HCM city University of Technology

Probability with Engineering

Applications

Phan Thi Khanh Van

2019 - 2020
HCM city University of Technology Probability with Engineering Applications

Phan Thi Khanh Van 2

Chapter 1

Introduction to probability

1. Probability for sample space of equally likely outcomes:

|A|
P (A) =
|Ω

2. Addition rules
• P (A + B) = P (A) + P (B) − P (AB)
• P (A + B + C) = P (A) + P (B) + P (C) − P (AB) − P (BC) − P (AC) + P (ABC)
• If A1 , A2 , · · · , An are mutually exclusive:
P (A1 + A2 + · · · + An ) = P (A1 ) + · · · + P (An )

3. Conditional probability and Multiplication rule

P (AB)
• P (A|B) =
P (B)
• P (AB) = P (A|B).P (B)

• P (ABC) = P (A|BC).P (B|C).P (C)

4. Independence
2 events are independent if one of these statements holds true:

• P (A|B) = P (A)
• P (B|A) = P (B)
• P (AB) = P (A).P (B)

5. Total probability formula

• P (A) = P (A|B)P (B) + P (A|B c )P (B c )

• For E1 , E2 , · · · En mutually exclusive and exhaustive
P (A) = P (A|E1 )P (E1 ) + · · · + P (A|En )P (En )

6. Bayes formula
P (A|B)P (B)
P (B|A) =
P (A)

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HCM city University of Technology Probability with Engineering Applications

1.1 Sample space, Probability for sample space of equally

likely outcomes:
1. Suppose 4 teams, numbered one through four, play a single-elimination tournament,
consisting of three games. 2 teams play each game and one of them wins; ties do not
occur. Teams 1 and 2 play each other in the 1st game; teams 3 and 4 play each other
in the 2nd game; the winner of the 1st game plays the winner of the 2nd game in the
3rd game.

a) Define a sample space Ω. Explain how the elements of your set correspond to the
possible scenarios.
b) How many possible scenarios are there?

2. Samples of a cast aluminum part are classified on the basis of surface finish (in mi-
croinches) and edge finish. The results of 100 parts are summarized as follows:

a) Let A denote the event that a sample has excellent surface finish, and let B de-
note the event that a sample has excellent edge finish. Determine the number of
samples in Ac B, B c and in A + B.
b) Assume that each of two samples is to be classified on the basis of surface finish,
either excellent or good, and on the basis of edge finish, either excellent or good.
Use a tree diagram to represent the possible outcomes of this experiment.

3. Lan and Thanh are arranged in a line of 10 students. Find the probability that Thanh
is right after Lan.

4. Four bits are transmitted over a digital communications channel. Each bit is either
distorted or received without distortion. Let Ai denote the event that the ith bit is
distorted, i = 1, ..., 4.

(a) Describe the sample space for this experiment.

(b) Are the Ai mutually exclusive?
Describe the outcomes in each of the following events:
(c) A1
(d) Ac1
(e) A1 A2 A3 A4
(f ) (A1 A2 ) + (A3 A4 )

5. Hospital Emergency Visits The following table summarizes visits to emergency de-
partments at four hospitals in Arizona. People may leave without being seen by a
physician, and those visits are denoted as LWBS. The remaining visits are serviced at
the emergency department, and the visitor may or may not be admitted for a stay in
the hospital. Let A denote the event that a visit is to hospital 1, and let B denote the

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HCM city University of Technology Probability with Engineering Applications

event that the result of the visit is LWBS.

Calculate the number of outcomes in AB, Ac , and A + B.

6. A group of 5 people with different names. Each person writes one name of the others
randomly. Find the probability that there is a couple that write the names of each
other.

7. In a deck of 52 cards, 5 cards are chosen. What is the probability that all 5 cards have
different face values?

8. A credit card contains 16 digits between 0 and 9. However, only 100 million numbers
are valid. If a number is entered randomly, what is the probability that it is a valid
number?

9. In a chemical plant, 24 holding tanks are used for final product storage. Four tanks are
selected at random and without replacement. Suppose that six of the tanks contain
material in which the viscosity exceeds the customer requirements.

a) What is the probability that exactly one tank in the sample contains high-viscosity
material?
b) What is the probability that at least one tank in the sample contains high-viscosity
material?
c) In addition to the six tanks with high viscosity levels, four different tanks contain
material with high impurities. What is the probability that exactly one tank in
the sample contains high-viscosity material and exactly one tank in the sample
contains material with high impurities?

