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Probability Distribution and Variance Calculations

The document discusses various problems related to random variables, including calculating probabilities, expected values, and variances. It provides solutions for discrete random variables, including a fair die and specific probability distributions. The document also includes examples for finding probabilities and variance for given probability mass functions.

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rahulhattali38
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0% found this document useful (0 votes)
18 views6 pages

Probability Distribution and Variance Calculations

The document discusses various problems related to random variables, including calculating probabilities, expected values, and variances. It provides solutions for discrete random variables, including a fair die and specific probability distributions. The document also includes examples for finding probabilities and variance for given probability mass functions.

Uploaded by

rahulhattali38
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

("iS.P;:.

;bobiliry~ ,r1b;~
. n ··
A rand om vo n·ab lc X, ho~ th e fo ll o\.,, 1ng rrnhoh il1 ty d, ~trt·b ut ,o

µLt\--\ --== ~~ i
x) / k
0
3k I 5k I
I j
9k
1 1 J
7k
J 4
I Ik
5 --i:-6
13k
Find ( i) k ( ii) p( X : 3) (iii ) p(X-; 2) ( i ...-) p (O < :x 4) ( v) P( 2 5 X ~ 5)
S<)lution : For a random variable Xwe ha ve I, P == I

... k + 3k + 5k + 7k + 9k ~ ll k ~ l 3k =~ 1
.
1.e. 49k -- I ⇒ k = _l
49
X = X 0 1 2 I 3 4 5 6 l
i
9 II 13
P(X = x) I 3
-
5
-49 7
- -49 --49
-
49
-
49 49 I 49

1
(i) k= -
49
(ii) P(X < 3) = P(X = 0) + P(X = I ) + P(X = 2)
I 3 5 9
= 49 + + 49 49 = 49
(iii) P(X ~ 2) = P(X = 2) + P(X = 3) + P(X = 4) + P(X = 5) t- P( X = 6)
(iv) P(O < X < 4) = P(X = I)+ P(X = 2) + P(X = 3)
(v) P(2 ~X~ 5) = P(X = 2) + P(X = 3) + P(X = 4 ) + P(X = 5)
5 7 9 11 32
= 49 + 49 + 49 + 49 = 49

Calculate the Expected value and Variance o f X if X denotes the


number obtained on the uppermost face when a fair di e is thro wn .

S olution : When a fair die is thrown, the sample space is 5 = {1, 2 , 3, 4 , 5, 6 }.


Let X denotes the number obtained on the uppermost face .
.- . X can take values 1, 2, 3, 4, 5, 6 .
P(X ::= 1) -= P(X = 2) = P(X = 3) = P(X = 4) = P(X = 5 ) :c; Pt.\' - 6)

I
- 6
The probabil ity di s tribution

X :: x
1
l
l
7,
11 B .
2 J. J
1~

I l
5 , -

(>

+ ~- 7-- ]
Total 1

.
P(X = x) 1
L--- --- -6 6 6 - ~~-J__ 6 - --- - 6_ ____

-------------.i(@,____________
21 7
xi'p,.
-
l 2
-
3
-
4
- -5 -6 -=-
6 2
6 6 6 6 6 6

x,.1 .p,
-
I 4
-
9
- -166 -256 -36 -91
6 6 6 6 6
n 7
(i) Expected Value= E(X) = Lx"P; = 2 = 3 ·5
i= I
2
(ii) Variance= V(X) = E(X ) - [E(X)]2
2

=t,x,',p, -(t,x,,p,)
= I_(H9 ~ =9~_
6
182-147
- 12
:. "vanance
.
= V(X) = 35
= 2.9167
12
Ex. (3). A discrete random variable X takes the values -1, 0 and 2 with the
1 1 1
probabilities 4' 2' 4 respectively. Find V(X) and Standard Deviation.
Solution : Given that the random variable Xtakes the values -1, 0 and 2.
. prob ab·1· . are 1 , 1 , 1
The correspondmg 1 1t1es
424.
1 1 1
P(-1) =
4 , P(O) = 2 and P(2) = 4
Given data can be tabulated as follows
X=x -1 0 2 Total
P(X = x) 1 1 1 1
- - -
4 2 4
-----z-
\ 0 \ \
X;P;

x2ipi _L. __Q _


- -::;-
__\._ _
-~
~,.,, -
.
_,/__J

(i) Variance= V(X) = E(X2) - [E(X)]2

=
n
~X,-
2 ( n
P;.,... ~X;P;)
y
-
- -- - (- -)2
=-
. ----=--. 2

(ii) StQndard Deviation= cr = ✓V(X) =


E x. (4) The p. d. f. of X, find P(X < 1) and P(IXI< 1) where
2
/ ( x) = x + if -2 < x < 4.
18
=0 otherwise.
Solution : Given that th
r , e p. d. f. of Xis
/(x)=~
18 if -2 < X < 4
== 0 otherwise.
I

