题目
Problem
A potter makes decorative tiles in two colours, red and yellow. The length, R R R cm, of the red tiles has a normal distribution with mean 15 cm and standard deviation 1.5 cm. The length, Y Y Y cm, of the yellow tiles has the normal distribution N ( 12 , 0.8 2 ) N(12, 0.8^2) N ( 12 , 0. 8 2 ) . The random variables R R R and Y Y Y are independent.
A red tile and a yellow tile are chosen at random.
(a) Find the probability that the yellow tile is longer than the red tile.
(4)
Taruni buys 3 red tiles and 1 yellow tile.
(b) Find the probability that the total length of the 3 red tiles is less than 4 times the length of the yellow tile.
(7)
Stefan defines the random variable X = a R + b Y X = aR + bY X = a R + bY , where a a a and b b b are constants. He wants to use values of a a a and b b b such that X X X has a mean of 780 and minimum variance.
(c) Find the value of a a a and the value of b b b that Stefan should use.
(7)
(Total 18 marks)
题目中文翻译
一位陶工制作红色和黄色两种装饰瓷砖。红色瓷砖的长度 R R R cm 服从均值为 15 cm、标准差为 1.5 cm 的正态分布。黄色瓷砖的长度 Y Y Y cm 服从 N ( 12 , 0.8 2 ) N(12, 0.8^2) N ( 12 , 0. 8 2 ) 。随机变量 R R R 和 Y Y Y 相互独立。
随机选取一块红砖和一块黄砖。
(a) 求黄色瓷砖比红色瓷砖更长的概率。
Taruni 购买 3 块红砖和 1 块黄砖。
(b) 求 3 块红砖的总长度小于黄色瓷砖长度 4 倍的概率。
Stefan 定义随机变量 X = a R + b Y X=aR+bY X = a R + bY ,其中 a a a 和 b b b 为常数。他希望选择 a a a 和 b b b ,使得 X X X 的均值为 780 且方差最小。
(c) 求 Stefan 应该选取的 a a a 和 b b b 。
解答
(a)
解法一
思路
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“黄色瓷砖比红色瓷砖长”可写成 Y − R > 0 Y-R>0 Y − R > 0 。令 D = Y − R D=Y-R D = Y − R ,利用独立正态变量线性组合仍服从正态分布,先求 D D D 的均值和方差,再计算右尾概率。
答题过程
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Let
D = Y − R . D=Y-R. D = Y − R .
Since R R R and Y Y Y are independent,
E ( D ) = 12 − 15 = − 3 , Var ( D ) = 0.8 2 + 1.5 2 = 2.89. \begin{align*}
E(D)=&\,12-15=-3,\\
\operatorname{Var}(D)=&\,0.8^2+1.5^2=2.89.
\end{align*} E ( D ) = Var ( D ) = 12 − 15 = − 3 , 0. 8 2 + 1. 5 2 = 2.89.
Therefore,
D ∼ N ( − 3 , 2.89 ) . D\sim N(-3,2.89). D ∼ N ( − 3 , 2.89 ) .
Hence
P ( Y > R ) = P ( D > 0 ) = P ( Z > 0 − ( − 3 ) 2.89 ) = P ( Z > 1.7647 … ) = 0.03881 … \begin{align*}
P(Y>R)=&\,P(D>0)\\
=&\,P\bigg(Z>\frac{0-(-3)}{\sqrt{2.89}}\bigg)\\
=&\,P(Z>1.7647\ldots)\\
=&\,0.03881\ldots
\end{align*} P ( Y > R ) = = = = P ( D > 0 ) P ( Z > 2.89 0 − ( − 3 ) ) P ( Z > 1.7647 … ) 0.03881 …
Thus, to 3 significant figures,
P ( Y > R ) = 0.0388 . \boxed{P(Y>R)=0.0388}. P ( Y > R ) = 0.0388 .
(b)
解法一
思路
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先分别建立三块红色瓷砖总长度与黄色瓷砖长度四倍的分布。所求事件是前者小于后者,因此令两者之差 L = 4 Y − ( R 1 + R 2 + R 3 ) L=4Y-(R_1+R_2+R_3) L = 4 Y − ( R 1 + R 2 + R 3 ) ,把问题转化成 P ( L > 0 ) P(L>0) P ( L > 0 ) 。
答题过程
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Let
T = R 1 + R 2 + R 3 , T=R_1+R_2+R_3, T = R 1 + R 2 + R 3 ,
where the three red tile lengths are independent. Then
E ( T ) = 3 ( 15 ) = 45 , Var ( T ) = 3 ( 1.5 2 ) = 6.75. \begin{align*}
E(T)=&\,3(15)=45,\\
\operatorname{Var}(T)=&\,3(1.5^2)=6.75.
\end{align*} E ( T ) = Var ( T ) = 3 ( 15 ) = 45 , 3 ( 1. 5 2 ) = 6.75.
Thus,
T ∼ N ( 45 , 6.75 ) . T\sim N(45,6.75). T ∼ N ( 45 , 6.75 ) .
Also,
E ( 4 Y ) = 4 ( 12 ) = 48 , Var ( 4 Y ) = 4 2 ( 0.8 2 ) = 10.24 , \begin{align*}
E(4Y)=&\,4(12)=48,\\
\operatorname{Var}(4Y)=&\,4^2(0.8^2)=10.24,
\end{align*} E ( 4 Y ) = Var ( 4 Y ) = 4 ( 12 ) = 48 , 4 2 ( 0. 8 2 ) = 10.24 ,
so
4 Y ∼ N ( 48 , 10.24 ) . 4Y\sim N(48,10.24). 4 Y ∼ N ( 48 , 10.24 ) .
Now let
L = 4 Y − T . L=4Y-T. L = 4 Y − T .
