PANIMALAR ENGINEERING COLLEGE

MA 2262 PROBABILITY AND QUEUEING THEORY

UNIT I RANDOM VARIABLES AND STANDARD DISTRIBUTIONS

PART A
x
1. The CDF of a RV X is F x   1  1  x e , x  0 .Find the pdf.
x x x
Solution: f x   F x   1  x e  e  xe , x  0

2. If a random variable X takes the values 1,2,3,4 such that
2 P(X=1)=3P(X=2)=P(X=3)=5P(X=4). Find the probability
distribution of X
Solution:
Assume P(X=3) = α By the given equation
  
P( X  1)  P( X  2)  P( X  4) 
2 3 5
For a probability distribution ( and mass function)  P(x) 1
P(1)+P(2)+P(3)+P(4) =1
   61 30
    1   1  
2 3 5 30 61
15 10 30 6
P( X  1)  ; P( X  2)  ; P( X  3)  ; P( X  4) 
61 61 61 61
The probability distribution is given by
X 1 2 3 4
15 10 30 6
p ( x)
61 61 61 61
3. Let X be a continuous random variable having the probability density function
 2
 , x 1
f ( x)   3 Find the distribution function of x.
x
 0, otherwise

Solution:
x
x x
2  1  1
F ( x)   f ( x) dx   dx     1
3  x 2  2
1 1x 1 x
4. A random variable X has the probability density function f(x) given by
 x
f ( x)  cx e , x  0 . Find the value of c and CDF of X.
 0, otherwise
 Solution:
 x
 f ( x) dx  1 F x    f ( x) dx
0 0
 x x x
 cx e dx 1   cx e dx
0 0
 x x
 x x 
c  x e  e   1   xe dx
 0 0
c1 1 x
 x x 
c 1   x e  e 
 0
x x
1  x e  e
5. A continuous random variable X has the probability density function f(x) given by
x
f ( x)  ce ,  x   . Find the value of c and CDF of X.
Solution:

 f ( x) dx  1

 x
ce dx  1

 x
2ce dx  1
0
 x
2ce dx  1
0

 x 
2c   e   1
 0
2c1  1
1
c
2
 Case(i ) x  0
x
F x    f ( x) dx

x x
 ce dx

x x
c e dx

x
 x 
 ce 
  
1 x
 e
2
Case(ii ) x  0
x
F x    f ( x) dx

x x
 ce dx

0 x x x
c  e dx  c  e dx
 0
0 x
 x   x 
 c e   c  e 
    0
x
 c  ce c
 x 
 c 2  e 
 
1 x 
 2  e 
2 
1 x
 e , x0

F ( x)   2 x 
1
  2  e , x  0

2  
 2x
2 e , x  0.
6. If a random variable has the probability density f ( x)  

 0, otherwise
Find the probability that it will take on a value between 1 and 3. Also, find the
probability that it will take on value greater than 0.5.
 Solution:
3 3  2x 3
 2x  2 6
P(1  X  3)   f ( x) dx   2e dx   e   e e
1 1  1
  2x 
  2x  1
P( X  0.5)   f ( x) dx   2e dx   e  e
0.5 0.5   0.5

7. Is the function defined as follows a density function?

 0, x2
1
f ( x)   3  2 x , 2  x  4
18
 0, x4
Solution:
4
4
1 4  3  2 x 2 
 f ( x) dx   18 3  2 x  dx   72   1
2 2   2
Hence it is density function.
8. The cumulative distribution function (CDF) of a random variable X is
x
F ( X )  1  (1  x) e , x  0 . Find the probability density function of X.
Solution:
f ( x)  F x 
  x    x 
 0  1  x   e   1 e 
    
x
 xe , x  0
9. The number of hardware failures of a computer system in a week of operations
has the following probability mass function:
No of failures: 0 1 2 3
4 5 6 Probability :0.18 0.28 0.25 0.18
0.06 0.04 0.01 Find the mean of the number of
failures in a week. Solution:

E( X )   x P( x)  (0)(0.18)  (1)(0.28)  (2)(0.25)  (3)(0.18) 

(4)(0.06)  (5)(0.04)  (6)(0.01)
 1.92
6 x(1  x), 0  x 1
10. Given the p.d.f of a continuous r.v X as follows: f ( x)  
 0, elsewhere
Find the CDF of X.
Solution:
 x x x x
2  2 3 2 3
F ( x)   f ( x) dx   6 x(1 _ x) dx   6 x _ 6 x dx  3x  2 x   3x  2 x
0 0 0  0
11. A continuous random variable X has the probability function
f ( x)  k (1  x), 2  x  5 . Find P(X<4). Solution:

4 5
 f ( x)dx 1  k  1  x  dx  1
2 2
5
 1  x 2 
 k  1
 2  2
27
k 1
2
2
k 
27
4
4
2 4 2  1  x 2  1 16
P( X  4)   f ( x) dx   1  x  dx     25  9 
27 27  2  25 27
2 2 2
12. Given the p.d.f of a continuous R.V X as follows:
12.5 x 1.25 0.1  x  0.5
. f ( x)  
 0, elsewhere
Find P(0.2 < X < 0.3)
Solution:
0.3
P(0.2  X  0.3)   (12.5 x  1.25) dx
0.2
0.3
 2 
 x
 12.5  1.25 x 
 2 
  0.2

 1.25 50.32  0.3  50.22  0.2 
 0.1875

13. Find the value of ‘c’ given the pdf of a random variable X as
c
 , if 1  x  
f x    x 3

 0, otherwise
Solution:
 
 f x  dx  1
c
  x 3 dx  1
1

 1  c
 c   1  1  c2
 2 x 2 1 2

k
14. Given the probability density function f ( x)  ,    x   , find
2
1 x
k and C.D.F.
Solution:

x
 f ( x) dx  1 F ( x) 
  f ( x) dx


k 
  dx  1 k
2   dx
 1  x 2
 1  x
 1   x
 k  tan x 1 1  1 
     tan x 
  
  1   1 
 k   tan     tan      1 1   1   1  
     tan     tan  x  
     
  
 k    1 1  1  1 1
2 2    tan x   cot x
2  
1
k


15. Find the value of (a) C and (b) mean of the following distribution
  
c x  x 2 , 0  x  1
f x   

 0, otherwise
Solution:
 1
a  f x  dx 1 (b) E  X    x f  x  dx
0

    dx
1 1
c x  x 2 dx  1   x6 x  x 2
0 0
1
 x2 x3 
 
1
c   1  6  x 2  x 3 dx
 2 3 
0 0
1
1  x3 x 4 
c 1  6  
6  3 4 
0
1
c6 
2
 2 3 , at x  1

16. Find the moment generating function where f x   1 3 , at x  2
 0, otherwise

Solution:

2e t  e 2t
M X t    e tx px   e t p1  e 2t p2 e t 2 3  e 2t 1 3 
3
3
17. If the MGF of a continuous R.V X is given by M X t   . Find the mean
3t
and variance of X.

Solution:
1 2 3
3 1  t t t t
M X t      1    1         ...
3t t  3 3  3  3
1
3
1
E ( X )  coefficien t of t  1!  is the mean
3
2  2 1 2
E ( X )   coefficien t of t 2!  2! 
  9 9
2 2 2 1 1
Variance  E ( X )  E ( X )   
9 9 9
4
1 t
18. If the MGF of a discrete R.V X is given by M X t   1  2e  ,find the
81  
distribution of X.
 Solution:

M X t  
1
81

1  2e t
4

1
  2
 
3
 
4
 1  4C1 2e t  4C 2 2e t  4C3 2e t  4C 4 2e t 
81  
 
1 8 24 32 16
  e t  e 2t  e 3t  e 4t
81 81 81 81 81
By definition of MGF ,
2t 3t 4t
M X t    e p( x)  p(0)  p(1)e  p(2)e  p(3)e  p(4)e
tx t

On comparison with above expansion the probability distribution is

X 0 1 2 3 4
1 8 24 32 16
p ( x)
81 81 81 81 81
1
 , 0  x  10
19. Find the MGF of the R.V X whose p.d.f is f ( x)  10 .Hence its

 0, elsewhere
mean.
Solution:
10
1 tx
M X t    10 e dx
0
10
 tx 
1 e 
 
10  t 
 0

 10t 
1 e  1
  
10  t
 
 2 3 
1  100t 1000t 
  1  10t    ....  1
10t  2! 3!
 
