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SC222: Tutorial Sheet 3

This document provides 11 practice problems related to concepts involving jointly distributed random variables, expectations, uniform and geometric random variables. Problem 1 asks to find the distribution function and probability mass function of a random variable Y that is defined in terms of a geometric random variable X. Problem 2 asks to find the probability density functions of several random variables defined in terms of a uniformly distributed random variable X. Problem 3 asks to find the mean of a random variable X with a given probability mass function.

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105 views

SC222: Tutorial Sheet 3

This document provides 11 practice problems related to concepts involving jointly distributed random variables, expectations, uniform and geometric random variables. Problem 1 asks to find the distribution function and probability mass function of a random variable Y that is defined in terms of a geometric random variable X. Problem 2 asks to find the probability density functions of several random variables defined in terms of a uniformly distributed random variable X. Problem 3 asks to find the mean of a random variable X with a given probability mass function.

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SC222: Tutorial Sheet 3

Problems based on Jointly Distributed Random Variables, Expectation, Uniform


Random Variables, and Geometric Random Variables.
Pb 1) We say that X is a geometric r.v., if it has the p.m.f.
(
p (1 − p)k−1 , if k ∈ {1, 2, ...}
pX (k) =
0, otherwise,

where 0 < p ≤ 1 and we write symbolically X ∼ Geo(p). Geometric r.v. implies that
the occurrence of the first success requires k independent trials, each with success
X
probability p. If a r.v. X ∼ Geo 31 , then find the distribution function of Y = X+1
and hence determine its p.m.f.

Pb 2) Let X be a r.v. with following p.d.f., i.e., X ∼ U[0, 1],


(
1, if 0 < x < 1
fX (x) =
0, otherwise.
√
Find the p.d.f.s of the following random variables: (i) Y1 = X; (ii) Y2 = X 2 ; (iii)
Y3 = 2X + 3; (iv) Y4 = − ln X; (v) Y5 = sin X; (vi) Y6 = 1/X.

Pb 3) Let X be a r.v. with p.m.f.


(
1
n
, if x ∈ {1, 2, ..., n}
pX (x) =
0, otherwise

where n(≥ 2) is an integer. Find the mean of X.

Pb 4) In three independent tosses of a fair coin, let X denotes the number of tails appearing.
Let Y = X 2 and Z = 2X 2 + 1. Find the means of random variables Y and Z.

Pb 5) A communication system consists of n components, each of which will, independently,


function with probability p. The total system will be able to operate effectively if at
least one-half of its components function.

(a) For what values of p, a 5-component system more likely to operate effectively
than a 3-component system?
(b) In general, when is a 2k + 1−compnent system better than a 2k − 1−component
system?

Pb 6) Buses arrive at a specified stop at 15-minute intervals starting at 7 A.M. That is, they
arrive at 7, 7:15, 7:30, 7:45, and so on. If a passenger arrives at the stop at a time
that is uniformly distributed between 7 and 7:30, find the probability that he waits
(a) less than 5 minutes for a bus.
(b) at least 12 minutes for a bus.

Pb 7) The joint p.d.f. of X and Y is given by


(
12
x(2 − x − y), if 0 < x < 1, 0 < y < 1,
fX,Y (x, y) = 5
0 otherwise

Compute the density of X/Y and of X + Y .

Pb 8) A secretary has typed N letters along with their respective envelopes. The envelops
get mixed up when they fall on the floor. If the letters are placed in the mixed-up
envelops in a completely random manner (that is, each letter is equally likely to end
up in any of the envelopes), what is the expected number of letters that are placed in
the correct envelopes?

Pb 9) The joint PMF of a discrete random vector (X1 , X2 ) is given by the following table

x2 \ x1 −1 0 1
0 1/9 2/9 1/9
1 1/9 2/9 1/9
2 0 1/9 0

a) Find the expectation of the random variables X1 , X2 , X1 + X2 and X1 X2 .


b) Are X1 and X2 independent random variables? Justify your answer.

Pb 10) Consider the problem above. Define a new random vector

Y = (Y1 , Y2 ) = g(X1 , X2 ) = (X1 + X2 , X1 ).

Find the joint p.m.f. of random vector Y .

Pb 11) Let X ∼ U[0, 1] and Y ∼ U[0, 1] be two random variables. Define, Z = X + Y


and W = X − Y . Find the joint p.d.f. of Z and W . Suppose that X and Y are
independent. What can we say about Z and W ?

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