UNIVERSITI PENDIDIKAN SULTAN

IDRIS

ASSIGNMENT 1
COLLECTION OF QUESTIONS AND SOLUTION
REPORT

SMS6014
ADVANCED PROBABILITY AND
STATISTICS
LECTURER: DR. NOR AZAH
SAMAT

Name

Matric No.

MOAZIM BIN MOHAMED

M20151000764

CHAPTER 1: INTRODUCTION TO PROBABILITY AND STATISTICS

Question 1: A die is rolled, find the probability that an even number is obtained.
Solution to Question 1:

Let us first write the sample space S of the experiment.

S = {1,2,3,4,5,6}

Let E be the event "an even number is obtained" and write it down.
E = {2,4,6}

We now use the formula of the classical probability.

P(E) = n(E) / n(S) = 3 / 6 = 1 / 2

Question 2: Two coins are tossed, find the probability that two heads are obtained.
Note: Each coin has two possible outcomes H (heads) and T (Tails).
Solution to Question 2:

The sample space S is given by.

S = {(H,T),(H,H),(T,H),(T,T)}

Let E be the event "two heads are obtained".

E = {(H,H)}

 We

use

the

formula

of

the

classical

probability.

P(E) = n(E) / n(S) = 1 / 4

Question 3: Two dice are rolled, find the probability that the sum is
a) equal to 1
b) equal to 4
c) less than 13
Solution to Question 3:

a) The sample space S of two dice is shown below.

S = { (1,1),(1,2),(1,3),(1,4),(1,5),(1,6)
(2,1),(2,2),(2,3),(2,4),(2,5),(2,6)
(3,1),(3,2),(3,3),(3,4),(3,5),(3,6)
(4,1),(4,2),(4,3),(4,4),(4,5),(4,6)
(5,1),(5,2),(5,3),(5,4),(5,5),(5,6)
(6,1),(6,2),(6,3),(6,4),(6,5),(6,6)}

Let E be the event "sum equal to 1". There are no outcomes which correspond
to a sum equal to 1, hence
P(E) = n(E) / n(S) = 0 / 36 = 0

b) Three possible outcomes give a sum equal to 4: E = {(1,3),(2,2),(3,1)},

hence.
P(E) = n(E) / n(S) = 3 / 36 = 1 / 12

c) All possible outcomes, E = S, give a sum less than 13, hence.

P(E) = n(E) / n(S) = 36 / 36 = 1

Question 4: A die is rolled and a coin is tossed, find the probability that the die
shows an odd number and the coin shows a head.
Solution to Question 4:

The sample space S of the experiment described in question 5 is as follows

S = { (1,H),(2,H),(3,H),(4,H),(5,H),(6,H)
(1,T),(2,T),(3,T),(4,T),(5,T),(6,T)}

Let E be the event "the die shows an odd number and the coin shows a head".
Event E may be described as follows
E={(1,H),(3,H),(5,H)}

The probability P(E) is given by

P(E) = n(E) / n(S) = 3 / 12 = 1 / 4
Question 5: A card is drawn at random from a deck of cards. Find the probability of
getting the 3 of diamond.
Solution to Question 5:

The sample space S of the experiment in question 6 is shwon below

 Let E be the event "getting the 3 of diamond". An examination of the sample

space shows that there is one "3 of diamond" so that n(E) = 1 and n(S) = 52.
Hence the probability of event E occurring is given by
P(E) = 1 / 52

Question 6: A card is drawn at random from a deck of cards. Find the probability of
getting a queen.
Solution to Question 6:

The sample space S of the experiment in question 7 is shwon above (see

question 6)

Let E be the event "getting a Queen". An examination of the sample space

shows that there are 4 "Queens" so that n(E) = 4 and n(S) = 52. Hence the
probability of event E occurring is given by
P(E) = 4 / 52 = 1 / 13

Question 7: A jar contains 3 red marbles, 7 green marbles and 10 white marbles. If a
marble is drawn from the jar at random, what is the probability that this marble is
white?
Solution to Question 7:

We first construct a table of frequencies that gives the marbles color

distributions as follows

colo frequenc
r
y
red
3
gree
7
n
white
10

We now use the empirical formula of the probability

Frequency for white color
P(E)=

________________________________________________

Total frequencies in the above table

= 10 / 20 = 1 / 2

Question 8: You toss a fair coin three times:

a. What is the probability of three heads, HHH?
b. What is the probability that you observe exactly one heads?
c. Given that you have observed at least one heads, what is the probability that you
observe at least two heads?
Solution to Question 8:

a. We assume that the coin tosses are independent.

