In order to solve this problem, we transform the statements into
algebraic expressions. First, we assign the variables.
Let:
x = Gina’s number
y = Sara’s number
For the first equation, we show that Gina’s number is greater
than Sara’s number by 2. For the second equation, we show that the sum of both
numbers is 68.
<span>(1)
</span>x – y = 2
<span>(2)
</span>x + y = 68
<span>We
add the two expressions, which result in the expression: 2x = 70. Then we
divide 70 by 2 to get the value of x. We then have x = 35. Using the second
equation, we solve for y = 68-35. This gives y = 33. To summarize, Gina’s
number is 35 while Sara’s number is 33.</span>
Answer:
A x=1/4
Step-by-step explanation:
2/3x = 1/6
Divide by 2/3
so 1/6 ÷ 2/3
= 1/6 • 3/2
= 3/12
= 1/4
Answer:
B. 80
Step-by-step explanation:
3 consecutive integers: x-1 , x , x+1
(x-1) + x + (x+1) = -27
3x = -27
x = -9
smallest: -9-1 : -10
largest: -9+1 : -8
product of the smallest and largest of the three integers: (-10)*(-8)=80
I'll leave the computation via R to you. The
are distributed uniformly on the intervals
, so that

each with mean/expectation
![E[W_i]=\displaystyle\int_{-\infty}^\infty wf_{W_i}(w)\,\mathrm dw=\int_0^{10i}\frac w{10i}\,\mathrm dw=5i](https://tex.z-dn.net/?f=E%5BW_i%5D%3D%5Cdisplaystyle%5Cint_%7B-%5Cinfty%7D%5E%5Cinfty%20wf_%7BW_i%7D%28w%29%5C%2C%5Cmathrm%20dw%3D%5Cint_0%5E%7B10i%7D%5Cfrac%20w%7B10i%7D%5C%2C%5Cmathrm%20dw%3D5i)
and variance
![\mathrm{Var}[W_i]=E[(W_i-E[W_i])^2]=E[{W_i}^2]-E[W_i]^2](https://tex.z-dn.net/?f=%5Cmathrm%7BVar%7D%5BW_i%5D%3DE%5B%28W_i-E%5BW_i%5D%29%5E2%5D%3DE%5B%7BW_i%7D%5E2%5D-E%5BW_i%5D%5E2)
We have
![E[{W_i}^2]=\displaystyle\int_{-\infty}^\infty w^2f_{W_i}(w)\,\mathrm dw=\int_0^{10i}\frac{w^2}{10i}\,\mathrm dw=\frac{100i^2}3](https://tex.z-dn.net/?f=E%5B%7BW_i%7D%5E2%5D%3D%5Cdisplaystyle%5Cint_%7B-%5Cinfty%7D%5E%5Cinfty%20w%5E2f_%7BW_i%7D%28w%29%5C%2C%5Cmathrm%20dw%3D%5Cint_0%5E%7B10i%7D%5Cfrac%7Bw%5E2%7D%7B10i%7D%5C%2C%5Cmathrm%20dw%3D%5Cfrac%7B100i%5E2%7D3)
so that
![\mathrm{Var}[W_i]=\dfrac{25i^2}3](https://tex.z-dn.net/?f=%5Cmathrm%7BVar%7D%5BW_i%5D%3D%5Cdfrac%7B25i%5E2%7D3)
Now,
![E[W_1+W_2+W_3]=E[W_1]+E[W_2]+E[W_3]=5+10+15=30](https://tex.z-dn.net/?f=E%5BW_1%2BW_2%2BW_3%5D%3DE%5BW_1%5D%2BE%5BW_2%5D%2BE%5BW_3%5D%3D5%2B10%2B15%3D30)
and
