Soln Probability Distribution (Updated 2023)
Soln Probability Distribution (Updated 2023)
Probability Distributions
Type I: Discrete random variable
1. The probability mass function of a random variable is 0, except at the points 𝑋 = 0,1,2.
At these points, it has the values 𝑃(0) = 3𝐶 3 , 𝑃(1) = 4𝐶 − 10𝐶 2 , 𝑃(2) = 5𝐶 − 1
(i) Determine 𝐶.
[N19/Extc/5M]
(ii) Find probability of 𝑃(𝑋 < 1)
[M18/Extc/5M]
(iii) 𝑃(1 < 𝑋 ≤ 2), 𝑃(0 < 𝑋 ≤ 2)
[N18/IT/5M][M22/MTRX/5M]
Solution:
It is given,
𝑋 0 1 2
3 2
𝑃(𝑋 = 𝑥) 3𝐶 4𝐶 − 10𝐶 5𝐶 − 1
We know that
∑ 𝑃(𝑋) = 1
3𝐶 3 + 4𝐶 − 10𝐶 2 + 5𝐶 − 1 = 1
3𝐶 3 − 10𝐶 2 + 9𝐶 − 2 = 0
1
𝐶 = 2,1,
3
1
We see that 𝐶 = satisfies the necessary condition of a p.d.
3
𝑋 0 1 2
𝑃(𝑋 = 𝑥) 1 2 2
9 9 3
1
𝑃(𝑋 < 1) = 𝑃(0) =
9
2
𝑃(1 < 𝑋 ≤ 2) = 𝑃(2) =
3
2 2 8
𝑃(0 < 𝑋 ≤ 2) = 𝑃(1) + 𝑃(2) = + =
9 3 9
2. 𝑋 : 0 1 2 3 4 5 6 7
2 2
𝑃(𝑋) : 0 𝑐 2𝑐 2𝑐 3𝑐 𝑐 2𝑐 7𝑐 2 + 𝑐
Find 𝑐
(i) Find 𝑃(𝑋 ≥ 6)
[N22/Elex/5M]
(ii) Find 𝑃(𝑋 < 6)
1
(iii) Find 𝑘 if 𝑃(𝑋 ≤ 𝑘) > where 𝑘 is a positive integer. AR
2
AR
AR
𝑥
9. If 𝑃(𝑋 = 𝑥) = , 𝑥 = 1,3,5,7,9. Find 𝑃(𝑋 = 1 𝑜𝑟 𝑋 = 3) & 𝑃(4 < 𝑋 < 8)
25
[M22/Elect/5M]
Solution:
𝑥 1 3 5 7 9
𝑥 1 3 5 7 9
𝑃(𝑋 = 𝑥) =
25 25 25 25 25 25
1 3 4
𝑃(𝑋 = 1 𝑜𝑟 𝑋 = 3) = 𝑃(𝑋 = 1) + 𝑃(𝑋 = 3) = + =
25 25 25
5 7 12
𝑃(4 < 𝑋 < 8) = 𝑃(𝑋 = 5,7) = + =
25 25 25
AR
14. Let 𝑋, 𝑌 be the numbers obtained on two dice when thrown. Find the expectation of (i) 𝑋
(ii) 𝑋 – 𝑌 (iii) 2𝑋 – 3𝑌. Ans. 3.5, 0, -3.5
15. Two unbiased dice are thrown. If 𝑋 represent sum of the numbers on the two dice. Write
the probability distribution of the random variable 𝑋 and find mean, standard deviation
and 𝑃(|𝑋 − 7| ≥ 3)
[N22/CompITAI/6M]
Solution:
When two dice are thrown, we obtain the following sample space
(1,1), (1,2), (1,3), (1,4), (1,5), (1,6)
(2,1), (2,2), (2,3), (2,4), (2,5), (2,6)
(3,1), (3,2), (3,3), (3,4), (3,5), (3,6)
𝑆=
(4,1), (4,2), (4,3), (4,4), (4,5), (4,6)
(5,1), (5,2), (5,3), (5,4), (5,5), (5,6)
{(6,1), (6,2), (6,3), (6,4), (6,5), (6,6)}
AR
16. If 𝑋1 has mean 5 and variance 5, 𝑋2 has mean 2 and variance 3. If 𝑋1 and 𝑋2 are independent
random variables, find (i) 𝐸(𝑋1 + 𝑋2 ), 𝑉(𝑋1 + 𝑋2 ) (ii) 𝐸(2𝑋1 + 3𝑋2 − 5),
𝑉(2𝑋1 + 3𝑋2 − 5) Ans. 7, 8, 11, 47
AR
22. The number of messages sent per hour over a computer network has the following
probability distribution
𝑋 10 11 12 13 14 15
𝑃(𝑋 = 𝑥) 0.08 3k 6k 4k 4k 0.07
Find the mean and variance of number of messages sent per hour