3

P ( HHH )=P ( H ) . P ( H ) . P ( H )=0.5

= 8

b. To find the probability of exactly one heads, we can write

P (One heads )=P ( HTT THT TTH )

HTT

TTH
P

1 1 1

= 8+ 8 + 8
3

= 8
c. Given that you have observed at least one heads, what is the probability that you
observe at least two heads? Let
heads, and

A2

A1

be the event that you observe at least one

be the event that you observe at least two heads. Then

A 1=S{ TTT }

A 2= { HHT , HTH ,THH , HHH }P ( A 2) =

7
,and P ( A 1 )= 8

4
8

Thus, we can write

P ( A 1| A 2 )

P( A 1 A 2)
=
P( A 1)

P( A 2)
= P( A 1)
4 8

= 8 .7

4
7

Question 9:
In my town, it's rainy one third of the days. Given that it is rainy, there will be heavy
1
traffic with probability 2 , and given that it is not rainy, there will be heavy traffic with

probability

1
4 . If it's rainy and there is heavy traffic, I arrive late for work with

probability

1
2 . On the other hand, the probability of being late is reduced to

1
8

if

it is not rainy and there is no heavy traffic. In other situations (rainy and no traffic, not
rainy and traffic) the probability of being late is 0.25. You pick a random day.
a. What is the probability that it's not raining and there is heavy traffic and I am not
late?
b. What is the probability that I am late?
c. Given that I arrived late at work, what is the probability that it rained that day?
Solution to Question 9:
Let R be the event that it's rainy, T be the event that there is heavy traffic, and L be
the event that I am late for work. As it is seen from the problem statement, we are
given conditional probabilities in a chain format. Thus, it is useful to draw a tree
diagram. Figure below shows a tree diagram for this problem. In this figure, each leaf
in the tree corresponds to a single outcome in the sample space. We can calculate
the probabilities of each outcome in the sample space by multiplying the probabilities
on the edges of the tree that lead to the corresponding outcome.

a. The probability that it's not raining and there is heavy traffic and I am not late can
be found using the tree diagram which is in fact applying the chain rule:
P ( R c T Lc ) =P ( Rc ) P ( T |Rc ) P ( Lc|Rc T )

2 1 3
. .
3 4 4

1
8

b. The probability that I am late can be found from the tree. All we need to do is sum
the probabilities of the outcomes that correspond to me being late. In fact, we are
using the law of total probability here.
P ( L ) =P ( R , T , L ) + P ( R ,T c , L ) + P ( Rc ,T , L ) + P ( R c , T c , L )

1 1 1 1 11
+ + + =
12 24 24 16 48

c. We can find

P (L)=

P ( R| L )=

P ( R| L ) using

11
48 , and we can find

outcomes that belong to

P(R L)
. We have already found
P( L)

P( R L) similarly by adding the probabilities of the

R L . In particular,

P ( R L ) =P ( R , T , L ) + P ( R ,T c , L )

1 1 1
+ =
12 24 8

Thus, we obtain
P ( R| L )=

P(R L)
P( L)

1 48
.
8 11

6
11

CHAPTER 2: RANDOM VARIABLES AND PROBABILITY DISTRIBUTION

Discrete Random Variables
Question 1: Let

be a discrete random variable with the following PMF

0.3 for x=3

0.2 for x=5
Px ( x ) = 0.3 for x=8
0.2 for x=10
0 otherwise
x

Find and plot the CDF of

Solution for Question 1:
The CDF is defined by

F x ( x )=P( X x) .We have

Fx ( x )

Question 2: Let

0.1 for k=0

0.4 for k =1
Px ( k )= 0.3 for k =2
0.2 for k=3
0 otherwise

0 for x <3
P x (3 )=0.3 for 3 x <5
(
P x 3 ) + P x ( 5 )=0.5 for 5 x <8
P x ( 3 )+ P x ( 5 )+ P x ( 8 )=0.8 for 8 x <10
1 for x 10

be a discrete random variable with the following PMF

a.Find

E( x )

b.Find Var ( x)
c.If

y=( x2) ,

find

E( y ) .

Solution for Question 2:

a.

= 0(0.1)+ 0(0.4)+ 2(0.3)+ 3(0.2)

= 1.6

( x)

b. We can use Var

find

E( x )
2

1.6

=
E( x )2

.Using LOTUS, we have

E ( x ) =( 0 ) ( 0.1 )+ ( 1 ) ( 0.4 ) + ( 2 ) ( 0.3 ) + ( 3 ) ( 0.2 )=3.4

Thus, we have
1.6

Var
( x )=(3.4 )
c. Again, using LOTUS, we have

Thus we need to

E ( x2 ) =( 02 ) ( 0.1 ) + ( 12 ) ( 0.4 )+ ( 22 ) ( 0.3 ) + ( 32 ) ( 0.2 )=1

Question 3: Let

X be a discrete random variable with PMF

0.2 for k =0
0.2 for k =1
P X ( k ) = 0.3 for k =2
0.3 for k =3
0 otherwise
Y =

Defined

X ( X 1 )( X 2 ) ( X3 ) .

