Show that if A and B are independent events then BC and A are independent.
independent events follow the multiplication law:
if A and B are independent then P(A∩B)=P(A)×P(B)
P(A∩BC)=P(A)−P(A∩B)=P(A)−P(A)×P(B)=P(A)×P(1−B)=P(A)×P(BC)
An unfair coin with P(T) = 1/3 is tossed three times.
Let A be the event of getting at exactly two heads and one tail.
B the event of getting tail in the second toss.
(1) Are A and B independent events?
(2) Evaluate P(A-B) and P(A/B).
Yes they are independent
P(H)=32,P(T)=31
S={HHH,HHT,HTH,HTT,THH,THT,TTH,TTT}
A={HHT,HTH,THH}⟹P(A)=32×32×31+32×31×32+31×32×32=94
B={HTH,HTT,TTH,TTT}⟹P(B)=274+272+272+271=31
A∩B={HTH}⟹P(A∩B)=274
or because A and B are independent
P(A∩B)=P(A)×P(B)=94×31=274
P(A−B)=P(A)−P(A∩B)=94−274=278
or because A and B are independent
P(A−B)=P(A∩BC)=94×32=278
P(A/B)=P(B)P(A∩B)=1/34/27=2712=94
or because A and B are independent
P(A/B)=P(A)=94
Prove that the variance of Poisson distribution equals its mean.
the probability mass function for Poisson distribution is P(x)=x!λxe−λ
the mean is μ=λ
μ=x=0∑∞xx!λxe−λ=x=1∑∞xx(x−1)!λxe−λ=e−λy=0∑∞y!λy+1=λe−λy=0∑∞y!λy=λe−λeλ=λ
the variance is v=μ
v=(x=0∑∞x2x!λxe−λ)−μ2=e−λ(x=1∑∞x(x−1)!λx)−μ2=e−λ(y=0∑∞(y+1)y!λy+1)−μ2=μ(μ+1)−μ2=μ
The number of accidents occur on a highway each day is a Poisson distribution with average 3
what is the probability that:
(1) At least one accident occurs today.
λ=3
P(x≥1)=1−P(x<1)=1−P(0)=1−0!30e−3=95%
(2) 6 accidents occur in the next two days.
λ=6
P(6)=6!66e−6=16%
The distribution function of a continuous random variable X is given by:
F(x)=⎩⎪⎨⎪⎧2e2x+c12kx2+c2c3x<00≤x<1x>1
(1) Find the values of c1, c2, c3 and k.
(2) Deduce PDF f(x)
F(−∞)=0⟹2e−∞+c1⟹c1=0
F(∞)=1⟹c3=1
F(0+)=F(0−)⟹21=0+c2⟹c2=0.5
F(1+)=F(1−)⟹2k+21=1⟹k=1
F(x)=⎩⎪⎨⎪⎧0.5e2x0.5x2+0.51x<00≤x<1x>1
f(x)=dxdF(x)=⎩⎪⎨⎪⎧e2xx0x<00≤x<1x>1
if X is a continuous uniform RV, show that E(x)V(x)=6(b+a)(b−a)2
f(x)=b−a1
E(x)=2a+b
V(x)=12(b−a)2
prove it yourself!
The age of fans in a personal computer is exponentially distributed with average 1500 hr
a bulb is chosen at random.
(I) Deduce and sketch P. D. F f (x) and the distribution function F(x)
(2) Find the probability that it will work at least 2000 hr.
(3) Find the average such that 52.76% of bulbs will be destroyed before 3000 hr.
μ=λ1=1500⟹λ=15001
f(x)=λe−λx
F(x)=1−e−λx Deduce it yourself!
P(x≥2000)=1−P(x<2000)=1−F(2000)=e−2000/1500
F(3000)=0.5276=1−e−3000λ⟹λ=−3000ln(1−0.5267)⟹μ=λ1=4000
A four-sided die is tossed two times, let X and Y be random variables where
X: the sum of two numbers and Y: the minimum of two numbers.
Evaluate
(I) Joint probability mass function p(X, Y).
(2) cov(X, Y).
