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Soln Probability Distribution (Updated 2023)

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0% found this document useful (0 votes)
76 views43 pages

Soln Probability Distribution (Updated 2023)

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ommane1032
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Crescent Academy…….………………………….…..

For Research in Education

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

S.E/Paper Solutions 1 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
1.5<𝑋<4.5
(iv) Find 𝑃 ( )
𝑋>2
−1≤𝑋≤1
(v) Find 𝑃 ( )
−2≤𝑋≤3
Solution:
We know that,
∑ 𝑃(𝑋) = 1
0 + 𝑐 + 2𝑐 + 2𝑐 + 3𝑐 + 𝑐 2 + 2𝑐 2 + 7𝑐 2 + 𝑐 = 1
10𝑐 2 + 9𝑐 − 1 = 0
1
𝑐 = , −1
10
1
We see that 𝑐 = satisfies the necessary condition for a p.d.
10
𝑋 0 1 2 3 4 5 6 7
1 1 1 3 1 1 17
𝑃(𝑋) 0
10 5 5 10 100 50 100
1 17 19
(i) 𝑃(𝑋 ≥ 6) = 𝑃(𝑋 = 6,7) = + = = 0.19
50 100 100
(ii) 𝑃(𝑋 < 6) = 𝑃(𝑋 = 0,1,2,3,4,5) = 1 − 𝑃(𝑋 ≥ 6) = 1 − 0.19 = 0.81
1
(iii) We see that, to find 𝑘 if𝑃(𝑋 ≤ 𝑘) > where 𝑘 is a positive integer
2
Consider,
1 1 1
𝑃(𝑋 ≤ 1) = 𝑃(𝑋 = 0,1) = 0 + = <
10 10 2
1 1 3 1
𝑃(𝑋 ≤ 2) = 𝑃(𝑋 = 0,1,2) = 0 + + = <
10 5 10 2
1 1 1 1
𝑃(𝑋 ≤ 3) = 𝑃(𝑋 = 0,1,2,3) = 0 + + + =
10 5 5 2
1 1 1 3 4 1
𝑃(𝑋 ≤ 4) = 𝑃(𝑋 = 0,1,2,3,4) = 0 + + + + = >
10 5 5 10 5 2
Thus, 𝑘 = 4
1.5<𝑋<4.5 𝑃[(1.5<𝑋<4.5)∩(𝑋>2)] 𝐴 𝑃(𝐴∩𝐵)
(iv) 𝑃 ( )= ∵ 𝑃( ) =
𝑋>2 𝑃(𝑋>2) 𝐵 𝑃(𝐵)
𝑃[(2,3,4)∩(3,4,5,6,7)]
=
𝑃(3,4,5,6,7)
1 3
𝑃(3,4) + 5
5 10
= = 1 3 1 1 17 =
𝑃(3,4,5,6,7) + + + + 7
5 10 100 50 100
−1≤𝑋≤1 𝑃[(−1≤𝑋≤1)∩(−2≤𝑋≤3)]
(v) 𝑃 ( )=
−2≤𝑋≤3 𝑃(−2≤𝑋≤3)
𝑃[(0,1)∩(0,1,2,3)]
=
𝑃(0,1,2,3)
1
𝑃(0,1) 0+ 1
10
= = 1 1 1 =
𝑃(0,1,2,3) 0+ + + 5
10 5 5

AR

S.E/Paper Solutions 2 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
3. A random variable 𝑋 takes values 1,2,3,4 such that
2𝑃(𝑋 = 1) = 3𝑃(𝑋 = 2) = 𝑃(𝑋 = 3) = 5𝑃(𝑋 = 4). Find the probability distribution
and the cumulative distribution function.
[M18/Inst/5M][N18/Biom/5M]
Solution:
Let 2𝑃(𝑋 = 1) = 3𝑃(𝑋 = 2) = 𝑃(𝑋 = 3) = 5𝑃(𝑋 = 4) = 𝑘
𝑘
∴ 𝑃(𝑋 = 1) =
2
𝑘
∴ 𝑃(𝑋 = 2) =
3
∴ 𝑃(𝑋 = 3) = 𝑘
𝑘
∴ 𝑃(𝑋 = 4) =
5
We have,
∑ 𝑃(𝑋) = 1
𝑘 𝑘 𝑘
+ +𝑘+ =1
2 3 5
61
𝑘=1
30
30
𝑘=
61
Thus,
𝑋 : 1 2 3 4
15 10 30 6
𝑃(𝑋) :
61 61 61 61
15 25 55
𝐹(𝑋) : 1
61 61 61

4. A random variable 𝑋 has the following probability function


𝑋 : 1 2 3 4 5 6 7
2 2
𝑃(𝑋) : k 2k 3k 𝑘 𝑘 +𝑘 2𝑘 2 4𝑘 2
𝑋<5
Find (i) 𝑘 (ii) 𝑃(𝑋 < 5) (iii) 𝑃(𝑋 > 5) (iv) 𝑃 ( ) (v) 𝑃(0 < 𝑋 < 6)
2<𝑋≤6
[N18/Inst/8M][M19/Chem/5M] [N19/IT/5M]
Solution:
We have,
∑ 𝑃(𝑋) = 1
𝑘 + 2𝑘 + 3𝑘 + 𝑘 2 + 𝑘 2 + 𝑘 + 2𝑘 2 + 4𝑘 2 = 1
8𝑘 2 + 7𝑘 − 1 = 0
1
𝑘 = −1,
8
1
We see that 𝑘 = satisfies the necessary condition of a pd
8

AR

S.E/Paper Solutions 3 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
Thus,
𝑋 : 1 2 3 4 5 6 7
1 1 3 1 9 1 1
𝑃(𝑋) :
8 4 8 64 64 32 16
1 1 3 1 49
𝑃(𝑋 < 5) = + + + =
8 4 8 64 64
1 1 3
𝑃(𝑋 > 5) = + =
32 16 32
𝑋<5 𝑃[(𝑋<5)∩(2<𝑋≤6)]
𝑃( )=
2<𝑋≤6 𝑃(2<𝑋≤6)
3 1
𝑃[(1,2,3,4)∩(3,4,5,6)] 𝑃(3,4) + 25
8 64
= = = 3 1 9 1 =
𝑃(3,4,5,6) 𝑃(3,4,5,6) + + + 36
8 64 64 32
1 1 3 1 9 29
𝑃(0 < 𝑋 < 6) = + + + + =
8 4 8 64 64 32

5. A random variable 𝑋 has the following probability function


𝑋 : 1 2 3 4 5 6 7
2 2
𝑃(𝑋) : 𝑘 2𝑘 3𝑘 𝑘 𝑘 +𝑘 2𝑘 2 4𝑘 2
Find (i) 𝑘 (ii) 𝑃(𝑋 ≥ 4) (iii) 𝑃(𝑋 < 5)
[M23DSE/CompIT/6M]
Solution:
We have,
∑ 𝑃(𝑋) = 1
𝑘 + 2𝑘 + 3𝑘 + 𝑘 2 + 𝑘 2 + 𝑘 + 2𝑘 2 + 4𝑘 2 = 1
8𝑘 2 + 7𝑘 − 1 = 0
1
𝑘 = −1,
8
1
We see that 𝑘 = satisfies the necessary condition of a pd
8
Thus,
𝑋 : 1 2 3 4 5 6 7
1 1 3 1 9 1 1
𝑃(𝑋) :
8 4 8 64 64 32 16
1 9 1 1 1
𝑃(𝑋 ≥ 4) = 𝑃(𝑋 = 4,5,6,7) = + + + =
64 64 32 16 4
1 1 3 1 49
𝑃(𝑋 < 5) = + + + =
8 4 8 64 64

6. The p.d.f of a random variable 𝑋 is


𝑋 : 0 1 2 3 4 5 6
𝑃(𝑋 = 𝑥) : 𝑘 3𝑘 5𝑘 7𝑘 9𝑘 11𝑘 13𝑘
Find k, 𝑃(𝑋 < 4), 𝑃(3 < 𝑋 ≤ 6), 𝑃(3 < 𝑋 < 6)
[N15/MechCivil/6M][M19/IT/5M][J23/CompIT/6M][M23/CompIT/6M]
Solution: AR

