + , P - % &0 1. / 0 3
N Q R
/ 2
2 4
;
>
>
@
F I
S
V
W
X
Y
Z
[
\]
By the induction hypothesis, P L P S T R U
P ^ _ ` a b and so, putting all these relations
[
together, we get P c d e` f g _ ` a h i jk l m P n o p q r
3.2.1.
a) s t u o s o v w o s x s w o s x v w o v o s w o v x s w o v x v w x s o s w x s o v w x s x v w
x v o s wx v o v wx v x s y r

10

b) P(o and x q t
t
r
c) There are 6 possible unordered pairs, 4 of which are favorable. So, P(o and x q t
t
r
d) Here we are drawing without replacement and so each pair consists of two different
cards. Thus, each unordered pair corresponds to two ordered pairs and therefore each one has
t
r In Example 3.2.2, some unordered pairs correspond to two ordered
probability
pairs and some to one.
3.2.3.
We did not get P(at least one six) = 1, in spite of the fact that on each throw the probability of
getting a six is , and 6 times is 1, for two reasons: First, we would be justi ed in taking
the six times here only if the events of getting a six on the different throws were mutually
exclusive then the probability of getting a six on one of the throws could be computed by
Axiom 3 as
but these are not mutually exclusive events. Second, the event of getting at
least one six is not the same as the event of getting a six on the rst throw, or on the second,
or etc.
3.2.5.
P(different numbers with three dice
3.2.7.
people can be seated in
ways. The number of favorable cases is
because the group of men can start at any one of the
seats and must be followed by the
group of women, and in each case the men can be permuted
ways amongst themselves
and the women ways. Thus, P
3.2.9.
This problem is like sampling good and bad items without replacement. The good items are
the player s numbers and the bad ones are the rest. Thus,






 

 

 

! & "

P(jackpot

P QR P Q
S T Q

. /

$ !
#

%#

&

$ %

'

"

%#

Z
c

A B



 

) $ % *

and P(match 5

: ; 8 7 :9 ; < =

X W ] X_ X` W \ a b

G H

?
4 75 68 4 5

P UR P
V WX Y Z W[ \ ]

"

,
-

. 0 /

1
,
. 2 3

f g

4
i

>

G J H

I E
K
G L M
H

E
F

@
N

3.2.11.
a)
b)
c)
3.2.13.
To get 5 cards of different denominations, we may rst choose the 5 denominations out
of the 13 possible ones and then choose one card from the 4 cards of each of the selected
l

j kl m

j kl m

j kn m

j n

m k

lk r

l r
k

p
k

j ls r

iu u

i v w x

ls r

denominations. Thus, P all different

z

straights and

~
z | } { z  {
~
|
z ~ {

(Note that we have included

ushes in the count, that is, cards with ve consecutive denominations or

11

ve cards of the same suit, which are very valuable hands, while the other cases of different
denominations are poor hands.)
3.2.15.
For the pair we have 13 possible denominations and then for the triple, 12 possible denominations. For the pair we have
choices from the 4 cards of the selected denomination and

 

for the triple

Thus, P full house in poker


  

     

 

     

3.2.17.
In poker dice, we have 6 possible numbers for the pair and then 5 for the triple. These
ways. Thus
selections can be ordered in
   

"

# $

&

' () * + , (

P full house in poker dice

3.2.19.
If
,
and
then the last inequality is equivalent to
which together with
means that
is greater than or equal to both 0
and so
The middle two inequalities say that
is less
and
than or equal to both and
and so
. Thus,
,
and
imply
.
Conversely, if
then the rst part implies that
and
or
and the second part implies that
and
Thus,
implies
,
and
3.3.1.
Let
even and
odd and consider the sample space
for throwing three dice. Then
and
The elementary
events are equally likely, and so P
P
and P
Hence,
P P
P
3.3.3.
P
P
and P
Also,
and so P
Thus, P
P P
and and are not independent, but P
P P
P
3.3.5.
P
P
P
P
P
a) Let and be independent. Then P
P
P
P
P
b) Similarly, P(
P
P
P
P P
P
P
P( P


   %

. /

5 6

5 6

5 6

5 6

2 8

2 8

<

<

<

<

<

/ (

3 0

2 3

9: 7

9 : 7

9 : 7

3 0

/ 8

3 0

/ 8 3

9: 7

B <

<

<

<

>

<

<

<

@
8

7 D

2 3

/ 8

B <

<

B <

<

<

<

<

B <

<

<

<

K M

KL

<

<

<

/ (

2 (

<

<

<

<

FG

JI

K L

KL

/ 8

3 0

>

2 8

2 8

) 3 .

/ 3

) 3 .

/ 3

) 3 .

) 3 .

<

/ 3

2 3

KL

K M

JI

K P

QF R

SI

T K U V W N X

KL

Q IR

KL

K P

H
Y

KL

K P

KL

Q IR

KL

K M

KL

]^

ZL

K M

N _

KL

ZM

ZM

KL

KL

ZM

KL

K L

KM

ZM

ZL

12

ZM

KL

]^

KL

N _

ZM

3.3.7.

K
N

K  N

Z JI [


V

K ^ N

Z JI [


V

K  N

^

Z JI [


V

K U N

^

Z JI [


V

K N

Z JI [

Z JI [
O

Figure 8.
3.3.9.

Similarly, the probability is the
The probability that a ball picked at random is red is 
same for white and also for blue. Thus, the probability for any color combination in a given
order for six independently chosen balls is
We can obtain two of each color in    
H

QI

Z QI [

Z J

different orders. Thus, P(two of each color

               
3.3.11.
If    , and  are pairwise independent and  is independent of     then, on the one hand,
P         P        P     P     P      P   P    P   P   
P       and on the other hand, P          P    P       P    P     P   
 P     !  P    P     P    P     P    P    P     Thus, P       P    P    P    
and this relation, together with the assumed pairwise independence, proves that    and 
are totally independent.
3.4.1.
a) " #  %$&  " '  %( &(  " # '  %) &  " # * + , .- . / 0 + * 1 , 2- 3
.
.
.
b) P 4 5 6 , 7 / P 4 8 6 , 7 / P 4 5 8 6 , 9 / P 4 5 : ; < = ?> @ P A ; : B < = ?> C
3.4.3.
If B = D E or F G and ; = D H @ I @ E G @ then B ; = D E G and P A B : ; < = J> C
3.4.5.
By Theorem 3.4.1, Part 3, P(Republican : under 30) + P(Democrat : under 30) + P(Independent

13

under 30 <

P(
and under 30)

P(under 30)

P(Republican or Democrat or Independent : under 30 <

=

P(under 30)
P(under 30)

P(

under 30 <

 C

3.4.7.
Whether the selected girl is the  rst, second or third child in the family, her siblings, in the
order of their births, can be          or    In two of these cases does the family have two
girls and one boy. Thus, P(two girls and one boy  one child is a girl



3.4.9.
The number of ways of drawing two Kings, which are also face cards, without replacement,
is     and the number of ways of drawing two face cards is       Thus, P(two Kings  two
 

face cards
        
3.4.11.

 
P(exactly one King  at most one King        " # % # & (' ( )


3.5.1.

 

 

!$

Figure 9.
P * # & ,+ - .+ / ,+ - (0 & .+ 21 )
3.5.3.
a) P(both are Aces 3 one is an Ace#

&

b) P(both are Aces = one is a red Ace>

c) P(both are Aces H one is ASI

. 45
6 4 7 8 9 6 : 46
;

8
5 5 <

P(a red ace plus another ace)

P(one
is a red ace)
KF
F

F KL M L
F KN F M N F K F

F O G

P(AS plus another ace)

P(both are Aces)

QR
P

@
9?
?

