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Fundamentals of Probability and Statistics for Engineers

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R<strong>and</strong>om Variables <strong>and</strong> <strong>Probability</strong> Distributions 73Assume that X <strong>and</strong> Y are independent. Determine P(X 25 \ Y > 8), the probabilitythat the next earthquake within 50 miles will have a magnitude greater than8 <strong>and</strong> that its epicenter will lie within 25 miles <strong>of</strong> the nuclear plant.3.23 Let r<strong>and</strong>om variables X <strong>and</strong> Y be independent <strong>and</strong> uni<strong>for</strong>mly distributed in thesquare (0,0) < (X,Y ) < (1,1). Determine the probability that XY < 1/2.3.24 In splashdown maneuvers, spacecrafts <strong>of</strong>ten miss the target because <strong>of</strong> guidanceinaccuracies, atmospheric disturbances, <strong>and</strong> other error sources. Taking the origin<strong>of</strong> the coordinates as the designed point <strong>of</strong> impact, the X <strong>and</strong> Y coordinates <strong>of</strong> theactual impact point are r<strong>and</strong>om, with marginal density functions1f X …x† ˆ…2† e x2 =2 2 ; 1 < x < 1;1=21f Y …y† ˆ…2† e y2 =2 2 ; 1 < y < 1:1=2Assume that the r<strong>and</strong>om variables are independent. Show that the probability<strong>of</strong> a splashdown lying within a circle <strong>of</strong> radius a centered at the originis 1 e a2 /2 2 .3.25 Let X 1 ,X 2 ,...,X n be independent <strong>and</strong> identically distributed r<strong>and</strong>om variables,each with PDF F X (x). Show thatP‰min…X 1 ; X 2 ; ...; X n †uŠ ˆ1 ‰1 F X …u†Š n ;P‰max…X 1 ; X 2 ; ...; X n †uŠ ˆ‰F X …u†Š n :The above are examples <strong>of</strong> extreme-value distributions. They are <strong>of</strong> considerablepractical importance <strong>and</strong> will be discussed in Section 7.6.3.26 In studies <strong>of</strong> social mobility, assume that social classes can be ordered from 1(pr<strong>of</strong>essional) to 7 (unskilled). Let r<strong>and</strong>om variable X k denote the class order <strong>of</strong> thekth generation. Then, <strong>for</strong> a given region, the following in<strong>for</strong>mation is given:(i) The pmf <strong>of</strong> X 0 is described by p X01) ˆ 0:00, p X02) ˆ 0:00, p X03) ˆ 0:04,p X04) ˆ 0:06, p X05) ˆ 0:11, p X06) ˆ 0:28, <strong>and</strong> p X07) ˆ 0:51.(ii) The conditional probabilities PX k‡1 ˆ ijX k ˆ j) <strong>for</strong> i, j ˆ 1, 2, ..., 7 <strong>and</strong> <strong>for</strong>every k are given in Table 3.2.Table 3. 2 PX k‡1 ˆ ijX k ˆ j) <strong>for</strong> Problem 3.26ij1 2 3 4 5 6 71 0.388 0.107 0.035 0.021 0.009 0.000 0.0002 0.146 0.267 0.101 0.039 0.024 0.013 0.0083 0.202 0.227 0.188 0.112 0.075 0.041 0.0364 0.062 0.120 0.191 0.212 0.123 0.088 0.0835 0.140 0.206 0.357 0.430 0.473 0.391 0.3646 0.047 0.053 0.067 0.124 0.171 0.312 0.2357 0.015 0.020 0.061 0.062 0.125 0.155 0.274TLFeBOOK

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