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Theory of Distribution WorkSheet I

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69 views3 pages

Theory of Distribution WorkSheet I

Uploaded by

minteman2017
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© © All Rights Reserved
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Science College, Department of Statistics

Statistical Theory of Distributions & Inference for Statistics & Data Science Students
Worksheet I-2024
1. I roll a fair die twice and obtain two numbers: X1 = result of the first roll, X2 = result of the
second roll.
a) Find the probability that X2 = 4.
b) Find the probability that X1 + X2 = 7.
c) Find the probability that X1 ≠ 2 and X2 ≥ 4.
2. Consider a random experiment with a sample space S = {1, 2, 3, ⋯}. Suppose that we know:
P(k) = P({k}) = c/3, for k = 1, 2, ⋯ , where c is a constant number. Then
a) Find c.
b) Find P({2, 4, 6}).
c) Find P({3, 4, 5, ⋯}).
3. A professor thinks students who live on campus are more likely to get Grade A in the
probability course. To check this theory, the professor combines the data from the past few
years: 600 students have taken the course, 120 students have gotten Grade A, 200 students
lived on campus, and 80 students lived off campus and got Grade A. Does this data suggest
that "getting Grade A" and "living on campus" are dependent or independent?
4. Let X be a continuous random variable with PDF with f(x) = x + ½ , 0 < x < 1. Then find
E(Xn), where n є ℕ.
5. Let X and Y be two independent random variables. Suppose that we know Var (2X - Y) = 6
and Var(X + 2Y) = 9. Find Var(X) and Var(Y).
6. Let X ∼ Geometric (p), then find E [1/2X].
7. 50 instructors coming in Peda Monday morning. The parking lot has the capacity for 30 cars.
If each instructor has a car with probability ½ (independently from other instructors), what is
the probability that there won't be enough parking spaces for all the cars?
8. There are two coins in a bag. For coin 1, P(H) = ½ and for coin 2, P(H) = 1/3. Your friend
chooses one of the coins at random and tosses it 5 times.

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a) What is the probability of observing at least 3 heads?
b) You ask your friend, did you observe at least three heads?" Your friend replies, yes."
What is the probability that coin 2 was chosen?
9. For each of the following random variables, find P (X > 5), P (2 < X ≤ 6) and P (X > 5/X < 8).
a) X ∼ Geometric(1/5)
b) X ∼ Binomial(10; 1/3)
c) X ∼ P ascal(3; 1/2)
d) X ∼ Hypergeometric(10; 10; 12)
e) X ∼ Poisson(5)
10. In a factory there are 100 units of a certain product, 5 of which are defective. We pick three
units from the 100 units at random.
a) Give an appropriate pmf for this problem
b) What is the probability that exactly one of them is defective?
c) What is the probability that one or more of them is defective?
11. You have a biased coin for which P(H) = p. You toss the coin 20 times. What is the probability
that:
a) You observe 8 heads and 12 tails?
b) You observe more than 8 heads and more than 8 tails?
12. Suppose you take an Exit exam repeatedly. Let Sk be the event that you are successful in your
kth try, and Fk be the event that you fail the Exit exam in your kth try. On your first try, you
have a 50 percent chance of passing the Exit exam (and failing it is 50%). Assume as you take
the Exit exam more often, your chance of failing the Exit exam goes down. In particular, P(Fk)
= ½ p(Fk-1) for k=2, 3, 4, … However, the result of different Exit exams are independent.
Suppose you take the Exit exam repeatedly until you pass it for the first time. Let X be the total
number of tests you take, so X = {1, 2, 3, ⋯}.
a) Find P(X = 1), P(X = 2), P(X = 3).
b) Find a general formula for P(X = k) for k = 1, 2, ⋯.
c) Find the probability that you take the Exit exam more than 2 times.
d) Given that you take the Exit exam more than once, find the probability that you take the
Exit exam exactly twice.

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13. The number of emails that I get in a weekday (Monday through Friday) can be modeled by a
Poisson distribution with an average of 1/6 emails per minute. The number of emails that I
receive on weekends (Saturday and Sunday) can be modeled by a Poisson distribution with an
average of 1/30 emails per minute.
a) What is the probability that I get no emails in an interval of length 4 hours on a Sunday?
b) A random day is chosen (all days of the week are equally likely to be selected), and a
random interval of length one hour is selected on the chosen day. It is observed that I
did not receive any emails in that interval. What is the probability that the chosen day
is a weekday?
14. Let X ∼ Binomial(n; p), then show that the mgf is given by [q +pet]n. {do not use iid Bernoulli}
15. Let X ∼ N(µ; σ2), then show that its density id pdf.
16. Let X ∼ exponential(λ), then find the median of X
17. Let Z ∼ N(0, 1), then find the mgf of 𝑍̅√𝑛.
𝜃2𝑛
18. If X has the pdf of f(x) = Γ(2𝑛) 𝑥 2𝑛−1 𝑒 −𝜃𝑥 , 𝑥 > 0 & 𝜃 > 0.

a) What type of density is it?


b) Find the mgf of X.
c) Use (b) and find the mean and variance of X.

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