Find the PMF of

Solution for Question 3:

y= { x ( x1 )( x2 )|x { 0,1,2,3 }
R
First, note that
= { 0,6 } . Thus,

Py

(0)=

X=0
()( X=1)(X =2)
P ( Y =0 )=P

P X ( 0 ) + P X ( 1 ) + P X ( 2 )=0.7

= P X ( 6 ) =P ( X=3 ) =0.3

Thus

0.7 for k =0
P X ( k ) = 0.3 for k =6
0 otherwise

Question 4: Let

be a discrete random variable with range

Suppose the the PMF of

PX (k )=

1
for k=1,2,3 .
2k

is given by

R X ={ 1,2,3 } .

X , FX ( x )

a. Find and plot the CDF of

b. Find
c.Find

P(2< x 5)

P( X > 4)

Solution for Question 4:

First, note that this is a valid PMF. In particular,

a. To find the CDF, note that

For x <1, F X ( x )=0

For 1 x <2 , F X ( x )=P X ( 1 )=

1
2

For 2 x <3 , F X ( x )=P X (1 )+ P X (2 )=

For 0< k x <k +1

1
2

1 3
+ 4=4

P X ( 1 )+ PX ( 2 )+ + P X ( k )=

figure below shows the CDF of

1
2

1
1 2 k 1
+ k = k
+ 4
2
2

P(2< x 5) ,we can write

b. To find

P (2< x 5 )=F X ( 5 )F X ( 2 )=

31
32

- 4 = 32

Or equivalently, we can write

P (2< x 5 )=P X ( 3 ) + P X ( 4 ) + P X ( 5 )=

1
8

+ 16 + 32 = 32

which gives the same answer.

c. To find

P ( X >4 ) , we can write

P ( X >4 )=1P ( X 4 )=1F X ( 4 ) =1

15 1
=
16 16

Question 5: Consider two random variables

table below
a. Find

P ( X 2, Y 4 )

b. Find the marginal PMFs of

and Y .

and

with joint PMF given in

P (Y =2|X =1 )

c. Find

d. Are

and

independent?

Solution for Question 5:

a. To find

P ( X 2, Y 4 )

we can write

P ( X 2, Y 4 ) P XY (1,2 ) + P XY ( 1,4 )

1
12

+ P XY ( 2,2 )+ PXY ( 2,4 )

1 1 1 3
+ + =
24 6 12 8

b. Note from the table that

y= { 2,4,5 }
x= { 1,2,3 }R
R
Now we can use Equation to find the marginal PMFs:

{
{

1
x =1
6
3
P X ( x )= 8 x=2
11
x =3
24
0 otherwise

1
y=2
2
1
PY ( y )= 4 y=4
1
y=5
4
0 otherwise
c. Using the formula for conditional probability, we have
P (Y =2|X =1 )=

d. Are

P XY (1 ,2)
P X (1)

1
12
1
6

independent? To check whether

X =x i

Y
=
yj
independent, we need to check that
P ( X=x i ,Y = y j ) =P
Ry

and

P( X=1 , Y =2)
P( X=1)

1
2

and

Rx

and all

. Looking at the table and the results from previous parts, we find
X=2

Y =2

1
P ( X=1 , Y =2 )= P
6
Thus, we conclude that

and Y

are not independent.

are
yj

Question 6:
If X has the cumulative distribution function,

1
4
1
2
3
4
1

F ( x)

x 1
1 x 1
1 x 3
3 x 5
x5

Find,
(a)
(b)

P(X<3).
P(-0.4<x<4).

