MAN202-Unit-II: Problems Random Variables and Probability Functions

1. If X is a discrete random variable having the probability distribution:

X=x 1 2 3
P(X=x) k 2k k

Determine the value of k and P(X<=2).

Ans: ¼, ¾

2. If X is a discrete random variable having the probability mass function:

X=x -1 0 1
P(X=x) k 2k 3k

Determine the value of k and P(X>=0).

Ans: 1/6 , 5/6

3. If X is a discrete random variable having the probability mass function:

X=x 1 2 3 4
P(X=x) a 2a 3a 4a

Determine the P(2< X < 4).

Ans: 3/10
4. If X is a discrete random variable having the probability mass function:
X 1 2 3 4
P(x) 0.4 0.3 0.2 0.1

1 7
Determine the 𝑃(2 < 𝑋 < 2 / 𝑋 > 1).
Ans: 5/6.
5. If X is a random variable having the probability function:
X -2 -1 0 1
P(x) 0.4 k 0.2 0.3

Determine the value of k and mean of X.

Ans: 0.1, -0.6
6. If X is a discrete random variable having the probability function:
X 0 1 2 3 4
P(x) k 3k 5k 7k 9k

Determine the (i) k , (ii) P(X<3) and P(0 < X < 4), (iii) Distribution function of X.
Ans: 1/25, 15/25
7. If X is a discrete random variable having the probability mass function:
𝑃(𝑋 = 𝑟) = 𝑘𝑟 3 ; 𝑟 = 1, 2, 3, 4
1 5
Determine the value of (i) k, (ii) 𝑃(2 < 𝑋 < 2 / 𝑋 > 1) , (iii) mean and variance of X, (iv)
Distribution function of X.
Ans: 1/100, 8/99, 3.54, 0.4684
8. A random variable X takes the values -2, -1, 0, 1, 2 such that P(X = 0) = P(X > 0) = P(X < 0).
Obtain the probability distribution and probability distribution function of X.
9. A continuous random variable X follows the probability density function 𝑓(𝑥) = 𝑎𝑥 2 ; 0 ≤
1 1
𝑥 ≤ 1 . Determine the constant ‘a’ and 𝑃(4 < 𝑥 < 2 ).
Ans: 3, 7/64.

1 1
2
𝑥3 𝑎
𝐻𝑖𝑛𝑡 ∶ ∫ 𝑎𝑥 𝑑𝑥 = 𝑎 [ ] = = 1
0 3 0 3

𝑥
10. A continuous random variable X follows the probability density function 𝑓(𝑥) = 2 ; 0 ≤ 𝑥 ≤
2 . Determine the 𝑃(𝑋 > 1.5/𝑋 > 1 ).
Ans: 0.5833
2 2
1 1 𝑥2
𝐻𝑖𝑛𝑡 ∶ 𝑃[𝑋 > 1.5] = ∫ 𝑥 𝑑𝑥 = [ ]
1.5 2 2 2 1.5

11. If probability density function 𝑓(𝑥) = 𝑘𝑥 2 ; 0 ≤ 𝑥 ≤ 3 . Determine the constant k.

Ans: 1/9.

12. A continuous random variable X has the cumulative distribution function

𝑥 3 +1
𝐹(𝑥) = 9
; −1 ≤ 𝑥 ≤ 2 𝑎𝑛𝑑 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒. Find 𝑃(0 < 𝑥 < 1 ).
Ans: 1/9.
𝑃(0 < 𝑥 < 1 ) = F(1) – F(0)
𝑥2
13. A continuous random variable X has the CDF, 𝐹(𝑥) = ; 0 ≤ 𝑥 ≤ 4 𝑎𝑛𝑑 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒. Find
16
𝑃(𝑋 > 1/𝑋 < 3).
Ans: 8/9.

14. A continuous random variable X follows the probability density function

𝑓(𝑥) = 𝑐 (4𝑥 − 2𝑥 2 ); 0 ≤ 𝑥 ≤ 2 𝑎𝑛𝑑 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒. Determine the value of constant c and
𝑃(𝑋 > 1 ).
Ans: 3/8, 1/2.

