Assignment 1

1. Prove that the following functions are probability density functions.

a)

d) and are probability density functions and as given

also a density function?

2.

a) If E(X) = 3 and Var(X) = 4 is the Chebyshev inequality, find a lower limit for the probability P (-2
<X <8).

b) Let be the probability function of the discrete random

variable X. For k =2, find an upper limit for the probability .

3. Let . Find E(X) and Var(X).

4. Let P(X=0) = P(X=2) = p and P(X=1) = 1-2p and . For which value of p is Var (X)
maximum?

5.

a) Let X be a random variable for Poisson distribution. If P (X = 0) = P (X = 1), E (X) =?

b) 𝑋𝑋~𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵(𝑛𝑛; 𝑝𝑝) ; If E(X) = 5 and Var(X) = 4, find n and p.

c) If E(X) = 10 and 𝜎𝜎𝑋𝑋 (𝑥𝑥) = 3. Can the distribution of X fit a negative binomial distribution?

d) 𝐼𝐼𝐼𝐼 𝑋𝑋~𝐸𝐸𝐸𝐸𝐸𝐸(𝜆𝜆 = 2). Find the conditional probability P(X<1/X<2).

e) 𝐿𝐿𝐿𝐿𝐿𝐿 𝑋𝑋~𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵(𝑛𝑛; 𝑝𝑝). For what value of p is Var (X) constant? (take n as a constant)
𝑡𝑡 −1�
f) If the moment generating function of X is 𝑒𝑒 �𝑒𝑒 , what is E(X)?

g) Find the mode of Beta distribution.

h) Find the mode of Gamma distribution.

1 𝑥𝑥 2
1 − � �
6. The Rayleigh probability density function is 𝑓𝑓(𝑥𝑥; 𝛽𝛽) = 𝑥𝑥𝑒𝑒 2 𝛽𝛽 𝐼𝐼{0,∞} (𝑥𝑥) ( 𝛽𝛽 > 0). Find the
𝛽𝛽 2
expected value and variance of this distribution.

7. ) One die is thrown many times until 6 is shown Assume that the die is unbiased, find the
probability of more than 5 throws.
8. Let 𝑋𝑋~𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵(𝑛𝑛; 𝑝𝑝) and Y~𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁 𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵(𝑟𝑟; 𝑝𝑝). Show that 𝐹𝐹𝑋𝑋 (𝑟𝑟 − 1) = 1 − 𝐹𝐹𝑌𝑌 (𝑛𝑛 − 𝑟𝑟).

9. Given that P(A)=0.5 and 𝑃𝑃(𝐴𝐴 ∪ 𝐵𝐵) = 0.7. a). If A and B are independent, find P(B)=? b) If A
and B are disjoint P (B) =? c) If conditional probability P (A / B) is equal to 0.5, find P (B) =?

10. If P (A) = P (B) = p, is the inequality 𝑃𝑃(𝐴𝐴 ∩ 𝐵𝐵) ≤ 𝑝𝑝2 correct?

11. If 𝑃𝑃(𝐴𝐴) = 𝑃𝑃(𝐵𝐵𝐶𝐶 ), is 𝐴𝐴𝐶𝐶 =B?

12. If X ~ Binom (n = 5; p = 0.5), find the median of X.

Submission Deadline: Wednesday, December 11

Assignment 2

1. The height and weight measurements of a particular species of animals are considered to
conform to the two-variable normal distribution. It is known that the mean of the distribution
of the measurements of the animals is 18 units and the standard deviation is 3 units. It is also
known that the mean of the distribution of weight measurements is 15 units and the standard
deviation is 2 units. The correlation coefficient between the two variables was 0.75. With
respect to this;
a) What is the average weight of animals with a length of 17 units?
b) What is the average length of animals weighing 20 units?
c) c) What is the probability that the animals weighing 20 units are more than 18 units in
length?
d) How do you interpret the difference between your answers to “c” and “d?
2. If X ~ Poisson (λ = 4), find an interval in which an observation drawn from X will fall with a
probability of at least 0.85 with reference to the Chebyshev Inequality.
3. For X ~ Uniform (0, 1), find X's moment generating function and characteristic function. Find
the E(X) using the moment generating function. If Y = 3X + 5, what is the generating function
and characteristic function of Y equal to?
4. The variance-covariance matrix for the random variables 𝑋𝑋1 , 𝑋𝑋2 , 𝑋𝑋3 is as follows:

