Pen) Probability and Random Variable Questions Latest Probability and Random Variable MC@ Objective Questions eRe amet Reeve "Se rye ee Start Complete Exam Preparation Ciesreatcs pre bidity ( Download App Question 1: View this Question Online > Consider two independent random variables U and V. U follows a normal distribution with mean 0 and standard deviation 1. V follows a Bernoulli distribution with p = 0.5. Define W as W = U +V. Which of the following assertions are correct? 1. The random variable W follows a normal distribution, 2. The mean of the W distributionis 0. 3. The standard deviation ofthe W distribution is V2. ~~ distribution of W is a convolution of Normal and Bernoulli distributions. Answer (Detailed Solution Below) Option :coaching India’s Super Teachers for all govt. exams Under One Roof Probability and Random Variable Question 1 Detailed Solution Explanation - a) This is incorrect. The sum of a normal: nd a Bernoulli distributed variable does not follow a normal distribution. As an intuition, the Bemoulli variable introduces a discontinuity (it can only be 0 or 1), which is not characteristic of normal distributions, b) This is incorrect, The mean of a sum of independent random variables is the sum of their means. Therefore, the mean of Wis E[U] + E[V] = 0 + 0.5=05. ©) This is incorrect. The variance of a sum of independent random variables is the sum of their variances. V being a Bernoulli variable, its variance is (0.5)(1 - 0.5) = 0.25. Hence, the variance of W is 1 (variance of U) + 0.25 (variance of V) = 1.25. The standard deviation is then the square root of the variance, v(1.25) = 1.12 (approximately). d) This is correct. The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. Re eRe ane atii set eee y Start Complete Exam Preparation Pied Practice iJ MasterClasses: lS uLuLg D Download App Question 2: eonaciaeeeesdistribution is 3, and standard devi is defined as Y = 2Z+1. ues ee aes Assume a second random variable Y that lowing statements are correct? 1. The mean of ibution is 7. 2 dard deviation of the Y distribution is 2. 3. The random variable Y follows a normal distribution. 4, The probability P[Y < 5) can be expressed as P(Z < 2). Answer (Detailed Solution Below) Option : Probability and Random Variable Question 2 Detailed Solution Explanation - yc This is correct. Given Y = 2Z + 1 and if Z has a mean of 3, sul ‘s mean haa Y, we get Y's a) The mean of the Y distribution is 7. mean =2x3+1=7, b) The standard deviation of the Y distribution is This is incorrect. When a random vari: plied by a constant and added with a constant, its standard deviation also ge plied by the absolute value of the same constant (2 in this case). Hence, the standard deviatiot uld be 2x o(Z) =2x2=4. ©) The random variable Y follows a normal distribution. This is correct. Any linear transformation of a normally distributed random variable remains a normal distribution. d) The probability P(Y < 5) can be expressed as PZ < 2) This ig correct. Let's substitute Y = 5 in the expression Y = 2Z + 1 to solve for Z. We get 2-Hence, P(Y < 5) is equivalent to P(Z < 2). — 6-1) Z=C)=ESE See aera Renee eet Start Complete Exam Preparation poco o & Quizzes Download App fee reac Question 3: View this Question Onlineg» Arandgm variable X follows a standard normal distribution and a function of X as Y = 3x + 2 is given, Hib ore ox = 1, what are the mean (uy) and standard deviation (ay) of Y? 1. by 0.0y 2. by = 2,0y 3. wy =2,0y=3 4. wy =0,0y=3 Answer (Detailed Solution Below) Option 3: py = 2, cy =3 Probability and Random Variable Question 3 Detailed Solution Explanation - In the case of a linear transfot ion of a normal random variable (let's call it X), the mean and standard deviation will transfol ding to the following formulas: ny =aXxur+b and cy=|a xox where a is the multiplier (3 in this case) and b is the additive constant (2 in this case). Using the formulas, we would compute: ny =3x 042=2 and cy=|[3|x1=3 Thus, the correct answer is hy = 2, oy =3.Ee sero Seem CRC Ceol) Ceca eet Pte peanocas “is MasterClasses Pxelire Download App Question 4: View this Question Online > Let A, B be two events in a discrete probability space with P(A) > 0 and P(B) > 0. Which of the following are necessarily true? . IF P(A 1B) = 0 then P@ 1A) = 0. . IF P(A 1B) = 1 then P@ IA) =1. . If P(A 18) > P(A) then P(B | A) > P(B). 