Probability Distribution
Probability Distribution
( BASIC CONCEPTS)
A random variable (LV.) is a function whose domain is a distribution function (c.d.f.) of a discrete r.v, X is defined as
sample space of random experiment and whose condomain F(x) = P[X :5 x].
is the set of real numbers. i.e. X : S ~ R. If X is a discrete LV. taking values x., X2, ... Xn with
There are two types of random variables: respective probabilities PI, ... Pm then
(i) Discrete random variable (i) mean or ex-pected value of X, denoted by 11of E(X)
(ii) Continuous random variable is defined as
n
A random variable which can take countable number of
isolated values is called as a discrete random variable. 11 = E(X) = L Xi Pi
i=l
A random variable which can take any value in a given
(ii) Variance of X denoted by cr2 or Var (X) is given
interval is called as a continuous random variable.
by
If X is a discrete r. v. taking values x I, X2, ... x, then with
t. (~x,pJ
2
each Xi we assign a number Pi = P[X = x.], i = 1, 2, ... n
called as probability of Xi such that, a' = Vor(X) = x; P,-
/
(i) 0:5 Pi:5 1, i = 1,2, ... n
n n
A real valued function f(x) is called as a probability
density function (p.d.f.) of a continuous LV. X if
(ii) L P[X = Xi] = L Pi = 1
i=1 i=1 (i) f(x);;:: 0, V X E R and
P(X = x) 1 1 5
~. 0<x<5
f(x) = 4' 3 4 12
{
o; otherwise The variance of x is
Mathematics Probability Distribution
x -1 -2 1 2
P(x) 1 1 1 1
6. The function 3 6 6 3
kx (2 - x) 0<x<2
f(x) = { 0 Then the expected value of x is
otherwise
is p.d.f. of x
Then value of k is
1
(a)4
13. Probability distribution of d.r. v. X is
7.
(c)4
3
If a = P(X
:
~ 2) and b
5k5E'-2-~-tB
= P(X < 3), then
(a) P(2 < x < 5) (b) P(2 ~ x < 5) (ai a o b (bj a c b
(cj a e b (d) none of these
(c) P(2 ~ x ~ 5) (d)P(2 < x ~ 5)
14. If the probability distribution of a d.r. v. X is
8. If X is a continuous r.v, with p.d.f.
kx;O~X~l x 0 1 2 3 4 5 6
(a) 2 294
(c) 251 (d) none of these
[
Mathematics Probability Distribution
Then the probability that a tube will last less than 200 (a) 0.57 (b) 0.38
hours if it is known that the tube is still functioning (c) 0.71 (d) none of these
after 150 hours of service is .....
23. A r.v. x assumes the values of 1, 2, 3, ... , n with
I
equal probability ~ each. Then expectation = .
n+l
(d) none of these (a) n (b)-2-
22. Distribution function F(x) of a d.r.v. X is F(x) 0.08 0.12 0.23 0.37 0.48 0.62 0.85 I
x 1 2 3 4 5 6 :. P(2 ~ x ~ 6) = .
F(x) 0.2 0.37 0.48 0.62 0.85 1 (a) 0.541 (b) 0.451
GJ
Mathematics Probability Distribution
29. Find the constant k if the function 35. The p.d.f. of a c.r.v. X is
k
f(x) = 1+7 ; - 00 < x < 00 is p.d.f. of a continuous f(x) = K . sin (~x) 0~x~5
r.v. x. then k = .
=0 elsewhere
1
(a) 11: (b)- then: K = ....
11:
2
(c) 11: (d) none of these
(b)~
30. The life of electronic component in hours is a
. . 20000
contmuous r.v. x WIth p.d.f. f(x) = ----;cr-; x ;;::100. (d) none of these
4.
Find the expected life in hours of the electronic 36. If the probability distribution of a d.r. v. X is
component.
Xi~
(a) 100 hrs (b) 200 hrs
(c) 300 hrs (d) none of these I P(X=X;)~
31. If a d.r.v. X has the following probability distribution: then: P(X < 0) and P(X > -1) are
1 3 1 1
x 1 2 3 4 5 6 7 (a)4'4 (b)},} 4~
P(X = x) K 2K 2K 3K K2 2K2 7K2 + K 2 5
(c) "6 ' "6 (d) none of these
then: K= ....