10. Birthday Problem. Find the probability p(n) that, in a set of n randomly chosen peo-
ple, some pair of them will have the same birthday

1.2 Addition rules

1. Suppose that both Saturday and Sunday each have probability 0.6 to get rain and that
the probability is p that it rains both days. How does the probability of rain during the
weekend depend on p?

2. In the article “ACL Reconstruction Using Bone- Patellar Tendon-Bone Press-Fit Fix-
ation: 10-Year Clinical Results” in Knee Surgery, Sports Traumatology, Arthroscopy
(2005, Vol. 13, pp. 248–255), the following causes for knee injuries were considered:

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HCM city University of Technology Probability with Engineering Applications

a) What is the probability that a knee injury resulted from a sport (contact or non-
contact)?
b) What is the probability that a knee injury resulted from an activity other than a
sport?

3. In a class, 70% of students are good at Maths, 80% are good at English and 60% is good
at Physics. Given that there are 90% of students that are good at Maths or English, 85%
good at English or Physics, 80% good at Maths or Physics, 95% good at one of these 3
subjects.
Find the probability that a student in this class is good at

a) both Maths and English.

b) both English and Physics.
c) both Maths and Physics.
d) all these 3 subjects.

4. Disks of polycarbonate plastic from a supplier are analyzed for scratch and shock
resistance. The results from 100 disks are summarized as follows:

(a) If a disk is selected at random, what is the probability that its scratch resistance is
high and its shock resistance is high?
(b) If a disk is selected at random, what is the probability that its scratch resistance is
high or its shock resistance is high?
(c) Consider the event that a disk has high scratch resistance and the event that a disk
has high shock resistance. Are these two events mutually exclusive?

5. Strands of copper wire from a manufacturer are analyzed for strength and conduc-
tivity. The results from 100 strands are as follows:

(a) If a strand is randomly selected, what is the probability that its conductivity is high
and its strength is high?
(b) If a strand is randomly selected, what is the probability that its conductivity is low

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HCM city University of Technology Probability with Engineering Applications

or its strength is low?

(c) Consider the event that a strand has low conductivity and the event that the strand
has low strength. Are these two events mutually exclusive?

6. A Web ad can be designed from 4 different colors, 3 font types, 5 font sizes, 3 images,
and 5 text phrases. A specific design is randomly generated by the Web server when
you visit the site. Let A denote the event that the design color is red, and let B denote
the event that the font size is not the smallest one. Use the addition rules to calculate
the following probabilities.

a) P (AB)
b) P (Ac + B)
c) P (Ac + B c )

7. A computer system uses passwords that contain exactly 8 characters, and each char-
acter is one of the 26 lowercase letters (a–z) or 26 uppercase letters (A–Z) or 10 inte-
gers (0–9). Assume all passwords are equally likely. Let A and B denote the events
that consist of passwords with only letters or only integers, respectively. Determine
the following probabilities:

a) P (A + B)
b) P (Ac + B)
c) P (Password contains exactly 1 or 2 integers)

1.3 Conditional probability and multiplication rule

1. Samples of a cast aluminum part are classified on the basis of surface finish (in mi-
croinches) and edge finish. The results of 100 parts are summarized as follows:

Let A denote the event that a sample has excellent surface finish, and let B denote the
event that a sample has excellent edge finish. Determine the following probabilities:

a) P (A) c) P (A|B)
b) P (B) d) P (B|A)

2. Roll 2 dice, the sum T is odd. Find P (T < 8).

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HCM city University of Technology Probability with Engineering Applications

3. A batch of 50 parts contains 10 made by Tool 1 and 40 made by Tool 2. If 2 parts are
selected randomly
(a) What is the probability that the 2nd part came from Tool 2, given that the 1st
part came from Tool 1?
(b) What is the probability that the 1st part came from Tool 1 and the 2nd part came
from Tool 2?
Homework
4. Tom’s parents have 2 children.
a) Find the probability that Tom has a sister.
b) Find the probability that Tom has an elder sister.
5. Samples of skin experiencing desquamation are analyzed for both moisture and melanin
content. The results from 100 skin samples are as follows:

