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Probability and Random Processes

This document contains 10 problems related to probability and random variables. The problems cover topics like probability density functions, probability mass functions, cumulative distribution functions, expected values, and variances. The problems require calculating probabilities and distributions for different random variables.

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Priya Dhapa
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0% found this document useful (0 votes)
39 views2 pages

Probability and Random Processes

This document contains 10 problems related to probability and random variables. The problems cover topics like probability density functions, probability mass functions, cumulative distribution functions, expected values, and variances. The problems require calculating probabilities and distributions for different random variables.

Uploaded by

Priya Dhapa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Probability and Random Processes (15B11MA301)

Tutorial Sheet: 3 [C201.2, C201.3]

(One Dimensional Random Variables)

1. The probability density function of a random variable 𝑋 is𝑓(𝑥) = 𝑘𝑥(1 − 𝑥), 0 < 𝑥 <
1. Then find (i) k and (ii) a number ‘b’ such that 𝑃(𝑋 < 𝑏) = 𝑃(𝑋 > 𝑏). (Ans k = 6, b = 1/2)
2. A fair coin is tossed 3 times and let 𝑋 be difference of the number of heads and the number
of tails. Find
(a) the probability mass function. P(X=-3) = 1/8, P(X =-1) = 3/8, P(X=1) = 3/8, P(X=3) = 1/8
(b) the cumulative distribution function of 𝑋. CDF: 0, 1/8, 4/8, 7/8, 1
3. A random variable X has the probability distribution defined as
𝑋 1 2 3 4 5 6
𝑃(𝑋) 0.04 0.15 0.37 0.26 0.11 0.07
Find (i) 𝑃(𝑋 Odd |𝑋 < 5) (ii) 𝑃(𝑋 < 5|𝑋 Odd) (iii) 𝑃(𝑋 = 4|𝑋 is not equal to 3)
Ans: (i): 41/82=1/2 (ii) 41/52 (iii) 26/63
2
4. Consider the function 𝑓(𝑥) = {𝐶(𝑥 − 2𝑥),0 < 𝑥 < 5/2, where C is any constant. Could
0 elsewhere
𝑓(𝑥) be a probability density function? Justify your answer.
Ans: Not possible. No value of C for which f(x) is always positive.
5. The probability density function of a random variable X is given by
𝐴(1 + 𝑥), −1 < 𝑥 ≤ 0
𝑓(𝑥) = { 𝐴(1 − 𝑥),0 < 𝑥 < 1 .
0 elsewhere
Find (a) the value of A and plot 𝑓(𝑥), (b) the distribution function 𝐹(𝑥), (c) the point c such
that P[X > c] =P[X< c]/2
Ans:

6. A continuous random variable 𝑋 is defined as 𝑓(𝑥) = 𝑎𝑥 + 𝑏𝑥 2 , 0 < 𝑥 < 1, 0 otherwise.


If 𝐸[𝑋] = 0.6, then find (i) 𝑃[𝑋 < 0.5], (ii) variance of X. Ans: a=3.6, b=-2.4, (i) 0.35, (ii) 0.06
The cumulative distribution function of a random variable 𝑋 is given by
2
𝐹(𝑥) = (1 − 𝑒 −2𝑥 ), 𝑥>0. Find (a) 𝑃(0 < 𝑋 < 3) (b) 𝑃(𝑋 > 1) (c) 𝑃(𝑋 = 5).
Ans: (a) 𝟏 − 𝒆−𝟏𝟖 (b) 𝒆−𝟐 (c) Discuss in class.
7. A random variable X has the following probability function:
𝑋 0 1 2 3 4
𝑃(𝑋) k 3k 5k 7k 9k
find (a) k (b) CDF (c) mean and variance of 𝑋 and 4𝑋 + 3 (d) 𝑃(𝑋 < 3) and 𝑃(0 < 𝑋 < 4).
Ans: k=1/25, mean (X): 70/25 Var (X): 850/25 Mean(4X+3) = 280/25+3,
Var(4X+3)=16*850/25 (d): 9/25, 15/25
8. Four unbiased coins are tossed and let 𝑋 be the number of heads obtained. Write the
probability mass function of 𝑋 and find 𝑃(𝑋 > 2). [Ans.: 5/16]
9. A random variable 𝑋 takes the values 1, 2, 3 and 4 such that
𝑃(𝑋 = 1) = 𝑃(𝑋 = 2) = 2𝑃(𝑋 = 3) = 3𝑃(𝑋 = 4).Write the probability distribution of 𝑋
and find
(i) 𝑃(𝑋 > 2), (ii) 𝑃(1 < 𝑋 </𝑋 > 2), (iii) 𝑃(𝑋 = 1 𝑜𝑟 2). [Ans.: (i) 5/17 (ii) 3/5, (iii) 12/17]
10. A random variable 𝑋 is equally probable to take even or odd integral values from 1 to 6
and has the following probability mass function:
𝑋=𝑥 1 2 3 4 5 6
𝑃(𝑋 = 𝑥) k 2k 2k 3k ? k/2
Find (i) value of k, (ii) 𝑃(𝑋 = 5) (iii) 𝑃(𝑋 < 4/𝑋 > 2) (iv) F(2), (v) 𝐹(𝑥)
[Ans.: (i) 1/11, (ii) 5/22 (iii) 4/13, (iv) 3/11]

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