Questions taken from FUNDAMENTALS OF MATHEMATICAL STATISTICS by S.C.

Gupta &
V.K.KAPOOR.

EXERCISE 2
DISCRETE RANDOM VARIABLE-INTRODUCTION
1 1
1) Let a sample space S consist of three elements a , b and c . Let P (a ) = , P (b) = , and
4 2
1
P (c ) = . If X is a random variable defined on S by X (a ) = 10 , X (b) = -3 , X (c ) = 15 ,
4
find P (-2 �X �2) .
2) A student is to match three historical events (Mahatma Gandhi’s Birthday, India’s Freedom
and First World War) with three years $(1947, 1914, 1869)$. If he guesses with no
knowledge of the correct answers, what is the probability distribution of the number of
answers he gets correctly?
3) Let X be a one dimensional random variable.
(i) If a < b , show that the two events a < X �b and X �a are disjoint.
(ii)Show that P ( a < X �b) = P ( X �b) - P ( X �a ) .
1 1
4) Let a sample space S consist of three elements A , B and C .Let P ( A) = , P ( B) = and
4 2
1
P ( C ) = . If X is a random variable defined on S by X ( A) = 10 , X ( B ) =- 3 ,
4
X C = 15 , find P ( - 2 �X �2) .
( )
5) A random variable X has the following probability distribution:

x: 0 1 2 3 4 5 6 7

p ( x) : 0 k 2k 2k 3k k2 2k 2 7k 2 + k

(i) Find k
(ii) Evaluate P ( X < 6) , P ( X �6) , and P ( 0 < X < 5)
1
(iii) If P ( X �c) > , find the minimum value of c ,and
2
(iv) Determine the distribution function of X .
6) From a lot of 10 items containing 3 defectives, a sample of 4 items is drawn at random. Let
the random variable X denote the number of defective items in the sample. Answer the
following when the sample is drawn without replacement.
(i) Find the probability distribution of X .
(ii) Find P ( X �1) , P ( X <1) and P ( 0 < X < 2) .
7) A random variable X has the following probability distribution:

Values
of X , 0 1 2 3 4 5 6 7 8
x
 p ( x) : a 3a 5a 7a 9a 11a 13a 15a 17a

(i) Determine the value of a .

(ii) Find P ( X < 3) , P ( X �3) , P ( 0 < X < 5) .
(iii) What is the smallest value of x for which P ( X �x) > 0.5 ? And
(iv) Find out the distribution function of X ?
8) Let p ( x) be the probability function of a discrete random variable X which assumes the
values x1 , x2 , x3 , x4 such that 2 p ( x1 ) = 3 p ( x2 ) = p ( x3 ) = 5 p ( x4 ) .Find probability
distribution and cumulative probability distribution of X .
9) The following is the distribution function of a discrete random variable X .

x - 3 - 1 0 1 2 3 5 8

f ( x) 0.1 0.3 0.45 0.5 0.75 0.9 0.95 1

(i) Find the probability distribution of X .

(ii) Find P ( X is even ) and P ( 1 �X �8)
(iii) X < 0) and P ( X �3�
Find P ( X =- 3� X > 0) .
10) If

x
p ( x) = ; x = 1,2,3, 4,5
15
= 0, elsewhere
�1 5 �
Find (i) P [ X = 1or 2] , and (ii) P �
� <X < X >1�
�
�
�2 2 �
�
11) Four coins are tossed. Let X be the number of heads and Y be the number of heads minus
the number of tails. Find the probability function of X , the probability function of Y and
P ( - 2 �Y < 4) .
12) Consider a group of five blood donors- a, b, c, d and e -of whom only a and b have type O +
blood. Five blood samples, one from each individual, will be typed in random order until an
O + individual is identified. Let the random variable Y = the number of typings necessary to
identify an O + individual. Find the probability mass function of Y .