1000 2
 1  5t  t  .....
31
Mean  coefficien t of t  5

20. If the range of x is the set X  0,1,2,3,4and P X  x   0.2 , determine the mean
and variance of the random variable.
Solution:
 Mean  E  X    xp x    x0.2  0.2 x  0.20  1  2  3  4  2

   
E X 2   x 2 px    x 2 0.2  0.2 x 2  0.2 0  12  2 2  32  4 2  6

 
Variance  E X 2  E  X 2  6  4  2
21. Define MGF and write the formula to find mean and variance.

MGF  M X t   E e  
tX

  tx
 e tx px , X discrete
 e f x  dx, X continuous
Formula 1 :
E  X   M  0
X
 
E X  M X  0 
2

Formula 2 :
E  X   1! * coefficien t of t in exp ansion of MGF
 
E X 2  2! * coefficien t of t 2 in exp ansion of MGF
Mean  E  X 
 
Variance  E X 2  E  X 2
22. Define central moments of a distribution.
Solution:
  x  x  px , X is discrete
 r
 r  E  X  X    
r
   x  x r f x  dx, X is Continuous

23. The mean and variance of the binomial distribution are 4 an d 3 respectively.
Find P(X=0).
Solution:
Mean  np  4 np  4
1
Variance  npq  3 n 4
4
npq 3 1
q  p  1 q  n  16
np 4 4
16
 3
P X  0  nC0 p q     0.01
0 n
 4
24. The mean of a binomial distribution is 20 and standard deviation is 4. find the
parameters of the distribution.
Solution:
 Mean  np  20 np  20
1
Variance  npq  4 2  16 n  20
5
npq 16 4 1
q   p  1 q  n  100
np 20 5 5
25. Find the mean of Poisson distribution.
Solution:

e  x 
e  x
Mean  E  X    xp x    x  x
x! x!
x 0 x 1

x
 e  x  1!
x 1
 2 3   2 3 
 e       
 ...  e  1      ...
 2! 3!   2! 3! 

 e   e   
26. It has been claimed that in 60 % of all solar heat installation the utility bill is
Reduced by atleast one-third . Accordingly what are the probabilities that the
utility bill will be reduced by atleast one-third in atleast four of five installation.

Soln: Given n=5 , p=60 % =0.6 and q=1-p=0.4

p( x  4)  p[ x  4]  p[ x  5]
 5c 4 (0.6) 4 (0.4) 54  5c5 (0.6) 5 (0.4) 55
 0.337
27. The no. of monthly breakdowns of a computer is a r.v. having poisson distbn
with mean 1.8. Find the probability that this computer will function for
a month with only one breakdown.
e  x
Soln: p( X  x)  , given   1.8
x!
e 1.8 (1.8)1
p( x  1)   0.2975
1!
28. In a company 5 % defective components are produced . What is the probability
That atleast 5 components are to be examined in order to get 3 defectives.

Soln: To get 3 defectives ,3 or more components must be examined.

p=5 % =0.05 , q = 1- p=0.95 and k=success=3
 p( X  x)  ( x  1)c k 1 p k q x  k , x  k , k  1, k  2,...
p( x  5)  1  p( x  5)
 1   p( x  3)  p( x  4)

1  2c 2 (0.05) 3 (0.95) 0  3c 2 (0.05) 3 (0.95)1 
1  0.00048  0.9995

29. . A discrete r.v X has mgf .Find E(x), var(x) , and p(x=0).

Soln: Given
We know that mgf of poisson is
Therefore λ=2
In poisson E(x) = var(x) = λ
 Mean E( x)  var ( x)  2
e  x
p ( X  x) 
x!
e   0
 p( X  0)   e   e 2  0.1353
0!

30. Find the mean and variance of geometric distribution .

Soln: The pmf of Geometric distbn is given by

p( X  x)  p q x1 , x  1,2,3,.....
Mean E ( x)   x p( x)
 
  x p q x 1  p  x q x 1
x 1 x 1

  2q
 p 1q 11 2 1

 3q 31  .....
 p 1  2q  3q 
 .....  p1  q 
2 2

1
 p p  2  p 1 
p
1
Mean 
p
 
E x 2   x 2 p( x)

  x 2 p q x 1
x 1
 
  xx  1  x  p q x 1
x 1
 
  x( x  1) p q x 1   x p q x 1
x 1 x 1

1
1(1  1) p q 11  2(2  1) pq 21  3(3  1) pq 31  ..... 
p
1
 2 p  2(3) pq 1  3(4) pq 2  ..... 
p

 2 p 1  3q  6q 2  .....   1
p
1 1
 2 p 1  q  
3
 2 p p 3 
p p
2 1
 
p2 p

Variance  E ( x 2 )  E ( x)
2

2
2 1 1 2 1 1
 2      2   2
p p  p p p p
1 1 1 p q
 2
  2  2
p p p p
q
Variance = 2
p

31. Find mgf of geometric distribution.

Soln: The pmf of geometric distribution is given by

Mgf M x (t )  E (e tx )   e tx p( x)
 
  e tx p q x 1   e tx p q x q 1
x 1 x 1

   

p p 
 t x

x
 e q x
 qe t
q x 1 q x 1


p t
q
 2
   
qe  qe t  qe t  ...
3


p t
q
 2
qe 1  qe t  qe t  ...   

 pe t 1  qe t 
1
1  qe t
  M x (t )  1  qe t

32. If on the average rain falls on 10 days in every 30 days, obtain the probability that
rain will fall on atleast 3 days of a given week.
Solution:
10 1 2
Success event is rain fall p  so q 
30 3 3
A week is taken n  7 Applying binomial distributi on
P X  3  P3  P4  P5  P6  P7   1  P0  P1  P2
0 7 1 6 2 5
1  2 1  2 1  2
 1  7C0      7C1      7C 2    
 3  3  3  3  3  3
 1  0.0585  0.2048  0.3072  0.4295
33. The probability of a successful optical alignment in the assembly of an optical
data storage product is 0.8. Assume the trials are independent, what is the
probability that the first successful alignment requires exactly four trials?
Solution:
First success in fourth trial, so let us apply Geometric distribution.
p  0.8
P X  4  q 4 1 p  0.23 0.8  0.0064
34. If the probability is 0.10 that a certain kind of measuring device will show
excessive drift, what is the probability that the fifth measuring device tested will
be the first show excessive drift? Find its expected value also.
Solution:
First success(show excessive drift) in fifth trial. so let us apply Geometric
distribution
p  0.1
P X  5  q 4 p  0.94 0.1  0.0656
1 1
EX     10
p 0.1
35. One percent of jobs arriving at a computer system need to wait until weekends for
scheduling, owing to core-size limitations. Find the probability that among a
sample of 200 jobs there are no jobs that have to wait until weekends.

Solution:
Success event is waiting of a system for scheduling until weekends.

X number of systems waiting for scheduling until weekends.

p = 1 % = 0.01 n =200 Let us apply Poisson distribution

   np  0.01 * 200  2
e   0
P X  0   e  2  0.1353
0!
36. If the probability is 0.40 that a child exposed to a certain contagious disease will
catch it, what is the probability that the tenth child exposed to the disease will the
third to catch it?
Solution:
Third success in tenth trial. so, let us apply negative binomial distribution

 
Re quired probabilit y  9C2 p 2 q 7 p  360.42 0.67 0.4  0.0645
37. If X is uniformly distributed over (0,10) calculate the probability that
(a) X>6 (b) 3<X<8
Solution:
1
f x   , 0  x 10
10
10
1 1 10  4  2
(a) P X  6   10 dx  10 x6 10 5
6
8
1 1 5 1
(b) P3  X  8   dx  x 83  
10 10 10 2
3
38. Define exponential random variable and give an example.
Solution:

A continuous random variable X is said to follow exponential random variable

f x   e  x , x  0  being the parameter
The time between failures of machines in a large factory is an exponential random
variables.
39. Define a continuous random variable and give an example.
Solution:
A continuous random variable is a random variable whose values can not be
counted and only measured and so it takes any value in an interval of  , 
Height in cm of armymen in infantry is a random variable which is normally
between 170,190
40. Suppose that a bus arrives at a station every day between 10.00 am and 10.30 am
at random. Let X be the arrival time, find the distribution function of X and
sketch its graph.
Solution:
X is the uniform random variable and its density function is given by
 !0am is treated as 0 min and 10.30 am is treated as 30 min
1 1
f x    , 0  x  30
30  0 30
x x
1
F x    f x  dx  
x
dx  ,0  x  30
30 30
0 0
and its graph is

F(x)=1

x=0 x=30

41. A fast food chain finds that the average time customers have to wait for service is
45 seconds. If the waiting time can be treated as an exponential random variable,
what is the probability that a customer will have to wait more than 5 minutes
given that already he waited for 2 minutes?
Solution:

1 45
Average waiting time   45 sec 
min  0.75   1.33
 60
P X  5 | X  2  P X  3 by memoryless property of exp onential dist.

