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Let Z be a standard normal random variable and calculate the following probabilities, drawing pictures wherever appropriate.

\(\begin{array}{l}{\rm{a}}{\rm{. P}}\left( {{\rm{0 £ Z £2}}{\rm{.17}}} \right){\rm{ }}\\{\rm{b}}{\rm{. P}}\left( {{\rm{0£ Z £ 1}}} \right){\rm{ }}\\{\rm{c}}{\rm{. P}}\left( {{\rm{ - 2}}{\rm{.50 £ Z £ 0}}} \right){\rm{ }}\\{\rm{d}}{\rm{. P}}\left( {{\rm{ - 2}}{\rm{.50 £ Z £ 2}}{\rm{.50}}} \right)\\{\rm{ e}}{\rm{. P}}\left( {{\rm{Z £ 1}}{\rm{.37}}} \right){\rm{ }}\\{\rm{f}}{\rm{. P}}\left( {{\rm{ - 1}}{\rm{.75 £ Z}}} \right){\rm{ }}\\{\rm{g}}{\rm{. P}}\left( {{\rm{21}}{\rm{.50 £ Z £ 2}}{\rm{.00}}} \right){\rm{ }}\\{\rm{h}}{\rm{. P}}\left( {{\rm{1}}{\rm{.37 £Z £ 2}}{\rm{.50}}} \right){\rm{ }}\\{\rm{i}}{\rm{. P}}\left( {{\rm{ - 1}}{\rm{.50 £Z}}} \right){\rm{ }}\\{\rm{j}}{\rm{. P}}\left( {\left| {\rm{Z}} \right|{\rm{ £2}}{\rm{.50}}} \right)\end{array}\)

Short Answer

Expert verified

a) \({\rm{P(0\poundsZ\pounds2}}{\rm{.17) = 0}}{\rm{.4850}}\)

b) \({\rm{P(0\poundsZ\pounds1) = 0}}{\rm{.3413}}\)

c) \({\rm{P( - 2}}{\rm{.5\poundsZ\pounds0) = 0}}{\rm{.4938}}\)

d) \({\rm{P( - 2}}{\rm{.5\poundsZ\pounds2}}{\rm{.5) = 0}}{\rm{.9876}}\)

e) \({\rm{P(Z\pounds1}}{\rm{.37) = 0}}{\rm{.9147}}\)

f) \({\rm{P( - 1}}{\rm{.5\poundsZ\pounds2) = 0}}{\rm{.9104}}\)

g) \({\rm{P(1}}{\rm{.37\poundsZ\pounds2}}{\rm{.5) = 0}}{\rm{.0791}}\)

h) \({\rm{P(1}}{\rm{.5\poundsZ) = 0}}{\rm{.0668}}\)

j) \({\rm{P(|Z|\pounds2}}{\rm{.5) = 0}}{\rm{.9876}}\)

Step by step solution

01

Definition of probability

the proportion of the total number of conceivable outcomes to the number of options in an exhaustive collection of equally likely outcomes that cause a given occurrence.

02

Calculating \({\rm{P}}\left( {{\rm{0 \pounds Z \pounds 2}}{\rm{.17}}} \right){\rm{ }}\)

We'll use the following statement to solve these probabilities:

Allow \({\rm{X}}\) to be a continuous \({\rm{rv's}}\) with \({\rm{F(x)}}\). Then, for any \({\rm{a}}\) number,

\(\begin{array}{*{20}{c}}{{\rm{P(X£ a) = F(a)}}}\\{{\rm{P(X > a) = 1 - F(a)}}}\end{array}\)

and \({\rm{a < b}}\) for any two numbers a and b,

\({\rm{P(a£ X£ b) = F(b) - F(a)}}\)

\({\rm{Z}}\)is a standard normal random variable in the given situation. Its \({\rm{cdf}}\) is denoted by \({\rm{f(z)}}\) , the values of which are given in Appendix table-A.3 for various values of \({\rm{z}}\).

\({\rm{P(a£ Z£ b) = f(b) - f(a)}}\)

(a) \({\rm{P(0£ Z£ 2}}{\rm{.17)}}\) : This is the area beneath the standard normal curve above the interval with the left endpoint of 0 and the right endpoint of \({\rm{2}}{\rm{.17}}\) .

