ET Probability Distributions

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Economics PGEntrance
Maths &Stats: Probability Distributions

Probability Distributions

In probability theory and statistics, a probability distribution identifies either the probability of
each value of a random variable (when the variable is discrete), or the probability of the value
falling within a particular interval (when the variable is continuous). The probability
distribution describes the range of possible values that a random variable can attain and
the probability that the value of the random variable is within any (measurable) subset of that
range.
Because a probability distribution Pr on the real line is determined by the probability of a real-
valued random variable ‘X ‘ being in a half-open interval (-∞, x], the probability distribution is
completely characterized by its cumulative distribution function:

Important Distributions
a. Binomial Distribution
Notation: B(n, p)

Parameters: n — number of trials

p ∈ [0,1] — success probability in each trial

pmf:

mean: np

median: ⌊np⌋ or ⌈np⌉

mode: ⌊(n + 1)p⌋

variance: np(1 − p)

b. Uniform Distribution
Notation:

parameters:

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pdf:

cdf:

mean:

median:

mode: any value in [a,b]

variance:

c. Normal Distribution
notation:

parameters: μ ∈ R — mean (location)

σ2 > 0 — variance (squared scale)

pdf:

mean: μ

median: μ

mode: μ

variance: σ2

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DSE -2012

8. One reason why the sample median is used as an estimator of the population mean is that
(a) The average of all sample medians equals the population mean
(b) The sample median equals the population mean
(c) The sample median is unaffected by extreme values
(d) The sample median occurs more often than the mode or the mean

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DSE – 2011 - 31 - 34 ; 40

DSE-2010

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ISI – 2013

ISI-2011
28. A continuous random variable x has the following probability density function:
∝ 𝑥0 ∝+1
𝑓(𝑥) = ( ) 𝑓𝑜𝑟 𝑥 > 𝑥0 ; ∝> 1.
𝑥0 𝑥
The distribution function and the mean of ‘x’ are given respectively by –
𝑥 ∝ ∝−1
(a) 1 − ( ) ; 𝑥0
𝑥0 ∝
𝑥 −∝ ∝−1
(b) 1 − (𝑥 ) ; ∝ 𝑥0
0
𝑥 −∝ ∝
(c) 1 − (𝑥 ) ; ∝−1 𝑥0
0
𝑥 ∝ ∝
(d) 1 − (𝑥 ) ; ∝−1 𝑥0
0

30. Let {Xi} be a sequence of i.i.drandom variables such that

Xi=1 with probability p
= 0 with probability 1 – p
𝑛

1 𝑖𝑓 ∑ 𝑋𝑖 = 100
𝐷𝑒𝑓𝑖𝑛𝑒 𝑦 = {
𝑖=1
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑇ℎ𝑒𝑛 𝐸(𝑦 2 )𝑒𝑞𝑢𝑎𝑙𝑠 𝑡𝑜 −
(a) ∞
n
(b) (100 )p100 (1 − p)n−100
(c) np
(d) (np)2

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1. A fair dice has numbers 1,2,3, 4, 5 and 6 on its sides. It is tossed once. I win Rs. 1 if an
odd number shows up; otherwise I lose Rs.1. Let X be the number that shows up and Y
the money I win. (Note that Y<0 if I lose)
Which of the following is incorrect?
a) Prob (X > Y) = 1
b) Prob(X= 3 | Y = 1) = 1/3
c) E(Y) = 0
d) Prob(Y = 1| X =5) = 1

2. Let X be a Normally distributed random variable with mean 0 and variance 1. Let
Φ(𝑋)be the cumulative distribution function of the variable X. Then the expectation of
Φ(𝑋) is
a. -1/2
b. 0
c. ½
d. 1

3. A continuous random variable X has a probability density function 𝑓(𝑥) = 3𝑥 2 𝑤𝑖𝑡ℎ 0 ≤

𝑥 ≤ 1. 𝐼𝑓 𝑃(𝑋 ≤ 𝑎) = 𝑃(𝑋 > 𝑎), 𝑡ℎ𝑒𝑛 𝑎 𝑖𝑠 ∶
1
a.
√6
1
b. (1/3)2
c. 1/2
d. (1/2)1/3

4. If a probability density function of a random variable X is given by f(x) = kx(2-x) for

[0,2] , then the mean of X is
a. ½
b. 1
c. 1/5
d. ¾

5. The probability density of a random variable is

𝑓(𝑥) = 𝑎𝑥 2 exp(−𝑘𝑥) (𝑘 > 0, 0 ≤ 𝑥 < ∞)
Then a equals
𝑘3
a. 2
b. k/2
𝑘2
c. 2
d. k

6. Let x = r be the mode of the distribution with probability mass function 𝑝(𝑥) =
⟨𝑛𝑥⟩𝑝 𝑥 (1 − 𝑝)𝑛−𝑥 . Then which of the following inequalities hold
a. (n+1)p-1 < r < (n+1)p
b. r < (n+1)p-1
c. (n+1)p< r
d. r <np
∞ 2
7. ∫1.96 𝑒 −𝑥 /2 𝑑𝑥 is approximately
a. 0.025
b. √2𝜋

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c. 0.025/√2𝜋
d. 0.025√2𝜋

8. Let X denote the absolute value of the difference between the numbers obtained when
two dice are tossed. The expectation of X is:
a. 68/36
b. 69/36
c. 35/18
d. 34/18

9. Let Y denote the number of heads obtained when 3 coins are tossed. The variance of 𝑌 2
is
a. 9.5
b. 8.5
c. 6.5
d. 7.5

DSE-2008

10.

11.

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DSE-2005

DSE-2004

1. Let X and Y represent the face up values of two fair dice. Let S equals the sum of X and Y
and D equal to the absolute difference between X and Y(i.e. D= X-Y).
a. What is the sample space of S?
b. What is the Probability Mass Function of S?
c. What is the sample space of D?
d. What is the Probability Mass Function of D?

H.W.
DSE 2019 – 4, 11, 40, 47 ISI 2018 – 1, 3, 5, 11, 12, 25, 27
DSE 2018 – 29 ISI 2017 – 12, 23, 24
DSE 2017 – 22, 23, 27, 28 – 32, 34-37, 39 ISI 2016 – 3, 11, 14
DSE 2016 – 9, 22, 23, 27-29 ISI 2015 - 23,24,

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DSE - 2015 – 14; 15; 25; 26; 50 ISI-2014 – 11, 26

DSE 2014 – 8, 9, 11, 14, 31, 32, 33, 35 ISI-2010-8
DSE 2013 – 6, 14, 42 ISI-2008-26
DSE 2011 - 24 ISI-2007-3 , 14
DSE 2009 - 34
DSE-2008-5
DSE-2007-17, 20, 51, 58
DSE-2005-19, 21

Additional problems

DSE-2007

DSE-2006

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