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Statistics: Random Variables & Distributions

The document outlines a tutorial for AB1202 Statistics & Analysis at Nanyang Business School, focusing on discrete and continuous random variables. It includes various problems related to Bernoulli random variables, probability mass functions, binomial and Poisson distributions, and uniform distributions. Additionally, it covers calculations and graphical representations involving standard normal distributions.

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0% found this document useful (0 votes)
3 views2 pages

Statistics: Random Variables & Distributions

The document outlines a tutorial for AB1202 Statistics & Analysis at Nanyang Business School, focusing on discrete and continuous random variables. It includes various problems related to Bernoulli random variables, probability mass functions, binomial and Poisson distributions, and uniform distributions. Additionally, it covers calculations and graphical representations involving standard normal distributions.

Uploaded by

lejh2296
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

Nanyang Business School

AB1202 Statistics & Analysis

Tutorial :3
Topics : Discrete & Continuous Random Variables

1. X follows a Bernoulli random variable with p=0.3. Describe f(x) and F(x) in a way that we
can find their values for any x.

2. Suppose the distribution function of X is given by

{
0 , x< 0
1
F ( x )= , 0 ≤ x< 1
3
1 ,1 ≤ x< ∞
What is the probability mass function (pmf) of X?

3. Suppose that a random variable X has a discrete distribution with the following p.m.f.:

f ( x )= {cx 0forotherwise
x=1 , … ,5

Determine the value of the constant c.

4. Suppose a coin having the probability 0.7 of coming up heads is tossed three times. Let X
denote the number of heads that appear in the three tosses.
(a) What distribution can we use to represent X?
(b) Determine the pmf of X, f(x).
(c) Determine the cdf of X, F(x).

5. Customers who purchase a computer from a store are known to have a probability 0.01
to return the computer for a refund.
(a) What is the probability that, among ten random customers, at least one of them will
return the computer?
(b) On average, how many computers are expected to be returned from 1000
customers?
(c) Assume X follows a binomial distribution. Calculate Pr(X=10) for 1000 customers.
(d) Assume X follows a Poisson distribution. Calculate Pr(X=10).

6. A call centre receives an average of 5 customer complaints per hour. Assuming the call
arrival follows a Poisson distribution.
(a) What is the probability that the call centre will receive three or fewer complaints in
the next hour?

1
Nanyang Business School

(b) What is the probability that the call centre will receive five complaints in the next
hour?

7. A florist makes deliveries between 1:00 pm and 5:00 pm daily. Assume delivery times
follow the continuous uniform distribution (use punif in R)
(a) Determine the percentage of deliveries that are made after 4:00 pm.
(b) Determine the percentage of deliveries between 2:00 pm and 3:00 pm.

8. Z follows a standard normal distribution.


(a) Show graphically the probability -2<z<1 (by hand-drawing)

(b) Calculate the probability -1<z<3 using R (pnorm)


(c) f(z=-0.1)=? f(z=0)=? f(z=0.5)=?
(d) Use seq( , ,by= ) to create a vector -3, -2.9, -2.8,…,2.8,2.9, 3. Namely, a sequence
starting from -3 with a 0.1 increment. You can play with the three parameters to
figure out how. Then calculate f(x) for each value in the vector. Finally, use plot() to
create a scatter plot of this vector and the corresponding f(x) values.

Common questions

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For a Poisson distribution with an average rate λ=5 complaints per hour, the probability of receiving three or fewer complaints in an hour is calculated by summing the probabilities of getting 0, 1, 2, and 3 complaints: P(X ≤ 3) = Σ(e^(-5) * 5^k / k!) from k=0 to 3. Calculating these gives P(X ≤ 3) ≈ 0.265 .

In a continuous uniform distribution over the interval from 1:00 pm to 5:00 pm (4 hours), the time after 4:00 pm is one hour. The probability of a delivery time after 4:00 pm is the portion of the interval after 4:00, which is 1/4th of the total interval. Hence, 25% of the deliveries are made after 4:00 pm .

The number of heads in three coin tosses can be modeled using a binomial distribution with parameters n=3 (number of trials) and p=0.7 (probability of heads). The pmf is given by f(x) = C(3, x) * (0.7)^x * (0.3)^(3-x) where x = 0, 1, 2, 3, representing all possible numbers of heads. The cumulative distribution function (CDF) is the sum of pmf values f(x) for all x up to the point of interest .

For events with return probability p=0.01, the probability of at least one return among ten customers is 1 minus the probability of no returns among them. The probability of no returns is (1-0.01)^10 = 0.9044. Thus, the probability of at least one return is 1 - 0.9044 = 0.0956 .

When sample size is large and success probability is small, Poisson distribution approximates binomial distribution. For n=1000 and p=0.01, using Poisson with λ=np=10, the Poisson probability Pr(X=10) is computed via P(X=10) = e^(-10) * 10^10 / 10!. This approximation holds better than binomial's exact method due to computational simplicity and accuracy for small p and large n .

Using the standard normal distribution, the probability of a z-value falling between -1 and 3 is found by P(-1 < Z < 3) which can be calculated as P(Z < 3) - P(Z < -1). Using the cumulative standard normal table, find these probabilities: P(Z < 3) ≈ 0.9987 and P(Z < -1) ≈ 0.1587, resulting in P(-1 < Z < 3) ≈ 0.84 .

A sequence from -3 to 3 in 0.1 increments can illustrate standard normal properties using f(x)=e^(-x^2/2)/√(2π). Create vector seq(-3, 3, by=0.1) to compute f(x) across it, then plot points showing Gaussian bell curve, demonstrating how probabilities form around different z-scores in continuous normal distribution .

Given the pmf f(x) = cx for x=1,...,5 and 0 otherwise, the sum of all probabilities should equal 1 from the normalization condition of probability. Compute Σ(cx) for x=1 to 5, which gives the equation c(1+2+3+4+5) = 1. Solving this, c(15) = 1 thus c = 1/15 .

For a Bernoulli random variable X with parameter p=0.3, the pmf f(x) is defined as f(x) = p for x=1 (success) and f(x) = 1-p for x=0 (failure). Therefore, f(x) = 0.3 when x=1 and f(x) = 0.7 when x=0. The cumulative distribution function F(x) is given by F(x) = 0 for x<0, F(x) = 0.7 for 0 <= x < 1, and F(x) = 1 for x >= 1 .

Given the cumulative distribution function F(x) as F(x) = 0 for x<0, F(x) = 1/3 for 0 ≤ x < 1, and F(x) = 1 for x ≥ 1, the probability mass function can be derived by computing differences in the CDF values at successive segment boundaries. The pmf is f(x=0) = 1/3 - 0 = 1/3 and f(x=1) = 1 - 1/3 = 2/3. For other values of x, f(x)=0 .

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