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Random Variable (r.

v) and Random Sampling

In this chapter you will learn about the distributions for


• The sum of independent normal variables
• The difference of independent normal variables
• Multiples of independent normal variables

Let X and Y be two independent random variable (continuous or discrete)

E(X±Y) = E (X) ± E (Y)


Var ( X ± Y ) = Var (X) + Var (Y)

Sum And Difference of two or more than two independent Normal


Variable

1. Let X and Y be two independent normal variables such that

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X ~ N( μ x , σ x2 ) Y ~ N( μ y , σ y ) μ x ± μ y , σ x2 +
, . Then X ± Y ~ N(
σ 2y )

2. Let a, b, c, .......... z be independent normal variables such that

a ~ N( μa , σ a2 ) b ~ N( μb , σ b2 ) z ~ N( μ z , σ z2 )
, ,……….., . Then
μ ± μ ± ........ ± μ z , σ 2 + σ 2 + .....σ z2 )
a ± b ± ...... ± z ~ N( a b a b

x , x ,......., x n
3. When 1 2 are n independent observations from the same
X ~ N( μ 1 , σ 12 ) X ~ N( μ 2 , σ 22 )
normal distribution such that 1 , 2 , …
2
X ~ N( μ n , σ n )
…., n , then
x + x + ,.......,+ x ~ N(μ + μ + ....... + μ , σ 2 + σ 2 + ......... + σ 2 )
1 2 n 1 2 n 1 2 n
x + x + ,.......,+ x ~ N( nμ , nσ 2 )
1 2 n

1. X ~ N( 60 , 16 ) and Y ~ N( 70 , 9 ) . Find
i) P( X + Y < 140 )
ii) P(120 < X + Y < 135 )
iii) P( Y - X > 7 )
iv) P( 2 < Y − X < 12 )
2. Each weekday Mr. Jones walks to the local library to read the
newspaper. The time he takes to walk to and from the library is a
normal variable with mean 15 minutes and standard deviation 2
minutes. The time spent in the library is a normal variable with mean
25 minutes and standard deviation 12 minutes. Find the
probability that on a particular day
i) Mr. Jones is away from the house for more than 45
minutes ,

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ii) Mr. Jones spends more time travelling than in the library.

3. Four runners A, B, C and D train to run the distances 100m, 200m,


400m and 800m respectively, in order to take part in a 1500m relay
race. During training their individual times can be considered as
normally distributed such that A ∼ N(10.8 , 0.22 ) , B ∼ N(23.7 , 0.32)
, C ∼ N(62.8 , 0.92) , D ∼ N(121.2 , 2.12). (The running times are
measured in seconds). Find the probability that the runners take less
than 3 mins 35 secs to run the relay race
4. A certain liquid drug is marketed in bottles containing a nominal 20
ml of drug. Tests on a large number of bottles indicate that the
volume of liquid in each bottle is distributed normally with mean
20.42 ml and standard deviation 0.429 ml. If the capacity of the
bottles is normally distributed with mean 21.77 ml and standard
deviation 0.210 ml, estimate what percentage of bottles will overflow
during filling.
5. Bottles of mineral water are delivered to shops in crates containing 12
bottles each. The weights of the bottles are normally distributed with
mean 2 kg and standard deviation 0.05 kg. The weights of the crates
are normally distributed with mean 2.5 kg and standard deviation 0.3
kg.
(i) Assuming that all random variables are independent, find the
probability that a full crate will weigh between 26 kg and 27 kg.

(ii) Two bottles are selected at random from a crate. Find the
probability that they differ in weight by more than 0.1 kg.

6. Forster’s Fancy Cakes are sold in packets of 6. The mass of each cake
is a normally distributed random variable having mean 25 g and
standard deviation 0.4 g. The mass of the packaging is a normally
distributed random variable having mean 20 g and standard deviation
1 g. Find, to three decimal places, the probabilities that
i) the mass of a randomly chosen cake is between 24.7 g and 25.7
ii) the total mass of a randomly chosen packet is less than 173 g.

State one assumption that you have made in answering (ii).


7. The random variable Y has a normal distribution with mean 10
and standard deviation 2. Find the value of the constant b such
that
P (10 - b < Y < 10 + b) = 0.95. Two independent observations of Y are
denoted by Y1 and Y2. Find P (|Y1 - Y2|< 5).