[N18/Elex/5M]
Solution:
We have,
∑ 𝑝(𝑥) = 1
0.08 + 3𝑘 + 6𝑘 + 4𝑘 + 4𝑘 + 0.07 = 1
17
17𝑘 =
20
1
∴𝑘=
20
𝐸(𝑋) = ∑ 𝑥. 𝑝(𝑥)
3 6 4 4 25
𝐸(𝑋) = 10(0.08) + 11 ( ) + 12 ( ) + 13 ( ) + 14 ( ) + 15(0.07) =
20 20 20 20 2
AR
Mean = 12.5
S.E/Paper Solutions 11 By: Kashif Shaikh
Crescent Academy…….………………………….…..For Research in Education
𝐸(𝑋 2 ) = ∑ 𝑥 2 𝑝(𝑥)
3 6 4 4
𝐸(𝑋 2 ) = 102 (0.08) + 112 ( ) + 122 ( ) + 132 ( ) + 142 ( ) + 152 (0.07)
20 20 20 20
= 158.1
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = 158.1 − 12.52 = 1.85
1
23. A random variable 𝑋 has the probability distribution 𝑃(𝑋 = 𝑥) = 3𝐶𝑥 , 𝑥 = 0,1,2,3. Find
8
mean and variance
[M19/Comp/6M]
Solution:
The pdf is given as follows
𝑋 0 1 2 3
3 3 3 3
𝑃(𝑋 = 𝑥) 𝐶0
=
1 𝐶1
=
3 𝐶2
=
3 𝐶3
=
1
8 8 8 8 8 8 8 8
Now,
Mean, 𝐸(𝑥) = ∑ 𝑥 𝑝(𝑥)
1 3 3 1
𝐸(𝑥) = 0 × + 1 × + 2 × + 3 ×
8 8 8 8
𝐸(𝑥) = 1.5
𝐸(𝑥 2 ) = ∑ 𝑥 2 𝑝(𝑥)
1 3 3 1
𝐸(𝑥 2 ) = 02 × + 12 × + 22 × + 32 ×
8 8 8 8
𝐸(𝑥 2 ) = 3
Variance, 𝑉(𝑥) = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2
𝑉(𝑥) = 3 − (1.5)2 = 0.75
24. If 𝑋1 has mean 4 and variance 9, 𝑋2 has mean -2 and variance 4. If 𝑋1 and 𝑋2 are
independent random variables, find 𝐸(2𝑋1 + 𝑋2 − 3) and 𝑉(2𝑋1 + 𝑋2 − 3)
[M19/Extc/5M]
Solution:
𝐸(𝑋1 ) = 4, 𝑉(𝑋1 ) = 9, 𝐸(𝑋2 ) = −2, 𝑉(𝑋2 ) = 4
Now,
𝐸(2𝑋1 + 𝑋2 − 3) = 2𝐸(𝑋1 ) + 𝐸(𝑋2 ) − 3 = 2(4) + (−2) − 3 = 3
𝑉(2𝑋1 + 𝑋2 − 3) = 22 𝑉(𝑋1 ) + 𝑉(𝑋2 ) = 4(9) + 4 = 40
25. Random variables 𝑋1 has mean 5 and variance 5, 𝑋2 has mean −2 and variance 3. 𝑋1 & 𝑋2
are independent. Find 𝐸(2𝑋1 + 3𝑋2 − 5), 𝑉(𝑋1 + 𝑋2 ), 𝑉(3𝑋1 + 2𝑋2 − 5)
[M23/Elect/6M]
Solution:
𝐸(𝑋1 ) = 5, 𝑉(𝑋1 ) = 5, 𝐸(𝑋2 ) = −2, 𝑉(𝑋2 ) = 3 AR
27. A random variable 𝑋 has probability mass function 𝑝(𝑥) = 𝑘𝑥 3 , 𝑥 = 1,2,3,4 then find the
value of 𝑘, mean and variance
[N22/MechCivil/5M]
Solution:
The pdf is given as follows
𝑥 1 2 3 4
3
𝑃(𝑥) = 𝑘𝑥 𝑘 8𝑘 27𝑘 64𝑘
We have,
∑ 𝑝(𝑥) = 1
𝑘 + 8𝑘 + 27𝑘 + 64𝑘 = 1
100𝑘 = 1
1
𝑘=
100
Now,
Mean, 𝐸(𝑥) = ∑ 𝑥 𝑝(𝑥)
𝐸(𝑥) = 1 × 𝑘 + 2 × 8𝑘 + 3 × 27𝑘 + 4 × 64𝑘
𝐸(𝑥) = 354𝑘 = 3.54
𝐸(𝑥 2 ) = ∑ 𝑥 2 𝑝(𝑥)
𝐸(𝑥 2 ) = 12 × 𝑘 + 22 × 8𝑘 + 32 × 27𝑘 + 42 × 64𝑘
𝐸(𝑥 2 ) = 1300𝑘 = 13
Variance, 𝑉(𝑥) = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2
𝑉(𝑥) = 13 − (3.54)2 = 0.4684
2. The diameter say 𝑋 of an electric cable is assumed to be a continuous random variable with
pdf; 𝑓(𝑥) = 6𝑥(1 − 𝑥); 0 ≤ 𝑥 ≤ 1.
(i) Is it probability distribution function?