K S M S K
Q
QR Q
T K S
P
Q PR Q
P

4 A 9
4
@ B
@
@ B
9? C D ? 4
4
@ B ? @
@ B
?
?
?
?
?

? @

7
8E F G

U V
d) P(one is AS H both are AcesI J
J
J
3.5.5.
P
Equation 3.5.22 becomes P W X Y Z [ P W X Y \ ] Z ^ _ ` P W X Y a b c d e for f g h g i j where
e k
l m n and o p denotes the event that the gambler with initial capital q is ruined. First,

14

we try to nd constants
such that P   p  
for   q   just as in the analogous,but

more familiar, case of linear homogeneous differential equations with constant coef cients.
p
p   
p   
Substituting from here into the rst equation, we get



and canceling


       

!
       
 or, equivalently, the quadratic equation
The solutions are
) 3
 
" # $ " % & ' (
)
;7 8 9 : 7 Separating the two roots, we
+
,
.
/
0
1
.
,
/
2
4
0
5
6
Now,
and
so
'
*
8
<
> @
> @
;
;8 9 : ?
;: 9 8 ?
A and =
?
obtain = > ?
: and for the general solution of the difference
8

equation P B C D
conditions P O P

Q R

Consequently,

D
F = >

?
S

H =

and P O P

U R

I KJ L

As in Example 3.5.5, we have the boundary

and we use them to determine the constants W and X N

D
;

I KJ L M

and

I KJ L

V N

Hence,

and

Z
Z [ \] ^ _ ` a

d ef g h ij

Thus, the probability of the gambler m s ruin is P n o p q r s t u v w x y z { | } ~  if he

y z{ | } ~ 

starts with dollars and stops if he reaches dollars. If that is, the game is favorable

for our gambler, then and so the gambler may play forever without
k

d ef g h ij

getting ruined and the probability that he does not get ruined is
3.5.7.


P P PP PP P

3.5.9.
P P P P PP PP P P P

For other ways of solving this problem, see Example 3.4.5.

3.5.11.

P


3.5.13.

The hit-and-run taxi was
Let The witness says the hit-and-run taxi was blue,

blue, and
The
hit-and-run
taxi
was
black.
Then
P






Thus, the evidence against the blue taxi is very weak.

15

4.1.1.
The p.f. of

is given by


  
  
  

  

for 

         

with histogram

0.4

0.3

0.2

0.1

and the d.f. of X is given by











   









!

 "

if
if
if
if
if
if
if


# # #
% & &
'  (
' ) '
' ' '


 $
 $
# $


 "
 "
 "


#

&
 " *
& $
*
 "

$
 +


with graph

1
0.8

0.6
0.4
0.2

4.1.3.

The possible values of are 

 , # ,

and -

 
 

16

.

P(2 heads

/ 01 2 3 14 2 0 5

 

heads

 

P(1 head 5 P(3 heads

The histogram is


and

  

 

 

P(0 heads

P(4

0.4

0.3

0.2

0.1

-4

-2

The d.f. is given by










5









 

if
if
if
if
if
if

 

 

 

  

 

  

 





with graph

1
0.8
0.6
y
0.4
0.2

-4

4.1.5.
The possible values of
P
)
%

 

 "

-2

are
and
P(1 or 4 heads


 

 

 

$ % '
(

17

 "

$ &(

' %

%
( *

P(2 or 3 heads
and
P

 

 "

$ %& '

$ &(

' %

P(0

or 5 heads

$ &(

' %

The histogram is

(
( *

0.6

0.4

0.2

The d.f. is given by

if
if
if
if





 






with graph

1
0.8
0.6
y
0.4
0.2

18

4.1.7.

 


  






 

 

 

 

 

 

  

   
"

and % & ' (

4.1.9.
The p.f. is 4

  

) *

# * ,
&

56 7

   

98

for -

for 6

 

   

Thus, in general,

   

/ 0 1 0 2 0 3 3 3 3

/ 0 1 0 3 3 3 0 : 0

with histogram

0.1

x 4

and the d.f is

<
=

;
56 7

?
AB C

D E

.
>
F

19

if
if
if

F
B

G
I

/
B
E J

     

"

# ! $

with graph

1
0.8
0.6
y
0.4
0.2

4.1.11.
First, we display the possible values of
dice:

 

from here we can read off the values of the p.d.f. as









E D

D
D

E D









Hence the histogram of

D
F

x 4

in a table as a function of the outcomes on the two

Since each box has probability




D
D








E
E
E
E
E

is

20

if
if
if
if
if
if


F






0.2

-1

x 4

and the d.f. is given by











E D

E D
F















D
D
D

if
if
if
if
if
if
if







E
E
E
E

G
I






with graph

1
0.8
0.6
y
0.4
0.2

x 4

4.1.13.
Since
       is a nondecreasing sequence of events,       
           and
the terms of the union are disjoint, Axiom 2 gives P     P          P      ! " # $
%
%
By the de nition of in nite sums, the expression on the right is the limit of the partial sums,
21

that is, P #
P
P
Applying Axiom 2 again, we
get P
P
P
4.1.15.
be a sequence of real numbers decreasing to
and let
Let
for every
Then
P
and
for
Furthermore,
because there is no
for which the real number
can be
for every
considering that
Thus, by the result of Exercise 4.1.14,
P
P
Hence, by the theorem from real analysis
quoted in the hint,
4.1.17.
Consider any xed real number
and let
be a sequence of real numbers decreasing
to
and
for every
Then
P
and
for
Furthermore,
Thus, by the result of
P
P
By a theorem from
Exercise 4.1.14,
real analysis, if
for every sequence
decreasing to
then
that is, is continuous from the right at
Since we have proved
this result for any real number
is continuous from the right everywhere.
4.2.1.
if
1.
Let
Then
if
or


 

= > ?

"

 

&

'&

) *
(

X Y
W

Z [

J >

J D

 

) /

g p

0 1 2 1

w p

 

4 5 6

? R

T C U

F G

C O

O O

J G K

>

c _ d

{ y

2. Hence

Thus,

<

: ;

  

c u

y z

f g

m n o


 

, -

m n o

g p

m n o

  

if
if

or

22

and its graph is

0.5
0.4
0.3
y
0.2
0.1

-1

3.

 


   

if
if
if


  


and its graph is

1
0.8
0.6
y
0.4
0.2

-1

4. P  
5. P  !
4.2.3.
1.

Let
C




&



> DF
DE

  

 

 "

'

H I

2.

Hence K

Thus, H

LM N G

P Q
U

 

if
if

)( *
.




  

P 

 "

!

 

Then

 "

 #

3 54

2
4

6 78 9 : 8

J I

if
if

and its graph is

23

$
%

3 5;
4

3 4
: 8 <

>? @ A
=

1
0.8
0.6
y
0.4
0.2

3.

R  

  


  

 

if
if

  

and its graph is

1
0.8
0.6
y
0.4
0.2

4.
5.

P
P

!
#

"
"

# $ %
,!

,$ %

&

4
*)

# $ %

' (

( # $ -

"

10

*) +
!

# $ %

&

( # $ -

/' (

&

# $ 0 %

1 -

' (

*)

*) +

4.2.5.
1.

2.
3.
4.
5.
6.
7.

Roll a die. If the number six comes up, then also spin a needle that can point with
uniform probability density to any point on a scale from 0 to 1 and let ! be the number
the needle points to. If the die shows 1, then let ! % ' 2 and if the die shows any number
other than 1 or 6, then let ! % # +
P ! " ' 3 # $ % )* 2
)
P ! " 4 3 # $ % 5) 2
P ' 3 # " ! " # $ % 5) ( )* % 6) 2
)
P ! % ' $ % 5) ( 7) % *7) 2
P ! . ' $ % ' ( 5) % 5* 2
P ! % # $ % ' ( 5) % 5 +
24

4.2.7.



 



 


if
if
if
if



1.

&

2.
3.
4.
5.
6.
7.

P  
   
P       
P
     
P  
  
P  
 

P     

 $ %


 

 


 

  

  

 
    


   

   

   


 

 





4.3.1.
The p.f. of  and the possible values of  can be tabulated as

 
!" # $

' ( " ) * +"

 
%& %%

 
%& %%

 
%& %%

 
%& % %

%& % %

%& % %

%& %%


%& %%


%& %%


%& %%


%& % %

,-

./

%/

%-

* .

* .

%-

Thus, the p.f. of 0 is given by the table

' $
1 2 !' # $

* .

