DEPARTMENT OF MATHEMATICS

MAT241TA: LINEAR ALGEBRA AND PROBABILITY THEORY

Unit 1: Random Variables

TUTORIAL SHEET-1 : Discrete Random Variables

1. Two balls are chosen randomly from an urn containing 8 white, 4 black, and 2 orange balls.
Suppose that we win $2 for each black ball selected and we lose $1 for each white ball
selected. Let X denotes our winnings. What are the possible values of X, and what are the
probabilities associated with each value?

2. Discrete random variable has the PMF as follows:

( )

Find (i) ; (ii) ( ) (iii) ( ) (iv) ( ) (v) mean;

(vi) Variance of ; (vii) ( ).

3. Suppose that a day’s production of 850 manufactured parts contains 50 parts that do not
conform to customer requirements. Two parts are selected at random, without replacement,
from the batch. Let the random variable equal the number of nonconforming parts in the
sample. What is the cumulative distribution function of X? The question can be answered by
first finding the probability mass function of .

4. Let the random variable X denote the number of semiconductor wafers that need to be
analysed in order to detect a large particle of contamination. Assume that the probability
that a wafer contains a large particle is 0.01 and that the wafers are independent. Determine
the probability distribution of X.
(Hint : let p denote a wafer in which a large particle is present, let a denote a wafer in which
it is absent, * , and so forth+ ( ) ( )
)

5. Errors in an experimental transmission channel are found when the transmission is checked
by a certifier that detects missing pulses. The number of errors found in an eight-bit byte is a
discrete random variable with the following cumulative distribution function:

( ) {

Determine each of the following probabilities:

(a) ( )
(b) ( )
(c) ( )
(d) ( )
(e) ( )
(f) ( )

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 TUTORIAL SHEET-2 : Continuous Random Variables

1. Let X be a continuous random variable with probability density function.

( ) {

(i) Determine the constant. (ii) Compute ( ).

| |
2. Find the mean and variance of the probability density function ( )

3. An important factor in solid missile fuel is the particle size distribution. Significant
problems occur if the particle sizes are too large. From production data in the past, it has
been determined that the particle size (in micrometers) distribution is characterized by
( ) {
a) Verify that this is a valid density function.
b) Evaluate ( )
c) What is the probability that a random particle from the manufactured fuel exceeds 4
micrometers?

4. Suppose a certain type of small data processing firm is so specialized that some have
difficulty making a profit in their first year of operation. The probability density function
that characterizes the proportion Y that make a profit is given by
( )
( ) {

a) What is the value of that renders the above a valid density function?
b) Find the probability that at most 50% of the firms make a profit in the first year
c) Find the probability that at least 80% of the firms make a profit in the first year
d) ( ).

5. Determine the probability density function for each of the following cumulative distribution
functions.
a) ( )

b) ( ) {

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 TUTORIAL SHEET- 3 : Joint Discrete Random Variables

1. In the transmission of digital information, the probability that a bit has high, moderate, and low
distortion is 0.01, 0.04, and 0.95, respectively. Suppose that three bits are transmitted and that
the amount of distortion of each bit is assumed to be independent. Let and denote the
number of bits with high and moderate distortion out of the three, respectively. Determine:
a) ( ) b) ( ) c) ( ) d) Are and are independent? e) ( ),

2. Two ballpoint pens are selected at random from a box that contains 3 blue pens, 2 red pens, and
3 green pens. If is the number of blue pens selected and is the number of red pens selected,
find
a) The joint probability function ( )
b) (( ) ) where is the region *( )| +

3. If the joint probability distribution of and is given by

( )
find
a) ( )
b) ( )
c) ( )
d) ( )
e) , -
f) , -
g) ( )
h) ( )
i) ( | )
j) ( | )

4. A coin is tossed twice. Let denote the number of heads on the first toss and the total
number of heads on the 2 tosses. If the coin is unbalanced and a head has a 40% chance of
occurring, find
a) the joint probability distribution of and ;
b) the marginal distribution of ;
c) the marginal distribution of ;
d) the probability that at least 1 head occurs

5. Suppose that 15 percent of the families in a certain community have no children, 20 percent
have 1 child, 35 percent have 2 children, and 30 percent have 3. Suppose further that in each
family each child is equally likely (independently) to be a boy or a girl. If a family is chosen at
random from this community, then B, the number of boys, and G, the number of girls, in this
family. Determine the joint probability mass function.

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 TUTORIAL SHEET- 4: Joint Continuous Random Variables

1. Let denote the reaction time, in seconds, to a certain stimulus and denote the temperature
( ) at which a certain reaction starts to take place. Suppose that two random variables and
have the joint density

( ) {

Find
a) . /
b) ( )
c) Are and are independent?
d) , -
e) , -
f) ( )
g) ( )
2. Let denote the diameter of an armored electric cable and denote the diameter of the
ceramic mold that makes the cable. Both and are scaled so that they range between 0 and
1. Suppose that and have the joint density

( ) {

Find . /

3. The amount of kerosene, in thousands of liters, in a tank at the beginning of any day is a
random amount from which a random amount is sold during that day. Suppose that the
tank is not resupplied during the day so that , and assume that the joint density function
of these variables is

( ) {

a) Determine if and are independent.

b) Find . | /.
c) , -

4. Given the joint density function

( ) {

Find ( | )

5. Determine the value of that makes the function ( ) a joint probability density
function over the range and
Determine the following:

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 a) ( )
b) ( )
c) ( )
d) ( )
e) , - and , -
f) Marginal probability distribution of
g) Conditional probability distribution of given
h) ( | )

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