Let A denote the event that a sample has low melanin content, and let B denote the
event that a sample has high moisture content. Determine the following probabili-
ties:

a) P (A) c) P (A|B)
b) P (B) d) P (B|A)

6. Disks of polycarbonate plastic from a supplier are analyzed for scratch and shock
resistance. The results from 100 disks are summarized as follows:

Let A denote the event that a disk has high shock resistance, and let B denote the
event that a disk has high scratch resistance. Determine the following probabilities:

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HCM city University of Technology Probability with Engineering Applications

a) P (A) c) P (A|B)
b) P (B) d) P (B|A)

7. In a class with 30 students, there are 17 boys and 13 girls. There are 3 students named
”Khanh”, in which 2 are boys and 1 is girl. The teacher called the name of a student in
the class.

a) Find the probability that his/her name is ”Khanh”.

b) Given that the student called is a boy. Find the probability that his name is ”Khanh”.

8. Roll two dice and observe the numbers coming up.

a) Define two events by: A =”the sum is 6”, and B = ”the numbers are not equal”.
Find and compare P (B) and P (B|A)
b) Let E = ”the number showing on the first die is even,” and F = ”the sum of the
numbers showing is 7”. Find and compare P (F ) and P (F |E)

9. Consider the tossing of a pair of dice. What is the probability of a number greater
than 4 with the second die if a number less than 4 turned up on the first die?

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HCM city University of Technology Probability with Engineering Applications

1.4 Independence
1. The following circuit operates only if there is a path of functional devices from left to
right. The probability that each device functions is shown on the graph. Assume that
devices fail independently. What is the probability that the circuit operates?

a)

b)

c)

2. Disks of polycarbonate plastic from a supplier are analyzed for scratch and shock
resistance. The results from 100 disks are summarized as follows:

Let A denote the event that a disk has high shock resistance, and let B denote the
event that a disk has high scratch resistance. Are A and B independent?

3. A Web ad can be designed from 4 different colors, 3 font types, 5 font sizes, 3 images,
and 5 text phrases. A specific design is randomly generated by the Web server when
you visit the site. Let A denote the event that the design color is red, and let B denote
the event that the font size is not the smallest one. Are A and B independent events?

4. Samples of skin experiencing desquamation are analyzed for both moisture and melanin
content. The results from 100 skin samples are as follows:

Let A denote the event that a sample has low melanin content, and let B denote the
event that a sample has high moisture content. Are A and B independent?

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HCM city University of Technology Probability with Engineering Applications

5. The table shows well failures for different geological formation groups in Baltimore
County. Let A denote the event that the geological formation has more than 1000
wells, and let B denote the event that a well failed. Are these events independent?

6. Hospital Emergency Visits The following table summarizes visits to emergency de-
partments at four hospitals in Arizona. People may leave without being seen by a
physician, and those visits are denoted as LWBS. The remaining visits are serviced at
the emergency department, and the visitor may or may not be admitted for a stay in
the hospital. Let A denote the event that a visit is to hospital 4, and let B denote the
event that a visit results in LWBS (at any hospital). Are these events independent?

7. The following circuit operates only if there is a path of functional devices from left to
right. The probability that each device functions is shown on the graph. Assume that
devices fail independently. What is the probability that the circuit operates?

a)

b)

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HCM city University of Technology Probability with Engineering Applications

1.5 Total probability formula, Bayes formula

1. Obesity in Canada According to a source of data, in 2004 65% of men and 53.4% of
women in Canada are overweight. Suppose that the numbers of men and women in
Canada are the same.

a) Find the probability that a Canadian is overweight in Canada in this year.

b) Given that a Canadian is overweight in 2004. Find the probability that he is a man.

2. Testing for mad cow disease: In early 2001 the European Commission introduced
massive testing of cattle to determine infection with the transmissible form of Bovine
Spongiform Encephalopathy (BSE) or “mad cow disease.” As no test is 100% accurate,
most tests have the problem of false positives and false negatives.The results for what
the report calls Test A may be summarized as follows: an infected cow has a 70%
chance of testing positive, and a healthy cow just 10%; in formulas:

a) Determine the probability that an arbitrary cow tests positive.

b) Suppose that the rate that a cow is infected is 1.5/100000 cows. Determine the
probability that a cow is infected given that it tests positive.

