Back to 9.2 Problems on Independent Classes of Random Variables

9.2 Exercise 21

Avg difficulty 2.5

The class {A,B,C,D,E,F}\left\{A , B , C , D , E , F\right\} is independent; the respective probabilites for these events are {0.46,0.27,0.33,0.47,0.37,0.41}\left\{0 . 46 , 0 . 27 , 0 . 33 , 0 . 47 , 0 . 37 , 0 . 41\right\}. Consider the simple random variables

X = 3 I A - 9 I B + 4 I C , Y = - 2 I D + 6 I E + 2 I F - 3 , and Z = 2 X - 3 Y X = 3 I_{A} - 9 I_{B} + 4 I_{C} , Y = - 2 I_{D} + 6 I_{E} + 2 I_{F} - 3 , \text{and} Z = 2 X - 3 Y

Determine P(Y>X)P \left(Y > X\right), P(Z>0)P \left(Z > 0\right), P(5≤Z≤25)P \left(5 \leq Z \leq 25\right).

Pfeiffer, Applied Probability, 9.2 Problems on Independent Classes of Random Variables, exercise 21

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Adapted from Applied Probability © 2009 Paul E. Pfeiffer. Licensed under CC BY 3.0. Source: Applied Probability. Imported at revision d7a0420.