University of Ahmed Draïa-Adrar Probabilities and statistics
Depat. of Maths & Computer Sciences 5th semester
2024/2025 SI
Worksheet 3
Exercise 1
Let X be a discrete random variable with the following PMF (Probability Mass Function)
1
for x = 0
21
3 for x = 1
PX (x) = 1
for x = 2
6
0 otherwise
¶ Find RX = X(Ω), the range of the random variable X.
· Find P(X ≥ 1.5).
¸ Find P(0 < X < 2).
¹ Find P(X = 0 | X < 2).
Exercise 2
Let X be a discrete random variable with the following CDF (Cumulative Distribution Function) :
0 for x < 0
1
6 for 0 ≤ x < 1
FX (x) = 12 for 1 ≤ x < 2
3
for 2 ≤ x < 3
4
1 for x ≥ 3
¶ Find the range and PMF of X.
· Determine the expected (the mean ) E(X) of X and the variance of X.
Exercise 3
I choose a real number uniformly at random in the interval [2, 6] and call it X.
¶ Find the CDF of X, FX .
· Find the PDF of X, f (x).
¸ Find E(X).
Exercise 4
Let X be a continuous random variable with PDF
(
x2 + 23 0≤x≤1
fX (x) =
0 otherwise
¶ Find E (X n ), for n = 1, 2, 3, · · · .
· Find variance of X.
Exercise 5
Let X be a continuous random variable with PDF
(
5 4
x 0≤x≤2
fX (x) = 32
0 otherwise
and let Y = X 2 .
¶ Find CDF of Y .
· Find PDF of Y .
¸ Find EY .