%-

%/

./

,-

.& %%

.& % %

.& % %

.& %%

%& %%

%& %%

%& %%

4.3.3.
The possible values of 3 are 0 and 1, and so the possible values of 0 are 4 5 6 7 4 8 (
% ( 9
1 2 !' # ( = > ? @
if A B C
: ; < Thus,
4 5674 8
if A B D ? E F
>? @
if A N C
L C
Hence, G H I A J B K > ? @ if C O A N D ? E
M
if D ? E O A F
>
4.3.5.
if Q N C
L C
G P IQ J B K >
if C O Q N > and so G H I A J B P I S O A J B P I T U V W X Y Z P [ V
M
R
if > O Q
>
^ _
if X a b
\]
Differentiating both sides, we get the p.d.f. as f g
[\ ] Y Z ` c
if X d b e
if X a b
\]
`
b
if X d b
e
4.3.7.
b
if X
^
g [ X Y Z P [ h W X Y Z P [ iV i W X Y Z `
P [ j X W V W X Y Z k ml
if t
l n o pq r s q

25

and

W \] Y Z

[X Y Z

a b
u v

Differentiating both sides, we get the p.d.f. as

4.3.9.
For a given


    

Thus, $

Hence, K L

. So, if



&" '

MG N

4.4.1.
The values of

P LQ

"

MG N

 

if
if


 

u v

otherwise.

k p _

l p

m p

n p

o p

q p

f
f
f
f
f

for given b and d are

d
l

l p j

m p k

n p l

o p m

q p n

m p _

n p j

o p k

q p l

r p m

o p _

q p j

r p k

s p l

r p _

s p j

j _ p k

n p

o p

q p

r p

f
f
f
f

q p

r p

s p

u vw

xy

f
f
f

j
k

s p

j _ p

p z {

of

j _ p _

j
k

and

j j p

j j p j
j k p _

is given by the table below:

e
j

j | l o

j | l o

j | l o

j | l o

j | l o

j | l o

j | l o

j | l o

j | l o

j | l o

j | l o
_

j | l o
_

j | l o

j | l o
_

j | l o
_

j | l o

j | l o

j | l o

j | l o

j | l o

j | l o

j | l o

j | l o

j | l o

j _

j | l o
_

j | l o
_

j | l o

j | l o

j | l o
_

j | l o

j | l o

j | l o

j | l o

j k

j | l o

j | l o

j j

4.4.3.
t

j p j p j p j p j p j {


a

}    ~   

2.

1.

and e

g h i

, there are two solutions modulo   :           and   

" , then #
falls in the angle on the bottom between these two values.
if , - . /
)
0 1 2 34 5 2 4 6 7
8 1
9
8: ;
1: < = > ? @ A BC
' 
(
if D E F G H E
*
+I
if E F G J
[
\ ]
^
]
\
if
T U V W X Y Z

and so the joint probability function t

h z

 

P&

4.4.5.
For

26

j | l o

 

We can also obtain this result much more simply, without

integration, because the random point being uniformly distributed on the unit disc implies
area of disc with radius
that, for
P
Thus,
area of disc with radius
if
if
if
and
otherwise.
if
4.4.7.



   

" #

1.

$ % &

'


 

 

 

 

)
(

. 1

B DC

B FE

  

G H I J G J H

. 5

2 3

M FN

O P Q
I

d
a

e f

T
R S

. 5

: ;

<

>

U V W U

 

<

W U

S V\

^
`
^
^_

S[ ]

Thus,

` c

2.

g h

ij k

if

l nm

m
o

pq

r s t u s
v

and

w x

| } ~  }

otherwise. Similarly, for

3.

otherwise.
If

and
4.

then

then

and




 

and


  

then

If


#

and

27

then
otherwise.




If
and

If

 

$ %

"

&

'

&

&
+

4.4.9.

Clearly, using the numbered regions from the Figure,
  

P







P
     
P 
    P 
 
P  
P



 


 

 


and
P
P









 





 

 




P    P 
P 
P

Thus,






 





               
   
  
  

   !
   
  

P 
P
P
P
   !
   
 
   
      !
   "
P 
P
4.5.1.
%&  %& ()
'

!

 $  !

 
$   
%
%
*(


and are not independent: For instance, #
P
(
%

&

'

&

&

"

"

./ 0 1




"

'

"

&

&

"

&

"
&

"

# -

'

&

"

&

"

+
 

"

'

'

&

&

&

'

&

'

&

. 24 3 0 . 3 6 5 0
6
. 76 0

:8 ;9 <

"

and = >

. ? 0 1

.230 .350
2 6 2
. 76 0

:
:8 ; @

"

Now,

:8 ;9

A BC
C D

E
F

GB C
B H

4.5.3.
I
I
and J are not independent: By Example 4.4.5, and J are both uniform on the interval
KL M N O
I M
and, by Example 4.5.2, P J Q is then uniform on the unit square and not on R
H
4.5.5.
1.

By the deS nition of indicators, T U V W X Y Z [ \ X ] ^ _ ` By the dea nition of

intersection, X ] ^ _ \ W X ] ^ and X ] _ Y b and, by the dea nition of indicators, W X ]
and X ] _ Y \ W c U W X Y Z [ and c V W X Y Z [ Y ` Since [ d [ Z [ and [ d e Z e d e Z e b
clearly, W c U W X Y Z [ and c V W X Y Z [ Y \ c U W X Y c V W X Y Z [ ` Now, by the transitivity
of equivalence relations, c U V W X Y Z [ \ c U W X Y c V W X Y Z [ b which is equivalent to
c U V

2.

c U c V `

By dea nition,
l

c U f g
q

are disjoint, and

is x u l v x k
transitivity, s t f g

hi j

m
p

s t
l

Similarly, s t h i j u s g h i j v s t g h i j k
p o q w where the three constituents
h i j v s t g h i j is l u x v x k
l for i n
o q w
q , and l u l v l k
l for i n o q r Thus, by
s t hi j u s g hi j v s t g hi j k
l w which is equivalent to

because o
hi j

for

hi j

u
i

s g
o

n
l

o q

q r
p

28

o q

s t f g

3.

s t

s g

s t g r

By de nition,
 and
 are independent if and only if P 
    
  


P 
   
P 
  
for         By the de nition of indicators, this relation
holds if and only if P   
 P  
P  
 P      P    P     P      P    P    

and P      P    P    all hold. By the de nition of independence of two events and
the result of Exercise 3.3.5, the last four equations are equivalent to the independence of
 and   Thus, by transitivity,   and   are independent if and only if  and 
are.
4.5.7.

If  and  denote the arrival times of Alice and Bob, respectively, then they will meet if
and only if  ! "  # $ or, equivalently, ! $ # " #
%
$ & Now, '
( " ) is uniformly
/
distributed on the square * + ( , - . * + ( , - ( and the above condition is satis ed by the points of
the shaded region, whose area is 0 1 ! the area of the two triangles 2 $ , ! 3 2 4 & Thus,
P ' 5 and 6 meet ) 2 87 9 &

29

4.5.9.

Figure 10.
Let the circle have radius and choose a coordinate system with origin at the center of the
/
circle and so that the rst random point is 5 ' ( ) & Then if the second random point is within
a distance of the point 5 ( then it must lie in the intersection of the original circle and another
circle of radius centered at 5 & From elementary geometry, the angle 6
is
and so the
area of the sector
is
The area of the triangle
is

 

 

   

Therefore the area of the intersection of the circles is

 

! #"

 



& '

( ' *)

 

 

,. - /


$

Thus, P(the two random points will be nearer to each other than
B
C

1 2

5 64 7 8 9

: ; =<

>

?
;

C
D

E
B F

4.5.11.
1.

J K L

and
2.

b q

d r f

JN

K L

Q Q R S T U

vu

w x y

{ }|

~ 

V W

X Y Z V [

X \ Z ] Y ] \

_ a`

b c

de f

g h ai j k

b l

d m f n m o

if
if
otherwise
otherwise
if
and, from Part 1,
otherwise
and
otherwise.

and so

30

3.

n e

if

and

4.5.13.
  

