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Mso201 3 2014

This document contains 21 problems related to probability and statistics concepts such as random variables, distribution functions, probability mass functions, and probability density functions. The problems involve verifying whether given functions satisfy the properties of these concepts, computing probabilities based on the given distributions, and manipulating different distributions.

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Sai Saurab
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162 views3 pages

Mso201 3 2014

This document contains 21 problems related to probability and statistics concepts such as random variables, distribution functions, probability mass functions, and probability density functions. The problems involve verifying whether given functions satisfy the properties of these concepts, computing probabilities based on the given distributions, and manipulating different distributions.

Uploaded by

Sai Saurab
Copyright
© Attribution Non-Commercial (BY-NC)
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
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ESO 209: PROBABILITY & STATISTICS
Semester 2: 2010-11
Assignment #3
Instructor: Amit Mitra

[1] Let X be a random variable defined on
( )
, P O F, . Show that the following are also random
variables; (a) | | X , (b)
2
X and (c) X , given that
{ }
0 X | < = .
[2] Let
| |
0,1 O= and F be the Borel o field of subsets of O. Define X on O as follows:
( )
if 0 12
12 if 12 1
X
e e
e
e e
s s

< s


Show that X defined above is a random variable.
[3] Let
{ }
1,2,3,4 O= and { } { } { }
1 , 2,3,4 | O F = , , be a o field of subsets of O. Verify whether
( )
1; X e e e = + eO, is a random variable with respect to F .
[4] Let a card be selected from an ordinary pack of playing cards. The outcome e is one of these 52
cards. Define X on O as:
( )
4 if is an ace
3 if is a king
2 if is a queen
1 if is a jack
0 otherwise.
X
e
e
e e
e


Show that X is a random variable. Further, suppose that
( )
. P assigns a probability of 152 to
each outcome e. Derive the distribution function of X .
[5] Let
( ) ( )
0 if 1
2 4 if -1 1
1 if 1.
x
F x x x
x
<

= + s <

>


Show that
( )
. F is a distribution function. Sketch the graph of
( )
F x and compute the
probabilities
( )
12 12 P X < s ,
( )
0 P X = ,
( )
1 P X = and
( )
1 1 . P X s < Further, obtain
the decomposition
( ) ( ) ( ) ( )
1
d c
F x F x F x o o = + ; where,
( )
d
F x and
( )
c
F x are purely
discrete and purely continuous distribution functions, respectively.
[6] Do the following functions define distribution functions?
(a)
( )
0, 0
, 0 12
1, 12.
x
F x x x
x
<

= s s

>

; (b)
( )
0, 0
1 , 0
x
x
F x
e x

<

>

; (c)
( )
0 1
1 1 1.
x
F x
x x
s

>


[7] Let
( )
| | 3
3
0 if 0
2 1
1 if 0
3 3
x
x
x
F x
e e x

>




P
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2

where,
| |
x is the largest integer x s . Show that
( )
. F is a distribution function and compute
( )
6 P X > ,
( )
5 P X = and
( )
5 8 . P X s s
[8] The distribution function of a random variable X is given by
( )
( )
2
0, 2,
13, 2 0,
12, 0 5,
12 5 2, 5 6,
1, 6.
x
x
x
F x
x x
x
<

s <

s <
=

+ s <

>


Find
( )
2 5 P X s < ,
( )
0 5.5 P X < < and
( )
1.5 5.5| 2 P X X < s > .
[9] Prove that if
( ) ( )
1
. ,...., .
n
F F are n distribution functions, then
( ) ( )
1
n
i i
i
F x F x o
=
=

is also a
distribution function for any
( )
1
,...,
n
o o , such that 0
i
o > and
1
1.
n
i
i
o
=
=
[10] Suppose
1
F and
2
F are distribution functions. Verify whether
( ) ( ) ( )
1 2
G x F x F x = + is also a
distribution function.
[11] Find the value of o and k so that F given by
( )
2
2
0 if 0
if 0
x
x
F x
k e x o

s

+ >


is distribution function of a continuous random variable.
[12] Let
( )
( )
( )
( )
2
0 if 0
2 8 if 0 1
2 8 if 1 2
2 8 if 2 3
1 if 3.
x
x x
F x x x
x c x
x
<

+ s <

= + s <

+ s s

>


Find the value of c such that F is a distribution function. Using the obtained value of c , find the
decomposition
( ) ( ) ( ) ( )
1
d c
F x F x F x o o = + ; where,
( )
d
F x and
( )
c
F x are purely
discrete and purely continuous distribution functions, respectively.
[13] Suppose
X
F is the distribution function of a random variable X . Determine the distribution
function of (a) X
+
and (b) | | X . Where
if 0
0 if 0
X X
X
X
+
>

<


[14] The convolution F of two distribution functions
1
F and
2
F is defined as follows;
( ) ( ) ( )
1 2
; F x F x y dF y x

= e
}



P
a
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3

and is denoted by
1 2
F F F =

. Show that is F is also a distribution function.


[15] Do the following functions define probability mass functions?
(a)
( )
( )
2 2 if 1,2,3,4
0 otherwise.
x x
f x
=
=

; (b)
( )
( )
! if 0,1,2,3,4,...
0 otherwise.
x
e x x
f x


where, 0. >
(c)
( )
( )
! if 1,2,3,4,...
0 otherwise.
x
e x x
f x


where, 0. >
[16] Find the value of the constant c such that
( ) ( ) 1 ; 0,1,2,3...
x
f x c c x = = defines a probability
mass function.
[17] Let X be a discrete random variable taking values in
{ }
3, 2, 1,0,1,2,3 = X such that
( ) ( ) ( ) ( ) ( ) ( )
3 2 1 1 2 3 P X P X P X P X P X P X = = = = = = = = = = =
and
( ) ( ) ( )
0 0 0 P X P X P X < = = = > . Find the distribution function of X .
[18] A battery cell is labeled as good if it works for at least 300 days in a clock, otherwise it is labeled as
bad. Three manufacturers, , A B and C make cells with probability of making good cells as 0.95,
0.90 and 0.80 respectively. Three identical clocks are selected and cells made by , A B and C are
used in clock numbers 1, 2 and 3 respectively. Let X be the total number of clocks working after
300 days. Find the probability mass function of X and plot the corresponding distribution function.
[19] Prove that the function
( )
2
if 0
0 otherwise
x
xe x
f x
u
u
u

>
=


defines a probability density function for 0. u > Find the corresponding distribution function and
hence compute
( )
2 3 P X < < and
( )
5 P X > .
[20] Find the value of the constant c such that the following function is a probability density function.
( )
( )
1 if 0
0 if 0
x
c x e x
f x
x

+ >
=

<


where, 0. > Obtain the distribution function of the random variable associated with probability
density function
( )
f x

.
[21] Show that
( )
2
18 if 3 3
0 otherwise
x x
f x

< <
=


defines a probability density function. Find the corresponding distribution function and hence find
( )
| | 1 P X < and
( )
2
9 P X <

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