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 s
 



 

 
 
  


 
 
  
 
  
  
    

where the fourth let-
ter is to be ignored in each sample point.

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



    
 
 
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


   

the outcomes for which our statement is true and the outcome
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) or

       

       

b)      ,
         

c)         ,
       

d)      ,


e)         .
1.2.3.
               

       

1.2.5.
! " # "   $ ! " # % "    "        

        

! " $ # " %        "     # " $ ! " %     &  "     

           

1.2.7.
! " $ # ' %        "       &         

a)      

$ ! " # % '    '               

but      

! " $ # ' %        "       &         

b)      

$ ! " # % ' $ ! " %    '         

and      

$ ! " # % '    '              

c)      

$ ! ' % " $ # ' %           "       &            

and       

1.2.9.
! " #  

The Venn diagram below illustrates the relation  Using the region numbers from
! " #    "       !

the diagram, we have    which is the region outside both

#  ! ' #    '        

and Similarly,      the whole sample space.



! " # 

Figure 1. 

2
1.2.11.
! #  !  #  ! ' #

1. Assume that that is, that whenever
then
Then   

! #  # #  #  # ! ' # 


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.  corresponding to     is 4 or 5

 '  
b) The event corresponding to  or  is  the shaded region in the gure below, that is,

$  %  $       &     % $        & % 

 and
      or   and . 

3
  '

Figure 3.  corresponding to  or 

"   
c) The event corresponding to  but not  is  the darkly shaded region in the gure
$  %         & 

below, that is,

 and
    .

" 

Figure 4.  corresponding to  but not 

4
 "  " 

d) The event corresponding to and  and  is
 the darkly shaded region in the
 $    %  $   %  $ &  %  

gure below, that is,



"  "

Figure 5.
 corresponding to and  and 

 " " 

e) The event corresponding to  and  , but not is 
the darkly shaded region in
 $   %  $   %  $   %  $    %  

the gure below, that is,  

5
  " "  

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.


6
2.1.1.

  
  
    

Let 
set of drinkers, and
set of smokers. Then  




  



  
Hence     From Theorem 2.1.2,

  
    


       

   and so,  
 


2.1.3.
 

If    then and have no common element. Hence

  and
cannot have any
common element either.



Alternatively, if   then      




 

 

The proofs of the other cases just need changing letters.

2.1.5.








    
       
  
    


      
      
      
  
  
  


            














                       









  
   
   
 








            


            

  
 

2.2.1.
               

a)
       
         
         

    


 
  
 
                   

b)        
         
         

     


 
  
 
        

c)          
       
  

2.2.3.

Figure 7.

7
2.2.5.
  
     

a) b) 

2.2.7.
               
a)  
b)   


2.3.1.
                        
 









2.3.3.


 

 



   
   

  

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

     

the division principle, the number of combinations must be and this is, 


indeed, how many sets we got.

2.3.7.
       




2.3.9.
         

a) 


b) 




2.3.11.
a)
 

 
     
,
b)
   
     
,


c)
  
      
,
d)                        

2.4.1.
1
1 1
1 2 1
1 3 3 1
1 4 6 4 1
1 5 10 10 5 1
1 6 15 20 15 6 1
1 7 21 35 35 21 7
1 8 28 56 70 56 28 8
1 9 36 84 126 126 84 36

8
2.4.3.


 
  
  
  
  
 
  


2.4.5.
  

     

2.4.7.

 
 

a) 





 




 
           
! " # $ % & ' ' # $ , - . / 0 1 2 3 4 - 5 . 3 1
6 7 8

b)   
for any $ ( ) * $ +

  
2.4.9.
. : ; < ; < <

a) 9 = > ? @ > A B ? C ? D E

b) F GH I J F GK I J F GL I J F GM I J F GN I O

2.5.1.
a) , P Q

b) F L Q , N I R F QL I R UQ S T

] S V W X Y

c) Z U [ , U
[ ^ [ S TU S _

V ] b \c W b
^ S V ^ S\ ^ W c d W ` a

d) Z U [ _

_ W X Y X ` W a e

2.5.3.
a) ,
h f g

g ij g k l m n

b) , oh g

g k p n

c) hq g ,
g r p n k s n n

d)
s n n r p n k m l n e

2.5.5.
a) t v w u v x y z v w
u {
v z } ~ 

{ | { | {
b) } ~ 

2.5.7.
a) This is like putting indistinguishable balls into distinguishable boxes. It

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.

You have to choose boxes out of This can be done in ways.

9
3.1.1.

 
a) P(   ,

 
b) P(  ,


c) P(  ,

  
d) P(   ,
    
e) P(  ,

  
f) P(  ,

  
g) P( ,
      
  
h) P  P(   .
3.1.3.
       
             
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.
                
Since we have, as in Problem 3.1.3, P  P P and so
                   
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
        
1) nonnegative quantity P  from P  P on the right of Equation 3.1.1 to get 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
P  % &' ( ) * ' + , P - % &0 1. / 0 3 and by Part a), P 7 8 9< =: ; < ? P( C DG HE F G J K P L M N J O
/ 2 2 4 N Q R ; > > @ 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



 

probability t r In Example 3.2.2, some unordered pairs correspond to two ordered

 

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,
+
. / . 0 / G H G J H
/ 1 ? @ A B C D I E K @ O @
, , E
P(jackpot , -
. 2 3
/
- 4 75 68 4 5 - : ; 8 7 :9 ; < = and P(match 5 E F
G L M
H
F N N
, E
5 4 >
P QR P Q P UR P \ Z i

S T Q F V WX Y Z W[ \ ] ^ X W ] X_ X` W \ a b c d e f g h

3.2.11.
l

a) j kl m j n m k o p
k
q
n
iu u v

b) j kl m j lk r m
n
j ls r m o t q

i v w x i

c) j kn m j l r
k
m j ls r m o t

3.2.13.
To get 5 cards of different denominations, we may rst choose the 5 denominations out y

of the 13 possible ones and then choose one card from the 4 cards of each of the selected ~

~
z | } { z  {
denominations. Thus, P all different z {
o ~
| (Note that we have included
z ~ {

straights and 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 denomi-
nations. 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
selections can be ordered in ways. Thus    

" # $
& ' () * + , (
P full house in poker dice
      % !