![\mathrm{Var}[W_1+W_2+W_3]=E\left[\big((W_1+W_2+W_3)-E[W_1+W_2+W_3]\big)^2\right]](https://tex.z-dn.net/?f=%5Cmathrm%7BVar%7D%5BW_1%2BW_2%2BW_3%5D%3DE%5Cleft%5B%5Cbig%28%28W_1%2BW_2%2BW_3%29-E%5BW_1%2BW_2%2BW_3%5D%5Cbig%29%5E2%5Cright%5D)
![\mathrm{Var}[W_1+W_2+W_3]=E[(W_1+W_2+W_3)^2]-E[W_1+W_2+W_3]^2](https://tex.z-dn.net/?f=%5Cmathrm%7BVar%7D%5BW_1%2BW_2%2BW_3%5D%3DE%5B%28W_1%2BW_2%2BW_3%29%5E2%5D-E%5BW_1%2BW_2%2BW_3%5D%5E2)
We have

![E[(W_1+W_2+W_3)^2]](https://tex.z-dn.net/?f=E%5B%28W_1%2BW_2%2BW_3%29%5E2%5D)
![=E[{W_1}^2]+E[{W_2}^2]+E[{W_3}^2]+2(E[W_1]E[W_2]+E[W_1]E[W_3]+E[W_2]E[W_3])](https://tex.z-dn.net/?f=%3DE%5B%7BW_1%7D%5E2%5D%2BE%5B%7BW_2%7D%5E2%5D%2BE%5B%7BW_3%7D%5E2%5D%2B2%28E%5BW_1%5DE%5BW_2%5D%2BE%5BW_1%5DE%5BW_3%5D%2BE%5BW_2%5DE%5BW_3%5D%29)
because
and
are independent when
, and so
![E[(W_1+W_2+W_3)^2]=\dfrac{100}3+\dfrac{400}3+300+2(50+75+150)=\dfrac{3050}3](https://tex.z-dn.net/?f=E%5B%28W_1%2BW_2%2BW_3%29%5E2%5D%3D%5Cdfrac%7B100%7D3%2B%5Cdfrac%7B400%7D3%2B300%2B2%2850%2B75%2B150%29%3D%5Cdfrac%7B3050%7D3)
giving a variance of
![\mathrm{Var}[W_1+W_2+W_3]=\dfrac{3050}3-30^2=\dfrac{350}3](https://tex.z-dn.net/?f=%5Cmathrm%7BVar%7D%5BW_1%2BW_2%2BW_3%5D%3D%5Cdfrac%7B3050%7D3-30%5E2%3D%5Cdfrac%7B350%7D3)
and so the standard deviation is 
# # #
A faster way, assuming you know the variance of a linear combination of independent random variables, is to compute
![\mathrm{Var}[W_1+W_2+W_3]](https://tex.z-dn.net/?f=%5Cmathrm%7BVar%7D%5BW_1%2BW_2%2BW_3%5D)
![=\mathrm{Var}[W_1]+\mathrm{Var}[W_2]+\mathrm{Var}[W_3]+2(\mathrm{Cov}[W_1,W_2]+\mathrm{Cov}[W_1,W_3]+\mathrm{Cov}[W_2,W_3])](https://tex.z-dn.net/?f=%3D%5Cmathrm%7BVar%7D%5BW_1%5D%2B%5Cmathrm%7BVar%7D%5BW_2%5D%2B%5Cmathrm%7BVar%7D%5BW_3%5D%2B2%28%5Cmathrm%7BCov%7D%5BW_1%2CW_2%5D%2B%5Cmathrm%7BCov%7D%5BW_1%2CW_3%5D%2B%5Cmathrm%7BCov%7D%5BW_2%2CW_3%5D%29)
and since the
are independent, each covariance is 0. Then
![\mathrm{Var}[W_1+W_2+W_3]=\mathrm{Var}[W_1]+\mathrm{Var}[W_2]+\mathrm{Var}[W_3]](https://tex.z-dn.net/?f=%5Cmathrm%7BVar%7D%5BW_1%2BW_2%2BW_3%5D%3D%5Cmathrm%7BVar%7D%5BW_1%5D%2B%5Cmathrm%7BVar%7D%5BW_2%5D%2B%5Cmathrm%7BVar%7D%5BW_3%5D)
![\mathrm{Var}[W_1+W_2+W_3]=\dfrac{25}3+\dfrac{100}3+75=\dfrac{350}3](https://tex.z-dn.net/?f=%5Cmathrm%7BVar%7D%5BW_1%2BW_2%2BW_3%5D%3D%5Cdfrac%7B25%7D3%2B%5Cdfrac%7B100%7D3%2B75%3D%5Cdfrac%7B350%7D3)
and take the square root to get the standard deviation.