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Mod 2 2pp

The document is a practice sheet for a course in Probability and Statistics, focusing on random variables, probability distributions, normal distribution, exponential distribution, and joint probability distribution. It includes various problems requiring calculations of probabilities, density functions, and statistical measures. The exercises cover both continuous and discrete random variables across different distribution types.

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11 views6 pages

Mod 2 2pp

The document is a practice sheet for a course in Probability and Statistics, focusing on random variables, probability distributions, normal distribution, exponential distribution, and joint probability distribution. It includes various problems requiring calculations of probabilities, density functions, and statistical measures. The exercises cover both continuous and discrete random variables across different distribution types.

Uploaded by

prathamramesh2004007
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Department of Mathematics

Course Title: PROBABILITY AND STATISTICS


Practice Sheet
Module 2: Random Variables and their Properties and Probability Distributions
CONTINUOUS RANDOM VARIABLE:

1) The probability density function of X, the lifetime of a certain type of electronic device (measure in hours) is given by
0, 𝑥 ≤ 10,
𝑓 𝑥 = 10
, 𝑥 > 10
𝑥2
Find (i) P(X>20) (ii) What is the cumulative distribution function of X? (iii) What is the probability that of 6 such types of
devices, at least 3 will function for at least 15 hours?

𝐶 2𝑥 − 𝑥 2 , 0 < 𝑥 < 5/2,


2) Consider the function 𝑓 𝑥 =
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Could f be a probability density function? If so, determine C.

3) The time t (in years) required to complete a software project has probability density function
𝑘𝑡 1 − 𝑡 , 0 ≤ 𝑡 ≤ 1,
𝑓 𝑡 =
0, 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find k and also the probability that the project will be completed in less than 4 months.
4) The shelf life, in days, for bottles of a certain prescribed medicine is a random variable having the density
function
20,000
, 𝑥 > 0,
𝑓 𝑥 = (𝑥 + 100)3
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒.
Find the probability that a bottle of this medicine will have a shelf life of (i) at least 200 days (ii) anywhere from
80 to 120 days.

5) The proportion of people who respond to a certain phone call is a continuous random variable X that has the
2(𝑥+2)
, 0 < 𝑥 < 1,
density function 𝑓 𝑥 = 5
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
(i) Show that P(0<X<1)=0 (ii) Find the probability that more than ¼ but fewer than ½ of the people contacted
will respond to this type of call.

6) Consider the probability density function


𝑘 𝑥, 0 < 𝑡 < 1,
𝑓 𝑥 =
0, 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
(i) Find k (ii) Find F(x) and use it evaluate P(0.3<X<0.6).
NORMAL DISTRIBUTION:
1) Given a standard normal distribution, find the area under the curve that lies
(a) To the right of 𝑧 = 1.84 (b) between 𝑧 = −1.97 and 𝑧 = 0.86.
2) Given a random variable X having a normal distribution with μ=50 and σ=10, find the probability that X
assumes a value (a) between 45 and 62 (b) greater than 65.
3) A certain type of storage battery lasts, on average, 3 years with a standard deviation of 0.5 years. Assuming
the battery life is normally distributed, find the probability that a given battery will last (a) less than 2.3 years
(b) more than 2.5 years (c) between 3 and 3.5 years
4) A soft-drink machine is regulated so that it discharges an average of 200 milliliters per cup. If the amount
of drink is normally distributed with a standard deviation equal to 15 milliliters, (a) What fraction of the cups
will contain more than 224 milliliters? (b) What is the probability that a cup contains between 191 and 209
milliliters? (c) How many cups will probably overflow if 230-milliliter cups are used for the next 1000 drinks?
5) In an industrial process, the diameter of a ball bearing is an important measurement. The buyer sets
specifications for the diameter to be 3 ± 0.01cm. The implication is that no part falling outside these
specifications will be accepted. It is known that in the process the diameter of a ball bearing has a normal
distribution with mean μ=3 and standard deviation σ=0.005. On average, how many manufactured ball
bearing will be scraped? (express the answer in percentage).
6)In an exam 7% of students score less than 35% marks and 89% of students score less than 60% marks. Find
mean and standard deviation if the marks are normally distributed. Given P(z > 1.47) = 0.07, P(z < 1.2) = 0.89
EXPONENTIAL DISTRIBUTION:

1) The number of years a radio functions is exponentially distributed with parameter α =


1/8. If a person buys a radio, what is the probability that it will be working after 8 years?
2) The length of time for one individual to be served at a cafeteria is a random variable
having an exponential distribution with a mean of 4 minutes. What is the probability
that a person is served in less than 3 minutes on at least 4 of the next 6 days?
3) The lifetime (in years) of a certain type of electrical switch has an exponential
distribution with an average life 2. If 10 of these switches are installed in different
systems, what is the probability that at most 3 fail during the first year?
4) The time (in hours) required to repair a machine is an exponentially distributed random
variable with parameter α = 1/2. What is the probability that a repair time exceeds 2
hours? What is the probability that a repair takes at least 10 hours?
JOINT PROBABILITY DISTRIBUTION:

1) The joint probability distribution of two discrete random variables X and Y is given by
𝑝 𝑥, 𝑦 = 𝑘 2𝑥 + 3𝑦 , where x and y are integers such that 0≤x ≤2, 0 ≤y ≤ 3.

(a) Find the value of the constant k. (Hint: X={0,1,2}, Y={0,1,2,3} , 𝑚 𝑛


𝑖=1 𝑗=1 𝐽𝑖𝑗 = 1)
(b) Find the marginal probability distributions of X and Y.
(c) Show that X and Y are dependent random variables. (Hint : show 𝑓 𝑥𝑖 𝑔(𝑦𝑗 ) ≠ 𝐽𝑖𝑗 )
(d) Find E(X), E(Y), E(XY), E(X 2 ), E(Y 2 )
(e) Find σX and σY
2) Two pens are selected at random from a box that contains 3 blue pens, 2 red pens, and 3 green pens. If X is
the number of blue pens selected and Y is the number of red pens selected,
(a) Find the joint probability distribution of X and Y.
(b) Find the marginal distributions of X and Y.
(c) E(X), E(Y), E(XY)
(d) Find σX and σY
3) Given the following joint distribution of two random variables X and Y, find the corresponding marginal
distribution. Also compute the covariance and the correlation of the random variables X and Y.

Y 1 3 9
X
2 1/8 1/24 1/12
4 1/4 1/4 0
6 1/8 1/24 1/12
4) The joint probability distribution of two discrete random variables X and Y is given by

Y -2 -1 4 5
X
1 0.1 0.2 0 0.3
2 0.2 0.1 0.1 0
Determine the marginal probability distributions of X and Y. Also, compute (a) E(X) and E(Y) (b) E(XY) (c) 𝜎𝑋 𝑎𝑛𝑑 𝜎𝑌 (d)
𝑐𝑜𝑣 𝑋, 𝑌 (e) 𝜌 𝑋, 𝑌 (f) Verify that X and Y are dependent random variables.

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