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Problem Set 2

Practice Problems

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12 views

Problem Set 2

Practice Problems

Uploaded by

sai venkata krishna
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Indian Institute of Technology Bhilai

CS Core 2: Probability and Statistics


Problem Set 2

November 5, 2024

1. Let X be a random variable with distribution function F . Then find the distribution function for |X|,
aX + b, where a 6= 0, b ∈ R, max{X, 0} and min{X, 0}.
2. Let X be a discrete random variable with p.m.f. P (X = −2) = 15 , P (X = −1) = 16 , P (X = 0) = 15 ,
1 11
P (X = 1) = 15 and P (X = 2) = 30 . Find the p.m.f. and d.f. of Y = X 2 .
3. Let X be a random variable with p.d.f.

 1 , −1 < x < 1,
fX (x) = 2
0, otherwise.

Find the distribution function of Y = max{X, 0}.


4. The random variable X has p.d.f. fX (x) = 21 e−|x| , −∞ < x < ∞. Find the distribution of Y = X 2 .
5. Suppose X have the density function

c(x + 1), −1 < x < 2,
fX (x) =
0, otherwise.

Find the value of c. Hence calculate the p.d.f. and c.d.f. of Y = X 2 .


6. Suppose X have the density function

3x2 , 0 < x < 1,
fX (x) =
0, otherwise.

Find the density function of Y = 40(1 − X).


7. Among the 15 applicants for a job, 9 are women and 6 are men. 5 applicants are randomly selected
from the applicant pool for final interviews. Let X be the number of female applicants among the
final 5. (i) Give the probability mass function for X. (ii) Define Y , the number of male applicants
among the final 5, as a function of X. Find the probability mass function for Y .
8. If X is a random variable such that E(X) = 3 and E(X 2 ) = 13, then determine a lower bound for
P (−2 < X < 8).
e−2t −t 2t 3t
9. Let the random variable X has the m.g.f. M (t) = 8 + e 4 + e8 + e2 . Find the distribution function
of X and find P (X 2 = 4).
10. Let X be a random variable with m.g.f. M (t), −h < t < h
(a) Prove that P (X ≥ a) ≤ e−at M (t), 0 < t < h;
(b) Prove that P (X ≤ a) ≤ e−at M (t), −h < t < 0.

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