DEPARTMENT OF STATISTICS AND ACTUARIAL SCIENCE

STAT 221: INTRODUCTION TO PROBABILITY I

TUTORIAL SET 1
1. Given that X ∼ B(n, p); Show that

i. E(X(X − 1)) = n(n − 1)p2

1 1
ii. E( X+1 )= p(n+1)
(1 − (1 − p)n+1 )

iii. If E(X) = 6 and V ar(X) = 2.4; Find P (X = 5)

 n
1
2. A discrete r.v has pmf P (X = n) = . Let
2

1,

if x is even
Y =
−1

if x is odd

Find the expected value of Y

3. A discrete r.v X has pmf of the binomial distribution with parameters n and p. Let

1,

if x is even
Y =
0

if x is odd

Find the expected value of Y

4. A discrete r.v X ∼ pois(λ).Let


1,

if x is even
Y =
−1

if x is odd

Find the expected value of Y.

5. Suppose that X is binomially distributed with parameters n and p where 0 < p < 1. Show that for
large n, n → ∞ and small p such that λ = np

λx e−λ
lim P (X = x) ≈ , x = 0, 1, 2, · · ·
x→∞ x!

6. An urn contains N items of which k are defective and the remaining are non-defective. Suppose
 that n of the items are selected at random without replacement from the urn (n < N ). Let X be
the number of defective items found

(a) Write down an expression for the probability distribution of X i.e P (X = x) and prove that
the function so specified is legitimate.

k
(b) if p = N
and q = 1 − p. Show that

n!
lim P (X = x) ≈ px (1 − p)n−x , x = 0, 1, 2, · · · , n
n→∞ (n − x)!x!

7. Show that the Geometric distribution r.v satisfies the equation

P (x > i + j|X > i) = P (X > j))

8. A geological study indicates that an explanatory oil well should strike oil with probability 0.2.

(a) What is the probability that the

first strike comes on the third well drilled?

(b) What aasumptions did you make to obtain the answer in (a).

(c) Find the mean and variance of the number of wells that must be drilled if the company wants
to set up three producing wells.

9. Consider a jury trial it takes 8 of the 12 jurors to convict the defendant; that is in order for the
defendant to be convicted at least 8 of the jurors must vote him guilty. If we assume that jurors
act independently and that whether or not the defendant is guilty each makes the right decision
probability, β = 0.7. Given that a defendant is equally likely to be guilty or not guilty. What is the
probability that the jury renders a correct decision.
Pk
10. Given the X = i=1 Zi where Zi , i = 1, 2, 3, · · · k are k independent geometric r.vs each with
parameter θ, 0<θ<1

(a) Identify the distribution of X

(b) Find the expectation, E(X) and variance V (X)

(c) Find the expected value and variance of times one must throw a die until the outcome 1 occur
4 times

11. An archer misses a target 6% of the time . Find the probability that he will miss the target for third
 time on the tenth shot.

12. A coin is as likely to turn up Heads as Tails in a sequence of independent tosses of the coin . What
is the probability that the third head occurs on the sixth toss.

13. Consider a sequence of independent rolls of a fair dice,

find the probability that

(a) The first 4 will show up on the sixth roll

(b) A 2 will show up before 4

(c) At least four trial are required to observe a 1

14. At a checkout counter customers arrive at an average of 2 per minute. Find the probability that

(a) at most 4 will arrive at any given minute.

(b) at least 3 will arrive during an interval of 2 minutes

(c) 5 will arrive in an interval of 3 minutes.

15. A company buys a policy to insure its revenue in the event of major snow-storms that shut down
business. The policy pays nothing for the rst such snowstorm of the year and GHS10, 000 for
each one there- after, until the end of the year. The number of major snowstorms per year that
shut down business is assumed to have a Poisson distribution with mean 1.5. What is the expected
amount paid to the company under this policy during a one-year period?

16. Suppose that 30% of the applicants for a certain industrial job possess advanced training in com-
puter programming. Applicants are interviewed sequentially and are selected at random from the
pool.

(a) Find the probability that the first applicant with advanced training in programming is found
on the fifth interview.

(b) What is the probability that the fifth applicant with advance training in programming is found
on the twelve applicant interview?

17. If Y has a geometric distribution with success probability p, show that

p
P (Y = an odd number) =
1 − q2

P 
∞
18. Find E [Y (Y − 1)] for a geometric random variable Y by finding d2 / dq 2 y=1 q y Use this
 result to find the variance of Y.

19. If Y is a geometric random variable, define Y ∗ = Y − 1. If Y is interpreted as the number of the

trial on which the first success occurs, then Y ∗ can be interpreted as the number of failures before
the first success. If Y ∗ = Y − 1, P (Y ∗ = y) = P (Y − 1 = y) = P (Y = y + 1) for y = 0, 1, 2, · · ·.
Show that
P (Y ∗ = y) = q y p, y = 0, 1, 2, · · ·

20. The telephone lines serving an airline reservation office are all busy about 60% of the time.

(a) If you are calling this office, what is the probability that you will complete your call on the
first try? The second try? The third try?

(b) If you and a friend must both complete calls to this office, what is the probability that a total
of four tries will be necessary for both of you to get through?

21. If Y is a negative binomial random variable, define Y ∗ = Y − r. If Y is interpreted as the number

of the trial on which the rth success occurs, then Y ∗ can be interpreted as the number of failures
before the rth success.

(a) If Y ∗ = Y − r , P (Y ∗ = y) = P (Y − r = y) = P (Y = y + r) for y = 0, 1, 2, ..., show that

 
∗ y+r−1 r y
P (Y = y) = pq
r−1

(b) Derive the mean and variance of the random variable Y ∗ by using the relationship Y ∗ = Y − r
, where Y is negative binomial

22. The number of typing errors made by a typist has a Poisson distribution with an average of four
errors per page. If more than four errors appear on a given page, the typist must retype the whole
page. What is the probability that a randomly selected page does not need to be retyped?

23. Cars arrive at a toll both according to a Poisson process with mean 80 cars per hour. If the attendant
makes a one-minute phone call, what is the probability that at least 1 car arrives during the call?

24. Customers arrive at a checkout counter in a department store according to a Poisson distribution
at an average of seven per hour. During a given hour, what are the probabilities that

(a) no more than three customers arrive?

(b) at least two customers arrive?

(c) exactly five customers arrive?

25. Refer to Exercise 24. Assume that arrivals occur according to a Poisson process with an average
of seven per hour. What is the probability that exactly two customers arrive in the two-hour period
of time between

(a) 2:00 P.M. and 4:00 P.M. (one continuous two-hour period)?

(b) 1:00 P.M. and 2:00 P.M. or between 3:00 P.M. and 4:00 P.M. (two separate one-hour periods
that total two hours)?

26. In southern California, a growing number of individuals pursuing teaching credentials are choos-
ing paid internships over traditional student teaching programs. A group of eight candidates for
three local teaching positions consisted of five who had enrolled in paid internships and three who
enrolled in traditional student teaching programs. All eight candidates appear to be equally qual-
ified, so three are randomly selected to fill the open positions. Let Y be the number of internship
trained candidates who are hired.

(a) Does Y have a binomial or hypergeometric distribution? Why?

(b) Find the probability that two or more internship trained candidates are hired

(c) What are the mean and standard deviation of Y ?.

27. A corporation is sampling without replacement for n = 3 firms to determine the one from which to
purchase certain supplies. The sample is to be selected from a pool of six firms, of which four are
local and two are not local. Let Y denote the number of nonlocal firms among the three selected.

(a) P (Y = 1).

(b) P (Y ≥ 1).

(c) P (Y ≤ 1).

28. In an assembly-line production of industrial robots, gearbox assemblies can be installed in one
minute each if holes have been properly drilled in the boxes and in ten minutes if the holes must
be redrilled. Twenty gearboxes are in stock, 2 with improperly drilled holes. Five gearboxes must
be selected from the 20 that are available for installation in the next five robots.

(a) Find the probability that all 5 gearboxes will fit properly.

(b) Find the mean, variance, and standard deviation of the time it takes to install these 5 gear-
boxes.