4. IF P18) > P@) then PBI A) > P(A). WiByer ees Solution Below) Option : Probability and Random Variable Question 4 Detailed Solution Explanation: Given P(A) > 0 and P(B) > 0 (1): P(A B)=0 P(ANB) ry =0 =P(AN B) _9(- pe) > 0) i) P(BNA) Now, P(B | A) = —#tay— = 0 (by (i) and P(A) > 0) Option (1) is correct(2): P(A IB) =1 P(BnA) _ P(B) si Now, P(B | A) = —peay- = peay #1 (using (ii)) Option (2) is false (3): P(A 1B) > PIA) = “hey” > PA) ~ =P(ANB), paypey ..ci P(e) P(A) a Now, P(B | A) = at > — Peat — > P(B) (using (ii)) Option (3) is correct (4): PIA 18) > PB) P(ANB) = “spy > PIR) =P(ANB), wey? iy Pana) RP xa Now, P(B 1 A) = —ptay- > —etay- * P(A) (using (i) Option (4) is false Ed * India's #1 Learning Platform Start Complete Exam Preparation orn sae adie ec ail Download App Question 5: View this Question Online > Match List I with List I List | (Application “‘dictribution) List Il (Statistical eC RE Socaa [Time interval between successive AL larrival of ustomers in queue [Distribution f income, ae cs eel he ° |. Pareto distribution human istributior e iesina apitalistic society. xponential istribution \ Distribution f rare events} he. the probability of p, Pecurrenceis jy, Lognormal ery small istribution lout the lhumber of rials are very large Choose the correct answer from the options given below: 1. A-IL, B-IV, C- Ill, D- 1 2. A-Ill, B- 1, C- IV, D- I 3. A-1,B-IV, C-l, D-Ill 4. A= 1, Boll, Cll, DIV, Answer (Detailed Solution Below) Option 2: A- Ill, B- 1, C- IV, D- Il Probability and Random Variable Question 5 Detailed Solution The correct answer is A- Ill, B-1, C- IV, D- Il.© Key Points A. Time interval between successive arrival of customers in a queue - Ill. Exponential distribution: The exponential distribution is commonly used to model the time between events that occur randomly and independently over time, following a Poisson process. In the context of the time interval between successive arrival of customers in a queue, the exponential distribution isapplied to analyze the probability distribution of the waiting time between arrivals. B. Distribution of income, property, and certain human abilities in a capitalistic society - |. Pareto distribution: The Pareto distribution, also known as the power-law distribution, is often used to model phenomena where a small number of events or variables account for a large proportion of the total. In the context of the distribution of income, property, and certain human abilities in a capitalistic society, the Pareto distribution is applied to analyze the unequal distribution where a small fraction of the population holds a significa: ¢ of the resources C. Movement of stock prices and distributing of income in a socialistic society - Lognormal distribution: The lognormal distribut’on is commonly used to model variables that are the product of many small independent factors. In the context of the movement of stock prices, itis applied to describe the distribution of stock returns, which tend to exhibit a skewed and asymmetric pattern. Similarly, in the context of the distribution of income in a socialistic society, the lognormal distribution is used to analyze the unequal distribution where most people have relatively lower incomes, while a few individuals or entities have significantly higher incomes. D. Distribution of rare events, i.e., the probability of occurrence is very small but the number of trials is very large - Il. Poisson distribution: The Poisson distribution is frequently used to model the occurrence of rare events in a fixed interval of time or space. It is characterized by a small probability of occurrence but a large number of independent trials. In this context, the Poisson distribution is applied to analyze the distribution of rare events such as accidents, errors, or other occurrences that are infrequent but can be observed over a large number of trials. Therefore, the correct matching A. Time interval between successive arrival of customers in a queue - Ill. Exponential distribution B. Distribution of income, property, and certain human abilities in a capitalistic society - |. Pareto distribution C. Movement of stock prices and distributing of income in a soci Lognormal distribution D. Distribution of rare events, i.e., the probability of occurrence is very small but the number of trials is very large - Il. Poisson distributio istic society - Top Probability and Random Variable MC@ Objective Questions Ceca etaPagar Practice ras lire ( Question Bank Prt Download App ‘Question 6 : View this