Since T T T and Y Y Y are independent,
E ( L ) = 48 − 45 = 3 , Var ( L ) = 10.24 + 6.75 = 16.99. \begin{align*}
E(L)=&\,48-45=3,\\
\operatorname{Var}(L)=&\,10.24+6.75=16.99.
\end{align*} E ( L ) = Var ( L ) = 48 − 45 = 3 , 10.24 + 6.75 = 16.99.
Therefore,
L ∼ N ( 3 , 16.99 ) . L\sim N(3,16.99). L ∼ N ( 3 , 16.99 ) .
The required probability is
P ( T < 4 Y ) = P ( L > 0 ) = P ( Z > 0 − 3 16.99 ) = P ( Z > − 0.7278 … ) = 0.7666 … \begin{align*}
P(T<4Y)=&\,P(L>0)\\
=&\,P\bigg(Z>\frac{0-3}{\sqrt{16.99}}\bigg)\\
=&\,P(Z>-0.7278\ldots)\\
=&\,0.7666\ldots
\end{align*} P ( T < 4 Y ) = = = = P ( L > 0 ) P ( Z > 16.99 0 − 3 ) P ( Z > − 0.7278 … ) 0.7666 …
Hence, to 3 significant figures,
P ( T < 4 Y ) = 0.767 . \boxed{P(T<4Y)=0.767}. P ( T < 4 Y ) = 0.767 .
(c)
解法一
思路
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先用 E ( X ) = 780 E(X)=780 E ( X ) = 780 建立 a a a 、b b b 的线性关系,并把 a a a 表示成 b b b 。由于 R R R 与 Y Y Y 独立,X = a R + b Y X=aR+bY X = a R + bY 的方差为 a 2 Var ( R ) + b 2 Var ( Y ) a^2\operatorname{Var}(R)+b^2\operatorname{Var}(Y) a 2 Var ( R ) + b 2 Var ( Y ) 。代入约束后得到关于 b b b 的二次函数,再求導找最小值。
答题过程
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The condition on the mean gives
E ( X ) = 15 a + 12 b = 780 , a + 0.8 b = 52. \begin{align*}
E(X)=&\,15a+12b=780,\\
a+0.8b=&\,52.
\end{align*} E ( X ) = a + 0.8 b = 15 a + 12 b = 780 , 52.
Hence
a = 52 − 0.8 b . a=52-0.8b. a = 52 − 0.8 b .
Since R R R and Y Y Y are independent,
Var ( X ) = 2.25 a 2 + 0.64 b 2 . \operatorname{Var}(X)=2.25a^2+0.64b^2. Var ( X ) = 2.25 a 2 + 0.64 b 2 .
Substituting a = 52 − 0.8 b a=52-0.8b a = 52 − 0.8 b gives
Var ( X ) = 2.25 ( 52 − 0.8 b ) 2 + 0.64 b 2 = 2.08 b 2 − 187.2 b + 6084. \begin{align*}
\operatorname{Var}(X)=&\,2.25(52-0.8b)^2+0.64b^2\\
=&\,2.08b^2-187.2b+6084.
\end{align*} Var ( X ) = = 2.25 ( 52 − 0.8 b ) 2 + 0.64 b 2 2.08 b 2 − 187.2 b + 6084.
To minimise the variance, differentiate with respect to b b b :
d d b Var ( X ) = 4.16 b − 187.2 , 4.16 b − 187.2 = 0 , b = 45. \begin{align*}
\frac{\mathrm{d}}{\mathrm{d}b}\operatorname{Var}(X)=&\,4.16b-187.2,\\
4.16b-187.2=&\,0,\\
b=&\,45.
\end{align*} d b d Var ( X ) = 4.16 b − 187.2 = b = 4.16 b − 187.2 , 0 , 45.
Since
d 2 d b 2 Var ( X ) = 4.16 > 0 , \frac{\mathrm{d}^2}{\mathrm{d}b^2}\operatorname{Var}(X)=4.16>0, d b 2 d 2 Var ( X ) = 4.16 > 0 ,
this stationary point gives the minimum variance. Therefore,
a = 52 − 0.8 ( 45 ) = 16. \begin{align*}
a=&\,52-0.8(45)\\
=&\,16.
\end{align*} a = = 52 − 0.8 ( 45 ) 16.
Thus Stefan should use
a = 16 , b = 45 . \boxed{a=16,\qquad b=45}. a = 16 , b = 45 .
解法二
思路
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也可以不求導,而把约束代入后的方差二次式配方。平方项的系数为正,因此当平方项等于零时,方差取得最小值;由此直接读出 b b b ,再代回均值约束求 a a a 。
答题过程
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The mean condition gives
a = 52 − 0.8 b . a=52-0.8b. a = 52 − 0.8 b .
Therefore,
Var ( X ) = 2.08 b 2 − 187.2 b + 6084 = 2.08 ( b − 45 ) 2 + 1872. \begin{align*}
\operatorname{Var}(X)=&\,2.08b^2-187.2b+6084\\
=&\,2.08(b-45)^2+1872.
\end{align*} Var ( X ) = = 2.08 b 2 − 187.2 b + 6084 2.08 ( b − 45 ) 2 + 1872.
Since 2.08 ( b − 45 ) 2 ⩾ 0 2.08(b-45)^2\geqslant0 2.08 ( b − 45 ) 2 ⩾ 0 , the variance is minimised when
b = 45. b=45. b = 45.
It follows that
a = 52 − 0.8 ( 45 ) = 16. \begin{align*}
a=&\,52-0.8(45)\\
=&\,16.
\end{align*} a = = 52 − 0.8 ( 45 ) 16.
Hence
a = 16 , b = 45 . \boxed{a=16,\qquad b=45}. a = 16 , b = 45 .