!
3.2.19.
) - . / - . . / - 0 / . 1 . / - 0 2 3
If , and then the last inequality is equivalent to
. 1 0 2 - . / 3 ) - . / . /
which together with means that is greater than or equal to both 0
. 1 0 2 3 ) 3 . 1 0 2 8 - . / ( . /
and and so The middle two inequalities say that is less
4 5 6 7

. 0 / 3 . / - . 3 0 / 8 ) - . / - . . / - 0 /
than or equal to both and and so . Thus, , and 4 9: 7

. 1 . / - 0 2 ) 3 . 1 0 2 8 - . / - . 3 0 / 8
imply . 4 5 6 7 4 9 : 7

) 3 . 1 0 2 8 - . / - . 3 0 / 8 3 ) - . /
Conversely, if then the rst part implies that
4 5 6 7 4 9 : 7 ;

. 1 0 2 - . / 3 . 1 . / - 0 2 3 . / - . . / - 0 / (
and or and the second part implies that and
) 3 . 1 0 2 8 - . / - . 3 0 / 8 ) - . / - . . / - 0 / . 1 . / - 0 2 (
Thus, 4 5 6 implies
7 , and 4 9: 7

3.3.1.
? ?
3 3 3
Let even and
< = odd and consider the sample space
> @ = > A = B < < < < < @ < @ <

3 3 3 3 3 3 3
< @ @ @ for throwing three dice. Then
< < @ < @ @ @ < @ @ @ C D = B < < < < < @ < @ <

3 E 3 3 3 3 E 3 (
< @ @ C and = B < The elementary
< < < @ @ @ < < @ @ @ C D = B < < < < @ @ C
J
8 E 8
events are equally likely, and so P P and P Hence, 7 D = 7 = FG H JI K L M N H G H I

F O
P P KL N P K M N H KL M N
O
3.3.3.
P KL P N Hand P Also,
K M N H and so P
JI K P N H QF R H SI L P H L M P H T K U V W N X KL P N H

O
Q IRThus, P P P and and are not independent, but P
KL P N H
Y KL N K P N L P KL M P N H Q IR H

O
P P KL PN K M N K P N
O
3.3.5.
a) Let and be independent. Then P
L P M P P P P ZL M [ H KL N \ KL M N H KL N \ K L N KM N H

P KL P
N ]^P P \ K M N _ H KL N ZM [
O
b) Similarly, P( P P P P P L P M P N H ZM [ \ ZL M [ H ZM [ \ KL N ZM [ H ]^ \ KL N _ ZM [ H

P( P L N ZM [
O

12
3.3.7.     

K
N H Z JI [ V K ^ N H   Z JI [ V K  N H ^
 Z JI [ V K U N H ^
 Z JI [ V K N H   Z JI [ V


K  N H Z JI [
O

Figure 8.

3.3.9.


The probability that a ball picked at random is red is  Similarly, the probability is the H QI
I O
same for white and also for blue. Thus, the probability for any color combination in a given R R

order for six independently chosen balls is We can obtain two of each color in    
Z QI [ Z J
O

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(Republican or Democrat or Independent : under 30 < = P( : under 30 < =

P(
and under 30) P(under 30)

= =  C
P(under 30) P(under 30)
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.
. 45 8
a) P(both are Aces 3 one is an Ace# &
6 4 7 8 9 6 : 46 ; 5 5 <
4 A 9 4 7
P(a red ace plus another ace) @ @ B @ @ B
b) P(both are Aces = one is a red Ace> ;
P(one is a red ace)
;
@
9?
? @
4 9? C D ? 4
@ B ? @ @ B
; 8E F G
F KL M L KF F ? ? ? ?
c) P(both are Aces H one is ASI J F KN F M N F K F J F O G ? ? ?
K S M S K F
P(AS plus another ace) QR Q QR Q
d) P(one is AS H both are AcesI J J J U V P T K S P
P(both are Aces) Q PR Q P
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
 p
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
  " # $ " % & ' (
)
' * Now, + , - . / 0 1 . , / 2 and so 4 0 5 6 ;7 8 9 : 7 Separating the two roots, we

> @ > @ 8 <

;
obtain = > ? ;8 9 : ? A and = ? ;: 9 8 ? : and for the general solution of the difference
8 8 8
D D
equation P B C D E ? F = > G H =
;
? F G H As in Example 3.5.5, we have the boundary
I KJ L M N

conditions P O P Q R S T and P O P U R S V and we use them to determine the constants W and X N

Q U

Consequently, W Y X I KJ L S W Y X S T and W Y X I KJ L S V N Hence, X S Z and

Z [ \] ^ _ ` a
b c d ef g h ij
k 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
d ef g h ij l
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
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.

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

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

0
1 2 x 3 4 5

and the d.f. of X is given by

  "


 if 
  "

 # # # if  $ 

  "
 % & & if  $ #
     "
'  ( if # $ &
  " *

 ' ) ' if & $

 *  "

 ' ' ' if $ 

!  +
 if 

with graph

0.8

0.6
y

0.4

0.2

0
1 2 x 3 4 5

4.1.3.
 *   .  
The possible values of are   , # ,  and -   P    P(2 heads  / 01 2 3 14 2 0 5

16

     5 P(1 head 5 P(3 heads
  5 0
and     5 P   5   5 P(0 heads  5 P(4
4 4
heads  5 4 The histogram is
4

0.4

0.3

0.2

0.1

0
-4 -2 2 x 4

The d.f. is given by




if    

   



if       

     

5
if     
        

if    

    



if     

 

if   

with graph

0.8

0.6
y

0.4

0.2

0
-4 -2 2 x 4

4.1.5.
The possible values of  are  and
        ! P  " !  ! P(2 or 3 heads ! # $ %& ' $ &( ' % !

)
%   P   !  " !  ! P(1 or 4 heads ! # $ % ' $ &( ' % ! % and P    !  " !  ! P(0
( ( *

17
or 5 heads ! # $ &( ' % ! ( The histogram is
( *

0.6

0.4

0.2

0
3 4 x 5

The d.f. is given by






if   



  if 
 

  !      



if
 

  

if  

with graph

0.8

0.6
y

0.4

0.2

0
3 4 x 5

18
4.1.7.