Solution for Question 6

The probability function of X is:

x
f(x)

-1
1
4

1
1 1 1
=
2 4 4

3
3 1 1
=
4 2 4

5
3 1
1 =
4 4

(a)P(X<3) = f (-1) + f (0) + f (1) + f (2)

=

1
1
+0+ + 0
4
4
1

= 2
(b)P(-0.4<x<4) = f (-0.3) + f (-0.2) + f (-0.1) + f (0) + f (1) + f (2) + f (3)
=0+0+0+0+

1
1
+0+
4
4

= 2

Continuous Random Variables

Question 1: Let

be a continuous random variable with the following PDF

x
F X ( x )= c e for x 0
0 otherwise

where
a. Find

is a positive constant
c

b. Find the CDF of

FX ( x )

X,

P (1< x <3 )

c. Find

Solution for Question 1:

a. To find c , we can use Property 2 above, in particular

1= f ( x )( u ) du

Thus, we must have

c eu du

c [eu ] 0

c=1

b. To find the CDF of

F X ( x )=0
eu du=1 ex
x

F X ( x )=
0

Thus

x
F X ( x )= 1e x 0
0 otherwise

X , we use

F X ( x )= f ( x ) (u ) du , so for

x< 0 ,we obtain

P (1< x <3 )

c. We can find

using either the CDF or the PDF. If we use the CDF, we

have
3
1
1
3
- F X ( 1 ) =[ 1e ][ 1e ]=e e

P (1< x <3 ) =F X ( 3 )

Equivalently, we can use the PDF. We have

3

P (1< x <3 ) = f ( x )( t ) dt
1

Question 2: Let

and

2
f XY ( x , y )= x+ c y 0 x 1,0 y 1
0 otherwise

b.Find

c .

1
1
P ( 0 X , 0 Y
2
2

Solution for Question 2:

a. To find c

, we use

f XY ( x , y ) dxdy=1

et dt

e e

be two jointly continuous random variables with joint

PDF

a.Find the constant

Thus we have

1=

f XY ( x , y ) dxdy

11

x +c y 2 dxdy
00

1 2
x +c y 2 x x=1 dy
2
x =0

12 + c y 2 dy

y=1

= 2 y + 2 c y y=0
1 1
+ c
2 3

=
Therefore, we obtain

b. To find

c=

3
2

1
1
P ( 0 X , 0 Y we can write
2
2

P ( X ,Y A =

f XY ( x , y ) dxdy
A

11
22

Thus

,for A = { ( x , y )|0 x , y 0 }

P ( 0 X 1 , 0 Y 1 = (x+ 3 y ) dxdy
2
2
2
00
1
2

1 2 3 2 1
x + y x 2 dy
2
2
0

1
2

( 18 34 y 2) dy
0

= 32

Question 3:

2
f XY ( x , y )= x+ c y 0 x 1,0 y 1
0 otherwise

Find the marginal PDFs

f X ( x ) f Y ( y )

Solution for Question 3:

For 0 x 1, we have

f X ( x ) = f XY ( x , y ) dy

= 0
=

1 3 1
xy + y
2
0

( x+ 32 y ) dy
2

x+

1
2

Thus,

1
F X ( x )= x + 2 0 x 1
0 otherwise

f Y ( Y )= f XY ( x , y ) dx

( x+ 32 y 2) dx
0

1 2 3 2 1
x + y x
2
2
0

3 2 1
= 2 y +2

Thus,

3 2 1
FY ( y )= 2 y + 2 0 y 1
0 otherwise

Question 4: Let

and Y

PDF

2
f XY ( x , y )= c x y 0 y x 1
0 otherwise

a. Find the constant

c .

be two jointly continuous random variables with joint

b. Find the marginal PDFs

f X ( x ) f Y ( y )

X
P ( Y
2

c. Find

P Y

d. Find

X
X
Y
4
2

Solution for Question 4:

a.

f XY ( x , y ) dxdy=1

1=

f XY ( x , y ) dxdy

1x

c x 2 y dydx
00

c2 x 4 dy
0

Thus, c

= 10

=10

b. To find the marginal PDFs, first note that

Y = [ 0,1 ]
X= R .For 0 x 1
R

f X ( x ) = f XY ( x , y ) dy

10 x 2 y dy
0

4
= 5x

Thus,

we can write

4
F X ( x )= 5 x 0 x 1
0 otherwise

For 0 y 1 , we can write

f Y ( Y )= f XY ( x , y ) dx

10 x 2 y dx

10
3
y (1 y )
3

Thus,

10
3
FY ( y )= 3 y (1 y )0 y 1
0 otherwise

c. To find

X
P ( Y , we need to integrate
2

f XY ( x , y ) . In particular, we have

x
2

X
( Y 2 = f XY ( x , y ) dydx
0

x
2

2
= 10 x y dydx
00

5 4
4 x dx
0
1
4

P Y

d. To find

P Y

X
X
Y
4
2

X
X
Y
=
4
2

, we have

X
X
Y
4
2
X
P Y
2

P Y

4P Y

X
4

x
4

2
= 4 10 x y dydx
00

4
0

5
x dx
16

= 4

Question 5: Let
PDF

and

be two jointly continuous random variables with joint

x y xy
f XY ( x , y )= 4 + 4 + 6 0 x 1, 0 y 2
0 otherwise

For 0 y 2

, find

a. the conditional PDF of

b.