9 −3 2
𝑉𝑉 = �−3 16 0 �
2 0 25
a) Form a correlation matrix for 𝑋𝑋1 , 𝑋𝑋2 , 𝑋𝑋3 .
b) Given that 𝑌𝑌1 = 𝑋𝑋1 + 2𝑋𝑋2 − 𝑋𝑋3 , what is 𝑉𝑉𝑉𝑉𝑉𝑉(𝑌𝑌1 ) =?
c) Given that 𝑌𝑌2 = −𝑋𝑋1 + 𝑋𝑋2 , what is 𝑉𝑉𝑉𝑉𝑉𝑉(𝑌𝑌2 ) =?
d) 𝐶𝐶𝐶𝐶𝐶𝐶(𝑌𝑌1 , 𝑌𝑌2 )=?
e) Form the variance-covariance matrix for he variables 𝑌𝑌1 and 𝑌𝑌2 .

5. Let X ~𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈(0,1) where 𝑋𝑋1 , 𝑋𝑋2 , … , 𝑋𝑋5 are 5 independent observations and
𝑌𝑌 = 𝑚𝑚𝑚𝑚𝑚𝑚{𝑋𝑋1 , … , 𝑋𝑋5 }. a) P(Y>2/3)=? b) E(Y)=? c) Var(Y)=?

∞ 1 1
6. Fine the integral ∫0 𝑑𝑑𝑑𝑑 by using Student t-distribution. (Hint. Γ � � = √𝜋𝜋)
1+𝑥𝑥 2 2
7. Let 𝑋𝑋~𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵(𝑚𝑚; 𝜃𝜃) 𝑎𝑎𝑎𝑎𝑎𝑎 𝑌𝑌~𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵(𝑛𝑛; 𝜃𝜃) be two independent variables. Show that 𝑍𝑍 =
𝑋𝑋 + 𝑌𝑌~𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵(𝑛𝑛 + 𝑚𝑚; 𝜃𝜃).
𝑚𝑚 𝑛𝑛 𝑚𝑚 + 𝑛𝑛
(Hint: ∑𝑧𝑧𝑘𝑘=0 � � � �=� � )
𝑘𝑘 𝑧𝑧 − 𝑘𝑘 𝑧𝑧

8. Using moment generating function, find the expected value and variance of 𝜒𝜒 2 distribution
with degrees of freedom 𝜐𝜐.
9. Let 𝑋𝑋~𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁(0,4) and 𝑌𝑌~𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁(1,9) be two independent random variables. For 10
samples taken for each distribution, find the probability 𝑃𝑃(𝑋𝑋� < 𝑌𝑌�).
10. Given that 𝑓𝑓1,2 (𝑥𝑥1 , 𝑥𝑥2 ) = 4𝑥𝑥1 𝑥𝑥2 ; 0 < 𝑥𝑥1 , 𝑥𝑥2 < 1. Find the combined probability distribution
of 𝑌𝑌1 = 𝑋𝑋12 and 𝑌𝑌2 = 𝑋𝑋1 𝑋𝑋2 .
11. A car dealer sells only A, B and C cars. The monthly sales of Brand A cars are assumed to
follow a poisson distribution with parameter 𝜆𝜆𝐴𝐴 = 3.6. Brand B and brand C car’s monthly
sales are also assumed to follow poisson distribution with parameters 𝜆𝜆𝐵𝐵 = 5.8 and 𝜆𝜆𝐶𝐶 = 4.6
respectively. Regardless of the brand sold in a month according to this, find the probability of;
a) selling less than 10 cars b) selling between 15 and 20 cars (both inclusive)
7 15
12. Show that Γ � � = √𝜋𝜋
2 8
13. Considering a T distribution with degrees of freedom 12, use the student t-distribution to find
the probability P(T<1.7823)
14. Let X and Y be two independent and exponentially distributed random variables with
parameters 𝜆𝜆1 and 𝜆𝜆2 respectively. Find the expectation of max(𝑋𝑋, 𝑌𝑌).
Submission Deadline: Wednesday, December 11
15.