Mathematical and Computational Methods for Engineers E155C, Winter 2004 Handout #2 Discrete and Continuous Distributions, Moments, Distributions of Several Variables Distributions, Moments, Change of Variables 1. Suppose that random variable X is the number that a fair die turns up a. sketch the probability density function f(x) b. sketch the cumulative distribution function F(x) 2. Let denote a continuous random variable corresponding to the angular position of a pointer that is free to spin about its center such that 0 2 . a. determine f ( ) b. determine F ( ) c. determine P(0 / 3) 3. In tossing a fair coin, let X denote the number of trials until the first head appears. a. determine f ( x j ) b. show that f (x j ) 1 xj c. what is the probability that the first head appears in the first 3 trials ? 4. In the case of the spinning arrow determine the following: a. mean b. variance c. standard deviation 5. In producing ball bearings, the manufacturing process has shown a radius variation of 2 0.09 mm. Using Chebyshev’s inequality, estimate the upper bound on the probability that the radius will fall more than 0.9 mm from the mean. 6. Find the output density for Y if X is a random variable with PDF f (x) and y x3 . Binominal and Poisson Distributions 7. A production process is partitioned into two independent sub-processes. The probabilities of a defective component in the first and second subprocesses are 0.01 and 0.02, respectively. If 50 units are produced, what is the probability there will be less than 2 defective units ? 8. Communication channels do not always transmit the correct signal. Suppose that for a particular channel the error rate is 1 incorrect transmission per 100 messages. If 200 messages are sent in a given week and it is assumed that their transmissions are independent, what is the probability there will be at least 3 errors ? 9. It has been determined that 90 vehicles per minute arrive at an intersection. Suppose X is the number of arrivals in a 6-second interval. a. find the density for X b. find the probability that exactly 2 cars arrive at the intersection within a 6-second interval Normal Distribution 10. In a digital communication system, data is represented by electrical signals. Let bits 0 and 1 be represented by 2 and 3 volts, respectively. The signal is distorted by noise modeled as a normally distributed random variable with 0 and 0.22 . The terminal recognizes bit 0 if V 2.6 volts and bit 1 if V 2.6 volts. What is the probability that the signal is recognized incorrectly ? 11. To check a person’s telepathic ability, a screen is placed between the investigator and the subject, and the subject is asked to choose the one among five cards to which the investigator is pointing. If there are 200 trials, what is the probability that the subject will get more than 55 correct responses ? Use normal approximation to the binomial distribution.