Indian Institute of Technology Patna
Department of Mathematics
Course: Probability and Stochastic Processes, Topic- Random Variables
Tutorial Sheet #4
1. Consider the following probability mass function:
P (X = 0) = 0, P (X = 1) = k, P (X = 2) = 2k = P (X = 3), P (X = 4) = 3k, P (X = 5) =
k 2 , P (X = 6) = 2k 2 , P (X = 7) = 7k 2 + k. Find (i) k (ii) Evaluate P (X < 6), P (X ≥ 6), P(0 <
X < 5) (iii) the corresponding distribution function.
2. Let X be an random variable (RV) such that E|X| < ∞. Show that E|X − c| is minimized if we
choose c to be the median of the distribution of X.
3. Consider a question paper with two problems only. The first one has 3 possible answers and the
second one has 5(for each problem only one answer is correct). Answers are chosen at random
for each of the two problems. Evaluate EX and V (X) where X is the RV representing the right
answers.
4. Let X be an RV with PMF P (X = −2) = P (X = 0) = 1/4, P (X = 1) = 1/3, P (X = 2) = 1/6.
Find median of X. Also find quantile of order 0.2.
5. A coin is tossed until a head appears. Find the expected number of tosses required to obtain the
first head.
6. A man with n keys wants to open his door and tries the keys independently and at random. Find
the mean and variance of the number of trials required to open the door, (i) if unsuccessful keys
are not eliminated from further selection, (ii) if they are eliminated.
7. (i) Comment on ‘Variance of a B(n, p) distribution can be more than its mean’.
(ii) Let the RV X has a B(6, 0.5) distribution. Check which outcome is most likely.
(iii) Ten percent of the articles produced by a certain machine are defective. If 10 independent
articles fabricated by this machine are taken at random what is the probability that exactly two of
them are defective?
(vi) A device is made up of five independent components and it will operate if at least 4 of its 5
components are active. Each components operates with probability 0.95. Find the probability that
a device taken at random operates.
(v) During a war 1 ship out of 9 was sunk on an average in making a certain voyage. Find the
probability that exactly 3 out of a convoy of 6 ships would arrive safely.
(vi) Find the probability P (X ≥ 1|X ≤ 1) where X ∼ P (5).
8. The overall percentage of failures in a certain examination is 40. What is the probability that out
of a group of 6 candidates at least 4 passed the examinations?
9. An unprepared student appears a true false examination consisting of 10 questions and randomly
guesses answers.
(i) Find the probability that he guesses correctly at least five times.
(ii) Find the probability that he guesses correctly nine times.
(iii) Find the smallest n so that probability of guessing at least n correct answers is less than 1/2.
10. A certain company produces bulbs of which 10% are defective. What is the probability of getting
exactly 3 defective in a sample of 10 bulbs selected at random. Compute the probability using
Poisson approximations and also compare your result with that obtained from binomial distribution.
11. Derive a recurrence formula formula to find the the k th central moments of a B(n, p) distribution.
Also discuss the case of P (λ) distribution.
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12. Consider a binomial distribution with 4 independent trials where it is known that probabilities of
1 and 2 successes are 2/3 and 1/3 respectively. Find the parameter p of the distribution. Also find
the mean and variance of the distribution.
13. A coin is biased so that a head is thrice as likely to appear as a tail. Suppose that the coin is tossed
5 times, find the probability of getting (i) at least 3 heads, (ii) at most 3 heads, (iii) exactly 3 tails.
14. In a certain factory producing razor blades, there is 1% for any blades to be defective. The blades
are in packets of 10. In a consignment of 1000 packets, calculate the approximate number of packets
containing (i) no defective blades (ii) one defective blades (iii) at most two defective blades (iv) at
least two defective blades.
15. Suppose that a trainee soldier shoots a target according to a geometric distribution. If the proba-
bility that a target is shot in any one trial is 0.8, find the probability that odd number of trials are
needed. What is the probability that even number of trials will be needed.
16. In a company 3% defective components are produced. Find the probability that at least 6 compo-
nents are to be examined in order to get 3 defective.
17. One per thousand of population is subject to certain kinds of accident each year. Given that an
insurance company has insured 5000 persons from the population, find the probability that at most
2 persons will incur this accident.
18. A certain airline company having observed that 5% of the persons making reservations on a flight
do not show up for the flight, sells 100 seats on a plane that has 95 seats. What is the probability
that there will a seat available for every person who shows up for the flight?
19. A pair of die is rolled 50 times. Find the probability of getting a double six at least three times.
20. Suppose number of accidents occurring on a highway each day is a random variable having a P (3)
distribution.
(i) Find the probability that three or more accidents occur today.
(ii) Repeat part (i) under the assumption that at least one accident had already occurred today.
21. Suppose that an airplane engine will fail, when in flight, with probability 1 − p independently from
engine to engine. Suppose that airplane will make a successful flight if at least 50% of engines
remain operative. For what values of p is a four engine plane preferable to a two engine plane?
22. Let X ∼ Geo(p) distribution. Find the probability that X is even. Also find the probability that
X is odd.
