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Practice Sheet 2

The document is a practice sheet for a Probability and Random Processes course, focusing on discrete and continuous random variables. It includes problems related to finding constants, means, variances, and probabilities for various probability density functions (PDFs) and distributions. The exercises require applying fundamental concepts of probability theory and random variables.

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6 views1 page

Practice Sheet 2

The document is a practice sheet for a Probability and Random Processes course, focusing on discrete and continuous random variables. It includes problems related to finding constants, means, variances, and probabilities for various probability density functions (PDFs) and distributions. The exercises require applying fundamental concepts of probability theory and random variables.

Uploaded by

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

Even Semester 2020

Probability and Random Processes (15B11MA301)


Practice Sheet 2 C201.2
Discrete and Continuous Random Variables (1D)

1. If X is a continuous random variable for the following density function f ( x)  cx2 (1  x); 0  x  1,
find (i) the constant c, and (ii) mean.
2. If X is discrete/continuous random variable prove that E(aX  b)  aE( X )  b and
Var (aX )  a 2Var ( X ) .
3. A random variable X has the probability distribution defined as
X: 0 1 2 3
P(X): 0.1 0.3 0.4 0.2
Find E (Y ) , where Y  X 2  X .
4. A continuous random variable has the PDF f ( x)  kx4 ,1  x  0 . Find the value of k and also
1 1
P( X   / X   ) .
2 4
5. The amount of bread (in hundreds of kilos) that a bakery sells in a day is random variable with PDF
cx,0  x  3

f ( x)  c(6  x),3  x  6
0, elsewhere.

Find (a) the value of c which makes f ( x) a PDF, (b) what is the probability that the number of kilos of
bread that will be sold in a day is
(i) more than 300 kilos
(ii) Between 150 and 450 kilos.
6. A continuous random variable X that can assumes values between x  2 and x  5 has a density
2
function given by f ( x) 
(1  x) . Find P(3  X  4) .
27
1
 ( x  1),  1  x  1
7. A continuous random variable has the PDF f ( x)   2 . Find the mean and variance.

0, otherwise
8. given the following probability distribution of X:
x: -3 -2 -1 0 1 2 3
p(x): 0.05 0.10 0.30 0 0.30 0.15 0.10
compute (i) E(X), (ii) E ( X ) , (iii) E (2 X  3) , and (iv) Var (2 X  3) .
2

9. Let X be a random variable with E ( x)  10 and Var ( X )  25 . Find the positive values of a and b such
that Y  aX  b has expectation 0 and variance 1.
x2

10. If the continuous random variables X has the density function f ( x)  2 xe 2
, x  0 , and if Y  X 3 ,
find the mean and variance Y.

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