  
From De nition 4.2.3, P
    

 


 


   
  
P
. /

 

 


 
  

 
*+
P
P(all $
     
! ! " #
 
! ! " % ! &' ( )
%
, ' ! P 0 1 2 3 4 5 6 7 8 9 : ; < P(all = > ? @ A B C D < A E F F A G H C A E I I I I J K E

1.
2.
3.
4.

4.5.15.

By DeL nition 4.2.3,

4.5.31, d e

fg h

M N O PQ R

u v w x

if
if

X Y Z [ \

i kj l m n o p q l m r o s

for

and from Equation

a b c b

z |{ } ~  } ~  

} ~ 

if and, clearly, if
4.6.1.
The joint distribution of and is trinomial (with the third possibility being that we get
any

number other than 1 or 6) and so,

P

for The table below shows the values of this function:

Now, the conditional p.f. is given by.

and so its values are

4.6.3.
By Example 4.5.4, P


 



and, by Equation 4.6.26,  



P
P 
 

 

  ! " # $ %

31

 #




if
if

 

'

" #


&
(

) *
+
) 0 1

* 3

P 

if + ,
if /
* otherwise.
.

.
1

4.6.5.

First, we compute the marginal densities. By de nition,

and so

$ %

&'


 


!
/ 0 1

+ , -

  

 

6 7

3 4

if 8 9 6 9
otherwise.

if ! "  "
otherwise

  

   

if     

otherwise

and

Thus, by Equation 4.6.12, ; <

?@ A 6 7

=>

if G H I J K L M
Note that O P J is the length of the horizontal line segment inside
otherwise.
the triangle at the height J I and so the conditional distribution of Q given R S J turns out
N
to H S O P J I as expected. Similarly, or by
to be uniform over the interval from H S
if ^ _ ` a b c d
symmetry, we obtain T U V W X J Y H K S Z e [
otherwise.
[ \ ]
4.6.7.
D E F
N

1.

First, we can easily compute P f g

i jk

_ b

for

e
h

and
if { |
if
if {

p q rs
f i j_ b

Hence,

Pf _

i b

Pf u

By Equation 4.6.28,

if

and

ample 4.4.9, we computed

if

otherwise

w
y

{
z

32

as

Here the numerator is

, and
it is 0 otherwise. In Ex

if

if

if or

_ b

Thus,



   


.

" # $%

&' (
 ) *

+
-

/
7
8 9 :
B

if    
if    
otherwise


  

if 0 1 2 3
if ; < = >
otherwise

; ?

 




Also, by symmetry,


!

6
@

>

A
C

Q
O

2.

From the picture above, P D E

IH J

F G

PD K

<

L J M

<

; F G

N
P

and so,

\ ] ^_

`a b

differentiation, { |

}~

Pd]

e f gh e i j
i k l

n
c

m
o

s t
s

u s t

33

if
if
if

q v w

if
otherwise

T
U
T
U

T
U

q
p

r
x

U
W X V

p
q r
s

s y

R Y

if
if
if

R
Q
R

S
Z
[

Hence, by

Q
R
X

5.1.1.




 


   
 

 

   

5.1.3.


 

 

! " # $ ! % & ' () * +

Substituting

. * /

, -

we get

gration by parts, with ? @ 8 9 > = A @ : ; < = 8 > gives B

_
` a c b d e f g h d i A second integration by parts, with
r
s t u v w x y z |{

~ |

5.1.5.
From the hint,

e f g h d l

results in

op q k

and

 

d l h m

and inte-

by the geometric series formula,

computed values, we obtain


GF

CD E @
j

6
7
8 9 : ; < = 8 >
4
' 5
H I J K L M N O QP R S U T V W X Y Z [ \ ] ^

12 3 -

    

   

! "

$ % & ' ( )

Furthermore,
Adding the two sums and their

 
 



+ ,

 

 

   

 

from which Equation 5.1.20 follows at once

by rearrangement.
5.1.7.
The distribution of a discrete . is symmetric about a number / if all possible values of . are
paired so that for each 0 1 2 / there is a possible value 0 3 4 / - and vice versa, such that / *
- :
*
6 7 0 3 8 9 For such .
7. 8 5
0 1 5
0 3
/ and 6 7 0 1 8 5
;
all 1 0 1 6 7 0 1 8 5 ; < = > ? @ A B C @ A D E
F
F
F
F
is not a possible value of P .) In the
B C
D E
G H I J ? @ K B C @ K D L (Here B C
D
M
N O if
last term, we apply the symmetry conditions: G H I J ? @ K B C @ K D M G H Q > ? C R F S T U V W X T U V Y
Thus, Z X [ V \ ] ^ _ ` a b c d e f g h i c d e c h j k l m ` a c d e f g h i k l m n a c d e f g h i c d e c h j
k

all

g c d

ef g h

g d

all

ef g h

c o

5.1.9.
By Theorem 5.1.3, p e q r s t u wv v x r y z x
the solution of Exercise 5.1.3, we obtain
5.1.11.

s {

ing the variable to

   

5.1.15.
For a binomial

 


leads to

If

r } ~ w 

Using the integral from

5.1.13.
Example 4.3.1 gives, for continuous and
So,

, where

If

then chang-

then the same change of variable yields

   

  
        
 ! " # just as before.

Equation 5.1.49 and De$ nition 5.1.1 give 

34

 

- 0


&' ( ) * + ,- . /

- 2
, 1

Hence,

  

# $ % &' ( ) * & + ,
+ ,./


      
         
 
        
     
 
 
+ , 0 1 + , + 2 + , 3 4 5 6 76 8 9 : ; < = 4 5 6 >

 !


 "
 

5.1.17.
In this case, Theorem 5.1.6 does not apply, because ? and @ are not independent. Nevertheless, Equation 5.1.52 may still be true, and we have to check it directly:
By Equations 4.4.14 and 4.4.15 and by Theorem 5.1.1, A 7 ? : 4 A 7 @ : 4 B > On the
other side, by Theorem 5.1.4, A 7 ? @ : 4 C ED C ED
O P P Q R S T R TS U
V
V
X W [ \
O P W X Y WZ X W [ \ ] ^ _ ^ _ ]
Z
{ |
v w

5.1.19.

r x y wz s

if
otherwise
t } r }

Thus, Equation 5.1.52 is true.

n l m |n o p q r

and

t u

So, by Theorem 5.1.4, ~

t

F G H IF J G K L F L G

j k l mn o p
gh i

ba c da e f

w

5.2.1.

Let be a continuous r.v. with density

5.1.21. r
y zq r qy s
Using the hint and the formula for the sum of a geometric series, we have, for

z s

if
This function is
otherwise
Now,



If we choose
  then,

    

 does exist.

indeed a density, because it is nonnegative and

and does not exist, because


clearly,    also does not exist but, since 


5.2.3.



    

First,     


 for     


  

 


             and here the two   s cancel. Second, by Theorem 4.5.4,   and  are independent, and so, by Theorem 5.2.3, !  " #   $  % &
!  " #  % $ !  " #
% ' Third, by Theorem 5.2.1, !  " #   % &  ( !  " #  % and !  " # 
% &
( !  " #
% ' Thus !  " #   $ 
$ ) % &  ( !  " # % $  ( !  " # % '
5.2.5.
1.

2.

&

+ # #

, - . /

6 0- , 1 . 2 3

0- , 1 . . 2 3

9 2 / : /

From the < rst part above, =

that is, when G

H F

6 07

, - .23

08 07

, - . 0- , 1 . . /

0- , 1 .2 ;
> ?@

and then L

5.2.7.
By Examples 5.1.4 and 5.2.4,

A BCD E F
MNO

NO P

as a function of G F is smallest when H

I GPD E J

NV P

35

Q D J

I G J

K F

R S T NO P U

XW Y Z

[\ ] ^

[` ] ^

X] a Y

and








1.



 





Thus,










and



 

 





 








 

2.

3.

&'

>4

7 ? ;

4.

LM

N O

5.

u vw

z { |

&'

>5

 

) %

Now,

A HB

AI B J

WX

Y Z

WX

] Z

and

and so,
*

Thus,
5.3.1.