 

  1.33 e 1.33 x dx   e 1.33 x 3  e 1.333  0.0185
3
42. Let X be a uniform random variable over [-1,1]. Find
 1  3
(a) P X   (b) P X  
 3  4
Solution:

1 1 1
f x     , 1  x  1
b  a 1   1 2
1 1
3 1 3
 1 1 1 1
P X     f  x dx   dx  x  3 
 3 2 2  13 3
1 1
 
3 3
 3 3
4 4
 3  3 1 1 34 3
P X    1  P X     f x dx   dx  x  
 4  4 2 3
2  4 4
3 3
 
4 4
43. Suppose X has an exponential distribution with mean equal to 10. Determine the
value of ‘x’ such that P(X<x) = 0.95.
Solution:
1 1
 10    0.1
 10
x
P X  x   0.95( given)  0.1x dx  0.95
  0.1e
0

 x
  e  0.1x 0  0.95  1  e  0.1x  0.95
 e  0.1x  0.05  0.1x  ln 0.05  3
x  30
44. What is the relation between Weibull and Exponential distribution?
Solution:
If X follows Weibull distribution then Y  X  follows exponential distribution.
1
45. Show that for the uniform distribution f ( x)  ,  a  x  a ,the mgf about
2a
sinh at
origin is
at
1
Soln: Given f ( x)  , a  x  a
2a
MGF M x (t )  E e tx 
 a
1
  e f ( x)dx   e tx
tx
dx
 a
2a
a
1  e tx 
a
1
2a a
 e tx
dx   
2a  t   a


1 at
2at

e  e  at   1
2at
2 sinh at 
sinh at
at
sinh at
M x (t ) 
at

46. Define exponential density function and find mean and variance of the same.

Soln: The density function of exponential distribution is given by

f ( x)   e x , x  0
 
Mean  E x    x f ( x) dx

 
  x e  x
dx    x e x dx
0 0

  xe x e x 
  2 
   0
  1   1  1
  (0  0)   0  2     2  
      
1
Mean 


  x
Ex 2 2
f ( x) dx

 
  x 2  e x dx    x 2 e x dx
0 0

 x 
 x e 2
2 xe x 2e x 
   3 
  2  0
  2   2 2
  (0  0  0)   0  0  3     3   2
      
 
Variance  E x 2  E ( x)
2

2
21 2 1 1
 2    2  2  2
    

PART B

RANDOM VARIABLES

1. If the probability density function of the random variable X is given by

21  x , 0  x 1
f x    (i) Find the rth moment (ii) Also evaluate
 0, elsewhere
E[(2x+1)2].
Solution:
  
(i ) E X r   x r f  x  dx

1
  x r 21  x  dx
0

 
1
 2  x r  x r 1 dx
0
1
 x r 1 x r  2 
 2  
 r  1 r  20
 1 1 
 2  
r 1 r  2
2

r  1r  2
  
(ii ) E 2 X  1  E 4 X 2  4 X  1
2

   4E  X   E 1
 4E X 2

2 2
4 4 1
2  12  2 1  11  2
2 4
  1
3 3
1

3
2. A random variable X has the following probability distribution
X: -2 -1 0 1 2 3
P(x): 0.1 k 0.2 2k 0.3 3k
Find (i) the value of ‘k’
(ii) cumulative distribution of X
(iii) P(X<2) and P(-2<X<2)
(iv) Evaluate mean of X.
Solution:
(i)
 px   1
0.1  k  0.2  2k  0.3  3k  1
0.6  6k  1
6k  0.4
1
k
15
Hence the probability distribution is
X: -2 -1 0 1 2 3
P(x): 1/10 1/15 2/10 2/15 3/10 3/15
 (ii) The cumulative distribution is

X: -2 -1 0 1 2 3
P(x): 1/10 1/15 2/10 2/15 3/10 3/15
3/30 2/30 6/30 4/30 9/30 6/30
F(x): 3/30 5/30 11/30 15/30 24/30 30/30
The same may be presented as

 0, x  2
3 / 30,  2  x  1

 5 / 30,  1  x  0

 11 / 30, 0  x  1
F x   
 15 / 30, 1  x  2
 24 / 30, 2  x  3

 1, x  3


p X  2  p 2  p 1  p0  p1  F 1  15 / 30
(iii)
p 2  X  2  p 1  p0  p1  12 / 30
3 2 6 4 9 6 32
(iv) E  X    xp x    2   1  0  1  2  3 
30 30 30 30 30 30 30
3. A random variable X has a uniform distribution over the interval (-3,3). Compute
(i) P( X  2) (ii) P X  2  2 (iii) Find ‘k’ such that P X  k   .
1
3
Solution:
The probability density function of uniform distribution is given by
1 1
f x    ,3  x  3
3   3 6
2
(i) P( X  2)   f x  dx  0
2
Aliter:

2.05
1 2.05  1.95 0.1
(i) P( X  2)  P1.95  X  2.05   dx    0.017
1.95
6 6 6
(ii ) P X  2  2  P 2  X  2  2
 P0  X  4
4 3 4
  f x dx   f x dx   f  x dx
0 0 3
3 4
1 1
  dx   0dx 
0
6 3
2
1
(iii ) P X  k  
3
3
1 1
 6 dx  3
k
3k 1

6 3
k 1

4. A continuous random variable has the probability density function

 1 1
f x   kx4 ,  1  x  0 . Find the value of ‘k’ and evaluate P X   | X    .
 2 4
Solution:
Since it is a probability density function

 f x dx  1
0

 kx
4
dx  1
1
0
 x5 
k   1
 5  1
k
1
5
k 5
  1 1
P X    X   
 1
P X   | X     
1 2 4
 2 4  1
P X   
 4
1 4

P   X    5  x dx
 1 1 4

 
2 4 1 2
 1 4
 1
P X    5  x 4 dx
 4
1

x 5  1 4
5  1 1
 5  1 2 
31
 1 4
 32 1024 
 x5  1 1023
1
5  1024
 5  1

2

  2, x0
x
5. If px    xe (i) Show that p(x) is a p.d.f (ii) Find F(x)

 0, x  0
Solution:
 2
x
i  f x  dx   xe 2 dx

0

x2
  e t dt Put t 
0
2


  e t  
0 1
x 2
x
(ii ) F  x    xe 2 dx

0
x2
2
t x2
  e dt Put t 
2
0
x2
 
 e t 02 
2
x
 1 e 2

6. The sales of a convenience store on a randomly selected day are X thousand

dollars, where X is a random variable with a distribution function of the following
form:
  0, x  0
 x2
 , 0  x 1
F x    2
 
k 4 x  x 2 , 1  x  2

 1, x  2
Suppose that this convenience store’s sales on any given day are less than $2000
(i)Find the value of ‘k’
(ii)Let A and B be the events that tomorrow the store’s sales are between $500
and $ 1500 and over $1500 respectively find P(A) and P(B) .
(iii) Are A and B independent?
Solution:
(i)Since f(x) is a probability density function
2

 f x  dx  1
0
F 2   1
k 4 * 2  4   1
1
k
4
(ii) A: 0.5  X  1.5
B: X  1.5

P A   f x dx  F 1.5  F 0.5  4 *1.5  1.5 2  

1.5 2
1 0.5
 0.9375  0.125  0.8125
0.5
4 2

 f x dx  F 2  F 1.0  1  4 4 *1  1.   0.25

2
1
P B   2

1.0

(iii ) P A  B   P1  X  1.5  F 1.5  F 1  0.9375  0.75  0.1875

P APB   0.8125 * 0.25  0.20315
P A  B   P APB 
So, they are not independent.
7. If the density function of a continuous random variable X is given by
 ax, for 0  x  1
 a, for 1  x  2

f x   
3a  ax, for 2  x  3
 0, elsewhere
(i)find the value of ‘a’
(ii) find the c.d.f of X
(iii)If X1,X2,X3 are 3 independent observations of X, what is the probability
that exactly one of these is greater than 1.5?
Solution:
 3
(i) Since f(x) is a p.d.f  f x  dx  1
0
1 2 3

 ax dx   a dx   3a  ax  dx  1
0 1 2
1 3
 ax 
2
 ax 2 
  ax 1  3ax   1
2

 2 0  2 2
a 9a 4a
 2a  a  9a   6a  1
2 2 2
2a  1
1
a
2
Hence the p.d.f is
 x
 2, for 0  x  1
1
 , for 1  x  2
f x    2
 3 x
 , for 2  x  3
 20,
 elsewhere