S.E/Paper Solutions 4 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
∑ 𝑝(𝑥) = 1
𝑘 + 3𝑘 + 5𝑘 + 7𝑘 + 9𝑘 + 11𝑘 + 13𝑘 = 1
49𝑘 = 1
1
∴𝑘=
49
𝑋 0 1 2 3 4 5 6
𝑃(𝑋) 1 3 5 7 9 11 13
49 49 49 49 49 49 49
𝑃(𝑋 < 4) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3)
1 3 5 7
= + + +
49 49 49 49
16
∴ 𝑃(𝑋 < 4) =
49
9 11 13
𝑃(3 < 𝑋 ≤ 6) = 𝑃(𝑋 = 4) + 𝑃(𝑋 = 5) + 𝑃(𝑋 = 6) = + +
49 49 49
33
∴ 𝑃(3 < 𝑋 ≤ 6) =
49
20
𝑃(3 < 𝑋 < 6) = 𝑃(𝑋 = 4) + 𝑃(𝑋 = 5) =
49

7. The p.d.f of a random variable 𝑋 is


𝑋 : 0 1 2 3 4 5 6
𝑃(𝑋 = 𝑥) : 𝑘 3𝑘 5𝑘 7𝑘 9𝑘 11𝑘 13𝑘
Find 𝑘, 𝑃(3 < 𝑋 ≤ 6)
[M23/Elect/5M]
Solution:
∑ 𝑝(𝑥) = 1
𝑘 + 3𝑘 + 5𝑘 + 7𝑘 + 9𝑘 + 11𝑘 + 13𝑘 = 1
49𝑘 = 1
1
∴𝑘=
49
𝑋 0 1 2 3 4 5 6
𝑃(𝑋) 1 3 5 7 9 11 13
49 49 49 49 49 49 49
9 11 13 33
𝑃(3 < 𝑋 ≤ 6) = 𝑃(𝑋 = 4) + 𝑃(𝑋 = 5) + 𝑃(𝑋 = 6) = + + =
49 49 49 49

8. The p.d.f of a random variable 𝑋 is


𝑋 : 0 1 2 3 4
1
𝑃(𝑋 = 𝑥) : 4𝑘 6𝑘 4𝑘 𝑘
16
Find 𝑘, 𝑃(𝑋 < 4), 𝑃(𝑋 > 3), 𝑃(0 < 𝑋 ≤ 2)
[N19/MechCivil/5M]
Solution:
We have, AR

S.E/Paper Solutions 5 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
∑ 𝑃(𝑋) = 1
1
+ 4𝑘 + 6𝑘 + 4𝑘 + 𝑘 = 1
16
15
15𝑘 =
16
1
𝑘=
16
Thus,
𝑋 : 0 1 2 3 4
1 1 3 1 1
𝑃(𝑋) :
16 4 8 4 16
1 1 3 1 15
𝑃(𝑋 < 4) = + + + =
16 4 8 4 16
1
𝑃(𝑋 > 3) =
16
1 3 5
𝑃(0 < 𝑋 ≤ 2) = + =
4 8 8

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

10. The p.d.f of a random variable 𝑋 is


𝑋 : 0 1 2 3 4 5 6
𝑃(𝑋 = 𝑥) : 𝑘 3𝑘 5𝑘 7𝑘 9𝑘 11𝑘 13𝑘
Find 𝑘
[M22/Elex/2M]
Solution:
∑ 𝑝(𝑥) = 1
𝑘 + 3𝑘 + 5𝑘 + 7𝑘 + 9𝑘 + 11𝑘 + 13𝑘 = 1
49𝑘 = 1
1
∴𝑘=
49

AR

S.E/Paper Solutions 6 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
11. A random variable 𝑋 has probability distribution
𝑋 1 2 3 4 5 6
𝑃(𝑋 = 𝑥) 5k 3k 2k 7k 5k 12k
The value of 𝑘 is
[M22/Chem/2M]
Solution:
We have,
∑ 𝑃(𝑋) = 1
5𝑘 + 3𝑘 + 2𝑘 + 7𝑘 + 5𝑘 + 12𝑘 = 1
34𝑘 = 1
1
𝑘=
34

12. A discrete random variable has the p.d.f given by


𝑋 : −2 −1 0 1 2 3
𝑃(𝑋) : 0.2 𝑘 0.1 2𝑘 0.1 2𝑘
Find 𝑘, mean & variance.
[N15/CompIT/5M][M17/CompIT/6M][M18/Comp/6M][M18/IT/5M]
[N18/MechCivil/6M][N18/Comp/6M][N19/Comp/6M][N19/Inst/5M][M22/Chem/5M]
[N22/Chem/5M]
Find 𝑃(𝑋 ≤ 1), 𝑃(−2 < 𝑋 < 1). Also obtain distribution function of 𝑋.
Solution:
We have,
∑ 𝑝(𝑥) = 1
0.2 + 𝑘 + 0.1 + 2𝑘 + 0.1 + 2𝑘 = 1
0.4 + 5𝑘 = 1
5𝑘 = 0.6
3
∴ 𝑘 = = 0.12
25
The p.d.f becomes,
𝑋 -2 -1 0 1 2 3
𝑃(𝑋) 0.2 0.12 0.1 0.24 0.1 0.24
Mean = 𝐸(𝑋) = ∑ 𝑥 . 𝑝(𝑥)
= (−2)(0.2) + (−1)(0.12) + (0)(0.1) + (1)(0.24) + (2)(0.1) + (3)(0.24)
16
= = 0.64
25
𝐸(𝑋 2 ) = ∑ 𝑥 2 . 𝑝(𝑥)
= (−2)2 (0.2) + (−1)2 (0.12) + (0)2 (0.1) + (1)2 (0.24) + (2)2 (0.1) + (3)2 (0.24)
93
= = 3.72
25
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = 3.72 − (0.64)2 = 3.3104 AR

S.E/Paper Solutions 7 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
13. If the mean of the following p.d. is 16 find m, n and variance.
𝑋 : 8 12 16 20 24
1 1 1
𝑃(𝑋) : 𝑚 𝑛
8 4 12
[N16/MechCivil/5M][M17/MechCivil/5M][N19/Chem/4M][N19/Inst/6M]
Solution:
∑ 𝑝(𝑥) = 1
1 1 1
+𝑚+𝑛+ + =1
8 4 12
13
𝑚 + 𝑛 = ……………(1)
24
Also,
𝐸(𝑋) = 16
∑ 𝑥. 𝑝(𝑥) = 16
1 1 1
8 ( ) + 12𝑚 + 16𝑛 + 20 ( ) + 24 ( ) = 16
8 4 12
12𝑚 + 16𝑛 = 8 ……….(2)
Solving equations (1) & (2), we get
1 3
𝑚 = ,𝑛 =
6 8
Now,
1 1 1
𝐸(𝑋 2 ) = ∑ 𝑥 2 𝑝(𝑥) = 82 ( ) + 122 𝑚 + 162 𝑛 + 202 ( ) + 242 ( ) = 276
8 4 12
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = 276 − 162 = 20

