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Unit 2 Problem Set

This document provides instructions for a problem set in Stat 310 involving probability concepts. It includes 13 problems covering probability mass functions, expected values, variances, functions of random variables, joint distributions, conditioning, and independence. Students are instructed to show their work and not provide only numerical answers. The problems are from the textbook or original questions. Work is due by 11 pm on September 20 and should be submitted on Canvas.

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Karen Lu
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© © All Rights Reserved
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72 views

Unit 2 Problem Set

This document provides instructions for a problem set in Stat 310 involving probability concepts. It includes 13 problems covering probability mass functions, expected values, variances, functions of random variables, joint distributions, conditioning, and independence. Students are instructed to show their work and not provide only numerical answers. The problems are from the textbook or original questions. Work is due by 11 pm on September 20 and should be submitted on Canvas.

Uploaded by

Karen Lu
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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McGuffey  Fall 2021 Stat 310 Problem Set

U NIT 2 P ROBLEM S ET (PS2)


Due: 11 pm CT on Monday, September 20, 2021.
Submission instructions are on Canvas.

All textbook problems refer to Chapter 2 problems from Introduction to Probability, Second
Edition, by Bertsekas and Tsitsiklis. All problems will be graded for effort and completeness.
Work must be shown thoroughly for a problem to be considered complete. See Canvas for an-
swers and complete solutions.
Show your work. No lonely numerical answers please.

Lesson 2.1: PMFs and Special Distributions


1. Suppose the number of Skittles in a fun-size bag, X , has the PMF given below.

x 13 14 15 16 17
P(X = x) 0.07 0.11 0.20 0.60 0.02

(a) How do we know there aren’t any other values in the support of X ?
(b) Calculate P(X < 16).
(c) Calculate the probability X takes an even value.
(d) Your friend decides to keep opening bags until she finally finds one of these rare 17-
piece bags. Assuming the bags are independent, how likely is it that she must open at
most 5 bags? Hint: Use a named distribution.

2. (Textbook) Ch. 2, Problem 1, on page 119. Hint: Draw a tree diagram.

3. (Textbook) Ch. 2, Problem 2, on page 119. Assume you are one of the 500 guests.

4. Consider the experiment of rolling two fair, six-sided dice. Let X be the absolute difference
between the dice. For example, if one die shows a 1 and the other shows a 6, X would be 5,
regardless of which value was on which die.

(a) State the PMF of X in a table. Hint: Draw a grid diagram and start with the support.
(b) Plot the PMF of X .
(c) Find the probability that X is greater than 2.
(d) Suppose the experiment is repeated 10 times. How likely is it that exactly 4 of those
times, X is greater than 2. Hint: Use a named distribution.

Lesson 2.2: Functions of RVs, Mean, and Variance


5. Let Y be a random variable with support {−3, −2, −1, 1}. For any y in the support, assume
that pY (y) = cy 2 for some constant c.
(a) Find c so that the PMF is valid. (c) Find the mean of 3Y .
(b) Find the mean (expected value) of Y . (d) Find the mean of |Y |.

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McGuffey  Fall 2021 Stat 310 Problem Set

6. Consider r.v. X and constants a and b. Let’s prove two results from the notes.

(a) Use the Expected Value Rule for Functions of R.V.s to show that E[aX + b] = aE[X ] + b.
(b) Use the definition of variance, along with the part (a) result, to show that Var (aX + b) =
a2 Var (X ).

Try yourself first. The proofs are on page 86 of the textbook.

7. Reconsider X , the number of Skittles in a fun-size bag, and its PMF given in Problem 1.

(a) Find the expected value and variance of X .


(b) Find the expected value and variance of Y = 20 − 4X . Hint: What kind of function is
this?

8. (Textbook) Ch. 2 Problem 20, on page 123. Hint: Use a named distribution.

9. Let r.v. X have PMF pX (x) = n1 , for x = 1, 2, ..., n.

(a) Show that the PMF sums to 1.


(b) Derive an expression for E[X ]. Your answer should be simplified and in terms of n.
(c) Derive an expression for Var (X ). Your answer should be simplified and in terms of n.

There should not be summations in your final answers. You may simplify summations and
algebraic expressions by hand, or you may use a calculator.

Lesson 2.3: Joint PMFs, Conditioning, and Independence


10. Suppose X ∼ Pois(λ = 1) and Y ∼ Binom(n = 3, p = 0.4). Also suppose X and Y are
independent. Find P(X + Y = 1). Hint: What are the corresponding combination(s) of x and
y?

11. Random variables X and Y have the joint distribution given in the table below.

P(X = x, Y = y ) Y =1 Y =2 Y =3
X =1 4/20 3/20 2/20
X =2 7/20 4/20

(a) What value goes in the empty cell? That is, find P(X = 2, Y = 3).
(b) Find E[Y ]. Hint: Start with its marginal PMF.
(c) Find E[Y | X = 2]. Hint: Start with the conditional PMF.
(d) Are X and Y independent? Justify your answer mathematically.

12. (Textbook) Ch. 2, Problem 38, on page 132.

13. (Textbook) Ch. 2, Problem 41, parts (a) and (b) only, on page 133.

Be sure to select page(s) for each problem when submitting to Gradescope.


This will be worth 5 points of your problem set grade.

PS2  Page 2/2

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