3. Two Web colors are used for a site advertisement. If a site visitor arrives from an affil-
iate, the probabilities of the blue or green colors being used in the advertisement are
0.8 and 0.2, respectively. If the site visitor arrives from a search site, the probabilities
of blue and green colors in the advertisement are 0.4 and 0.6, respectively. The pro-
portions of visitors from affiliates and search sites are 0.3 and 0.7, respectively. What
is the probability that a visitor is from a search site given that the blue ad was viewed?

4. An e-mail ilter is planned to separate valid e-mails from spam. The word free occurs
in 60% of the spam mes- sages and only 4% of the valid messages. Also, 20% of the
messages are spam. Determine the following probabilities:

a) The message contains free.

b) The message is spam given that it contains free.
c) The message is valid given that it does not contain free.

5. A recreational equipment supplier finds that among orders that include tents, 40%
also include sleeping mats. Only 5% of orders that do not include tents do include
sleeping mats. Also, 20% of orders include tents. Determine the following probabili-
ties:

a) The order includes sleeping mats.

b) The order includes a tent given it includes sleeping mats.

6. The probabilities of poor print quality given no printer problem, misaligned paper,
high ink viscosity, or printer-head debris are 0, 0.3, 0.4, and 0.6, respectively. The
probabilities of no printer problem, misaligned paper, high ink viscosity, or printer-
head debris are 0.8, 0.02, 0.08, and 0.1, respectively.

a) Determine the probability of high ink viscosity given poor print quality.
b) Given poor print quality, what problem is most likely?

Phan Thi Khanh Van 12

Chapter 2

Random variables and random vectors

1. Discrete random variables

• Probability Mass Function (PMF) f (x)

(i) f (xi ) = P (X = xi )
(ii) f (xi ) ≥ 0
P
(iii) f (xi ) = 1
xi

• Distribution Function (CDF) F (x)

P
F (x) = P (X ≤ x) = f (xi )
xi ≤x

• Mean (expected value, expectation) E(X)

P
µ = E(X) = xi f (xi )
xi

• Variance V (X)

(xi − µ)2 f (xi ) = x2i f (xi ) − µ2

P P
V (X) =
xi xi

• Standard deviation σ
p
σ= V (X)

2. Continuous random variables

• Probability density function (PDF) f (x)

(i) f (x) ≥ 0
Rb
(ii) P (a ≤ X ≤ b) = a
f (x)dx
R∞
(iii) f (x)dx = 1
−∞

• Cumulative Distribution Function (CDF) F (x)

Rx
F (x) = P (X ≤ x) = f (t)dt
−∞

• Mean (expected value, expectation) E(X)

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HCM city University of Technology Probability with Engineering Applications

R∞
µ = E(X) = xf (x)dx
−∞

• Variance V (X)
R∞ R∞
V (X) = (x − µ)2 f (x)dx = x2 f (x)dx − µ2
−∞ −∞

• Standard deviation σ
p
σ= V (X)

3. Discrete random vectors

• Joint probability mass function fXY (x, y)

(i) fXY (xi , yj ) ≥ 0
(ii) fXY (xi , yj ) = P (X = xi , Y = yj )
PP
(iii) fXY (xi , yj ) = 1.
xi yj

• Marginal probability mass function of X

fX (x) = P (X = x)
• Conditional expectation of Y given X = x: E(Y |x)
P
E(Y |x) = yj fY |x (yj )
yj

• Conditional variance of Y given X = x: V (Y |x)

V (Y |x) = yj2 fY |x (yj ) − E(Y |x)2

P
yj

• Independent random variables

(i) fXY (x, y) = fX (x)fY (y)
(ii) fY |x (y) = fY (y)
(iii) fX|y (x) = fX (x)
(iv) P (X ∈ A, Y ∈ B) = P (X ∈ A)P (Y ∈ B).