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

S.E/Paper Solutions 8 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
If 𝑋 represent the sum of numbers on the two dice, we get
𝑋 2 3 4 5 6 7 8 9 10 11 12
𝑃(𝑋 = 𝑥) 1 2 3 4 5 6 5 4 3 2 1
36 36 36 36 36 36 36 36 36 36 36
Mean = 𝐸(𝑋) = ∑ 𝑥𝑝(𝑥)
1 2 3 4 5 6 5 4 3 2 1
= 2 ( ) + 3 ( ) + 4 ( ) + 5 ( ) + 6 ( ) + 7 ( ) + 8 ( ) + 9 ( ) + 10 ( ) + 11 ( ) + 12 ( )
36 36 36 36 36 36 36 36 36 36 36
Mean = 7
𝐸(𝑋 2 ) = ∑ 𝑥 2 𝑝(𝑥)
1 2 3 4 5 6 5 4 3 2 1
= 22 ( ) + 32 ( ) + 42 ( ) + 52 ( ) + 62 ( ) + 72 ( ) + 82 ( ) + 92 ( ) + 102 ( ) + 112 ( ) + 122 ( )
36 36 36 36 36 36 36 36 36 36 36
329
𝐸(𝑋 2 ) =
6
329
Variance = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = − 49 = 5.8333
6
Standard deviation = √𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 2.415
𝑃(|𝑋 − 7| ≥ 3) = 𝑃(𝑋 = 2,3,4,10,11,12)
1 2 3 3 2 1 1
= + + + + + =
36 36 36 36 36 36 3
Note:
If 𝑋 = 2 then |𝑋 − 7| = |2 − 7| = |−5| = 5 which is greater than 3
If 𝑋 = 3 then |𝑋 − 7| = |3 − 7| = |−4| = 4 which is greater than 3
If 𝑋 = 4 then |𝑋 − 7| = |4 − 7| = |−3| = 3 which is equal to 3
If 𝑋 = 5 then |𝑋 − 7| = |5 − 7| = |−2| = 2 which is not greater than 3
If 𝑋 = 6 then |𝑋 − 7| = |6 − 7| = |−1| = 1 which is not greater than 3
If 𝑋 = 7 then |𝑋 − 7| = |7 − 7| = |0| = 0 which is not greater than 3
If 𝑋 = 8 then |𝑋 − 7| = |8 − 7| = |1| = 1 which is not greater than 3
If 𝑋 = 9 then |𝑋 − 7| = |9 − 7| = |2| = 2 which is not greater than 3
If 𝑋 = 10 then |𝑋 − 7| = |10 − 7| = |3| = 3 which is equal to 3
If 𝑋 = 11 then |𝑋 − 7| = |11 − 7| = |4| = 5 which is greater than 3
If 𝑋 = 12 then |𝑋 − 7| = |12 − 7| = |5| = 5 which is greater than 3

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

17. Let 𝑋 be a random variable with pdf


−3 6 9 𝑋
1 1 1
𝑃(𝑋)
6 2 3
2
Find mean, variance and also find 𝐸(2𝑋 + 1) Ans. 5.5, 16.25, 94
AR

S.E/Paper Solutions 9 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
18. Find mean and variance of the following distribution
𝑋 1 3 4 5
𝑃(𝑋 = 𝑥) 0.4 0.1 0.2 0.3
[J23/CompIT/6M]
Solution:
Mean = 𝐸(𝑋) = ∑ 𝑥 . 𝑝(𝑥) = (1)(0.4) + (3)(0.1) + (4)(0.2) + (5)(0.3) = 3
𝐸(𝑋 2 ) = ∑ 𝑥 2 . 𝑝(𝑥) = (1)2 (0.4) + (3)2 (0.1) + (4)2 (0.2) + (5)2 (0.3) = 12
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = 12 − (3)2 = 3

19. Find mean and variance for the following distribution.


𝑋 : 8 12 16 20 24
1 1 3 1 1
𝑃(𝑋) :
8 6 8 4 12
[M23DSE/CompIT/6M]
1 1 3 1 1
Mean = 𝐸(𝑋) = ∑ 𝑥 . 𝑝(𝑥) = 8 ( ) + 12 ( ) + 16 ( ) + 20 ( ) + 24 ( ) = 16
8 6 8 4 12
2) 1 1 3 2 1 1
𝐸(𝑋 = ∑ 𝑥 . 𝑝(𝑥) = 82 ( )
2
+ 122 ( )
+ 162 ( ) + 20 ( ) + 2
24 ( ) = 276
8 6 8 4 12
2) [𝐸(𝑋)]2
𝑉(𝑋) = 𝐸(𝑋 − = 276 − (16)2 = 20

20. A discrete random variable 𝑋 has the following distribution


𝑋 0 1 2 3 4 5 6
𝑃(𝑋) 𝑘 15𝑘 8𝑘 7𝑘 5𝑘 3𝑘 𝑘
Find the value of 𝑘 and mean of 𝑋
[M23/Extc/5M]
Solution:
We have,
∑ 𝑝(𝑥) = 1
𝑘 + 15𝑘 + 8𝑘 + 7𝑘 + 5𝑘 + 3𝑘 + 𝑘 = 1
40𝑘 = 1
1
∴𝑘=
40
The p.d.f becomes,
𝑋 0 1 2 3 4 5 6
1 3 1 7 1 3 1
𝑃(𝑋)
40 8 5 40 8 40 40
1 3 1 7 1 3 1
Mean = 𝐸(𝑋) = ∑ 𝑥 . 𝑝(𝑥) = 0 ( ) + 1 ( ) + 2 ( ) + 3 ( ) + 4 ( ) + 5 ( ) + 6 ( )
40 8 5 40 8 40 40
93
=
40

AR

S.E/Paper Solutions 10 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
21. A random variable 𝑋 has the p.d.f given by
𝑋 : −2 −1 0 1 2 3
𝑃(𝑋) : 0.1 𝑘 0.1 2𝑘 0.2 3𝑘
Find 𝑘, mean & variance.
[M22/Extc/5M]
Solution:
We have,
∑ 𝑝(𝑥) = 1
0.1 + 𝑘 + 0.1 + 2𝑘 + 0.2 + 3𝑘 = 1
0.4 + 6𝑘 = 1
6𝑘 = 0.6
∴ 𝑘 = 0.1
The p.d.f becomes,
𝑋 -2 -1 0 1 2 3
𝑃(𝑋) 0.1 0.1 0.1 0.2 0.2 0.3
Mean = 𝐸(𝑋) = ∑ 𝑥 . 𝑝(𝑥)
= (−2)(0.1) + (−1)(0.1) + (0)(0.1) + (1)(0.2) + (2)(0.2) + (3)(0.3)
= 1.2
𝐸(𝑋 = ∑ 𝑥 2 . 𝑝(𝑥)
2)
= (−2)2 (0.1) + (−1)2 (0.1) + (0)2 (0.1) + (1)2 (0.2) + (2)2 (0.2) + (3)2 (0.3)
= 4.2
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = 4.2 − (1.2)2 = 2.76

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

S.E/Paper Solutions 12 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
Now,
𝐸(2𝑋1 + 3𝑋2 − 5) = 2𝐸(𝑋1 ) + 3𝐸(𝑋2 ) − 5 = 2(5) + 3(−2) − 5 = −1
𝑉(𝑋1 + 𝑋2 ) = 𝑉(𝑋1 ) + 𝑉(𝑋2 ) = 5 + 3 = 8
𝑉(3𝑋1 + 2𝑋2 − 5) = 32 𝑉(𝑋1 ) + 22 𝑉(𝑋2 ) = 9(5) + 4(3) = 57
𝑥
26. A random variable 𝑋 has the following pmf – 𝑃(𝑋 = 𝑥) = for 𝑥 = 1,2,3,4,5 find
15
𝐸(𝑋), 𝐸(2𝑋 2 + 1) and 𝐸(3𝑋 + 8) Ans. 3.67, 31, 19

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

Type II: Continuous Random Variable


1. A continuous random variable has the following probability function,
𝑓(𝑥) = 𝑘𝑥 2 , 0 ≤ 𝑥 ≤ 2. Determine 𝑘 and find the probabilities that
(i) 0.2 ≤ 𝑥 ≤ 0.5
3
(ii) 𝑥≥
4
(iii) 𝑥 ≥ 0.75 given that 𝑥 ≥ 0.5
[M22/MTRX/5M] AR