(ii) Obtain cumulative distribution function
1
𝑋≤
2
(iii) Compute 𝑃 {1 2 }
≤𝑋≤
3 3
1 1
(iv) determine 𝑘 so that 𝑃(𝑋 < 𝑘) = 𝑃(𝑋 > 𝑘) Ans.3𝑥 2 − 2𝑥 3 , ,
2 2
6𝑏 2 − 4𝑏 3 − 1 = 0
4𝑏 3 − 6𝑏 2 + 1 = 0
𝑏 = −0.366, 1.366, 0.5
∴ 𝑏 = 0.5 as it lies within the range 0 ≤ 𝑥 ≤ 1
9. A continuous random variable 𝑋 takes values between 2 and 5. Its density function is
2 16
𝑓(𝑥) = 𝑘(1 + 𝑥). Find 𝑘 and 𝑃(𝑥 < 4) Ans. ,
27 27
10. A continuous random variable 𝑋 has the pdf 𝑓(𝑥) = 𝑘𝑥 2 𝑒 −𝑥 , 𝑥 ≥ 0. Find 𝑘, 𝑃(1 ≤ 𝑥 ≤ 2)
[M23DSE/CompIT/6M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
∞
∫0 𝑘𝑥 2 𝑒 −𝑥 𝑑𝑥 = 1
∞
𝑘 ∫0 𝑒 −𝑥 𝑥 2 𝑑𝑥 = 1
∞
𝑘 Γ(3) = 1 since, ∫0 𝑒 −𝑥 𝑥 𝑛 𝑑𝑥 = Γ(𝑛 + 1)
𝑘 (2!) = 1
1
𝑘=
2
2 21
𝑃(1 ≤ 𝑥 ≤ 2) = ∫1 𝑓(𝑥)𝑑𝑥 = ∫1 𝑥 2 𝑒 −𝑥 𝑑𝑥
2
1 𝑒 −𝑥 𝑒 −𝑥 𝑒 −𝑥 2
𝑃(1 ≤ 𝑥 ≤ 2) = [𝑥 2 ( ) − (2𝑥) ( ) + (2) ( )]
2 −1 1 −1 1
1 4𝑒 −2 2𝑒 −2 𝑒 −1 2𝑒 −1
𝑃(1 ≤ 𝑥 ≤ 2) = [ − 4𝑒 −2 + − + 2𝑒 −1 − ]
2 −1 −1 −1 −1
1
𝑃(1 ≤ 𝑥 ≤ 2) = [−10𝑒 −2 + 5𝑒 −1 ] = 0.243 AR
2
12. For a probability density function of a continuous random variable, the probability of a
single point is
[M22/MechCivil/2M] Ans. 0
13. The pdf of random variable 𝑋 is given by 𝑓(𝑥) = 𝑘𝑥 2 (2 − 𝑥), 0 ≤ 𝑥 ≤ 2. Find 𝑘, mean and
3 6 4
variance. Ans. , ,
4 5 25
14. A continuous random variable 𝑋 has the p.d.f defined by 𝑓(𝑥) = 𝐴 + 𝐵𝑥, 0 ≤ 𝑥 ≤ 1. If the
1
mean of distribution is , find 𝐴 & 𝐵.
3
[M14/MechCivil/5M][N19/Extc/6M]
Solution:
∫ 𝑓(𝑥)𝑑𝑥 = 1
1
∫0 (𝐴 + 𝐵𝑥)𝑑𝑥 = 1
1
𝑥2
[𝐴𝑥 + 𝐵 ] =1
2 0
𝐵
𝐴+ =1
2
2𝐴 + 𝐵 = 2 …………….(1)
Also,
1
Mean = 𝐸(𝑥) =
3
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥
1 1
∫0 𝑥(𝐴 + 𝐵𝑥)𝑑𝑥 = 3
1
𝑥2 𝑥3 1
[𝐴 +𝐵 ] =
2 3 0 3
𝐴 𝐵 1
+ = AR
2 3 3
S.E/Paper Solutions 18 By: Kashif Shaikh
Crescent Academy…….………………………….…..For Research in Education
3𝐴 + 2𝐵 = 2 ……………..(2)
Solving equation (1) & (2), we get
𝐴 = 2, 𝐵 = −2
15. A continuous r.v. 𝑋 has the density function 𝑓(𝑥) = 𝑘𝑥 2 (1 − 𝑥), 0 ≤ 𝑥 ≤ 1. Find 𝑘 and
17
𝑃(|𝑥 − 𝜇| ≥ 2𝜎) where 𝜇 and 𝜎 2 are mean and variance of 𝑋. Ans. 12,
625
16. The distribution function of a r.v. 𝑋 is given by 𝐹(𝑥) = 1 − (1 + 𝑥)𝑒 −𝑥 , 𝑥 ≥ 0. Find the
density function, mean and variance of 𝑋. Ans.𝑥𝑒 −𝑥 , 2, 2
2
17. Find 𝑘 if the following is a pdf. 𝑓(𝑥) = 𝑘𝑥𝑒 −4𝑥 , 0 ≤ 𝑥 ≤ ∞. Also find mean.
√𝜋
Ans.8,
4
19. The daily consumption of electric power (in million kwh) is a random variable 𝑋 with
𝑘𝑥𝑒 −𝑥/3 𝑓𝑜𝑟 𝑥 > 0
probability distribution function 𝑓(𝑥) = { . Find the value of 𝑘, the
0 𝑓𝑜𝑟 𝑥 ≤ 0
expectation and the probability that on a given day the electric consumption is more than
the expected value.