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HCM city University of Technology Probability with Engineering Applications

2.1 Random variables. Cumulative, probability mass func-

tions and probability density functions
2.1.1 Discrete random variables: PMF, CDF, Mean, Variance
1. Determine the range of the following random variables

a) The random variable is the number of nonconforming solder connections on a

printed circuit board with 1000 connections.
b) A batch of 500 machined parts contains 10 that do not conform to customer re-
quirements. Parts are selected successively, without replacement, until a noncon-
forming part is obtained. The random variable is the number of parts selected.
c) A group of 10, 000 people are tested for a gene called Ifi202 that has been found
to increase the risk for lupus. The random variable is the number of people who
carry the gene.

2. The sample space of a random experiment is {a, b, c, d, e, f }, and each outcome is

equally likely. A random variable is defined as follows:

outcome a b c d e f
x 0 0 1.5 1.5 2 3

Determine the probability mass function (PMF) of a. Use the probability mass func-
tion to determine the following probabilities:

(a) P (X = 1.5) (e) P (X = 0 or X = 2)

(b) P (0.5 < X < 2.7) (f) Determine the cumulative distribu-
tion function (CDF) of X.
(c) P (X > 3)
(g) Evaluate the expectation E(X) and
(d) P (0 ≤ X < 2) variance V (X)

3. Verify that the following functions are probability mass functions, and determine the
requested probabilities.

x −2 −1 0 1 2
f (x) 0.2 0.4 0.1 0.2 0.1
(a) P (X ≤ 2) (e) Determine the cumulative distribu-
(b) P (X > −2) tion function (CDF) of X.

(c) P (−1 ≤ X ≤ 1) (f) Evaluate the expectation E(X) and

(d) P (X ≤ −1 or X = 2) variance V (X)

4. An article in Knee Surgery, Sports Traumatology, Arthroscopy [“Arthroscopic Menis-

cal Repair with an Absorb- able Screw: Results and Surgical Technique” (2005, Vol.
13, pp. 273–279)] cites a success rate of more than 90% for meniscal tears with a rim
width under 3 mm, but only a 67% success rate for tears of 3–6mm. If you are unlucky
enough to suffer a meniscal tear of under 3mm on your left knee and one of width
3–6mm on your right knee, what is the probability mass function of the number of
successful surgeries? Assume that the surgeries are independent.

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HCM city University of Technology Probability with Engineering Applications

5. An optical inspection system is used to distinguish among different part types. The
probability of a correct classification of any part is 0.98. Suppose that three parts are
inspected and that the classifications are independent. Let the random variable X
denote the number of parts that are correctly classified.

(a) Determine the probability mass function (PMF) of X .

(b) Determine the cumulative distribution function (CDF) of X.
(c) Evaluate the expectation E(X) and variance V (X)

6. A disk drive manufacturer sells storage devices with capacities of one terabyte, 500
gigabytes, and 100 gigabytes with probabilities 0.5, 0.3, and 0.2, respectively. The rev-
enues associated with the sales in that year are estimated to be $50 million, $25 mil-
lion, and $10 million, respectively. Let X denote the revenue of storage devices during
that year.

(a) Determine the probability mass function (PMF) of X .

(b) Determine the cumulative distribution function (CDF) of X.
(c) Evaluate the expectation E(X) and variance V (X)

7. An assembly consists of two mechanical components. Suppose that the probabili-

ties that the first and second components meet specifications are 0.95 and 0.98, re-
spectively. Assume that the components are independent. Let X be the number of
components in the assembly that meet specifications.

(a) Determine the probability mass function (PMF) of X .

(b) Determine the cumulative distribution function (CDF) of X.
(c) Evaluate the expectation E(X) and variance V (X)

8. The distributor of a machine for cytogenics has developed a new model. The com-
pany estimates that when it is introduced into the market, it will be very successful
with a probability 0.6, moderately successful with a probability 0.3, and not success-
ful with probability 0.1. The estimated yearly proit associated with the model being
very successful is $15 million and with it being moderately successful is $5 million;
not successful would result in a loss of $500, 000. Let X be the yearly profit of the new
model.

(a) Determine the probability mass function (PMF) of X .