S.E/Paper Solutions 13 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
Solution:
𝑓(𝑥) = 𝑘𝑥 2 , 0 ≤ 𝑥 ≤ 2
We know,
∫ 𝑓(𝑥)𝑑𝑥 = 1
2
∫0 𝑘𝑥 2 𝑑𝑥 = 1
2
𝑘 ∫0 𝑥 2 𝑑𝑥 = 1
2
𝑥3
𝑘[ ] = 1
3 0
8
𝑘 [ − 0] = 1
3
8𝑘
=1
3
3
𝑘=
8
0.5
0.5 0.5 3 3 𝑥3
𝑃(0.2 ≤ 𝑥 ≤ 0.5) = ∫0.2 𝑓(𝑥)𝑑𝑥 = ∫0.2 𝑥 2 𝑑𝑥 = [ ] = 0.0146
8 8 3 0.2
2
3 2 23 3 𝑥3
𝑃 (𝑥 ≥ ) = ∫3 𝑓(𝑥)𝑑𝑥 = ∫3 𝑥 2 𝑑𝑥 = [ ]3 = 0.9473
4 4 4 8 8 3
4
𝑥≥0.75 𝑃[(𝑥≥0.75)∩(𝑥≥0.5)] 𝑃(0.75≤𝑥≤2)
𝑃(𝑥 ≥ 0.75 given that 𝑥 ≥ 0.5) = 𝑃 ( )= =
𝑥≥0.5 𝑃(𝑥≥0.5) 𝑃(0.5≤𝑥≤2)
2
2 3 𝑥3
∫0.758𝑥 2 𝑑𝑥 [ ]
3 0.75 23 −0.753
= 2 3 = 2 = = 0.9623
∫0.58𝑥 2 𝑑𝑥 𝑥3 23 −0.53
[ ]
3 0.5

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

3. Let 𝑋 be a continuous random variable with pdf


𝑓(𝑥) = 𝑎𝑥 , 0≤𝑥≤1
=𝑎 , 1≤𝑥≤2
= −𝑎𝑥 + 3𝑎 , 2 ≤ 𝑥 ≤ 3
= 0 , elsewhere
1 1
Determine the constant 𝑎 and compute 𝑃(𝑋 ≤ 1.5) Ans. ,
A2R 2

S.E/Paper Solutions 14 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
𝑘𝑥 0≤𝑥≤2
4. If the probability density of a random variable is given by 𝑓(𝑥) = { 2𝑘 2≤𝑥≤4
6𝑘 − 𝑘𝑥 4 ≤ 𝑥 ≤ 6
Find (i) 𝑘 (ii) 𝑃(1 ≤ 𝑥 ≤ 3)
[M19/MechCivil/5M]
Solution:
We know that,
∫ 𝑓(𝑥)𝑑𝑥 = 1
2 4 6
∫0 𝑘𝑥𝑑𝑥 + ∫2 2𝑘𝑑𝑥 + ∫4 (6𝑘 − 𝑘𝑥)𝑑𝑥 = 1
2 6
𝑥2 𝑥2
𝑘 [ ] + 2𝑘[𝑥]42 + 𝑘 [6𝑥 − ] =1
2 0 2 4
𝑘[2] + 2𝑘[2] + 𝑘[2] = 1
8𝑘 = 1
1
𝑘=
8
Now,
3
𝑃(1 ≤ 𝑥 ≤ 3) = ∫1 𝑓(𝑥)𝑑𝑥
2
2 3 𝑥2 3𝑘 7𝑘 7
𝑃(1 ≤ 𝑥 ≤ 3) = ∫1 𝑘𝑥𝑑𝑥 + ∫2 2𝑘𝑑𝑥 = 𝑘 [ ] + 2𝑘[𝑥]32 = + 2𝑘 = =
2 1 2 2 16

5. Let 𝑋 be a continuous random variable with probability distribution


𝑥
+𝑘 𝑖𝑓 0 < 𝑥 ≤ 3
𝑃(𝑥) = {6
0 𝑒𝑙𝑠𝑒
Evaluate 𝑘 and find 𝑃(1 ≤ 𝑋 ≤ 2)
[N18/Extc/5M][N19/Elex/6M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
3𝑥
∫0 + 𝑘 𝑑𝑥 = 1
6
3
𝑥2
[ + 𝑘𝑥] = 1
12 0
9
+ 3𝑘 = 1
12
3
3𝑘 =
12
1
∴𝑘=
12
Now,
2
2 2𝑥 1 𝑥2 𝑥 1
𝑃(1 ≤ 𝑋 ≤ 2) = ∫1 𝑓(𝑥)𝑑𝑥 = ∫1 + 𝑑𝑥 = [ + ] =
6 12 12 12 1 3 AR

S.E/Paper Solutions 15 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
6. Let 𝑋 be a continuous r.v. with pdf 𝑓(𝑥) = 𝑘𝑥(1 − 𝑥), 0 ≤ 𝑥 ≤ 1. Find 𝑘 and determine a
number ‘𝑏’ such that 𝑃(𝑋 ≤ 𝑏) = 𝑃(𝑋 ≥ 𝑏)
[M15/MechCivil/5M][M18/N18/Biom/5M][M19/Biom/5M][M19/Inst/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
Now,
𝑃(𝑋 ≤ 𝑏) = 𝑃(𝑋 ≥ 𝑏)
𝑏 1
∫0 𝑓(𝑥)𝑑𝑥 = ∫𝑏 𝑓(𝑥)𝑑𝑥
𝑏 1
∫0 6(𝑥 − 𝑥 2 )𝑑𝑥 = ∫𝑏 6(𝑥 − 𝑥 2 )𝑑𝑥
𝑏 1
𝑥2 𝑥3 𝑥2 𝑥3
6[ − ] = 6[ − ]
2 3 0 2 3 𝑏
3𝑏 − 2𝑏 = (3 − 2) − (3𝑏2 − 2𝑏 3 )
2 3

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

7. Find k if the following function is a probability density function


2)
𝑓(𝑥) = {𝑘(1 − 𝑥 0 < 𝑥 < 1. Also find 𝑃(0.1 < 𝑥 < 0.2) and 𝑃(𝑥 > 0.5)
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
[M19/Elex/6M][M22/Chem/5M]
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
Now, AR

S.E/Paper Solutions 16 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
0.2
0.2 3 2 )𝑑𝑥 3 𝑥3 293
𝑃(0.1 < 𝑥 < 0.2) = ∫0.1 2 (1 −𝑥 = [𝑥 −
2 3 0.1
] =
2000
Also,
1
1 3 2 )𝑑𝑥 3 𝑥3 5
𝑃(𝑥 > 0.5) = ∫0.5 2 (1 −𝑥 = [𝑥 −
2 3 0.5
] =
16

8. Find the value of 𝑘 if the function 𝑓(𝑥) = 𝑘𝑥 2 (1 − 𝑥 3 ), 0 < 𝑥 ≤ 1 and


𝑓(𝑥) = 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 is a probability density function
[M22/MTRX/5M]
Solution:
∫ 𝑓(𝑥)𝑑𝑥 = 1
1
∫0 𝑘(𝑥 2 − 𝑥 5 )𝑑𝑥 = 1
1
𝑥3 𝑥6
𝑘[ − ] =1
3 6 0
1
𝑘[ ] = 1
6
𝑘=6

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

S.E/Paper Solutions 17 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
11. A continuous random variable has the following probability law, 𝑓(𝑥) = 𝑘𝑥 2 , 0 ≤ 𝑥 ≤ 2.
Then the value of 𝑘 is
[M22/MTRX/2M]
Solution:
∫ 𝑓(𝑥)𝑑𝑥 = 1
2
∫0 𝑘𝑥 2 𝑑𝑥 = 1
2
𝑥3
𝑘[ ] = 1
3 0
8
𝑘[ ] = 1
3
3
𝑘=
8

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

18. The probability density function of a random variable 𝑥 is given by


𝑥
𝑓(𝑥) = 𝑘 𝑒 −6 , 0 < 𝑥 < ∞. Find the mean and standard deviation of 𝑥. Ans. 6, 6