2 2
2
4𝑥 2 2𝑥 3 𝑐8
𝐻𝑖𝑛𝑡 ∶ ∫ 𝑐(4𝑥 − 2𝑥 )𝑑𝑥 = 𝑐 [ − ] = =1
0 2 3 0 3

𝑥2
15. Show that the function 𝑓(𝑥) = 3
; −1 < 𝑥 < 2 𝑎𝑛𝑑 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 is a probability density
function.
3
16. If probability density function 𝑓(𝑥) = 𝑥, 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 1 ; 𝑓(𝑥) = 2 (𝑥 − 1)2 , 𝑓𝑜𝑟 1 ≤ 𝑥 ≤
2 𝑎𝑛𝑑 𝑓(𝑥) = 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒. Find the cumulative distribution function F(x) and use it to find
3 5
the 𝑃(2 < 𝑋 < 2).
Ans: 7/16
𝐻𝑖𝑛𝑡 ∶ 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥)
𝑥 𝑥
𝑥2 𝑥2
𝐹(𝑥) = ∫ 𝑥 𝑑𝑥 = [ ] = ;0 ≤ 𝑥 ≤ 1
0 2 0 2
 1 𝑥 1 𝑥
3 𝑥2 3 𝑥3 2𝑥 2
𝐹(𝑥) = ∫ 𝑥 𝑑𝑥 + ∫ (𝑥 − 1)2 𝑑𝑥 = [ ] + [ + 𝑥 − ]
0 1 2 2 0 2 3 2 1
𝑥 3 3𝑥 2 3𝑥
= − + ;1 ≤ 𝑥 ≤ 2
2 2 2
𝐹(𝑥) = 1 ; 𝑥 ≥ 2

17. A continuous random variable has a PDF 𝑓(𝑥) = 3𝑥 2 ; 0 < 𝑥 < 1. Find a and b such that (i)
𝑃(𝑋 ≤ 𝑎) = 𝑃(𝑋 > 𝑎), and 𝑃(𝑋 > 𝑏) = 0.05.
1
Ans: 𝑎3 = 2 , 𝑏 3 = 0.95
(𝑥+1)
18. A continuous random variable X follows the probability density function 𝑓(𝑥) = 2
; −1 ≤
𝑥 ≤ 1 . Determine the mean and variance of X.
Ans: 1/3, 2/9
19. Let X be a continuous random variable with probability density function 𝑓(𝑥) = 𝑥 2 ; 1 ≤ 𝑥 ≤
2 . Determine the 𝐸(log 𝑋).
8 7
Ans: 3 log 2 − 9

∞ 2 2
𝑥32
2 3
𝑥 1
𝐻𝑖𝑛𝑡 ∶ 𝐸(log 𝑋) = ∫ log 𝑥 𝑓(𝑥) 𝑑𝑥 = ∫ 𝑥 log 𝑥 𝑑𝑥 = [log 𝑥 ( )] − ∫ 𝑑𝑥
−∞ 1 3 1 1 3 𝑥

2
23 1 2 2
𝑥 8 1 𝑥3 8 7
log 2 ( ) − log 1 ( ) − ∫ 𝑑𝑥 = log 2 − 0 − [ ] = log 2 −
3 3 1 3 3 3 3 1 2 9

20. If X has the probability density function 𝑓(𝑥) = 𝑘 𝑒 −3𝑥 ; 𝑥 > 0 𝑎𝑛𝑑 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒. Find k,
𝑃(0.5 < 𝑥 < 1) and the mean of X.
Ans: 3, 0.1733, 1/3.
∞ ∞
−3𝑥
𝑒 −3𝑥 𝑘
𝐻𝑖𝑛𝑡 ∶ ∫ 𝑘 𝑒 𝑑𝑥 = 𝑘 [ ] = =1
0 −3 0 3
1 1
𝑒 −3𝑥 3(𝑒 −1.5 − 𝑒 −3 )
∫ 𝑘 𝑒 −3𝑥 𝑑𝑥 = 3 [ ] = = 0.17331
0.5 −3 0.5 3
∞ ∞
−3𝑥
𝑒 −3𝑥 𝑒 −3𝑥 3(0 + 1) 1
𝐸(𝑋) = ∫ 𝑥 𝑘 𝑒 𝑑𝑥 = 𝑘 [ 𝑥 ( )− 1( )] = =
0 −3 9 0
9 3

21. A continuous random variable X follows the probability density function

𝑥
𝑓(𝑥) = 2 ; 0 ≤ 𝑥 ≤ 2 . Determine the first four raw moments and hence first four central
moments. Also find the coefficients of skewness and kurtosis.

