Indian Institute of Technology Roorkee

Spring Semester 2020-21

MAN-006: Probability and Statistics
Assignment 2
(Random variables and probability distributions)

(1) A coin is known to come up heads three times as often as tails. This coin is tossed three
times. Let X be the number of heads that appear. Write the probability mass function
(pmf) and the cumulative distribution function (cdf) of X.

(2) Consider an urn which contains slips of paper each with one number 1, 2, . . . , 100 on it.
Suppose there are i slips with the number i on them for i = 1, 2, . . . , 100. The slips are
identical except for the numbers. Suppose one slip is drawn at random and let X be the
number on the slip. Then
(a) Find the cdf of X. (b) Compute P (25 < X ≤ 50).

(3) For what value(s) of k can the function f (x) = (1 − k)k x serve as the pmf of a ran-
dom variable X with the range x = 0, 1, 2, . . . ,. Further show that for any such k,
P (X > s + t | X > s) = P (X ≥ t) for any two positive integers s and t.

(4) A fair coin is tossed four times. Let X denote the number of times a head is followed
immediately by a tail. Find the pmf of X.
α+3β α−β α−4β
(5) Suppose a random variable X assumes only four values with probabilities 4α
, 4α , 4α ,
and α+2β
4α
, where α > 0. Determine all such possible α, β.

(6) Let the probability density function (pdf) of a continuous random variable X be


 αx , 0≤x<1
α, 1≤x<2

f (x) =

 3α − αx , 2≤x≤3
 0 otherwise .
(a) Determine α, and the cdf of X.
(b) If x1 , x2 and x3 are 3 independent observations from X, what is the probability that
exactly one of these 3 observations is greater than 1.5?

(7) Suppose a continuous random variable X has the pdf

 x
kx2 e− 2 , x>0
f (x) =
0, elsewhere,
where k is a suitable constant. (a) Determine the cdf of X, (b) Compute the probability
that X is at most 10 given that X is at least 5.

(8) (a) Find the mean and the mode of a random variable X with the cdf
F (x) = 1 − e−x − xe−x , 0 ≤ x < ∞, zero elsewhere.
(b) Find the median, mean and the mode of a random variable X with the cdf
2
F (x) = 1 − e−βx , 0 ≤ x < ∞, zero elsewhere, where β > 0.

(9) Two distinct integers are chosen at random and without replacement from the first six
positive integers. Let X be the absolute value of the difference of these two numbers.
Compute the mean and the variance of X.

1
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(10) Five devices are subjected to successive reliability tests. Each device is tested only if the
preceding one turns out to be reliable. Determine the expected number of reliability tests
done if the probability of passing the reliability test is 0.9 for each device.

(11) Let X be a random variable such that E[(X −b)2 ] exists for all real b. Show that E[(X −b)2 ]
is minimum when b = E(X).

(12) Let a random variable X has the pdf f (x) = 38 x2 , 0 < x < 2, zero elsewhere. Consider a
random rectangle whose sides are X and 2 − X. Determine the expected value of the area
of the rectangle.

(13) Let X be a mixed type (continuous and discrete) random variable with the cdf


 0, x<0
(x + 1)/6 , 0≤x<1

F (x) = 7
, 1 ≤x<2
 121 ,


x≥2.
Determine the mean and the variance of X.

(14) Let X be a random variable with the pdf f (x) = 12 e−|x| , −∞ < x < ∞. Determine the
moment generating function (mgf) of X.

(15) The moment generating function (mgf) of random variable X is MX (t) = (1 − t)−3 , |t| < 1.
Find the first four moments of X about origin. Also determine the mean and variance of X.
2et
(16) The mgf of a discrete random variable X is 3−et
, t < log 3. Determine the pmf of X.
2
(17) Given that the mgf of a random variable X is MX (t) = e3t+8t . Find the mgf of the random
variable Z = 14 (X − 3). Use it to determine the mean and variance of Z.

(18) If X is a random variable such that E(X) = 3 and E(X 2 ) = 13, use Chebyshev inequality
to find (a) a lower bound for P [−2 < X < 8] (b) an upper bound for P [|X − 3| ≥ 7].

(19) Does there exist a random variable X with mean 5 and variance 9 such that
P [−1 < X < 11] = 0.6? Explain.

(20) Let X be a discrete random variable with pmf P [X = −1] = 18 , P [X = 0] = 34 ,

P [X = 1] = 18 , zero elsewhere. Verify that Chebyshev inequality gives an exact bound for
P [|X − µ| ≥ 2σ].
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ANSWERS

(1) Pmf:
x : 0 1 2 3
1 9 27 27
f (x) : 64 64 64 64
Cdf: 

 0, for x<0
 1/64 , for 0≤x<1


F (x) = 10/64 , for 1≤x<2



 37/64 , for 2≤x<3
 1, for x≥3.
(2) (a) Cdf:

 0, for x < 1
bxc(bxc+1)
F (x) = 10100
, for 1 ≤ x < 100
1, for x ≥ 100 .

19
(b) 101

(3) 0 < k < 1

(4) Pmf:
x : 0 1 2
5 10 1
f (x) : 16 16 16

(5) α > 0, − α3 < β < α

4

1
(6) (a) α = 2

Cdf: 

 0, for x<0
2
 x /4 , for 0≤x<1


F (x) = (2x − 1)/4 , for 1≤x<2
2
(6x − x − 5)/4 , for 2≤x<3




 1, for x≥3.
3
(b) 8

(7) (a) Cdf:

(
0,  for x < 0
F (x) =
 x
x2 +4x+8 −2
1− 8
e , for x ≥ 0
148 − 25
(b) 1 − 53
e

(8) (a) Mean: 2 Mode: 1

q q q
log 2 1 π 1
(b) Median: β
Mean: 2 β
Mode: 2β

(9) Mean X = 37 , Var(X) = 14

9

(10) 4.0951
3
(12) 5
4

(13) Mean X = 67 , Var(X) = 11

18

1
(14) MX (t) = 1−t2
, |t| < 1

(15) µ01 = 3, µ02 = 12, µ03 = 60, µ04 = 360, Mean X = 3, Var(X) = 3
1 x


(16) f (x) = 2 3
, x = 1, 2, 3, . . .
t2
(17) MZ (t) = e 2 , Mean Z = 0, Var(Z) = 1
21 4
(18) (a) 25
, (b) 49

(19) No