1 37. The p.d.f. of a c.r.v. X is
(a) 8
I
1 f(X) = 2" ... 0 <x <2
(c) 9
=0 ... otherwise
32. If the p.d.f. of a c.r.v. X is
Then P(X < 1.5) and P(X > 1) are
f(x) = Kx2(1 - x3), ... 0~x~ 1 44
(a) 0.25,0.50 (b) 0.75,0.5 .
=0, ... elsewhere
(c) 0.6, 0.27 (d) none of these
then: K = ....
38. A d.r.v. X has probability distribution:
(a) 6 (b) 8
(c) 3 (d) 9 Xi 1 2 3 4
33. If a C.r.v. X has probability density function (p.d.f.) P(X = x.) 0.1 0.2 0.5 0.2
f(x) = ax, ...• O,~ x~ 1 Then P(X is odd) and P(X is even) are
= a, .... :l,$x~2 (a) 0.5, 0.5 (b) 0.7, 0.7 45.
= 3a - ax, ... 2~x~3 (c) 0.6, 0.4 (d) 0.3,0.4
=0 ... elsewhere 39. If the p.m.f. of a d.r.v. X is
then: K= .... P(X = x) = Kx, ... x = 0,1,2,3
1 1
(a) } (b) "6 =0, ... elsewhere
then: P(X ~ 2) = ....
1
~ (c) 2" (d) 1 1
(a) 2"
34. If the p.d.f. of a c.r.v.Xis
6
1 (c) 4 46.
f(x) =4 ... -1<x<3
40. A r.v.x. assumes the values 2, 4, 6, 2n with
=0, ... otherwise,
equal probability ~ each. Then the mean is = .
then : P(X > 0) = ....
(a) 0.25 (b) 0.50 (a) n + 2 (b) n + 3
(c) 0.75 (d) 1 (c) n +1 (d) none of these
a
41. If the p.d.f. of a c.r.v. X is 47. Calculate the expected value and variance of X, if X
x denotes the number obtained on the uppermost face
f(x) =8 0<x<4 when a fair die is thrown .
=0 ... otherwise (a) 2.19 Cb)9.21
then P(X < 1) and P(X 2:: 2) are (c) 2.91 (d) none of these
1 3 1 3 The p.m.f. of a r.v. X is
48.
(a)4'8 (b)16'4
1
5 7 P(x) = 15' for x = 1,2, ... , 14, 15;
(c) 8 ' 16 (d) none of these
(a) 3 (b) 4
P(x) = { k (O~) x = 0, 1,2,3,4; k >0
(c) 2 (d) none of these
otherwise
1
50. Calculate the expected value of the sum of two
(a) 16 (b) 16 numbers obtained when two fair dice are rolled.
2 (a) 8 (b)7
(c) 16 (d) none of these
r::bT :'T:nlB
(c) 6 (d) none of these
51. A r.v. X has the following probability distribution.
44·Ir-_p_~_:_~=_th_:_)fO_I""'I"_w_:_n::::....eg
GlJ
Probability Distribution Matl
Mathematics
65.
60. Find the c.d.f. F(x) associated with the following
X=x 6 7 8 9 10
p.d.f. f(x).
P(x) 0.18 0.37 0.25 0.12 0.01
1 < x < =:
Then expected value of X ::= •••••• f(x) = { ~x •
(a) 5.17 (b) 1.75 o . otherwise
e-x O<x<oo; 1 1
f(x) ::= (a) "2 (b)'}
o . otherwise
(a) it is p.d.f. (b) it is not p.d.f. 1
(c)J (d) none of these
(c) it is c.d.f, (d) none of these 6~
63. Let X denote the reaction temperature (in QC) of a
57. Verify whether the following functions are p.d.fs of a
certain chemical process. Let X be a continuous r.v.
continuous r.v.x.
with p.d.f.
~ -2 < x < 2; I
f(x)::=
{
2' 10 . -5 S; x S;5;
f(x) =
o . otherwise {
o . otherwise
(a) it is p.d.f. (b) it is not p.d.f.
(c) it is p.m.f. (d) none of these
Then P(X < 0) = . 6'
(a) 0.05 (b) 0.61
58. Find k if the following is the p.d.f. of a r.v. X.
kx? (l - x) , 0 < x < 1; (c) 0.66 (d) 0.5
f(x) = {
o , otherwise 64. Let X = time (in minutes) that elapses between the
bell and the end of the lecture in case of a college
(a) 10 (b) 13
professor. Suppose X has p.d.f.
