Unit-II:

1. Find a constant b>0 so that the function:

1 3x
f x ( X )= e
10 0≤x≤b
=0 elsewhere
is a valid PDF
2. Explain about the following functions with necessary figures and mathematical expressions
(i) Uniform
(ii) Binomial
(iii) Poisson
(iv) Gaussian
(v) Exponential
(vi) Rayleigh
3. A certain random variable has a PDF of the form
c
f x ( X )= ;−5< x <5
√25−x 2
Find (i) the constant ‘c’ (ii) P(x>2) (iii) P(x<3) (iv) P(x<3/x>2)

4. Find a constant b>0 so that the function

5x
6
f x ( X )=e 0≤x≤b
=0 elsewhere is a valid PDF

5. Given function
g x ( X )=4 cos
[ ] [ ]
πx
2b
rect
x
2b . Find a value of ‘b’ so that g x ( X ) is a valid PDF
6. A random variable X is known to be Poisson with b=4
(i) Plot the density function for the random variable
(ii) What is the probability of the event [ 0≤x ≤5 ]
7. The PDF of a random variable X is given by

f x( X)=¿{x ¿ {2−x¿¿¿¿ 0<x<1

1≤x≤2
otherwise
(i). Find the CDF of X
(ii). Find P[0.2<x<0.8]
(iii). Find P[0.6<x<1.2]
8. The CDF of a continuous random variable X is given by
π
x≤−
2
π π

FX (x)=¿ {0 ¿ {k (1+sin x)¿ ¿¿¿

− < x≤
2 2
π
x>
2
Find (i) the value of ‘k’ (ii) the PDF of x
9. A random variable X has the PDF

k
f x ( X )=
1+ x 2 −∞< x <∞

=0 otherwise

Determine ‘k’ and find the CDF. Also evaluate P( x≥0 )

10. Find the values of ‘k’ so that

f x ( X )=kx 2 (1−x 3 )
0≤x≤1
=0 otherwise
Is this a proper density function of a continuous random variable

11. If the CDF is given by

4
f x ( x )=1−
x2 x≥2

=0 x <2

Find (i) P( x <3 ) (ii) P( 4< x <5 ) (iii) P( x≥3 )

12. The distribution for x is defined by

f x ( x )=0 for x <0
1
=1− e−x
4 for x≥0
Determine P( x=0 ) and P( x >0 )
13. The error in the reaction temperature in oC, for a controlled laboratory experiment is a
continuous random variable X having the probability density function

x3
3 {
f x (X)=¿ ¿¿¿¿ −1≤x , y≤2
elsewhere
Find P(0<x <1 ) and F(X)
14. Consider the random variables x and y are joint density function

f x (X)=¿ { x+y¿¿¿¿ −1≤x , y≤2

elsewhere

Find the marginal distribution of x and y and also P( x >0 .5 , y >0 . 5)

15. Let x denotes the number of heads and y denotes the number of heads minus the number of
tails when 3 coins are tossed. Find the joint probability distribution of x and y.
16. Given the joint density function

f x (X)=¿{x(1+3 y 2)
4
¿ ¿¿¿ 0< x <2 , 0< y <1
elsewhere
1 1 1
P( <x , / y= )
Find f ( x / y ) and 4 2 3
17. Find a formula for the probability distribution of the random variable x representing the
outcome when a single die is rolled once.
18. The number of customers arriving per hour at a certain automobile service facility is
assumed to follow a Poisson distribution with mean λ=7 . Compute the probability that more
than 10 customers arrive in a 2-hours period.
19. If the probability distribution of a random variable is given by

{ [] x
f x (X)=¿ C exp − ¿ ¿¿¿
4
0≤x<1
elsewhere

Find the value that C must have and evaluate Fx (0.5)

20. A random variable X has the distribution function

12
n2
F X ( x )= ∑ U ( x−n )
n=1 650

Find the probabilities P(−∞<x≤6 . 5) , P( x >4 ) and P(6<x ≤9 )

21. The CDF of the random variable Y is

FX (y)=¿ {1−exp(−0.4 y0.5 ) ¿ ¿¿¿ y≥0

otherwise
Evaluate P(2 .5< y≤6 . 2)
22. The diameter of an electric cable assumed to a continuous random variable X with
distribution function f ( x )=6 x (1−x );0≤x≤1
(i). verify that f(x) is a valid density function
(ii). find P(0≤x≤0 .5 )
x
P( x )=
23. If 15 x=1,2,3,4 ,5
=0 elsewhere

(i). find P( x=1 or 2)

 (ii). Find
P {12 < X < 52 / x >1}

24. A continuous random variable X has a probability density function given by

f ( x )=3 x 2 ;0≤x ≤1 find ‘a’ and ‘b’ such that
(i). P( x≤a )=P (x >a)
(ii). P( x >b )=0 . 05
25. Determine whether the following is a valid distribution function F X ( x )=1−exp(−x /2) for x ⇒ 0
and ‘0’ elsewhere.
26. The random variable X has the discrete variable in the set {−1,−0.5,0.7,1.5,3 } the
corresponding probabilities are assumed to be { 0.1,0.2,0.1,0.4 ,0.2 } . Plot its distribution
function and state is it a discrete or continuous distribution function.
27. Assume automobile arrives at a gasoline station are poison and occurs at an average rate of
50/hr. the station has only one gasoline pump. If all cars are assumed to require one minute
to obtain fuel. What is the probability that a waiting line will occur at the pump.
28. Verify that the following is a distribution function
F ( X )=0 for X <−a

=
[ ]
1 x
2 a
+1
for −a≤X ≤a
=1 for X >a
29. In an experiment of rolling a die and flipping a coin. The variable X is chosen such that
(i) A coin head (H) outcome corresponds to +ve values of X that are equal to the
number that show upon the die and
(ii) A coin tail (T) outcome corresponds to –ve values of X that are equal in
magnitude to twice the number that shows on the die.