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

20. Find 𝐸(𝑋) if 𝑓(𝑥) = 𝑥, 0 ≤ 𝑥 ≤ 1


[M22/Elex/2M]
Solution:
Expectation,
1
1 𝑥3 1
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 2 𝑑𝑥 = [ ] =
3 0 3

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

S.E/Paper Solutions 20 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
22. A continuous random variable has p.d.f 𝑓(𝑥) = 𝑘𝑥 2 , 0 ≤ 𝑥 ≤ 2. Hence, find 𝑘, mean and
𝑃(0.2 < 𝑥 < 0.5)
[N22/Extc/6M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1
2
∫0 𝑘𝑥 2 𝑑𝑥 = 1
2
𝑥3
𝑘[ ] = 1
3 0
8
𝑘[ ] = 1
3
3
𝑘=
8
Mean,
2
2 3 3 𝑥4
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥. 𝑥 2 𝑑𝑥 = [ ] = 1.5
8 8 4 0
0.5
0.5 3 3 𝑥3
𝑃(0.2 < 𝑥 < 0.5) = ∫0.2 𝑥 2 𝑑𝑥 = [ ] = 0.0146
8 8 3 0.2

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

S.E/Paper Solutions 21 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
24. A continuous random variable has p.d.f 𝑓(𝑥) = 6(𝑥 − 𝑥 2 ), 0 ≤ 𝑥 ≤ 1. Find mean and
variance.
[N14/MechCivil/5M][M15/CompIT/6M][N19/Chem/4M]
Solution:
Mean,
1
1 𝑥3 𝑥4 1
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥. 6(𝑥 − 𝑥 2 )𝑑𝑥 = 6 [ − ] =
3 4 0 2
And,
1
1 𝑥4 𝑥5 3
𝐸(𝑥 2 ) = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 2 . 6(𝑥 − 𝑥 2 )𝑑𝑥 = 6 [ − ] =
4 5 0 10
Variance,
3 1 1
𝑉(𝑥) = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2 = − =
10 4 20

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

S.E/Paper Solutions 22 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
1
𝑘[ ] = 1
6
𝑘=6
1
1 𝑥3 𝑥4 1
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥. 6(𝑥 − 𝑥 2 )𝑑𝑥 = 6 [ − ] =
3 4 0 2
1
1 𝑥4 𝑥 5 3
𝐸(𝑥 2 ) = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 2 . 6(𝑥 − 𝑥 2 )𝑑𝑥 = 6 [ − ] =
4 5 0 10
3 1 2 1
𝑉(𝑥) = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2 = −( ) =
10 2 20

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

29. A continuous random variable has p.d.f, 𝑓(𝑥) = 𝑘𝑥 2 (1 − 𝑥 3 ), 0 ≤ 𝑥 ≤ 1 and 𝑓(𝑥) = 0,


otherwise. Find 𝑘 and mean
[N17/MechCivil/5M][M19/Elect/5M]
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
6
𝑘=6
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

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

31. The probability density function of a random variable 𝑋 is 𝑓(𝑥) = 𝑘𝑥 2 (1 − 𝑥 3 ),


0 ≤ 𝑥 ≤ 1. Find 𝑘, expectation and variance
[M18/MechCivil/5M][N18/Inst/6M][M23/CompIT/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
6
𝑘=6
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

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

S.E/Paper Solutions 25 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
0.2
0.2 0.2 3 2 )𝑑𝑥 3 𝑥3
𝑃(0.1 < 𝑥 < 0.2) = ∫0.1 𝑓(𝑥)𝑑𝑥 = ∫0.1 (1 −𝑥 = [𝑥 − ] = 0.1465
2 2 3 0.1
1 1 3
𝑃(𝑥 > 0.5) = 𝑃(0.5 < 𝑥 < 1) = ∫0.5 𝑓(𝑥)𝑑𝑥 = ∫0.5 (1 − 𝑥 2 )𝑑𝑥
2
1
3 𝑥3
𝑃(𝑥 > 0.5) = [𝑥 − ] = 0.3125
2 3 0.5

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

34. A continuous r.v. 𝑋 has p.d.f 𝑓(𝑥) = 𝑘𝑥. 𝑒 −𝑥 , 𝑥 ≥ 0. Find 𝑘, mean


[M18/Elect/5M]
Solution:
We have,
∫ 𝑓(𝑥)𝑑𝑥 = 1

∫0 𝑘𝑥 𝑒 −𝑥 𝑑𝑥 = 1

𝑘 ∫0 𝑒 −𝑥 𝑥 1 𝑑𝑥 = 1

𝑘Γ2 = 1 ∵ ∫0 𝑒 −𝑥 𝑥 𝑛 𝑑𝑥 = Γ(𝑛 + 1)
𝑘(1) = 1
𝑘=1
Mean,
∞ ∞
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 2 𝑒 −𝑥 𝑑𝑥 = ∫0 𝑒 −𝑥 𝑥 2 𝑑𝑥 = Γ3 = 2! = 2

AR

S.E/Paper Solutions 26 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
35. A continuous r.v. 𝑋 has p.d.f𝑓(𝑥) = 𝑘𝑥 2 . 𝑒 −𝑥 , 𝑥 ≥ 0. Find 𝑘, mean & variance.
[N14/CompIT/6M][N18/Elect/5M][N18/MTRX/6M][M22/Extc/5M]
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!
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 3 𝑒 −𝑥 𝑑𝑥 = ∫0 𝑒 −𝑥 𝑥 3 𝑑𝑥 = Γ(4) = =3
2 2 2 2
∞1 1 ∞ 1 4!
𝐸(𝑥 2 ) = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥 = 𝑥 4 𝑒 −𝑥 𝑑𝑥 = ∫0 𝑒 −𝑥 𝑥 4 𝑑𝑥 = Γ(5) =
∫0 2 = 12
2 2 2
2) 2
𝑉(𝑥) = 𝐸(𝑥 − [𝐸(𝑥)] = 12 − 9 = 3

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

S.E/Paper Solutions 27 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
1
𝑘=
25
Expectation,
𝑥
∞ 1
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 2 𝑒 −5 𝑑𝑥
25
𝑥 𝑥 𝑥 ∞
− − −
1 2 𝑒 5 𝑒 5 𝑒 5
𝐸(𝑥) =
25
[𝑥 ( 1 ) − (2𝑥) ( 1 ) + (2) ( 1 )]
− −
5 25 125 0
1 1
𝐸(𝑥) = [0 − 0 + 0 − 0 + 0 − 2 ( 1 )]
25 −
125
𝐸(𝑥) = 10
Probability that on a given day the consumption is more than the expected value is given
by,

𝑃(𝑥 > 𝐸(𝑥)) = 𝑃(𝑥 > 10) = ∫10 𝑓(𝑥)𝑑𝑥
𝑥
∞ 1
= ∫10 𝑥 𝑒 −5 𝑑𝑥
25
𝑥 𝑥 ∞
− −
1 𝑒 5 𝑒 5
=
25
[𝑥 ( 1 ) − (1) ( 1 )]

5 25 10
1 𝑒 −2 𝑒 −2
=
25
[0 − 0 − 10 ( 1 )+( 1 )] = 3𝑒 −2 = 0.406

5 25

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

S.E/Paper Solutions 28 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
39. If a continuous random variable 𝑋 has the following probability density function
−𝑥

𝑓(𝑥) = {𝑘 𝑒 4 𝑓𝑜𝑟 𝑥 > 0 find 𝑘, mean and variance


0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
[N22/CompITAI/6M]
Solution:
∫ 𝑓(𝑥)𝑑𝑥 = 1
−𝑥

