exercise:8b126d52c7: Difference between revisions

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(Created page with "<div class="d-none"><math> \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}</math></div> Jones puts in two new lightbulbs: a 60 watt bulb and a 100 watt bulb. It is claimed that the lifetime of the 60 watt bulb has an exponential density with average lifetime 200 hours (<math>\lambda = 1/200</math>). The 100 watt bulb also has an ex...")
 
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<div class="d-none"><math>
Jones puts in two new lightbulbs: a 60 watt bulb and a 100 watt bulb.  It is claimed that the lifetime of the 60 watt bulb has an exponential
\newcommand{\NA}{{\rm NA}}
density with average lifetime 200 hours (<math>\lambda = 1/200</math>).  The 100 watt bulb also has an exponential density but with average lifetime of only 100 hours (<math>\lambda = 1/100</math>).  Jones wonders what is the probability that the 100 watt bulb will outlast the 60 watt bulb.
\newcommand{\mat}[1]{{\bf#1}}
\newcommand{\exref}[1]{\ref{##1}}
\newcommand{\secstoprocess}{\all}
\newcommand{\NA}{{\rm NA}}
\newcommand{\mathds}{\mathbb}</math></div> Jones puts in two new lightbulbs: a 60 watt bulb and a
100 watt bulb.  It is claimed that the lifetime of the 60 watt bulb has an exponential
density with average lifetime 200 hours (<math>\lambda = 1/200</math>).  The 100 watt
bulb also has an exponential density but with average lifetime of only 100 hours
(<math>\lambda = 1/100</math>).  Jones wonders what is the probability that the 100 watt bulb will
outlast the 60 watt bulb.


 
If <math>X</math> and <math>Y</math> are two independent random variables with exponential densities <math>f(x) = \lambda e^{-\lambda x}</math> and <math>g(x) = \mu e^{-\mu x}</math>, respectively, then the
If <math>X</math> and <math>Y</math> are two independent random variables with exponential densities
<math>f(x) = \lambda e^{-\lambda x}</math> and <math>g(x) = \mu e^{-\mu x}</math>, respectively, then the
probability that
probability that
<math>X</math> is less than <math>Y</math> is given by
<math>X</math> is less than <math>Y</math> is given by
<math display="block">
P(X  <  Y) = \int_0^\infty f(x)(1 - G(x))\,dx,
</math>
</math>
P(X  <  Y) = \int_0^\infty f(x)(1 - G(x))\,dx,


<math display="block">
where <math>G(x)</math> is the cumulative distribution function for <math>g(x)</math>.  Explain why this is the
where $G(x)$ is the cumulative distribution function for <math>g(x)</math>.  Explain why this is the
case.  Use this to show that
case.  Use this to show that
</math>
<math>
P(X  <  Y) = \frac \lambda{\lambda + \mu}
P(X  <  Y) = \frac \lambda{\lambda + \mu}
<math>$ and to answer Jones's question.
</math> and to answer Jones's question.

Latest revision as of 02:15, 14 June 2024

Jones puts in two new lightbulbs: a 60 watt bulb and a 100 watt bulb. It is claimed that the lifetime of the 60 watt bulb has an exponential density with average lifetime 200 hours ([math]\lambda = 1/200[/math]). The 100 watt bulb also has an exponential density but with average lifetime of only 100 hours ([math]\lambda = 1/100[/math]). Jones wonders what is the probability that the 100 watt bulb will outlast the 60 watt bulb.

If [math]X[/math] and [math]Y[/math] are two independent random variables with exponential densities [math]f(x) = \lambda e^{-\lambda x}[/math] and [math]g(x) = \mu e^{-\mu x}[/math], respectively, then the probability that [math]X[/math] is less than [math]Y[/math] is given by

[[math]] P(X \lt Y) = \int_0^\infty f(x)(1 - G(x))\,dx, [[/math]]

where [math]G(x)[/math] is the cumulative distribution function for [math]g(x)[/math]. Explain why this is the case. Use this to show that [math] P(X \lt Y) = \frac \lambda{\lambda + \mu} [/math] and to answer Jones's question.