Assignment #1
(Probability Theory and Random Variables: Probability, Random variables, Cumulative
distribution functions, Discrete random variables, Continuous random variables, Independent
random variables, Probability mass and density functions, Expectation of random variables,
Chebyschev's inequality.)
SECTION A (Memory Based Questions)
Q1. (a) Define random variable.
(b) If two random variables 𝑋 and 𝑌 are independent, then ……..
(c) Write the statement of Chebyschev’s inequality.
(d) Define distribution function.
(e) Is the function defined as follows a density function?
𝑒 −𝑥 , 𝑥 ≥ 0
𝑓(𝑥) = {
0, 𝑥 < 0
(f) A discrete random variable can take ………… number of values with in its
range
(g) The range of distribution function is ……..
(h) If X and Y are two random variables such that their expectation exist and
𝑃(𝑥 ≤ 𝑦) = 1 then
(i) 𝐸(𝑋) ≤ 𝐸(𝑌) (ii) 𝐸(𝑋) = 𝐸(𝑌) (iii) 𝐸(𝑋) ≥ 𝐸(𝑌) (iv) None of these
(I) The height of persons in a country is a random variable of the type ………
SECTION B (Concept Based Questions)
Q2. Two dice are rolled. Let 𝑋 denote the random variable which counts the total number
of points on the upturned faces, construct a table giving the non-zero values of the
probability mass function and draw the probability chart. Also find the distribution
function of 𝑋.
Q3. A diameter of an electric cable, say 𝑋, is assumed to be a continuous random variable
with p.d.f. : 𝑓(𝑥) = 6𝑥(1 − 𝑥), 0 ≤ 𝑥 ≤ 1.
Check that 𝑓(𝑥) is p.d.f., and (ii) determine a number 𝑏 such that 𝑃(𝑋 < 𝑏) = 𝑃(𝑋 >
1 1 2
𝑏). (iii) Obtain expression for the c.d.f. of 𝑋. (iv) Compute 𝑃 (𝑋 ≤ 2 | 3 ≤ 𝑋 ≤ 3).
Q4. Let 𝑋 be a random variable with the following probability distribution :
x -3 6 9
𝑃(𝑋 = 𝑥) 1/6 1/2 1/3
Find 𝐸(𝑋) and 𝐸(𝑋 ) and using the laws of expectation, evaluate 𝐸(2𝑋 + 1)2 .
2
Q5. If the Chebyshev’s inequality for the random variable X is given by 𝑃(−2 < 𝑋 <
21
8) ≥ 25, find 𝐸(𝑋) and 𝑉𝑎𝑟|𝑋|.
SECTION-C (Analytical Based Questions)
Q6. A random variable 𝑋 has the following probability function:
Values of X, 0 1 2 3 4 5 6 7
x:
P(x) 0 k 2k 2k 3k k2 2k2 7k2+k
(i) Find k, (ii) Evaluate 𝑃(𝑋 < 6), 𝑃(𝑋 ≥ 6), and 𝑃(0 < 𝑋 < 5) (iii)
1
determine the distribution function of 𝑋 (iv) if 𝑃(𝑋 ≤ 𝑎) > 2, find the
minimum value of 𝑎.
Q7. A random number 𝑋 is distributed at random between the values 0 and 1 so that its
probability density function is 𝑓(𝑥) = 𝑘𝑥 2 (1 − 𝑥 3 ), where k is a constant. Find the
value of k. Using this value of k, find its mean and variance.
Q8. If 𝑡 is any positive real number, show that the function defined by 𝑝(𝑥) =
𝑒 −𝑡 (1 − 𝑒 −𝑡 )𝑥−1 can represent a probability function of a random variable 𝑋
assuming the values 1, 2, 3, …. Find the 𝐸(𝑋) and 𝑣𝑎𝑟(𝑋) of the distribution.
Q9. If X and Y are independent random variables with mean 2, 3 and variance 1, 2
respectively. Find the mean and variance of the random variable 𝑍 = 2𝑋 − 5𝑌.
Q10. A symmetric die is thrown 600 times. Find the lower bound for the probability of
getting 80 to 120 sixes.
SECTION-D (Application based Question)
Q11. The distribution function of continuous random variable X given by
0, 𝑥<0
𝑥
, 0≤𝑥<1
2
1
𝐹(𝑥) = , 1≤𝑥<2
2
𝑥
, 2≤𝑥<4
4
{ 1, 𝑥≥4
Find probability density function of X.
Q12. Suppose that the life in hours of a certain part of radio tube is a continuous random
variable 𝑋 with p.d.f. given by
100
𝑓(𝑥) = { 𝑥 2 , 𝑤ℎ𝑒𝑛 𝑥 ≥ 100
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
(i) What is the probability that all of three such tubes in a given radio set will
have to be replaced during the first 150 hours of operation?
(ii) What is probability that none of three of the original tubes will have to be
replaced during that first 150 hours of operation?
(iii) What is probability that a tube will last less than 200 hours if it is known
that the tube is still functioning after 150 hours of service?
(iv) What is the maximum number of tubes that may be inserted into a set so
that there is a probability of 0.5 that after 150 hours of service all of them
are still functioning?
Q13. For geometric distribution 𝑝(𝑥) = 2𝑥 ; 𝑥 = 1, 2, 3 …, prove that chebyschev’s
1 15
inequality gives 𝑃{|𝑋 − 2| ≤ 2} > 2, while the actual probability is 16.
Q15. 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, and (ii) if they are.
Q16. Let 𝑌 = 𝑋 2 + 2𝑋, where 𝑋 is a random variable whose probability distribution is
given as: 𝑥
x 1 2 3 4
P(x) 0.1 0.2 0.5 0.1
Then find probability distribution, CDF, mean, and variance of 𝑌.