(i) P(X < 1) == J/( x )dx


-2
I

==f 1.+ q_ dx
-2 \ \

== 1~ f 711.~ .... ) dx
2 ( ••

- _!_[(.:X1?:: .)2 ]I
- 18 2-

I
-2

= 316[ (.."t:?.c .)'

= _l [~ - .\..] = .i_ = =
l 36 36 52.. Q ·<)_.'2...
......... .
(i) P(IXI< l)=P(-l< X< 1)

= J'
-I
1.t'L dx
I~
= J_ Jl (.,~.1l'l..
fll
..... )dx
18 -)

- J_ [c..?!.i?:-)2 ]l
- 18 2-
-i

= _l [( ~f?:: )2 ]'
36 -I

_ _I '3 _\ = _j_ _ ~ _ 0
-36[ .......... ] 36-~ - ......•Q_,2
..
.

Ex. (5). A random variable Xhas the following probability distribution :

f P07 ~ X) I ~ I ! I ikI ;kl ~ I ~ I 2~ 17/ + kI


Find (i) k (ii) P(X < 3) (iii) P(X > 6) (iv) P(O < X < 3) (v) P(2 ~ X ~4)

Solution (D ~i~c~t~ i~ ·-··· f-P.· ... ..... .?+ ror .2-~.:t~K +'.,~.:+KL

. : ~(1'-::o) ~.f.l.~_
~).j-_~J~~J) ........ .....~.·. . ~.~-~- -\ ~k -:: 1-
t
··•···.........._·: .. }: p(ll) .~f (t =4)°:.l.....................~ -i.t.~ 1 .1< 1--± ~ . ~ . '.L. .... .... .
·
. ...f {)(i~~ •. •\ P(~Tfl)t P( 1 ~s)................:. ·...10 g ~ ~~· i::-::i::-•~·.: : : :: :::.
,,.,. ~•··r(i'z 6) +P(?l::1) ::L -' · \() ~t- +l o\c- - ~ -I :: a
--- --- --- -c@~- --- --- --
.· . lo I< ( k +I) -\ ( k +l) -:: c @ ~ ( ot· 1'. L?:J)
:; fl·it ·k -- 1·) Ck+I.) -:: ·O ·~ .PTi ~i') +·r-c~ ~i ·
... . , .. .. . . •· · · ·· · ··· · • • " ' ' ' ' ' ' , ,,,

•. IO\< - \ ==O O'( \(.t\-::D


. ·· · · ··· · · .

\O I( ::: _1. 01 J<_ .:: -i_


1~~-A-·.. ;. ·~~"~{ .... . . ~

~
..f ck=1 •,;t••~o~.••p sibk······· ······ ·· ····~·:~:It:::=\)+·rc~~4) O

\ . .!J/' .P(°"✓ <":l...). .. .. .. .


.. A..-...v . .. . . . . . . . . .. .. .. .. .. . . .. . .. . .. . .. ... . . --··· -·-· ··-··- · --

~ .P .(~~~.o}J.P (~.c:.l)j- rc~.~'l) . ... . . .. :: +


2-\L 1-~. j .~ ~ ...... . .
~ 0 -+ Jc_ + 2.. k. . ,.,.
::<3'lC.. :::·•~ .. ."( .. .•~·•.. ·\c.. ..:: ~)' · · · · ... ..... · ···· ..':..... .. ......
1 .._ .. ......... ..... ... .. .... . J_ ..... ..... .
@ · Pc 1t'> ~) .·:o·..r cx 1) ............................ . .... -= ... e ¼. L.-:.._ 1<:_.:cc... 1°) ...... .
-=- '=f-- k 'L- +k.
··· · · ·· · · · · ·· · · · · · · ·· · ··· · ·· · ·· · ·· · . , .. . . .... . . . . .. . .. . ····· ······ ···· ···· ······· ···· ·· · ·· ··· ··· ·· ·· ·· ··· ·· ···· ·· ···· ·· ····