  
        

         
    

         
P

                                        ! " # ! $
Thus, in general,
" ) * + # * ,
and % & ' ( & for - . / 0 1 0 2 0 3 3 3 3

4.1.9.
The p.f. is 4 56 7 . 98 for 6 . / 0 1 0 3 3 3 0 : 0 with histogram

0.1

0
1 2 3 x 4 5 6 7

and the d.f is

< ?
=
AB C D E
if 6 @
B
/
H E
;
56 7 . if F
B
G
I E J
>
F if

19
with graph

0.8

0.6
y

0.4

0.2

0
1 2 3 x 4 5 6 7

4.1.11.
First, we display the possible values of in a table as a function of the outcomes on the two
dice:
E

 
F    

F  F    
 F  F   
  F  F  
   F  F 
    F  F
E
    F 

D E
Since each box has probability F  from here we can read off the values of the p.d.f. as

 E D E B


 if



D E B
 F   if F
  D E B

B   if 
E D E B


 if



D E B


  if

 D E B
  if 

Hence the histogram of is

20
 0.2

0
-1 1 2 3 x 4 5 6

and the d.f. is given by

 B H


 if 


E D E B H


 if  G F
 E D E B H
 F  if F G 
B  D E B H
  if  G 


D E B H


  if  G 


D E B H



  if  G 
 B I
F if 

with graph

0.8

0.6
y

0.4

0.2

0
1 2 3 x 4 5 6

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 " # $
  % & '&
) *
(
+ , - ) . - ) / 0 1 2 1 3 4 5 6 7 8 9
: ;
7 1 <

4.1.15.
Let be a sequence of real numbers decreasing to
= > ? @ and let A B C D ? E F G H I J G K L > ? M

for every Then P and

N O for Furthermore,
P J > ? K E J D ? K D ? Q D ? R S N E T C U C O O O O

D E because there is no
V
X Y
W
Z [
for which the real number
X \ ]
can be^
_ ` a b c _ d

e f g f g i j k l

for every considering that Thus, by the result of Exercise 4.1.14,

h
^

m n o g p q r s f g m n o g p r g l

P P Hence, by the theorem from real analysis

c d t c u d t c
]
d t v

m n o w p q r s f l
quoted in the hint, c d t v

4.1.17.
Consider any xed real number and let be a sequence of real numbers decreasing
x y z { y | }

to and y z for every

~ Then
| P and 

for Furthermore,
 Thus, by the result of

Exercise 4.1.14, P P By a theorem from

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

Thus,

if

2. Hence





and its graph is

if  or 

22
 0.5

0.4

0.3
y
0.2

0.1

0
-1 1 2 x 3 4 5
  




if  

3.
     

   if      and its graph is


if   

0.8

0.6
y
0.4

0.2

0
-1 1 2 x 3 4 5

       
4. P     
   "    "     "  $
5. P  !   P   ! !  # %

4.2.3.
  ' )( * if + , - .
1. Let &  . Then - 2 3 54 2 3 5; 3 4 >? @ A B
if / 0 - 1
4 6 78 9 : 8 4 : 8 < ; =
C > DF G H I Thus, H G J I
DE F
=
P Q if R S T
2. Hence K LM N G O U and its graph is
if R V T

23
 1

0.8

0.6
y

0.4

0.2

0
1 2 3 x 4 5 6

 


if   
3.
R      
 
and its graph is
         if   

0.8

0.6
y
0.4

0.2

0
2 4 x 6 8 10

4. P ! " # $ % & # $ % ' ( *) % *) +

5. P # " ,! ,$ % P ! " ( # $ - P ! . # $ % & ( # $ - /' ( & # $ 0 % 1 - ' ( *) % *) +

4.2.5.
1. 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 ! % # +
2. P ! " ' 3 # $ % )* 2
)
3. P ! " 4 3 # $ % 5) 2
4. P ' 3 # " ! " # $ % 5) ( )* % 6) 2
)
5. P ! % ' $ % 5) ( 7) % *7) 2
6. P ! . ' $ % ' ( 5) % 5* 2
7. P ! % # $ % ' ( 5) % 5 +

24
 4.2.7.
 

if  

 
  if  

1. &  $ % 


  if
  


if   

2. P  
     
3. P         

4. P
              
 
5. P  
      


6. P  
 
    

7. 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 ( and
% ( 9 1 2 !' # ( = > ? @ if A B C
4 5674 8 : ; < Thus,
>? @ if A B D ? E F
L C if A N 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.
L C if Q N 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 W \] Y Z
M
> if > O Q R
^ _ \] if X a b
[\ ] Y Z ` c Differentiating both sides, we get the p.d.f. as f g [X Y Z
if X d b e
\] if X a b
`
b if X d b
e
4.3.7.
^ b if X a b
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 u v w
l n o pq r s q

25
 
v if   v
Differentiating both sides, we get the p.d.f. as
  
    
  if  u v
w
4.3.9.
For a given      , there are two solutions modulo   :           and   
 
      . So, if ! " , then # falls in the angle on the bottom between these two values.
)
0 1 2 34 5 2 4 6 7
if , - . /
Thus, $ % &" '  P& ! " '  ( 8 1 9 8: ; 1: < = > ? @ A BC if D E F G H E
* +I
if E F G J
T U V W X Y Z
if [ \ ] ^ ] \

Hence, K L MG N O P LQ MG N O R _ S

otherwise.
4.4.1.
The values of ` a b c d and e a b f d for given b and d are
g h i j k l m n o

j k p _ l p j m p k n p l o p m q p n

k l p j m p _ n p j o p k q p l r p m
f
l m p k n p j o p _ q p j r p k s p l
f f
m n p l o p k q p j r p _ s p j j _ p k
f f f
n o p m q p l r p k s p j j _ p _ j j p j
f f f f
o q p n r p m s p l j _ p k j j p j j k p _
f f f f f

and so the joint probability function t
h z
y f
p z {
u vw xy of ` and e is given by the table below:
n m l k j _
j k l m n
f f f f

k _ _ _ _ _ j | l o _ _ _ _ _

l _ _ _ _ j | l o _ j | l o _ _ _ _

m _ _ _ j | l o _ j | l o _ j | l o _ _ _

n _ _ j | l o _ j | l o _ j | l o _ j | l o _ _

_ _ _ _ _ _
o j | l o j | l o j | l o j | l o j | l o

_ _ _ _ _
q j | l o j | l o j | l o j | l o j | l o j | l o

r _ j | l o _ j | l o _ j | l o _ j | l o _ j | l o _

s _ _ j | l o _ j | l o _ j | l o _ j | l o _ _

j _
_ _ _ _ _ _ _ _
j | l o j | l o j | l o

_ _ _ _ _ _ _ _ _
j j j | l o j | l o

j k _ _ _ _ _ j | l o _ _ _ _ _

4.4.3.

j p j p j p j p j p j {
1. t x a }    ~    } ~

~ ~

2.

4.4.5.
For P P

26


 
   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   
area of disc with radius  Thus,        

    !
+ % , + 
if )
" # $ % & ' ( % if + - . / 0 . 5 6 7 8 . 5 6 9 : ; < = ; > ?
if and 2 3 4 3 4
* 0 otherwise. 0 - . 1 <
if
4.4.7.

1. ? @ A B DC B FE G H I J G J H K L M FN O P Q
T U V W U X Y Z
T
[ W U X Y
T ^
^
` a b
` c Thus,
d I R S
S V\ S[ ] ^_
c
a e f
_

2. g h ij k
a l nm { | } ~  } |

m o pq r s t u s v w x y z
if and otherwise. Similarly, for

and



otherwise.

