Assignment 5 - Solutions

Scribed by : Avinash Kumar

1. Since, a fair coin is tossed 4 times , the total number of possible outcomes for the case
i.e 24 = 16. And all these outcomes are equally likely. So, probability of each outcome
1
p= .
16
In the question, it is given that: X is the number of heads in the first three tosses and yY
So, X, Y can take values, X = 0, 1, 2, 3 and Y = 0, 1, 2, 3.
The probabilities, as computed in the question 4 (assignment 4), are as given below:

2 6 6 2
P (X = 0) = 16 P (X = 1) = 16 P (X = 2) = 16 P (X = 3) = 16

2 6 6 2
P (Y = 0) = 16 P (Y = 1) = 16 P (Y = 2) = 16 P (Y = 3) = 16

∴ The expectation of the random variable X is :

3
X
E(X) = xP (X = x)
x=0
       
2 6 6 2
= 0∗ + 1∗ + 2∗ + 3∗
16 16 16 16
24 3
= =
16 2

Similarly, the expectation of the random variable Y is :

3
X
E(Y ) = yP (Y = y)
y=0
       
2 6 6 2
= 0∗ + 1∗ + 2∗ + 3∗
16 16 16 16
24 3
= =
16 2

Similarly, variance of the random variables are computed as :-

Var(X) =E(X 2 ) − (E(X))2 )

         2
2 2 2 6 2 6 2 2 3
= 0 ∗ + 1 ∗ + 2 ∗ + 3 ∗ −
16 16 16 16 2
3
=
4

1
 Var(Y ) = E(Y 2 ) − (E(Y ))2
         2
2 6 6 2 3
= 02 ∗ + 12 ∗ + 22 ∗ + 32 ∗ −
16 16 16 16 2
3
=
4
[end]

2. Similar to Question 1, we will try to find the total number of possible outcomes, proba-
bility of every individual outcomes and find the probabilities for the different occurrence
of random variable to find the expectation and variance of the random variables.
Now,X is a random variable measuring the number of hearts drawn & Y measures number
of clubs drawn.
Therefore, the values which the random variables can take:

for X : 0, 1 , 2

for Y : 0, 1, 2
Now, we find probability of difference possible outcomes (refer solution to question 5 (as-
signment 4) for details):
57
P(No hearts are drawn) = P (X = 0) =
102
39
P(Only one hearts are drawn) = P (X = 1) =
102
6
P(Two hearts are drawn) = P (X = 2) =
102
57 39 6
Similarly, P (Y = 0) = , P (Y = 2) = , P (Y = 3) =
102 102 102

So,
2
X
E(X) = xP (X = x)
x=0
     
57 39 6 1
= 0∗ + 1∗ + 2∗ = .
102 102 102 2
And,
2
X
E(Y ) = yP (Y = y)
y=0
     
57 39 6 1
= 0∗ + 1∗ + 2∗ = .
102 102 102 2

And,

Var(X) = E(X 2 ) − (E(X))2

       2
57 2 39 2 6 1 63 1 25
= 0∗ + 1 ∗ + 2 ∗ − = − =
102 102 102 2 102 4 68

2
 Var(Y ) = E(Y 2 ) − (E(Y ))2
       2
57 2 39 2 6 1
= 0∗ + 1 ∗ + 2 ∗ −
102 102 102 2
63 1 25
= − =
102 4 68
[end]
3. Probability mass function or pmf of a binomial distribution is given as :-
 
n x
P (X = x) = p (1 − p)n−x
x
f or x = 0, 1, 2 . . . n
This is the probability of having x successes in a series of n independent trials when the
probability of success in any one of the trial is p. If X is the random variable with this
probability distribution,
n  
X n x
E(X) = x p (1 − p)n−x
x
x=0
n
X n!
= x px (1 − p)n−x
x! (n − x)!
x=0
n
X n!
= px (1 − p)n−x
(x − 1)! (n − x)!
x=1

since the x = 0 term vanishes. Let y = x − 1 and m = n − 1.Substituting x = y + 1 and

n = m + 1 into the last sum(and using the fact that the limits x = 1 and x = n correspond
to y = 0 and y = n − 1 = m, respectively).
m
X (m + 1!) y+1
E(X) = p (1 − p)m−y
y! (m − y)!
y=0
m
X (m!)
= (m + 1)p py (1 − p)m−y
y! (m − y)!
y=0
m
X (m!)
= np py (1 − p)m−y
y! (m − y)!
y=0