(c) 12 (d)21
kx? ,OS; x S; 2;
59. For each of the following p.d.f.s of X, f(x) = {
X2
o , otherwise
f(x)::= 18 '
-3 < x < 3; Then the value of k = .
8
o . otherwise (b) 2:
Then value of P(X < 1)
(a) 0.5185 (b) 0.8551 (d)~
65. The time (in minutes) for a lab assistant to prepare the 71. Find the variance of random variable whose p.m.f.'s
equipment for a certain experiment is a random are given below:
variable taking values between 25 and 35 minutes
with p.d.f. I X=x 1 2 3 ... n
( 1
10 ' 25::; x ::; 35; P(X = x) -1 -1 -1 ... 1
I
f(x) =
t
o , otherwise
What is the probability that preparation time exceeds
(a )
(n2 - 1)
12
n n
(b)(n - 1)
n n
33 minutes? (n - 1)
(c ) 12 (d) none of these
(a) 0.2 (b) 0.6
(c) 0.4 (d) none of these 72. Find expected value of
I z::r"igiVflO} i 76.
(a) 2.25
(c) 5.25
Two cards are drawn at random from a box which
contains 5 cards numbered I, I, 2, 2 and 3. Let X
(b) 2.5
(d) 5.22
(a) 0.4783 (b) 0.8347 denote the sum of the numbers. Then the expected
(c) 0.7483 (d) 0.3847 value of the sum = .
70. What is the expected value of random variable whose (a) 6.3 (b) 2.6
p.m.f.'s are given below: (c) 3.6 (d) 7
19.71
Mathematics Probability Distribution
fx(x) =kx (l - x), O<x<1 81. Suppose r.v. X = Waiting time in minutes for a bus
and its p.d.f. is given by
= 0, otherwise
t' 0:::; x:::; 5;
is the p.d.f. of a r. v. X
(a) 6 (b) 6.1
f(x) = {o , otherwise
(c) 3 (d)2 Then the probability that
79. The p.d.f. of a r.v. X is given by Waiting time is between 1 and 3 minutes is = .
_\: ' 0 < x < 4; (a) 0.2 (b) 0.4
fx(x) = 4"x
{ (c) 0.11 (d) 0.6
o , otherwise
82. Suppose the error involved in making a certain
Then the c.d.f. of X is = . measurement is a continuous r.v. X with p.d.f.
(a) 2-Vx (b)-Vx k(4 - X2) , -2:::; x :::;2;
1 f(x) ={
(c)...J2x (d)"2-Vx o , otherwise
t ANSWER KEY )
1. (b) 2. (a) 3. (d) 4. (b) 5. (c) 6. (c) 7. (c) 8. (b) 9. (a) 10. (b) 4
11. (a) 12. (c) 13. (c) 14. (b) 15. (c) 16. (b) 17. (a) 18. (c) 19. (d) 20. (a)
21. (d) 22. (c) 23. (b) 24. (a) 25. (c) 26. (b) 27. (a) 28. (c) 29. (b) 30. (b)
31. (d) 32. (d) 33. (c) 34. (c) 35. (a) 36. (a) 37. (b) 38. (c) 39. (a) 40. (c)
41. (b) 42. (a) 43. (b) 44. (a) 45. (a) 46. (b) 47. (c) 48. (b) 49. (a) 50. (b)
51. (c) 52. (b) 53. (c) 54. (a) 55. (a) 56. (a) 57. (b) 58. (c) 59. (a) 60. (c)
61. (b) 62. (a) 63. (d) 64. (c) 65. (a) 66. (c) 67. (d) 68. (a) 69. (c) 70. (b)
71. (a) 72. (a) 73. (c) 74. (a) 75. (b) 76. (c) 77. (d) 78. (a) 79. (d) 80. (a)
81. (b) 82. (c) 4
We observe that P(Xj) ~ 0 for each x, and also L P(Xj) P(2) = k(i)=6k
= 0.5+ 0.2+ 0.18+ 0.12= 1
.'. It is p.m.f. P(3) = k (1) = 4k
43. Given:
P(4) = k (:) k x I = k
~ [
Mathematics Probability Distribution
Now L P(Xj) = 1 gives 47. X = number on the uppermost face when a fair die is
k + 4k + 6k + 4k + k = 1 thrown.
