Unit I PRP U. Q
Unit I PRP U. Q
Part-A
1. Write the MGF of Bernoulli Distribution. [April 2015]
MGF:
1
M x t etx p x etx p x
x 0 x0
e p 0 e p 1
0 1
q pet
M x t q pet
MEAN:
1' M x' t t 0 0 pet t 0
Mean = p
VARIANCE:
var x E x 2 E x
2
E x 2 M x" t pet p
t 0 t 0
var x p p p 1 p pq
2
var x pq.
⋮ ⋮
xr pr
⋮ ⋮
3. A random variable X has the following Probability distribution.
X: -2 -1 0 1 2 3
P(x): 0.1 k 0.2 2k 0.3 3k . Find the value of k.
∑ p( x )=1
Solution: Since x
0.1+k+0.2+2k+0.3+3k =1
6k+0.6=1
Hence k=1/15
2
P( X=2)= P( X=1) find P( X=0 )
4. If X is a Poisson variate such that 3 [April
2015]
2
P( X=2)= P( X=1)
Solution: 3
−λ 2 −λ
e λ 2e λ
=
2! 3 1!
4
∴ λ=
3
−4 0
4
P( X=0)=
e− λ λ0
=
e 3
()
3
0! 0!
P( X=0)=0 .2636
5. Mean of a Binomial distribution is 20 and S.D is 4. Find the parameter of the
distribution? [April 2017]
Solution : Mean=20 S.D= 4
Mean=np=20
n ( 15 )=20 ∴ n=100
Part-B
1. A Random variable x has the following probability distribution
X -2 -1 0 1 2 3
P(X) 0.1 k 0.2 2k 0.3 3k
Find (i) k (ii) P(X<2) (iii) P(-2<X<2) (iv) Cdf (v) Mean [Apr 2011,13, Nov
2011,12,15]
Solution:
k=0.667
(ii) P(X<2) = P(X = -2) + P(X = -1) +P(X = 0) +P(X = 1)
= 0.1 + k + 0.2 +2 k
= 0.1+ 0.0667+ 0.2 + 2(0.0667)
=0.5001
(iii) P(-2< X < 2) = P(X = -1) +P(X = 0) +P(X = 1)
= k + 0.2 +2 k
= 0.0667+ 0.2 + 2(0.0667)
=0.4001
(iv) CDF
X P(X) F(X) = P[X x]
-1 0.0667 F(X) = P[X -1] = P(X = -2) + P(X = -1) = 0.1 + k=0.1667
E X xP ( x)
(v) Mean(X) =
= (-2) (0.1) + (-1) (0.0667) + (0) (0.2) + (1)(0.1334) +(2) (0.3) + (3)
(0.2001)
= 1.067
2. If the random variable X takes the values such that 2P(X=1) = 3P(X=2) =P(X=3) =
5P(X=4) [Nov 2012,2014,2015]
Solution:
Let 2P(X=1) = 3P(X=2) =P(X=3) = 5P(X=4) =k
k
P( X 1)
2P(X=1) = k 2
k
P( X 2)
3P(X=2) = k 3
P(X=3) = k
k
P( X 4)
5P(X=4) = k 5
X 1 2 3 4
P(X) k k k k
2 3 5
P( X ) 1
We know that
k k k
k 1
2 3 5
15k 10k 30k 6k 61k
1 1
30 30
30
k
61
1
a
81
X 0 1 2 3 4 5 6 7 8
P(X) 1 3 5 7 9 11 13 15 17
81 81 81 81 81 81 81 81 81
(vi) Variance =
x 2 P ( x) xP( x)
2
Variance
2
932 148 3260
27 - 27 = 729
=
1
P X j , j 1, 2,3,..
4. The Probability function of an infinite series is given by 2j .
(i) Verify that P(X) is really a probability mass function.
(ii) Find Mean and Variance
(iii) P[X is even]
P X 5
(iv)
(v) P[ X is divisible by 5] [Apr 2014]
Solution:
1
P X j j , j 1, 2,3,..
Given that 2
X 1 2 3 4 5 6 ..
P(X) 1 1 1 1 1 1 ..
2 3
2 2 2 24 25 26
(i) Here each of P ( X ) 0
1 1 1 1 1
xP( x) 2 2 2
...
23 24 25
(ii)
1 1 1 1
1 2 3 ...
2 2 2 2
=
1 1
1 1 1 1
1 1
2 2 2 2
=
This is a probability mass function
E X xP ( x)
Mean =
(ii)
1 1 1 1 1
1 2 2 3 3 4 4 5 5 ...
2 2 2 2 2
1 1 1 1
1 2. 3. 2 4. 3 ...
2 2 2 2
2 2
1 1 1 1
1 2
2 2 2 2
=
1 1 1 1 1
1 4 2 9 3 16 4 25 5 ...
x 2 P ( x) 2 2 2 2 2
3 3
1 1 1 1 3 1
1 1 6
2 2 2 2 2 2
=
x 2 P( x) xP( x) 6 4 2
2
Variance
1 1 1
...