Question Online > Acoin is tossed 5 times. The probability of head is 2. The probability of exactly 2 heads is, , Answer (Detailed Solution Below) 5 Option 3: 4 Probability and Random Variable Question 6 Detailed Solution Concept: Binomial distribution: It gives the probability of happening of event 'r' times exactly in 'n’ trials. PE = "Cig" where n = number of trials, + of favourable events, p = probability of happening of an event and q = (1 - p) probability ofmebhappening of an event. Calculation: Given: n= 5 (tossed 5 times), r = 2 (exactly two heads), p = 1/2 (probability of happening event) and q = 1/2 (probability of not happening of an event)EADS APIA -. probability of head occurring exactly 2 times is P(2). 271)3 P2)=5.,(2)"(4)' > § ad India's #1 Learning Platform Sees el oe Mock Test aloes ras }ownload App ‘Question 7 View this Question Online > The two sides of a fair coin are labeled as 0 and 1. The coin is tossed two times independently. Let M and N denote the labels corresponding to the outcomes of those tosses. For a random variable X, defined as X = min (M, N), the expected value E(X) (rounded off to two decimal places) is Answer (Dotailod Solution Bolow] 0.25 Probability and Random Variable Question 7 Detailed Solution za IfX be a random variable with a finite number of outcomes x, X9, x3 ,,, occurring with probabilities P+, Pz, P3----- respectively, the expectation of X is defined as: Ya, = 21, +P, = Ea] Applicatior Itis given that the two sides of a fair coin are labelled as 0 and 1 and the coin is tossed two times independently. «The total possible outcomes can be: © = (1.1), (4.0), (0.1), (0.0)} The random variable X is defined as: X= min (M,N)X, = min {(1, 1)) =1 X = min {(1, 0) = 0 Xz = min {(0, 1)) =0 Xq = min {(0, 0)) = 0 The probability of occurrence of 1’ will be: us a And the probability of occurrence of 0’ will be: 2 P(o)=3 We know that: Z ada CER ABR ha len) Seem CMa LET Download App ‘Question 8 Two continuous random variables X and Y are related as Y=2X+3 ORC Seton View this Question Online > 2 2 Let “x and 7¥ denote the variances of X and Y, respectively. The variances are related as 2 = 4o2 1 oe = ax 2 = 292 De a= 2 Option 1: 7¥, failed Solution Below) = 402 = 402, Probability and Random Variable Question 8 Detailed Solution Concept: Variance of a random variable ‘y’is given by: Varly] = Fly’ - FI] Properties of mean: 1) EK] = K, Where K is some constant 2) Ec X] = c, E[X], Where c is some constant 3) Efe X + b] = a E[X] + b, Where a and b are constants 4) EX + ¥] = ED + EY] Application: Variance of y = E[(2x + 3)7] - (E[2x + 3])? = EfAx? + 12x + 9] - (E2x + 3))* = 4Ef?] + 12Ep) + 9 - (E[2x] + E38)? = 4Ep2] + 12Ep] + 9 - (2EDd + 37 oo = 4EfC] + 12Ep] + 9 - (4E7[x] + 9 + 12E[X)) = 4Ep2] + 126] + 9 - 462pq] - 9 - 12] of r = AEpe] - 4E°pg ‘oO = 4lED?]— Ppl nN This can be written as: 4 =4 (variance of x), ie. The variance of y = 4 times the variance of x a2 =402 y 2 Ly Important PointProperties of Varian 1) VIK] = 0, Where K is some constant. 2) Vex] = 2 VE 3) ViaX + b] = 22 VX) 4) V[ex + bY] = a? VX] + b?VIY] + Zab CovK.y) Cov.(K.¥) = E[XY] - EXE] Ra GER ABO Lha ley Seamed CM) CMa Leela Rea cot kad rs jownload App ocd ets ee Practice Bins Core Question 9 ), View this Question Online > Acontinuous random variable X has a probability density function f (x) = e%, 0 1Jis 1. Ve ae - 4. Dara insufficient Answer (Detailed Solution Below) Option 1: /e Probability and Random Variable Question 9 Detailed Solution Concept:-P(X > 1} is representing the probability for all the values of random variable X > 1. = P(X >1) = fre-sde Calculation: Given: f () = e% 01) = fe-tdr SP(X> I= 55 SPX>)=4 = PK > 1)=-(eF-e) > P(K>1)=1Ie So, the correct answer is option 1 Se EX PEPE ABA hl' Bale ny Ry Seles ech ell) ety roe mies Coie Question Bank Pras jownload App Question 10 i\View this Question Online > If and y are two random signals with zero-mean Gaussian distribution having identical standard deviation, the phase angle between them is 1. zero-mean Gaussian distributed 2. uniform between -1and 1 3 Fai between -1/2 and n/2 4. non-zero mean Gaussian distributedTN ee eee Option 2: uniform between -1 and Tt Probability and Random Variable Question 10 Detailed Solution Concept: The probability density function of a zero-mean Gaussian variable is as shown: U a Mathematically, the density function of a Gaussian Random Variable is defined as: 1 pee @ FO) = seer Given distribution has zero / 0, so the above distribution can be written as: F( The Fourier Transform of a Gaussian distribution is as shown: Fw) = V202m eX Clearly, the phase spectrum is constant and with the same standard deviation for the given two random signals, the phase is uniform from -1t to +. ra India’s #1 Learning Platform Plame CMe cna Lely in a Cie : ened CCR See Download App Question 11 View this Question Online > A power signal x(t) which has Power Spectral Density as a constant K, is applied to a low- pass filter-RC. Mean square value of output will be:|. 