(ii) The c.d.f is

 x
x
 0 2 dx, for 0  x  1

 1x x
1
F x     2
 dx   dx, for 1  x  2
0 1
2
1
 x dx  1 dx  3  x dx, for 2  x  3
2 x

0 2 1 2 1 2
 for x  3
 1,
   x2 
x

   , for 0  x  1
  4 0
 1
 x2   x 
x
  for 1  x  2
F x        ,
 4  0  2 1
 2 1 x
 x   x  1 x2 
x

 4    2   2 3x  2  , for 2  x  3
  0 1  1
 1, for x 3
 x2
 , for 0  x  1
 4
 1  x  1
 , for 1  x  2
F x    4  2 
1 1 1  x2 1
   3 x   3  , for 2  x  3
4 2 2  2 2
 1, for x  3
 x2
 , for 0  x  1
 2x  1 4
 , for 1  x  2
F x    4
1  x2 
  3 x   2, for 2  x  3
2  2 
 1, for x  3
21.5  1 1
(iii) P( X  1.5)  F 1.5  
4 2
 
  PA BC or AB C or ABC 
exactly one
P
 greater than 1.5 
1 1 1  1 1 1  1 1 1 
   
2 2 2  2 2 2  2 2 2 
3

8

8. If X has the distribution function

 0, x 1
1
 ,1 x  4
3
1
F x    , 4  x  6
2
 5 , 6  x  10
6
 1, x  10
 Find
(i) the probability distribution of X
(ii)P(2<X<6)
(iii) Mean of X
(iv) Variance of X
Solution:
(i)Note that F(x) is constant in all cases mean that X is a discrete
variable.The probability distribution of X is
X: 1 4 6 10
1 1 1 1 5 1 1 5 1
P(X):     1 
3 2 3 6 6 2 3 6 6
1
(ii) P2  X  6  P4 
6
(iii)Mean of X
1  1 1  1  28
E  X    x px   1   4   6   10  
 3  6   3  6 6
2

(iv)Variance of X = E X   EX  190  28  190 784 356

     
2 2

6  6 6 36 36

   x px  1  13   4  16   6  13   10  16   190
E X2  2 2 2 2 2

        6

2
9. Let X be a continuous random variable with p.d.f f x   , 1 x  2
x2
Find E(log X).

Solution:
2 2
2   1 
2 2
1 1 
E log X    log x f x  dx   log x 2 dx  2 log x        dx 
 
1 1 x   x  1 1 x  x  
 1  1 
2
1
 2 log 2        log 2 
 2  x 1  2
10. The probability density function of the samples of speech wave forms is found to
be decay exponentially, at the rate α, so the following p.d.f is proposed
f x   ce ,    x   . Find the constant ‘c’ and then find P X   
x

and E(X).
Solution:
 

 ce
x
dx  1


2c  e
x
dx  1
0

2c  e  x dx  1
0


2c  e  x  
0 1 c
1
2


P X      ce
x
dx


 2c  e
x
dx
0

  e  x dx
0


  ex 

0  1  e 
 
1
EX    x f x  dx  
x
x e dx

2 
 
  xe dx   x e  x dx  1!  1
x

0 0
11. If X is a continuous random variable with probability density function
 x, 0 x  1
3
f x    x  12 , 1  x  2 Find cumulative distribution function F(x).
2
 0, otherwise
3 5
Use it to find P  X  
2 2
Solution:
  x

 0 xdx, 0 x  1

1 x
3
F  x    xdx    x  1 dx, 1  x  2
2

0 1
2
 1 , x2


  x2 
x

   , 0 x  1
  0
2
 2 1
3   x  1 
3 x
 x 
      ,1  x  2
 2  0 2  3  1
 1, x2



 x2
 , 0 x  1
1 1 2

 
    x  1 ,1  x  2
2 2
3


 1, x2


3 5 5  3  1 1  3   
 3
 7
P  X    F    F    1      1   
2 2  2  2  2 2  2   
  16

12. The cumulative distribution function (cdf) of a random variable X is given by

 0, x0
 2 1
 x , 0 x
F x    2
3 1
 1  3  x 2 ,  x3
 25 2
 1, x3
Find the pdf of X and evaluate P X  1using both pdf and cdf.
Solution:
 0, x0
 1
 2 x, 0 x
f x   F x    2
6 1
 3  x  ,
2
 x3
 25 2
 0, x3
 
 1
 2 x, 0 x
f x    2
6 1
 3  x  ,  x3
 25 2
 0, elsewhere

1
1 0 1
(i ) P X  1 
2
6
 f x  dx   0 dx   2 x dx   25 3  x  dx
1 1 0 1
2

 6 3  x 2 
1

 
1
 x 2 2
 
 25  2  1
0

1 3  25  1 27 52 13
 4    
  
4 25  4  4 100 100 25

(ii ) P X  1  P 1  X  1  F 1  F  1  1  3  1  0 

3 2 13
25 25

13. Experience has shown that while walking in a certain park, the time X, (in mins),
between seeing two people taking rest has a density function of the form
xe x , x0
f x   
 0, otherwise
(i)Calculate the value of λ (ii)Find the distribution function of X
(iii) What is the probability that Jeff , who has just seen a person taking
rest,will see another person taking rest in 2 to 5 minutes?

Solution:

i  f x  dx  1 x
ii F x    f x  dx
0


 xe
x
dx  1 x

0
  xe  x dx
0

  xe dx  1
x x

0
  xe  x dx
 1! 1
0

 1

  xe  x  e  x 
x
0

  xe  x  e  x  1
 1  1  x e  x
 iii P(2  X  5)  F 5  F 2
  
 1  1  5e 5  1  1  2e  2 
 3e 2  6e 5
 0.3656

Moments and MGF

14. A continuous random variable f x   kx2 e  x , x  0. Find the rth moment of X,

MGF. Hence find the mean and variance of X.

Solution:


 kx e
x
2
dx  1
0

k  x 2 e  x dx  1
0

k 2! 1
1
k
2

1
MGF  M X t   2x e
2 x
e tx dx
0

1
  x 2 e 1t x dx
20

1  e 1t  x e 1t x e 1t  x 
 x 2  2x 
1  t 2  1  t 3  0
2
2   1  t 
1

1  t 3
1
M X t    1  t   1  3t  6t 2  20t 3  ....
3

1  t 3

  r

r 1 1

E X   x f x  dx   x x 2 e  x   x r  2 e  x 
r  2!
r


0 0
2 20 2
Mean = E(X) = coeff of t = 3
E(X2) = coeff of t2 * 2 ! = 12
Variance = 12 – 9 = 3
15. If the moments of a random variable ‘X’ are defined by
E X r   0.6, r  1,2,3.... Find the probability distribution of X.
Solution:
   
E X r  coefficien t of t r in M x t  r! 
coefficien t of t r in M x t  
 
E Xr
r!
 
Note that E X 0   x 0 p  x    p  x   1

Hence M x t  
  E Xr r
   E Xr r
 r!
r  0 ,1, 2 , 3...
t  E X 0
  r! t
r 1, 2 , 3...

0 .6 r
 1 
r 1, 2 , 3.. r!
t

 t2 t3 
 1  0.6 t    ...
 2! 3! 
 t2 t3 
 0.4  0.6  0.6 t    ...
 2! 3! 
 t2 t3 
 0.4  0.6 1  t    ...
 2! 3! 
 0 .4  0 . 6 e t

Also , M x t    e tx p  x   p 0   e t p1  e 2t p 2   e 3t p 3

x

On comparison p  X  0   0.4, p  X  1  0.6 and p X  2   0

1
 , for 0  x  k
16. A random variable X has density function given by f x    k

 0, otherwise

Find (i) MGF (ii) rth moment (iii) mean (iv) variance
Solution:
Note that it is p.d.f of uniform distribution.

