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Probability Assignment 2

This document outlines Assignment 2 for the course MA6.102 on Probability and Random Processes, with a release date of August 22, 2024, and a due date of August 31, 2024. It includes six problems related to probability laws, random variables, cumulative distribution functions, and specific experiments involving dice and a coin. Instructions emphasize individual work, clarity in writing, and the consequences of plagiarism.

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2 views

Probability Assignment 2

This document outlines Assignment 2 for the course MA6.102 on Probability and Random Processes, with a release date of August 22, 2024, and a due date of August 31, 2024. It includes six problems related to probability laws, random variables, cumulative distribution functions, and specific experiments involving dice and a coin. Instructions emphasize individual work, clarity in writing, and the consequences of plagiarism.

Uploaded by

achutunisr
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Assignment 2

(MA6.102) Probability and Random Processes, Monsoon 2024


Release date: 22 August 2024, Due date: 31 August 2024

I NSTRUCTIONS
• Discussions with other students are not discouraged. However, all write-ups must be done individually
with your own solutions.
• Any plagiarism when caught will be heavily penalised.
• Be clear and precise in your writing.

Problem 1. Let Ω be a sample space with an associated probability law P and X be a random variable
defined on Ω, with PMF PX . Suppose Y is a function of X, i.e., Y = f (X). Show that
X
PY (y) = PX (x),
x:f (x)=y

where PY (y) ≜ P ({ω ∈ Ω : Y (ω) = y}).

Problem 2. If random variable X takes non-negative integer values, then show that
X∞
E[X] = P (X > n).
n=0

Problem 3. A discrete uniform random (variable has a PMF of the form


1
b−a+1
, if k = a, a + 1, . . . , b,
PX (x) =
0, otherwise,
where a and b are two integers with a < b. Find the variance of X, var(X).

Problem 4. Let F1 and F2 be two cumulative distribution functions (CDFs) such that F1 (x) < F2 (x), for
all x ∈ R. Assume that F1 and F2 are continuous and strictly increasing. Show that there exists random
variables X1 and X2 , with respective CDFs F1 and F2 , defined on the same probability space such that
X1 > X2 .

Problem 5. Consider a fair coin with probability of heads (and tails) equal to 21 . Moreover, consider two
dice, first D1 that has three faces numbered 1, 3, 5 and second D2 that has three faces numbered 2, 4, 6.
When rolled, for both D1 and D2 , each of the three faces are equally likely. A random experiment is
conducted as follows. First, the coin is flipped once. If it shows heads, dice D1 is rolled once, while if
the coin shows tails, D2 is rolled once, and the experiment ends. Let X be the random number seen on
the rolled dice in the experiment. Write down the sample space Ω for the whole experiment, an explicit
definition of X as a function on Ω, and compute E[X].

Problem 6. Let X be a discrete random variable that is uniformly distributed over the set of integers in
the range {a, a + 1, . . . , b}, where a and b are integers with a < 0 < b. Find the PMFs of the random
variables max{0, X} and min{0, X}.

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