QUESTION 1

A hat contains twenty white slips of paper numbered from 1 to 20, ten red slips of
paper numbered from 1 to 10, forty yellow slips of paper numbered from 1 to 40, and
ten blue slips of paper numbered from 1 to 10. If these 80 slips of paper are
thoroughly shuffled so that each slip has the same probability of being drawn, find the
probabilities of drawing a slip of paper that is:
(a) blue or white.
Solution:
(b) numbered 1, 2, 3, 4, or 5.
Solution:
(c) red or yellow and numbered 1, 2, 3, or 4.
Solution :
{ } 4 , 3 , 2 , 1 , 4 , 3 , 2 , 1 Y Y Y Y R R R R S
(d) white and numbered higher than 12 or yellow and numbered higher than 26.
Solution:

'

40 , 39 , 38 , 37 , 36 , 35 , 34 , 33 , 32 , 31 , 30 , 29 , 28 , 27
, 20 , 19 , 18 , 17 , 16 , 15 , 14 , 13
Y Y Y Y Y Y Y Y Y Y Y Y Y
W W W W W W W W
S
QUESTION 2
The joint probability distribution function of the random variables X and Y is given by
. , , y x
y x
y x f 2 1 0 ; 3 2, 1, 0, for
30
) (
) , (
+

(a) Shows that above function satisfies the conditions of probability function of a
discrete random variable.
Solution:
X
Y
0 1 2 3 Total
0
1
2
Total
Above function satisfies the condition of probability function of a discrete
random variable
I.

II.
(b) Find,
(i)
( ) 1 , 1 Y X P
Solution:
(ii) the conditional joint probability distribution function,
( ) Y X f
.
Solution:
(iii)
( ) 1 2 X P
QUESTION 3
If X has the cumulative distribution function,

'

<
<
<
<

5 1
5 3
4
3

3 1
2
1

1 1
4
1

1 0
) (
x
x
x
x
x
x F
Find,
(a) P(X<3).
Solution:
x -1 1 3 5
f(x)
( )
2
1
4
1
0
4
1
0
) 1 ( ) 0 ( ) 1 ( ) 2 (
) 3 (
2
1

+ + +
+ + +
<

f f f f x f
X P
x
(b) P(-0.4<x<4).
Solution:
P(-0.4<x<4).

2
1
0
4
1
0
4
1
) 0 ( _ ) 1 ( ) 2 ( ) 3 ( ) (
3
1

+ + +
+ + +

x
f f f f x f
QUESTION 4
Find the cumulative distribution function of the random variable that has the
probability distribution
( ) 5 , 4 , 3 , 2 , 1 for
15
x
x
x f
Solution :
x 1 2 3 4 5
f(x)
F(x)

'

<
<
<
<

5 1
5 4
15
10
4 3
15
6
3 2
15
3
2 1
15
1
0 0
) (
x for
x for
x for
x for
x for
x for
x F
QUESTION 5
A coin is biased so that heads is twice as likely as tails. For three independent tosses
of the coin, find
(a) the probability distribution of X, the total number of heads.
Solution:
Using Binomial distribution,
( Note: It Is a discrete distribution that describes the probability distribution of the number of
successes in a sequence of n independent trials, each of them occurring with a probability p.)
X 0 1 2 3
P(X=x)
The total number if head,
(b) the probability of getting at most two heads.
Solution:
(c) the cumulative distribution function of the random variable X and plots its
graph. Use the cumulative distribution function of X to find
( ) 3 1 <X P
and
( ) 2 > X P
.
Solution:
x 0 1 2 3
f(x)
F(x)
) (x F
=
( ) 3 1 <X P
( ) 2 > X P
QUESTION 18
The joint probability function of the random variables X and Y is given as:
Find,
a. the value of m
Solution:
x y 0 1 2 3 total
0 0
1
2
3
total
Value of m,
b. the marginal probability function of X.
Solution:
c. the marginal probability function of Y.
Solution:
d. P(X=2,Y=3)
Solution:
P(X=2,Y=3)
e. P(X>1,Y>2)
Solution:
P(X>1, Y>2)
QUESTION 19
The joint probability function of the random variables X and Y is given as:
Find:
a)
Solution:
b)
Solution:
96
20 12
) 5 6 5 4 5 2 5 (
96
1
96
5 2
) (
3
0
2
y
y y y y
y x
y
x
f
+