.:. . . ~~ ... .1o.o.~.+....c:•.·t~ ~~ to .)... ....... ..... ... · ············· ················ · · · ···········
.... ::. .. _1-_ .. ·+· _Io_ .... ~ . l 1-.... .. ... . ... . .. . ....... ......... ......... .. .. ... . ............ .
\oo \oo loo

Ex. ( 6). The p. m. f. of a random variable Xis as follows :

X= X 1 2 3 4
1 4 9 16
P(x) - - - -
30 30 30 30
Find Mean and the Variance.

Solution · 1..: 1.I


11 Pl

I
· · · · · ··· · ··· · . . . · · ·t · ·· · · ·· · · •··· · ·· · · · · · · · · · · · •- """ ···· ··· ·J_····· ·· ···· ·'1.····· ······ · . ..... i ...... .......
:!:,O "30 30
. . . ... . .... ..... . _. g . ...... . . . . ... . . '8 .... .. .. ... .. .. .. ............. .... .. .. ...... .. .. ... .
2- ~o - ~ 1(;
.. . .. .. .... ... "" . .. .. . .... ... . .. .... . ... .. ... .. .... .. ... ,., .. ~c:>., .. .. . .. .. .. .. .. .. ......... . ... .. .... :3.Q.. .. .. . .. .
3 -S ~ . 9 ~I
··• ·. •····· ·~ ·~· · ·· · · ·· · · · ··· ···· · ·· ·· ··~~...... . ··· ·.······· ·· •··· •·· ·· .... ... ~ •··· ··· ·• ··

~.
7
.J_!__
~o
c:-5 •
\ ,r ., C'." 6
~ -
·· ·· ·· · · ····• ····· ·· ·· · ···· ···· ··· I ··· •·• ···· ~~ .. . .. . . . ··· ····· ··· · ··• · ·· ·· ·· •·· · ·· · ••'¢0 .... . .. . .

;.·~.. 'tt . ·. ;. ·
r ·~,Pr . ··~. · ·, ~ ~ ~~ s·s. . . · . ·. . · · ···. .... ·····.... .
~o @i-i-------------
I: fYi'Lpl. A .::::. ss
s
···· · ·· ·· · · ··

····· ... ~E!Cll) "' t~ip i ;_· 1~ ..·~i, 33 .... . ......... ..... ········
..... . ·· ·· ·· \IQ~~~~ \l()l ) . . t (ii}~ tf(;(_) j'L
········
' ••········ ········· · ········•· ····· .... . . ·· ··· · ·· ····· ·· ·· · ··· · · · · · ·· ·· · · · · ·

t.~r2-p, - [ '[?.i pi J'L


. . . ..
............................ ..... ........ ........ = ·· · ·

· ·· · · ··· · ··· · · · · · · · ···YC1l) · · ·· · • ; ·~ ·• •I'!j'2_ · · · · ••• . .• . •. •. . .•.••.•. · · ··.•···.• ·


··· ····· ··········· ··· ······· ···· ··· ·· \J .r.~) _ so \oo
\:, ·I\. ·· ·· · ···•• --.- , .. , ---"-::l= - ·- · ·· ·~ -

.. ·· ·· · ·· ···· ·· · . ···· · ···· ·· s .!\


\J (i.) _· . ·.s~·,·~ .so·c;·· ·················· ··· ············ ···•· ·· ••·· ···
.. . .. .. . ····· ········ · /.~
. . . . . . .. ... .. .. .. . .. . . .. . . ....... ....... . . ... '-:1 . ~ . . .. . . . . ... . . . . . ...... . .... . ...... . .. . . .. . . . . .. .... . . ... .

.. ..... ....... "' """)


·· · ···· ·· ········ · · · ··· ·· · \... "-. ... ··· · ··- - ~1 rQ
.. - · ···- · ··· 0 ''?.- ,l.. ... ... .. . . ....... . ·· ···· · · ·· · ·· ····· •····
4S
Ex. (7). From a survey of 20 families in a society, the following data was
obta ined : '
No. of children 0 1 2 3 4
No. of families ' 5 I ' 11 2 0 2
For the random variable X = number of children in a randomly
chosen family, Find E(X) and V(X).