P X

given Y = y ;

| )

1
Y =y
2

Solution for Question 5:

Y .We have

a. Let us first find the marginal PDF of

1

f Y ( Y )=
0

x2 y 2 xy
+ + dx
4 4 6

=
Thus, for

3 y 2 + y +1
12

0 y 2

0 y 2 ,we obtain

=
Thus, for

for

3 x 2 +3 y 2+ 2 xy
2
3 y + y+ 1

for

0 y 2 ,we have

f ( X|Y ) ( ( X|Y ) )

b. We have

3 x 2+3 y 2 +2 xy
0 x 1,
3 y 2 + y +1
0 otherwise

0 x 1

P X

| )

1
2

1
3 x +3 y + 2 xy
Y = y =
dx
2
3 y 2 + y +1
0

1
1
3
2
2
[ x + yx + 3 y x ] 2
3 y 2 + y +1
0

3 2 y 1
y + +
2
4 8
=
2
3 y + y +1

Note that, as we expect,

P X

| )

1
Y =y
2

depends on

Question 6:
Given

x y xy
f XY ( x , y )= 4 + 4 + 6 0 x 1, 0 y 2
0 otherwise

Let

and

Y be as in Example 5.21. Find E[X|Y=1]

Solution for Question 6:

x
=
0

3 x 2+3 y 2 +2 xy
y 1 dx
3 y 2 + y +1

y
3 x +3+2 x
x
(1)
3+1+1
2

y
3 x +2 x +3 x ( 1)

1
1

50

7
12

CHAPTER 3: MATHEMATICAL EXPECTATION

i) Discrete Probability Distribution
Question 1: Let

X Geometric ( p ) .

Solution for Question 1: The PMF

Px ( k ) =

p q k1 for k =1,2,3, .
0 otherwise

Solution for Question 1:

Where

q=1 p

.Thus,

Find
X

E(

1
)
x
2

of is given by

1
1
= x P x ( k )
x
2
k=1 2

( )

21x qk1 p

p
q

2 k=1 2

k=1

p
2

=
Question 2: I roll a fair die and let
x ), and

k1

()

1
q
1
2

p
1+ p

be the resulting number. Find

E ( x ) , Var(

Solution for Question 2:

We have

R x ={ 1,2,3,4,5,6 }

and

Px ( k ) =

1
1
1
1
1
1 7
E ( x )=1. +2. +3. + 4. +5. +6. =
6
6
6
6
6
6 2

1
6

for

k =1,2, .6 . Thus we have

1
1
1
1
1
1 91
E ( x 2) =1. + 4. +9. +16. +2 5. +3 6. =
6
6
6
6
6
6 6
Thus,
Var( x ) =

E ( x 2) [ E ( x ) ]

91 7

6
2

()

x = Var ( x )

91 49
2.92
6
4

= 2.92 1.71

Question 3: The maximum patent life for a new drug is 17 years. Subtracting the
length of time required by the Food and Drug Administration for testing and approval
of the drug provides the actual patent life for the drug that is, the length of time

that the company has to recover research and development costs and to make a
profit. The distribution of the lengths of actual patent lives for new drugs is as follows:

What is the mean patent life for a new drug?

Solution for Question 3:
The mean can be calculated as:
13

y =E ( Y ) yf ( y )=3 ( 0.3 ) + 4 ( 0.05 ) +5 ( 0.07 ) +6 ( 0.01 ) +7 ( 0.14 ) +8 ( 0.20 )

+9 ( 0.18 ) +10 ( 0.12 )+ 11 ( 0.07 ) +12 ( 0.03 ) +13(0.01)=7.9
y=3
That is, the average patent life for a new drug is 7.9 years.
Question 4: Consider two probability mass functions. The first:

And, the second:

Show that the mean of X and the mean of Y are the same. What is the variance and
standard deviation of X? How does it compare to the variance and standard deviation
of Y?
Solution for Question 4:
X=E( X )=3(0.3)+ 4(0.4 )+5 (0.3)=4

Y =E( Y )=1(0.4)+2(0.1)+6(0.3)+8( 0.2)=4

Then the variance of X is calculated as:
2 X=E [ ( X )2 ]
(34 )2(0.3)+(44)2(0.4)+(54)2(0.3)=0.6

And, therefore, the standard deviation of X is:

X = 0.6

= 0.77

Now, the variance of Y is calculated as

2 Y =E [ ( Y )2 ]
(14) 2(0.4)+(24)2( 0.1)+(64)2(0.3)+(84 )2( 0.2)=8.4
And, therefore, the standard deviation of Y is:
Y = 8.4

