Estadística i Mesuraments en Automoció

2 – Variable aleatòria

Random Variable exercises

Problem 1
What is the image or set of values of the real line that the following Random Variables can take:
(a) X = "number of heads obtained when throwing five coins"
(b) X = "number of times a dice must be thrown until an even result is obtained"
(c) X = "number of people with glasses of a group of 30 people"

Solution
(a) For the first section, we see that throwing five coins may result in one, two, three, four, five, or
any head. So, the image is
X(W) = {0,1,2,3,4,5}.

(b) We observe that, a priori, we cannot ensure that we get any even result with a finite number of
runs, that is, it could be the case that it never came out. Therefore, the route is the set of natural
numbers N.

(c) The image of this random variable are all integers from 0 to 30. There may not be anyone
wearing glasses, there may be one, two, three, etc.
 Estadística i Mesuraments en Automoció
2 – Variable aleatòria

Problem 2
The probability function of a random variable X is
2𝑝, 𝑥=1
𝑝, 𝑥=2
𝑓(𝑥) = {
4𝑝, 𝑥=3
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
where 𝑝 is a constant.

(a) Determine 𝑝
(b) Calculate P(0 ≤ X < 3) and P(X > 1).

Solution
(a) In order to determine 𝑝, we should remember that a discrete random variable must satisfy that
∑ 𝑃(𝑋 = 𝑘) = 1
𝑘∈𝜒(Ω)
In our case, this means that
P(X = 1) + P(X = 2) + P(X = 3) = f (1)+ f (2)+ f (3) = 2p + p+4p = 7p = 1

⇒ p =1/7

(b) Once the distribution is known, we can now calculate the required probabilities. We have that
P(0 ≤ X < 3) = P(X = 1) + P(X = 2) = 3/7
P(X > 1) = P(X = 2) + P(X = 3) = 5/7
 Estadística i Mesuraments en Automoció
2 – Variable aleatòria

Problem 3
Consider the experiment of rolling a six-sided dice until a 1 comes out. We denote by X the number
of times we have had to throw the dice. That is, X = 6 means that we have had to throw the dice six
times and, therefore, we have first five different numbers of 1 and, in the sixth, we have a 1.
Calculate:

(a) The probability of having to throw once and the probability of having to throw five times
(b) The probability of having to pull i times
Solution

(a) The probability P(X = 1) means that it comes out a 1 in the first run. As the dice is not biased, we
assume that each result is comparable, so
P(X = 1) = 1 / 6.

The probability P(X = 5) means that four results other than 1 have come out and the result of the
fifth roll is a 1. As the dice is not biased, we get that

P(X = 5) = 5/6 · 5/6 · 5/6 · 5/6 · 1/6 = (5/6)4 · 1/6 ≈ 0.0803

(b) From the previous section, we deduce that

P(X = i) = (5/6)i · 1/6, i=1,2,3,....

That is, the probability of getting i-1 different numbers than 1 and a 1 in roll i.
Random variables that follow a distribution of this style are called geometric variables.
 Estadística i Mesuraments en Automoció
2 – Variable aleatòria

Problem 4
Let X be a discrete random variable with probability function P[X = k] = α k, k = 1,2,3,4,5.
(a) Determine the value α so that P is effectively a probability function
(b) Determine the expected value and variance of the X variable.

Solution
(a) For f to be a probability function, it is necessary that P(X ∈ {1,2,3,4,5})=1.
Hence,
P(X ∈ {1,2,3,4,5}) = P(X = 1)+P(X = 2)+P(X = 3)+P(X = 4)+P(X = 5) = 15 α = 1
Therefore,
α = 1 / 15

(b) Applying the definitions of E(X) and VAR(X) we obtain:

5 5
k 11
E(X) = ∑ k · P(X = k) = ∑ k · =
15 3
k=1 k=1

5 5
2
11 2 k 14
VAR(X) = ∑(k − E(X)) · P(X = k) = ∑ (k − ) · =
3 15 9
k=1 k=1
 Estadística i Mesuraments en Automoció
2 – Variable aleatòria

Problem 5
The percent of additive in a type of gasoline is a random variable X with a density function f (x) =
20x3(1−x), for 0 ≤ x ≤ 1, and 0 for the rest of values.
(a) Find the average additive (in percentage)
(b) If profit is given by B = 18+3X, find E(B)

Solution
(a) Finding the average percentage is equivalent to looking for the expected value, that is, to
calculate the expectation. So,

+∞ 1 1
3
𝑥5 𝑥6 1 1 10 2
𝐸(𝑋) = ∫ 𝑥 · 𝑓(𝑥)𝑑𝑥 = ∫ 𝑥 · 20𝑥 (1 − 𝑥)𝑑𝑥 = 20 · [ − ] = 20 · ( − ) = 4 − =
−∞ 0 5 6 0 5 6 3 3

(b) For the linearity properties of expectation (remember that it is a linear operator in the set of
random variables), we have that

𝐸(𝜆𝑋) = 𝜆𝐸(𝑋)

𝐸(𝑋 + 𝑌) = 𝐸(𝑋) + 𝐸(𝑌) ,

then

𝐸(𝐵) = 𝐸(18 + 3𝑋) = 𝐸(18) + 𝐸(3𝑋) = 18 + 3𝐸(𝑋) = 20

 Estadística i Mesuraments en Automoció
2 – Variable aleatòria

Problem 6 [Exam 2021] [2 points]

A company has conducted a study to determine the likelihood of a number of failures occurring in a
day.

Number of failures Probability

0 0.05
1 0.1
2 0.3
3 0.35
4 0.15
5 0.05

[1 point] a) What is the expectation of the number failures in a day?

[0.75 points] b) What is the variance in the number of failures in a day?
[0.25 points] c) What is the standard deviation in the number of failures in a day?

Solution
We perform the calculations with the usual procedure:
Failures (k) Probability P(X=k) k*P(X=k) (k-mu)^2 (k-mu)^2*P(X=k)
0 0.05 0 6.76 0.338
1 0.1 0.1 2.56 0.256
2 0.3 0.6 0.36 0.108
3 0.35 1.05 0.16 0.056
4 0.15 0.6 1.96 0.294
5 0.05 0.25 5.76 0.288

Total 1 2.6 1.34 1.16

Expectation Variance StDev

a) Expectation: 2.6 failures

b) Variance: 1.34
c) Standard deviation: 1.16 failures
 Estadística i Mesuraments en Automoció
2 – Variable aleatòria

Problem 7 [Exam 2021] [2 points]

A grocery retail company has the following information about its customers regarding the number of
monthly purchases.

Number of purchases Proportion of customers

1 0.23
2 0.06
3 0.07
4 0.14
5 0.15
6 0.15
7 0.12
8 0.08

[1 point] a) What is the expectation of the number failures in a day?

[0.75 points] b) What is the variance in the number of failures in a day?
[0.25 points] c) What is the standard deviation in the number of failures in a day?

Solution
We perform the calculations with the usual procedure:

Proportion of
Number of customers
purchases (k) (P(X=k)) k*P(X=k) (k-mu)^2 (k-mu)^2*P(X=k)
1 0.23 0.23 16.160 3.717
2 0.06 0.12 17.057 1.023
3 0.07 0.21 16.322 1.143
4 0.14 0.56 13.616 1.906
5 0.15 0.75 12.250 1.838
6 0.15 0.9 11.223 1.683
7 0.12 0.84 11.628 1.395
8 0.08 0.64 13.032 1.043

Total 1 4.25 13.748 3.708

Expectation Variance StDev

a) Expectation: 4.25 purchases

b) Variance: 13.748
c) Standard deviation: 3.708 purchases