[M14/CompIT/6M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
𝑥
∞ −
∫0 𝑘𝑥 𝑒 𝑑𝑥 = 13
𝑥 𝑥 ∞
− −
𝑒 3 𝑒 3
𝑘 [𝑥 ( 1 ) − (1) ( 1 )] = 1
−
3 9 0
𝑒0
𝑘 [0 − 0 − 0 + 1 ]=1
9
9𝑘 = 1
1
𝑘=
9
Expectation,
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥
𝑥
∞1
𝐸(𝑥) = ∫0 𝑥 2 𝑒 −3 𝑑𝑥 AR
9
S.E/Paper Solutions 19 By: Kashif Shaikh
Crescent Academy…….………………………….…..For Research in Education
𝑥 𝑥 𝑥 ∞
− − −
1 2 𝑒 3 𝑒 3 𝑒 3
𝐸(𝑥) = [𝑥 (
9 1 ) − (2𝑥) ( 1 ) + (2) ( 1 )]
− −
3 9 27 0
1 1
𝐸(𝑥) = [0 − 0 + 0 − 0 + 0 − 2 ( 1 )]
9 −
27
𝐸(𝑥) = 6
Probability that on a given day the consumption is more than the expected value is given
by,
∞
𝑃(𝑥 > 𝐸(𝑥)) = 𝑃(𝑥 > 6) = ∫6 𝑓(𝑥)𝑑𝑥
𝑥
∞1
= ∫6 𝑥 𝑒 −3 𝑑𝑥
9
𝑥 𝑥 ∞
− −
1 𝑒 3 𝑒 3
= [𝑥 (
9 1 ) − (1) ( 1 )]
−
3 9 6
1 𝑒 −2 𝑒 −2
=
9
[0 − 0 − 6 ( 1)+( 1 )] = 3𝑒 −2 = 0.406
−
3 9
𝑥
0<𝑥<2
21. If 𝑓(𝑥) = { 2 is a pdf of a random variable 𝑋, then find
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝐸(𝑋), 𝑉𝑎𝑟(𝑋), 𝑉𝑎𝑟(3𝑋)
[N22/Elex/6M]
Solution:
2
2 𝑥 𝑥3 4
𝐸(𝑋) = ∫ 𝑥𝑓(𝑥)𝑑𝑥 = ∫0 𝑥. 2 𝑑𝑥 =[ ] =
6 0 3
2
2 𝑥 𝑥4
𝐸(𝑋 2 ) = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 2 . 𝑑𝑥 = [ ] = 2
2 8 0
4 2 2
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = 2 − ( ) =
3 9
2
𝑉(3𝑋) = 32 𝑉(𝑋) = 9 ( ) = 2
9
AR
23. A continuous random variable has p.d.f 𝑓(𝑥) = 𝑘𝑥 3 , 0 ≤ 𝑥 ≤ 1. Hence, find 𝑘, mean and
𝑃(0.3 < 𝑥 < 0.6)
[N19/Elect/5M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
1
∫0 𝑘𝑥 3 𝑑𝑥 = 1
1
𝑥4
𝑘[ ] = 1
4 0
1
𝑘[ ] = 1
4
𝑘=4
Mean,
1
1 𝑥5 4
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥. 4𝑥 3 𝑑𝑥 = 4 [ ] =
5 0 5
0.6
0.6 𝑥4
𝑃(0.3 < 𝑥 < 0.6) = ∫0.3 4𝑥 3 𝑑𝑥 = 4 [ ] = 0.1215
4 0.3
AR
2)
25. Find 𝑘 and then 𝐸(𝑋) for the pdf 𝑓(𝑥) = {𝑘(𝑥 − 𝑥 0 ≤ 𝑥 ≤ 1, 𝑘 ≥ 0
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
[N16/CompIT/5M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
1
∫0 𝑘(𝑥 − 𝑥 2 )𝑑𝑥 = 1
1
𝑥2 𝑥3
𝑘[ − ] =1
2 3 0
1
𝑘[ ] = 1
6
𝑘=6
Mean,
1
1 2 )𝑑𝑥 𝑥3 𝑥4 1
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥. 6(𝑥 −𝑥 = 6[ − ] =
3 4 0 2
26. A continuous random variable has probability density function 𝑓(𝑥) = 𝑘(𝑥 − 𝑥 2 );
0 ≤ 𝑥 ≤ 1. Find 𝑘, mean and variance
[J23/CompIT/6M][N22/Elect/6M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
1
∫0 𝑘(𝑥 − 𝑥 2 )𝑑𝑥 = 1
1
𝑥2 𝑥3
𝑘[ − ] =1
2 3 0
AR
27. A continuous random variable has probability density function as 𝑓(𝑥) = 𝑘𝑥 2 (1 − 𝑥);
0 ≤ 𝑥 ≤ 1. Find 𝑘, mean and variance
[M23/Extc/6M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
1
∫0 𝑘(𝑥 2 − 𝑥 3 )𝑑𝑥 = 1
1
𝑥3 𝑥4
𝑘[ − ] =1
3 4 0
1
𝑘[ ] = 1
12
𝑘 = 12
1
1 𝑥4 𝑥5 3
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥. 12(𝑥 2 −𝑥 3 )𝑑𝑥
= 12 [
4
−
5 0
] =
5
1
1 𝑥5 𝑥 6 2
𝐸(𝑥 2 ) = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 2 . 12(𝑥 2 − 𝑥 3 )𝑑𝑥 = 12 [ − ] =
5 6 0 5
2 3 2 1
𝑉(𝑥) = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2 = − ( ) =
5 5 25
𝑘𝑥 2 (1 − 𝑥 3 ) , 0 ≤ 𝑥 ≤ 1 1
28. If p.d.f is given by 𝑓(𝑥) = { . Find 𝑘, 𝑃 (0 < 𝑥 < ) , 𝐸(𝑥),
0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 2
Variance.