= 2.9

Question 5: The mean temperature in Victoria, B.C. is 50 degrees Fahrenheit with

standard deviation 8 degrees Fahrenheit. What is the mean temperature in degrees
Celsius? What is the standard deviation in degrees Celsius?
Solution for Question 5:
First, recall that the conversion from Fahrenheit (F) to Celsius (C) is:
5
C= ( F32)
9
Therefore, the mean temperature in degrees Celsius is calculated as:
C =E ( c )=E

5
160 5
160 5
160 90
f
= E ( f )
= ( 50 )
= =10
9
9
9
9
9
9
9

And, the standard deviation in degrees Celsius is calculated as:

|59| = 59 (8)= 409 =4.44

C =

Question 6: The joint probability function of the two independent discrete random
variables X and Y is given as

2x 9 y
22

0 x 1, 0 y 1

elsewhere

f ( x, y )

Find,
a) the means for the random variables X and Y, respectively.
b) the variance of Y.

c)

E 4 X
5

10

Var

d)

Solution for Question 6:

1

x0

y 0

x 0

y 0

x f ( x, y )
(a) E (X) =

2x 9 y
22

1
22

1
22
1

1
22

[ 4x

9x ]

x 0

1
[49]
22

13
22

x 0

y 0

x 0

y 0

y f ( x, y )
E (Y) =

2x 9 y
22

1
22

1
22

1 [ 9 11 ]
=
22

20
22

10
11

2
(b) VarY = E ( Y ) [ ( 2

x 0

y 0

E(

)=
1

x 0

y 0

f ( x, y )

2x 9 y
22

1
22
1
22

VarY =

1 [ 9 11 ]
=
22
2

[ ]

10 10

11 11

20
22

10
121

10
11

E 4 X
5

x 0

y o

4x

1
110

y 2x 9 y

5
22

(c)

1
110

1
110

1
110

Y 1

10 10

Var

d)
(

1 [ 280 ]
110

28
11

var (Y )

1 10

10 121

100

1
10

1210
121

ii) Continuous Probability Distribution

Question 1: Let

be a continuous random variable with PDF

f X ( x ) = 2 x for 0 x 1
0

Find the expected value of

X .

Solution for Question 1:

E ( X )= x f x ( x ) dx

x (2 x ) dx
0

=
Question 2: Let

( 2 x 2 ) dx= 23
0

be a continuous random variable with PDF

1
f X ( x ) = x + 2 for 0 x 1
0
n
Find E ( X ) , where n N

Solution for Question 2:

Using LOTUS we have

E ( X n ) = x n f X ( x ) dx

x n f X ( x ) dx
0

x n ( x + 12 ) dx

1 n +2
1
x +
x n +1 1
n+2
0
2( n+1)
3 n+ 4

= 2( n+1)(n+2)
Question 3: Let

be a continuous random variable with PDF

3
for x 1
f X (x ) = x4
0 otherwise

Find the mean and variance of

X .

Solution for Question 3:

E ( X )= x f X ( x ) dx

3
dx
3
x

3 2
x
2
1

=
E ( X2)

Next, we find

3
2

using LOTUS,

E ( X ) = x 2 f X ( x ) dx
2

3
dx
x2
1
= [3 x ] 1

=1
Thus, we have
Var( x ) =

2
9 3
2
E ( x ) [ E ( x ) ] =3 =
4 4

Question 4: Let

be a random variable with CDF

1 x1
1 x
F X ( x )= 0 x 1
2 2
0 x <1

a. Find the PDF of

b. Find

X , f X (x )

E (ex )

Solution for Question 4:

a. By differentiating the CDF, we obtain
1
1
f X ( x ) = ( x )+ f Y ( x),
2
2
where f Y (x )is the PDF of Uniform(0 , 1), i. e . ,

F X ( x )= 1 0< x <1
0 otherwise
b. We can use LOTUS to write

E ( e )= e x f X ( x ) dx
x

1
1
(x) ( x ) dx + f Y ( x ) dx

2
2
1

1 0 1
e x dx
= 2 e + 2
0
1 1
+ ( e1 )
= 2 2

Question 5: Let

and

be two jointly continuous random variables with joint

PDF

x y xy
f XY ( x , y )= 4 + 4 + 6 0 x 1, 0 y 2
0 otherwise

Find E[X|Y=1] and Var(X|Y=1).

