Problem Set 1
Bidisha Chakraborty
Jadavpur University,
Kolkata,
India.
1. Definitions of pmf, pdf (with properties), cdf (with properties), transforma-
tion, mgf, random variable, characteristic function, expectation, probability distri-
bution. Statement of Baye’s formula, classical definition of probability, theorems on
probability, Chebyshev’s inequality (with proof).
2.joint distribution, marginal distribution,conditional distribution, independence.
3.Binomial distribution, Poisson distribution, Normal distribution-their pdf, ex-
pectation, variance, mode, mgf, limiting form and other properties.
4.Let X be a random variable whose distribution is given by the probability
density function
f (x) = 1 − |x|, |x| ≤ 1
0, |x| > 1
Calculate E(X), E(|X|) and V(X).
5.Suppose that two balanced dice are rolled. Let X denote the absolute value of
the difference between the two numbers that appear and Z denote the number of
even numbers that appear. Determine the probability distribution of X and Z. Find
out E(X), E(Z) and V(X) and V(Z).
6. Suppose the life of the battery is a random variable X with pdf
x
−β
f (x) = ke
where x(0, ∞). Assume t and s to be real non negative numbers.
(i)Use the properties of a pdf to find the value of k.
(ii)Find an expression for P (X ≥ t) and P (X ≥ t + s|X ≥ s). Suppose that your
batteries have lasted s weeks without dying. Based on your above answers, are you
more concerned that the battery is about to die, than you were when you first put
in.
1
(iii)Find CDF of x and E(X).
7. For the continuous probability distribution of the variable x the pdf is given
by
f (x) = αexp[−α(x − θ)]
where θ < x < ∞ and α > 0, find the MGF. Obtain mean, variance, β1 and β2 of
the distribution.
8. If X and Y are jointly distributed random variables and a, b, c, d are arbitrary
constants prove that
Cov(aX + b, cY + d) = acCov(X, Y ).
9. If ρ denotes the correlation coefficient between X and Y show that the variance
of ( σxx + σyy ) is 2(1 + ρ)
10. Evaluate the distribution function (CDF) when the pdf is given by
x
f (x) = ,0 < x ≤ 1
2
3−x
= ,1 < x ≤ 2
4
1
= ,2 < x ≤ 3
4
4−x
= ,3 < x ≤ 4
4
= 0, elsewhere
11.Evaluate the density function (pdf) from the distribution function (cdf)
x2
,0 < x ≤ 1
F (x) =
2
1 1 x2
= − + (3x − ), 1 < x ≤ 3
8 4 2
= 1x ≥ 3
12.There are 4 boxes of one dozen eggs each. They contain 2, 3, 1,0 spoiled eggs
respectively. One box is selected at random and then an egg is taken at random.
What is the probability that the egg is spoiled? If the egg is found to be good what
is the probability that if any other egg is taken from the same box it will be good?
2
13.The chances that doctor C will diagnose disease X correctly is 60%. The cah-
nces that a patient will die by his treatment after correct diagnosis is 40% and the
chances of death by wrong diagnosis is 70 percent. A patient of doctor C who had
disease X, died. What is the chance that his disease was diagnosed correctly?
14. Suppose 5 percent of the inhabitants of Calcutta are cricket fans. Determine
approximately the probability that a sample of 100 inhabitants will contain atleast
8 cricket fans?
15. A poisson distribution has a double mode at x = 2 and x = 3. What is the
probability that x will have one or other of the two values?
16.In the results of a particular examination it is observed that 15% students
passed with distinction, 42% passed without distinction, 43% failed. It is known
that a candidate fails if he obtains less than 40 marks out of 100, while he must
obtain atleast 75 marks in order to pass with distinction. Hence determine mean, sd
of the distribution of marks assuming it is of the Normal type.
17. If logx is normally distributed with µ = 1 and σ 2 = 4, find P [1/2 < x < 2].