The binomial theorem says,

m
X m!
(a + b)m = ay bm−y
y! (m − y)!
y=0

Setting a = p & b = (1 − p), we get,

m m
X m! X m!
py (1 − p)m−y = ay bm−y
y! (m − y)! y! (m − y)!
y=0 y=0

= (a + b)m
= (p + 1 − p)m
= 1

3
 so that,
E(X) = np
Next:
n  
X n x
E(X(X − 1)) = x(x − 1) p (1 − p)n−x
x
x=0
n
X n!
= x(x − 1) px (1 − p)n−x
x! (n − x)!
x=0
n
X n!
= px (1 − p)n−x
(x − 2)! (n − x)!
x=2
n
X (n − 2)!
= n (n − 1) p2 px−2 (1 − p)n−x
(x − 2)! (n − x)!
x=2
m
X m!
= n (n − 1) p2 py (1 − p)m−y (Using y = x − 2 and m = n − 2)
y! (m − y)!
y=0

= n (n − 1) p (p + (1 − p))m
2

= n(n − 1)p2
So,
Var(X) = E(X 2 ) − (E(X))2
= E(X(X − 1)) + E(X) − E(X)2
= n (n − 1) p2 + np − (np)2
= np (1 − p)
[end]
4. Random variable X= number of power failures in IIT Mandi in a given month Values
which X can take:
x =0, 1,2,3
The corresponding probabilities are :
P (X = 0) = 0.4 , P (X = 1) = 0.3 , P (X = 2) = 0.2 , P (X = 3) = 0.1

3
X
∴ Mean of X = E(X) = x P (X = x)
x=0
= (0 ∗ 0.4) + (1 ∗ 0.3) + (2 ∗ 0.2) + (3 ∗ 0.1)
= 0.3 + 0.4 + 0.3
= 1

Variance(X) = E(X 2 ) − (E(X))2

02 ∗ 0.4 + 12 ∗ 0.3 + 22 ∗ 0.2 + 32 ∗ 0.1 − 12






=
= 2−1
= 1
[end]

4
5. Notation: E(X) denotes the expectation of the random variable X and var(X) denotes
the variance of the random variable X.
Since X and Y are independent, it follows that

E(XY ) = E(X)E(Y ) (1)

Let Z = 2X − 3Y + 1. Then

E(Z) = 2E(X) − 3E(Y ) + 1 (2)

The variance of Z is computed as:

Var(Z) = E(Z 2 ) − (E(Z))2

 
= E (2X − 3Y + 1)2 − (2E(X) − 3E(Y ) + 1)2 ( using (2))
= E 4X 2 + 9Y 2 + 1 − 12XY − 6Y + 4X

− 4 (E(X))2 + 9 (E(Y ))2 + 1 − 12E(X)E(Y ) − 6Y + 4X

= 4E(X 2 ) + 9E(Y 2 ) + 1 − 12E(X)E(Y ) − 6E(Y ) + 4E(X)

− 4(E(X))2 − 9(E(Y ))2 − 1 + 12E(X)E(Y ) + 6E(Y ) − 4E(X)
( using (1) and the property E(c) = c, where c is a constant)
= 4 E(X ) − (E(X))2 + 9 E(Y 2 ) − (E(Y ))2
2

= 4(Var(X)) − 9(Var(Y ))( using definition of variance Var(X) = E(X 2 ) − (E(X))2 )

= 4 · 3 + 9 · 3 = 39

Therefore, Var(Z) = Var(2X − 3Y + 1) = −15.

6. Expected value of X , a Poisson(λ) random variable:

∞ ∞
X X e−λ λx
E(X) = xP (X = x) = x
x!
0 x=0
∞
X e−λ λx
= x [as for x=0, first term of the sum is zero]
x!
x=1
∞
X e−λ λx
=
(x − 1)!
x=1
∞
−λ
X λ λx−1
= e
(x − 1)!
x=1
∞
−λ
X λx−1
= λe
(x − 1)!
x=1
λ0 λ1 λ2
 
= λe−λ + + + ···
0! 1! 2!
∞
X λx
= λe−λ
x!
x=0
−λ λ
= λe e
= λ

5
 Var(X) = E(X 2 ) − (E(X))2
= E(X(X − 1) + 1) − E((X))2
= E(X(X − 1)) + E(X) − (E(X))2
= E(X(X − 1)) + λ − λ2

∞
X e−λ λx
E(X(X − 1)) = x (x − 1)
x!
x=0
∞
X e− λ λx−2 λ
= x (x − 1)
x (x − 1) (x − 2)!
x=2
∞
2 −λ
X λx−2
= λ e
(x − 2)!
x=2
λ0 λ1 λ2
 
2 −λ
= λ e + + + ···
0! 1! 2!
= λ2 e−λ eλ
= λ2

∴ Var(X) = λ2 + λ − λ2 = λ [end]