Solution for Question 5:

1
e
2

x
=
0

3 x +3 y +2 xy
y 1 dx
2
3 y + y +1

y
3 x +3+2 x
x
(1)
3+1+1
2

y
3 x +2 x +3 x ( 1)

1
1

50

7
12

1 3 x 4+ 2 x 3 +3 x 2
dx

5 0

21
50

So we have

21
50

7
12

( )

287
3600

Question 6: Let XX and YY be two jointly continuous random variables with joint
PDF

f XY ( x , y )= x+ y 0 x , y 1
0 otherwise
Find

E( X Y 2 )

Solution for Question 6:

We have

E ( X Y )=

(x y 2) f XY ( x , y ) dxdy

11

( x y2 ) ( x + y ) dxdy
00

11

x 2 y 2+ x y 3 dxdy
00

( 13 y 2 12 y 3) dy
0

17
= 72

CHAPTER 4: DISCRETE PROBABILITY DISTRIBUTIONS

Probability
Distribution, f(x)
1.Bernoulli

Characteristics

Aim

Real Life Example

1.discrete random variable

1.interested in no

1. probability of getting a

2.has only two possible

of sucess in a trial

head in a single coin flip

outcome;sucess and failure

2. probability of having a

3.the trial are independant

boy child
3. probability of getting a
hike in the salary
package

2.Binomial

1. discrete random variable

1.interested in no

1. result of an exam

2. the trial are independant

of sucess in n trials

(pass or fail)

3.two possible outcome

2. 5-year survival after

diagnosis of a disease
(alive or dead)

3.Negative Binomial

4.Poisson

1.discrete random variable

1.interested in the

1. In a production

2. the trial are independant

no of trial on which

company how many

th

3.two possible outcome

the k success

defects occurred in many

1. discrete random variable

occur
1.interested in the

lots
1.the number of diners in

2. the trial are independant

no of trial within

a certain restaurant

3.fixed time

time interval

every day
2.the number of
customers or sales on
certain days or seasons

5.Geometric

1.There are n independent

1.To find the

of the year.
1.flip a coin until head

trials, each repeated under

probability

appears

identical conditions.

distribution of x,

2.the no of darts thrown

2. Each trial has two

where x is the

until

outcomes,

number of trials

double is scored

S=

success and F = failure.

until the first

3. P(S) = p is the same for

success is

each trial, as is P(F) = 1- p

observed.

4. The random variable n

(Including the

represents the number of

success trial).

3. the number of dice

throws until a 'six' occurs

the trial on which the first

success occurs.
6.Hypergeometric

n = 1, 2, 3, ....
1. discrete random variable

1.interested in the

1.choose randomly a

2.The experiment consists

probability of

card from a deck without

of randomly drawing n

getting x success

replacement

elements without

in n trials without

2.x as the number of

replacement from a set of

replacement N

women hired in a

N elements, M of which are

random selection of

S"s (forSuccess) and (N -

three applicants from a

M) of which are F's (for

total of six men and four

Failure).

women.

3. The trials are dependent.

3.-The number x of

4. The draws are

defective large-screen

dependent because the

plasma televisions in a

probability of drawing an S

random selection of n

(or an F) is dependent on

4 from a shipment of N =

what occurred on

8 TVs.

preceding draws.

4.The number x of the

5. n elements drawn

five companies selected

without replacement from N

that pay regular

elements.

dividends to

6. Have 2 outcomes ;

stockholders.

Success (S) and Failure (F)

5.To solve the cocaine

Sample of n is greater than

sting case

5 % of N population.

CHAPTER 5: CONTINUOUS PROBABILITY DISTRIBUTIONS

Probability

Characteristics

Aim

Real Life Example

Distribution, f(x)
1.Exponential

2.Gamma distribution

1.continuous random variable

Interested in the

1.How much time will

2.event occur continu

length of time

elapse before an

3.independant event

between two

earthquake occurs in a

events or time

given region

1. Continuous probability

elapse
1.Gamma

1.It has been used to

distributions.

distributions often

model the size

2. Two-parameter family.

occur when we

of insurance claims

3. The common exponential

want to know the

2.The amount of

distribution and chi-squared

probability for the

rainfall accumulated in a

distribution are special cases of

waiting time until

reservoir

the gamma distribution.

the k-th success

3. In wireless

4.There are three different

occurs, given that

communication, the

parametrizations in common

the mean rate of

gamma distribution is

use:

success per unit of

used to model the multi-

i) With a shape parameter k and

time is

path fading of signal

a scale parameter .

power.

ii) With a shape

4. In neuroscience, the

parameter = k and an inverse

gamma distribution is

scale parameter = 1/, called

often used to describe

a rate parameter

the distribution of inter-

iii) With a shape

spike intervals

parameter k and a mean

5. the gamma distribution

parameter = k/.