(i ) MGF  M X t    e tx f x dx

k
1
  e tx dx
0
k
k
1  e tx 
  
k  t 0
1  e tk  1 
  
k  t 
Expanding in powers of ‘t’ we have
 1  e tk  1  1  kt kt  kt3  ....  1
2
MGF  M X t      1     
k  t  kt  1! 2! 3!  
1  kt kt  kt  
2 3
     ...
kt  1! 2! 3! 
kt kt  kt  ...
2 3
 1  
2! 3! 4!
Comparing the coefficients of ‘t’,’t2’,’tr’ we have

 
r r
ii E X r  r!* coefficien t of t r in MGF  r!k  k
r  1! r  1
(iii ) Mean  E  X  
k
2

   
2
k2 k2 k2
iv E X 2  k Variance  E X 2  E  X  
2
 
3 3 4 12
17. If the probability density function of the random variable X is given by
21  x , 0  x 1
f x    (i) Find the rth moment (ii) Also evaluate
 0, elsewhere
E[(2x+1)2].
Solution:
 
(i ) E X r   x r f  x  dx

1
  x r 21  x  dx
0

 
1
 2  x r  x r 1 dx
0
1
 x r 1 x r  2 
 2  
r 1 r  20
 1 1 
 2  
r 1 r  2
2

r  1r  2
   
(ii ) E 2 X  1  E 4 X 2  4 X  1
2

 4E X    4E  X   E 1
2

2 2
4 4 1
2  12  2 1  11  2
2 4
  1
3 3
1

3
18. Find the probability distribution of the total number of heads obtained in four
tosses of a balanced coin. Hence obtain the MGF of X, mean and variance.
Solution:
The Sample space of tossing 4 coins is given by
HHHH HHHT HHTH HTHH THHH HHTT HTHT HTTH THHT TTHH
THTH HTTT THTT TTHT TTTH TTTT
Hence the probability distribution is given by
X 0 1 2 3 4
1 4 6 4 1
p( X )
16 16 16 16 16
4Cx
In general, p X  x   OR
16
X = number of heads in tossing 4 coins = 0,1,2,3,4
Probability of getting a head p = ½ q = ½
Hence the p.m.f is given by (using Binomial distribution)
x 4 x 4
1 1 1 4Cx
p X  x   4C x      4C x   
 2  2  2 16
MGF  M X t    e tx px 

4
4Cx
  e tx 16
x 0

1 4 tx
  e 4C x
16 x 0
1 t0

16

e 4C 0  e t1 4C1  e t 2 4C 2  e t 3 4C3  e t 4 4C 4 

1
16

4C 0 e t 0 14  4C1e t 13  4C 2 e 2t 12  4C3 e 3t 1  4C 4 e 4t 10 

1 t
16
e 1  4

Differentiating twice with respect to ‘t’
M X  t  
4 t
16
 3
e  1 et 
M X  t  
12 t
16
 2

e  1 e 2t 
4 t
16
3
e  1 et  
Put t = 0 above
E  X   M  0X 
4 0
16
 3
e  1 e0  2 
 
E X 2  M X  0 
12 0
16
 2
e  1 e0 
4 0
16
 3
e  1 e0  5  
Mean  E  X   2
 
Variance  E X 2  E  X 2  5  4  1
19. The first four moments of a distribution about X = 4 are 1,4,10 and 45
respectively. Show that the mean is 5, variance is 3, 3=0 and 4=26.
Solution:
Given    1    4
1 2    10    45
3 4
1  0
Mean  1  X about which moments are found   1  4  5

Variance  2   2  1  4  1  3
2

 3   3  3 2 1  31 1  1  10  12  3  1  0

2 3

 4   4  4 3 1  6 2 1  41 1  1  45  40  24  4  1  26

2 3 4

PROBABILITY DISTRIBUTIONS
20. In a book of 520 pages, 390 typographical errors occur. Assuming Poisson law,
for the number of errors per page, find the probability that a random sample of 5
pages will contain no error.
Solution:
The Success event here is finding a page with an error
X is the number of pages with error
390 39
Probability of success p  
520 52
Experiment is repeated n  5 pages
 39
  np  5  3.75
52
Pr obability that a page has no error  pnumber of pages with error  
 p X  0
e   0
 e 3.75  0.02375

0!
21. Find the MGF of a Poisson variable. Hence find its mean and variance.
Also,Deduce that the sum of tow independent Poisson variables is a Poisson
variate.

Solution:

The probability mass function of a Geometric variable is given by

e  x
P X  x   , x  1,2,3,...
x!

MGF  M X t    e tx px 
x 1

e   x
  e tx
x 1 x!



e  e t   x

x 1 x!

e 


e 
t x

x 1 x!

e  

1
e t

     
e t
2

e t
3 
 ...
 1! 2! 3! 
 
x x2
 e  e e  e  e 1
t t
1   ...  e x
1! 2!

Differentiating twice with respect to ‘t’

M X  t   e  e 1e t
t

M  t 
X
t
 
 e  e 1 e t e t  e  e 1 e t
t
 
Put t = 0 above
E  X   M X  0  e  e 1
0
e 0  
 
E X 2  M  0
X  e  e
0
1
e e
0 0
 e  e
0
1
e   
0 2

Mean  E  X   
 
Variance  E X 2  E  X 2  2    2  

Let X be a Poisson variate with parameter 1 and Y be another independent Poisson

variate with parameter  2 . Since X and Y are independent, MGF of their sum is
Product of individual MGF’s
M X Y t   M X t  M Y t 
 e 1 e 1e 2 e 1 which is MGF of a Poisson variable with parameter 1 2 
t t

 e 1 2 e 1

t

22. If X1 and X2 are independent random variables each having geometric

distribution q x p, x  0,1,2,3... Show that the conditional distribution of X1 given
X1 +X2 is uniform.
Solution:
p X 1  n  X 1  X 2  n  m  p A  B 
p X 1  n | X 1  X 2  n  m   p A | B  
p X 1  X 2  n  m  p B 
p X 1  n  X 2  m 

p X 1  X 2  n  m 
p X 1  n  p X 2  m 
 X 1 , X 2 are independen t
p X 1  X 2  n  m 
qn p qm p
  p
q m n p
p X 1  n | X 1  X 2  n  m   p
Which is the probability mass function of Uniform distribution in discrete case.

23. Define Gamma distribution and find its MGF,mean and variance.
Solution:

A Random variable is said to follow Gamma distribution, if its probability density

k k 1 x
function is given by, f x   x e , x0
k
MGF  M X t    e tx f x dx


k
  e tx x k 1e x dx
0
k
 
k k 1  t x
k 
 x e dx
0
 k 1
 k
 u 
u    t x
du
    e u put
k 0    t    t 

k 1 k 1 u
du    t dx
k   t  0
 u k
e du

k 1
 k
k   t k
k
k   
   
  t k  t
Expanding in powers of ‘t’

k
 
 1 k 
  
MGF  M X t      
 t  t 
1 
  
k
1  t
  1  
 t
k
 
1  
 
k k  1  t  k k  1k  2  t 
2 3
t
 1 k        ...
 2  6 
Taking the coefficients of ‘t’ and ‘t2’
Mean  E  X   coefficien t of t 
k

k k  1
 
E X 2  2!coefficien t of t 2  2
2 2

k2
 2

k
2

 
Variance  E X 2  E  X 2 
k2
2

2
k

k2
2

k
2
24. Find the MGF of Geometric distribution and hence find its mean and variance.
Solution:

The probability mass function of a Geometric variable is given by

P X  x   q x1 p, x  1,2,3,...

MGF  M X t   e tx
px 
x 1

  e tx q x 1 p
x 1

 e t q 0 p  e t 2 q 1 p  e t 3 q 2 p  e t 4 q 3 p  ....
 e t q 0 p  e t 2 q 1 p  e t 3 q 2 p  e t 4 q 3 p  ...

 pe t 1  qe t  q 2 e 2t  q 3 e 3t  ... 

 pe t 1  qe t  qe t    qe 
2 t 3
 ... 
t
pe 1
 1  x  x 2  ... 
1  qe t 1 x
Differentiating twice with respect to ‘t’


M X t  
1  qe pe  pe  qe 
t t t t

1  qe  t 2

pe t

1  qe  t 2


M X t  
1  qe  t 2

pe t  pe t 2 1  qe t  qe t  
1  qe  t 4

Put t = 0 above
  pe 0 1
E  X   M X 0 
p p
   
1  qe  0 2
1  q  2
p 2
p

   M 0
E X 2 

1  qe  0 2

pe 0  pe 0 2 1  qe 0  qe 0  
X
1  qe 
0 4


1  q  2
p  p 21  q  q 
1  q 4
p3  2 p2q 1 q
 4
 2 2
p p p
1
Mean  E  X  
p
p  2q  1
 
Variance  E X 2  E  X  
2 1 q 1
2 2  2 
p p p p2
p  1  2q 2q  q q
 2
 2
 2
p p p

25. The probability of a component’s failure is 0.05. Out of 14 components what is

the probability that (i) atmost 3 will fail (ii) atleast 3 will fail?
Solution:

Component’s failure is taken as success event.

