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1.2.13 Part (c): Draw the region C carefully, noting that x < 2/3 because 3x/2 < 1.
Thus
Z 2/3 "Z 3x/2 # Z 2/3
Q(C) = dy dx = x dx = 2/9.
0 x/2 0
1.2.17 By studying a Venn diagram with 3 intersecting sets, it should be true that
11 ≥ 8 + 6 + 5 − 3 − 2 − 1 = 13.
1.3.3
1 1 1 1/2
P (C) = + + + ··· = = 1.
2 4 8 1 − (1/2)
1.3.6 Z Z Z
∞ 0 ∞
−|x| x
P (C) = e dx = e dx + e−x dx = 2 6= 1.
−∞ −∞ 0
1.3.13 Part (a): We must have 3 even or one even, 2 odd to have an even sum.
Hence, the answer is
10 10 10 10
3
20
0 + 1
20
2 .
3 3
1.3.14 There are 5 mutual exclusive ways this can happen: two “ones”, two “twos”,
two “threes”, two “reds”, two “blues.” The sum of the corresponding proba-
bilities is
2 6 2 6 2 6 5 3 3 5
2 0 + 2 0 + 2 0 + 2 0 + 2 0
8
.
2
1.3.15
48 2
5
(a) 1− 50
0
5
48 2
n 1
(b) 1− 50
0 ≥ , Solve for n.
n
2
1 1
1.3.20 Choose an integer n0 > max{a−1 , (1−a)−1 }. Then {a} = ∩∞
n=n0 a − n , a + n .
Hence by (1.3.10),
1 1 2
P ({a}) = lim P a− ,a+ = = 0.
n→∞ n n n
1.4.2
P [(C1 ∩ C2 ∩ C3 ) ∩ C4 ] = P [C4 |C1 ∩ C2 ∩ C3 ]P (C1 ∩ C2 ∩ C3 ),
and so forth. That is, write the last factor as
1.4.5 4 52
48
+ 44 48
3 /
10
4 48 9 4 4813
4 48
.
52
2 11 + 3 10 + 4 9 / 13
1.4.10
(2/3)(3/10) 3 2
P (C1 |C) = = < = P (C1 ).
(2/3)(3/10) + (1/3)(8/10) 7 3
1.4.19 Let C be the complement of the event; i.e., C equals at most 3 draws to get
the first spade.
2
(a) P (C) = 41 + 34 14 + 43 14 .
1 13 39 13 38 39
(b) P (C) = 4 + 51 52 + 50 51 52 .
P∞
54 n 1
1.4.22 The probability that A wins is n=0 66 6 = 83 .
1.4.27 Let Y denote the bulb is yellow and let T1 and T2 denote bags of the first and
second types, respectively.
(a)
20 10
P (Y ) = P (Y |T1 )P (T1 ) + P (Y |T2 )P (T2 ) = .6 + .4.
25 25
(b)
P (Y |T1 )P (T1 )
P (T1 |Y ) = .
P (Y )
1.4.30 Suppose without loss of generality that the prize is behind curtain 1. Con-
dition on the event that the contestant switches. If the contestant chooses
curtain 2 then she wins, (In this case Monte cannot choose curtain 1, so he
must choose curtain 3 and, hence, the contestant switches to curtain 1). Like-
wise, in the case the contestant chooses curtain 3. If the contestant chooses
curtain 1, she loses. Therefore the conditional probability that she wins is 32 .
5 4
1.4.31 (1) The probability is 1 − 6 .
h i24
5 2 10
(2) The probability is 1 − 6 + 36 .
so c = 1/2.
1.5.5 Part (a):
(
(13 39
x )(5−x)
x = 0, 1, . . . , 5
p(x) = (52
5 )
0 elsewhere.
1.5.10 For Part (c): Let Cn = {X ≤ n}. Then Cn ⊂ Cn+1 and ∪n Cn = R. Hence,
limn→∞ F (n) = 1. Let ǫ > 0 be given. Choose n0 such that n ≥ n0 implies
1 − F (n) < ǫ. Then if x ≥ n0 , 1 − F (x) ≤ 1 − F (n0 ) < ǫ.