Solution

= 2
p ( 1) P ( Y = 1) = P ( a or b typed first ) = = 0.4
5
p ( 2) = P ( Y = 2) = P ( c,d or e first, and then a or b)
3 2
= P ( c,d or e first ) �P ( a or b) = . = 0.3
5 4
= 3 2 2
p ( 3) P ( Y = 3) = P ( c,d or e first and second, and then a or b) = . . = 0.2
5 4 3
= 3 2 1
p ( 4) P ( Y = 4) = P ( c, d and e all done first ) = . . = 0.1
5 4 3
p ( y) = 0 If y �1, 2,3, 4
13) Airlines sometimes overbook flights. Suppose that for a plane with 50 seats , 55 passengers have
tickets. Define the random variable Y as the number of ticketed passengers who actually show
up for the flight. The probability mass function of Y appears in the accompanying table:

y 45 46 47 48 49 50 51 52 53 54 55

p( y) 0.05 0.10 0.12 0.14 0.25 0.17 0.06 0.05 0.03 0.02 0.01

(i) What is the probability that the flight will accommodate all ticketed passengers who
show up?
P ( Y �50) = p ( 45) + p ( 46) +L + p ( 50) = 0.83
(ii) What is the probability that not all ticketed passengers who show up can be
accommodated?
P ( Y > 50) = 1- P ( Y �50) = 0.17 .
(iii) If you are the first person on the standby list, what is the probability that you will be
able to take the flight?
P ( Y �49) = p ( 45) + p ( 46) +L + p ( 49) = 0.66
(iv) What is this probability if you are the third person on the standby list?
P ( Y �47) = p ( 45) + p ( 46) +L + p ( 47) = 0.27
14) After all students have left the classroom, a teacher notices that four copies of the text were
left under desks. At the beginning of the next class, the teacher distributes the four books in a
completely random fashion to each of the four students (1, 2, 3, and 4) who claim to have left
books. One possible outcome is that 1 receives 2’s book, 2 receives 4’s book, 3 receives his or
her own book, and 4 receives 1’s book. This outcome can be abbreviated as (2, 4, 3, 1).
Let X denote the number of students who receive their own book. Determine the pmf of X.

Ans: p(0) = 9/24, p(1) = 8/24, p(2) = 6/24, p(3) = 0, p(4) = 1/24

EXERCISE 11.3
CONTINUOUS RANDOM VARIABLE

1) The diameter of an electric cable, say X , is assumed to be a continuous random variable with
probability density function f ( x) = 6 x ( 1- x) , 0 �x �1 .
(i) Check that above is p.d.f
(ii) Determine a number b such that P ( X < b) = P ( X > b)
2) A continuous random variable X has a probability density function f ( x) = 3x 2 , 0 �x �1 .
Find a and b such that
(i) P { X �a} = P { X > a } , and
(ii) P { X > b} = 0.05 .
3) Let X be a continuous random variable with p.d.f
�
ax, 0 �x �1
�
�
�
a, 1 �x �2
f ( x) = �
�
�
- ax + 3a
� 2 �x �3
�
�
0,
� elsewhere
(i) Determine the constant a .
 (ii) Compute P ( X �1.5) .

4) A continuous random variable X follows the probability law f ( x) = Ax 2 ,0 �x �1 .