So, probability of success = p= 0.05
Since the experiment is repeated n =14 times we shall apply Binomial or Poisson
distribution to calculate the required probability.
X = number of failed components
Assuming Poisson distribution
  np  14 * 0.05  0.7
(i ) P X  3  P0  P1  p2  P3
e 0.7 0.7  e 0.7 0.7  e 0.7 0.7  e 0.7 0.7 
0 1 2 3
   
0! 1! 2! 3!
 0.7  0.7  0.7  0.7  
0 1 2 3
 e 0.7     
 0! 1! 2! 3! 
 0.49661  0.7  0.245  0.0572
 0.9943
(ii ) P X  3  P3  P4  P5  ...
 1  P X  3
• 1  P0  P1  p2
 e 0.7 0.7 0 e 0.7 0.7 1 e 0.7 0.7 2 
 1    
 0! 1! 2! 
 0.7 0 0.7 1 0.7 2 
 1  e 0.7    
 0! 1! 2! 
 1  0.49661  0.7  0.245
 0.0341
26. In each of the following case MGF of X is given. Determine the probability
distribution of X and hence its mean.
7 n
1 3   
(i) M X t    e t   (ii ) M X t    
4 4  t 
Solution:
(i)The first MGF is of the form of Binomial distribution

M X t   pe t  q 
n
On comparison we have
1 3
p q n7
4 4
x 3 x
1  3
So its probabilit y distributi on is p X  x   7C x     , x  0,1,2,3..,7
 4  4
7
So its mean  np 
4
(ii) The second MGF is of the form of Gamma distribution
n
  
M X t    
 t
n
So, its probabilit y mass function is f x   x n1e x , x  0
n
n
its mean 

27. VLSI chips essential to the running of a computer system, fail in accordance with
Poisson at the rate of one chip in about 5 weeks. If there are two spare chips on
hand, and if a new supply will arrive in 8 weeks, what is the probability that
during the next 8 weeks the system will be down for a week or more owing to
lack of chips.
Solution:
 1
average number of failures    0.2
5
Psystem will be down   Pmore than 2 failures 
 P X  2
 1  P X  0,1,2
 e  0 e  1 e  2 
1     
 0! 1! 2! 
 0.2 0.2 2 
1  e 0.2 1   
 1! 2! 
1  e 0.2 1.22  0.00115
28. Derive the mean and variance of Binomial distribution with parameters n and p.
Solution:
The probability mass function of Binomial distribution is given by
P X  x   nC x p x q n x , n  0,1,2..., n

MGF  M X t    e tx px 

n
  e tx nC x p x q n  x
x 0

  nC x  pe t  q n  x
n
x

x 0

nC  pe t 0 q n 0  nC  pe t 1 q n 1 

0 1

nC 2  pe t  q n  2  ....  nC n  pe t  q n  n
2 n

  pe t  q  , a  b   a n  nC1a n1b  ...  b n

n n

Differentiating twice with respect to ‘t’

M X t   n pe t  q  pe t
 n 1

M X t   nn  1 pe t  q   pe t   n pe t  q  pe t
 n2 2 n 1

Put t = 0
 
M X 0  E  X   n pe 0  q 
n 1

pe 0  n p  q  p  np

 
M X 0  E X 2  nn  1 pe 0  q
n2 2

pe 0  n pe 0  q     
n 1
pe 0
 nn  1 p  q   p 2  n p  q n1 p
n2

 nn  1 p   np
2

 np   np 2  np
2

Mean  E  X   np
 
Variance  E X 2  E  X   np   np 2  np  np   np1  p   npq
2 2 2

The life time X in hours of a component is modeled by a Weibull distbn

with   2 . Starting with a large no.of components , it is observed that
15 % of the components that have lasted 90 hrs fail before 100 hrs.
Find the parameter 
Soln: The pdf of Weibull distbn is given by

f ( x)  x  1e  x , x  0
 2 x e  x
2
, x0

px  100 x  90  15%  0.15

px  100 and x  90
 0.15
px  90
p90  x  100 
 0.15
px  90
100

 2 x e
 x 2
dy
90

 0.15
 2 x e
 x 2
dy
90

 d e 
100

e 
 x 2
100
 x 2
90
 0.15  90
 0.15
 d e

 x 2
 e   x 2

90

90

 1  e 1900  0.15
   0.0000855

34. Each of the 6 tubes of a radio set has life length (in years) which may be considered
 as a weibull r.v. with parameters   25,   2 . If these tubes function independently
of one another , what is the probability that no tube will have to be replaced during the
first 2 months of service ?
Soln:
The pdf of Weibull distbn is given by

f ( x)  x  1e  x , x  0
 (25)(2) x e  25 x
2
, x0
 50 x e  25 x
2
, x0
 1
p[ a tube is not to be replaced during first 2 months] = p  x 
 6 

 
  25
 1
p  x     50 x e 25 x dy    d e 25 x  e
2 2
6
 0.0155
 6 1 1
6 6

35. If the life (in years) of a certain type of car has a Weibull distbn with parameters
  2 .,find the value of  given that the life of the car exceeds 5 years is e 0.25 .
For these values of  and  , find the mean and variance of X.
Soln: The pdf of Weibull distbn is given by

f ( x)  x  1e x , x  0
 2  x e x
2
, x0

Given that px  5  e 0.25


  2 x e x dy  e 0.25
2

 e

   d e  x  0.25
2


  e  x
2


5  e 0.25
1
 e  25  e 0.25  
100
For the Weibull distbn with parameters  and  ,
 1

Mean    1 

  1 
1
 1  2
   1 1
 100  2

1
 100 2 3   10 * *   5 
1

2 2

2    
2

Variance   

 2     1    
   1    1  
2
 1  2
    
2
   
 2 2 1   12 1  
 100   
 2

 100 2     1   
  2 
 1  
2
 
 1001       1001  
  2    4

MISCELLANEOUS PROBLEMS

29. The density function of a random variable X is given by

f ( x)  kx2  x, 0  x  2 . Find k, mean , variance and rth moment.
Solution:

2 2
 f x  dx  1  kx2  x  dx  1
0 0
2
2  2 3
 2
 x 
k   2 x  x  dx  1 k x  1
 3 
0 
 0
 8 3
k 4    1 k
 3 4
 2 r
 3
 r   x x2  x  dx
4
0
3 2  r 1 r 2 
  2 x x  dx
4  
0
2
 r 2 r 3   r 3 r 3 
3 x x  3 2 2 
 2   
4 r 2 r 3 4 r 2 r 3
 0  
3 r 3  1 1   r 1
 2     6 2 
4  r  2 r  3   r  2r  3
 1  2 
12 24 6
put r = 1,2 1  
34 45 5
6 1
Mean = 1 and variance =  2   2   1 
1 5 5
30. The monthly demand for Allwyn watches is known to have the following
probability distribution.
Demand: 1 2 3 4 5 6 7 8
Probability:0.08 0.3k 0.19 0.24 k2 0.1 0.07 0.04
Determine the expected demand for watches. Also, compute the variance.
Solution:
 P( x) 1
2
(0.08)  (0.3k )  (0.19)  (0.24)  (k )  (0.1)  (0.07))(0.04)  1
2
k  0.3k  0.28  0  k  0.4
E ( X )   x P( x)  (1)(0.18)  (2)(0.12)  (3)(0.19) 
(4)(0.24)  (5)(0.16)  (6)(0.1)  (7)(0.07)  (8)(0.04)
 4.02 is the mean

2 2
E( X )   x P( x)  (1)(0.18)  (4)(0.12)  (9)(0.19) 
(16)(0.24)  (25)(0.16)  (36)(0.1)  (49)(0.07)  (64)(0.04)
 19.7
2 2 2
Variance  E ( X )  E ( X )  19.07  4.02  3.54
31. The distribution of a random variable X is given by
x
F ( X )  1  (1  x) e , x  0 .Find the rth moment, mean and variance.
Solution:
(i)
 f ( x)  F x 
  x    x 
 0  1  x   e   1 e 
    
x
 xe , x0
(ii)

 r
E  X    r    x f ( x) dx
r
  0
 r x
 x xe dx
0
 r 1  x
 x e dx
0
 r  1!
(iii) E  X   1  1  1!  2
 2  2
(iv) E  X    2  2  1!  6 Variance = E  X   E ( X ) 2
2
   
32. Suppose that the duration ‘X’ in minutes of long distance calls from your home,
x

1 5
follows exponential law with p.d.f f ( x)  e , x  0 . Find p(X > 5),
5
p(3≤X≤6),mean and variance.
Solution:


x  x
    1
1 5
(i) p( X  5)   f ( x) dx   5 e dx   e 5   e
5 5  
 5
6

x  x
6 6   1.2  0.5
1 5
(ii) p(3  X  6)   f ( x) dx  5 e dx   e 5    e e
3 3  
 3
(iii)
x
  
