DEPARTMENT OF MATHEMATICS

INDIAN INSTITUTE OF TECHNOLOGY GUWAHATI

MA225 Probability Theory and Random Processes July - November 2017
Problem Sheet 8 NS

1. Consider the following random experiment: A fair coin is tossed once. Here, the sample space has only
two elements Ω = {H, T }. We define a sequence of random variables X1 , X2 , X3 , . . . on this sample
space as follows: Xn (ω) equals 1/(n + 1) if ω = H and equals 1 if ω = T . Are Xn ’s independent?
Find the PMF and DF of Xn for n ≥ 1. Does {Xn } converges in law?

2. Let X1 , X2 , · · · be such that Xn follows Binomial(n, λ/n) for n ∈ N, n > λ, where λ > 0 is a
constant. Show that Xn converges in distribution to P oisson(λ).
[Use the result: Let X, X1 , X2 , · · · be non-negative integer valued random variables. Then Xn con-
verges to X in distribution if and only if P {Xn = x} → P {X = x} as n → ∞, for x = 0, 1, 2, · · · .]

3. Let X be a random variable and Xn = X + Yn , for n ∈ N, where E(Yn ) = 1/n and V ar(Yn ) = σ 2 /n
with σ > 0 being a constant. Show that Xn converges to X in probability.

4. Consider a sequence of random variable {Xn } such that P {Xn = n2 } = 1/n = 1 − P {Xn = 0}.
Show that Xn converges to 0 in probability but Xn does not converge in rth mean for any r ≥ 1.

5. Consider the following random experiment: A fair coin is tossed once. Here, the sample space has only
two elements Ω = {H, T }. We define a sequence of random variables X1 , X2 , X3 , . . . on this sample
space as follows: Xn (ω) equals n/(n + 1) if ω = H and equals (−1)n if ω = T . For each of the
possible outcomes (H or T ), determine whether the resulting sequence of real numbers converges or
not. Find P {ω ∈ Ω|Xn (ω) → 1 as n → ∞}. Does Xn converges almost surely (or with probability
1) to any random variable?

6. In a communication system each data packet consists of 1000 bits. Due to the noise, each bit may be
received in error with probability 0.1. It is assumed bit errors occur independently. Find the probability
that there are more than 120 errors in a certain data packet.

7. There are 100 men on a plane. Let Xi be the weight (in kilograms) of the ith man on the plane.
Suppose that the Xi ’s are i.i.d., and EXi = 75 and V ar(Xi ) = 100. Find the probability that the
total weight of the men on the plane exceeds 8000 kilograms.
X1 +X2 +···+Xn
8. Let X1 , X2 , · · · , Xn be i.i.d. Exp(λ) random variables with λ = 1. Let Xn = n . How
large n should be such that P {0.9 ≤ Xn ≤ 1.1} ≥ 0.95?