Indian Institute of Space Science and Technology

PROBABILITY AND STATISTICS

MA-311
TUTORIAL - I

1 Basic Problems

1. Consider a set of n elements. A sample of size r is drawn at random with replacement. Find the
probability that no element appears more than once.

2. If n balls are to be randomly placed in n cells, find the probability that each cell will be occupied.

3. Consider the random distribution of r balls in n cells. Let Ak be the event that a specified cell has
exactly k balls, k = 0, 1, 2, · · · , r. Find P (Ak ). Assume that the balls once used can be considered
for further distribution.

4. An urn contains R red and W white marbles. Marbles are drawn from the urn one after another
without replacement. Let Ak be the event that a red marble is drawn for the first time on the k th
draw. Find P (Ak ).

5. In a population of N elements, R are red and W = N − R are white. A group of n elements

is selected at random. Find the probability that the groups so chosen will contain exactly r red
elements.

6. An urn contains five white and four black balls. Four balls are transfered to a second urn. A ball
is then drawn from this urn. Find the probability that it is black.

7. A slip of paper is given to person A, who marks it with either a plus or a minus sign; the probability
of his writing a plus sign is 31 . A passes the slip to B, who may either leave it alone or change
the sign before passing it to C. Next, C passes the slip to D, after perhaps changing the sign.
The referee sees a plus sign on the slip. It is known that B, C, and D each change the sign with
probability 32 . Find the probability that A originally wrote a plus.

8. A biased coin with probability p, 0 < p < 1, of success(heads) is tossed until for the first time the
same result occurs three times in succession. Find the probability that the game will end at the
seventh throw.

9. A bag contains 4 white and 5 black balls and another bag contains 3 white and 4 black balls. A
ball is taken from the first bag and without seeing its colour is put in the second bag. A ball is
taken out from the latter. Find the probability that the ball drawn is white.

10. A student A can solve 80 percent of the problems in a question paper and student B can solve 60
percent. If a problem from the question paper is selected at random, what is the probability that
atleast one of them will solve the problem.

2 Conditional Probability, Total Probability and Bayes Theorem

11. An ordinary deck of 52 playing cards is randomly divided into 4 piles of 13 cards each. Compute
the probability that each pile has exactly 1 ace.

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12. A total of n balls are sequentially and randomly chosen, without replacement, from an urn con-
taining r red and b blue balls (n ≤ r + b). Given that k of the n balls are blue, what is the
conditional probability that the first ball chosen is blue?

13. At a certain stage of a criminal investigation, the inspector in charge is 60% convinced of the guilt
of a certain suspect. Suppose, however, that a new piece of evidence which shows that the criminal
has a certain characteristic (such as left-handedness, baldness, or brown hair) is uncovered. If 20%
of the population possesses this characteristic, how certain of the guilt of the suspect should the
inspector now be if it turns out that the suspect has the characteristic? (Ross)

14. Urn-1 initially has n red molecules and urn-2 has n blue molecules. Molecules are randomly
removed from urn-1 in the following manner: After each removal from urn-1, a molecule is taken
from urn-2 (if urn-2 has any molecules) and placed in urn-1. The process continues until all the
molecules have been removed (Thus, there are 2n removals in all). Find P (R), where R is the
event that the final molecule removed from urn-1 is red. (Ross)

15. A plane is missing, and it is presumed that it was equally likely to have gone down in any of 3
possible regions. Let 1βi , i = 1, 2, 3, denote the probability that the plane will be found upon a
search of the ith region when the plane is, in fact, in that region. (The constants βi are called
overlook probabilities, because they represent the probability of overlooking the plane; they are
generally attributable to the geographical and environmental conditions of the regions.) What is
the conditional probability that the plane is in the ith region given that a search of region 1 is
unsuccessful? (Ross)

16. A company has four machines A, B, C and D manufacturing bulbs. The machines A,B,C, and D
produce 50 percent, 25 percent, 15 percent and 10 percent bulbs respectively. The percentage of
defective bulbs produced by the machines A, B, C and D are 2,1,1, and 0.5 respectively. Out of
the output, one bulb is chosen at random. What is the probability that it is defective? Given a
defective product which the most probable machine from which the defective product has come?