In the diagram below, this is the shaded area. Thus

\({\rm{P(0£ Z£ 2}}{\rm{.17) = f(2}}{\rm{.17) - f(0)}}\)

To find \({\rm{f(2}}{\rm{.17)}}\), look in Appendix Table A.3 at the intersection of the \({\rm{2}}{\rm{.1}}\) row and the. \({\rm{0}}{\rm{.7}}\) column. \({\rm{0}}{\rm{.9850}}\) is the figure there, therefore

\({\rm{f(2}}{\rm{.17) = 0}}{\rm{.9850}}\)

To find \({\rm{f(2}}{\rm{.17)}}\) , look in Appendix Table A.3 at the intersection of the \({\rm{0}}{\rm{.0}}\) row and the \({\rm{.00}}\) column. There's a \({\rm{0}}{\rm{.5}}\) figure there, thus

\(\begin{array}{*{20}{c}}{{\rm{f(0) = 0}}{\rm{.5}}}\\{{\rm{P(0£ Z£ 2}}{\rm{.17) = f(2}}{\rm{.17) - f(0)}}}\\{{\rm{ = 0}}{\rm{.9850 - 0}}{\rm{.5}}}\\{{\rm{P(0£ Z£ 2}}{\rm{.17) = 0}}{\rm{.4850}}}\end{array}\)

03

Calculating \({\rm{P}}\left( {{\rm{0 £ Z £  1}}} \right){\rm{ }}\)

(b) \({\rm{P(0£ Z£ 1)}}\): It's the area under the standard normal curve above the interval with \({\rm{0}}\) as the left endpoint and\({\rm{1}}\) as the right endpoint. In the diagram below, this is the shaded area. Thus

\({\rm{P(0£ Z£ 1) = f(1) - f(0)}}\)

To find \({\rm{f(1)}}\), look in Appendix Table A.3 at the intersection of the \({\rm{1}}{\rm{.0}}\)row and the \({\rm{.00}}\)column. \({\rm{0}}{\rm{.8143}}\) is the figure there, therefore

\({\rm{f(1) = 0}}{\rm{.8413}}\)

To find \({\rm{f(0)}}\), look in Appendix Table A.3 at the intersection of the \({\rm{0}}{\rm{.0}}\) row and the \({\rm{.00}}\) column. There's a \({\rm{0}}{\rm{.5}}\)figure there, thus

\(\begin{array}{*{20}{c}}{{\rm{f(0)}}}&{{\rm{ = 0}}{\rm{.5}}}\\{{\rm{P(0£ Z£ 1)}}}&{{\rm{ = f(1) - f(0)}}}\\{}&{{\rm{ = 0}}{\rm{.8413 - 0}}{\rm{.5}}}\\{{\rm{P(0£ Z£ 1)}}}&{{\rm{ = 0}}{\rm{.3413}}}\end{array}\)

04

 Step 4: Calculating \({\rm{P}}\left( {{\rm{ - 2}}{\rm{.50 £  Z £  0}}} \right)\)

(c) \({\rm{P( - 2}}{\rm{.5£ Z£ 0)}}\): The area beneath the standard normal curve above the interval with the left endpoint \({\rm{ - 2}}{\rm{.5}}\) and the right endpoint \({\rm{0}}\). In the diagram below, this is the shaded area. Thus

\({\rm{P( - 2}}{\rm{.5£ Z£ 0) = f(0) - f( - 2}}{\rm{.5)}}\)

Check Appendix Table A.3 at the junction of the row marked \({\rm{ - 2}}{\rm{.5}}\) and the column marked.00$ to get \({\rm{f( - 2}}{\rm{.5)}}\). \({\rm{0}}{\rm{.0062}}\) is the value there, so

\({\rm{f( - 2}}{\rm{.5) = 0}}{\rm{.0062}}\)

To find \({\rm{f(0)}}\), look in Appendix Table A.3 at the intersection of the \({\rm{0}}{\rm{.0}}\) row and the \({\rm{.00}}\) column. There's a \({\rm{0}}{\rm{.5}}\)figure there, thus

\(\begin{array}{*{20}{c}}{{\rm{f(0)}}}&{{\rm{ = 0}}{\rm{.5}}}\\{{\rm{P( - 2}}{\rm{.5£ Z£ 0)}}}&{{\rm{ = f(0) - f( - 2}}{\rm{.5)}}}\\{}&{{\rm{ = 0}}{\rm{.5 - 0}}{\rm{.0062}}}\\{{\rm{P( - 2}}{\rm{.5£ Z£ 0)}}}&{{\rm{ = 0}}{\rm{.4938}}}\end{array}\)

05

Calculating \({\rm{P}}\left( {{\rm{ - 2}}{\rm{.50 £  Z £  2}}{\rm{.50}}} \right)\)