16k = 1 Then
1 P(Xi) Xi P(Xi)
2
Xi Xl P(Xi)
k 16
1 1 1
-FE
44. Given: 1 6 6 6
le-
-P-(X-X-=-X-) 2~ FE :k 2
1
6
2
6
4
6
1 3 9
We have, L P(xJ = 1 3 6 6 6
.. k + 2k + 4k + 2k + k = 1 4 16
1
4 6 6 6
10k 1
1 1 5 25
k = 10 5 6 6 6
P(X ~ 2) P(X = 2) + P(X = 3) + P(X = 4) 1 6 36
6 6 6 6
7
4k + 2k + k = 7k = 10
21 91
Total 6 6
P(X < 3) P(X = 0) + P(X = 1) + P(X = 2)
7 21
k+2k+4k=7k= 10 E(X) = L x, P(Xj) =6 = 3.5
248
2.25 - 0.0025 3
= 2.2475
= 82.6666
••
Mathematics Probability Distribution
49. When a coin is tossed 3 times, the sample space 51. Given:
consists of 8 points.
S = {HHH, HHT, HTH, HTT, THH,} X-x ~ -1 1----l0 ~
THT, TTH, TTT k 0.2 ~
1 P(x) ~
X = number of heads, which assumes the values 0, 1,
We have L P(Xi) = 1
2,3.
Now Y = X2 is the gain of a person for a given value .. 0.1 + k + 0.2 + 2k + 0.3 + k = 1
ofX. .. 4k = 0.4 :. k = 0.1
We have to find expectation of Y. 52. Given:
x Y Frequency P(Y) P(Y) xy
1 0 X=x 0 1 2 3 4
0 0 1
8
3 3 P(x) 0.08 0.15 0.45 0.27 0.05
1 1 3
8 8
Then
3 12
2 4 3
8 8 x P(x) x P(x)
1 9
3 9 1
8 8
o 0.08 0.00 0.00
I I~I~W
x
f(x) ='2< o.
P;X)
J f(x) dx = I~
2 2
Also dx = 0 :;t 1
C C
L P(x) = 1 .. C + "8 + 27 = 1 -2 -2
C :. f(x) ~ 0 '11 x E 9i
P(x = 1) = (1)3 = C = 0.8605
Now for f(x) to be p.d.f. of a r. v. X, we must have
I
C 0.8605
P(x = 2) = (2)3 =-8-= 0.1075 J kx2 (1 - x) dx = 1
o
C 0.8605
P(x = 3) = (3)3 = -n-
= 0.0320
We have
x P(x) xP(x)
1 0.8605 0.8605
2 0.1075 0.2150
3 0.0320 0.0960 k
.. 12= 1 :. k = 12
Total 1.1715 X2
59. Given: f(x) = 18 ' -3 < x < 3;
E(X) = L x P(x) = 1.1715
o , otherwise
55. Given: P(x) = k· X2; X = 1,2,3,4
i
I~
I 2
x I 1
Now
x=o
o
=
o
[(-O)-(-eo)]
.. F(x)= [ xlI=x = ( -- 1)
--
X= 1 X
-(-1)
= 1 .. F(x) = 1 -i1
.. f(x) is p.d.f. of X.
Mathematics Probability Distribution
3(1-2X2), G-c x « 1;
o
61. Given: f(x) = {
o , otherwise
P(X < 0) = J f(x) dx
-5
c.d.f. F(x) is given by o
F(x) =
x
5
3 [ X _-x23 J=x = 10 = 0.5
3 xeD
kx2 , 0 s x ~ 2;
3 [(x - t x
3
) - (0 - 0)] 64. Given: f(x) = { 0
, otherwise
3 For f(x) to be p.d.f. of a continuous r. v .X., we have
= 3x - 2x
2
By using p.d.f. f(x), we have J f(x) dx = 1
1/3 o
p(±< X <~) = J f(x) dx 2
1/4 Jkx2dx =
1/3 o
J3(1- 2x2) dx k x e Z
[
Mathematics Probability Distribution
1 1 1
P(X=x) 0.05 0.10 0.15 0.20 0.25 0.15 0.10 1 n n n
P(X is positive) = P(X > 0) 1 2 22
2 -
= P(X = 1) + P(X = 2) + P(X = 3) n n n
1 3 32
= 0.25 + 0.15 + 0.10 = 0.50 3 n n
-
n
68. Given:
X-x -3 -1 0 1 3 5 7 9
1 !!. n2
F(x) 0.1 0.3 0.5 0.65 0.75 0.85 0.90 1 n n n n
P(X::; 31 X > 0)
= P(X = 3) + P(X = 1)
E(X) = "
L..., x P(x) = n1 + n2 + n3 + ... + nn
= 0.1 + 0.15 = n [1 + 2 + 3 + ... + n]
1
= 0.25 _ .1 n(n + 1) n + 1
69. Given: - n 2 - 2
27
= 5 -4.84 =
= 5.4 - 4.84 = 0.56
Then a= ~var.x;=~(n21;1)
a = ~Var. X = ~0.56 = 0.7483
70. Given: 72. E(X) L x P(x) = 0 + 3q2p + 6qp2 + 3p 3
1 3 We have,
Total 5 5
n ( 2x )
E(X) = L x P(x) = = 0.2 t E(X) = LXP(x)= X~l x n(n+ 1)
G2!]