∫0 𝑘𝑒 4 𝑑𝑥 = 1
−𝑥 ∞
𝑒4
𝑘[ 1 ] =1

4 0
0 1
𝑘 [ 1 − 1 ]=1
− −
4 4
𝑘 (4) = 1
1
𝑘=
4
𝑥 𝑥 ∞
𝑥 − −
∞1 − 1 𝑒 4 𝑒 4
𝐸(𝑥) = ∫ 𝑥 𝑓(𝑥)𝑑𝑥 = ∫0 4 𝑥𝑒 𝑑𝑥 = [𝑥 (
4 1 ) − 1( 1 2
)]
4 − (− )
4 4 0
1 1 16
𝐸(𝑥) = [(0 − 0) − (0 − 1 )] = =4
4 4
16
𝑥 𝑥 𝑥 ∞
𝑥 − − −
∞1 1 𝑒 4 𝑒 4 𝑒 4
𝐸(𝑥 2)
= ∫ 𝑥 𝑓(𝑥)𝑑𝑥 =2
∫0 4 𝑥 2 𝑒 −4 𝑑𝑥 = [𝑥 ( 2
1 ) − 2𝑥 ( 1 2
)+ 2( 1 3
)]
4 − (− ) (− )
4 4 4 0
1 2 128
𝐸(𝑥 2 ) = [(0 − 0 + 0) − (0 − 0 + 1 )] = = 32
4 4
64
𝑉(𝑥) = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2 = 32 − 16 = 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

S.E/Paper Solutions 29 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
Type III: Moments
1. The first four moments of a distribution about the value 4 are −1.5, 17, −30, 108.
Calculate the moments about mean.
[M14/CompIT/4M]
Solution:
Given that,
𝐴 = 4, 𝜇1′ = −1.5, 𝜇2′ = 17, 𝜇3′ = −30, 𝜇4′ = 108
Now, moments about mean,
𝜇1 = 0
𝜇2 = 𝜇2′ − 2𝜇1′ 𝜇1′ + 𝜇1′2 = (17) − 2(−1.5)2 + (−1.5)2 = 14.75
𝜇3 = 𝜇3′ − 3𝜇2′ 𝜇1′ + 3𝜇1′ 𝜇1′2 − 𝜇1′3
𝜇3 = (−30) − 3(17)(−1.5) + 2(−1.5)3 = 39.75
𝜇4 = 𝜇4′ − 4𝜇3′ 𝜇1′ + 6𝜇2′ 𝜇1′2 − 4𝜇1′ 𝜇1′3 + 𝜇1′4
𝜇4 = (108) − 4(−30)(−1.5) + 6(17)(−1.5)2 − 3(−1.5)4
𝜇4 = 142.3125

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

3. A random variable has the following p.d.f


𝑋 -2 3 1
𝑃(𝑋) 1/3 1/2 1/6
Find the first four raw moments and first four central moments.
Ans. 1, 6, 11, 46 & 0, 5, −5, 35

4. A random variable 𝑋 has the following p.d.:


𝑋 0 1 2 3
𝑃(𝑋 = 𝑥) 1/6 1/3 1/3 1/6
Find (i) first four raw moments (ii) first four central moments
3 19 15 115 11 83
Ans. , , , , 0, , 0,
2 6 2 6 12 48

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

S.E/Paper Solutions 30 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
Type IV: Moment generating function
1. If 𝑋 denotes the outcome when a fair die is tossed, find m.g.f. of 𝑋 and hence, find the
mean and variance.
[M18/Comp/4M][N19/Inst/6M] [M23/CompIT/6M]
Solution:
The pdf of a fair die tossed is given by,
𝑋 1 2 3 4 5 6
𝑃(𝑋 = 𝑥) 1 1 1 1 1 1
6 6 6 6 6 6
𝑀0 (𝑡) = ∑ 𝑝 𝑒 𝑡𝑥
1 1 1 1 1 1
𝑀0 (𝑡) = 𝑒 𝑡 ( ) + 𝑒 2𝑡 ( ) + 𝑒 3𝑡 ( ) + 𝑒 4𝑡 ( ) + 𝑒 5𝑡 ( ) + 𝑒 6𝑡 ( )
6 6 6 6 6 6
1 𝑡 2𝑡 6𝑡 ]
𝑀0 (𝑡) = [𝑒 +𝑒 + ⋯…….𝑒
6
𝑑 𝑒𝑡 2𝑒 2𝑡 3𝑒 3𝑡 4𝑒 4𝑡 5𝑒 5𝑡 6𝑒 6𝑡 7
𝜇1′ = [ 𝑀0 (𝑡)] =[ + + + + + ] =
𝑑𝑡 𝑡=0 6 6 6 6 6 6 𝑡=0 2
7
Mean =
2
𝑑2 𝑒𝑡 4𝑒 2𝑡 9𝑒 3𝑡 16𝑒 4𝑡 25𝑒 5𝑡 36𝑒 6𝑡 91
𝜇2′ = [ 2
𝑀0 (𝑡)] =[ + + + + + ] =
𝑑𝑡 𝑡=0 6 6 6 6 6 6 𝑡=0 6
2 91 7 2 35
Variance = 𝜇2′ − 𝜇1′ = −( ) =
6 2 12

2. A random variable has the following p.d.f


𝑋 -2 3 1
𝑃(𝑋) 1/3 1/2 1/6
Find the m.g.f and hence find first four central moments.
[M15/CompIT/4M][M19/Elect/6M]
Solution:
1 1 1 𝑒 −2𝑡 𝑒 3𝑡 𝑒𝑡
𝑀0 (𝑡) = ∑ 𝑝 𝑒 𝑡𝑥 = 𝑒 −2𝑡 ( ) + 𝑒 3𝑡 ( ) + 𝑒 𝑡 ( ) = + +
3 2 6 3 2 6
𝑑 2𝑒 −2𝑡 3𝑒 3𝑡 𝑒𝑡
𝜇1′ = [ 𝑀0 (𝑡)] = [− + + ] =1
𝑑𝑡 𝑡=0 3 2 6 𝑡=0
Mean = 1
Thus, M.g.f. about mean,
𝑀𝑥 (𝑡) = ∑ 𝑝𝑒 𝑡(𝑥−𝑥) = ∑ 𝑝 𝑒 𝑡(𝑥−1)
1 1 1
𝑀𝑥 (𝑡) = 𝑒 𝑡(−2−1) ( ) + 𝑒 𝑡(3−1) ( ) + 𝑒 𝑡(1−1) ( )
3 2 6
𝑒 −3𝑡 𝑒 2𝑡 1
𝑀𝑥 (𝑡) = + +
3 2 6
Thus,
𝑑 3𝑒 −3𝑡 2𝑒 2𝑡
𝜇1 = [ 𝑀𝑥 (𝑡)] = [− + ] =0
𝑑𝑡 𝑡=0 3 2 𝑡=0 AR

S.E/Paper Solutions 31 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
𝑑2 9𝑒 −3𝑡 4𝑒 2𝑡
𝜇2 = [ 2
𝑀𝑥 (𝑡)] =[ + ] =5
𝑑𝑡 𝑡=0 3 2 𝑡=0
𝑑3 27𝑒 −3𝑡 8𝑒 2𝑡
𝜇3 = [ 𝑀𝑥 (𝑡)] = [− + ] = −5
𝑑𝑡 3 𝑡=0 3 2 𝑡=0
𝑑4 81𝑒 −3𝑡 16𝑒 2𝑡
𝜇4 = [ 4
𝑀𝑥 (𝑡)] =[ + ] = 35
𝑑𝑡 𝑡=0 3 2 𝑡=0