1.6.2 Part (a):
9
x−1 1 1
p(x) = 10
= , x = 1, 2, . . . 10.
x−1
11 − x 10
1.6.3
x−1
5 1
(a) p(x) = , x = 1, 2, 3, . . .
6 6
X∞ x−1
5 1 1/6 6
(b) = = .
x=1
6 6 1 − (25/36) 11
1.7.2
C2 ⊂ C1c ⇒ P (C2 ) ≤ P (C1c ) = 1 − (3/8) = 5/8.
1.7.10 Z ξ0.2
4x3 dx = 0.2 :
0
4
hence, ξ0.2 = 0.2 and ξ0.2 = 0.21/4 .
and f ′ (1) = 0.
1.7.22
1 −π π
f (x) = , <x< .
π 2 2
dx 1
x = arctan y, = , −∞ < y < ∞.
dy 1 + y2
1 1
g(y) = , −∞ < y < ∞.
π 1 + y2
1.7.23
Z 1
4 −y/8
G(y) = P (−2 log X ≤ y) = P (X ≥ e )= 4x3 dx = 1 − e−y/2 , 0 < y < ∞
e−y/8
−y/2
′ e 0<y<∞
g(y) = G (y) =
0 elsewhere.
1.7.24
√ √
G(y) = P (X 2 ≤ y) = P (− y ≤ X ≤ y)
R√ √
y
√ 1 dx =
2 y
0≤y<1
− y 3 3
=
R y 1 dx = y + 1 1 ≤ y < 4
√ √
−1 3 3 3
1
3√y 0 ≤ y < 1
g(y) = 1
√ 1≤y<4
6 y
0 elsewhere.
1.8.4
X100
1 1
E(1/X) = .
x=51
x 50
The latter sum is bounded by the two integrals
R 101 1 R 100
51 x
dx and 50 x1 dx.
1.8.6 Z 1
E[X(1 − X)] = x(1 − x)3x2 dx.
0
1.9.6 " 2 #
X −µ 1 2
E = σ = 1.
σ σ2
1.9.8
and so forth.
1.9.12
3 = E(X − 7) ⇒ E(X) = 10 = µ.
11 = E[(X − 7)2 ] = E(X 2 ) − 14E(X) + 49 = E(X 2 ) − 91
⇒ E(X 2 ) = 102 and var(X) = 102 − 100 = 2.
15 = E[(X − 7)3 ]. Expand (X − 7)3 and continue.
1.9.16
1.9.17
1.9.19
t2 t3
M (t) = (1 − t)−3 = 1 + 3t + 3 · 4 + 3 ·4 · 5 + ···
2! 3!
Considering the coefficient of tr /r!, we have
E(X r ) = 3 · 4 · 5 · · · (r + 2), r = 1, 2, 3 . . . .
1.9.23
Z 1
1 1 1 5
E(X) = x dx + 0 · + 1 · = .
0 4 4 2 8
Z 1
2 1 1 1 7
E(X ) = x2 dx + 0 · + 1 · = .
0 4 4 2 12
2
7 5 37
var(X) = − = .
12 8 192
1.9.24
Z ∞ k
X
E(X) = x[c1 f1 (x) + · · · + ck fk (x)] dx = ci µi = µ.
−∞ i=1
R∞
Because −∞ (x − µ)2 fi (x) dx = σi2 + (µi − µ)2 , we have
k
X
E[(X − µ)2 ] = ci [σi2 + (µi − µ)2 ].
i=1
1.10.2 Z ∞ Z ∞
µ= xf (x) dx ≥ 2µf (x) dx = 2µP (X > 2µ).
0 2µ
1
Thus 2 ≥ P (X > 2µ).
1.10.4 If, in Theorem 1.10.2, we take u(X) = exp{tX} and c = exp{ta}, we have