Answer
1 i) 0.9772 ii) 0.8185 iii) 0.7257 iv) 0.6006
2 i) 0.1056 ii) 0.0062
3 . A + B + C + D ~ N ( 218.5, 5.35) ; 0.0651
4. V − C ∼N(−1.35, 0.22814)
P(V > C) = P(V – C > 0) = 0.0024
5. (i) B1 + ..... + B12 + C ~ N(26.5,0.12) ; 0.851
(ii) P(|B1 − B 2 | > 0.1) = P(B1 − B 2 > 0.1) + P(B1 − B 2 < −0.1)
= 0.1574
6 i) (0.733) ii) 0.984
7. b = 3.92; 0.923

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Textbook: Exercise 8a Page 409

Multiples of Normal Variables

X ~ N( μ , σ 2 ) kX ~ N( kμ , k 2 σ 2 )
. Then for any constant k, .
2 2
X ~ N( μ x , σ x ) Y ~ N( μ y , σ y )
and . For any constants a and b,
aμ ± b μ , a 2σ 2 + b2σ 2 )
aX ± bY ~ N( x y x y

1. X and Y are continuous random variables having independent normal


distributions. The means of X and Y are 10 and 12 respectively, and
the standard deviations are 2 and 3 respectively.
Find P( 4X + 5Y > 90 ).
2. The r.v. X is distributed normally with mean 25 and standard
deviation 4, the r.v. Y is distributed normally with mean 30 and
standard deviation 3, and X and Y are independent. Find the
probability that a single observation from the population of X is
greater than two-thirds of the value of a single observation from the
population of Y.
3. The mass of a cheese biscuit has a normal distribution with mean 6 g
and standard deviation 0.2 g. Determine the probability that twenty
five times the mass of a cheese biscuit is less than 149 g.

4. The length, in cm, of a rectangular tile is a normal variable with mean


19.8 and standard deviation 0.1. The breadth, in cm, is an
independent normal variable with mean 9.8 and standard deviation
0.1. Find the probability that the breadth of a randomly chosen tile is
less than one half of the length.
5. Melons are sold by weight at a price of $1.50 per kilogram. The
masses of melons are normally distributed with a mean of 0.8 kg and
a standard deviation of 0.1 kg. Pumpkins are sold by weight at a
price of $0.50 per kg. The masses of pumpkins are normally
distributed with a mean of 1.2 kg and a standard deviation of 0.2 kg.
Find the probability that the total price of 5 randomly chosen melons
and 3 randomly chosen pumpkins exceed $8.

Textbook: Exercise 8bPage 413 – 414


Miscellaneous Exercise 8c Page 417 – 419
Mixed Test 8A Page 419
Mixed Test 8B Page 420

Answer

1. 0.7217 2. 0.8681 3. 0.4207 4. 0.814

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5. M = M 1 + M 2 + ... + M 5
M ~ N ( 4,0.05) ⇒1.5M ~ N (6,0.1125)
N = N1 + N 2 + N 3
N ~ N (3.6,0.12) ⇒ 0.5 N ~ N (1.8,0.03)
1.5M + 0.5 N ~ N (7.8,0.1425)
P (1.5M + 3 N > 8)
P ( Z > 0.5298) = 1 − 0.7019 = 0.2981

Past Year Question

1. A certain liquid drug is marketed in bottles containing a nominal 20


ml of drug. Tests on a large number of bottles indicate that the
volume of liquid in each bottle is distributed normally with mean
20.42 ml and standard deviation 0.429 ml. If the capacity of the
bottles is normally distributed with mean 21.77 ml and standard
deviation 0.210 ml, estimate what percentage of bottles will overflow
during filling.
3. A shop sells two types of paper for use in photocopiers: a cheaper
‘regular’ quality and a more expensive ‘superior’ quality. The monthly
sales, in $, for each type are modeled by normal distributions with
means and standard deviations as shown in the following table.
Mean Std dev
Regular 3400 200
Superior 850 150

The shop’s profit is 10% of the sales value for regular quality paper
and 30% of the sales value for superior quality paper. Sales of the
two types of paper may be assumed to be independent. Find, for a
randomly chosen month, the probability that
(i) the shop’s total profit from sales of photocopier paper is more than
$650.
(ii) the profit from sales of superior quality paper exceeds the profit
from sales of regular quality paper.

4. Some children are measuring leaves. The lengths of leaves from a


particular bush are normally distributed with a mean of 2.1 cm and a
standard deviation of 0.25 cm.
(a) Find the probability of obtaining a leaf from the bush which is
shorter than 2.4 cm.

(b) Show that the probability of the total length of 5 randomly chosen
leaves from the bush being less than 12 cm is 0.996, correct to 3
decimal places.

The lengths of leaves from a certain tree are normally distributed with
a mean of 5.5 cm and a standard deviation of 0.4 cm.
(c) Find the probability that the total length of 5 randomly chosen
leaves from the bush is more than twice the length of a randomly
chosen leaf from the tree.