17. A laboratory blood test is 95 percent effective in detecting a certain disease when it is, in fact,
present. However, the test also yields a false positive result for 1 percent of the healthy persons
tested (i.e., if a healthy person is tested, then, with prob ability 0.01, the test result will imply
that he or she has the disease). If 0.5 percent of the population actually has the disease, what is
the probability that a person has the disease given that the test result is positive?

18. In answering a question on a multiple-choice test, a student either knows the answer or guesses.
Let p be the probability that the student knows the answer and 1 − p be the probability that the
student guesses. Assume that a student who guesses at the answer will be correct with probability
1/m, where m is the number of multiple-choice alternatives. What is the conditional probability
that a student knew the answer to a question given that he or she answered it correctly?

19. A bin contains 3 different types of disposable flashlights. The probability that a type-1 flashlight
will give over 100 hours of use is 0.7, with the corresponding probabilities for type-2 and type-3
flashlights being 0.4 and 0.3, respectively. Suppose that 20 percent of the flashlights in the bin are
type-1, 30 percent are type-2, and 50 percent are type-3. (Ross)

(a) What is the probability that a randomly chosen flashlight will give more than 100 hours of
use?
(b) Given that a flashlight lasted over 100 hours, what is the conditional probability that it was
a type-j flashlight, j = 1, 2, 3?

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20. When coin A is flipped it comes up heads with probability 1/4 whereas when coin B is flipped it
comes up heads with probability 3/4. Suppose that one of these coins is randomly chosen and is
flipped twice. If both flips land heads, what is the probability that coin B was the one flipped?
(Ross)

21. Suppose E and F are independent events. Show that E and F c are also independent.

22. An infinite sequence of independent trials is to be performed. Each trial results in a success with
probability p and a failure with probability 1p. What is the probability that

(a) at least 1 success occurs in the first n trials?

(b) exactly k successes occur in the first n trials?
(c) all trials result in successes?

3 Random variables and their distributions

1. Does the function

x + 1 −x/θ
f (x) = e if x > 0, and
θ(θ + 1)
= 0 otherwise

where θ > 0 define a pdf? If so, find the expectation of corresponding random variable.

2. Let X be a random variable and a, b are constants. Show that Var(aX + b) = a2 Var(X).

3. Let X ∼ b(n, p). Show that Var(X) = np(1 − p).

4. Let X and Y are independent continuous random variables. Show that E(X +Y ) = E(X)+E(Y ).

5. Let X denote a random variable that takes on any of the values −1, 0, and 1 with respective
probabilities P (X = −1) = 0.2, P (X = 0) = 0.5, P (X = 1) = 0.3. Compute E[X 2 ].

6. Two coins are to be flipped. The first coin will land on heads with probability 0.6, the second with
probability 0.7. Assume that the results of the flips are independent, and let X equal the total
number of heads that result.

(a) Find P (X = 1).

(b) Determine E[X].

7. Suppose that the average number of cars abandoned weekly on a certain highway is 2.2. Find the
probability that there will be

(a) no abandoned cars in the next week

(b) at least 2 abandoned cars in the next week.

8. Let X ∼ p(λ). Show that E[X n ] = λE[(X + 1)n−1 ]. Use this result to compute E[X 3 ].

9. Let X ∼ b(n, p). Show that E(X k ) = np E((Y + 1)k−1 ) where Y ∼ b(n − 1, p).

10. Let X be a random variable with mean µ and standard deviation σ. Show that Y := (X − µ)/σ
has mean 0 and standard deviation 1.

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11. Let X ∼ g(p). Show that P (X = n + k | X > n) = P (X = k) [called the “memoryless” property].

12. Show that an exponential distribution has memoryless property.

13. The amount of time in hours that a computer functions before breaking down is a continuous
x
random variable with probability density function given by f (x) = λe− 100 for x ≥ 0.

(a) Find the value of λ.

(b) Find the mean and standard deviation of the distribution.
(c) What is the probability that a computer will function between 50 and 150 hours before
breaking down?
(d) What is the probability that a computer will function for fewer than 100 hours?

14. A certain typing agency employs 2 typists. The average number of errors per article is 3 when
typed by the first typist and 4.2 when typed by the second. If your article is equally likely to be
typed by either typist, approximate the probability that it will have no errors.

15. The mileage in thousands of kilometers which car owners get with a particular brand of tyre is a
x
1 − 50
random variable having a pdf f (x) = 50 e for x > 0 and zero for x ≤ 0. Find the probability
that a tyre last

(i) atmost 10,000 kms.