(b) Determine the cumulative distribution function (CDF) of X.
(c) Evaluate the expectation E(X) and variance V (X)

9. Errors in an experimental transmission channel are found when the transmission is

checked by a certifier that detects missing pulses. The number of errors found in an
eight-bit byte is a random variable with the following distribution:


 0, x < 1,

0.7, 1 ≤ x < 4,
F (x) =
0.9, 4 ≤ x < 7,


7≤x

1,

Determine the each of the following probabilities:

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HCM city University of Technology Probability with Engineering Applications

(a) P (X ≤ 4) (e) P (X ≤ 2).

(b) P (X > 7) (f) Determine the PMF of X.
(c) P (≤ 5) (g) Evaluate the expectation E(X) and
(d) P (X > 4) variance V (X).

10. The thickness of wood paneling (in inches) that a customer orders is a random vari-
able with the following cumulative distribution function:


 0, x < 1/8,

0.2, 1/8 ≤ x < 1/4,
F (x) =


 0.9, 1/4 ≤ x < 3/8,
3/8 ≤ x

1,

Determine each of the following probabilities:

(a) P (X ≤ 1/18) (e) P (X ≤ 1/2).

(b) P (X > 1/4) (f) Determine the PMF of X.
(c) P (≤ 1/4) (g) Evaluate the expectation E(X) and
(d) P (X ≤ 5/16) variance V (X).

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HCM city University of Technology Probability with Engineering Applications

2.1.2 Continuous Random Variables: PDF, CDF, Mean and Variance

1. The probability density function of the time to failure of an electronic component in
a copier (in hours) is f (x) = e−x/1000 for x > 0. Determine the probability that

a) A component lasts more than 3000 hours before failure.

b) A component fails in the interval from 1000 to 2000 hours.
c) A component fails before 1000 hours.
d) The number of hours at which 10% of all components have failed.
e) Determine CDF.
f ) Evaluate the expectation E(X) and Variance V (X).

2. The probability density function of the net weight in pounds of a packaged chemical
herbicide is f (x) = 2.0 for 49.75 < x < 50.25 pounds.

a) Determine the probability that a package weighs more than 50 pounds.

b) How much chemical is contained in 90% of all packages?
c) Determine CDF.
d) Evaluate the expectation E(X) and Variance V (X).

3. The probability density function of the length of a cutting blade is f (x) = 1.25 for
74.6 < x < 75.4 millimeters. Determine the following:

a) P (X < 74.8)
b) P (X < 74.8 or X > 75.2)
c) If the specifications for this process are from 74.7 to 75.3 millimeters, what propor-
tion of blades meets specifications?
d) Determine CDF.
e) Evaluate the expectation E(X) and Variance V (X).

4. The probability density function of the length of a metal rod is f (x) = 2 for 2.3 < x <
2.8 meters.

a) If the specifications for this process are from 2.25 to 2.75 meters, what proportion
of rods fail to meet the specifications?
b) Assume that the probability density function is f (x) = 2 for an interval of length
0.5 meters. Over what value should the density be centered to achieve the greatest
proportion of rods within specifications?
c) Determine CDF.
d) Evaluate the expectation E(X) and Variance V (X).

5. An article in Electric Power Systems Research [“Mod- eling Real-Time Balancing Power
Demands in Wind Power Systems Using Stochastic Differential Equations” (2010, Vol.
80(8), pp. 966–974)] considered a new probabilistic model to balance power demand
with large amounts of wind power. In this model, the power loss from shutdowns is
assumed to have a triangular distribution with probability density function

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HCM city University of Technology Probability with Engineering Applications


−4 −6
−5.56.10 + 5.56.10 x,
 x ∈ [100, 500]
f (x) = 4.44.10−3 − 4.44.10−6 x, x ∈ [500, 1000]

0, otherwise


a) P (X < 74.8)
b) P (X < 74.8 or X > 75.2)
c) If the specifications for this process are from 74.7 to 75.3 millimeters, what propor-
tion of blades meets specifications?
d) Determine CDF.
e) Evaluate the expectation E(X) and Variance V (X).

6. The distribution
( of X is approximated with a triangular probability density function
0.025x − 0.0375, f or 30 < x < 50
f (x) = . Determine the following:
−0.025x + 0.0875, f or 50 < x < 70.

a) P (X ≤ 40)
b) P (40 < X ≤ 60)
c) Value x exceeded with probability 0.99.
d) Determine CDF.
e) Evaluate the expectation E(X) and Variance V (X).