(d) \({\rm{P( - 2}}{\rm{.5£ Z£ 2}}{\rm{.5)}}\): The area beneath the standard normal curve above the interval with the left endpoint \({\rm{ - 2}}{\rm{.5}}\) and the right endpoint \({\rm{2}}{\rm{.5}}\). In the diagram below, this is the shaded area. Thus

\({\rm{P( - 2}}{\rm{.5£ Z£ 2}}{\rm{.5) = f(2}}{\rm{.5) - f( - 2}}{\rm{.5)}}\)

Check Appendix Table A.3 at the junction of the row marked \({\rm{ - 2}}{\rm{.5}}\) and the column marked. \({\rm{0}}{\rm{.9938}}\)to get \({\rm{f( - 2}}{\rm{.5)}}\). \({\rm{0}}{\rm{.0062}}\) is the value there, so

\({\rm{f( - 2}}{\rm{.5) = 0}}{\rm{.0062}}\)

Check Appendix Table A.3 at the junction of the row marked \({\rm{2}}{\rm{.5}}\)and the column marked. \({\rm{.00}}\)to find \({\rm{f(2}}{\rm{.5)}}\). There's a \({\rm{0}}{\rm{.9938}}\) there, thus

\(\begin{array}{*{20}{c}}{{\rm{f(0) = }}}&{{\rm{0}}{\rm{.9938}}}\\{{\rm{P( - 2}}{\rm{.5£ Z£ 2}}{\rm{.5)}}}&{{\rm{ = f(2}}{\rm{.5) - f( - 2}}{\rm{.5)}}}\\{}&{{\rm{ = 0}}{\rm{.9938 - 0}}{\rm{.0062}}}\\{{\rm{P( - 2}}{\rm{.5£ Z£ 2}}{\rm{.5)}}}&{{\rm{ = 0}}{\rm{.9876}}}\end{array}\)

06

Calculating \({\rm{P}}\left( {{\rm{Z £  1}}{\rm{.37}}} \right){\rm{ }}\)

(e) \({\rm{P(Z£ 1}}{\rm{.37)}}\): This is the region beneath the z curve to the left of \({\rm{1}}{\rm{.37}}\)

\({\rm{P(Z£ 1}}{\rm{.37) = f(1}}{\rm{.37)}}\)

To find \({\rm{f(1}}{\rm{.37)}}\), look in Appendix Table A.3 at the intersection of the \({\rm{1}}{\rm{.3}}\)row and the \({\rm{.07}}\)column. There's a \({\rm{0}}{\rm{.9147}}\)there, thus

\(\begin{array}{*{20}{r}}{{\rm{f(1}}{\rm{.37) = 0}}{\rm{.9147}}}\\{{\rm{P(Z£ 1}}{\rm{.37) = 0}}{\rm{.9147}}}\end{array}\)

07

Calculating \({\rm{P}}\left( {{\rm{ - 1}}{\rm{.75 £  Z}}} \right){\rm{ }}\)

(f) \({\rm{P( - 1}}{\rm{.75£ Z)}}\): This is the area to the right of \({\rm{ - 1}}{\rm{.75}}\)under the \({\rm{z}}\) curve.

\({\rm{P( - 1}}{\rm{.75£ Z) = 1 - f( - 1}}{\rm{.75)}}\)

Check Appendix Table A.3 at the junction of the row marked \({\rm{ - 1}}{\rm{.75}}\) and the column marked to get \({\rm{f( - 1}}{\rm{.75)}}\).

\({\rm{.05}}\)There's a \({\rm{0}}{\rm{.0401}}\) there, thus

\(\begin{array}{*{20}{c}}{{\rm{f( - 1}}{\rm{.75) = 0}}{\rm{.0401}}}\\{{\rm{P( - 1}}{\rm{.75£ Z) = 1 - 0}}{\rm{.0401}}}\\{{\rm{P( - 1}}{\rm{.75£ Z) = 0}}{\rm{.9599}}}\end{array}\)

08

Calculating \({\rm{P}}\left( {{\rm{21}}{\rm{.50 £  Z £  2}}{\rm{.00}}} \right){\rm{ }}\) 

(g) \({\rm{P( - 1}}{\rm{.5£ Z£ 2)}}\): The area under the standard normal curve above the interval with the left endpoint of \({\rm{ - 1}}{\rm{.5}}\)and the right endpoint is \({\rm{2}}\). In the diagram below, this is the shaded area. Thus

\({\rm{P( - 1}}{\rm{.5£ Z£ 2) = f(2) - f( - 1}}{\rm{.5)}}\)

