Probability and Statistics

Problem Set III

Notations:

1. X ∼ B(n, p) indicates that the random variable X has Binomial distribution with n
trials and success probability p.

2. X ∼ NB(r, p) indicates that the random variable X has negative Binomial distribution
with r successes and success probability p.

3. X ∼ Ge(p) indicates that the random variable X has Geometric distribution with
success probability p.

4. X ∼ P(λ) indicates that the random variable X has Poisson distribution with param-
eter λ > 0.

5. X ∼ U ({x1 , x2 , x3 , · · · , xN }) indicates that the random variable X has Uniform distri-

bution on the set {x1 , x2 , x3 , · · · , xN }.

6. X ∼ U (α, β) indicates that the random variable X has Uniform distribution on the
interval (α, β).

7. X ∼ N (µ, σ 2 ) indicates that the random variable X has Normal (Gaussian) distribu-
tion with parameters µ ∈ R & σ > 0. WLLN: Weak law of large numbers
1. Let X be a random variable. Define X(m) = X(X − 1)(X − 2) · · · (X − m + 1), for
m ∈ N. Then find the expectation E(X(m) ) of X(m) for the following cases:

(a) X ∼ Bin(n, p). Answer: = n(n − 1)(n − 2) · · · (n − m + 1)pm

(b) X ∼ NB(r, p). Answer: = r(r + 1)(r + 2) · · · (r + m − 1)( 1−p
p
)m
 
N −m
n−m
(c) X ∼ Hyp(a, n, N ). Answer: =   a(a − 1)(a − 2) · · · (a − m + 1)
N
n
(d) X ∼ P (λ). Answer: = λm

2. A person has to open a lock whose key is lost among a set of N keys. Assume that
out of these N keys only one can open the lock. To open the lock the person tries
keys one by one by choosing, at each attempt, one of the keys at random from the
unattempted keys. The unsuccessful keys are not considered for future attempts. Let
Y denote the number of attempts the person will have to make to open the lock. Show
that Y ∼ U ({1, 2, 3, · · · , N }) and hence find the mean and the variance of the r.v. Y .
2
Answer: E(Y ) = N2+1 and V ar(Y ) = N12−1 .

3. Each child in a family is equally likely to be a boy or a girl. Find the minimum number
of children the family should have so that the probability of it having at least a boy
and at least a girl is at least 0.95. (Use Binomial distribution)
Answer: 6

4. There are 30 applicants for a job, out of which only 20 applicants are qualified for
the job. Six applicants are selected at random from these 30 applicants. Find the
probability that, among the selected candidates, at least two will be qualified for the
job. (Use Hyper geometric
  distribution)
  
20 10 20 10
0 6 1 5
Answer: 1 − −
30 30
6 6
5. The probability of hitting a target in each shot is 0.002. Find the approximate proba-
bility of hitting a target at least twice in 2000 shots. (Use Poisson distribution)
Answer: 1 − 5e−4

6. Eighteen balls are placed at random in seven boxes that are labeled B1 , · · · , B7 . Find
the probability
 that boxes with labels B1 , B2 and B3 all together contain six balls.
18 3 6 4 12
Answer: ( )( )
6 7 7
7. (i) Suppose a group of 100 men aged 60 − 64 in Dehradun received a new flu vaccine
from a health center in 2014. From the 2014 life table of the health center, it is found
that the approximate probability that a man, aged between 60 − 64, dies in the next
year is 0.02. How likely are, at least 5 out of 100 men who received flu vaccine and
aged 60 − 64 to die within the next year?
(ii) What is the probability that amongst the 60 to 64-year old men who got flu

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 vaccination exactly 25 survive and at least 10 die within the next year? (you don’t
need to calculate the
P4 exact
numerical values of the probabilities)
Answer: (i) 1 − i=0 i (.02) (0.98)100−i , (ii) 100
100 i


25
(.98)25 (.02)75 .

8. Two teams (say Team A and Team B) play a series of games until one team wins 5
games. If the probability of Team A (Team B) winning any game is 0.7 (0.3), find the
probability that the series will end in 8 games.
Answer: 0.188 (approximately).

9. Let X ∼ Ge(p). Find E( 21X ).

p
Answer: p+1

10. The characteristic function (CF) of a random variable X is defined as

 P itx
itX e j p(xj ) for discrete case
CX (t) = E[e ] = R jitx
e f (x)dx for continuous case
√
where i = −1. Show that the characteristic function for Binomial distribution
it
Bin(n, p) and Poisson distribution with mean λ are (i) (peit + (1−p))n and (ii) eλ(e −1) .

11. The cumulunt generating function is defined as KX (t) = ln(ϕX (t)), where ϕX is the
moment generating function of X. Show that K ′ (0) = E[X], K ′′ (0) = V ar(X).

12. Let X ∼ U (0, k), where k is a positive integer and Y = X − [X], where [X] is the
largest integer ≤ X. Show that Y ∼ U (0, 1).

13. Let X ∼ U (0, 1), where k is a positive integer and Y = − ln(1 − X). Find the c.d.f.
and p.d.f. of Y .

14. Alvin’s driving time to work is between 15 and 20 minutes if the day is sunny, and
between 20 and 25 minutes if the day is rainy, with all times being equally likely in
each case. Assume that a day is sunny with probability 2/3 and rainy with probability
1/3. What is the p.d.f. of the driving time, viewed as a random variable X?

15. If X is a random variable such that E(X) = 3 and E(X 2 ) = 13, use the Chebyshev’s
inequality to determine the lowe bound for P (−2 < X < 8).

16. Variate X takes the values −1, 1, 3, 5 with associated probability 1/5, 1/5, 1/5, 2/5.
Compute an upper bound for P (− < X − 3 < 1).

17. If X is the number scored in a throw of a fair die, show that the Chebyshev’s inequality
gives P (|X − µ| > 0.25) < 0.47, while the actual probability is zero.

18. A random variable X has pdf f (x) = e−x , x ≥ 0. Use Chebyshev’s inequality to show
that P (|X − 1| > 2) < 1/4.

19. Show that the following sequence of independent random variables obeys WLLN:

P (Xk = k −1/2 ) = 2/3, P (Xk = −k −1/2 ) = 1/3.

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20. Show that no conclusion can be drwan for WLLN for the following sequence of inde-
pendent Random variables

P (Xi ) = 1/2, P (Xi = −i) = 1/2.

21. Let {Xk } be a sequence of independent random variables such that P (Xk −±2α ) = 1/2.
Determine α for which WLLN holds.

22. The joint probability mass function of two discrete random variables X and Y is given
by

c(2x + y) if (x, y) ∈ {0, 1, 2} × {0, 1, 2, 3}
p(x, y) =
0 otherwise

(a) Find the value of c.

(b) Find P (X = 2, Y = 1), P (X ≥ 1, Y ≤ 2)
(c) Find the marginal p.m.f. of X and Y .
(d) Are X and Y independent.
1 5
Answer:(a) 42
, (b) 42
& 47 (c)The p.m.f. of X is
 1
if x = 0
 71


3
if x = 1
pX (x) = 11
if x = 2
 21


0 otherwise

and the p.m.f. of Y is

 1

 7
if y = 0
3
if y = 1


 14
2
pY (y) = 7
if y = 2
5
if y = 3



 14
0 otherwise


(d) No