3. If

then














If
and


then








If
and

then   If




and then 
and 
otherwise.
  
   
 

4. P     
        # $ % & ' % ( ) % & * % &
+ ,

    
    ! " 


27
 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  *(
(
+
:
  . 24 3 0 . 3 6 5 0 .230 .350 E
F
, # - ./ 0 1 6 1 :8 ;9 < and = > . ? 0 1 2 6 2 1 :8 ; @ Now, :8 ;9 A BC GB C
. 76 0 . 76 0 C D 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 Z c U c V `

2. By dea nition, c U f g hi j k l m i n oSimilarly, s t h i j u s g h i j v s t g h i j k

p q r

l m i n o p q w because o p q k o q p o q w where the three constituents

p o q

are disjoint, and s t hi j u s g h i j v s t g h i j is l u x v x k l for i n o q w

is x u l v x k l for i n o q , and l u l v l k l for i n o q r Thus, by

transitivity, s t f g hi j k l m s t hi j u s g hi j v s t g hi j k l w which is equivalent to

28
 s t f g k s t u s g v s t g r

3. 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    ! #" $ % & ' ( ' *) + ,. - / 0

Thus, P(the two random points will be nearer to each other than 1 2 3 5 64 7 8 9 : ; =< > ?

B C ; @ A

C D E
B F G

4.5.11.
1. H I J K L M P JN O P K L M Q Q R S T U 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 n e p

and b q d r f s t vu w x y z { }| ~  ~

2. P 


and

if if
3. and so
otherwise otherwise

if
and, from Part 1, if
otherwise


and otherwise.

30
 4.5.13.
  
  
1. From De nition 4.2.3, P
    
   

  
   
  
2. P . /
  

   
    
 
*+
3. P P(all $
      ! ! " #   ! ! " % ! &' ( ) % , ' ! -
4. 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

4.5.15. T U U
if V W
By DeL nition 4.2.3, M N O PQ R S X Y Z [ \ for _ ` a b c b and from Equation
if V ] ^

4.5.31, d e fg h ` i kj l m n o p q l m r o s t u v w x y 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. 

P       if
  
By Example 4.5.4, P P  
P            if     

' if + , /
P   ! " # $ % " #
   and, by Equation 4.6.26,      
P  #  & if /
( ) * * - .
+ otherwise.
) 0 1 2 * 3 . - * - 1

31
 4.6.5.


if     

First, we compute the marginal densities. By de nition,
     
otherwise
          if ! "  " #
and so
        and
! otherwise
$ % &' . / 0 1 2 / 3 4 5 6 7 if 8 9 6 9 :
( ) * + , - Thus, by Equation 4.6.12, ; < => ?@ A 6 7 B
8 otherwise.
C D
if G H I J K L M
D E F
N 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 be uniform over the interval from H S to H S O P J I as expected. Similarly, or by
if ^ _ ` a b c d
symmetry, we obtain T U V W X J Y H K S Z e [
[ \ ] otherwise.
4.6.7.
e e
1. First, we can easily compute P f g h i jk l _ b for h _ m n and h i m o as
x if { | }
p q rs
f i j_ b l Pf _ t u h i b l Pf u h i v _ b l w { ~ } if { ~ }
y z
if { }
z  
if
Hence,
otherwise

By Equation 4.6.28, Here the numerator is

if and , and

it is 0 otherwise. In Ex-

if

ample 4.4.9, we computed if

if or

32
 



if       

Thus,
         if          Also, by symmetry,


.
otherwise !

, /
7
if 0 1 2 3 4 5 6
" # $% &' (
 ) * + 8 9 : if ; < = > ; ? @ > A
- B
otherwise C

Q Q
O
T T U
if R S
Q Z Z
2. From the picture above, P D E F G IH J PD K < L J M < ; F G N U
T
V U W X V R Y if R X
P
U if R [ X
p p
n if q r
Pd] e f gh e i j s t u s t p x s y
and so, \ ] ^_ `a b c i k l c m q v w if q r Hence, by
o s s
if q z

 if
differentiation, { | }~ 
otherwise

33
5.1.1.

 

    
   
        

5.1.3.
   6
   ! " # $ ! % & ' () * + Substituting , - . * / we get 0 12 3 - 4 7 8 9 : ; < = 8 > and inte-
' 5
gration by parts, with ? @ 8 9 > = A @ : ; < = 8 > gives B CD E @ GF H I J K L M N O QP R S U T V W X Y Z [ \ ] ^
_
` a c b d e f g h d i A second integration by parts, with j k d l h m k e f g h d l results in n op q k
r
s t u v w x y z |{ } ~ |

5.1.5.

From the hint, and


Furthermore,

by the geometric series formula, Adding the two sums and their


computed values, we obtain      
           

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

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 / *
* - :
0 1 5 0 3 / and 6 7 0 1 8 5 6 7 0 3 8 9 For such . 7. 8 5 ;
all 1 0 1 6 7 0 1 8 5 ; < = > ? @ A B C @ A D E
F F F F
B C D E G H I J ? @ K B C @ K D L (Here B C D M N O if is not a possible value of P .) In the
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 g c d ef g h j c k g d ef g h j c o
all all
5.1.9.
r } ~ w 
By Theorem 5.1.3, p e q r s t u wv v x r y z x s {

x
t u
|
v

x
Using the integral from

the solution of Exercise 5.1.3, we obtain 

5.1.11.

5.1.13.
Example 4.3.1 gives, for continuous and , where

So,
If then chang-


ing the variable to
leads to

If then the same change of variable yields

     

     
  
              ! " # just as before.

5.1.15.
- 0 - 2
For a binomial # Equation 5.1.49 and De$ nition 5.1.1 give     % &' ( ) * + ,- . / , 1

34
           !  "
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. Neverthe-
less, 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
D D F G H IF J G K L F L G M N
V V X W [ \
O P W X Y WZ X W [ \ ] ^ _ ^ _ ] ba c da e f j k l mn o p Thus, Equation 5.1.52 is true.
` gh i
Z
5.1.19. { | | n l m |n o p q r s t u
v w if and w
So, by Theorem 5.1.4, ~
otherwise
t } r } t } y }
r x y wz s u z s
t

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



5.2.1.
if
Let be a continuous r.v. with density This function is
otherwise
indeed a density, because it is nonnegative and Now,

 
and does not exist, because If we choose   then,
  
clearly,    also does not exist but, since 
     
 does exist.

5.2.3.
  
