MA225: Probability Theory and Random Processes Problem set 2 Random variable, Probability distributions 1.

If F1 and F2 are cuulative distribution functions, show that G = a1 F1 + a2 F2 , where a1 0, a2 0, and a1 + a2 = 1, is also a cumulative distribution function. 2. If F is a cumulative distribution function, then show that 1 G(x) = h
x+h

F (u)du,
x

xR

is also a cumulative distribution function. 3. Suppose X is a non-negative continuous random variable having distribution function F , and suppose E (X ) exists. Then show that
x

lim x(1 F (x)) = 0.

Hence, prove that E (X ) =

0

(1 F (x)) dx.

4. Let IA be the indicator function for an event A; that is, IA is dened as IA (x) = 1 0 if x A if x Ac

Show that E (IA ) = P (A). Also show that IAB = IA + IB IAB . Discrete distributions: 5. For what values of C and is the function f given by f (x) = Cx /x 0 if x is a positive integer Otherwise 1

a probability mass function? 6. In a test with 20 true/false questions, a student tosses a fair coin to determine the answers for each question. If the coin falls heads, she answers it as true and if it falls tails, she answers it as false. Find the probability that the student answers at least 12 questions correctly. 7. The number of bacteria in a source of liquid is known to be a Poisson random variable with mean per c.c. If n one-c.c. tubes are lled with the liquid, what is the probability distribution of the number of test tubes that show growth (i.e., have at least one bacterium)? 8. A fair die is rolled until every face appears at least once. Let X be the number of rolls. Find the probability mass function of X , and hence nd E (X ) and V (X ). 9. An urn contains N tickets numbered 1, 2, ..., N . If n tickets are drawn at random from the urn, what are the expectation and variance of the sum of numbers on the tickets drawn? 10. A certain airline company, having observed that 5% of the persons making reservations on a ight do not show up for the ight, sells 100 seats on a plane that has 95 seats. What is the probability that there will be a seat available for every person who shows up for the ight? 11. There is an urn containing a white and b black balls. From the urn, balls are drawn one by one at random with replacement, and everytime c balls of the same colour drawn are added. n such random drawings are made. Dene the random variable X denoting the number of white balls drawn. Obtain the probability distribution of X . Hence nd the expectation and variance of X . (This is called Polyas urn scheme) Continuous distributions: 12. If a random variable X has standard normal distribution, then nd the following probabilities: (a) P(0 X 0.87), (b) P(2.64 X 0), (c) P(2.13 X 0.56), (d) P(|X | > 1.39).

13. The height in cm. of 20 year old males is known to be normally distributed. Find the mean and the standard deviation of the distribution, given that 33% of such males have height less than 155 cm, 38% have height between 155 cm and 165 cm, and 29% have height above 165 cm. 14. Let X be a random variable with pdf f (x) = 2(1 (x))(x), < x < ,

where () and () are the pdf and the cdf of the standard normal distribution, 1 1 , and Var(X ) = . respectively. Then show that E (X ) = - 15. Suppose that the duration in minutes of long-distance telephone conversations follows an exponential density function 1 f (x) = ex/5 , 5 x > 0.

Find tha probability that the duration of a conversation: (a) will exceed 5 minutes (b) will be between 5 and 6 minutes (c) will be less than 3 minutes (d) will be less than 6 minutes given it was greater than 3 minutes. 16. The pdf of the standard Cauchy distribution is given by f ( x) = 1 , (1 + x2 ) < x < .

Find the median of this distribution. 17. Suppose X is a random variable having a beta distribution with parameters and (see the textbook for the pdf of beta distribution). Find E (X ) and V (X ). 18. Any other problem from your textbook or any other books. You are welcome to discuss the problems with me anytime.