Solution : ... .. ..
~ ~ P(i.) 'l\ p\ 1_1 '2.-pi
.0 s slcis 0 o ·
\ 11 t\l?.0 \\11.0 . \\lw
· ··· · ··· ·· · · ······ ·· ·····

·· ···· ···· ··· ······· · ····


'l. '2... <2 \'lb <tho ~ 1'2..o
~ 0 0 0 0
····· ·· ···· ··· ··· ·· · ·•· ·
4 2- 1.\w ~ I'2£> (bQ/20
. , .. , . ··· ········ ·

·· · · ······
• r
'z
•• • • •
...
N=20 <2.5 lio s, I '2D

.. ··· ···· . .~~!~. ....~..\~) ....~... ?t.'.P.i... ......... . ... . ..•·•····· ........ .......... . ·•···. ..
. . . . . . . . . . . . . . .. . . .. . .
'7 Q..~ 1'2£> , ~ 'A jrt.p i :: G l
,.,... · · ··· . ....... ... ····· ······ · ·· ···· ······· ····· ·· ··· · ·· ··· · · · · · ···
- \· \ s . ... ... .. .. .. ... .... ... .. .. ..... .... ')()·· ··
V
\J(--x.) ~ ~'X itz._p ; - [2...1tipiJ'L "
~ ~ -~ ]{_
- S'Lg
::: _8. . .\. ······
.. . . . .. , . .. '

<900

- 102..0 - £28
...?{oo .. . ... ..4cc . .. .... .. ..

.. .-. ..... I c '2-o - 5'2-3 . .... .~... ~ ~ l .. ..... . .. . ... .. . ....... .. ... .
<9oc, ~00

········ I\J(1l) - . \. 2-'L~S j .· · · ······ · · · · .


Ex. (8). Find the c.d.f. F(X) associated with the following [Link]{x) :
f{x) = l 2x 2(1 - x) for O < x < I
=0 otherwise.
I I

Solution ~;;~:nfc;,(r:<;/t\Tng~.d.f~L~:-~~.<.\):i~3 . P·d•f


:A
:. c-d. P rs "f•v. p( 1/~ <t<1:'J: J f cx)dx.,
.•• (c1) •~••• r frt).cii~•r•F(x).d~+tf(~) • ••••••• p (• 11~•;~ •<l12); . Jj;1;i(1-1') dx
::··trxJcJ11i"{,~i)di ················· ············ ········ ·· ·· ···=o ~x+·- xt-(-1xk'!,?(TJ 3

(_;'L_:,._:-, )J1.······· ················· ······ ·····; ·sr,,··:.·3114··:.:·~,~;·~··· 112.1-


0
········ ···· ~·· 1q_ ·

: i(~) ;f ~t')(_i ~ ~ ~ ... . ~ ~ ili1- ; Eti, - ,; S/ji;, j


..... ····· .. .. ...~. . ~. J.&·· ..... .. .. . . ·· ···- ··· .. -
5S... :-.. 1., . ..... ···• ······· ... ········
,~~

........... ·········;.··iil4?t~2-~')l-'1J:·······•···•··· ····::··· pp13 cx.< 1/f)usi·os c,J.t


Fl~) ~ [4;_;,~~;~i ·· f' tti3 ~ex.<ot/i); fUA)~r1 13) 1

· · ·· · · · ·; ·~;~~;~~.i~~·o) . . . · ·• · · · · · · · ···· ··~·~fxl ~·ixii·~c~~t"t-'37({-J .. . . . .. . . .. ········


. . .. . . ............. , ... ,, .... . . . . . ·• . .. .. . . . .. . , •• ·· ·

1z- .--~
,, , ., ,. ,
' , , ,, . ..

re~) ==- ~x~- 'o?t ~ - © ==


·· · ·• · · ··· · · ···· .. •·· ... ... . ........ .... ..... 1 ..
- £
1,
-+ -:½i-
'.'2.4 ... ... . .. ..
-:: .._5 - ~ ':: ~
\~ ~--;t.. tc;~
j Sign of Teacher : p (I/~< 1< l/1..) :: 12.-~ - 0.'l.0\3·
''1 ~
--- --- --- --@~- --- --- ---

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