[N17/Chem/5M][N19/Inst/6M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
1
∫0 𝑘(𝑥 2 − 𝑥 5 )𝑑𝑥 = 1
1
𝑥3 𝑥6
𝑘[ − ] =1
3 6 0
1
𝑘[ ] = 1 AR
6
S.E/Paper Solutions 23 By: Kashif Shaikh
Crescent Academy…….………………………….…..For Research in Education
𝑘=6
1
1
1 2 5 )𝑑𝑥 𝑥3 𝑥6 2 15
𝑃 (0 < 𝑥 < ) = ∫0 6(𝑥 − 𝑥 2 = 6[ − ] =
2 3 6 0 64
Mean,
1
1 𝑥4 𝑥7 9
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥. 6(𝑥 2 − 𝑥 5 )𝑑𝑥 = 6 [ − ] =
4 7 0 14
Also,
1
1 𝑥5 𝑥8 9
𝐸(𝑥 2 ) = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 2 . 6(𝑥 2 − 𝑥 5 )𝑑𝑥 = 6 [ − ] =
5 8 0 20
9 9 2 9
Variance, 𝑉(𝑥) = 𝐸(𝑥 2 ) − 𝐸(𝑥) = −( ) =
20 14 245
30. If 𝑥 is a continuous random variable with the probability density function given by
𝑘(𝑥 − 𝑥 3 ) , 0 ≤ 𝑥 ≤ 1
𝑓(𝑥) = { . Find 𝑘 and the mean
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
[M16/CompIT/5M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
1
∫0 𝑘(𝑥 − 𝑥 3 )𝑑𝑥 = 1
1
𝑥2 𝑥4
𝑘[ − ] =1
2 4 0
1
𝑘[ ] = 1 AR
4
S.E/Paper Solutions 24 By: Kashif Shaikh
Crescent Academy…….………………………….…..For Research in Education
𝑘=4
Mean,
1
1 𝑥3 𝑥5 8
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥. 4(𝑥 − 𝑥 3 )𝑑𝑥 = 4 [ − ] =
3 5 0 15
32. Find the normalizing factor 𝑘 if the following function is a probability density function
𝑓(𝑥) = 𝑘(1 − 𝑥 2 ), 0 < 𝑥 < 1. Also find 𝑃(0.1 < 𝑥 < 0.2) and 𝑃(𝑥 > 0.5)
[N22/Chem/6M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
1
∫0 𝑘(1 − 𝑥 2 )𝑑𝑥 = 1
1
𝑥3
𝑘 [𝑥 − ] =1
3 0
2
𝑘[ ] = 1
3
3
𝑘=
2
AR
33. A continuous random variable has pdf 𝑓(𝑥) = 𝑘𝑒 −𝑥 , 0 ≤ 𝑥 < ∞. Determine 𝑘, mean and
variance
[M23/MechCivil/5M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
∞
∫0 𝑘 𝑒 −𝑥 𝑑𝑥 = 1
∞
𝑘 ∫0 𝑒 −𝑥 𝑥 0 𝑑𝑥 = 1
∞
𝑘Γ1 = 1 ∵ ∫0 𝑒 −𝑥 𝑥 𝑛 𝑑𝑥 = Γ(𝑛 + 1)
𝑘(1) = 1
𝑘=1
Mean,
∞
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥𝑒 −𝑥 𝑑𝑥 = Γ2 = 1! = 1
∞
𝐸(𝑥 2 ) = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 2 𝑒 −𝑥 𝑑𝑥 = Γ3 = 2! = 2
𝑉(𝑥) = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2 = 2 − 12 = 1
AR
36. The daily consumption of electric power (in million kwh) is a random variable 𝑋 with
𝑘𝑥𝑒 −𝑥/3 𝑓𝑜𝑟 𝑥 > 0
probability distribution function 𝑓(𝑥) = { . If the production is 6 million
0 𝑓𝑜𝑟 𝑥 ≤ 0
kWh, determine the probability that there is power cut (shortage) on any given day.
1
Ans. , 0.406
9
37. The daily consumption of electric power (in million kwh) is a random variable 𝑋 with
𝑘𝑥𝑒 −𝑥/5 𝑓𝑜𝑟 𝑥 > 0
probability distribution function 𝑓(𝑥) = { . Find the value of 𝑘, the
0 𝑓𝑜𝑟 𝑥 ≤ 0
expectation and the probability that on a given day the electric consumption is more than
the expected value.