+ + + + + +
+

96
15 6
) 10 2 5 2 2 (
96
1
96
5 2
) (
2
0
1
+

+ + + +
+

x
x x x
y x
x
y
f
c) P(X | Y =2)
Solution:
P(X | Y =2)
d) P(X=1 | Y =2)
Solution:
P(X=1 | Y =2)
e) P(Y=2 | X=1)
Solution:
P(Y=2 | X=1)
QUESTION 6
The probability density of the continuous random variable X is given by
( )

'

< <

elsewhere 0
7 2 for
5
1
x
x f
(a) Draw its graph and verify that the total area under the curve (above the x-axis)
is equal to 1.
Solution:

(b) Find
( ) 5 3 < < X P
.
Solution:
(c) Find the cumulative distribution function of the random variable X and use it
to re-evaluate part (b).
Solution:
To determine the
( ) 5 3 < < X P
,
( ) 5 3 < < X P =
QUESTION 7
(a) Show that ( ) < <

x e x f
x
0 for represents a probability density function.
Solution:

(b) Sketch a graph of this function and indicate the area associated with the probability
that x>1.
(c) Calculate the probability that x>1.
3678794
x
f(x)
QUESTION 8
The probability density of the random variable Z is given by
( )

'

>

0 for 0
0 for
2
z
z e z k
x f
z
Find k , Solution
, z >0
Draw the graph of this probability density.
Solution:
, z >0
4z
To find z,
(
SO,
While z>
QUESTION 10
If X is the number of heads and Y is the number of heads minus the number of tails
obtained in three flips of a balanced coin, construct a table showing the values of the
joint probability distribution of X and Y.
Solution :
When flips of a balanced coin,
Sample space S obtain H in the flipping of a balance coin,
X(HHH)=3, X(HHT)=2, X(HTH)=2, X(THH)=2,
X(HTT)=1, X(TTH)=1, X(THT)=1, X(TTT) =1
The image of set S is X(S)=
To find Y,=(No. of H-T)
0-3=-3; 1-2=-1; 2-1=1; 3-0=3
While Y =
y
QUESTION 15
Derive the formulas for the mean and the variance of the Poisson distribution by first
evaluating
) ( X E
and
( ) [ ] 1 X X E
. Solution:

0
1
1
0
!
)! 1 (
!
) (
y
y
x
x
x
x
y
e
x
e
x
e
x
0 1 2 3
x
-3
-1
1
3
Put y=x-1
{ }
{ }

+
+

2
1
1
2
2
2
1 2
0 0
0
0
2
0
2 2
)! 1 ( )! 2 (
)! 1 ( )! 2 (
! !
) 1 (
!
1 ) 1 (
!
) (
) (
e e e e
x
e
x
e
x
e
x
e
x
xe
x
e x x
x
e
x x
x
e
x
x X P X X E
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
E(X(X1)) = E(X
2
X) = E(X
2
) E(X), so E(X
2
) = E(X(X-1)) +E(X)
Since Var(X) = E(X
2
) (E(X))
2
, you can find the variance from E(X(X-1)) and E(X):
Var(X) = E(X(X-1)) +E(X) (E(X))
2

+
2 2

QUESTION 11
If the joint probability density of X and Y is given by
( )
( )

'

< < < < +

lsewhere 0
2 0 , 1 0 for 2
4
1
,
e
y x y x
y x f
Find,
(a) the marginal density of X and the conditional density of Y given X=1/4.
Solution:
E(X(X1)) = E(X
2
X)
= E(X
2
) E(X)
E(X
2
) = E(X(X-1)) +E(X)
So,
+
2
E(X(X-1))+
E(X(X-1))= +
2
=
2

(b) the marginal density of Y and the conditional density of X given Y=1.

QUESTION 9
The joint cumulative distribution function of two random variables X and Y is given
by
( )
( ) ( )

'

> >

lsewhere 0
0 , 0 for 1 1
,
2 2
e
y x -e e
y x F
y x
.
(a) Find the joint probability density.
Solution:

[ ]
[ ]
[ ]
[ ]
[ ]
) (
2 2
2 2
2 2
2 2
2 2
2 2
2 2
2 2
4
) 2 )( 2 (
)) 2 ( 0 )( 2 (
) ) ( ) 1 ( )( 2 (
) 1 ( ) 2 ( 0
) 1 ( ) ( ) 1 (
) 1 )( 1 ( ) , (
y x
y x
y x
y x
y x
y x
y x
xye
ye xe
ye xe
e
dy
d
dy
d
xe
dy
d
e xe
dy
d
e e
dx
d
dx
d
dy
d
e e
dxdy
d
y x F
dxdy
d
+