First,     

    
  for     


   
 

             and here the two   s cancel. Second, by The-

orem 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. & * + # # , - . / 0- , 1 . . 2 3 4 5 6 07 , - .23 / 5 08 07 , - . 0- , 1 . . /

5 6 0- , 1 . 2 3 4 9 2 / : / 0- , 1 .2 ;

2. From the < rst part above, = > ?@ A BCD E F as a function of G F is smallest when H I G J K F

that is, when G J H F and then L MNO I GPD E J Q D J R S T NO P U

5.2.7.
By Examples 5.1.4 and 5.2.4, L NO P J L NV P J XW Y Z [\ ] ^ _ Z [` ] ^ _ X] a Y and

35

   
    

 Thus,
           
     
    
   
1. 

   and


                        !     "
2.    and      # $

3. % &' ( ) * % &' ) % &( ) * ,+- . and / 0 1 &' ( ) * % 2 34 5 6 7 8 9 :; 34 5 6 <7 =

; >4 7 ? ; >5 7 ? 9 A@ B C AD E F AD E G A HB C AI B J

4. K LM N O P QN R S and T U V WX Y Z [ \ WX ] Z ^ _\ WX Y Z ` Y [ a cb d e f g h i j k d l e q r s
i m n o p

5. t u vw x y z { | } ~ w { x ~ vw y z x ~ y { } and

Now,

and Thus,

5.2.9.

and are both binomial with Thus, Now,


Furthermore,


      
    On the other hand,    

and so,
           Hence,         $ % ( ) (Alternatively,
 ! " ! # ! # & '
* + , - . / 0 1. 2 3 4 0 1. 1 5 - . 3 3 4 0 1 5 . 3 - 0 6. 7 8 4 5 9 : : = : > : > A B
; < ? @ C DE

K L M N O L M P O Q
Thus, F G H I E J

5.3.1.
X d
N K N S T U P K P S T V Q
Let us write R and R Then W X YZ [ \ ] ^ _ ` a Zb [ \b c ^

X X
_ a Zb c [ e _ a Zb f c _ a \b c [ e _ a Zb c _ a \b f c [ _ a \b c g where we used the inde-
pendence of and Z \ g from which the independence of and and that of and Zb f \b Zb

\b follows. Now,
f _ a Zb c and so the preceding equation reduces to
^ _ a \b c ^ h g

i i i
X Y Z [ \ ] ^ X YZ ] [ X Y\ ] j

5.3.3.
k l
Ym n o p q r s tu v w x y z o p q r u sv z r x s o { m n r x s ~
v | }

5.3.5.
{ and so, by the result of Exercise 5.3.3,
v 

Now, is the second moment of

From the expression above,

and

36
 

     
    
    
     
 
  
   
  
   
 
 
 

, 4 , 4
$ ( ) * + , * + 1 ) + , ) + 1 * + 1 ) + , * + ,
  ! " #  $ % ! & ' ( - . / 0 . / - . 2 3 . / 0 . / - . 2 3 - . 5

* ) A
0 9 2 : ; << 0 ? 2 : @

Hence, by Theorem 5.3.1, 6 7 8

= , >

5.3.7.
; B 0 C 2 : D E F G HI J K L M N O P Q R S Q T R U V N O P Q R S V O P Q T R U V N W X Y Z W X [ \ ] ^

5.3.9.
_ ` a ] b c d a e f b g h n q n s n t uv w x y z { |

i j k l m
n o p m r

5.3.11.
t x

Let } ~  } denote the points showing on the three dice, respectively and let
 } } ~

x | u w z t

} } Then, by Exercise 5.3.6, for each and

The probabilities are the coef cients of and so,

and

5.4.1.



      
   

      
               ! "       "  #

5.4.3.
   % & ' ) * ) + , - . *

1. Let us write $ and ( Then, / 0 1 2 3 4 5 6

) + ) * 9 : : ) ; : + ) ; ; * 9 : ?

/ 0 1 2 7 8 4 7 6 7( 8 ( 7( ( 7( < = > < @ A

B C D B C ?

> < @ = > < @ A E F

2. For instance, P G H A E I J A K L A M N but P G H A E L A PO A M N and so, by Theorem 4.6.3,

O Q
J and are not independent. H

5.4.5.
1. With R S T U
W X
V
Y Z W [ W
and \ ] T U
_ X
^
Y Z _ ` _ a

b c d e f e
a g h
T U
W X
V
Y
U
_ X
^
Y Z W _ [ W i j k l m n o i j p l
or, alternatively, q r s
m t u v l w

x y
z { | } ~ { |  

2.

5.4.7.

and Thus,

  




  

  
sign
       

37
5.4.9.
By the result of Exercise 5.4.1,
       
             
   

and, by Theorem 5.2.2 and by the obvious property                 we get


      
  
        
  . Now,       

 
  
           and so, 
       
      

5.5.1.

By De nition 5.5.1, for discrete and                !" # $ % & ' ( )* + & ,- . and, by
Theorem 5.1.3 with / + 0 . 1 2 * + 3 . , 2 +2 * +3 . . 1 4 5 6 7 89 : ; 5 8< : = Thus, ; 8; 7 8< : :

>
4 5 4 ? @ A B CD E F GH I J K L M N OP Q M R SN O L TP Q U V W X V Y Z [X \ ] ^ _ V W X Z ` [X ^ _ a [b ^ c

5.5.3.
Clearly, a d [b ^ _ e and a f [b ^ _ hg c Thus, a [b ^ _ hi j k l nm j on p qr s

5.5.5. z {
if | } v w | } x w v l x } k
Here, t uv w x y p Hence, for | } v } k w t ~ 
| otherwise.

 and otherwise. Similarly, for

and otherwise. From

Equation 5.5.10,



and so,



if and otherwise. Similarly,





if and otherwise. Now, by Theorem 5.5.1,
 

     
We can also compute
             directly as
      

 
  
     ! #"By symmetry,
$ too. % & ' ( ! #" )

5.5.7. 2 5

3 6
=
if 7 8 9 : ; 8 <

From the solution of Exercise 4.6.7, * + ,- &  ./ 0 1 > ? @ if A B C D A E F D G and

4 H

otherwise
I J KL M if S T U V W T U T Y
C NF O P Q R R X
S otherwise.
[ f

a
d e
f g h i
j if k l m l n
o p u

Thus, Z [ \ ] ^ _ ` f q r
t q
s u v w x t if y z { | } and
b c ~

otherwise
 if

otherwise.
5.5.9.

By De nition 5.5.1 and Theorem 5.1.4,

and

38
 5.5.11.