2
𝐻𝑖𝑛𝑡 ∶ 𝜇1 = 0 ; 𝜇2 = 𝜇2′ − 𝜇1′
3
𝜇3 = 𝜇3′ − 3𝜇2′ 𝜇1′ + 2 𝜇1′
2 4
𝜇4 = 𝜇4′ − 4𝜇3′ 𝜇1′ + 6 𝜇1′ 𝜇2′ − 3 𝜇1′

22. If X represents the outcome when a fair die is tossed, find the Moment Generating Function
(MGF) of X and hence , E(X) and Variance of X.
Ans: 7/2, 35/12
 1
𝐻𝑖𝑛𝑡 ∶ 𝑀𝑋 (𝑡) = 𝐸(𝑒 𝑡𝑥 ) = ∑ 𝑒 𝑡𝑥 𝑝(𝑥) = (𝑒 𝑡 + 𝑒 2𝑡 + 𝑒 3𝑡 + 𝑒 4𝑡 + 𝑒 5𝑡 + 𝑒 6𝑡 )
6
𝑥
𝑑 1
𝐸(𝑋) = 𝐸[𝑋]𝑡=0 = { [𝑀𝑋 (𝑡)]} = { [𝑒 𝑡 + 2𝑒 2𝑡 + 3𝑒 3𝑡 + 4𝑒 4𝑡 + 5𝑒 5𝑡 + 6𝑒 6𝑡 ]}
𝑑𝑡 𝑡=0 6 𝑡=0

𝑑2 1
𝐸(𝑋 2 ) = { 2
[𝑀𝑋 (𝑡)]} = { [𝑒 𝑡 + 2.2𝑒 2𝑡 + 3.3𝑒 3𝑡 + 4.4𝑒 4𝑡 + 5.5𝑒 5𝑡 + 6.6𝑒 6𝑡 ]}
𝑑𝑡 𝑡=0
6 𝑡=0

23. A continuous random variable X follows the probability density function

𝑥
𝑓(𝑥) = 2 ; 0 ≤ 𝑥 ≤ 2 . Find MGF of distribution of X.
∞
𝐻𝑖𝑛𝑡 ∶ 𝑀𝑋 (𝑡) = 𝐸(𝑒 𝑡𝑥 ) = ∫ 𝑒 𝑡𝑥 𝑓(𝑥) 𝑑𝑥
−∞
2
1 𝑒 𝑡𝑥 𝑒 𝑡𝑥 1 2𝑒 2𝑡 𝑒 2𝑡 1 1
= [𝑥( ) − (1) ( 2 )] = ( − 2 + 2 ) = 2 ( 1 + 2𝑡𝑒 2𝑡 − 𝑒 2𝑡 )
2 𝑡 𝑡 0
2 𝑡 𝑡 𝑡 2𝑡

24. Find the MGF of a random variable whose moments are 𝜇𝑟′ = (𝑟 + 1)! 2𝑟 .
Ans: 1/(1 − 2𝑡)2

∞ ∞
r
t ′ tr
𝐻𝑖𝑛𝑡 ∶ 𝑀𝑋 (𝑡) = ∑ 𝜇𝑟 = ∑ (𝑟 + 1)! 2𝑟
𝑟! 𝑟!
𝑟=0 𝑟=0
= 1 + 2(2𝑡) + 3(2𝑡)2 + ⋯ = (1 − 2𝑡)−2

3
25. If a random variable X has the MGF 𝑀𝑋 (𝑡) = . Find the mean variance and standard
3−𝑡
deviation of X.
Ans: 1/3, 1/9, 1/3.
3 𝑡 −1 𝑡 𝑡 2
𝐻𝑖𝑛𝑡 ∶ 𝑀𝑋 (𝑡) = = (1 − ) = 1 + + ( ) + ⋯
3−𝑡 3 3 3