1 5
E( X )   xf ( x) dx   5 xe dx
0 0
 
 
x

x 
1 
  xe 5 5  e 5 25
5 
 0
1
 0  25  5
5
x
 2  
2 1 2 5
(iv) E ( X )  x f ( x) dx  5 x e dx
0 0


 
x

x

x 
1 2 5 
  x e 5  2 xe 5 25  2e 5 125
5 
 0
1
 0  250  50
5
 2 2
Variance = E  X   E ( X ) 50  25  25
 
33. A random variable X has the following probability distribution.
X: 0 1 2 3 4 5 6 7
f(x): 0 k 2k 2k 3k k2 2k2 7k2+ k
Find (i) the value of k (ii) p(1.5 < X < 4.5 | X > 2) and
1
(iii) the smallest value of λ such that p(X≤λ) > .
2
Solution:
 P( x) 1
2 2 2
0  k  2k  2k  3k  k  2k  7k k 1
2 1
10k  9k  1  0  k   1,
10
1
k  0.1
10
A  1.5  X  4.5  2,3,4
B  X  2  3,4,5,6,7
(ii) A  B  3,4
p A  B  p(3,4)
p(1.5  X  4.5 | X  2)  p A | B   
p B  p(3,4,5,6,7)
 5
2k  3k 5k 5
   10 
2 2 2 2 7 7
2k  3k  k  2k  7k  k 10k  6k
10
(iii)
X p(X) F(X)
0 0 0
2 2k = 0.2 0.3
3 2k = 0.2 0.5
4 3k = 0.3 0.8
5 k2=0.01 0.81
6 2k2 = 0.02 0.83
7 7k2+k = 0.17 1.00
1
From the table for X = 4,5,6,7 p(X) > and the smallest value is 4
2
Therefore λ = 4.
34. Find the MGF of triangular distribution whose density function is given by
 x, 0  x1
2  x , 1  x  2

f ( x)   .Hence its mean and variance.
 0, elsehwere


Solution:

 tX 
M X t   E  e    e f x  dx
tx
  
1 tx 2 tx
 e x dx   e 2  x  dx
0 1
1 2
 tx tx   tx tx 
 2  x    1
 e e   e e 
 x 
 t 2   t 2 
 t 0  t 1

t t 2t t t
e e 1 e e e
     
t 2 2 2 t 2
t t t t
2t t
 2e  1
M X t  
e
2
t
expanding the above in powers of t, we get
  2 3 4 
1  2t  4t  8t  16t  ... 
2t t  2! 3! 4!  
e  2e  1 1  
M X t     
t   
2 2 2 3 4
t t t t  
 21  t     .  1 
  2! 3! 4! 
 
 2 3 4 
1  2t 6t 14t 
    ...
2  2! 3! 4! 
t  
2 3
7t t
 1 t    ....
12 4
Mean = E(X) = (coefficient of t) 1! = 1
7
E(X2) = ( coefficient of t2)2! =
6
1
Variance = E(X2) - E(X)2 =
6
1 x
35. Find the MGF of the RV X, whose pdf is given by f ( x)  e ,  x.
2
Hence its mean and variance.
Solution:

 tX 
M X t   E  e    e f x  dx
tx
  
0 tx x  tx  x
 e e dx   e e dx
 0
0 t 1x   1 t x
 e dx   e dx
 0

 t 1x    1 t x 
0
e e
   
 t  1    1  t  
    0

1 1 1  1 2 4
M X t       1  t  t  ....
2 1  t 1  t  2
1 t
Mean = E(X) = (coefficient of t) 1! = 0
E(X2) = ( coefficient of t2)2! =2
Variance = E(X2) - E(X)2 = 2
 1
36. The p.m.f of a RV X, is given by p( X  j )  , j  1,2,3... Find MGF, mean
j
2
and variance.
Solution:
M X t   E etX    e tx
p( x)

1
 e
x 0
tx

2x
x

 et 
   
x 0  2 
2 3 4
 et   et   et   et 
             ....
2 2 2 2

et   et   et
2 3
  et   et 
4

 1              ..
2   2  2  2 2 
 
et1 et
 
2 et 2  et
1
2
Differentiating twice with respect to t
 t  t  t  t 
 2  e  e   e   e  t
M  t        
2e
X 2 2
 t  t
2  e  2  e 
   

2
 t  t t  t  t
 2  e   2e   2e 2 2  e   e  t 2t
       4e  2e
M X t   
4 3
 t  t
2  e  2  e 
   
put t = 0 above E( X )  M X 0  2
 
E X 2  M X 0  6
 
Variance  E X 2  E  X   6  4  2
2

 x
37. Find MGF of the RV X, whose pdf is given by f x   e , x  0 and hence
find the first four central moments.
Solution:

 
M X t   E e tX   e f x  dx
tx



  e tx e  x dx
0

   e   t x dx
0

 e    t  x 
  
    t  0


  t 
Expanding in powers of t

2 3
1 t t t
M X t     1           ...
  t  1   t    
 

Taking the coefficient we get the raw moments about origin
1
E  X   coefficien t of t 1! 

 2  2 2
E  X    coefficien t of t 2! 
    
2

  
E X 3  coefficien t of t 3 3!   6
3
  
E X 4  coefficien t of t 4 4!   24
4
 and the central moments are
1  0
2
 2   2  2C11 1  1
2 1 1 1
 2  
2 2 2 2
   
2 3
 3   3  3C1 2 1  3C 2 1 1  1
6 2 1 1 1 1 2
 3 3  
3 2   2 3 3
    
2 4 4
 4   4  4C1 3 1  4C 2  2 1  4C3 1  1
24 6 1 2 1 1 1 9
 4 6 4  
4 3  2 2 4 4 4
      
1
38. If the MGF of a (discrete) RV X is t find the distribution of X
5  4e
and p ( X = 5 or 6).
Solution:
1 1
M X t   
5  4e t
 4e t 
51  
 5 
1   4e t 
2 3
  4e t   4e t 
 1           ...
5  5   5   5  


By definition
 tX 
M X t   E  e  
tx
 e p ( x)
 
t0 t t2
1  e p(0)  e p(1)  e p(2)  ...
On comparison

1 4 16 64
p(0)  p1  p2  p3 
5 25 125 625
 r
1  4
In general p X  r     , r  0,1,2,3
5 5
p X  5 or 6  p X  5  p X  6
5 6
1  4 1  4
     
5 5 5 5
5
1  4  4
   1  
5 5  5
5
9  4
  
25  5 
 3x
39. If X has the probability density function f x   k e , x0
Find (i) k (ii) p(0.5 ≤X≤1) (iii) Mean of X.
Solution:

(i )  ke 3 x dx  1
0

 e  3x 
k   1
 3 
0
1
k 1
3
k 3
1
(ii ) p(0.5  X  1)   f ( x) dx
0.5
1
 3 x dx
  3e
0.5
1
  e  3x 
 3 
 3 
0.5
  e  3  e 1.5
 
(iii ) Mean  E  X    x f ( x) dx
0

  3x e  3 x dx
0

 e  3x e  3x 
 3  x  
 3 9 
0
1 1
 3  
9 3
1
 , x2
40. If a RV X has the pdf f ( x)   4 .

0, otherwise
Obtain (i) p(X <1) (ii) p( X >1) (iii) p( 2X+3 > 5)
(iv) p ( X < 0.5 | X < 1
Solution:
1
(i) p( X < 1) =  dx  x 2 
1 1 1 3
2
4 4 4
1
1 1 1
(ii) p( X ≤1) =  4 dx  4 x 
1
1
1
2
1
Hence p( X >1)= 1 - p( X ≤1) =
2
3 1
(iii) p( 2X+3 > 5) = p( X > 1 ) = 1- p( X ≤1) = 1- =
4 4
p( X  0.5  X  1)
(iv) p ( X < 0.5 | X < 1) =
p( X  1)
p( 0.5  X  0.5  X  1)
= p( X  1)

p( 0.5  X  0.5 )

=
p( X  1)
1
1
 4 dx x
1
0.5
 0.5 1
=  
3 3 3
4
41. If X has the distribution function
 0, x 1
1
 , 1 x4
3
1
F x    , 4 x6
2
 5 , 6  x  10
6
1, x  10
(1) Probability distribution of X (2) p(2<X<6) (3) Mean (4) variance
Solution:
(1)As there is no x terms in the distribution function given is a discrete
random variable. Hence the probability distribution is given by
X 1 4 6 10
1 1 1 5 1 5
p( X )   1
3 2 3 6 2 6
1 1 1 1

3 6 3 6
1
(2) p(2<X<6) = p(4) =
6
1 1 1  1  14
(3) Mean = E(X) = x p( x)  1   4   6   10  
 3  6  3  6 3
1 1 1  1  95
(4) E(X2) =  x 2 p( x)  1   16   36   100  
 3  6  3  6 3
95 196 89
Variance = E(X2) – E(X)2 = - =
3 9 9
42. A continuous random variable X has the distribution function
 0 : x 1

F ( x)  k 1  x  : 1 x  3
4

 0 : x 3

Find k, the probability density function f(x) and P(X <2).
Solution:
Since it is a distribution function
F ()  F (3)  1
k 3  14  1
1
k 
16

The density function is f x   F x  

1
41  x  
3 1  x  , 1  x  3
3

16 4
1
p(X < 2) = F(2) = 2  14  1
16 16
 43. If the cumulative distribution function of a R.V X is given by
 4
1  2 , x  2
F x    x find (i) P(X < 3) (ii) P(4 < X < 5) (iii) P ( X ≥3).