From Theorem 5.5.1,
Fur-
      
                 
thermore, 

! "

# $ %
& ' ( ) * +

K L M& ,N O' * +P Q- R. K/ Q
Now, 0 1 2 3 4 5 1 6 7 7
8 9
;:

2 3
4 < 1 6 7 = 5 1> 7 > 8 9 ;: 9 ;: 1

P L W X Y Z [ \] ^:_ Y ` ] ` _ a b c d \ e Y- f : ? : . @ A B C D E F GH I
S T U T U
V V D J EH I
U U

5.5.13.
\e ^ g Y [ \] ^ _ Y ^ b c d h \ e Y a i h j kl m n o p l q r s t u
For continuous with density
v w
}
x w yz { | } ~
}
and so

On


the other hand,



and since


in general, also
in general.

5.6.1.


1. Let for

Then P
for all

P




and P


Thus, the median is

2. Let for and any number such that Then

P for all


 P and P







Thus, any
such is a median.

5.6.3.
The converse of Theorem 5.6.1 says: For a median of a random variable P

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 / + 23 ' ( 2) 4

0
5 6 7 8 9 : ; < : =
> 7 / 0

? @ A B Thus,
C D B has a critical point where
E F A G C H IJ H F A G C K L M A NO H G NC P F A G C H J E

Q R R

or where that is, if is a median . Since we assumed that is continuous and

F A G C E
T
S G U @

Q R

@ A B is unique. The second derivative test shows that

C V U has a minimum at M A NO H G NC

G , for
E U by assumption.W?X M A NO H G NC E P @ A G C V

W X
5.6.7.
For general the 50th percentile is de ned as the numberY Z [ \] ^ _ ` a b c d e f c g h ij k i

Since any d.f. is continuous from the right, P and so we have f l m c no g p e f c no g h ij q

39
Pf l c no g p
 e f c no g
 m . Also, by the de nition of    as the minimum 
ij p i j

such that  
 we have      P         for       Hence, P        
     * *
 ! "# $ % &' &
thus, # ( ) satis es the two conditions in the de nition of the median.
5.6.9. 0 3
1 if - 4
78 9 : ; <
5 6

The d.f. of this r.v. is + ,- . / = if > ? @ A B C Thus, the quantile function is

2
C if C D A E
F G H IJ K L M N J O J P IQ R K
C for C E Its graph is

0 1
p

-1

5.6.11. VW W Z [
T if X Y \
F G H IJ K L S ] [ W Z ^
From Equation 4.2.15, if \ Y \ and its graph is
U VW _ ` ^ W ]
if \ Y Y

40
2

0 1
p

41
 6.1.1.
] ] ]  ] ] _  ]   ] ]
1.
is Poisson with   Thus P

 P

 X P


] _
   
                 

2. ! " is Poisson with # $   Thus P ! ! " %  " $ &    ' ( )+ *, - )/ ., - ) 0, 1 2 3 45 6 5 4

)
=
3. P7 8 9 7:; < : and 8 = 7:; < :; > ?P 7 8 7:; < :;@ > A: B 6 C D EFG H I JK L M N J
l
P Y Z [ Y Q \ ] ^ and _ ` a b \ ] ^ \ o
4. PO P Q ORS T U and P V ORS T U WP OU S T X S T
Pa_ a ^ \ ] c \ d e fm g h i h j j
p qr s t q jk
g j ijn
nk
6.1.3.
u v w
.per x y z.
w v
1. P{ | {}~  ~ }

2. P

3. P

4. P P

5. P P

6.1.5.

P(even P(odd
       
    
      

3
         !  $  &
  "  # %  '  # ( ( ( ) * + , - . + , - . * + , / 0 1 2 On the other hand, P(even
4 3 5 6 7 3 5 6 4 9 :
P(odd and so, adding the two equations, we get 8 P(even / 0 1 , and subtract-
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 E F I E F I G C F I
Consider the instants B
and let K L and K M denote two distinct interarrival times. Then N O P Q O R ST U V W T X Y Z X[ \
] ^ _ ` 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 jk l p u r

n jk vl m n jo vl p q r n jk v s t k vl m n jk vl p u wn jo l m n jo m t o l p u r n j o vl m

n j o v m t o vl p u l p
| |
xy z { | } ~  } ~  | } ~  } ~

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. P

42


2. P 

3. P

4. P P



5.
P P
P  
 

6. P  
P
       
7. P
P
P  
  







8. P  
 P 

   
9. P
 P 

   
10. P 
 P 




6.2.3.
23 4 5 6 7 8 9 : ; < = > ? @@ AB C

1.                   ! "  #  $ % & ' ( ) * * + , - . 0 /
B D E F G B E H F I '1 K
changes
B E H FI
sign at that is, at Thus, J has points of in ection at and only at
AM C N E PR k o p g k q r ss t u v w
2. L 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

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   ) % * +" + & , - ./ - .0 1 2 3 4 4 5 6 7 . 0 8 4 5 9

  :
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
> < ? ; @ A B
I J K L V W
@ B CL I J W L
E F G H I J K L MN O P Q R S T U P S T Q R S T P S T X J M Y N O P
2. For any
L I Z
;
K [ \
D
I V \ ] ^ _ ` ab c d e f g d ab h f i g i ] ^ j
S T S T U T
A comparison with Theorem 6.2.5 shows that ^

this function is the m.g.f. of a normal r.v. with

^ j in place of and in place of k l m n l o k p q

6.2.7. ` s tu v w x y z w { s tu s x y z w  y

Comparing with the general normal p.d.f.

r } w|~  we can see that
this distribution is normal with and

6.2.9.
Let and denote the two weights. Then, according to Theorem 6.2.6,
is normal
with and Thus, P P



P

43
 6.2.11.


If then, since is strictly increasing, we can solve this equation for to

   

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. 

We use the binomial p.f. with and :P                  !   "!  # $ % &' ( ) &

Using the normal approximation, we have * + ' % , ! +  and - + . ' % , ! , "! + " / and so,
P 0 ' &1 2 3 4 ( &1 5 + P 6  78 9 : ; < = = 78 9 : ; < = P C D E FG H I J E F K L M N C E F K L D
8 < = > ? @ 8 < = A B
N C D E FG L M N CE F K L D OK D N C E FG L P M N CE F K L Q N C E FG L D K E FG R S T Q E FU S K V D K E FW R K W F
B B
6.3.3.
[ ] ^

A single random number is a uniform random variable with and By Corol- X Y M [Z \ ^ [ _

] b c c ] ^

lary 6.3.2, the average of i.i.d. copies of is approximately normal with ` a ` d e [

] f ^

and \ e ^ [ g g h i ji k l j Thus, P mi jn l o p o i jq r s t P u v wx y z { w| z { w| { w | z { w|
{ w{ } y ~ { w { } y ~ { w{ } y

P

6.3.5.
1. We want and so and

2. and so we want P P

P Equivalently, which, from the

table, amounts to or

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.
6 7 6 7
5 8 5 : 8 : ;

P & ' ( ) P * + 'P ( , - ) . / ) & ' ( ) * / & ' - ) . 0 * / ) 1 2

5 3 4 2 3 1 9 3: 2 3 4 9 3 2 3
< = > ? < B > = > ?
3 4 3 4

@ > ? A for
C > ? A D andE F G H I J K E F G L M N O P O Q R P O Q S P T T T U N M Q V P M Q V Q R P T T T T

6.4.7.

