EC254 (Probability Theory and Stochastic Process)

ESO 209: PROBABILITY & STATISTICS

[1] Let X be a random variable defined on ( , P ) . Show that the following are also random
2
variables; (a) | X | , (b) X and (c) X , given that { X < 0} = .
[2] Let = [ 0,1] and be the Borel field of subsets of . Define X on as follows:
if 0 1 2
X ( ) =
1 2 if 1 2 < 1
Show that X defined above is a random variable.
[3] Let = {1,2,3,4} and {
{1} ,{2,3, 4} be a } field of subsets of . Verify whether
X ( ) = + 1; , is a random variable with respect to .
[4] Let a card be selected from an ordinary pack of playing cards. The outcome is one of these 52
cards. Define X on as:
4if is an ace
3if is a king
X ( ) = 2if is a queen
1if is a jack
0otherwise.
Show that X is a random variable. Further, suppose that P (.) assigns a probability of 1 52 to
each outcome . Derive the distribution function of X .
[5] Let
0 if x < 1
F ( x) = ( x + 2) 4 if -1 x < 1
1 if x 1.
Show that F (.) is a distribution function. Sketch the graph of F ( x ) and compute the
probabilities P ( 1 2 < X 1 2 ) , P ( X = 0 ) , P ( X = 1) and P ( 1 X < 1) . Further, obtain
the decomposition F ( x ) = Fd ( x ) + (1 ) Fc ( x ) ; where, Fd ( x ) and Fc ( x ) are purely
discrete and purely continuous distribution functions, respectively.
[6] Do the following functions define distribution functions?
0, x<0
0, x<0 0 x 1
(a) F ( x ) = x, 0 x 1 2 ; (b) F ( x ) = ; (c) F ( x ) =
1 e x , x 0 1 1 x x > 1.
1, x > 1 2.
0 if x 0
[7] Let F ( x ) = 2 1 x3
1 e x 3 e [ ] if x > 0
3 3
 where, [ x ] is the largest integer x . Show that F (.) is a distribution function and compute
P ( X > 6 ) , P ( X = 5 ) and P ( 5 X 8 ) .
[8] The distribution function of a random variable X is given by
0, x < 2,
1 3, 2 x < 0,
F ( x ) = 1 2, 0 x < 5,
1 2 + ( x 5 ) 2, 5 x < 6,
2

1, x 6.
Find P ( 2 X < 5 ) , P ( 0 < X < 5.5 ) and P (1.5 < X 5.5 | X > 2 ) .
n
[9] Prove that if F1 (.) ,...., Fn (.) are n distribution functions, then F ( x ) = i Fi ( x ) is also a
i =1
n
distribution function for any (1,..., n ) , such that i 0 and i = 1.
i =1
[10] Suppose F1 and F2 are distribution functions. Verify whether G ( x ) = F1 ( x ) + F2 ( x ) is also a
distribution function.
[11] Find the value of and k so that F given by
0 if x 0
F ( x) = 2
+ k e x 2
if x > 0
is distribution function of a continuous random variable.
[12] Let
0 if x < 0
( x + 2) 8 if 0 x < 1
F ( x) = (x 2
)
+ 2 8 if 1 x < 2
( 2x + c ) 8 if 2 x 3
1 if x > 3.
Find the value of c such that F is a distribution function. Using the obtained value of c , find the
decomposition F ( x ) = Fd ( x ) + (1 ) Fc ( x ) ; where, Fd ( x ) and Fc ( x ) are purely
discrete and purely continuous distribution functions, respectively.
[13] Suppose FX is the distribution function of a random variable X . Determine the distribution
+
function of (a) X and (b) | X | . Where
if X 0X
X+ =
if X < 00
[14] The convolution F of two distribution functions F1 and F2 is defined as follows;

F ( x) = F1 ( x y ) dF2 ( y ); x

 and is denoted by F = F1 F2 . Show that is F is also a distribution function.
[15] Do the following functions define probability mass functions?

(a) f ( x ) =
( x 2) 2 if x = 1, 2,3, 4
; (b) f ( x ) =
(
e x ) x! if x = 0,1, 2,3, 4,...
0 otherwise. 0 otherwise.
where, > 0.

(c) f ( x ) =
(e )
x
x! if x = 1, 2,3, 4,...
0 otherwise.
where, > 0.
[16] Find the value of the constant c such that f ( x ) = (1 c ) c ; x = 0,1,2,3... defines a probability
x

mass function.
[17] Let X be a discrete random variable taking values in = {3, 2, 1,0,1, 2,3} such that
P ( X = 3) = P ( X = 2 ) = P ( X = 1) = P ( X = 1) = P ( X = 2 ) = P ( X = 3)
and P ( X < 0 ) = P ( X = 0 ) = P ( X > 0 ) . Find the distribution function of X .
[18] A battery cell is labeled as good if it works for at least 300 days in a clock, otherwise it is labeled as
bad. Three manufacturers, A, B and C make cells with probability of making good cells as 0.95,
0.90 and 0.80 respectively. Three identical clocks are selected and cells made by A, B and C are
used in clock numbers 1, 2 and 3 respectively. Let X be the total number of clocks working after
300 days. Find the probability mass function of X and plot the corresponding distribution function.
2 x e x if x > 0
[19] Prove that the function f ( x ) =
0 otherwise
defines a probability density function for > 0. Find the corresponding distribution function and
hence compute P ( 2 < X < 3) and P ( X > 5 ) .
[20] Find the value of the constant c such that the following function is a probability density function.
c ( x + 1) e x if x 0
f ( x ) =
0 if x < 0
where, > 0. Obtain the distribution function of the random variable associated with probability
density function f ( x ) .
x 2 18 if 3 < x < 3
[21] Show that f ( x ) =
0 otherwise
defines a probability density function. Find the corresponding distribution function and hence find
(
P (| X | < 1) and P X 2 < 9 )