Map the elements of random variable X into points on the real line and explain.
Unit-III:

1. The probability density function of a random variable X is given as

()
x
2 1
f x ( x)= ; x=0,1,2,......∞
3 3 find out moment generating function. Also find out first and
second moments.
2. Show that the characteristic function of a Poisson random is φ X (ω )=exp [−b(1−e ) ]
jω

3. Derive an expression for the moment generating function of a Rayleigh random variable

whose PDF is
f x ( x )=x exp
−x 2
2 [ ]
u( x )

4. For a Laplace random variable whose PDF is given by

f x ( x)=
1
2b [ ]
exp −
|x|
b find the
characteristic function φ x (ω)

5. Define a function g(x) of a random variables by

g(x)=¿ {1;¿¿¿¿ x≥x 0
otherwise

Where x0 is a real number

−∞< x 0 <∞ . Show that E [ g( x)]=1−F X ( x 0 )

( , )
−P P
6. A random variable X is uniformly distributed on the interval 2 2 . X is transformed to
a new random variable Y =Γ ( x )=a tan( x ), whre a>0. Find the probability density function
of Y.
7. The PDF for the random variable X is
1
f x ( X )=
6 √x 0< x < 9
=0 Otherwise
8. Show that the characteristic function for a Gaussian random variable X with a mean of

σ
μ x and a variance of x 2 is φ x ( jω)=exp j ωμ x− ( ω2 σ 2
2
x
)
4 x (9−x 2 )
f x ( X )=
9. The PDF of random variable X is given by 81 ; 0≤x≤3 . Find the mean,
variance and third moment of X.

10. The random variable X has the following PDF

1
f x (X)=¿ ¿ ¿¿¿
3 { −1<x <2
Otherwise
If we desireY =2 X + 3 , what is the PDF of Y.
11. If X has the probability density function
f x ( X )=exp(−x ) x >0
=0 otherwise

Find the expected value of

g( x )=exp (3 x 5 )
 |φ (ω)|≤φ x (0)=1
12. Show that any characteristic functionφ x (ω) satisfies x

13. If the continuous random variable X has the pdf

2
f x ( X )= ( x+1 )
9 −1< x <2
=0 otherwise
2
Find the pdf of Y = X

14. A random variable X has the density

3
f x ( X )= (−x 2 +5 x−8 )
23 3≤x≤9
=0 otherwise

Find the moments (i) m0 (ii) m1

15. A random variable X has characteristic function

φx (ω)=¿ {1−|ω|¿ ¿¿¿ |ω|≤1

|ω|>1
Find the density function

16. A random variable has PDF

5
f x ( X )= ( 1−x 4 )
4 0≤x≤1
=0 elsewhere
2
Find E ( 4 x+2 ) and E( x )
17. Find the characteristic function of the random variable X having the density function
1
f x ( X )=
2a |x|<a
=0 otherwise
Is a valid joint density function or not
18. Find the moment generating function about the origin of the Poisson distribution.
19. Let X be a random variable with distribution f x ( x ) given by

f x (X)=¿ {1−e−λx ¿ ¿¿¿ 0≤x≤∞

otherwise
Find the pdf of X. Determine the mean and variance of the distribution.

1
f x ( X )= ; x =1, 2 , 3. . .. ..
20. Find the moment generating function (MGF) for the distribution 2x
also find its mean.
21. A continuous distribution is given by
1 −( log x )2
f x ( X )= e
x √2 π x≥0
=0 elsewhere
Find the mean, standard deviation, coefficient of skewness of this distribution
22. The characteristic function for a Gaussian random variable x, having R mean value of
− jσ 2 ω2
q x (ω)=exp| |
zero is 2 . Find all the moments of X using q x (ω) .
23. Find the mean of the Gaussian distribution
24. State and prove chebyshev’s inequality
25. State and prove Multiplication theorem of expectation of random variables.
26. The first, second and third moments of a probability distribution about the point are 1,16,-
40 respectively. Find the mean, variance and the third central moment.
2
27. A random variable X has pdf of 12 x (1−x ) , where (0< x <1 ) . Compute P (|X −μ|≥2σ )
and compare it with the limits given by Chebychev’s inequality.

28. The random variable X has the following PDF

1
f x (X)=¿ ¿ ¿¿¿
3 { −0≤x≤5
Otherwise
2 2
Find μ=E ( X ) and σ =E ( X−μ )
29. Show that the mean values and variance of the random variable having the uniform
a+b ( b−a )2
distribution functions are 2 and 12
30. Prove that the moment generating function of the sum of two independent variables is
the product of their moment generating function.
31. The PDF for the random variable X is given as

f x (X)=¿ {0 .53.03 √ x ¿ ¿¿¿ 0<x <2

otherwise
Find the (i) mean (ii) mean of the square (iii) variance of the random variable X

32. It is given that the random variable X is Gaussian with a mean of ‘0’ and a variance of ‘1’.
The random variable Y is obtained from X with the relation y=sx−6 . Find the pdf for Y.
33. A random variable X has a pdf

f x (X)=¿
{( )
1
2
cos(x)¿¿¿¿
π
− <x<
2
otherwise
π
2

2
Find the mean value of the function g( x )=4 X
34. The characteristic function for a Gaussian random variable X, having a mean value of ‘0’

is
ϕ(ω)=exp −σx2 ( ω2
)
2 find all the moments of X using ϕ x (ω)