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14 views2 pages

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Swapnanil Das
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National Institute of Technology Rourkela

Department of Mathematics
SPRING, 2023-2024
Sub. Code: MA 4204 Subject Name: Probability and Statistics
#Assignment-III Instructor: Dr. S. Kayal

1. (a) Let X be the number of heads in throwing three coins together. Show that X
is a random variable.
(b) Let X denote the sum of the faces when throwing two dice together. Show
that X is a random variable.
(c) Let X be a random variable. Is |X| also a random √ variable? If X is a ran-
dom variable that takes only nonnegative values, is X also an RV? (apply
definition to solve)
(d) Let Ω = [0, 1] and F be the Borel σ-field of subsets of Ω. Define X : Ω → R
by (
ω if 0 ≤ ω ≤ 12 ,
X(ω) =
ω − 12 if 12 < ω ≤ 1.
Is X a random variable?
2. Examine if the following functions are valid distribution functions in R:
1
(a) FX (x) = ; (b) FX (x) = π1 tan−1 x; and
1 + e−x
(c) 
0 if x < 0,

FX (x) = x if 0 ≤ x < 21 ,

1 if x ≥ 12 .

3. Prove that the set of points where a distribuiton function FX (·) is discontinuous is
at the most countable.
4. Do the following function define a distribution function? If so, find P(−∞ < X < 2).
(
1 − e−x if x ≥ 0,
FX (x) =
0 otherwise.

5. Consider a coin with showing head with probability 14 and tail with probability 34 .
The coin is tossed repeatedly and independently until a total of two heads have
been observed. Let X be the number of flips required to achieve this. Obtain the
distribution function of X.
6. A random variable X has probability mass function
(
c
if x ∈ {1, 2, 3, . . .},
fX (x) = (2x−1)(2x+1)
0 otherwise,

where c ∈ R. Find the value of the constant c. For positive integers m and n, such
that m < n, evaluate P(X < m+1), P(X ≥ m), P(m ≤ X < n) and P(m < X ≤ n).
Determine the distribution function of X.
7. Select five cards at random and without replacement from a deck of cards. Find
the probability mass function of X denoting the number of hearts in the five cards.
Determine P (X ≤ 1).
8. Suppose the random variable X has the distribution function

0
 if x < −1,
x+2
FX (x) = 4
if −1 ≤ x < 1,

1 if x ≥ 1.

Sketch the graph of FX (x). Use your graph to obtain the probabilities (i) P(− 21 <
X ≤ 12 ), (ii) P(X = 0), (iii) P(X = 1) and (ii) P(2 < X ≤ 3).
9. Let X be a random variable with probability mass function
( 
n x
x
p (1 − p)n−x if x ∈ {0, 1, 2, . . . , n},
fX (x) =
0 otherwise,

where n is a positive integer and p ∈ (0, 1). Show that Y = n − X is a random


variable. Find its probability mass function and distribution function.
10. Let X be a random variable with probability density function
(
e−x if x > 0,
fX (x) =
0 otherwise

and let T = X 2 . Show that T is a random variable of absolutely continuous type.


Find the distribution function of T and hence fins its probability density function.
11. Let X be a random variable of absolutely continuous type with probability density
function (
e−x if x > 0,
fX (x) =
0 otherwise
and let T = [X], where [x] denotes the largest integer not exceeding x. Show that
T is a random variable of discrete type and find its probability mass function.
12. Let X be a continuous random variable with the following probability density func-
tion: (
2x if 0 ≤ x ≤ 1,
fX (x) =
0 otherwise.
Let also (
X if 0 ≤ X ≤ 21 ,
Y = g(X) = 1
2
x > 12 .
Find the distribution function of Y. Is Y is discrete, continuous or mixed type of
random variable? Write down its discrete part as well as the continuous part. Find
P( 41 ≤ Y ≤ 83 ) and P(Y ≥ 14 ).

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