LNMIIT/B.

Tech/IC/2022-23/Even/MTH222/MT

The LNM Institute of Information Technology, Jaipur

Department of Mathematics
MTH222: Probability and Statistics
2022-23 Even Semester
Mid Term Examination
Max.Marks: 30 Date: February, 27 2023 Duration: 1.5 HOURS
Total Questions Total Marks CO 1 CO 2 CO 3 CO 4 CO5
14 30 Q-1
CO-PO weightage:
Instructions: There are total twelve questions. Marks awarded are shown next to the question. Calculator
is not allowed. Justify your statements. It is mandatory to make an index showing the question number
and page number on the front page of your answer sheet in the following format(the question number
without page number mentioned shall not be evaluated):
Question No. 1 2 3 4 5 6 7 8
Page No.

1. Consider a random experiment of tossing a coin infinitely many times. Then show that the sample space
is uncountable. [3 Marks]

Solution: Step 1 [1.5 marks] Proper formulation of sample space and conclusion that sample space
is countably infinite.

Ω = {ω = (ω1 , ω2 , · · · ) : ωi ∈ {H, T } for each i = 1, 2, · · · }

We could just view heads and tails in a coin toss as 1 and 0, respectively. Then the set Ω could be
rewritten as Ω = {(an )n≥1 : an ∈ {0, 1} for each n = 1, 2, · · · }. It is clear that Ω is infinite.
Step 2 [1.5 marks] Proving that set is uncountable
Now, suppose contrary that Ω is countable. Then we can enumerate it’s element in a sequence
s1 , s2 , s3 , · · · . Now we construct a sequence s as follows: If the nth term in sn is 1, we let nth term of
s be 0, and vice versa. Then the sequence s differs from each of sn . But by construction s ∈ Ω, which
is a contradiction. The contradiction arises because of our incorrect assumption that Ω is countably
infinite.
Remark: No marks will be awarded if the sample space is not described correctly and with proper
detail, as required.
2. Let An , n ≥ 1 be a sequence of events. Then prove the following:
∞
!
[
(a) If A1 ⊂ A2 ⊂ · · · Then P Ak = lim P (Ak ).
k→∞
k=1
∞
!
\
(b) If A1 ⊃ A2 ⊃ · · · Then P Ak = lim P (Ak ).
k→∞
k=1

[3 Marks]

1
 Solution:
∞
[
(a) Suppose A1 ⊂ A2 ⊂ · · · and A := Ak . Set B1 = A1 , and for each n ≥ 2, let Bn denote those
k=1
points which are in An but not in An−1 , i.e., Bn = An \ An−1 . By definition, the sets Bn are
n
[ [∞ ∞
[
disjoint. Also An = Bk and A = Bk = Ak . [0.5 Marks]
k=1 k=1 k=1
Hence
n
X
P (An ) = P (Bk )
k=1

Since the left side above cannot exceed 1 for all n, P (Bk ) ≥ 0 for all k, so sequence of partial sums
is increasing and bounded above hence the series on the right side must converge. Hence we obtain
n
X ∞
X
lim P (An ) = lim P (Bk ) =: P (Bk ) = P (A).
n→∞ n→∞
k=1 k=1

[1 Marks]
(b) Now if A1 ⊃ A2 ⊃ · · · Then Ac1 ⊂ Ac2 ⊂ ···. [0.5 Marks]
Hence by part (a),
∞
!
[
P Ack = lim P (Ack )
k→∞
k=1
" ∞
!c #
[
1−P Ack = lim [1 − P (Ak )]
k→∞
k=1
∞
!
\
1−P Ak = 1 − lim P (Ak )
k→∞
k=1
∞
!
\
P Ak = lim P (Ak )
k→∞
k=1

[1 Marks]
NOTE: 1.5 Marks are given in part (a) only if proper logic is provided like partial sum is mono-
tonically increasing and bounded by 1.