Determine A and find the probability that
(i) X lies between 0.2 and 0.5 ,
(ii) X is less than 0.3
1 1
(iii) <X <
4 2
5) Check whether the following probability mass or density functions?
1 3 1 1
(a) f ( x) = x ; x = , , ,
16 16 4 2
(b) f ( x) = l e- l x ; x �0 ; l > 0
� 2 x, 0 < x <1
�
�
(c) f ( x) = � 4 - 2 x, 1 < x < 2
�
�
�
� 0, elsewhere
6) A continuous random variable X has the probability density function f ( x) = A + Bx ,
1
0 �x �1 . If the mean of the distribution is , find A and B .
2
7) For the density function f ( x) = cx 2 ( 1- x) , 0 < x <1 , find ( i ) the constant c , and (ii)mean.
8) A continuous distribution of a variable X in the range ( - 3,3) is defined by
�1 2
�
� ( 3 + x) , - 3 �x �- 1
�
�16
�
�1 (
f ( x) = �
� 6 - 2 x ) - 1 �x �1
2
�
�16
�
�
� 1( 2
� 3 - x) 1 �x �3
�
�16
Find the mean and variance of the above distribution.
9) For the probability density function,
�2( b + x)
�
� , - b �x < 0
�
�b ( a + b)
f ( x) = �
�
�2 ( a - x)
�
� 0 �x �a
�a ( a + b)
Find mean and variance.
10) Verify that the following is a distribution function:
� 1
�
� - a �x �a
�
� 2a
�
�1 �x � �
F ( x) = �
�� � +1�
� - a �x �a
�
�2� a �
�
�
� 1 x>a
�
�
�
11) Suppose the life in hours of a certain kind of tube has the probability density function:
 �100
�
� , when x �100
( )
f x = �x 2
�
�
� 0, when x <100
(a) Find the distribution function of the distribution.
(b) What is the probability that none of three such tubes will have to be replaced during the
first 150 hours of operation?
(c) What is the probability that all three of the original tubes will have been replaced during
the first 150 hours?
12) Suppose that the time in minutes that a person has to wait at a certain station for a train is
found to be a random phenomenon, a probability function specified by the distribution
function,
�0, for x �0
�
�
�
�x
� , for 0 �x <1
�
�2
�
�1
F ( x) = �
�, for 1 �x < 2
�
�2
�
�
�x
� , for 2 �x < 4
�
�4
�
�1,
� for x �4
(a) Is the Distribution Function continuous? If so, give the formula for its probability density
function?
(b) What is the probability that a person will have to wait
(i) more than 3 minutes,
(ii) less than 3 minutes,
(iii) between 1 and 3 minutes?
13) The length (in hours) X of a certain type of light bulb may be supposed to be a continuous
random variable with probability density function:
�a
� 3 , 1500 < x < 2500
f ( x) = �
�x
�
�
�0, elsewhere
Determine the constant a , the distribution function of X , and compute the probability of the
event 1700 �X �1900 .
14) The distribution function of a random variable X is given by
�1- ( 1 + x) e- x , for x �0
F ( x) = ��
�
�0, for x < 0
Find the corresponding density function of random variable X .
15) Consider the distribution for X defined by
�0 for x < 0
�
�
( )
F x =� 1 - x
�
�1- e for x �0
� 4
Determine P ( x = 0) and P ( x > 0) .
16) Let X be a continuous random variable with probability density function given by
 � ax, 0 �x �1
�
�
� a, 1 �x �2
f ( x) = �
�
�
�- ax + 3a, 2 �x �3
�
�
� 0, elsewhere
(i) Determine the constant a .
(ii) Determine F ( x)
17) A random variable X has the density function
� 1
�K , if - � < x <�
f ( x) = �
� 1+ x
2
�
�
�0, otherwise
(i) Determine K and the distribution function.
(ii) Evaluate the probability P ( X �0) .
(iii) Find also the mean and variance of X .
�kx ( 1- x) , for 0 < x <1
18) Given f ( x) = � �
�
�0, elsewhere
Show that
1
(i) k=
5
(ii) ( )
F x = 0 for x �0
19) A random process gives measurements X between 0 and 1 with a probability density function
�12 x 3 - 21x 2 +10 x, 0 �x �1
f ( x) = �
�
�
� 0, elsewhere
� 1� � 1�
(i) Find P �
� X� � �
� and P �
�X> � �
�
� 2� � 2�
1
(ii) Find a number k such that P ( X �k ) = .
2
20)
21)
EXPECTATION
1) Let X denote a random variable such that P [ X =- 1] = 0.2 , P [ X = 0 ] = 0.5 ,
P [ X = 1] = 0.3 . Compute E [ X 2 ] .
Solution: Let Y = X 2 . Then the probability mass function of Y is given by
P [Y = 1] = P [ X =- 1] + P [ X = 1] =0.5
P [Y = 0 ] = P [ X = 0 ] = 0.5 Hence,
E[ X 2 ] = E [ Y ] = 1( 0.5) + 0 ( 0.5) = 0.5
2)
3)