MTL390: Statistical Methods
January 10, 2025
Practice Problems 3
Lecture 3: Revision of Probability Distribution (cont.)
1. A coin is tossed 4 times. Let X denote the number of times a head is followed immediately by a
tail. Find the distribution, mean, and variance of X.
2. Let X be a random variable with mean µ and variance σ 2 . Show that E[(aX − b)2 ], as a function
of b, is minimized when b = µ.
3. In a bombing attack, there is a 50 percent chance that a bomb can strike the target. Two hits are
required to destroy the target completely. How many bombs must be dropped to give a 99 percent
chance or better of completely destroying the target?
4. Let the probability density function of X be given by
(
c(4x − 2x2 ) 0 < x < 2
f (x) =
0 otherwise
(a) What is the value of c?
(b) What is the distribution of X?
(c) P 21 < X < 32 ?
5. A bombing plane flies directly above a railroad track. Assume that if a larger (small) bomb falls
within 40 (15) feet of the track, the track will be sufficiently damaged so that traffic will be
disrupted. Let X denote the perpendicular distance from the track that a bomb falls. Assume that
100 − x
fX (x) = · I[0, 100](x),
5000
where I[0, 100](x) is the indicator function.
(a) Find the probability that a larger bomb will disrupt traffic.
(b) If the plane can carry three large (eight small) bombs and uses all three (eight), what is the
probability that traffic will be disrupted?
6. A random variable has the following probability distribution function:
x 0 1 2 3 4 5 6 7 8
p(x) k 3k 5k 7k 9k 11k 13k 15k 17k
(a) Determine the value of k.
(b) Find P (X < 4), P (X ≥ 5), and P (0 < X < 4).
(c) Find the distribution function of X.
(d) Find the smallest value of x for which P (X ≤ x) = 21 .
7. An urn contains n cards numbered 1, 2, . . . , n. Let X be the least number on the card obtained
when m cards are drawn without replacement from the urn. Find the probability distribution of
the random variable X. Compute P (X ≥ 23 ).
1
8. Let Ω = [0, 1]. Define X : Ω → R by
(
w 0 ≤ w ≤ 12
X(w) = 1 1
w− 2 2 ≤w ≤1
R
For any interval I ⊆ [0, 1], let P (I) = I
2x dx. Determine the distribution function of X and use
this to find:
(a) P (X > 21 ),
(b) P ( 41 < X < 12 ),
1
(c) P (X < 2 | X > 14 ).
9. If X is binomially
p distributed with n = 25 and p = 0.2, find the expectation, variance, and
P (X < E(X) − 2 Var(X)).
10. Let X be a Poisson distributed random variable such that P [X = 0] = 0.5. Find the mean of X.
25
11. In a uniform distribution, the mean and variance are given by 0.5 and 12 respectively. Find the
interval on which the probability is uniformly distributed.
12. Let the cumulative distribution function FX (x) be given by
(
0 if x < 0
FX (x) =
1 − 2e−x + e−2x if x ≥ 0
Is FX a distribution function? What type of random variable is X? Find the pdf of X.
13. A random number is chosen from the interval [0, 1] by a random mechanism. What is the probability
that:
(a) its first decimal will be 3,
(b) its second decimal will be 3,
(c) its first two decimals will be 3’s?
14. Suppose that the diameters of a shaft manufactured by a certain machine are normally distributed
with mean 10 and standard deviation 0.1. If, for a given application, the shaft must meet the
requirement that its diameter falls between 9.9 and 10.2 centimeters, what proportion of shafts
made by this machine will meet the requirement?
15. A machine automatically packs chemical fertilizer in polythene packets. It is observed that 10
X
16. Let (X, Y ) have a joint pdf f (x, y) = 2 for 0 < x < y < 1. Find the joint distribution of Z = Y
and Y . Show that they are independent. Find their individual pdfs.
17. Let X and Y be independent random variables distributed as U (0, 1). Find the distributions of:
(a) X + Y ,
(b) X − Y ,
(c) |X − Y |,
(d) XY ,
X
(e) Y ,
(f) min(X, Y ),
(g) max(X, Y ).
18. With respect to the above problem, find the joint pdf of (X + Y, X − Y ). Hence, or otherwise, find
X+Y
the pdf of X−Y .
19. Let X, Y be independent Gamma distributed random variables such that X ∼ Γ(λ, α) and Y ∼
X
Γ(λ, β). Show that U = X + Y and V = X+Y are independently distributed. Find also their
X
individual pdfs. Find the distribution of Y . Identify the distribution.
2
20. Let X ∼ N (0, 1) and Y = X 2 . Find the pdf of Y . Identify this distribution. Let Z = X12 + X22 +
· · · + Xn2 , where Xi ’s are iid N (0, 1). Using the above distribution, find the pdf of Z. Also, identify
the distribution.
21. Let X and Y be independent N (0, 1). Find the distribution of XY , |XY |, and |X||Y |. Do the
same if X ∼ N (0, σ12 ) and Y ∼ N (0, σ22 ).
22. Let X, Y be iid with pdf f (x) = αe−α(x−β) for x ≥ β and α > 0. Find the distribution of X − Y .
23. A variable X is said to have a log-normal distribution with parameters (µ, σ 2 ) if log X ∼ N (µ, σ 2 ).
Find the pdf of X. Calculate its mean and variance.
X Y
24. If X ∼ Γ(λ, α) and Y ∼ Γ(λ, β), find the distribution of XY and α β .
q
25. If X ∼ N (0, 1) and Y ∼ χ2 (n), find the distribution of XY
n .
26. If X1 , X2 , . . . , Xn are iid U (0, 1) and P = X1 X2 . . . Xn , then show that −2 ln P ∼ χ2 (2n).
27. If Xi ∼ N (µi , σi2 ) for i = 1, 2 are independent random variables, find the distribution of
(X1 − µ1 )2 (X2 − µ2 )2
Z2 = · .
σ12 σ22