Let us write

N
R

G H

/ 0

 
.

1.

M N

1.

O L

M P

2 34

Y Z ` Y

e _

a Zb

f c

6 7 8

:;

 

34

6 <7

"
 # $

q r s

i m

d e f g h i j k d

and

 


4

o p

1 5 .

Thus,

3 3

Thus,

   

6.

! " ! #
7 8
4

(
9

! # & '
:
;
<

Now,

On the other hand,

 
3

Furthermore,

(Alternatively,

: = : >
?

: > A B
C

DE

T U

and

P
R

Then

YZ

a Zb

X d
K

and
pendence of
follows. Now,
\b




a cb

X
_

1 5

WX

y

Hence,

  

  

K
J

_\

z x

5.2.9.

and are both binomial with

vw

&'

0 1

AD E



and 

w


 

and

,+- .

*
AD E

U V

and T
}

 

&(

A@ B

7 ?

QN R S



Y Z

\
_

YZ

a \b

e _

a Zb

a \b

f c

a \b

a Zb

\b

where we used the inde-

from which the independence of

and
and that of
and
and so the preceding equation reduces to
Zb

a Zb
]

Y\

a \b

\b

Zb

h g

5.3.3.
k

l
Ym n

q r s tu v

w x y z

q r u sv

r x s

{
v 

r x s ~

| }

and so, by the result of Exercise 5.3.3,

Now,
is the second moment of
From the expression above,
and

m n
v

5.3.5.

36





"

$ (

#  $ % ! & '

) *

+ ,

( - .

0 C 2

E F G HI

L M



  

+ 1

0 9

Hence, by Theorem 5.3.1,

5.3.7.
;

) + ,

P Q R S

Q T

R U

n s n

- . 2 3

<<

7 8

    

 

) + 1

0 ? 2

>

P Q R S

  

+ 1

 

) + ,

   

- . 2 3

  
4

+ ,

 

 

 

 

- . 5

P Q T

R U

X Y Z

X [

\ ]

5.3.9.
` a ]

d a e

i j

5.3.11.
Let
}

 }

y z {

 

  

and so,

x
}

The probabilities are the coef cients of

and

5.4.1.

uv

u w z

l m
n o p

denote the points showing on the three dice, respectively and let
Then, by Exercise 5.3.6,
for each and

~  }

&

 

 

 

 

 

! "

 

 "

 #

5.4.3.
1.

Let us write

)
/

0 1

2 7

2.

8
B

< @

4 7

C D
>

'

)
7(

7(

Then,

0 1

2 3

4 5

?
7(

<

>

< @

C ?

< @

>

For instance, P
and are not independent.
G H

and

I J

K L

but P

M N

G H

E L

PO

A
O

M N

and so, by Theorem 4.6.3,

5.4.5.
1.

With
b

c d

e f

T
a g

W X
V

U
h

W [

W X
V

~ {

_ X
^

T
e

W _

_ X
^

U
[

_ ` _

m n o

or, alternatively,

m t

r s

u v

y
z {

2.

and

5.4.7.







 

sign

37

 

and

Thus,

5.4.9.


 

By the result of Exercise 5.4.1,
and, by Theorem 5.2.2 and by the obvious property


 

 

 

 

 

 

 

 

 

 

? @ A B CD E F GH I J K L M N

5.5.3.
Clearly, a
5.5.5.
Here,

[b

_
z

Equation 5.5.10,

if

 

 

 

if

 

  

 

 

+2 *



W X

Thus, a

 

 

5
Z

#"

 

if
otherwise.
S

R
S

Thus,


\ ]

* +

& 

,-

g h

f q
c

t q
s

v w

)*

: =

nm

j on

qr s

W X Z `

and

 

we get

and, by

+ & ,- .

8; 7

8<

[b

k w

t ~

: :

^ c

otherwise. From

and so,

#"

[X ^

otherwise. Similarly, for

Thus, ;

j k l

& '

./ 0

 

directly as

if
if
otherwise

6
=
> ? @

8
E

<
F

and

if
otherwise.

!" # $ % & ' (

if
if
otherwise

U
R

f
e
f

8<



[
d

hi

NF

 

From the solution of Exercise 4.6.7,

 

 

 

[X \ ] ^

 

89 : ; 5

 

6 7

     

KL

5.5.7.

I J

 

Hence, for

. Now, 

and

[b

. .

 

+3

 

 

x w v

otherwise. Similarly,

and

otherwise. Now, by Theorem 5.5.1,

We can also compute
By symmetry,
too.

hg c

and

[b

O L TP Q

SN

if | } v w |
otherwise.

t uv w x y

and a

OP Q M R

and so,

5.5.1.

By De nition 5.5.1, for discrete
and
Theorem 5.1.3 with / + 0 . 1 2 * + 3 . , 2
>

and

5.5.9.
By De nition 5.5.1 and Theorem 5.1.4,

and

38

5.5.11.
From Theorem 5.5.1,


thermore,

  

 

  

   

 

U
V

1 2
T

U
V

1 6 7 7
8

3 4 5
P L

^:_ Y

\e

^ g

~

and so

Let
P
such

for

2.

^ _ Y

9 ;:

9 ;:
:

Y- f

^ b

c d h

\ e

& ' ( ) * +

1
:

K L M& ,N O' * +P Q- R. K/ Q

A B C

j kl

D E F GH I

EH I

p l

q r s t

On

in general.

and since

for all
Thus, the median is
any number such that
and P

and

Then P

for all
is a median.

\]

and P
for

>

\ e

1> 7

c d

Let

= 5

! "
# $ %

1.

the other hand,

in general, also
5.6.1.

with density
}

yz

1 6

` ] ` _




D J

w
x w

3
4 <

;:

\]

Fur-

5.5.13.
For continuous
v

X Y Z

Now,

Then
Thus, any

5.6.3.
P
The converse of Theorem 5.6.1 says: For a median of a random variable
and P
imply P
This statement is true, because one of the
statements
and
is certain to be true and so P
P
P
On the other hand, the hypothesis says that P
P
and subtracting the latter equation from the former, we get
P
5.6.5.
hence,
using the Fundamental Theorem of Calculus, we get
Thus,
has a critical point where
or where
that is, if is a median . Since we assumed that is continuous and
is unique. The second derivative test shows that
has a minimum at
, for
by assumption.
5.6.7.
For general
the 50th percentile is de ned as the number
Since any d.f. is continuous from the right, P
and so we have





 

 

  

 

 

" $#

% &

'

( )

+ ,

- ,

>

'

+ 23

2)

0
5 6 7

9 :

< :

/ 0

A B

D B

A G C H

IJ

A G C K

A NO

P F

NC

A G C H

A B

A G C

T
S

A NO

NC

W?X

A NO

NC

P @

A G C

f l

39

no

\]

f c

no

` a

b c

ij

f c

ij

P
such that
f l

    

no g





"# $ %

&' &

. Also, by the de nition of    as the minimum 


we have      P         for       Hence, P        
*
*
thus, # ( ) satis es the two conditions in the de nition of the median.
f c

no g

5.6.9.

0
1

The d.f. of this r.v. is

F G H IJ K L

ij

M N J O

,- . /

for

IQ R

i j

if - 4
if > ?
if C D
C
Its graph is

78 9 : ; <
=

2
C

5 6
@

A B

Thus, the quantile function is

A E

-1

5.6.11.
From Equation 4.2.15,

F G H IJ K L

T
S
U

VW

if
if
if

]
VW _ `

40

W Z [
\
X Y
[
W Z ^
\ Y
\
^
W
]
\ Y
Y

and its graph is

41

6.1.1.
1.

]

is Poisson with 

] _
  

  

! "

2.
3.