Mathematics Probability Distribution
n
76. Sol. :Two cards out of 1, 1, 2, 2, 3 can be drawn in
E(X) n(n 2+ 1) '"
£..., x 2 following 5 ways.
x=1
2 n(n + 1)(2n + 1) (1, 1), (2,2), (1, 2), (1, 3), (2, 3).
= n(n + 1) x 6
In each case the sum is 2, 4,3,4,5.
2n + 1
E(X) = 3 The probability distribution is
x=x
I P(X = x)
Var. (X) = E(X2) - [E(X)f
x=l
_.L._~"
:::: n(n + 1) L...
x=l
x-\:
3 (2n +
3
1)2 r
~
4
5
I
L-
2
5
I
5 _
_ 2 !I2(n + Il _(2n + 1)2 E(X) ::: LX P(x)
- n(n + 1) x 4 \ 3
n(n + 1) (~n3+ 1)2 = (2) (t) + (3) (t) + (4) (~) + (5) G)
= 2 -
18
::: 5
(n + 2)(n -- 1)
= 18
:::: 3.6
74. To find value of k, we have total probability = 1.
77. X = 1, 2, 3, ... , n and probability of each x is the
" P(X = 1) + P(X = 2) + P(X::: 3) =1 same.
" kxl+kx2+kx3::::1
P ()Xi = n1 .,
ror each
.
1.
1
" 6k:::: 1 :. k=6"
Now E(X) = LXi P(Xi)
75. When 2 coins are tossed, there are 22 =4 possible
outcomes HH, HT, TH, TT.
.. E(X) = L (i) (~) = ~ [1 + 2 + 3 + ... + n)
1 n(n + 1) n+1
If X denote the number of heads and Y denote the .. ECX) = n 2 =-2-
corresponding winning amount, we have to find E (Y)
and Var (Y) Var. (X) = L X2P(x) - iE(X)]2
w 3 ly
x y P(y) y2 F(y)
2 + ... + n2] _ (n;
0 1 4
1 j Y 1
4
:::: ~ [12 + 22 +
.1 (n + 1)(2n + 1) (n + 1)2
2 8 n 6 4
1 2
4 4' I 4
_ (n + 1) (2n + 1) (n + II_~-1
1 5 25 - 6 4 - 12
2 5 4 4 4
n2 -1
10 34 =12
Total 4" =2.5 4" :::8.5
If Var. eX) = E(X)
E(Y) ::: 2: y P(y) ::::2.5 n2 - 1 n+ 1
Var. (Y) = E(y2) - [E(y)f then 12:::: -2-
= L y2 P(y) -. (2.5)2 .. n2 - 1 :::: 6n+6
.. (n -7)(n + 1) :::: 0
4
119
:. n 7 or - 1
>
:. n=7.
° x= 1/8
== 1 + re-eX]x=o
78. Given:
l
== 1 + [e- - eOJ
__ {kx(1 - x) , 0 < x < 1;
f(x) 1
o ,otherwise 1+--1
e
If f(x) is p.d.f. of a r.v. X, then we have 1
1 = e
J f(x) dx == 1
o 81. Given: f(x) == {-o; ,Os x ::;;5;
i
J kx (1 - x) dx ==
, otherwise
y
° 1
k J (x - XZ) dx ==
° 1
5"
----------~O+-~---5O-------·X
.. k[ G- ~ - (0 - 0)] == The graph of f(x) is as shown by bold type.
1 x =3 1
Now p(x>i) == I-p(x::;;i) = 5 [xJx = 1 == 5 [3 - 1J
2
1/8 = 5:= 0.4
:= 1 - J f(x) dx
°
I 9.15.f