Level : 2nd Preparatory classes Academic year: 2023/2024

Module : Probability

Series 3 on continuous random variables

Exercise 1: Let 𝑋 be a continuous random variable with probability density

function :

𝑎𝑥² + 𝑏, 0≤𝑥≤1
𝑓(𝑥) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1- Where 𝑎 and 𝑏 are constants .Suppose 𝑃(𝑋 ≥ 0.5) = 3/4 find 𝑎 and 𝑏 for f
to be a probability density.
2- Find 𝐸(𝑋) and 𝑉(𝑋).

Exercise 2 : Let 𝑋 be a continuous random variable with probability density

function
8
𝑓(𝑥) = {𝑥 3 , 𝑖𝑓 2≤𝑥
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Check that 𝑓(𝑥) is indeed a probability density function. Find 𝑃(𝑋 > 5) and
𝐸[𝑋].

Exercise 3: Let 𝑋 be a random variable with density 𝑓(𝑥) given by the graph:

X takes on its values in [−1,1].

1 1
1- Find 𝑓(𝑥) and 𝑃 (𝑋 2 < 4 𝑒𝑡 𝑋 < 4)
2- Find CDF function (cumulative distribution function).
3- Calculate the probability density of |𝑋|.
4- Find 𝐸(𝑋) and 𝑉(𝑋).

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Exercise 4 : Let 𝑋 be a continuous random variable with probability density
function
𝑘𝑥(1 − 𝑥), 0≤𝑥≤1
𝑓(𝑥) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1- Calculate 𝑘.
2- Find CDF function (cumulative distribution function).
3- Find 𝑃(0.5 < 𝑋 ≤ 1.5).

Exercise 5 : A deliveryman has promised to visit a customer between 10 and

11. It is assumed that the probability of his visit is uniformly distributed.
1- What is the probability that he will arrive before 10.10?
2- What is the probability that he will arrive between 10.20 and 10.40?
3- If the customer has waited 15 minutes for the deliveryman, what is the
probability that he will arrive in the next ten minutes?

Exercise 6 : 𝑋 follows the Gamma distribution with parameters 𝑎, 𝑏 > 0 ∶

𝑒 −𝑏𝑥 𝑥 𝑎−1 𝑏 𝑎
𝑓(𝑥) = { 𝑠𝑖 𝑥 ≥ 0
Γ(𝑎)
0 𝑠𝑖𝑛𝑜𝑛
+∞
Γ(𝑎) = ∫ 𝑥 𝑎−1 𝑒 −𝑥 𝑑𝑥 , 𝑎 > 0,
0
𝑎 𝑎
Show that : 𝐸(𝑋) = 𝑏 et 𝑉(𝑋) = 𝑏²
𝛼−1
𝑠𝑖 𝑥>1
Exercise 7 : Consider the density 𝑓(𝑥) = { 𝑥 𝛼 𝛼>1
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1- Show that f is a probability density function?.
2- Find CDF function (cumulative distribution function).
3- If 𝛼 = 4
1
(a) Find the probability density function of 𝑌 = 𝑋 2, Mean and variance.
(b) Find the probability density function of 𝑍 = ln(𝑋), deduce its mean
and variance.
(c) (c) Show that the distribution of the random variable 𝑊 = 6 ln(𝑋) is a Khi-
square distribution; determine its degrees of freedom. Deduce its mean and
variance.

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 Exercise 8: A manufacturer of portable computers wants to check that the
warranty period associated with the hard disk drive does not result in too many returns
of this component under warranty. Laboratory tests have shown that the law followed
by the lifetime, in years, of this component is the exponential distribution with mean 4.
1- Specify the distribution function of this distribution as well as its expectation
E(X) and its standard deviation σ(X).
2- What is the probability that a hard disk will operate without failure for more than
4 years?
3- What is the probability that a hard disk will work without failure for at least 6
years, given that it has already worked for 5 years?
4- What is the probability that the life span belongs to the interval[𝐸(𝑋) −
𝜎, 𝐸(𝑋) + 𝜎] ?
5- For how long do 50% of hard disks operate without failure?
6- Give the optimum warranty period for replacing less than 15% of hard drives under
warranty.

Exercise 9: A survey was carried out among households of 4 people to find

out their milk consumption over 1 month. It was assumed that the consumption
of all the people questioned had a "normal" distribution, with a mean of 20
litres and a standard deviation of 5 litres.
As part of an advertising campaign, we want to know :
1- The percentage of low consumers (less than 10 litres per month).
2- The Percentage of heavy consumers (more than 30 litres per month).
3- Maximum consumption by 50% of consumers
4- Above which consumption level are 33% of consumers.
𝑡=2
1 𝑡2 1 𝑡=0.44 𝑡2
𝐺(2) = ∫ 𝑒 − 2 𝑑𝑡 = 0.9772 ; 𝐺(0.44) = ∫
−
𝑒 2 𝑑𝑡 = 0.67 ;
√2𝜋 −∞ √2𝜋 −∞

Exercise 10: Candidate A obtained 20% of the votes in the elections. Lots of
200 ballot papers are taken at random from polling stations. X is the variable
"number of votes for A among the 200 ballot papers".
1- What is the distribution of X? By what distribution can it be approximated?
2- What is the probability of X being greater than 45? Between 30 and 50?
3- For another less successful candidate B, the percentage of votes is 2%. Y is the
number of votes for B in the various polling stations, out of 100 ballot papers.
a- What is the distribution of Y?
b- What is the probability that Y is greater than 5? Between 1 and 4?

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