[M16/MechCivil/6M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
𝑥
∞ −
∫0 𝑘𝑥 𝑒 𝑑𝑥 = 15
𝑥 𝑥 ∞
− −
𝑒 5 𝑒 5
𝑘 [𝑥 ( 1 ) − (1) ( 1 )] = 1
−
5 25 0
𝑒0
𝑘 [0 − 0 − 0 + 1 ]=1
25
25𝑘 = 1 AR
38. Suppose that in a certain region, the daily rainfall (in inches) is a continuous random
variable 𝑋 with probability density function 𝑓(𝑥) is given by
3
(2𝑥 − 𝑥 2 ) ,0 ≤ 𝑥 ≤ 2
𝑓(𝑥) = { 4 . Find the probability that on a given day in this
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
region the rain fall is (i) not more than 1 inch (ii) greater than 1.5 inches (iii) between 0.5
and 1.5 inches
[N18/MTRX/6M][N19/MTRX/6M]
Solution:
1 13
𝑃(𝑛𝑜𝑡 𝑚𝑜𝑟𝑒 𝑡ℎ𝑎𝑛 1 𝑖𝑛𝑐ℎ) = 𝑃(𝑋 < 1) = ∫0 𝑓(𝑥)𝑑𝑥 = ∫0 (2𝑥 − 𝑥 2 )𝑑𝑥
4
1
3 2𝑥 2 𝑥3 1
= [ − ] =
4 2 3 0 2
2 2 3
𝑃(𝑔𝑟𝑒𝑎𝑡𝑒𝑟 𝑡ℎ𝑎𝑛 1.5 𝑖𝑛𝑐ℎ) = 𝑃(𝑋 > 1.5) = ∫1.5 𝑓(𝑥)𝑑𝑥 = ∫1.5 (2𝑥 − 𝑥 2 )𝑑𝑥
4
2
3 2𝑥 2 𝑥3 5
= [ − ] =
4 2 3 1.5 32
1.5 1.5 3
𝑃(𝑏𝑒𝑡𝑤𝑒𝑒𝑛 0.5 𝑎𝑛𝑑 1.5 𝑖𝑛𝑐ℎ) = 𝑃(0.5 < 𝑋 < 1.5) = ∫0.5 𝑓(𝑥)𝑑𝑥 = ∫0.5 (2𝑥 − 𝑥 2 )𝑑𝑥
4
1.5
3 2𝑥 2 𝑥3 11
= [ − ] = AR
4 2 3 0.5 16
40. The length of time in minutes, a lady speaks on telephone is found to be a r.v. with p.d.f
𝑥
−
𝑓(𝑥) = { 𝐴 𝑒 5 , 𝑥 ≥ 0 . Find 𝐴 & the probability that she will speak for more than
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1 1 1
10 min, less than 5 min. Ans. , 2 , 1 −
5 𝑒 𝑒
4
41. Find 𝐸(𝑋) if 𝑋 has the following probability density function 𝑓(𝑥) = 𝑥(𝑥 − 2), 0 ≤ 𝑥 ≤ 2
3
[M22/Chem/2M]
Solution:
2
2 4 4 𝑥4 𝑥3 16
Mean, 𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥. (𝑥 2 − 2𝑥)𝑑𝑥 = [ −2 ] =−
3 3 4 3 0 9
AR
2. The first four moments of a distribution about the value 5 are 2, 20, 40, 50. Calculate mean,
variance,𝜇3 , 𝜇4 Ans. 7, 16, −64, 162
4
5. A continuous r. v. 𝑋 has the probability distribution𝑓(𝑥) = 𝑥(9 − 𝑥 2 ) when 0 ≤ 𝑥 ≤ 3
81
and 𝑓(𝑥) = 0 otherwise. Find the first four moments about the origin and the mean.
8 216 27 11 32 3693
Ans. , 3, , & 0, , − ,
5 35 2 25 875 8750
AR
3. An unbiased coin is tossed three times. If 𝑋 denotes the absolute difference between the
number of heads and the number of tails, find moment generating function of 𝑋 and hence
obtain the first moment about the origin and the second moment about mean
[N22/CompITAI/6M]
Solution:
When an unbiased coin is tossed thrice, we get
𝑆 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝑇𝐻𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}
Let 𝑋 denotes the absolute difference between the number of heads and the number of
tails
𝑋 1 3
6 2
𝑃(𝑋) 8 8
6 2 3𝑒 𝑡 𝑒 3𝑡
𝑀0 (𝑡) = ∑ 𝑝 𝑒 𝑡𝑥 = 𝑒 𝑡 ( ) + 𝑒 3𝑡 ( ) = +
8 8 4 4
𝑑 3𝑒 𝑡 3𝑒 3𝑡 3
𝜇1′ = [ 𝑀0 (𝑡)] =[ + ] =
𝑑𝑡 𝑡=0 4 4 𝑡=0 2
Mean = 1.5
Thus, M.g.f. about mean,
𝑀𝑥 (𝑡) = ∑ 𝑝𝑒 𝑡(𝑥−𝑥) = ∑ 𝑝 𝑒 𝑡(𝑥−1.5)
6 2
𝑀𝑥 (𝑡) = 𝑒 𝑡(1−1.5) ( ) + 𝑒 𝑡(3−1.5) ( )
8 8
3𝑒 −0.5𝑡 𝑒 1.5𝑡
𝑀𝑥 (𝑡) = +
4 4
Thus,
𝑑 3(−0.5)𝑒 −0.5𝑡 (1.5)𝑒 1.5𝑡
𝜇1 = [ 𝑀𝑥 (𝑡)] =[ + ] =0
𝑑𝑡 𝑡=0 4 4 𝑡=0
𝑑2 3(−0.5)2 𝑒 −0.5𝑡 (1.5)2 𝑒 1.5𝑡
𝜇2 = [ 𝑀𝑥 (𝑡)] =[ + ] = 0.75
𝑑𝑡 2 𝑡=0 4 4 𝑡=0
1
4. A random variable 𝑋 has probability density function 𝑥 , 𝑥 = 1, 2, 3, …. Find the m.g.f and
2
hence, find the mean and variance.