(ii) between 15,000 kms to 30,000 kms.

16. A continuous random variable X is distributed over the interval [0, 2] with pdf f (x) = ax2 + bx,
where a and b are constants. If the mean of the distribution is 12 find the values of the constants
a and b.

17. Let X ∼ g(p). Find the pmf of X 2 .

18. Let X ∼ U (−1, 1). Find the pdf of aX + b and X 2 where a > 0.
X −µ
19. Let X ∼ N (µ, σ 2 ). Find the pdf of and X 2 .
σ
20. The density function of a random variable X is given by f (x) = a + bx2 where a, b are constants.
Given that E[X] = 3/5. Find a and b. Also find the pdf of X 2 .

21. Let X be a random variable that takes on values in [0, c], i.e., P (0 ≤ X ≤ c) = 1. Show that
Var(X) ≤ c2 /4. [Hint: Show E(X 2 ) ≤ cE(X) and Var(X) ≤ c2 [α(1 − α)] where cα = E(X)].

22. Let Z be a standard normal random variable. For x > 0 show that

(a) P (Z > x) = P (Z < x)

(b) P (|Z| > x) = 2P (Z > x)
(c) P (|Z| < x) = 2P (Z < x)1

[Hint: Draw the pdf]

23. Let f (x) denote the probability density function of a normal random variable with mean µ and
variance σ 2 . Show that µ − σ and µ + σ are points of inflection of this function. That is, show that
f ′ (x) = 0 when x = µ − σ or x = µ + σ.

24. If X ∼ U (−1, 1), find

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 (a) P (|X| > 12).
(b) the density function of the random variable |X|.

DEFINITION 3.1 Let (X, Y ) is a vector random variable. The covariance between X and Y ,
denoted by Cov(X, Y ), is defined by Cov(X, Y ) = E[(X − E[X]) (Y − E[Y ])].

25. (a) Show that Cov(X, Y ) = E[XY ] − E[X]E[Y ].

(b) Show that Cov(X, X) = Var(X).
(c) Is Cov(aX + b, Y ) = aCov(X, Y ) where a and b are constants?
(d) Let X and Y are independent random variables. Show that Cov(X, Y ) = 0.
26. Let (X, Y ) be jointly distributed with pdf

f (x, y) = 2, 0<x<y<1
= 0, otherwise

Find the marginal and conditional pdfs of X and Y . Are X and Y independent? Compute P (Y ≥
1/2|X = 1/2) and P (X ≥ 1/3 | Y = 2/3).
27. The amount of kerosene, in thousands of litres, in a tank at the beginning of any day is a random
amount Y from which a random amount X is sold during that day. Assume that the tank is
not resupplied during the day and that the joint probability density function of these variables is
f (x, y) = 2, 0 < x < y, 0 < y < 1 and = 0 otherwise.
(a) Determine if X and Y are independent.
(b) Find P ( 41 < X < 1
2 | Y = 34 ).
28. Let X and Y denote the length of life, in years of two components in an electronic system. If the
joint density function of these veriables is f (x, y) = e−(x+y) where x > 0, y > 0. Are X and
Y independent? Find P (0 < X < 1 | Y = 2).
29. The speed of a molecule in a uniform gas at equilibrium is a random variable V whose probability
2
distribution is given by f (v) = kv 2 e−bv , V > 0, = 0 otherwise where k is an appropriate
constant and b depend on the absolute temperature and mass of the molecule. Find the probability
2
distribution of the kinetic energy of the molecule W , where W = mV2 .

DEFINITION 3.2 The multinomial distribution: One of the most important joint distribu-
tions is the multinomial distribution, which arises when a sequence of n independent and identical
experiments is performed.

Suppose that each experiment can result in any one of r possible outcomes, with r respective
X
probabilities p1 , p2 , · · · , pr , pi = 1 If we let Xi denote the number of the n experiments that
i
result in outcome number i, then
n!
P (X = n1 , X = n2 , · · · , Xr nr ) =
n1 !n2 ! · · · nr !
X
where ni = n.
i

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30. The faces of a dice have been coloured. Four faces are coloured white, one face is coloured black
and the other face is coloured red. The dice is thrown four times. Find the probability that the
colours

(i) white, black, red and white appear in the first, second, third and fourth throws respectively.
(ii) red, white,black and black appear in the first, second, third and fourth throws respectively.

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