5. Small packets of nails are advertised as having average weight 500g,

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and large packets as having average weight 1000g. Assume that the
packet weights are normally distributed with mean as advertised, and
standard deviations of 10g for a small packets and 15g for a large
packet. Giving your answers correct to 3 decimal places, find the
probability that
(i) a randomly chosen small packet has a weight between 495g and
(ii) two randomly chosen small packets have a total weight between
990g and 1020g,

(iii) the weight of one randomly chosen large packet exceeds the
total weight of two randomly chosen small packets by at least 25g,

(iv)one half of the weight of one randomly chosen large packet exceeds
the weight of one randomly chosen small packet by at least 12.5g.

6. The weights of vegetable marrows supplied to retailers by a wholesaler


have a normal distribution with mean 1.5 kg and standard deviation
0.6 kg. The wholesaler supplies 3 sizes of marrow:
Size 1 < 0.9 kg
Size 2 0.9 kg - 2.4 kg
Size 3 > 2.4 kg
The prices of the marrows are 16 cents for Size 1, 40 cents for Size 2
and 60 cents for Size 3. Show that the expected total cost of 120
marrows of each size chosen at random from those supplied is
approximately $45. Assume that the wholesaler can supply only one
size at a time to the retailer.
7. The time, T, in hours, required to roast a chicken of weight w kg is a
normally distributed random variable having mean (0.4w + 2.2) and
standard deviation 0.05w. Using T2 for a 2-kg chicken and T4 for a 4-
kg chicken,
a) show that E(T2) = 3 , Var (T2) = 0.01 and that E(T4) = 3.8 , Var (T4) =
0.04,
b) find the weight, in kg, to three decimal places, of a chicken for
which there is a probability of 0.95 that it will require less than 4
hours to roast it,
c) find, to three decimal places, the probability that a chicken
weighing 4 kg, will require at least half an hour longer to
roast than a chicken weighing 2 kg.
Three chickens, two weighing 2 kg and one weighing 4 kg, are to be
roasted successively in random order. Find, to three decimal places,
the probability that the total time required to roast all three chickens
will be less than 9 ½ hours.
8. A company delivers heating oil. Its charge for delivering L liters to a
customer at a distance D km from its depot is $C, where C = 0.1 L+
0.3 D. In the winter L has a normal distribution with mean 600 and
standard deviation 200, and D has an independent normal
distribution with mean 40 and standard deviation 10. Find the mean
and variance of C, and the probability that C > 90.
In the summer the mean of L becomes 550. The standard deviation of
L and D do not alter between winter and summer. The mean of D
changes in such a way that in the summer the probability that C > 90
is 0.2. Find the mean of D in the summer, and find also the

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probability that C > 100 in the summer.
9. A supermarket sells 2 kg bags of new potatoes, in which the potatoes
have been selected to be all roughly the same size. The potatoes used
to fill the bags may be assumed to be randomly chosen items from a
population in which the mass, in grams, of an individual potato is
normally distributed with mean 90 gm and standard deviation 4 gm.
(i) Show that the probability that the total mass of 21 of these
potatoes exceeds 2 kg is very small.

(ii) Find the probability that the total mass of 22 of these potatoes
exceeds 2 kg.

(iii) The machine filling the bags delivers potatoes one by one
until a total mass of at least 2 kg is reached. Show that the bags
are almost certain to contain either 22 or 23 potatoes.

10.Observations of large number of train journeys from A to B have


shown that the mean departure time is 1000 hrs, and that the
departure times are normally distributed with a standard deviation of
3 minutes. The scheduled time of arrival at B is 1400 hrs, but the
time the journey takes is normally distributed with a mean of 234
minutes and a standard deviation of 4 minutes. Find
(i) the distribution of arrival times,
(ii) the probability that the train will be late,
(iii) the probability that in 10 consecutive journeys the train will
be late at least once.

Also find, to the nearest minute, the earliest time to which the
scheduled arrival time should be changed so that the probability that
the train will be late is less than 0.01.

Answer

1. 0.00235
3. (i) 0.132 (ii) 0.0422
4. (a) 0.885 (c) 0.304
5. (i) 0.5328 (ii) 0.6814 (iii) 0.1125 (iv) 0.1587
7. (b) weight = 3.614kg (c) 0.910; 0.890
8. 72, 409, 0.187; 59.9, 0.0907
9. (ii) 0.143
10.(i) E(D + J) = 234; Var(D + J) = 25
(ii) 0.1151
(iii) 0.7056; 1606 hrs

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