3. Suppose that the population of a particular city is 45% male and 55% female. Suppose also that 30%
of the males and 40% of the females are paying tax. Find the probability that a taxpayer is female.
(Keep the final answer as a fraction.) [3 Marks]

Solution: Step 1 [1.5 marks]: Proper formulation of the problem.

Let M denote the event that a person selected is a male and let F denote the event that the person
selected is a female. Also let T denote the event that the person selected pays tax. The given information

2
 can be expressed in the form P (T |M ) = 0.3, P (T |F ) = 0.4, P (M ) = 0.45, P (F ) = 0.55. We are looking
for P (F |T ). Note that P (F ∩ T ) = P (F )P (T |F ) = 0.55 × 0.4.
Step 2 [1.5 marks]: Using Total probability theorem and finding the required probablity.

Using the total probability theorem P (T ) = P (T ∩ M ) + P (T ∩ F ) = P (M )P (T |M ) + 0.55 × 0.4 =

0.45 × 0.3 + 0.55 × 0.4.
Therefore P (F |T ) = P P(F(T∩T) ) = 0.45×0.3+0.55×0.4
0.55×0.4 0.22
= 0.355 .
NOTE: 1 marks are deducted for not writing the formula of Baye’s theorem.

4. Let Ω = {(a1 , a2 , · · · , an )|ai ∈ {0, 1, 2} for each i }. For i = 1, 2, · · · , n set Ai = {(a1 , a2 , · · · , an )|ai =
1}. If all the outcomes are equally likely, then show that A1 , A2 , · · · , An are independent. [3 Marks]

Solution: Step 1 [1 marks]: Proper logic for the number of elements in each event Ai , and hence
the probability of each Ai .

We have to count the number of elements in Ai . Since only ith place is fixed and for each of rest of n − 1
places we have two choices either 1 or 0 or 2, hence each Ai has 3n−1 elements. Hence

3n−1 1
P (Ai ) = n
= , ∀i = 1, 2, · · · , n.
3 3

Step 2 [1 marks]: Based on how each event Ai is defined, finding their intersection.

Note that
Ai1 ∩ Ai2 ∩ · · · Aim = {(a1 , a2 , · · · , an )|ai1 = ai2 = · · · = aim = 1}

Step 3 [1 marks]: Computing the probability of intersection of events Ai , and hence proving the con-
dition required for independency.

Hence
3n−m 1
P (Ai1 ∩ Ai2 ∩ · · · Aim ) = n
= m = P (Ai1 )P (Ai2 ) · · · P (Aim ).
3 3
NOTE: Marks are given for finding either the number of elements in any event or the probability for
any event, only if proper logic is provided.

5. The probability that a missile will hit the target is 0.5. How many missiles must be launched so that
probability of at least one missile hitting the target is more than 0.9?
[1.5 + 1.5 = 3 Marks]

3
 Solution: Step 1 [1.5 marks] Proper formulation of the problem including pmf
Let a missile hitting the target be considered as ’success’, this random experiment is repeated Bernoulli
trials with probability of success in each trial is 0.5.
The random variable X denoting number of hits in n missile launches, X Bin(n, 0.5), with pmf
 n
k n−k 1
P (X = k) = C(n, k)(0.5) (0.5) = C(n, k) k = 0, 1, 2 . . . n
2

Step 2 [1.5 marks] formulating and solving the inequality using rules of probability
Let n be the minimum number of missiles launched such that probability of at least one missile hitting
the target exceeds 0.9. Now for P (X ≥ 1) > 0.9 or alternatively 1 − P (X < 1) > 0.9, this gives
0.1 > P (X = 0). This gives the inequality,

0.1 > (0.5)n

this is satisfied if n ≥ 4. Thus if 4 missiles are launched, then probability of at least 1 missile hitting
the target is greater than 0.9.
ALTER
Step 1 [1.5 marks] Proper formulation of the problem including probability
Let A be the event that at least one missile hits the target out of n missiles launched. Then using
P (A) = 1 − P (Ac ), and assuming each launch is independent of the other
 n  n
c 1 1
P (A) = 1 − P (A ) = 1 − P (no missile hits the target) = 1 − C(n, 0) =1− .
2 2