[M18/Inst/6M][M18/N18/Biom/6M][N18/Extc/6M]
Solution:
𝑀0 (𝑡) = ∑ 𝑝 𝑒 𝑡𝑥
AR
𝑘𝑒 −𝑘𝑥 , 𝑥 > 0
5. A random variable 𝑋 has the following density function 𝑓(𝑥) = { . Find mgf
0, 𝑥 ≤0
and hence its mean and variance
[N18/Inst/6M]
Solution:
𝑀0 (𝑡) = ∫ 𝑓(𝑥)𝑒 𝑡𝑥 𝑑𝑥
∞
𝑀0 (𝑡) = ∫0 𝑘𝑒 −𝑘𝑥 𝑒 𝑡𝑥 𝑑𝑥
∞
𝑀0 (𝑡) = 𝑘 ∫0 𝑒 −(𝑘−𝑡)𝑥 𝑑𝑥
∞
𝑒 −(𝑘−𝑡)𝑥
𝑀0 (𝑡) = 𝑘 [ ]
−(𝑘−𝑡) 0
1
𝑀0 (𝑡) = 𝑘 [0 − ]
−(𝑘−𝑡)
𝑘
𝑀0 (𝑡) =
𝑘−𝑡
𝑑 1
𝜇1′ = [ 𝑀0 (𝑡)] = [𝑘 (− (𝑘−𝑡)2) (−1)]
𝑑𝑡 𝑡=0 𝑡=0
𝑘 1
𝜇1′ = [(𝑘−𝑡)2 ] =
𝑡=0 𝑘
1
Mean =
𝑘
𝑑2 2
𝜇2′ =[ 𝑀0 (𝑡)] = [𝑘 (− (𝑘−𝑡)3) (−1)]
𝑑𝑡 2 𝑡=0 𝑡=0 AR
6. Find the moment generating function of the random variable having the following
1
probability density function. Also find the mean and variance – 𝑓(𝑥) = , −1 ≤ 𝑥 ≤ 1and
2
𝑠𝑖𝑛ℎ𝑡 1
𝑓(𝑥) = 0, elsewhere. Ans. , 0,
𝑡 3
1
7. The random variable 𝑋 can assume the values 1 and −1 with probability each. Find the
2
moment generating function and the first four moments about the origin.
Ans.𝑐𝑜𝑠ℎ𝑡, 0,1,0,1
1
8. A random variable 𝑋 has the p.d. 𝑃(𝑋 = 𝑥) = 3𝐶𝑥 , 𝑥 = 0, 1, 2, 3. Find the mgf of 𝑋
8
[N19/Comp/4M]
Solution:
𝑋 : 0 1 2 3
1 3 3 1
𝑃(𝑋) :
8 8 8 8
𝑡𝑥
𝑀0 (𝑡) = ∑ 𝑝 𝑒
1 3 3 1
𝑀0 (𝑡) = 𝑒 0𝑡 ( ) + 𝑒 𝑡 ( ) + 𝑒 2𝑡 ( ) + 𝑒 3𝑡 ( )
8 8 8 8
1+3𝑒 𝑡 +3𝑒 2𝑡+𝑒 3𝑡
𝑀0 (𝑡) =
8
9. A random variable 𝑋 has p.d.f 𝑓(𝑥) = 𝑘𝑥 2 . 𝑒 −𝑥 , 𝑥 ≥ 0 and 𝑓(𝑥) = 0 otherwise. Find (i) 𝑘
(ii) mean (iii) variance (iv) mgf (v) cdf of 𝑥 (vi) 𝑃(0 < 𝑥 < 1)
[M18/Elex/6M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
∞
∫0 𝑘𝑥 2 𝑒 −𝑥 𝑑𝑥 = 1
∞
𝑘 ∫0 𝑒 −𝑥 𝑥 2 𝑑𝑥 = 1
∞
𝑘 Γ(3) = 1 since, ∫0 𝑒 −𝑥 𝑥 𝑛 𝑑𝑥 = Γ(𝑛 + 1)
𝑘 (2!) = 1
1
𝑘=
2
∞1 1 ∞ 1 3!
Mean, 𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 3 𝑒 −𝑥 𝑑𝑥 = ∫0 𝑒 −𝑥 𝑥 3 𝑑𝑥 = Γ(4) = =3
2 2 2 AR 2
2𝑒 −2𝑥 , 𝑥 > 0
15. A random variable 𝑋 has the following density function 𝑓(𝑥) = { . find mgf
0, 𝑥 ≤0
and hence its mean and variance
[M18/Extc/6M]
Solution:
𝑀0 (𝑡) = ∫ 𝑓(𝑥)𝑒 𝑡𝑥 𝑑𝑥
∞
𝑀0 (𝑡) = ∫0 2𝑒 −2𝑥 𝑒 𝑡𝑥 𝑑𝑥
∞
𝑀0 (𝑡) = 2 ∫0 𝑒 −(2−𝑡)𝑥 𝑑𝑥
∞
𝑒 −(2−𝑡)𝑥
𝑀0 (𝑡) = 2 [ ]
−(2−𝑡) 0
1
𝑀0 (𝑡) = 2 [0 − ]
−(2−𝑡)
2
𝑀0 (𝑡) =
2−𝑡
𝑑 1
𝜇1′ = [ 𝑀0 (𝑡)] = [2 (− (2−𝑡)2) (−1)]
𝑑𝑡 𝑡=0 𝑡=0
2 1
𝜇1′ = [(2−𝑡)2 ] =
𝑡=0 2
1
Mean =
2
𝑑2 2
𝜇2′ = [ 𝑀0 (𝑡)] = [2 (− (2−𝑡)3) (−1)]
𝑑𝑡 2 𝑡=0 𝑡=0
4 1
𝜇2′ = [(2−𝑡)3] =
𝑡=0 2
2 1 1 2 1
Variance = 𝜇2′ − 𝜇1′ = − ( ) =
2 2 4
AR
AR
𝑋 0 1 2 3 ….. n
𝑛 𝑛 𝑛 𝑛 𝑛
𝐶0 𝐶1 𝐶2 𝐶3 𝐶𝑛
𝑃(𝑋 = 𝑥) …..