2 2 2 4 26
1 1 1
22 24 ...
1
22
1 1 1 1 2
1 2 2 ...
22 2 2
1 1
1 1 1 3 1
1 2
4 2 4 4 3
(iii) P[ X 5]= P[X=5]+P[X=6]+p[X=7]+…
1 1 1
...
25 2 6 2 7
1 1 1
1 2 22 ...
25
1
1 1
5 1 2
2
1
1 1 1 1
5 4
2 2 2 16
1 1 1
1 25 210 ...
25
1
1 1
1 25
25
1
1 31 1
5 5
2 2 31
5.Out of 800 families, with 4 children each, how many families would you expect to
have (i) 2 boys & 2 girls (ii) atleast 1 boy (iii) atmost 2 girls (iv) children of both sex.
Solution:
Let the random variable S denotes the number of boy child.
Consider having a male child is success.
1 1
p ; q ,n 4
2 2
(i) P(2 boys & 2 girls)= P(X=2)
2 2
1 1 3
4c2
ncx p x q n x 2 2 8
3
800 300
Out of 800 families, number of families having 2 boys and 2 girls= 8
P( X 4) P( X 3) P( X 2)
4 0 3 1 2 2
1 1 1 1 1 1 11
4c4 4c3 4c2
2 2 2 2 2 2 16
11
800 560
atmost 2 girls= 16
Out of 800 families, number of families having
(iv) P(children of both sex)=1-P(1 girl 3 boys, 2 girls 2boys, 3 girls 1boy)
P(3 boys, 2 boys, 1 boys)
=
P( X 3) P( X 2) P( X 1)
3 1 2 2 1 3
1 1 1 1 1 1 7
4c3 4c2 4c1
2 2 2 2 2 2 8
7
800 700
8
Out of 800 families, number of families having children of both sex=
x 0 1 2 3 4 5 6
f(x) 5 18 28 12 7 6 4
Solution:
x f fx
0 5 0
1 18 18
2 28 56
3 12 36
4 7 28
5 6 30
6 4 24
f 80 f x 192
f x 192 2.4
Mean=
f 80
N f 80
Here n=6
f ( x) N .ncx p x q n x
f (0) 80 6c0 (0.4) 0 (0.6) 6 3.73 4
x 0 1 2 3 4 5 6
f(x) 4 15 25 22 11 3 0
7. In a large consignment of electric bulbs 10% are defective. A Random sample of 20 are drawn for
inspection. Find (i) all are good bulbs (ii) atmost there are 3 defective bulbs (iii) Exactly there are 3
defective bulbs.
Solution:
10 1
P(choosing a defective bulb)= 100 10
1
p ;
10
1 9
q 1 p 1 ; n 20
10 10
0 20
1 9
20c0 0.1215
(i) P(all are good bulbs)= P ( X 0) 10 10
P( X 3) P ( X 0) P ( X 1) P ( X 2) P ( X 3)
(ii)
1 19 2 18 3 17
1 9 1 9 1 9
0.1215 20c1 20c2 20c3
10 10 10 10 10 10
Solution:
10 1
P(getting a defective IC chip)= 100 10
1
p ;
10
1 9
q 1 p 1 ; n 35, N 800
10 10
4 31 5 30
1 9 1 9
35c4 35c5
10 10 10 10
0.1319
Here 3, N 10000
e x e 3 30
0.0498
i) P ( X 0) x! 0!
(
10000 0.0498 498
Out of 10,000 taxi drivers, no accidents in a year=
P( X 3) 1 P ( X 3)
(ii)
1 P( X 0) P( X 1) P( X 2) P ( X 3)
e3 30 e3 31 e 3 32 e 3 33
1
0! 1! 2! 3! 0.3529
Out of 10,000 taxi drivers, number of accidents more than 3 accidents in a year=
10000 0.3529 3529
.
10. Derive the MGF, mean and Variance of Poisson Distribution. (April 2016)
Solution:
The Probability mass function of Poisson Distribution is given by
e x
p x x , x 0,1, 2,......, 0.
x!
MGF:
e x
M x t E etx etx p x e tx
x0 x 0 x!
e
t x
e
x 0 x!
2 3
e t
e t
e t
t
e 1 ....... e e e
1! 2! 3!
Mx t e
et 1
MEAN:
t
Mean= = Coeffecient of 1!
'
1
t t2
Mx t e
et 1 e 11! 2! ........1
2
t t2 t t2
t t 2
........
...... 2 ......
1! 2! 1! 2!
e 1! 2!
1
1! 2!
= 1
'
Mean
VARIANCE:
t2
'2 = Coeffecient of 2! 2
var x 2' 1'
2
2 2
var x