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Tutorial Sheet 3

This document is a tutorial sheet from the Indian Institute of Technology, Ropar, focusing on random variables in probability and statistics. It includes various problems related to events, probability mass functions (PMF), probability density functions (PDF), and cumulative distribution functions (CDF). The problems require proving statements, finding constants, and calculating probabilities for different random variables.

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0 views2 pages

Tutorial Sheet 3

This document is a tutorial sheet from the Indian Institute of Technology, Ropar, focusing on random variables in probability and statistics. It includes various problems related to events, probability mass functions (PMF), probability density functions (PDF), and cumulative distribution functions (CDF). The problems require proving statements, finding constants, and calculating probabilities for different random variables.

Uploaded by

Gamerithms
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Learn Properties of CDF , PDF, PMF

Indian Institute of Technology, Ropar


Department of Mathematics
MA202: Probability and Statistics
2nd Semester of Academic Year 2024-25
Tutorial Sheet 3: Random Variables (Continued)

1. Let 𝐸 and 𝐹 be two events with 0 < 𝑃 (𝐸) < 1 , 0 < 𝑃 (𝐹 ) < 1 and 𝑃 (𝐸|𝐹 ) > 𝑃 (𝐸). Prove or
disprove 𝑃 (𝐸|𝐹 𝑐 ) < 𝑃 (𝐸).

2. A random experiment has only two possible outcomes, the first occurs with probability 𝑐 2 + 4𝑐 and the
(3−𝑐)
second occurs with probability 4
. Find the possible values of 𝑐.

3. Let
0, 𝑥 < 0,
𝐹𝑋 (𝑥) =
{1 − 2𝑒−𝑥 + 𝑒−2𝑥 , 𝑥 ≥ 0.

Is 𝐹𝑋 a distribution function? What type of random variable is 𝑋? Find the PMF/PDF of 𝑋.

4. A random variable 𝑋 has the following PMF:

𝑋=𝑥 0 1 2 3 4 5 6 7 8
𝑃 (𝑋 = 𝑥) 𝑘 3𝑘 5𝑘 7𝑘 9𝑘 11𝑘 13𝑘 15𝑘 17𝑘
1. Determine the value of 𝑘.
2. Find 𝑃 (𝑋 < 4), 𝑃 (𝑋 ≥ 5), and 𝑃 (0 < 𝑋 < 4).
3. Find the CDF of 𝑋.
4. Find the smallest value of 𝑥 for which 𝑃 (𝑋 ≤ 𝑥) = 1/2.

5. Let 𝑋 be a random variable with PMF

4𝑐
𝑝𝑋 (𝑥) = , 𝑥 = 1, 2, …
5𝑥
for some constant 𝑐. What is the value of 𝑐? Compute the probability that 𝑋 is even.
4
6. For what value of 𝑘 is the function, 𝑓 (𝑥) = 𝑘𝑒−𝑥 , 𝑥 ∈ ℝ, defines a probability density function.

7. Let 𝑋 be a continuous random variable with pdf


1
𝜃𝑥 + 2
if − 1 < 𝑥 < 1
𝑓 (𝑥) =
{0 Otherwise.

Find the value of 𝜃 for which the function 𝑓 (𝑥) is a pdf function.

8. The life length of a certain equipment in hours is a continuous random variable with PDF:

𝑥𝑒−𝑘𝑥 , 𝑥 > 0,
𝑓𝑋 (𝑥) =
{0, elsewhere.

Determine the constant 𝑘.


(i) Given that the equipment has been operative for the last 10 hours, what is the probability that it
will not fail during the next 15 hours?
(ii) Ten pieces of equipment are tested independently for 50 hours, and 𝑌 is the number of pieces
that fail during the testing time. Find the PMF of the random variable 𝑌 .
(iii) If 𝑛 pieces of the equipment are hooked up in series and operate independently, find the PDF of
the life of the series system. Find 𝑛 so that the reliability of the series system for 20 hours is 80 %.

9. Let 𝑋 be a discrete random variable such that 𝑃 (𝑋 ∈ {−2, −1, 0, 1, 2} = 1). Further, assume that

𝑃 (𝑋 = −2) = 𝑃 (𝑋 = −1), 𝑃 (𝑋 = 1) = 𝑃 (𝑋 = 2),

and
𝑃 (𝑋 < 0) = 𝑃 (𝑋 = 0) = 𝑃 (𝑋 > 0),
Define 𝑌 = |𝑋|. Find the probability mass function of 𝑌 .

10. Let 𝑋 be a discrete random variable with probability mass function,


1 1 1
𝑃 (𝑋 = −2) = , 𝑃 (𝑋 = −1) = , 𝑃 (𝑋 = 0) = ,
5 6 5
1 11
𝑃 (𝑋 = 1) = , 𝑃 (𝑋 = 2) = .
15 30
Define 𝑌 = sin−1 ( |𝑋|
2 )
. Find the probability mass function of 𝑌 .

Best Wishes

Page 2

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