44
 Letting denote the gamma density from De nition 6.4.2, we have

 
  
        
              
 
 for This expression equals 0 if  Since 
is positive and bounded, it must have a maximum at this critical point.
6.4.9.
+ 0 1 2 0 8 9: = > ; : 9: = A B CCCDE F G H A B

1.   ! " # $ &% ) '* (+ , - . / ' 3 4 - 5 8 69 :

7 ; < 5 I J for any positive
6 7 ? @
integer K L

2. M N O PQ R S T UQ V W X YT PQ R ZV S [ \ [` ]
a ^ _ b c ` d e
[
f hg i j

v y z { y u y |w } ~

3. k lm n f o qp t ru v
s w x r x 
for

6.4.11.
We prove for by induction. For it reduces to

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 @ A
   
!
# $ %
"
& ' )( * - * . , which shows
/ 1 02 3 4 5 2
2 6
8 9 :
7
; 8 <9 = >
B
?
E I E
?
* if+ , C D E F G H
Q
J K L

that is exponential with parameter

M In particular, the distribution is the same N O Q RP S T U
Q

as the exponential with parameter QP T

6.4.15.
if ` c d

By Theorem 4.5.8, if V and W XY Z O [V \ X Y Z ]^ O _ c e c d g i j k l m n

a b b
if g c h g
b f
if ` l d

g o pg o i q if k l m r e Thus, n _ g o k g o l m e l d g t u kc m n i
w
v
xy z

a b b
if g l h g s
b f

{ |
if }
y ~ 
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.

45
 2

1.5

0.5

0
0.2 0.4 x 0.6 0.8 1

Beta density for

1.5

0.5

0
0.2 0.4 x 0.6 0.8 1

Beta density for

46
0.5

0.4

0.3

0.2

0.1

0
0.2 0.4 x 0.6 0.8 1

Beta density for

0.8

0.6

0.4

0.2

0
0.2 0.4 x 0.6 0.8 1

Beta density for

1
0 0.2 0.4 x 0.6 0.8 1

Beta density for

47
 4

0
0.2 0.4 x 0.6 0.8 1

Beta density for

6.4.19.


In Theorem 4.6.2, Equation


4.6.26, we )substitute
* + , - . / 0

     
          for  
# (
         ! "# $% & ' if 1 2 3 2 4
and      Then, multiplying these
1 otherwise 5

two expressions together, we obtain

; B C D E F G H I J K L M N O P M Q J R ST U V W T U V U Z Z Z U [
6 7 89 :; < = > ? for
@ A and X Y U
T 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
s t 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 and Also,
      

              

       
   ! " #$ % & '

( ) +
1, 0 10 0 9 9
) * + , - . / /
, 2 0 3 4 5 6 7 88 7 ;8 <
@ A ; = > ? 8 :
B
A C D E F G HI G H R W X R Y
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
Z [ e fg e h i j i i h i i h j j si j h i j
T a j j k l m n o n j p q j o o o j j o j r n j p o o oj k t
T \ ] ^ _` ^ ` ^
^ bc d d
d
48
 







  
o

 
 


       o  
Similarly,        
   


       $ > ?@ A
 ! " #  ! %& ( 2 2 < B ? C D EF G G ' )
(* +, -. /01 / 114
and so, using the fact that H I and H E are0 independent 3 1 5 6 7 standard
b
8 9 : ; ; normal,
e f
J K L MN N I T ; =
I O E P Q R Y Y U Y a a a
I S T U VW XX W UX [ W X X
g i h X Z X \ ] ^ _` ^ `` ^ _`d
_ ` c _
h j k l m ln m l r r r
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-


tions for the three unknowns yield Now, for the coef-

cients of and we get and

Hence,

and Furthermore,

exponent differs from the given one by the
This


 
 

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

      
  

    

   
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,
& ' (  * + , - , . / - 0 1 2

 8
! ) # ) $ % ! " # % 3 4 5 6 7 8 9 : 7 ; < 9 = > ? @ A B C D B : 5 6 7 9 7 ; < 9 F G H A B

8 E 8 E I

Hence, J > ? @ A K CBy The-

D K 7 ; < J 9 A F G H A B C : F G H A B J 5 6 7 J 9 > ? @ A B C D B

8 E L E 8 E E M 8 E I

orems 5.4.2, 6.5.1 and 6.5.4, and are independent if and only if their covariance is K C K

zero, that is, 7 ; < This equation is

J 9 A F G
X
H A B
Y Z [ \
C
] E^ _
:
X
F
Y Z
G
[ \
H A B
` ^ E E M
J 5 6 7 J 9 > ? @ A B C D B

E L N I
8 8

equivalent to OS P
T UQ V8 R V a b c
[ \ ` d\ ] ^ e

R W

6.5.7.
The conditional expected score on the second exam is given by Equation 6.5.9 as
f g h i jh k l m n o l p n q n p n r s t r u v w x v l p p h i
k i
The conditional variance of is given by e e

g h i jh k l m n o l | } ~   }

Equation 6.5.10 as From the table, the 90th y z {

percentile of the standard normal distribution is Since under the condition

is normal with
and
we obtain

49
6.5.9.


If is bivariate normal as given by De nition 6.5.1, then

is a linear       

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 . & 0) - % & % )

1 2 3 4 4 ( / =
Denote the mgf. of
% & - % by that is, let
) 5 # 6 Then, +5 7 8 / - 8 / 5 # 9 : ; < +

4 ( 4 >
E H EI E H E
by Equation 6.2.15, which we can factor as 8 $ - 5 # 8 / 5 # ; ? @ A B C D E B F G B C E J K L M

N I N S N S
E H EI E H E

F O
M P
J Q R
This equation shows that
G D B G and K L
R
C D E B C E K L
Q
I
F O J F
P
J T
U V U
E L

are independent. Now, de ne and as the standardizations of and Inverting the W X Y X Z [ Y [ Z \

transformations that have led from to the independent normals we can write ] Y ^ ] Z X Y ^ X Z ^

] and Y in the form given in De nition 6.5.1, showing thereby that

] Z is bivariate W _ ] Y ^ ] Z `

normal.
6.5.11.
a b c d e f g h e i d h g h j k l m n d o p e q r d e f l h e i g m d h l h j k l m n g m d

x x
s t u v wx y u v u x z y { | } | ~  y  t u y u v

and Thus


  
  


 

 



50
7.1.1.