2RC/K K/RC . RC/K . K/2RC XO m, failed Solution Below) ption 4: K/2RC * Probat and Random Variable Question 11 Detailed Solution Analysi A first-order low pass RC filter is shown below: R DT x(t) Ga ¥i0) RC filter The frequency response of the RC fitter is: H(o) =, The power spectral density is given as: of Syx(w) = K The output power spectral density is related to the input power spectral density by the following relation: Syy (@) = |H (@))?Sxx(@) Sy 0) = sega K Noe Syylo)=K. gig. 20/80 xe Also, the autocorrelation and the power spectial density form a Fourier transform pair, ie. Ryy (0) Sy (0)Thus, using the relation: enaltl 2 . ‘ Syy (0) -atyet we have inverse Fourier transform of "YY K. jt .e-#e Ry ()=K ate Now, the average power E [¥? (t)] wi be: E[Y?(t)] =Ryy (0) =K. 42, -E[¥2(t)] = E, Cl GER aR OL he ley Start Complete Exam Preparation Ceara Gy ee eed DearS poe ccone Ciesteaong pr Download App ‘Question 12 View this Question Online > The spectral density and autocorrelation function of whité noise is, respectively; 1. Delta and Uniform 2. Uniform and Delta 3. Gaussian and Uniform 4 Bo and Delta Answer (Detailed Solution Below) Option 2: Uniform and Delta Probability and Random Variable Question 12 Detailed Solution The spectral density of white noise is Uniform and the autocorrelation function of White noise isthe Vetta tuncuon, ‘The power spectral density is basically the Fourier transform of the autocorrelation function of the power signal, 8, (/) = F.TAR, (o)} Also, the inverse Fourier transform of a constant function is a unit impulse, The power spectral density of white noise is given by: 8x () = 3 forall frequency fi Sy(t) ; Now auto-correlation is inverse Fourier transform (IFT) of power spectral density function. 1er R, (7) > Sx (f) The inverse Fourier transform of the power spectrum of white noise will be an impulse as shown: R (1) = 45(7) ee sree) PS elem Ce Cm eel) CeCe C RE Sc iG Beko Rea Doce & Quizzes Download App ‘Question 13, View this Question Online > Xana Y Two random variables +y) O P(X+Y¥ Let X be a random variable that is uniformly chosen from the set of a positive odd number less than 100. The expectation EfX,, is Answer (Delailed Solution Below) 49.9 - 50.1 Prciieyone Random Variable Question 14 Detailed Solution Concept: Efx] = Mean of Random variable X X = discrete random variable The expectation is given by the formula: Ele|= Sox, P(e) x4 = i random variable i P(xi) = Probability of x; Calculation: et off positive odd numbers less than 100, i.e.X:{1, 3,5, 7,9, 11, a 93, 95, 97, 99} Since X is uniformly chosen, the probability of each random variable will be: P(e)=2 Where n = total number of random variables Here, n = number of odd numbers less than 100 n=50 P(z)= 3 Efe] Ea (P@)) = Ea(3) Elz] = 31+34+547...+93+95 +97 +99] Clearly an AP is formed with n = 50, a = 1 and! = 99. The sum of an AP is given by the formula: S=2 {a+} ao 2 {1 + 99}] EI] = 50 OPES ane aero Caren Start Complete Exam Preparation ontey f Dea Question Bank aa ex! Der Question 15 View this Question Online > A digital communication system transmits a block of N bits. The probability of error in decoding a bit is «. The error event of each bit is independent of the error events of the other bits. The received block is declared erroneous if at least one of its bits is decoded wrongly. The probability that the received block is erroneous is4. 1-(1-a)% Answer (Detailed Solution Below) Option 4: 1- (1 - aN Probability and Random Variable Question 15 Detailed Solution Concept: Size of the block = N bits The received block will be erroneous when any one of the bit is We Application: Since all the bits are independent of each ot ceo ‘that all the bits are received correctly (Pq) will be: Po =(1-a), x (1a), x... Po=(1-a)" where ais the probability of error in detection. Now, the probability that the received black is erroneous will be: