Sheet 7
Sheet 7
Department of Mathematics
MA202: Probability and Statistics
2nd Semester of Academic Year 2023-24
Tutorial Sheet 7
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1. Let X be a discrete random variable with moment generating function M (t) = e(e . Find P (X ≤ 1).
2. Let X be a discrete type random variable with characteristic function given by Φ(t) = a + be2it + ce4it .
Assume that E[X] = 3 and V ar(X) = 2. Find the probability mass function of X.
3. Let X be a random variable with moment generating function given by M (t) = 61 + 14 et + 13 e2t + 14 e3t . Find
the value of P (µ − σ < X < µ + σ) where µ and σ are mean and standard-deviation of X respectively.
4. Consider a random variable X with E(X) = 1 and E(X 2 ) = 1. Find
1. E[(X − E[X])4 ], if it exists.
2. P (0 < X < 2).
5. Let Y be a uniform random variable over the interval [0, 1]. What is the probability that the quadratic
equation x2 + 4Y x + 1 = 0 has real roots?
6. Let X be a Poisson random variable with parameter λ > 0.
1. Find E[(X + 1)!],
E[X n ]
2. Prove that E[(X + 1)n−1 ] = λ , for n = 1, 2, . . ..
7. Let X be a Poisson random variable with parameter λ > 0. Show that P (X = k), as a function of k, reach
their maxima when k is the largest integer ≤ λ and at (λ − 1) and λ if λ is an integer.
8. A city’s temperature is modeled as a random variable with mean and standard deviation both equal to 10
degrees Celsius. A day is described as “normal” if the temperature within that day ranges with one standard
deviation of the mean. What would be the temperature range for a normal day if the temperature were
expressed in Fahrenheit degrees?
9. Gopal fails quizzes with probability 1/4, independent of other quizzes.
1. What is the probability that Gopal will fail exactly two of the next six quizzes?
2. What is the expected number of quizzes that Gopal will pass before he has failed three times?
3. What is the probability that the second and third time Gopal fails a quiz will occur when he takes his
eighth and ninth quizzes, respectively?
4. What is the probability that Gopal fails two quizzes in a row before he passes two quizzes in a row?
10. An item is produced in large numbers. The machine is known to produce 5 % defectives. A quality control
inspector is examining the items by taking them at random. What is the probability that at least 4 items
are to be examined in order to get 2 defectives?
11. Let X be a non-negative integer-valued RV satisfying
for any non-negative integer value m. Prove that X must have a geometric distribution.
12. Show that in Poisson distribution with unit mean, mean deviation is (2/e) times the standard deviation.
13. Accidents occur on a certain stretch of motorway at the rate of three per month. Find the probability that
on a given month there will be no accidents.
14. The top 5 % of applicants (as measured by GRE scores) will receive scholarships. If GRE scores are normally
distributed with mean 500 and standard deviation 100, how high does your GRE score have to be to qualify
for a scholarship?
15. Family income is normally distributed with mean $25, 000 and standard deviation $10, 000. If the poverty
level is $10, 000, what percentage of the population lives in poverty?
16. In the manufacture of petroleum the distilling temperature (T o C) is crucial in determining the quality of the
final product. T can be considered as a random variable uniformly distributed over 150o C to 300o C. It costs
Rs.C1 to produce 1 gallon of petroleum. If the oil distills at temperatures less than 200o C the product sells
for Rs.C2 per gallon. If it distills at a temperature greater than 200o C it sells for Rs.C3 per gallon. Find the
expected net profit per gallon.
17. A telecommunications company has discovered that users are three times as likely to make two-minute calls
as to make four-minute calls. The length of a typical call (in minutes) has a Poisson distribution. Find the
expected length (in minutes) of a typical call.
Best Wishes
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