1. For any event A, the probability that A does not occur is given by _____.
Complement rule: probability that event does not occur.
By the complement rule,
P(A' ) = 1 - P(A).
2. The cumulative distribution function (CDF), F(x), is defined as F(x) = P(_____).
Definition of CDF.
F(x) = P(X ≤ x).
3. If P(A ∩ B) = P(A) P(B), the events A and B are said to be _____.
Characterization of independent events.
The events are independent.
4. The second central moment of a random variable is equal to the _____.
Relation between central moment and variance.
The second central moment is equal to Var(X) = E[(X - µ)^2].
5. For any event A, P(A ∪ A′) = ___.
Union with complement covers the sample space.
P(A ∪ A' ) = 1.
6. The covariance of two random variables X and Y is zero if X and Y are _____.
Definition of uncorrelated variables.
X and Y are uncorrelated.
7. A continuous random variable between X=2 and X=5 has density f(x)=k(1+x). Find P(X<4).
Normalize PDF and integrate up to 4.
1) Solve for k: ∫■■ (1+x) dx = [x + x²/2]■■ = 17.5 - 4 = 13.5 ⇒ k = 1/13.5 = 2/27.
2) P(X<4) = ∫■■ k(1+x) dx = k[ (x + x²/2) ]■■ = (2/27)*(12-4) = 16/27.
8. Number of monthly breakdowns ~ Poisson(λ=1.8). Find (i) P(X=1), (ii) P(at least one breakdown).
Poisson probabilities.
i) P(X=1) = e^{-1.8} * (1.8)^1 / 1! = 1.8 e^{-1.8}.
ii) P(X ≥ 1) = 1 - P(X=0) = 1 - e^{-1.8}.
9. Select 3 bulbs from 10 (6 good) for 3 lamps. Find P(room is lighted).
All bulbs selected must be good.
P = C(6,3) / C(10,3) = 20 / 120 = 1/6.
10. PDF f(x)=2e^{-2x}, x≥0. Find MGF and first four moments about origin.
Compute M(t)=E[e^{tX}] and derivatives at t=0.
MGF: M(t)=∫■^∞ 2e^{-(2-t)x} dx = 2/(2 - t), for t<2.
Moments:
µ■ = M'(0)=2/(2)^2=1/2,
µ■ = M''(0)=4/(2)^3=1/2,
µ■ = M'''(0)=24/(2)^4=3/2,
µ■ = M■■■(0)=96/(2)^5=3.
11. p=1/100. Find n so that P(at least one success) > 1/2.
Use complement and solve inequality.
1 - (1 - 1/100)^n > 1/2 ⇒ (0.99)^n < 1/2 ⇒ n > ln(0.5)/ln(0.99) ≈ 68.95 ⇒ n ≥ 69.
12. X ~ Uniform(a,b) with mean 1 and variance 4/3. Find P(X>0).
Determine interval then compute tail probability.
Mean=(a+b)/2=1, Var=(b-a)^2/12=4/3 ⇒ b-a=4, so a=-1, b=3.
P(X>0)=(3-0)/(3-(-1))=3/4.
13. X = outcome of fair die. Find MGF, E(X), Var(X).
Sum of exponentials; standard die moments.
MGF: M(t)=(1/6)(e^t+e^{2t}+...+e^{6t}).
E[X]=3.5, Var(X)=35/12.
14. X,Y independent Poisson. P(X=1)=P(X=2), P(Y=2)=P(Y=3). Find Var(X-2Y).
Solve for λ parameters then variance.
λ_x=2, λ_y=3. Var(X-2Y)=Var(X)+4Var(Y)=2 + 4*3 = 14.
15. Bag: 3 red,6 white,7 blue. Draw 2 balls. P(white & blue).
Hypergeometric probability any order.
P = 2 * [C(6,1)C(7,1)] / C(16,2) = 84/120 = 7/10.
16. X takes {1,2,3,4} with 2P(1)=3P(2)=P(3)=5P(4). Find PDF and CDF.
Express probabilities in terms of k and normalize.
Let P(3)=k ⇒ P(1)=k/2, P(2)=k/3, P(4)=k/5. Sum=1 ⇒ k(1/2+1/3+1+1/5)=1 ⇒ 61k/30=1 ⇒ k=30/61.
Hence P={15/61,10/61,30/61,6/61}. CDF: {15/61,25/61,55/61,1}.
17. Two dice thrown 100 times. Find average # times first die > second die.
Probability of success * trials.
P(first>second)=15/36 ⇒ expected = 100*(15/36) ≈ 41.67.
18. X ~ Uniform(-3,3). Compute (i) P(X<2), P(|X|<2), P(|X-2|<2); (ii) find k: P(X>k)=1/3; (iii)-(v) probabil
Uniform properties and algebraic conditions.
(i) P(X<2)=(2+3)/6=5/6; P(|X|<2)=(2-(-2))/6=2/3; P(|X-2|<2)=P(0<X<4)=(3-0)/6=1/2.
(ii) (3-k)/6=1/3 ⇒ k=1.
(iii)-(v) Probabilities = {(1+3x)/4,(1-x)/4,(1+2x)/4,(1-4x)/4}; require all ≥0 ⇒ x∈[-1/3,1/4].
19. Moments µ_r=(r+1)! 2^r. Find MGF.
Use series sum form.
M(t)=Σ µ_r t^r/r!=Σ (r+1)(2t)^r=1/(1-2t)^2.
20. 5% defective, n=100, guarantee ≤4 defects. Approx P(box fails).
Use Poisson approximation.
Let X~Poisson(5). P(X>4)=1-Σ_{k=0}^4 e^{-5}5^k/k!.
21. Ball numbered 1-30. P(multiple of 5 or 9).
Count favorable outcomes.
Multiples of 5:6, of 9:3, overlap:0. Total=9 ⇒ P=9/30=3/10.
22. X continuous with PDF f(x)=x^2,1<x<2. Find E(log X).
Normalize PDF and integrate log x * x^2.
Normalize: f(x)=3x^2/7. E(log X)= ∫_1^2 log x * (3x^2/7) dx = (8/7)log2 - 1/3.
23. Coin toss n times, P(head)=p. P(even # heads)?
Use generating functions.
P(even)= (1 + (1-2p)^n)/2.
24. Trains every 15 min. Passenger uniform 9:00-9:30. P(wait<6), P(wait>10).
Wait time ~ Uniform(0,15).
P(wait<6)=6/15=2/5; P(wait>10)=5/15=1/3.