  
Replacing by  in Equation 7.1.10, we get    

               Hence,
 !" # $ % & ' (  ) * + ' ,  $ ' .
- - / 0 12 3 4 5 6 2 7 8 9 :
and to ; nd the critical point we set
<
< = >? @ AB C D E F G IH = J I =K L M NO P Q R S O T U V W X Y Z
Solving for [ results in
[
X
]
\
^ _` a b cd ` e f g h i
which is kj 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) Hence,

and so yields the critical value

The function has a maximum at this value, because at


        

b) Hence,
and so

 

   

     Thus, the method of moments gives   

  

7.1.7.
By Theorem 4.5.8, if        !  for i.id. random variables with common
" !    !  # $

d.f. then % & ! % ' ( ) *  +% & ( ) * ,  Thus, in the present case, for % ' ( ) *  -
/
.
0 1
2 3 4 3 5

K `
\ ^ _
`

and Therefore,
6 7 8 4 9 : ; .
?
<
@
= >
A
B C D E F G H I L M N O S
P T
Q R U V W X [ Y\ Z ]
` a
b c d e
which
X Y Z
G J

shows that is an unbiased estimator of f

d g

7.1.9.
This problem is an instance of the general case considered in Example 7.1.8. Here i
h
c
b
j k
b
l c

r s t u r v l
m

andg n o
p q w q x y z {| } ~  z {| }

| z z

We are given the successive values , and , for each of which we need to solve

the equation to obtain Hence, Now,

and

So, the required approximate con dence inter-

vals are

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
* + , & '  * - , & .   / 0

increase of the cows in the sample. The rejection region is We assume that is 1 2 3 4  5  /

( +
approximately normal with SD We compute the P-value as P 6 7 8 9 : ; < = ; > ? @ A B CD E F G

P H IL M J
N OK P L QM NK O Thus, we reject the null hypothesis: the diet is
R S T U V W X YZ X [ \ ] Y] ] ] ^ Y

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 ` a Y b W c YZ [ d

P e f g which, from Equation 7.3.4, approximately equals

h ij k l mn o p q e r s tw u v t su

s x u y z { | } ~

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

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 large

for the CLT to apply. The rejection region is the set We compute the P-value as

P P Thus, solving this equation

for yields and the rejection region

is The power function is given by P P

The graph is given below.

52
 1

0.8

0.6
y
0.4

0.2

0
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.


0.8

0.6
y
0.4

0.2

0
0.6 0.7 p 0.8 0.9 1

This is not a very good test: For instance, when the probability of a chip  s being nondefec-
tive 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 F HC I Q
9 :B for G and we get P J ? B ? K 9 : ; < L M NQ O P R S R T U T V W X Y Z [ \ Q O P ] ^ _` a b that is,

53

 
     

_ a _
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
   !  !
degrees of freedom, that is, P            and P   
  " " "
       Thus,
' (
  $ % & 7 8
P#  ) ( * + + , + - . / 0 ,1 2 , Substituting 43 / 5 6 , - for 3 we get 0 , - 9 : ; < =B > ? @ A
D D E D F EF D EG H I J K L D EF M A I CE
or, equivalently, as an approximate 95% con dence interval for
7.4.3.
M D P L EG I R K D ES E
For the given data, we nd N O and Q We use the T -distribution with 4 degrees
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

Thus, writing and , we

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 7 89: ; < = >; 7
?@ G P QR S
= S U T VW X Y Z [ \ ] ^ _
A = 89: ; < = BC D ; EAF G H I J K L M N O I T Thus, by Theorem 6.2.1,
` a bc d e f g a s t uv w x y z { | }
Putting all these results together, we obtain hij k l m n o pq r
~ 

7.4.7.
{  }  }
For and so, Also,

7.5.1.

We are testing against In a sample of size
the num-


ber of yellow seeds turned out
to be  . Using the binomial distribution, we compute

54



 

    
      
the observed -value as 
    

       
From a normal table, the cor-
responding approximate P-value is P     
    
  ! "  
     
  ! #
$   

#
   

7.5.3.
The number of terms is again as in Equation 7.5.20. For each subpopulation, the sum
% & ' (

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 4 5 6 7 5 4 5 6 7 4 5 6 7
0 1
Thus, / 5 8 We have 3 degrees of freedom, and so
9: 5 8 9 5 8 9; 5 < = >? >

a table gives P Hence, the calculator seems to generate random numbers

C
@A B
D E
A B F G H IJ K I

very well.
7.5.7.
We can extend the table to include the marginal frequencies:

Sex Grade
L A B C D F P Any grade
M M N K K O M 31
F J P P J P P J Q 57
Either sex 14 17 13 15 16 13 88
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
L A B C D F P
M K IJ R M IJ J K IM Q M IS Q M IN K K IM Q

F J IH O P P IH P Q IK S J IO S P H IR N Q IK S

55
Thus,
M
K IJ R  B N
M IJ J  B K
K IM Q  B K
M IS Q  B O
M IN K  B
E
A B G
K IJ R  M IJ J  K IM Q  M IS Q  M IN K

M
K IM Q  B J
J IH O  B P P
P P IH P  B J
Q IK S  B

 K IM Q  J IH O  P P IH P  Q IK S

P P
J IO S  B J
P H IR N  B Q
Q IK S  B
G P I P N
 J IO S  P H IR N  Q IK S

The number of degrees of freedom is and so, from a table, P N
P  S
P   M @A B

 D E
A B F G

which gives overwhelming support to the hypothesis of independence.

H IJ M 

7.6.1.
      
We take and
  From the data,

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

. / 0 1 23 4 0 5 21 #
and so P
0 26 1 7 8 9 : ;
< = >
8 9 : ; ? 7 @ 9@ @ 8 A 9

7.6.3.
B

By the de nition of and the independence of the chi-square variables involved,

C D EF

G G I J K LM J
< C D EF
? H
Now, and
N
K LO P Q
N R S T V
U W R X Z Y[
\ ] ^
_ ` a c
b d e f _ g i hj
k ]
e

l m

n o
p q r st u v w x v y z
|
{
}
~ 

if

Hence,

7.7.1.

Use the large sample formula

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 D
B D E
F
we get G A H I I C J I I and so S T Thus, P W X Y Z [ \ Y Z ] ^
B D b i dH Ij I kK Ll Mm M n o pNq r sO n P O tQ R u v w x v O PQ U V P v
_ ` a
b c d e f g h We accept y z

56
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