Check Appendix Table A.3 at the junction of the row marked \({\rm{ - 1}}{\rm{.5}}\) and the column marked\({\rm{0}}{\rm{.0}}\)to get \({\rm{f( - 1}}{\rm{.5)}}\). There's a \({\rm{0}}{\rm{.0668}}\)figure there, thus

\({\rm{f( - 1}}{\rm{.5) = 0}}{\rm{.0668}}\)

To find \({\rm{f(2)}}\), look in Appendix Table A.3 at the intersection of the \({\rm{2}}\)row and the\({\rm{.00}}\) column. \({\rm{0}}{\rm{.9772}}\)is the figure there, therefore

\(\begin{array}{*{20}{c}}{{\rm{f(2) = 0}}{\rm{.9772}}}\\{{\rm{P( - 1}}{\rm{.5£ Z£ 2) = f(2) - f( - 1}}{\rm{.5)}}}\\{{\rm{ = 0}}{\rm{.9772 - 0}}{\rm{.0668}}}\\{{\rm{P( - 1}}{\rm{.5£ Z£ 2) = 0}}{\rm{.9104}}}\end{array}\)

09

Calculating \({\rm{P}}\left( {{\rm{1}}{\rm{.37£ Z £  2}}{\rm{.50}}} \right)\)

(h) \({\rm{P(1}}{\rm{.37£ Z£ 2}}{\rm{.5)}}\): The area under the standard normal curve above the interval with the left endpoint of \({\rm{1}}{\rm{.37}}\)and the right end point is \({\rm{2}}{\rm{.5}}\). In the diagram below, this is the shaded area. Thus

\({\rm{P(1}}{\rm{.37£ Z£ 2}}{\rm{.5) = f(2}}{\rm{.5) - f(1}}{\rm{.37)}}\)

To find \({\rm{f(1}}{\rm{.37)}}\), look in Appendix Table A.3 at the intersection of the \({\rm{1}}{\rm{.3}}\)row and the \({\rm{.07}}\)column. There's a \({\rm{0}}{\rm{.9147}}\)there, thus

\({\rm{f(1}}{\rm{.37) = 0}}{\rm{.9147}}\)

Check Appendix Table A.3 at the junction of the row marked \({\rm{2}}{\rm{.5}}\)and the column marked. \({\rm{.00}}\)to find \({\rm{f(2}}{\rm{.5)}}\). There's a \({\rm{0}}{\rm{.9938}}\) there, thus

\(\begin{array}{*{20}{c}}{{\rm{f(0) = 0}}{\rm{.9938}}}\\{{\rm{P(1}}{\rm{.37£ Z£ 2}}{\rm{.5) = f(2}}{\rm{.5) - f(1}}{\rm{.37)}}}\\{{\rm{ = 0}}{\rm{.9938 - 0}}{\rm{.9147}}}\\{{\rm{P(1}}{\rm{.37£ Z£ 2}}{\rm{.5) = 0}}{\rm{.0791}}}\end{array}\)

10

Calculating \({\rm{P}}\left( {{\rm{ - 1}}{\rm{.50£ Z}}} \right){\rm{ }}\)

i). \({\rm{P(1}}{\rm{.5£ Z)}}\): This is the region beneath the z curve to the right of \({\rm{1}}{\rm{.5}}\).

\({\rm{P(1}}{\rm{.5£ Z) = 1 - f(1}}{\rm{.5)}}\)

Check Appendix Table A.3 at the junction of the row marked \({\rm{1}}{\rm{.5}}\) and the column marked.00$ to find \({\rm{f(1}}{\rm{.5)}}\). \({\rm{0}}{\rm{.9332}}\) is the figure there, therefore

\(\begin{array}{*{20}{c}}{{\rm{f(1}}{\rm{.5)}}}&{{\rm{ = 0}}{\rm{.9332}}}\\{{\rm{P(1}}{\rm{.5£Z)}}}&{{\rm{ = 1 - 0}}{\rm{.9332}}}\\{{\rm{P(1}}{\rm{.5£ Z)}}}&{{\rm{ = 0}}{\rm{.0668}}}\end{array}\)

11

Calculating \({\rm{P}}\left( {\left| {\rm{Z}} \right|{\rm{ £  2}}{\rm{.50}}} \right)\)

(j) \({\rm{P(|Z|£ 2}}{\rm{.5) = P( - 2}}{\rm{.5£ Z£ 2}}{\rm{.5)}}\)In the diagram below, this is the shaded area. As we can see, it is identical to part(d), thus we can write:

\({\rm{P(|Z|£ 2}}{\rm{.5) = 0}}{\rm{.9876}}\)

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Construct a Weibull probability plot and comment.

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