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

S.E/Paper Solutions 32 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
1
𝑀0 (𝑡) = ∑ . 𝑒 𝑡𝑥
2𝑥
𝑒𝑡 𝑒 2𝑡 𝑒 3𝑡 𝑒 4𝑡
𝑀0 (𝑡) = + + + + ⋯ ….
2 22 23 24
𝑒𝑡 𝑒𝑡 𝑒 2𝑡 𝑒 3𝑡 𝑒 4𝑡
𝑀0 (𝑡) = [1 + + + + + ⋯…]
2 2 22 23 24
−1
𝑒𝑡 𝑒𝑡
𝑀0 (𝑡) = [1 − ]
2 2
𝑡 𝑡 −1
𝑒 2−𝑒
𝑀0 (𝑡) = [ ]
2 2
𝑒𝑡 2
𝑀0 (𝑡) = [ ]
2 2−𝑒 𝑡
𝑒𝑡
𝑀0 (𝑡) =
2−𝑒 𝑡
𝑑 (2−𝑒 𝑡 )(𝑒 𝑡)−𝑒 𝑡 (−𝑒 𝑡 ) 2𝑒 𝑡
𝜇1′ = [ 𝑀0 (𝑡)] =[ (2−𝑒 𝑡 )2
] = [(2−𝑒 𝑡)2] =2
𝑑𝑡 𝑡=0 𝑡=0 𝑡=0
Mean = 2
2
𝑑2 (2−𝑒 𝑡) (2𝑒 𝑡 )−(2𝑒 𝑡 )(2(2−𝑒 𝑡 )(−𝑒 𝑡 ))
𝜇2′ =[ 𝑀0 (𝑡)] =[ ] =6
𝑑𝑡 2 𝑡=0 (2−𝑒 𝑡 )4
𝑡=0
2
Variance = 𝜇2′ − 𝜇1′ =6− (2)2 =2

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

S.E/Paper Solutions 33 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
2𝑘 2
𝜇2′ = [(𝑘−𝑡)3] =
𝑡=0 𝑘2
2 2 1 2 1
Variance = 𝜇2′ − 𝜇1′ = −( ) = 2
𝑘2 𝑘 𝑘

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

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∞1 1 ∞ 1 4!
And, 𝐸(𝑥 2 ) = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 4 𝑒 −𝑥 𝑑𝑥 = ∫0 𝑒 −𝑥 𝑥 4 𝑑𝑥 = Γ(5) = = 12
2 2 2 2
Variance,
𝑉(𝑥) = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2 = 12 − 9 = 3
Now, m.g.f
𝑀0 (𝑡) = ∫ 𝑓(𝑥)𝑒 𝑡𝑥 𝑑𝑥
∞1
𝑀0 (𝑡) = ∫0 𝑥 2 𝑒 −𝑥 𝑒 𝑡𝑥 𝑑𝑥
2
1 ∞ 2 −(1−𝑡)𝑥
𝑀0 (𝑡) = ∫ 𝑥 𝑒 𝑑𝑥
2 0
Put (1 − 𝑡)𝑥 = 𝑦
𝑦
𝑥=
1−𝑡
𝑑𝑦
𝑑𝑥 =
1−𝑡
1 ∞ 𝑦2 −𝑦 𝑑𝑦
𝑀0 (𝑡) = ∫ 2
. 𝑒 .
2 0 (1−𝑡) 1−𝑡
1 ∞ −𝑦 2
𝑀0 (𝑡) = ∫ 𝑒 𝑦 𝑑𝑦
2(1−𝑡)3 0
1 ∞
𝑀0 (𝑡) = . Γ3 since, ∫0 𝑒 −𝑥 𝑥 𝑛 𝑑𝑥 = Γ(𝑛 + 1)
2(1−𝑡)3
1
𝑀0 (𝑡) = . 2!
2(1−𝑡)3
1
𝑀0 (𝑡) = (1−𝑡)3
Now, cdf
𝑥
𝐹(𝑥) = ∫0 𝑓(𝑥)𝑑𝑥
𝑥1
𝐹(𝑥) = ∫0 𝑥 2 𝑒 −𝑥 𝑑𝑥
2
1 𝑒 −𝑥 𝑒 −𝑥 𝑒 −𝑥 𝑥
𝐹(𝑥) = [𝑥 2 ( ) − (2𝑥) ( ) + (2) ( )]
2 −1 1 −1 0
1
𝐹(𝑥) = [−𝑥 2 𝑒 −𝑥 − 2𝑥𝑒 −𝑥 − 2𝑒 −𝑥 + 2𝑒 0 ]
2
1
𝐹 (𝑥 ) = [−𝑥 2 𝑒 −𝑥 − 2𝑥𝑒 −𝑥 − 2𝑒 −𝑥 + 2]
2
Also,
1
𝑃(0 < 𝑥 < 1) = ∫0 𝑓(𝑥)𝑑𝑥
11
= ∫0 𝑥 2 𝑒 −𝑥 𝑑𝑥
2
1 𝑒 −𝑥 𝑒 −𝑥 𝑒 −𝑥 1
= [𝑥 2 ( ) − (2𝑥) ( ) + (2) ( −1 )]
2 −1 1 0
1
= [−𝑒 −1 − 2𝑒 −1
− 2𝑒−1
+ 2]
2
1
= [2 − 5𝑒 −1 ]
2
= 0.0803
AR

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Crescent Academy…….………………………….…..For Research in Education
10. If 𝑋 denotes the outcome when a fair die is tossed, find m.g.f. of 𝑋 about the origin and
hence, find the first two moments about the origin
[N18/Elex/4M]
Solution:
The pdf of a fair die tossed is given by,
𝑋 1 2 3 4 5 6
𝑃(𝑋 = 𝑥) 1 1 1 1 1 1
6 6 6 6 6 6
𝑀0 (𝑡) = ∑ 𝑝 𝑒 𝑡𝑥
1 1 1 1 1 1
𝑀0 (𝑡) = 𝑒 𝑡 ( ) + 𝑒 2𝑡 ( ) + 𝑒 3𝑡 ( ) + 𝑒 4𝑡 ( ) + 𝑒 5𝑡 ( ) + 𝑒 6𝑡 ( )
6 6 6 6 6 6
1 𝑡 2𝑡 6𝑡 ]
𝑀0 (𝑡) = [𝑒 +𝑒 + ⋯…….𝑒
6
𝑑 𝑒𝑡 2𝑒 2𝑡 3𝑒 3𝑡 4𝑒 4𝑡 5𝑒 5𝑡 6𝑒 6𝑡 7
𝜇1′ = [ 𝑀0 (𝑡)] =[ + + + + + ] =
𝑑𝑡 𝑡=0 6 6 6 6 6 6 𝑡=0 2
𝑑2 𝑒𝑡 4𝑒 2𝑡 9𝑒 3𝑡 16𝑒 4𝑡 25𝑒 5𝑡 36𝑒 6𝑡 91
𝜇2′ = [ 𝑀0 (𝑡)] =[ + + + + + ] =
𝑑𝑡 2 𝑡=0 6 6 6 6 6 6 𝑡=0 6

11. A random variable has the following p.d.f


𝑋 -2 3 1
𝑃(𝑋) 1/3 1/2 1/6
Find the m.g.f and hence find first four moments about the origin
[N19/Extc/8M]
Solution:
1 1 1 𝑒 −2𝑡 𝑒 3𝑡 𝑒𝑡
𝑀0 (𝑡) = ∑ 𝑝 𝑒 𝑡𝑥 = 𝑒 −2𝑡 ( ) + 𝑒 3𝑡 ( ) + 𝑒 𝑡 ( ) = + +
3 2 6 3 2 6
𝑑 2𝑒 −2𝑡 3𝑒 3𝑡 𝑒𝑡
𝜇1′ = [ 𝑀0 (𝑡)] = [− + + ] =1
𝑑𝑡 𝑡=0 3 2 6 𝑡=0
𝑑2 4𝑒 −2𝑡 9𝑒 3𝑡 𝑒𝑡
𝜇2′ = [ 2
𝑀0 (𝑡)] =[ + + ] =6
𝑑𝑡 𝑡=0 3 2 6 𝑡=0
𝑑3 −8𝑒 −2𝑡 27𝑒 3𝑡 𝑒𝑡
𝜇3′ = [ 𝑀0 (𝑡)] =[ + + ] = 11
𝑑𝑡 3 𝑡=0 3 2 6 𝑡=0
𝑑4 16𝑒 −2𝑡 81𝑒 3𝑡 𝑒𝑡
𝜇4′ = [ 𝑀0 (𝑡)] =[ + + ] = 46
𝑑𝑡 4 𝑡=0 3 2 6 𝑡=0

