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Homework 5

This document contains 14 probability and statistics problems from various sources for a problem set. The problems cover topics such as finding the mean, variance, and standard deviation of random variables; determining expected values; working with joint and marginal distributions; and identifying a probability distribution from a moment generating function.

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117 views

Homework 5

This document contains 14 probability and statistics problems from various sources for a problem set. The problems cover topics such as finding the mean, variance, and standard deviation of random variables; determining expected values; working with joint and marginal distributions; and identifying a probability distribution from a moment generating function.

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Problem Set 5

HANU - Faculty of Information and Technology


Probability & Statistics

Problem 1: [1, Exercise 4.2]


The probability distribution of the discrete random variable X is
   x  3−x
3 1 3
f (x) = , x = 0, 1, 2, 3.
x 4 4
Find the mean of x.

Problem 2: [1, Exercise 4.11]


The density function of coded measurements of the pitch diameter of threads of a fitting
is  4
π(1+x2 )
, 0 < x < 1,
f (x) =
0, elsewhere
Find the expected value of X.

Problem 3: [1, Exercise 4.12] If a dealers profit, in units of 5000, on a new auto-
mobile can be looked upon as a random variable X having the density function

2(1 − x), 0 < x < 1,
f (x) =
0, elsewhere
Find the average profit per automobile.

Problem 4: [1, Exercise 4.50]

For a laboratory assignment, if the equipment is working, the density function of the
observed outcome X is

2(1 − x), 0 < x < 1,
f (x) =
0, otherwise
Find the variance and standard deviation of X.

Problem 5: [1, Exercise 4.52]

Random variables X and Y follow a joint distribution



2, 0 < x ≤ y < 1,
f (x, y) =
0, otherwise

1
Determine the correlation coefficient between X and Y .

Problem 6: [1, Exercise 4.34]


Let X be a random variable with the following probability distribution:
x -2 3 5
f (x) 0.3 0.2 0.5
Find the standard deviation of X.

Problem 7:[1, Exercise 4.36] Suppose that the probabilities are 0.4, 0.3, 0.2, and 0.1,
respectively, that 0, 1, 2, or 3 power failures will strike a certain subdivision in any given
year. Find the mean and variance of the random variable X representing the number
of power failures striking this subdivision.

Problem 8: [1, Exercise 4.54]


Using [1, Theorem 4.5] and [1, Corollary 4.6], find the mean and variance of the random
variable Z = 5X + 3, where X has the probability distribution of Problem 7.

Problem 9: [1, Exercise 4.62]


If X and Y are independent random variables with variances σx2 = 5 and σY2 = 3, find
the variance of the random variable Z = −2X + 4Y − 3.

Problem 10: [2, Section 4.1, Exercise 2]


If an integer between 1 and 100 is to be chosen at random, what is the expected value?

Problem 11: [2, Section 4.1, Exercise 8]


Suppose that X and Y have a continuous joint distribution for which the joint p.d.f. is
as follows: 
12y 2 , 0 ≤ y ≤ x ≤ 1,
f (x, y) =
0, otherwise.
Find the value of E(XY ).

Problem 12: [2, Section 4.2, Exercise 8]


Suppose that a class contains 10 boys and 15 girls, and suppose that 8 students are
selected at random from the class without replacement. Let X denote the number of
boys that are selected, and let Y denote the number of girls that are selected. Find
E(X − Y ).

Problem 13: [2, Section 4.3, Exercise 4]


Suppose that X is a random variable for which E(X) = µ and Var(X) = σ 2 . Show
that E[X(X − 1)] = µ(µ − 1) + σ 2 .

Problem 14: [2, Section 4.4, Exercise 11]


Suppose that X is a random variable for which the m.g.f. is as follows:
1 2 2
φ(t) = et + e4t + e8t , for − ∞ < t < ∞.
5 5 5

2
Find the the probability distribution of X.

3
References
[1] Walpole, R. E., Myers, R. H., Myers, S. L. and Ye, K., Probability &
Statistics for Engineers & Scientists, 9th ed., MA, USA: Prentice-Hall, 2012.

[2] DeGroot, M. H. and Schervish, M. J., Probability and Statistics, 4th ed., MA,
USA: Pearson Education, Inc., 2012.

[3] Murray, R. S., John, J. S. and R, A. Srinivasan, Probability and Statistics,


3rd ed., USA: McGraw-Hill, 2009.

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