2𝑛 2𝑛 2𝑛 2𝑛 2𝑛
𝐸(𝑥) = ∑ 𝑥. 𝑝(𝑥)
1
𝐸(𝑥) = 𝑛 [0. 𝑛𝐶0 + 1. 𝑛𝐶1 + 2. 𝑛𝐶2 + ⋯ … . . +𝑛. 𝑛𝐶𝑛 ]
2
1 𝑛(𝑛−1) 𝑛(𝑛−1)(𝑛−2)
𝐸(𝑥) = [1. 𝑛 + 2. + 3. + ⋯ … . +𝑛. 1]
2𝑛 2 3!
𝑛 (𝑛−1)(𝑛−2)
𝐸(𝑥) = [1 + (𝑛 − 1) + + ⋯ … + 1]
2𝑛 2!
𝑛 𝑛 𝑛
𝐸(𝑥) = [1 + 1]𝑛−1 = .2 𝑛−1
=
2𝑛 2𝑛 2
𝑛 𝑚𝑛
∴ 𝐸(𝑆) =Expectation of sum of m tickets drawn = 𝑚. =
2 2
2. A woman with 𝒎 keys with her, wants to open the door of her house by trying the keys
independently and randomly one by one. Find the mean and the variance of the no. of
trials required to open the door if unsuccessful keys are kept aside.
[M16/MechCivil/6M]
Solution:
Let 𝑋 denote the no. of keys and the probability for any key being selected out of the total
m keys is 1/m
𝑋 1 2 3 4 ….. m
𝑃(𝑋 = 𝑥) 1/m 1/m 1/m 1/m ….. 1/m
1 1 1 1
𝐸(𝑋) = ∑ 𝑝. 𝑥 = . 1 + . 2 + . 3 + ⋯ … … . + . 𝑚
𝑚 𝑚 𝑚 𝑚
1
𝐸(𝑋) = (1 + 2 + 3 + ⋯ . . +𝑚)
𝑚
1 𝑚(𝑚+1) 𝑚+1
𝐸(𝑋) = . =
𝑚 2 2
𝑚+1
∴mean is
2
2) 1 1 1 1
𝐸(𝑋 = ∑ 𝑝𝑥 2 = . 12 + . 22 + . 32 + ⋯ … . . + . 𝑚2
𝑚 𝑚 𝑚 𝑚 AR
3. Find the expectation of (i) the sum (ii) the product of the number of points on the throw
of 𝒏 dice.
[N18/Elect/6M]
Solution:
Let 𝑋 denote the number of points on any die.
1 1 1 1 1 1
𝐸(𝑋) = ∑ 𝑝 𝑥 = . 1 + . 2 + . 3 + . 4 + . 5 + . 6
6 6 6 6 6 6
7
𝐸(𝑋) =
2
Thus, expectation of the sum of n dice is given by,
7 7𝑛
𝐸(𝑆) = 𝑛. =
2 2
Thus, expectation of product of n dice is given by,
7 7 7 7 𝑛
𝐸(𝑃) = . . … … . . 𝑛 𝑡𝑖𝑚𝑒𝑠 = ( )
2 2 2 2
4. There are 10 counters in a bag, 6 of which are 5 rupees each while the remaining 4 are
equal, but unknown value. If the expectation of drawing a single counter at random is 4
rupees, find the unknown value.
[N15/MechCivil/5M]
Solution:
Let the unknown counter be of value 𝑦 rupees.
Total Counters = 6 of 5 rupees + 4 of 𝑦 rupees = 10
Let 𝑋 denote the value on the counters
𝑋 5 𝑦
6 4
𝑃(𝑋) AR
10 10
5. Find the expectation of number of failures preceding the first success in an infinite series
of independent trials with constant probabilities p & q of success and failure respectively
[N17/CompIT/6M][M22/Extc/2M]
Solution:
We have the following probability distribution
𝑋 : 0 1 2 3 ….
2 3
𝑃(𝑋 = 𝑥) : 𝑝 𝑞𝑝 𝑞 𝑝 𝑞 𝑝 ….
Since, we may get success in the first trial where the number of failures 𝑋 = 0 and the
probability is 𝑝, we may get success in the second trial when the number of failures 𝑋 = 1
and the probability is 𝑞𝑝 and so on.
𝐸(𝑥) = ∑ 𝑝𝑖 𝑥𝑖
= 𝑝(0) + 𝑞𝑝(1) + 𝑞 2 𝑝(2) + 𝑞 3 𝑝(3) + ⋯ …
= 𝑞𝑝[1 + 2𝑞 + 3𝑞 2 + ⋯ . ]
= 𝑞𝑝[1 − 𝑞]−2
= 𝑞𝑝[𝑝]−2
𝑞
=
𝑝
6. A person draws 3 balls from a bag containing 7 blue, 5 yellow, 3 purple balls. He is offered
Rs. 7, Rs, 5, Rs. 3 if he draws 3 balls of same colour, 2 balls of same colour, 1 ball of each
colour respectively. Find his expectation.
[M22/MechCivil/5M]
Solution:
Let 𝑋 denote the amount offered when number of balls is drawn
𝑋 Description 𝑃(𝑋)
7 3 blue or 3 yellow or 3 purple 7𝐶3 5𝐶3 3𝐶3 46
+ + =
15𝐶3 15𝐶3 15𝐶3 455
5 2 blue or 2 yellow or 2 purple 7𝐶2×8𝐶1 5𝐶2×10𝐶1 3𝐶2×12𝐶1 304
+ + =
15𝐶3 15𝐶3 15𝐶3 455
3 1 blue 1 yellow 1 purple 7𝐶1×5𝐶1×3𝐶1 3
=
15𝐶3 13
AR
AR