Step 2 [1.5 marks] formulating and solving the inequality with proper conclusion
According to question  n
1
P (A) > 0.9 =⇒ 1 − > 0.9
2
 n
1
0.1 > =⇒ n ≤ 4.
2
At least four missiles must be launched to ensure that probability of at least one missile hitting the
target is greater than 0.9.
NOTE: Geometric distribution is not appropriate to use in the context, as it is used to model random
phenomenon which depicts first success at the nth trial, whereas this problem is concerned with at least
one success, irrespective of trial at which success occurs. Proper description of random variable in the
problem is a must.
Remark: Students who have used geometric random variable, or any other means and have obtained
the correct answer, but the method is incorrect will not be awarded marks.

6. If a discrete random variable X taking values {0, 1, 2, · · · } satisfies

P (X > n + m|X > m) = P (X ≥ n), m, n are nonnegative integers.

Then show that X has the pmf [4 Marks]

P (X = k) = p(1 − p)k , k = 0, 1, 2, 3, · · ·

4
Solution: Let the PMF of X be written as

P (X = k) = pk , k = 0, 1, 2, · · ·

Then
∞
X
P (X ≥ n) = pk
k=n
∞
X
P (X > n) = pk =: qn , say,
k=n+1
P (X > m + 1) qm+1
P (X > m + 1|X > m) = = = q0
P (X > m) qm
[1 Marks]
Thus
qm+1 = qm q0 ,
where q0 = P (X > 0) = p1 + p2 + p3 + · · · = 1 − p0 . Hence

q1 = q0 q0 = (1 − p0 )2
q2 = q1 q0 = (1 − p0 )3
qn = (1 − p0 )n+1

[2 Marks]
and hence

pk = qk−1 − qk = (1 − p0 )k − (1 − p0 )k+1 = (1 − p0 )k p0

[1 Marks]
n+1
NOTE: Note that if qn = P (X > n), then P (X ≥ 1) = q0 . Therefore qn = (1 − p0 ) . Further no
marks is awarded for proving Memoryless property as the question is converse of that.

7. Consider X ∼ U [−1, 1]. Another random variable Y is formed by using the transformation Y = X 2 +X.
Find the probability density function of the new transformed random variable Y . [5 Marks]

Solution: Step 1 [1 marks]: Basic formulation of the problem.

Note that R(X) = [−1, 1]. Consider the function g : [−1, 1] → R, defined as g(x) = x2 + x. Since
g ′ (x) = 2x + 1 so g is strictly increasing on [− 21 , 1] and strictly decreasing on interval [−1, 12 ]. g(−1) =
0, g(− 12 ) = − 14 , g(1) = 2. Also g is continuous, hence intermediate value theorem we conclude that the
range of g is [− 14 , 2]. Now for given y ∈ R(Y ), we solve x2 + x − y = 0 for x ∈ [−1, 1].
√
−1 ± 1 + 4y
x=
2
are the two solutions. Note that if y ∈ [− 14 , 0] then we have two solutions
√
−1 ± 1 + 4y
x= ∈ R(X)
2

5
 √ √
−1+ 1+4y −1− 1+4y
But when y ∈ [0, 2] then only one solution x = 2
∈ R(X) another solution x = 2
< −1
for y > 0.
Also note that g ′ (x) = 0 only if x = − 12 , i.e., only for y = 0 ∈ R(Y ). As pdf is not affected by value at
a single point.
Step 2 [1 marks]: Finding PDF fY (y) for y ∈ [−1/4, 0).

