indian institute of technology indore
MA 675/ME 675: Probability and Statistical Methods
Practice Sheet 5
1. The probability density function (PDF) of X is given by
1, if 0 ≤ x ≤ 1
fX (x) =
0, otherwise.
Find the PDFs of the following random variables:
(a) Y1 = eX ,
(b) Y2 = −2 ln(X),
X
(c) Y3 = (1+X) ,
2. Let X be a random variable having the probability mass function
(
k(1 + |x|)2 x = −2, −1, 0, 1, 2
f (x) =
0 otherwise.
Find the value of the constant k and P (X = 0).
3. Find the values of α and β such that the following function becomes a distribution function
0,
if x < 0,
x2
2, if 0 ≤ x < 1,
1 2
F (x) = 2 + α(x − 1) , if 1 ≤ x ≤ 2,
4
β + (x−2)
, if 2 < x ≤ 3,
7
1, if x > 3.
4. Let X be a random variable with probability density function
(
e−x , x > 0,
f (x) =
0, otherwise.
Find the probability P (X 2 − 3X + 2 ≥ 0).
5. Let X be a continuous random variable with PDF
(
2x
2, 0 < x < π,
fX (x) = π
0, otherwise.
Find the PDF of Y = sin(X).
6. Let X be a random variable with PDF
(
θe−θx if x ≥ 0
f (x) =
0 otherwise,
where θ > 0. Let Y = (X − 1/θ)2 . Find the PDF of Y .
7. Let X be a random variable with PDF
1
10 , if − 5 ≤ x ≤ 5
fX (x) =
0, otherwise,
X 2 0
and let A = 1 X 2 . Find the probability that the given matrix A is strictly diagonally
0 X 4
dominant.
Pn [Hint: An n × n matrix B is said to be strictly diagonally dominant if |bii | >
j=1,j6=i |bij | holds for each i = 1, 2, . . . , n.]
8. Let X be a random variable with PDF
(
e−x x≥0
f (x) =
0 otherwise.
Find the distribution of the following random variables:
(a) (
X if 0 < X < 10
Y =
10 if X ≥ 10
(b) Y2 = n if n ≤ X < (n + 1), for all n ∈ {0, 1, 2, 3, . . .}.
9. An equilateral triangle is to be constructed having sides X, where X is a random variable
with probability density function
(
1
, 0 < x < 4,
f (x) = 4
0, otherwise.
Find the expected area of the triangle.
10. In three independent tosses of a fair coin, let X denote the number of tails appearing. Let
Y = X 2 and Z = 2X 2 + 1. Find the mean and variance of random variables Y and Z.
11. (a) Let X be a random variable with p.m.f.
( c
, if x ∈ {1, 2, . . . , },
fX (x) = x2+r
0, otherwise,
∞
where c−1 = n−2−r and r ≥ 0 is an integer. For what values of j ∈ {0, 1, 2, . . .}, E(X j ) is
P
n=1
finite?
(b) Find a distribution for which no moment exist.
12. Let X be a random variable with p.d.f.
x
2, if 0 < x ≤ 1,
1,
if 1 < x ≤ 2,
2
fX (x) = 3−x
2 ,
if 2 < x < 3,
0, otherwise.
Find the expected value of Y = X 2 − 5X + 3.
2
13. Suppose X is a non-negative continuous random variable having the distribution function
F (·). Show that Z ∞
E(X) = F̄ (x)dx,
0
where F̄ (x) = 1 − F (x) denotes the reliability/survival function.
14. Let X1 , X2 , . . . , Xn be independent and identically distributed random variables having the
finite mean µ. Define Sn = X1 + X2 + · · · + Xn . Show that
Sm m
E = , for m ≤ n.
Sn n
******************* THE END *******************
There are no secrets to success. It is the result of preparation, hard work, and learning
from failure. (Gen. Colin L. Powell)