(3) p(x=5,Y<=2)
(4) p(x=2/Y=1)
1 | 2 | 3 | 4 | |
---|---|---|---|---|
1 | 1,1 | 1,2 | 1,3 | 1,4 |
2 | 2,1 | 2,2 | 2,3 | 2,4 |
3 | 3,1 | 3,2 | 3,3 | 3,4 |
4 | 4,1 | 4,2 | 4,3 | 4,4 |
X Y | 2 | 3 | 4 | 5 | 6 | 7 | 8 | |
---|---|---|---|---|---|---|---|---|
1 | 1 | 2 | 2 | 2 | 7/16 | |||
2 | 1 | 2 | 2 | 5/16 | ||||
3 | 1 | 2 | 3/16 | |||||
4 | 1 | 1/16 | ||||||
1/16 | 2/16 | 3/16 | 4/16 | 3/16 | 2/16 | 1/16 |
E(X)=2×161+3×162+4×163+5×164+6×163+7×162+8×161=5
E(Y)=1×167+2×165+3×163+4×161=1630
E(X2)=4×161+9×162+16×163+25×164+36×163+49×162+64×161=255
E(Y2)=1×167+4×165+9×163+16×161=1670
σ(X)=√E(X2)−E(X)2=2√10
σ(Y)=√E(Y2)−E(Y)2=8√55
E(X,Y)=2×161+3×162+4×162+5×162+8×161+10×162+12×162+18×161+21×162+32×161=885
cov(X,Y)=E(X,Y)−E(X)E(Y)=885−5×815=1.25
correlation=σ(X)×σ(Y)cov(X,Y)=2√10×8√551.25=0.8502 strong direct correlation
P(X=5,Y≤2)=162+162=41
P(X=2/Y=1)=P(Y=1)P(X=2,Y=1)=7/161/16=71
A Physics exam is made for 200 of Preparatory year students.
Their marks are normally distributed with mean = 12 and standard deviation = 2.5
assume that x denotes the mark of the student. Answer the following:
(1) Find the probability P(x≤14.5)
(2) If the excellent mark is more than 16, determine the number of the excellent students.
(3) Find the mark q ifϕ(q≤x≤14.5)=0.7719
P(x≤14.5)=ϕ(2.514.5−12)=0.8413
Zexcellent=2.516−12=1.6
P(x≥16)=1−P(x<16)=1−ϕ(1.6)=0.0548
number of students =200×0.0548=11
Z of q must be negative
ϕ(2.514.5−12)−(1−ϕ(Zq))=0.7719
ϕ(Zq)=0.7719−0.8431+1=0.9288
Zq=1.47⟹−Zq=−1.47⟹q=12−1.47×2.5=8.325
Two cards are drawn at random from a 52 card deck (without repiacement).
Find the probability of obtaining
I- Both cards are kings 2- Exactly one king 3. None of them is a king
1)524×513=2211
2)524×5148+5248×514=22132
3)5248×5147=221188
1)52C24C2=2211
2)52C24C1×48C1=22132
3)52C248C2=221188
A box contains 4 white, 6 red,7 black and 3 green balls.
We draw 8 balls from the box (with replacement).
Find the probability of obtaining:
(1) two balls of each color
(2) One white ball only in the last drawing.
(3) two red balls in the third and fifth drawings
1)2!×2!×2!×2!8!×(204)2×(206)2×(207)2×(203)2
2)(2016)7×204
3)2!×6!8!×(206)2×(2014)6
A bag contains 5 fair coins and 10 unfair coins have 𝑃(𝐻) = 0.8.
A coin is picked at random and tossed 6 times.
Let 𝑩 the event of getting 4 heads out of 6 tosses.
Evaluate: 1- 𝑷(𝑭𝒂𝒊𝒓/𝑩). 2- 𝑷(𝑼𝒏𝒇𝒂𝒊𝒓/𝑩)
P(Fair)=31,P(H/Fair)=21,P(T/Fair)=21
P(Unfair)=32,P(H/Unfair)=108,P(T/Unfair)=102
P(B)=P(B/Fair)+P(B/Unfair)=1/3×6C4×0.54×0.52+2/3×6C4×0.84×0.22
P(Fair/B)=P(B)P(Fair∩B)=1/3×6C4×0.54×0.52+2/3×6C4×0.84×0.221/3×6C4×0.54×0.52
P(Unair/B)=P(B)P(Unair∩B)=1/3×6C4×0.54×0.52+2/3×6C4×0.84×0.222/3×6C4×0.84×0.22
An exponential distribution with density function 𝑓(𝑥) = 𝜆𝑒−0.1𝑥 of a C.R.V
1) Find its mean
2) Deduce and draw the cumulative distribution 𝐹(𝑥).
μ=λ1=0.11=10
F(x)=1−e−0.1x
If X is a discrete random variable with a commutative distribution
F(X)=61(x+k),x=1,2,3,4
(l) Find the value of k.
(2) Evaluate and sketch the probability mass function P(x) and F(x).
(3) Eva1uate E(6 - 2x), V(6 - 2x) and P(1.5 <= x <= 3.5).
61((1+k)+(2+k)+(3+k)+(4+k))=1⟹k=−1
F(X)=61(x−1)
F(1)=0,F(2)=61,F(3)=62,F(4)=63
P(1)=61,P(2)=61,P(3)=61,P(4)=63
P(x)={6163x=1,2,3x=4
E(x)=1×61+2×61+3×61+4×63=3
V(x)=1×61+4×61+9×61+16×63=331
E(6−2x)=6−2E(x)=0
V(6−2x)=4V(x)=3124
P(1.5≤x≤3.5)=P(2)+P(3)=62