(a) If y ∈ [−1/4, 0), then

√ √
fX ( −1+ 21+4y ) fX ( −1− 21+4y ) 1 1
1
fY (y) =  √  +  √  =√ 2 +√ 2 =√
g ′ −1+ 21+4y g ′ −1− 21+4y 1 + 4y 1 + 4y 1 + 4y

Step 3 [1 marks]: Finding PDF FY (y) for y ∈ (0, 2].

(b) If y ∈ (0, 2]
√
fX ( −1+ 21+4y ) 1
FY (y) =  √  = √
g ′ −1+ 21+4y 2 1 + 4y

Step 4 [1 marks]: Writing the final value of the PDF of Y .

Hence we get the pdf of Y .



 0 if y ≤ − 41
1


 √ if − 41 < y ≤ 0


fY (y) = 4y + 1
1
√ if 0 ≤ y < 2


2 4y + 1




0 if y ≥ 2


Z ∞
You may check fY (y)dy = 1.
−∞
Step 5 [1 marks]: Finding the required integrals.

Z 0
1 hp i0
q dy = y + 1/4 = 1/2 − 0 = 1/2
−1/4 1 −1/4
2 y+4
Z 2
1 1 hp i2
q dy = y + 1/4 = 1/2[3/2 − 1/2] = 1/2
0 4 y + 41 2 0

6
 8. (a) Let Ω = {(i, j) : i, j, ∈ {1, 2, 3, 4, 5, 6}}. Suppose all outcomes are equally likely. Define a random
variable X : Ω → R as
X(ω) = i − j, where ω = (i, j).
Compute the PMF and CDF of X. [2 Marks]
Solution: Step 1 [1 marks]: Computing the PMF f (x) of X at all the point x ∈ R(X).

R(X) = {−5, −4, −3, −2, −1, 0, 1, 2, 3, 4, 5}. The PMF of X is the following:
1

 36
if x = −5
2




 36
if x = −4
3




 36
if x = −3
4
 36 if x = −2




5
 36 if x = −1



6
f (x) = 36 if x = 0
 5
if x = 1



 36
4




 36
if x = 2
3




 36
if x = 3
 2
 36 if x = 4



1
36
if x = 5.
Step 2 [1 marks]: Computing the CDF FX (x) of X for each possible subintervals.



 0 if x < −5
1
if − 5 ≤ x < −4


36



3
if − 4 ≤ x < −3


36


 6
if − 3 ≤ x < −2



 36
10

if − 2 ≤ x < −1



 36
 15

if − 1 ≤ x < 0
The CDF of X is the following: FX (x) = 36 21


 36
if 0 ≤ x < 1
26
if 1 ≤ x < 2


36



30
if 2 ≤ x < 3


36


 33
if 4 ≤ x < 4



 36
35

if4 ≤ x < 5



 36
 36 = 1 if x ≥ 5.

36
NOTE: No marks are given if only R(X) is written. Partial marks are given if PMF and CDF
are computed at some, and not at all points.

(b) Let X have a normal distribution with parameters µ and σ 2 = 0.25. Find a constant c such that
P (|X − µ| ≤ c) = 0.9010. [3 Marks]
Solution: Step 1 [1 marks]: Defining the standard normal variable Y , and hence finding P (|X − µ| ≤ c)
in terms of Y .

7
Let Y = X−µ σ
. Then Y is a standard normal variable. Then 0.9010 = P (|X − µ| ≤ c) = P ( |X−µ|
σ
≤
c
σ
), since σ = 0.5 > 0.
= P (|Y | ≤ σc ) = P (− σc ≤ Y ≤ σc )
Step 2 [1 marks]: Further computations.

= N ( σc ) − N (− σc ) = N ( σc ) − (1 − N ( σc ))
= 2N ( σc ) − 1. Or, N ( σc ) = 0.9505.
Step 3 [1 marks]: Using the standard normal table rightly, and finally calculating the value of c.

c
From standard normal table, we get σ
= 1.65. Or, c = 0.5 × 1.65 = 0.825.

End of paper