Scribd
Upload
0 views

Tutorial Sheet 5

This document is a tutorial sheet for the MA202: Probability and Statistics course at the Indian Institute of Technology, Ropar, for the 2nd Semester of the Academic Year 2024-25. It contains various problems related to moments, generating functions, probability distributions, and expected values of random variables. The tutorial includes calculations for moment-generating functions, probability mass functions, and fairness of games involving random variables.

Uploaded by

2023ceb1054
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
0 views

Tutorial Sheet 5

This document is a tutorial sheet for the MA202: Probability and Statistics course at the Indian Institute of Technology, Ropar, for the 2nd Semester of the Academic Year 2024-25. It contains various problems related to moments, generating functions, probability distributions, and expected values of random variables. The tutorial includes calculations for moment-generating functions, probability mass functions, and fairness of games involving random variables.

Uploaded by

2023ceb1054
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
You are on page 1/ 2

Indian Institute of Technology, Ropar

Department of Mathematics
MA202: Probability and Statistics
2nd Semester of Academic Year 2024-25
Tutorial Sheet 5: Moments and Generating Functions

1. Let 𝑋 be a discrete random variable with MGF

𝑀𝑋 (𝑡) = 𝛼 + 𝛽𝑒2𝑡 + 𝛾𝑒4𝑡 , 𝐸(𝑋) = 3, Var(𝑋) = 2.

(i) Find 𝛼, 𝛽, and 𝛾.


(ii) Find the PMF of 𝑋.
(iii) Find 𝐸(2𝑋 ).
2. The probability generating function of a discrete random variable 𝑋 is given by

𝐺𝑋 (𝑡) = 𝑧(1 + 2𝑡 + 2𝑡2 )2 ,

(a) Find the value of 𝑧.


(b) Find the probability distribution of 𝑋.
3. Find MGF of random variable 𝑋 having PMF
6
𝜋 2 𝑘2
if 𝑘 = 1, 2, ..
𝑓 (𝑥) =
{0, otherwise

4. Find median of random variable 𝑋 with probability distribution function given by


1
𝑓 (𝑥) = where − ∞ < 𝑥 < ∞
𝜋(1 + 𝑥2 )

5. A pays 1 dollar for each participation in the following game: three dice are thrown; if one ace appears he gets 1 dollar, if
two aces appear he gets 2 dollars and if 3 aces appear he gets 8 dollars; otherwise he gets nothing. Is the game fair, i.e., is the
expected gain of the player zero? If not, how much should the player receive when three aces appear to make the game fair?
6. From a point on the circumference of the circle of radius 𝑟, a chord is drawn in a random direction. Show that the expected
value of the length of the chord is 4𝑟
𝜋
and its variance is 2𝑟2 (1 − 𝜋82 ).

7. For the random variable 𝑋 with PMF


𝑒−𝜆 𝜆𝑥
𝑝𝑋 (𝑥) = , 𝑥 = 0, 1, 2, … ; 𝜆>0
𝑥!
show that 𝜇2 = 𝜇3 = 𝜆, and 𝜇4 = 𝜆 + 3𝜆2 .
8. Show that for a random variable with PDF
𝑘𝛼
𝑓𝑋 (𝑥) = , 𝑥 > 0,
(𝑥 + 𝑏)𝛼+1
the 𝛼-th absolute moment exists for 𝑋, for 𝛼 < 𝑘.
9. For the random variable 𝑋 with PMF
𝑥+𝑟−1 𝑟 𝑥
𝑝𝑋 (𝑥) = 𝑝 𝑞 , 𝑥 = 0, 1, 2, …
( 𝑟−1 )

where 𝑞 = 1 − 𝑝, find the moment-generating function (MGF) and hence the mean and variance of 𝑋.
10. Find the quantile of order 𝑝 (0 < 𝑝 < 1) for the random variable with pdf
1
𝑥2
if 𝑥 ≥ 1
𝑓 (𝑥) =
{0, otherwise
11. For any integer-valued random variable, show that
∞
𝑠𝑛 𝑃 (𝑋 ≤ 𝑛) = (1 − 𝑠)−1 𝑃 (𝑠)
∑
𝑛=0

where 𝑃 (⋅) is the probability generating function of 𝑋.


12. Show that the MGF for the random variable 𝑋 with pdf

1 − |𝑥−𝜇|
𝑓 (𝑥) = 𝑒 𝜆 , 𝑥 ∈ ℝ, 𝜇 ∈ ℝ, 𝜆 > 0
2𝜆
exists and equals
1
𝑀(𝑡) = (1 − 𝜆2 𝑡2 )−1 𝑒𝜇𝑡 , |𝑡| < .
𝜆

Best Wishes

Page 2

You might also like