P7 8

4.

is Poisson with #

9 7:; <

and 8

PO P

Thus P

     
 

= 7:; <

]

] _ 

P

]

 

! " %  " $

?P 7 8

7:; <

:;@

&    ' ( )+ *, >

)/ ., -

A: B 6 C D EFG H

U WP

]

) 0, 1 2
)

I JK L M N J

OU S T X S T

V ORS T

P

]

    

Thus P !
:; >

] 

P Y Z [ Y Q \ ] ^ and _ ` a b \ ] ^ \
d
Pa_ a ^ \ ] c \

and P

Q ORS T U
p qr s t q

]


  

3 45 6 5 4
l

e fm g h i h j j
jk
g j ijn
nk

6.1.3.
u v

.per x

y z.
w

1.

P{ |

{}~ 

2.

3.

4.
5.

P
P

6.1.5.

P(even P(odd
   

  
 
3

P
P

  !
" 

 $
% 

 &
' 

( ( ( )

   

+ , - . + , - .

   

*

  


+ , / 0 1 2

6 7

jk vl

j o v m

jo vl

t o vl

3 5

p
u l

q r n

jk v s

xy z { | } ~  } ~  | } ~  } ~

t k vl

jk vl

u wn

jo l

On the other hand, P(even

6 4

9 :

P(odd
and so, adding the two equations, we get 8 P(even
3 5 6 ; < = > ? @ A
ing them, 8 P(odd
6.1.7.
; C D
E
D
E
F
E
F G C F
H
D I J
C D I E
D I
Consider the instants B
and let K L and K M denote two distinct interarrival times. Then N O P Q O R
] ^ _ ` a b c d e f b c d e a g b c d e f g b c e f he f g
P(i j k l m n j o l p q r n j k s t k l m n
n

   

jo

/ 0 1

ST

F I

jk l

t o l

, and subtract-

F I G

V W T X Y
p

C F I

Z X[

j o vl

u r
u r n

| |

where in the last step, we used part 2

of Theorem 6.1.7. If
the proof would be similar.
6.2.1.
Using the table, we obtain

1.

42

2.
3.
4.
5.
6.
7.
8.
9.
10.




P


P




P P

P P
P  
P  
P
       
P
P
P  
  
P  
 P 

   
P
 P 

   
P 
 P 




 

6.2.3.
1.

               
B D E F G

changes
sign at
B E H FI
2.

that is,

23 4 5 6 7 8 9 : ; < = > ? @@ AB C
 ! "  #  $ % & ' ( ) * * + , - . 0 /
B E H F I
'1
K
at
Thus, J has points of in ection at and only

at

k o p g k q r ss t u v w
PR
N
O P Q R S T UV T W XY Z
Y [ \ ] ^ _ ` a b d e c f g h gi k j l i m h i j n

}
x z { y| } ~ 



changes sign at that is, at Thus, has points of

in ection at and only at

AM C

6.2.5.
1.

Assume Then the d.f. of can be computed as P

P P
and from here the


Chain Rule and the Fundamental Theorem of Calculus give its p.d.f. as
A
comparison with De nition 6.1.2 shows that this function is the p.d.f. of a normal r.v.
with
in place of and
in place of
For any
A comparison with Theorem 6.2.5 shows that
this function is the m.g.f. of a normal r.v. with
in place of and
in place of



   

 

   

 

; <

2.

T S

<

E
D
I

F G

V \ ] ^

! "

 #

$ ! % & $

'

 

) % *

+" + &

 

, - ./ - .0 1 2 3 4 4 5 6 7 . 0 8 4 5 9

>

;
K [ \

I Z

     

I J

K L

? ; @

MN O

` ab c d

e f g d

A B

I J

K L V W

R S T U

B CL

T Q

R S

T X

M Y N O

ab h f i g i ] ^ j

k l

^ j

o k p

6.2.7.
Comparing
with the general normal p.d.f.
and
this distribution is normal with
6.2.9.
and
denote the two weights. Then, according to Theorem 6.2.6,
Let
with
and
Thus, P
P
P
` s tu v w x y z w {

s tu s x y z w  y

} w|~ 

43

we can see that

is normal

6.2.11.
then, since is strictly increasing, we can solve this equation for to
If
get
or
Here
is the area of the tail to the right of
under the standard normal curve, which equals the area of the corresponding left tail, that is,
So,
Solving this equation results in
, which,
when we substitute from the rst equation, yields
6.3.1.
and
:P
We use the binomial p.f. with


 

 

 

   

 

Using the normal approximation, we have

P

0 ' &1

( &1 5

C D E FG L

CE F K L D

OK



' %

6  78 9 : ; < =
D

, !

>

C E FG L P

8 < =

CE F K L Q

 ! 

' %

C D E FG

 "! 

"!

E F K L

% &' ( ) &

"

and so,

C E F K L

C E FG L D

   

and



= 78 9 : ; < =

8 < =
N

E FU S K V D

E FG R S T Q

E FW R K W F
B

6.3.3.
and
By CorolA single random number is a uniform random variable with
lary 6.3.2, the average of
i.i.d. copies of is approximately normal with
[

^ [ g g

\ e

1.

We want

2.

^ [ _

b c c

d e

and
P
6.3.5.

[Z

Thus, P

i ji k l j

mi jn l

table, amounts to

or

i jq r s

u v wx y z { w|

z { w|

{ w{ } y

{ w | z { w|

{ w { } y

{ w{ } y

and

Equivalently,

and so

and so we want P

which, from the

6.4.1.
successes will occur before failures if and only if the th success occurs at the th trial,
for any
. Thus, using the negative binomial p.f., we obtain P( successes before
failures
6.4.3.
If the number of failures before the th success is then the total number of trials up to and
including the th success is
Thus, P
P
where
is negative
binomial, and so P
6.4.5.
P
P
P
for
and
6.4.7.

 

 

  

 

 

 

 

 

  

# $

 

@ >

? A

< B >

C >

+ '
>

( ,

. /

& '

& '

1 2
5 3

A D

E F

G H I J

K E F

G L

! "

6 7

& '

< = >

P O

R P O

44

6 7

1 9 3: 2 3

2 3

P M

: 8

9 3

R P T

Letting

denote the gamma density from De nition 6.4.2, we have



 

     
 
for
This expression equals 0 if

is positive and bounded, it must have a maximum at this critical point.
6.4.9.


 

 

        

8 9: = > ;

+ 0 1 2 0

1.

! "

N O

PQ

) '* (+ , - . /

' 3 4 -

lm n

8 69 :
7 ;

Since 

: 9: = A B CCCDE F G H A B

<

for any positive

I J

L
S

UQ

V W

YT

o qp

R ZV

PQ

v y z { y u

3.

  

6 7 ? @

integer K
2.

$ &%

t ru v
s w x

a ^ _
[ \ [` ]

c ` d e
[

hg i j

y |w } ~


for

6.4.11.
for
We prove
it reduces to

by induction. For

Equation 6.4.30, which was proved in the book. Next, assume that it is true for
Then, using also the reduction Formula 6.4.11, we get

Thus, the

truth of the formula for any implies its truth for and so it is proved

for
any

6.4.13.

and are i.i.d. standard normal variables, and so is with 2 degrees of free
dom. Thus, P P
Hence,
if
, which shows
if
that is exponential with parameter
In particular, the
distribution is the same
as the exponential with parameter
6.4.15.
if
if
and
By Theorem 4.5.8,
if
if
if
Thus,
if
if
if
and
otherwise
otherwise
Comparing these expressions with De nition 6.4.4, we see that is beta with
and
and is beta with
and
.
6.4.17.



