Mat 2377: Quiz #2

June 15, 2016

Answer all the questions rst in one 45 minute sitting. Then check your
answers against the solutions given below.
1. A bowl contains 6 white, three red and one blue chip.Let

X=

if white is chosen

5
if red is chosen

10 if blue is chosen

a) Find the pmf of X

b) Find the cumulative pmf of X
2. What is the value of the constant c that makes each of the functions
below either a pmf or a density.
a) f (x) = xc , x = 1, 2, ..., n
b) f (x) = c

1 x
4

, x = 1, 2, 3, ...

Hint we have an arithmetic progression in a) and a geometric progression in

b)
3. In a state lottery a three digit integer is selcted at random. A player bets
$1 on a number and wins $500 minus $1 if that number is selected. Otherwise
he loses $1. Let X be the payo for the bettor. Find E [X].
1

4. Find the mean and variance for the following pmf's

a) f (x) = 1, x = 5
b)f (x) =

4x
6 ,x

= 1, 2, 3

5. Find the mean and variance for the following densities

, 1 < x < 1
a)f (x) = 12

b) f (x) =

x + 1 1 < x < 0

1 x 0 x < 1

6. The joint pmf of X.Y is given by

f (x, y) =

xy 2
, (x, y) = (1, 1) , (1, 2) , (2, 2)
13

a) nd the pmf of X

b) Find the pmf of Y
c) Find the covariance of X, Y
7. Let X, Y be two independent random variables with means 1, 2 and
variances 3, 4 respectively.
a) Calculate E [2X + 3Y ]
b) Var (2X + 3Y )
8. Let X, Y be two continuous random variables having joint density
f (x, y) = 2, 0 x y 1

and 0 elsewhere. Calculate


P

1
1
0 X ,0 Y
2
2

Solutions
1. a) f (1)
=

F (t) =

6
10 , f

(5) =

3
10 , f

t<1

10

5 t < 10

(10) =

1
10

1t<5

10

10 t

2. a) We know for an arithmetic progression

n
X

x=

x=1

Hence c =

n (n + 1)
2

n(n+1)
2

b) We know for a geometric progression

rx =

x=1

r
,0 < r < 1
1r

Hence c = 3
3.There are 9 choices for the rst digit and 10 for each of the remaining two
digits. Hence
there are 900 possible numbers.
X=

499 with probability

E [X] = 499

1
900

with probability
1
900

899

900

899
900
= 49

4. a) EX = 5 (1) = 5; V arX = EX 2 (EX)2 = 52 52 = 0

42
43
b) EX = (1) 41
6 + (2) 6 + (3) 6 =
2

10
6

2 41
6

V arX = EX 2 [EX] ; EX 2 = (1)

V arX =

20
6

100
36

+ (2)

2 42
6

+ (3)

2 43
6

= 20
6

20
36

5. a) The density is symmetric on the range 1 < x < 1 Hence the mean is
0.
V arX = EX 2 =

1
2

1
1

x2 dx =

1 x3 1
2 3 |1

1
3

b) The density is symmetric on its range and hence the mean is 0

0

x2 (1 x) dx = 61
P
6. Both variables take values 1, 2.a) fX (1) = y f (1, y) =
P
5
8
y f (2, y) = 13
13 ; fX (2) =
P
P
1
1
; fY (2) = x f (x, 2) = 1 13
= 12
b) fY (1) = x f (x, 1) = 13
13
V arX = EX 2 =

x2 (x + 1) dx +

1
13

c) Cov(X, Y ) = EXY (EX) (EY )

1
1
+ (4) 13
+
EXY = (1) 13

EX =

5
13

16
13

;EY =

1
13

8
13

=1

24
13

7. a) E [2X + 3Y ] = 2E [X] + 3E [Y ] = 2 (1) + 3 (2) = 8

b) Var(2X + 3Y ) = 22 V arX + 32 V arY = 4 (3) + 9 (4) = 48
8.

P

0X

1
1
,0 Y
2
2

0.5

2dxdy =
0

0.5

2ydy = 0.25
0

4
13