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This document contains 14 practice problems related to probability and statistics concepts like probability mass functions, cumulative distribution functions, expected value, variance, moment generating functions, and more. The problems involve determining values to define probability distributions, constructing CDFs, computing probabilities, finding expected values, variances, and standard deviations of random variables, and using moment generating functions to derive properties of random variables.

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50 views3 pages

Sheet 4

This document contains 14 practice problems related to probability and statistics concepts like probability mass functions, cumulative distribution functions, expected value, variance, moment generating functions, and more. The problems involve determining values to define probability distributions, constructing CDFs, computing probabilities, finding expected values, variances, and standard deviations of random variables, and using moment generating functions to derive properties of random variables.

Uploaded by

ahmedmohamedn92
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Nile University Introduction to Probability and statistics

Faculty of Engineering MATH103- Fall 2021

Sheet 2
(1) Determine the value c so that each of the following functions can serve as a probability
distribution of the discrete random variable X:
(a)𝑓(𝑥) = 𝑐(𝑥 2 + 4), for x = 0, 1, 2, 3;
2 3
(b) (a)𝑓(𝑥) = 𝑐 ( ) ( ), for x = 0, 1, 2.
𝑥 3−𝑥

(2) The probability distribution of X, the number of imperfections per 10 meters of a synthetic
fabric in continuous rolls of uniform width, is given by

Construct the cumulative distribution function of X.

(3) An insurance company offers its policyholders a number of different premium payment
options. For a randomly selected policyholder, let X be the number of months between successive
payments. The cumulative distribution function of X is

(a) What is the probability mass function of X?


(b) Compute P(4 < X ≤ 7).

(4) The probability distribution of X, the number of imperfections per 10 meters of a synthetic
fabric in continuous rolls of uniform width, is given as

a) Find the average number of imperfections per 10 meters of this fabric.


b) Find the variance and standard deviation of the number of imperfections per 10 meters of
this fabric.

(5) Let X be a random variable with the following probability distribution:

Let 𝑔(𝑋) = (2𝑋 + 1)2 .

1
a) Find 𝜇𝑔(𝑋) ,
b) Find the standard deviation of 𝑔(𝑋) ?

(6) Let X be a random variable with the following probability distribution:

Find the standard deviation of X.

(7) ) Let X be a random variable with the following probability distribution:

Find 𝐸(𝑋) and 𝐸(𝑋 2 ) and using these values evaluate 𝐸[(2𝑋 + 1)2 ]

(8) If a random variable 𝑋 is defined such that 𝐸[(𝑋 − 1)2 ] = 10 and 𝐸[(𝑋 − 2)2 ] = 6, find 𝜇
and 𝜎 2 ?

(9) If E[X]=1 and Var(X)=5 , find (a) E[(2+X)2]; (b) Var(4+3X) .

(10) For the following prob. density function with E(X)=2:

X -2 -1 a 3 6
p(x)=f(x) b2 5b-1 2b2 2
b +b b

Find i) a and b . ii) Var(3-4X).


(11) A random variable X has a cumulative distribution function of the form
x +1
1
F ( x) = 1 −   X = 0,1,2,3,.....
2
i) Find the pdf of X. ii) Find P(2  X  30 | 10  X  35).

(12) Given the pdf of a R.V. X

X 1 3 5 9
p(x) 1/8 1/5 +k 3/8 2/5

(a) Find k, the moment generating function M(t).


(b) Compute the mean and variance of X using M(t).

2
(13) Let the moment generating function M(t) of a discrete R.V. X be given by:
1 1
𝑀(𝑡) = + 𝑐𝑜𝑠ℎ3𝑡 + 𝑘𝑐𝑜𝑠ℎ5𝑡
6 3
i) Find the probability distribution function (pdf) of the R.V. X .
ii) Find the mean and variance of X by two ways.
5
(14) Given M X (t ) =  (ik )e it be the moment generating function of a discrete random
i =2

variable X. Find pdf of X and Var(7-X).

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