DEPARTMENT OF MATHEMATICS
INDIAN INSTITUTE OF TECHNOLOGY GUWAHATI
MA225 Probability Theory and Random Processes July - November 2017
Problem Sheet 3 NS
Note: In some of the problems below, you may find the following useful.
Given a random variable X on (Ω, F, P ), the smallest σ-field with respect to which X is measurable is
given by F X = {X −1 (B), B ∈ B(R)} and this would be the same as the σ-field generated by the class
C = {X −1 (−∞, x], x ∈ R}. This σ-field is also called the σ-field generated by the random variable X and
denoted usually by σ(X), but we will denote it by F X .
1. Consider the experiment of drawing two chits without replacement from a box containing three chits
numbered 1, 2 and 3.
(a) Write the sample space Ω of this experiment.
(b) Find the smallest σ-field F of subsets of Ω such that {{(1, 2), (2, 1), (1, 3)}, {(1, 3)}} ⊆ F.
(c) Let X : Ω → R be such that X((i, j)) = min{i, j} for all (i, j) ∈ Ω. If possible find two different
F such that X is a random variable on (Ω, F, P ).
(d) If possible find a F with {(1, 2), (2, 1), (1, 3)} ∈
/ F such that the function X → R defined by
X((i, j)) = i + j is a random variable on (Ω, F, P ).
(e) Check whether X → R defined by X((i, j)) = i is a random variable on (Ω, F, P ), where F is
as in part(b). If possible find two different F such that X is a random variable on (Ω, F, P ).
(f) If possible give a function X on Ω such that X is a random variable on (Ω, F, P ) implies that F
is the power set of Ω.
2. Prove or disprove each of the following with proper justification.
(a) If X is a random variable on (Ω, F, P ), then Y = max{X, 2} is also a random variable on
(Ω, F, P ) (that is, you have to check Y −1 (−∞, y] ∈ F for all y ∈ R).
(b) If X is a random variable on (Ω, F, P ), then Y = |X| + 2 is also a random variable on (Ω, F, P ).
3. For each of X, Y and Z defined below, find all possible σ-fields on Ω = {−2, −1, 0, 1, 2} with respect
to which the functions defined on Ω by X(ω) = ω 2 , Y (ω) = |ω| and Z(ω) = ω + 2 are random
variables.
4. Let B(R) is the Borel σ-field and let Ω − [0, 1]. Show that F = B(R) ∩ Ω = {A|A = B ∩
[0, 1] for some B ∈ B(R)} is a σ-field of subsets of Ω. [Note: This F is sometimes written as
B([0, 1]).]
5. Let a point be chosen uniformly from the interior of a triangle having a base of length l and height
h from the base. Let X be defined as the distance from the point chosen to the base. Find the
distribution functino of X.
6. Express the distribution function of X + = max{0, X} and |X| in terms of the distribution function F
of the random variable X.
1
7. Which of the following can be distribution functions of discrete random variables? Find the corre-
sponding probability mass functions.
0, x<0
x
0≤x<1
(a) F (x) = 4
1 x−1
2 + 4 1≤x<2
1 x≥2
(
0, x<0
(b) F (x) = [x+1]
where 0 < q < 1 and [x] has the usual meaning as the largest
1−q x≥0
integer less than or equal to x.
(
1
(c) F (x) = 2, x<5
1
1− x x≥5
8. Suppose a box has twelve chits numbered 1, 2, . . . , 12. Two chits are drawn at random and with
replacement. Let X give the maximum of the two numbers selected. Compute the probability mass
function and the (cumulative) distribution function of X. What are the values of P {3 < X ≤
4.5}, P {3.5 ≤ X ≤ 8.25} and P {−1 ≤ X ≤ 20}?
9. You take an exam that contains 20 multiple-choice questions. Each question has 4 possible options.
You know the answer to 10 questions, but you have no idea about the other 10 questions so you
choose answers at random. Your score X on the exam is the total number of correct answers. Find
the probability mass function of X.
10. Consider the experiment of drawing a number at random in the interval [2, 7]. Let X be a random
variable that denotes the number chosen.
(a) If Y = min{X, 3}, then if possible find the distribution functin of Y . What type of random
variable is Y ? What are the values of P {1.5 ≤ Y ≤ 2.50} and P {2.5 ≤ Y ≤ 4}?
(b) If Z = min{X, 3 − X}, then if possible find the distribution functin of Z. What type of random
variable is Z?
