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Unit I PRP U. Q

The document provides information about discrete random variables including: 1. It defines the probability mass function of a random variable as the collection of pairs {xi, pi} where xi are the possible values and pi are the corresponding probabilities. 2. It gives examples of calculating the mean, variance, and moment generating function of Bernoulli and Binomial distributions. 3. It provides examples of solving probability problems involving discrete random variables like finding the value of k in a given probability distribution and calculating probabilities for ranges of values.

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0% found this document useful (0 votes)
77 views13 pages

Unit I PRP U. Q

The document provides information about discrete random variables including: 1. It defines the probability mass function of a random variable as the collection of pairs {xi, pi} where xi are the possible values and pi are the corresponding probabilities. 2. It gives examples of calculating the mean, variance, and moment generating function of Bernoulli and Binomial distributions. 3. It provides examples of solving probability problems involving discrete random variables like finding the value of k in a given probability distribution and calculating probabilities for ranges of values.

Uploaded by

Gunavathi Nalan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
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UNIT – I

DISCRETE RANDOM VARIABLES

Part-A
1. Write the MGF of Bernoulli Distribution. [April 2015]

The probability mass function of Binomial Distribution is given by


p  X  x   ncx p x q n  x , x  0,1, 2,......, n where p  q  1

MGF:
 1
M x  t    etx p  x    etx p  x 
x 0 x0

 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.

2. Define Probability distribution of a Random variable. [April 2017]

The collection of pairs { x i , p i } , i=1,2,3 .. . is called the


X =xi P( X= xi )
Probability distribution of the
x1 p1 Random variable X.
x2 p2

⋮ ⋮
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

S.D= √ Var( X )=4


Var ( X )=16
npq=16
npq 16 4
= ⇒ q=
np 20 5
4 1
∴ p=1− =
p=1−q 5 5
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:

(i) We know that  P( X )  1


0.1+ k + 0.2 + 2k + 0.3 + 3k =1
6k+0.6=1
k = (1-0.6)/6 = 0.0667

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]

-2 0.1 F(X) = P[X  -2] = 0.1

-1 0.0667 F(X) = P[X  -1] = P(X = -2) + P(X = -1) = 0.1 + k=0.1667

0 0.2 F(X) = P[X  0] = P(X = -2) + P(X = -1) + P(X = 0) =0.3667

1 0.1334 F(X) = P[X  1] = P[X  0] +P(X = 1) =0.5001

2 0.3 F(X) = P[X  2] = P[X  1]+P(X = 2) = 0.8001

3 0.2001 F(X) = P[X  2] +P(X =3) = 1.0002  1

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

The probability distribution is


X 1 2 3 4
P(X) 15 10 30 6
61 61 61 61

3. A Random variable x has the following probability distribution


X 0 1 2 3 4 5 6 7 8
P(X) a 3a 5a 7a 9a 11a 13a 15a 17a

Find (i) a (ii)P(X< 3) (iii)P(0 <X 3) (iv)Cdf (v)Mean (vi)Variance. [Dec 2014,April
2017]
Solution:

(i) We know that  P( X )  1


a+3a+5a+7a+9a+11a+13a+15a+17a =1
81 a=1

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

(ii) P(X < 3) = P(X = 0) + P(X = 1) +P(X = 2)


1 3 5 1
= 81 + 81 + 81 = 9
(iii) P(0 < X  3) = P(X = 1) +P(X = 2) +P(X = 3)
3 5 7 15
= 81 + 81 + 81 = 81
(iv) CDF
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
CDF 1 4 9 16 25 36 49 64 81
1
81 81 81 81 81 81 81 81 81
E  X    xP ( x)
(v) Mean =

3 10 21 36 55 78 105 136 148


= 0+ 81 + 81 + 81 + 81 + 81 + 81 + 81 + 81 = 27
 
E X 2   E  X     x 2 P ( x)    xP ( x ) 
2 2

(vi) Variance =

3 20 63 144 275 468 735 1088 932


 x 2
P ( x )  81 + 81 + 81 + 81 + 81 + 81 + 81 + 81 = 27

  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

(iii) P[ X is even]= P[X=2]+P[X=4]+p[X=6]+…

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

(iv) P[ X is divisible by 5]= P[X=5]+P[X=10]+p[X=15]+…


1 1 1
 5
 10  15  ...
2 2 2

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

(ii) P( atleast 1 boy)  P( X  1)  1  P( X  1)


0 4
 1   1  15
 1  4c0     
 1  P ( X  0)  2   2  16
15
800   750
Out of 800 families, number of families having atleast 1 boy= 16
(iii) P(atmost 2 girls)=P(0 girl, 1 girl, 2 girls)=P(4 boys, 3 boys, 2 boys)

 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=

6. Fit a binomial distribution for the following data:

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

For Binomial distribution Mean  np  2.4

6 p  2.4  p  0.4, q  0.6

f ( x)  N .ncx p x q n  x
f (0)  80 6c0 (0.4) 0 (0.6) 6  3.73 4

f (1)  80 6c1 (0.4)1 (0.6)5  14.92  15

f (2)  80 6c2 (0.4) 2 (0.6) 4  24.88  25

f (3)  80 6c3 (0.4)3 (0.6)3  22.11  22

f (4)  80 6c4 (0.4) 4 (0.6) 2  11.05  11

f (5)  80 6c5 (0.4)5 (0.6)1  2.94  3

f (6)  80 6c6 (0.4)6 (0.6) 0  0.32  0

 The theoretical frequency is

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:

Assume that taking a defective bulb is success.

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 

 0.1215  0.2702  0.2852  0.1901  0.866


3 17
 1  9
20c3      0.1901
(iii) P(X=3)=  10   10 
8. The probability that a child exposed to certain contagious disease is 0.4. What will
be the probability that the tenth child exposed to the disease will be the third to catch
it? [April 2015]

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

P(More than 5 defective IC chips)= P ( X  5)  1  P( X  5)


 1   P( X  0)  P( X  1)  P( X  2)  P( X  3)  P( X  4)  P( X  5) 
0 35 1 34 2 33 3 32
 1  9   1  9   1  9   1  9
 1  35c0      35c1      35c2      35c3    
 10   10   10   10   10   10   10   10 

4 31 5 30
 1   9   1  9
35c4      35c5    
 10   10   10   10 

 1   0.025  0.0973  0.1838  0.2247  0.1998  0.1376 

 0.1319

5 defective= 800  0.1319  105


Out of 800packets, number of packets having more than
9. The average number of accidents in a year to a taxi driver in a city follows a Poisson distribution
with mean 3. Out of 10000 taxi drivers find the approximate number of drivers with (i) no accident
in a year (ii) more than 3 accidents in a year. [April 2015]
Solution:

Let X denotes the number of accidents in a year.

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) 

 e3 30 e3 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
x0 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 11! 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   

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