12. A random variable 𝑋 has the following p.d.:


𝑋 0 1 2 3
1 1 1 1
𝑃(𝑋 = 𝑥)
6 3 3 6
Find m.g.f about the origin and hence find first four raw moments
[M17/CompIT/4M]
Solution:
AR

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Crescent Academy…….………………………….…..For Research in Education
1 1 1 1 1 𝑒𝑡 𝑒 2𝑡 𝑒 3𝑡
𝑀0 (𝑡) = ∑ 𝑝 𝑒 𝑡𝑥 = 𝑒 0𝑡 ( ) + 𝑒 𝑡 ( ) + 𝑒 2𝑡 ( ) + 𝑒 3𝑡 ( ) = + + +
6 3 3 6 6 3 3 6
𝑑 𝑒𝑡 2𝑒 2𝑡 3𝑒 3𝑡 3
𝜇1′ = [ 𝑀0 (𝑡)] =[ + + ] =
𝑑𝑡 𝑡=0 3 3 6 𝑡=0 2
𝑑2 𝑒𝑡 4𝑒 2𝑡 9𝑒 3𝑡 19
𝜇2′ = [ 𝑀0 (𝑡)] =[ + + ] =
𝑑𝑡 2 𝑡=0 3 3 6 𝑡=0 6
𝑑3 𝑒𝑡 8𝑒 2𝑡 27𝑒 3𝑡 15
𝜇3′ = [ 𝑀0 (𝑡)] =[ + + ] =
𝑑𝑡 3 𝑡=0 3 3 6 𝑡=0 2
𝑑4 𝑒𝑡 16𝑒 2𝑡 81𝑒 3𝑡 115
𝜇4′ = [ 𝑀0 (𝑡)] =[ + + ] =
𝑑𝑡 4 𝑡=0 3 3 6 𝑡=0 6

13. A random variable 𝑋 has the following p.d.:


𝑋 0 1 2 3
𝑃(𝑋 = 𝑥) 1/6 1/3 1/3 1/6
Find m.g.f about the origin and hence find first two raw moments and hence the variance
[M18/Elect/6M]
Solution:
It is given that
𝑋 0 1 2 3
𝑃(𝑋 = 𝑥) 1/6 1/3 1/3 1/6
𝑀0 (𝑡) = ∑ 𝑝 𝑒 𝑡𝑥
1 1 1 1
𝑀0 (𝑡) = 𝑒 0𝑡 ( ) + 𝑒 𝑡 ( ) + 𝑒 2𝑡 ( ) + 𝑒 3𝑡 ( )
6 3 3 6
1 𝑒𝑡 𝑒 2𝑡 𝑒 3𝑡
𝑀0 (𝑡) = + + +
6 3 3 6
𝑑 𝑒𝑡 2𝑒 2𝑡 3𝑒 3𝑡 3
𝜇1′ = [ 𝑀0 (𝑡)] = [0 + + + ] =
𝑑𝑡 𝑡=0 3 3 6 𝑡=0 2
3
Mean =
2
𝑑2 𝑒𝑡 4𝑒 2𝑡 9𝑒 3𝑡 19
𝜇2′ =[ 2
𝑀0 (𝑡)] =[ + + ] =
𝑑𝑡 𝑡=0 3 3 6 𝑡=0 6
2 19 3 2 11
Variance = 𝜇2′ − 𝜇1′ = −( ) =
6 2 12

14. Find the MGF of a random variable 𝑋 whose p.m.f is given by


𝑥 0 1 2 3
𝑃(𝑥) 1/18 1/9 5/18 10/18
Hence find mean and variance of 𝑋
[M23/MechCivil/6M]
Solution:
It is given that
AR

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Crescent Academy…….………………………….…..For Research in Education
𝑥 0 1 2 3
𝑃(𝑥) 1/18 1/9 5/18 10/18
𝑡𝑥
𝑀0 (𝑡) = ∑ 𝑝 𝑒
1 1 5 10
𝑀0 (𝑡) = 𝑒 0𝑡 ( ) + 𝑒 𝑡 ( ) + 𝑒 2𝑡 ( ) + 𝑒 3𝑡 ( )
18 9 18 18
1+2𝑒 𝑡 +5𝑒 2𝑡+10𝑒 3𝑡
𝑀0 (𝑡) =
18
𝑑 0+2𝑒 𝑡 +10𝑒 2𝑡+30𝑒 3𝑡 7
𝜇1′ = [ 𝑀0 (𝑡)] =[ ] =
𝑑𝑡 𝑡=0 18 𝑡=0 3
3
Mean =
2
𝑑2 2𝑒 𝑡 +20𝑒 2𝑡+90𝑒 3𝑡 56
𝜇2′ =[ 2
𝑀0 (𝑡)] =[ ] =
𝑑𝑡 𝑡=0 18 𝑡=0 9
2 56 7 2 7
Variance = 𝜇2′ − 𝜇1′ = −( ) =
9 3 9

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

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Crescent Academy…….………………………….…..For Research in Education
3
16. A random variable has the m.g.f. 𝑀𝑥 (𝑡) = . Find mean and variance
3−𝑡
[N22/MechCivil/6M]
Solution:
3
𝑀0 (𝑡) =
3−𝑡
𝑑 1
𝜇1′ = [ 𝑀0 (𝑡)] = [3 (− (3−𝑡)2) (−1)]
𝑑𝑡 𝑡=0 𝑡=0
3 1
𝜇1′ = [(3−𝑡)2 ] =
𝑡=0 3
1
Mean =
3
𝑑2 2
𝜇2′ =[ 𝑀0 (𝑡)] = [3 (− (3−𝑡)3) (−1)]
𝑑𝑡 2 𝑡=0 𝑡=0
6 2
𝜇2′ = [(3−𝑡)3] =
𝑡=0 9
2 2 1 2 1
Variance = 𝜇2′ − 𝜇1′ = −( ) =
9 3 9

AR

S.E/Paper Solutions 39 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
Theory
1. A box contains 𝟐𝒏 tickets among which 𝒏𝑪𝒊 tickets bear the number
𝒊 = 𝟎, 𝟏, 𝟐, 𝟑, … … . . , 𝒏. A group of 𝒎 tickets are drawn. What is the expectation of their
numbers?
[M18/Inst/6M]
Solution:
Let 𝑋 be a random variable which can take values 0,1,2,….n with probabilities
𝑛 𝑛 𝑛
𝐶0 𝐶1 𝐶2
, , , … ..
2𝑛 2𝑛 2𝑛

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

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Crescent Academy…….………………………….…..For Research in Education
1
𝐸(𝑋 2 ) = (12 + 22 + 32 + ⋯ … . +𝑚2 )
𝑚
1 𝑚(𝑚+1)(2𝑚+1) 2𝑚2 +3𝑚+1
𝐸(𝑋 2 ) = . ( )=
𝑚 6 6
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2
2𝑚2 +3𝑚+1 𝑚+1 2
𝑉(𝑋) = −[ ]
6 2
2𝑚2 +3𝑚+1 𝑚2 +2𝑚+1
𝑉(𝑋) = −
6 4
8𝑚2 +12𝑚+4−6𝑚2 −12𝑚−6
𝑉(𝑋) =
24
2𝑚2 −2
𝑉(𝑋) =
24
𝑚2 −1
𝑉(𝑋) =
12
𝑚2 −1
∴variance is
12

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

S.E/Paper Solutions 41 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
Now,
𝐸(𝑋) = 4 (given)
𝐸(𝑋) = ∑ 𝑥 𝑝(𝑥)
6 4
5( ) + 𝑦( ) = 4
10 10
30 + 4𝑦 = 40
4𝑦 = 10
𝑦 = 2.5

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

S.E/Paper Solutions 42 By: Kashif Shaikh


Crescent Academy…….………………………….…..For Research in Education
𝐸(𝑋) = ∑ 𝑥 𝑃(𝑥)
46 304 3
= 7. ( ) + 5. ( ) + 3. ( )
455 455 13
2157
= = 4.7406
455

AR

S.E/Paper Solutions 43 By: Kashif Shaikh

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