Indian Institute of Technology, Ropar
Department of Mathematics
MA202: Probability and Statistics
2nd Semester of Academic Year 2025–26
Tutorial Sheet 6: Continuous Distributions, Joint PMF,
Conditional Distribution
1. In an NBA championship series, the team that wins four games is declared the winner.
Suppose Team A has probability p = 0.55 of winning any individual game against Team
B. Assuming independence between games, what is the probability that Team A wins the
series exactly in 6 games?
2. A die is rolled repeatedly until four sixes are obtained. Each roll is independent and the
probability of obtaining a six on any roll is p = 61 . Find the probability that the fourth six
occurs on the 10th roll.
3. A basketball player makes a free throw with probability p = 0.70. Assuming each attempt
is independent, what is the probability that the player makes his first successful free throw
on the fifth attempt?
4. Let X has a uniform distribution over the range [0, a], find P (X > X 2 )?
5. If X ∼ U (0, 1), then,
(a) what is the PDF of Y = − ln X?
(b) show that Y = −2 log(X) is χ2 (2).
6. Subway trains on a certain line run every half hour between midnight and six in the morning.
what is the probability that the man entering the station at a random time during this period
will have to wait atleast 20 minutes.
7. A monitor issues a warning signal when an action is needed as part of a production process.
The interval, X hours, between successive signals follows an exponential distribution with
parameter 0.08.
(i) Find the probability that the interval between the next two signals is:
(a) Between 10 and 20 hours;
(b) Less than two hours;
(c) Longer than 50 hours.
(ii) State the mean and standard deviation of the intervals between successive signals.
(iii) Following a warning signal, what is the longest time the production process could be
left unsupervised whilst ensuring the probability of missing the next signal is less than
0.01?
8. The daily consumption of milk in a city, in excess of 20,000 liters, is approximately dis-
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tributed as a gamma variate with parameter a = 10000 and λ=2. The city has a daily stock
of 30,000 liters. What is the probability that the stock is insufficient on a particular day?
aλ −ax λ−1
fX (x) = e x .
Γ(λ)
9. Let X be the lifetime (in hours) of a device and suppose X ∼ Exponential(λ = 0.4).
Given that the device has already operated for 5 hours, Find the probability that it will
operate for at least 3 more hours.
10. Knowing that the bus will come evenly dispersed at any moment between 6:00 AM and 6:20
AM, a student arrives at the bus stop on time at 6:00 AM. How likely is it that the student
will have to wait more than five minutes? What is the likelihood that the kid will have to
wait for at least another five minutes if the bus isn’t there by 6:10 AM?
11. Take into account two electronic devices, D1 and D2 , whose expected lifespans are N (40, 36)
and N (45, 9), respectively. Which gadget should be selected if it needs to be utilized for 45
hours? What if it must be utilized for 42 hours?
12. Let Y ∼ N (µ, σ 2 ) where µ ∈ R and σ 2 < ∞. Let X be another r.v. such that X = eY . Find
the distribution function of X. Also, verify that E(log(X)) = µ and Var(log(X)) = σ 2 .
13. A machine automatically packs a chemical fertilizer in polythene packets. It is observed
that 10% of the packets weigh less than 2.42 kg while 15% of the packets weigh more than
2.50 kg. Assuming that the weight of the packet is normally distributed, find the mean and
variance of the packet.
14. A random variable X is uniformly distributed over the integers {3, 4, 5, . . . , 12}. Find P (6 ≤
X ≤ 10).
15. Let X ∼ N (µ, 1), i.e., a normal random variable with mean µ > 0 and variance 1. Define
another random variable Y as follows
1 − Φ(X)
Y = ,
ϕ(X)
where Φ(·) and ϕ(·) are respectively the cumulative distribution function and the proba-
bility density function of standard normal random variable, i.e., N (0, 1). Show that the
expectation of Y is µ1 .
16. A random variable is said to have a Cauchy distribution with parameters µ and θ if its PDF
is given by
µ 1
f (x) = , x ∈ R, µ > 0.
π µ + (x − θ)2
2
1
We write X ∼ C(µ, θ). Show that the distribution function of C(1, 0) is F (x) = 2
+
1
π
tan−1 x, x ∈ R
17. Consider the following tables (a) and (b) as the joint probability mass function of (X, Y ).
The last row and column represent the marginals of X and Y , respectively.
(a)
Y \X 0 1 2 PY (y)
1 0 ··· ··· 0.2
2 ··· 0.3 ··· ···
3 0 ··· 0.1 0.4
PX (x) 0.1 ··· 0.2
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(b)
Y \X 0 1 PY (y)
1
1 6
··· ···
2
2 ··· ··· 3
3 ··· ··· ···
1
PX (x) · · · 2
For table (a):
(a) Find the missing values.
(b) Are X and Y independent?
(c) Find the joint pmf of (U, V ) where U = X + Y and V = X − Y .
For table (b):
(a) If X and Y are independent, find the missing values.
18. Two random variables X and Y have the following joint pdf:
(
2 − x − y, 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
f (x, y) =
0, otherwise
Find (i) Marginal pdfs of X and Y ;
(ii) Conditional pdfs of Y |X = x and X|Y = y, (iii) Var(X) and Var(Y).
19. Let the joint PDF function of X and Y be
(
6
, 1 ≤ x + y ≤ 2, x ≥ 0, y ≥ 0,
f (x, y) = 7
0, otherwise.
Find the marginal PDF of Y .
20. Let the joint PDF of X and Y be
( √
4x, 0 < x < y < 1,
f (x, y) =
0, otherwise.
Find the conditional pdf of Y for X = x?
Best Wishes
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