is frequently used to

In each of these three forms,

model waiting times. For

both parameters are positive

instance, in life testing,

real numbers.

the waiting time until

5. Skewness

death

The skewness is equal to , it

6. In bacterial gene

depends only on the shape

expression, the copy

parameter (k) and approaches a

number of a

normal distribution when k is

constitutively expressed

large (approximately when k >

protein often follows the

10).

gamma distribution,
where the scale and
shape parameter are,
respectively, the mean
number of bursts per cell
cycle and the mean
number of protein
molecules produced by a
single mRNA during its
lifetime.
7. The gamma
distribution is also used
to model errors in multilevel models, bePoisson
regressioncause the
combination of
the Poisson distribution
and a gamma distribution
is a negative binomial

4.Normal distribution

1.continuous random variable

1.calculating

distribution.
1.examining students'

2. The normal curve is

probabilities

performance on tests

symmetrical about the mean ;

which is area

relative to the

3.The mean is at the middle and

under the

performance of other

divides the area into halves;

curve

students

4.The total area under the curve

2.Find specific

2.heights of people

isequal to 1;

data values for

3.size of things produced

5. two parameters name and

given percentages

by machines

2.

4.errors in

6. It is completely determined by

measurements

its mean and standard deviation

5.blood pressure

(or variance 2)

6.marks on a test.

7. bell-shaped with points of

inflection at .
5.Standard normal

8. Mean = Median
1.continuous random variable

1.Determined z-

1.measuring people IQ

distribution

2. The mean ( ) = 0 and

score

2. measuring height of

Standard deviation () =1

2. calculate the

males, or of females

3. special case of the normal

probability of a

distribution

score
occurring within
our
normal distribution
3. enables us to
compare
two scores that are
from different
normal
distributions

CHAPTER 6: FUNCTIONS OF RANDOM VARIABLES

i) Discrete Probability Distribution
Question 1: Let X have the pmf

Find the pmf

PY ( y ) of random variable

Y=X

Solution to Question 1:
The transformation
D y = { y : y=0,1,4,9 }

y=g ( x )=x 2

maps

Dx = { x : x=0,1,2,3 }

onto

1
. The inverse function x=g ( y ) = y

and so

Question 2: Let X have possible values of -2, 1, 2, 3, 6 each with a probability of .20.
Define the function:

the squared deviation from the mean for each

xj

Solution to Question 2:
To find the distribution of
2,

y=g ( x ) , first calculate = 2 for these

xj

. With a mean of

can take on values of 16, 1, and 0 with Pr(16) = .4, Pr(1) = .4, and Pr(0)

= .2, the sums of the probabilities of the corresponding

function for

xj

s. This is the density

Y =g ( x ) ,. Formally:

Question 3:

Solution to Question 3:
First, note that the range of

To find

PY ( y ) , we need to find

So, to summarize,

is

PY ( y )

for

=0,2,4,6. We have

ii) Continuous Probability Distribution

Question 1: Let

be a continuous random variable with PDF given by

Solution to Question 1:

Thus,

Question 2:
Let

and

be two independent standard normal random variables. Let also

Find
Solution to Question 2:
X

and

are jointly continuous and their joint PDF is given by

Here, the function

Solving for

We have

Where,

g is defined by

and Y , we obtain the inverse function

h :

Thus we conclude that

Question 3:
Let

and

Z =X +Y

be two independent standard normal random variables, and let

. Find the PDF of

Z .

Solution to Question 3:

Question 4: Consider

x
y

v xy
and

Solution to Question 4:
By multiplying both equations together, we shall obtain:

uv x 2
1

x uv 2

Replacing

x uv 2

v xy
into

:
1

v uv 2 y

dx
du
J
dy
du

v
1

uv 2

v

u

1
2

dx
1 2 2
u v
dv
2
3 1
dy
1
u 2v2
dv
2

1 2 2
u v
2
1
1
1 2 2
v u
2

1 1 1 1
u u
4
4
2
u 1
4
1

2u

U
Then the joint probability density function of
h u, v

X
Y

and
1
2

V XY

1
1
uv 22 v . 1
12
u 2u

becomes:

uv.v 2 .u 2 .u 1
24
1
1
1 1 2 1 1 2

u
v
24
1 3
1 2 2

u v
24

3
2
1

24u 2
1
2

1 v3

24 u

The images for

0 x2

0 y3
and

on the uv-plane are:

1

0 uv 2 2
1

uv 2 2
uv 4
u

4
v

and
v
0
u

1
2

v 2
3
u
v
9
u
v 9u

The joint probability density function F

h u , v

is written as:

1 v
24 u

1
2

4
, v 9u
v

h u , v

otherwise