8 9 :
7

 

 

 

 

# $ %
"

&

'

)( *
*

- * .
,

1 02

4 5 2
2

8 <9

>

?
F G

C D E

Q RP S




 

E I E
H

  

QP T

XY Z

[V \

X Y Z ]^

c e

b
g

pg

i q

k l m r e

k g

y ~ 

d
l

b
g

l m e

b
g

d
c

b
g

t u

kc m

w
v

xy z

45

k l m

1.5

0.5

0.2

0.4

0.6

Beta density for

0.8

1.5

0.5

0.2

0.4

0.6

Beta density for

0.8

46

0.5
0.4
0.3
0.2
0.1

0.2

0.4

0.6

Beta density for

0.8

1
0.8
0.6
0.4
0.2

0.2

0.4

0.6

Beta density for

0.8

7
6
5
4
3
2
1
0

0.2

0.4

0.6

Beta density for

0.8

47

4
3
2
1

0.2

0.4

0.6

Beta density for

0.8

6.4.19.
In Theorem 4.6.2, Equation
4.6.26, we )substitute

* + , - . / 0



    

 

    

for

# (

        

if 1 2 3 2
otherwise

! "# $% & '

and  

 


1

two expressions together, we obtain

; B C D E F

G H

J K L M N O P M Q

Then, multiplying these

5

ST U V W

T U V U Z Z Z U [

U
for
and X Y
where we
otherwise
]
left the constant \ undetermined. Its value could be determined by the coef cients in ^ _ ` a
and b a and the integral in the denominator of Bayes c Theorem, but we can d nd it much more
easily by noting that the variable part being a power of e times a power of f g h i the posterior
density j k l m must be beta. Thus, j k l m is beta with parameters n o p and q g n o r i and
6 7

89

:; < = >

u
v w x y z {| } x y ~ 

6.5.1.
Clearly, u and as linear combinations of normals, are normal. To show that they are
standard normal, we compute their expectations and variances: u

and

because

    





Now,

because

)
) * + ,

@
Z

1, 0
- . /
,

10 0
0

 

   

+
3 4 5

9
6 7 88
8

  
 

and

 

! "

 


 
#$ % & '

9
7 ;8 <
:

; = > ?
A
R W X
R Y
A C D E F G HI G H
H JKL M N O M P Q R S T T U V
Q T S R R P Q R S T R U V
e fg e h i j
i
i
h i
i
h
[
a
T
j j
j j k l m n o n j p q j o
o o
o j r
T \ ] ^ _` ^ ` ^
^ bc d
d
d
B

 

48


(

j
j
n j p

si j
h
o o

i j
oj k t

Also,



o


      
Similarly,        

     
 $
 ! " #
 ! %&




 







  



> ?@ A
(
2
2
<
B ? C D EF G G
/ 114
(* +, -. /01
3
1 5 6 7 standard
8 9 : ; ; normal,
and so, using the fact that H I and H E are0 independent
b
e f
; =
J K L MN
N
T
I
U
R
I O E P Q
Y
Y
Y
a
a
a
I S T U VW XX
W UX [ W X X
^ _`d
X Z
X \ ] ^ _`
^ ``
g i
h
_
` c
_
r
r
r
h j k l m ln m l
l op q p r s t q q t r q u t q r t r r v w p r x t q q u t q r y z {
| }

q
6.5.3.q ~ 



' )

Equating the coef cients of like powers in the exponents in Equation 6.5.14 and in the

present problem,
we get, for the coef cient of for the coef cient of

and for the coef cient of
These three equa

and

constant





Furthermore,

Now,

for the coefHence,

and

exponent differs from the given one by the

This
, which can be split off, and since
we obtain

tions for the three unknowns yield

cients of and we get

 

 

 




Thus, by Theorem 6.5.2

! "

"

is a bivariate normal pair with the above

parameters.
6.5.5.
By the result of Exercise 5.4.8,
&

'


#

! )

, . /

! "

% 3

4 5

7 8

7 ; <

>

A B

:
8

; <

A B

Hence,
By Theorems 5.4.2, 6.5.1 and 6.5.4,
and
are independent if and only if their covariance is
zero, that is,
This equation is
equivalent to
6.5.7.
The conditional expected score on the second exam is given by Equation 6.5.9 as
The conditional variance of
is given by
Equation 6.5.10 as
From the table, the 90th
percentile of the standard normal distribution is
Since
under the condition
is normal with
and
we obtain
J

>

A K

; <

A F

A B

A B

E E

>

A B

; <

A F

g h

jh

A B

Y Z

V8 R

OS P
T UQ

[ \

] E^ _

[ \

b c

Y Z

A B

[ \

d\

` ^

E E

g h

w x v
k i

>

A B

jh

| }

49

6.5.9.
is bivariate normal as given by De nition 6.5.1, then
is a linear
If
combination of the independent normals
and
plus a constant, and so Theorems 6.2.4
and 6.2.6 show that it is normal.
To prove the converse, assume that all linear combinations of
and
are normal, and
choose two linear combinations,
and
such that
Such a choice is always possible, since if
then
and
will do, and otherwise the rotation from Exercise 6.5.5 achieves it. Next,
we proceed much as in the proof of Theorem 6.5.1: Let denote the bivariate moment
generating function of
that is, let
Now,
is normal, because it is a linear combination of
and
Denoting the parameters
of
and
by
and
respectively, we have
and
(There is no term here with
because we have chosen
and
so that
Denote the mgf. of
by
that is, let
Then,


 

 

 

  

 

  

 

 

  




 

$ %

&

'

 

 

 

     

  

"

&

&

( )

&

&

- .

- .

$ ,

'

&

& 0) -

&

4 (

'

&

2 3

& - %

) 5

+5

by Equation 6.2.15,

4 >

E H EI

: ; <

E H E

which we can factor as

This equation shows that
and
are independent. Now, de ne
and
as the standardizations of
and
Inverting the
transformations that have led from
to the independent normals
we can write
and
in the form given in De nition 6.5.1, showing thereby that
is bivariate
normal.
6.5.11.
N

F O

M P

G D

$ -

E H EI

K L

C D E B

E K L

b c

v wx

; ? @ A B

C D E B

E H E

F O J

h e

v u

x z

Y ^ ]

k l

m n

q r

and

h e

^ X

Y ^ ]

k l

Thus

Z `

m n

50

x
y

_ ]

E J K L

x
u

F G

 



  



7.1.1.
Replacing


!" # $ %

&

' (



) * +

'

,
-

 $

<
< =

>? @
X

AB C D E

\
]

IH =

cd ` e

_` a b

by  in Equation 7.1.10, we get

J

I =K L

f g h

'

 

12 3 4 5 6 2 7

NO P Q R S O T

which is kj

.
- /

 

U V W

Y Z



  

  

Hence,

        

8 9 :

and to ; nd the critical point we set

Solving for [ results in

h l

7.1.3.
If m n is a discrete r.v. with o possible values p q and p.f. r s p q t u wv for all x y then, by


equation 5.1.5, z u { s | n t u } ~
and, by De nition 5.2.1 and Theorem 5.1.3,

7.1.5.
a)

and so

7.1.7.
By Theorem 4.5.8, if
d.f.
then
%

&

'

( )

+%

&

( )

* ,

 

 

?
<

@
=

>

"

   !

C D

s t u

'

( )

/
.

{|

~ 
|

{|

S
P

T
Q

X [ Y\

` a
b

which

i
h

b
j k

b
l

z z

and
We are given the successive values
to obtain
the equation
and
vals are
g n

and
Therefore,
shows that is an unbiased estimator of
7.1.9.
This problem is an instance of the general case considered in Example 7.1.8. Here
8 4

and so

 

for i.id. random variables with common

Thus, in the present case,
for

 
#

Hence,

Thus, the method of moments gives

at

The function has a maximum at this value, because

b)

Hence,
yields the critical value

,
and
, for each of which we need to solve
Hence,
Now,
So, the required approximate con dence inter-

and

7.2.1.
We use a large-sample Z-test. The null hypothesis is that the sample was selected from the
student population with mean grade 66 and SD 24, that is,
is
The alternative
is that the students in the sample come from a different population, for which
The test statistic is
which we take to be approximately normal, because is suf ciently

51

large for the CLT to apply. The rejection region is the set
We compute the P-value
as P
P
This probability is high
enough for us to accept the null hypothesis, that is, that the low average of this class is due to
chance, these students may well come from a population with mean grade 66.
7.2.3.
We use a large-sample paired Z-test for the mean increase
of the weights, with
denoting the hypothetical mean weight of the cow population before the diet and
that
after the diet. We take
and
The test statistic is
the mean weight
We assume that is
increase of the cows in the sample. The rejection region is
approximately normal with SD
We compute the P-value as P

 

 

   

    

 

 

! " #

&

&

  

" % !

'

&

&

&

&

'

&

1 2

( +
6 7 8

4 

: ; < = ;

> ?