(b) Use the joint probability density to find
( ) 2 1 , 2 1 < < Y X P
.
Solution:
QUESTION 13
A random variable X has a gamma distribution and it is referred to as a gamma
random variable if and only if its probability density is given by
( )

'

>

,
_

elsewhere 0
0 for
1
) (
1
x e x
x f
x

where 0 > and
0 >
.
a) This gamma distribution will becomes a special probability density when
1 and

. State the name of the probability density and show the
corresponding
) (x f
.
Solution:
When 1 and

( )

,
_

,
_

,
_

,
_

x
x
x
x
e
e
e x
e x x f
1
) 1 (
) 1 (
1
) 1 ( ) (
1
1
) (
1 1
1
1
b) Find the mean and the variance of the probability density stated (a) above
Solution:
It is an exponential distribution and it is referred to as
an exponential random variable if and only if its
probability density is given by
( )

'

>

elsewhere 0
0 for
1

x e
x f
x

[ ]

1
1
]
1

,
_

1
]
1

1
1
]
1

,
_

,
_

,
_

) 0 ( ) 0 0 (
) 1 (
) (
) (
) ( '
0
0
0
x x
o
x x
x x
b
a
x
e xe
dx e xe
dx e e x
dx du v uv dv u
dx
e
x
dx x f x
X E

[ ]
2
2
0
2 2
0
2 2
0
2
0
2
0
2
0
2
2
2 2
2
)) 1 ( 2 0 0 ( ) 0 0 0 (
2 2
2 2
2 2
) 2 ( 2 (
2
) 2 (
) (
1
) ( ) (

+ +
1
]
1

+
1
1
]
1

,
_

,
_

+
1
]
1

+
1
1
]
1

1
1
]
1

,
_

,
_

1
]
1

1
1
]
1

,
_

,
_

x x x
x x x
x x x
x x x
x x
x x
b
a
x
e e x e x
e e x e x
e e x e x
e e x e x
xe e x
x e e x
dx du v uv dv u
dx e x
dx x f x x E
[ ]
2
2 2
2 2 2
) ( 2
) ( ) (

x E x E
QUESTION 12
If X has a Binomial distribution with the parameters n and

and
n
X
Y
,
then
) (Y E
and
( )
n
Y

1
2
. Prove this theorem.
Solution:
E(X) =
Therefore,

QUESTION 14
The mean and the variance of the negative binomial distribution are

and

,
_

1
1
2

k
. Prove this theorem by first determining
) ( X E
and
( ) [ ] 1 + X X E
.
Solution:
Theorem for negative Binomial
,

To find :
QUESTION 16
Find the probabilities that the value of a random variable will exceed 4 if it has a
gamma distribution with
(a) 2 and
3
.
(b)
3
and
4
.
Solution:

=

=

QUESTION 17
Show that if a random variable has an exponential density with the parameter , the
probability that it will take on a value less than
( ) p 1 ln
is equal to
p
for
1 0 < p
.
Solution:

QUESTION 20
HOW TO DIFFERENTIATE AND INTEGRATE EXPONENTIAL FUNCTION. Find
the mean and variance .
Solution:
DIFFERENTIATE AND INTEGRATE THE EXPONENTIAL FUNCTION.
Exponential Function f(x) = 2
Differentiate For The Exponential Function
Theorem The Derivative of a Exponential Function.
Let u be a differentiable function of x. Then , and, more generally
.
f(x) = 2
= 2.
Let u =
=
=
=
Integrate For The Exponential Function
Theorem Integration Rule for Exponential Function
Let u be a differentiable function of x. Then, and
We also use the theorem : [ ]
b
a
vdu uv udv

to integrate the
Exponential function.
Exponential Function f(x) = 2
Evaluate 2 ,
[ ]
1
1 0
0
2

+


x
e
Find Mean :
dx e x x E
x

0
2
2 . ) (
Let :
[ ]
[ ] ( )
( )
2
1
1 0
2
1
2
0
.
0
2
0
2
0
2
0
2

1
]
1

x
x
x x
b
a
e
dx e
dx e e x
vdu uv udv
Let :
[ ]
[ ] ( )

+



0
2
0
2
0
2
0
2 . 2
2 0
2 0
2
dx xe
dx xe
dx e x e x
vdu uv udv
x
x
x x
b
a
Let:

,
_

,
_

1
]
1

1
]
1

,
_

1
1
]
1

1
]
1

1
1
]
1

,
_

4
2
4
1
2
4
1
0
4
0 2
2 2
. 2
0
2
2
0
2
x
x x
e
dx
e e
x
( ) ( ) [ ]
4
1
2
1
4
2
(x) Var
2
2 2

,
_

x E x E