7. Determine the probability density function for each of the following cumulative dis-
tribution functions.

a) F (x) = 1 − e−2x , x > 0



 0, x<0

0.2x 0≤x<4
b) F (x) =


 0.04x + 0.64, 4≤x<9
9≤x

1,


 0, x < −2

0.25x + 0.5 −2 ≤ x < 1
c) F (x) =


 0.5x + 0.25, 1 ≤ x < 1.5
1.5 ≤ x

1,

Phan Thi Khanh Van 19

HCM city University of Technology Probability with Engineering Applications

2.2 Discrete random vectors, Independent random variables

1. Four electronic printers are selected from a large lot of damaged printers. Each printer
is inspected and classified as containing either a major or a minor defect. Let the ran-
dom variables X and Y denote the number of printers with major and minor defects,
respectively. Determine the range of the joint probability distribution of X and Y .

2. Show that the following function satisfies the properties of a joint probability mass
function.

x y fXY (x, y)
−1 −2 1/8
−0.5 −1 1/4
0.5 1 1/2
1 2 1/8

Determine the following

a) P (X < 0.5, Y < 1.5) g) Conditional probability distribution

b) P (X < 0.5) of Y given that X = 1
c) P (Y < 1.5) h) Conditional probability distribution
d) P (X > 0.25, Y < 4.5) of X given that Y = 1
e) E(X), E(Y ), V (X),and V (Y ) i) E(X|Y = 1)
f) Marginal probability distribution of X j) Are X and Y independent?

3. Determine the value of c that makes the function f (x, y) = c(x + y) a joint probability
mass function over the nine points with x = 1, 2, 3 and y = 1, 2, 3. Determine the
following

a) P (X = 1, Y < 4) g) Conditional probability distribution

b) P (X = 1) of Y given that X = 1
c) P (Y = 2) h) Conditional probability distribution
d) P (X < 2, Y < 2) of X given that Y = 2
e) E(X), E(Y ), V (X),and V (Y ) i) E(Y |X = 1)
f) Marginal probability distribution of X j) Are X and Y independent?

4. In the transmission of digital information, the probability that a bit has high, moder-
ate, and low distortion is 0.01, 0.04, and 0.95, respectively. Suppose that three bits are
transmitted and that the amount of distortion of each bit is assumed to be indepen-
dent. Let X and Y denote the number of bits with high and moderate distortion out
of the three, respectively. Determine:

a) fXY (x, y) d) fY |1 (y)

b) fX (x) e) E(Y |X = 1)
c) E(X) f) Are X and Y independent?

5. An engineering statistics class has 40 students; 60% are electrical engineering majors,
10% are industrial engineering majors, and 30% are mechanical engineering majors.

Phan Thi Khanh Van 20

HCM city University of Technology Probability with Engineering Applications

A sample of four students is selected randomly without replacement for a project

team. Let X and Y denote the number of industrial engineering and mechanical
engineering majors, respectively. Determine the following:

a) fXY (x, y) d) fY |3 (y)

b) fX (x) e) E(Y |X = 3)
c) E(X) f) Are X and Y independent?

6. A manufacturing company employs two devices to inspect output for quality control
purposes. The first device is able to accurately detect 99.3% of the defective items it
receives, whereas the second is able to do so in 99.7% of the cases. Assume that four
defective items are produced and sent out for inspection. Let X and Y denote the
number of items that will be identified as defective by inspecting devices 1 and 2,
respectively. Assume that the devices are independent. Determine:

a) fXY (x, y) d) fY |2 (y)

b) fX (x) e) E(Y |X = 2), V (Y |X = 2).
c) E(X) f) Are X and Y independent?

7. A small-business Web site contains 100 pages and 60%, 30%, and 10% of the pages
contain low, moderate, and high graphic content, respectively. A sample of four pages
is selected without replacement, and X and Y denote the number of pages with mod-
erate and high graphics output in the sample. Determine:

a) fXY (x, y) d) fY |3 (y)

b) fX (x) e) E(Y |X = 3), V (Y |X = 3).
c) E(X) f) Are X and Y independent?

Phan Thi Khanh Van 21