A B

CD

E F

P
Thus, we reject the null hypothesis: the diet is
very likely to be effective however, the improvement is slight and the decision might hinge
on other factors, like the price and availability of the new diet.
7.3.1.
a) Here a Type 2 error means that we erroneously reject an effective drug.
b) Accepting the drug as effective means the same as rejecting
Thus, we want
P
which, from Equation 7.3.4, approximately equals
If
then the drug has really reduced the duration of the cold from 7 to 6.5
days, and the test will correctly show with probability
that the drug works.
7.3.3.
We use a large-sample Z-test. The null hypothesis is that the sample was selected from the
is
The alternative
student population with mean grade 66 and SD 24, that is,
is that the students in the sample come from a different population, for which
The
test statistic is
which we take to be approximately normal, because is suf ciently large
for the CLT to apply. The rejection region is the set
We compute the P-value as
P
P
Thus, solving this equation
N OK
H IL M J

L QM NK O

W X

YZ X [

Y] ] ] ^

e f

ij

mn o

e r s tw u v

YZ [

| } ~

t su

s x u

W c

for
is

yields

The power function is given by

The graph is given below.

52

and the rejection region

P

1
0.8
0.6
y
0.4
0.2

20

40

60

80

100

7.3.5.
Let
denote the number of nondefective chips. The rejection region is the set of integers

           

   
 
The operating characteristic function is
P   


 


 
 and its plot is given below.
  





1
0.8
0.6
y
0.4
0.2

0.6

0.7

0.8

0.9

This is not a very good test: For instance, when the probability of a chip  s being nondefective is .8, the graph shows that the test still accepts the lot with the fairly high probability of
about .3. We could improve the test by sampling more chips or by rejecting the lot if even
one defective is found in the sample.
7.4.1.
For the given data, we  nd      and  ! " # $  $ We use the % -distribution with 4 degrees
of freedom. We want to  nd % such that P & ' ( % )  $  * + $ From a % -table we obtain % ! # $ * , and so P . / # $ * , ( 430 5 16 27 8 9 : ; < = > : ? @ : Substituting the observed values A > ? B ? and
CD E

9 :B

for G and

HC I

we get P J ? B

Q
? K 9 : ; < L M NQ O P R S R T U T V W X Y Z [ \ Q O P ] ^

53

_` a b

that is,






  

as an approximate 95% con dence interval for _

To nd a 95% con dence interval for  b we can proceed much as in Example 7.4.1. By
 

Theorem 7.4.2,   has a chi-square distribution with  degrees of freedom. We obtain, from
a table or by computer, the      and the      quantiles of the chi-square distribution with

 
!

!
 
" " "
     and P   

      Thus,
degrees of freedom, that is, P      
 

P#

' (
% &
) (

a _

+ + , + - .

D D E D F

0 ,1 2 ,

EF D EG

Substituting 43 / 5 6 , - for 3 we get 0 , - 9 : ; < =B > ? @ A

M
K L D EF
I CE
A
as an approximate 95% con dence interval for

or, equivalently,
7.4.3.
M
D P L EG
I
R
K D ES E
and Q
We use the T -distribution with 4 degrees
For the given data, we nd N O
of freedom. We reject U V if W X Y Z [ or, equivalently, if \ X ] ^ where ] _ de f` ga hb c
k l m no p k q m
a i
j
r k ns t u v
w
x y z z { y Thus, from a table or by computer, P | }

~
 yz z {
 y and so we
accept the null hypothesis, the truth of the store s claim.
7.4.5.
We can write | where is the normalization constant given ex

plicitly in Equation 7.4.32. A basic limit formula in Calculus states that

, we
Thus, writing
and

obtain

provided
exists. Assuming this result for the moment, we get


  

  


         

    

Now,

"

# $ &%

'( )

, & - . / 0 12 345 /
*+

and, by a theorem of Advanced Calculus we can

take the limit here under the integral sign, and so 6

?@

` a

=
A =

89: ; < =

bc d e f g

BC D

QR S

; EAF G H I J K L M N O I

89: ; < =

>; 7

U T VW X Y Z [ \ ] ^ _

Putting all these results together, we obtain

hij k l m

Thus, by Theorem 6.2.1,

n o pq r

s t uv w x y z { |

~ 

7.4.7.
For

and so,

Also,

7.5.1.
We are testing
against

to be 
ber of yellow seeds turned out

In a sample of size
the num

. Using the binomial distribution, we compute

54

the observed -value as

responding approximate P-value is P



    

    

 
      

 

From a normal table, the cor-

    

   

 

"

 

    

 

$   

  

7.5.3.
as in Equation 7.5.20. For each subpopulation, the sum
The number of terms is again
of the entries is prescribed, and so the degrees of freedom are reduced by Also, the sums
in each category are estimated from the data, but only
of them are are really estimated,
because the sum of the column sums must equal the sum of the row sums. Thus, the nal
number for the degrees of freedom is
7.5.5.
We divide the interval into four equal parts (in order to have the expected numbers equal not
less than ve) and the list gives the following observed frequencies for them:
%

&

' (

'

' (

'

 (

&

 '

 (

Intervals
Frequ.

#

# # * #

#

 + ,

+

 #

+

# * #

23 4 5 6 7
0 1
/

* #

 +

4 5 6 7

- + ,

#

- +

5 4 5 6 7

* 

# #

4 5 6 7

Thus,
We have 3 degrees of freedom, and so
a table gives P
Hence, the calculator seems to generate random numbers
very well.
7.5.7.
We can extend the table to include the marginal frequencies:
Sex Grade
M
F
Either sex
L

9:

C
@A B

E
A B F

9;

<

H IJ K I

P P

P P

17

13

15

14

= >? >

16

Any grade
31
57
88

13

Hence, the expected frequencies under the assumption of independence can be obtained by
multiplying each row frequency with each column frequency and dividing by 88. So, the
expected numbers are
Sex Grade
M
F
L

K IJ R

M IJ J

K IM Q

M IS Q

M IN K

K IM Q

J IH O

P P IH P

Q IK S

J IO S

P H IR N

Q IK S

55

Thus,
M

E
A B

K IJ R  B

M IJ J  B

K IM Q  B

M IS Q  B

M IN K  B

G
K IJ R
M

K IM Q

P P

M IJ J

K IM Q  B

P P

J IH O

J IO S  B

K IM Q

J IH O  B

P P IH P

P H IR N  B

M IS Q

P P IH P  B

P H IR N

Q IK S

Q IK S  B

G
J IO S

M IN K

Q IK S  B

P I P N

Q IK S

The number of degrees of freedom is

and so, from a table, P
which gives overwhelming support to the hypothesis of independence.
7.6.1.
We take
and
From the data,
and so P
7.6.3.
By the de nition of
and the independence of the chi-square variables involved,
Now,
and
N

P 

P 

@A B

E
A B F

H IJ M 

0 1 23 4

9 : ; ?




  

 ! !

"

# $ !% &! '

0 5 21

) *+ ,

0 26 1

< =

8 9 : ;

>

@ 9@ @ 8 A

< C

EF

EF

J K LM

K LO

S T

V
U

m
n

Z Y[
\

o
p

q r st

u v

x v

}
~

` a

Hence,
7.7.1.
Use the large sample formula

c
b

i hj
k

if

From

we get
and so
Thus,


and, this value being fairly large, we accept  
7.7.3.
Since    
  
 has only a  nite number of values, it does assume its supremum at
some values of   that is, its supremum is its maximum. Also, since      and      are
right-continuous step functions with jumps at the   ,                 is assumed at
every point of an interval       and, in particular, at   !
7.7.5.
$ ) %
Use the large sample formula P " # $ % & ' ( $ % * + , - /. 0 1 2 3 4 5 6 7 8 9 : ; < = > = ? From @ A B C

B
F

we get G

B D
` a
b c d

H I I C J I I

and so S

b i dH Ij I kK Ll Mm M n o pNq r sO n P O tQ R u v w x v
e f

g h

Thus, P W X

T
O PQ U V P

We accept y

56

v
z

Y Z

\ Y Z ]

D
D

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