 0, x  2
Solution:
4 5
(i) P(X < 3) = F(3) = 1  
2 9
3
 4
(ii) P( 4 < X < 5) = F(5) - F(4) = 1  2  -
 5 
   4 
1  4   21  3  9 (iii) P ( X ≥3) = 1- F(3) = 1 - 1  = 1-
 2  25 4 100  2
 4   3 
5 4
=
9 9

44. Find the recurrence relation for the moments of the Binomial distribution.
Soln: The k th order central moment is given by

  
 k  E X  X   E  X  n p k
k

n
   x  n p  p ( x)
k

x 0
n
  x  n p  n c x p x q n x
k

x 0

x  n p  
n
k   nc p x q n  x              (1)
k
x
x 0
Differentiating (1) w.r.to p,we have
d k
k x  n p  
(n) p x q n  x   x  n p  x. p x 1 q n  x  p x (n  x)q n  x 1 (1) 
n
 nc x
k 1 k

dp x 0

n n
 nk  n c x x  n p  p q   n c x  x  n p k p x 1 q n  x 1 xq  (n  x) p 
k 1 x n  x

x 0 x 0

n n
p x q n x
 nk  n c x x  n p  p q   n c x x  n p 
k 1 x n  x k
x( p  q)  np 
x 0 x 0 p q

n
p x q n x
 nk k 1   n c x x  n p 
k
x  np 
x 0 p q

1 n
 nk k 1  nc
pq x 0 x x  n p k 1 p x q n x

1
 nk k 1   k 1 , by (1)
pq
 d 
  k 1  pq  k  nk k 1 
 dp 
This is the recurrence relation for the moments of the Binomial distribution

45. Prove that poisson distribution is the limiting case of Binomial distribution.
(or)
Poisson distribution is a limiting case of Binomial distribution under the
following conditions
(i) n , the no.of trials is indefinitely large , i.e, n  
(ii) p, the constant probability of success in each trial is very small ,i.e p  0
  
(iii) np   is inf inite or p  , is positive real
and q  1 
n n
Soln: If Xis binomial r.v with parameter n & p ,then
p( X  x)  n c x p x q n  x , x  0,1,2,....n
n!
 p x (1  p) n  x
(n  x)! x!
n x
n(n  1)(n  2)....(n  ( x  1))(n  x)!      
x

   1  
(n  x)! x! n  n
x
n(n  1)(n  2)....(n  ( x  1))         
x n

   1   1  
x! n  n  n
x
x  x  1     
n
 1  2
 n.n 1   n1  .....n1   1   1  
n x!  n   n 
x
 n   n  n
x
x 
1   2   x  1      
n

 1   1  .....1   1    1  
x!  n   n   n   n  n

Taking limit as n   on both sides

x
x  1   2   x  1     
n

lim p( X  x)  lim 1   1  .....1   1   1  

n  n 
x!  n   n   n   n  n
x
  1   2   x  1    
x n

 lim 1   1  .....1   lim 1   lim 1  

x! n   n  n   n  n   n n   n

 
 
x x
e
 (1.1....1) . e  .1  , x  0,1,2,.....
x! x!
e  x
 p ( X  x)  , x  0,1,2,..... and it is poisson distbn.
x!
Hence the proof.

46. Find the recurrence relation for the central moments of the poisson distbn. and
hence find the first three central moments .
Soln: The k th order central moment  k is given by
 k  E X  X   E  X   k
k


   x    p ( x)
k

x 0


. x
 x   
k e
 k           (1)
x 0 x!
Diff. (1) w.r.to  we have
  e   . x x    
k 1
d k
 

  k  x    k 1
( 1)  e  .x x 1  (e  ). x 
d x 0  x! x! 
 

. x 
. x 1
 k  x      x   
k 1 e k e
(x  )
x 0 x! x 0 x!

e  . x
  k k 1   x   
k 1
by (1)
x 0 x !
1
  k k 1   k 1

 d 
  k 1    k  k k 1               (2)
 d 
which is the recurrence formula for the central moments of the poisson distbn.

since  0  1 and 1  0
put k= 1 in (2)
d 
11    1  111 
 d 
d 
   (0)  1 0 
 d 
2  

put k= 2 in (2)
d 
 21     2  2 21 
 d 
d 
   ( )  2  1 
 d 
 3   (1  0)


47. Prove that the sum of two independent poisson variates is a poisson variate,
while the difference is not a poisson variate.

Soln: Let X 1 and X 2 be independent r.v.s that follow poisson distbn. with
Parameters 1 and  2 respectively.
Let X  X 1  X 2
 p ( X  n)  p ( X 1  X 2  n)
n
  pX 1  r . pX 2  n  r  sin ce X 1 & X 2 are independen t
r 0
nr
e 1 .1 e 2 .2
n r

 .
r 0 r! (n  r ) !
.1 1 n !.
n r

e  1
e  2
 .
r 0 r ! n ! (n  r ) !
2 nr

e ( 1 2 ) n
n !.
  . r ! (n  r ) !  2 nr
r
1
n! r 0
 ( 1  2 )
e n
e ( 1  2 )
 . n cr 1 2
nr
  (1  2 ) n
r

n! r 0 n!

This is poisson with parameter ( 1 +  2 )

(ii) Difference is not poisson
Let X  X 1  X 2
E ( X )  EX 1  X 2 
 E( X 1 )  E( X 2 )
 1  2

E( X )  E X 1  X 2 
2
 2

 E X  X  2 X X 
2 2
1 1 1 2

 E X   E X   2 E X E X 
2 2
1 2 1 2

 (1  1 )  (2  2 )  2(12 )

2 2

 (1  2 ) 2  (1  2 )
 (1  2 ) 2  (1  2 )
It is not poisson.

48. If X and Y are two independent poisson variates , show that the conditional
distbn. of X, given the value of X+Y is Binomial.
Soln: Let X and Y follow poisson with parameters 1 and  2 respectively.
 pX  r and X  Y  n
p X  r X  Y  n  
p X  Y  n 
pX  r . pX  Y  n
 by independen t
p X  Y  n 
e  1 .1r e   2 .2 n  r
.
r! (n  r ) !

e  (1   2 ) .(1  2 ) n
n!
n! e  1 . r .e   2 . n  r
1 2

r !( n  r ) ! e  1  
e 2 ..(1  2 ) n
1r .2 n  r
 n cr
(1  2 ) r .(1  2 ) n  r
r nr
 1   2 
 n cr      n cr p r q n  r
 1  2   1  2  .
1 2
where p and q 
1  2 1  2
This is binomial distbn.

49. It is known that the probability of an item produced by a certain machine will be
defective is 0.05. If the produced items are sent to the market in packets of 20,
find the no. of packets containing atleast ,exactly,atmost 2 defectives in a consignment
of 1000 packets using poisson.
Soln: Give n = 20 , p = 0.05 , N = 1000
Mean   n p  1
Let X denote the no. of defectives.
e   . x e 1 .1x e 1 .
p X  x     x  0,1,2,...
x! x! x!
px  2  1  px  2
1   p( x  0)  p( x  1)
 e 1 e 1  1
 1     1  2 e  0.2642
 0! 1! 
Therefore , out of 1000 packets , the no. of packets containing atleast 2 defectives
 N . px  2  1000 * 0.2642  264 packets
e 1
(ii) px  2   0.18395
2!
Out of 1000 packets,=N*p[x=2]=184 packets
(iii)
px  2  p[ x  0]  p[ x  1]  p[ x  2]
e 1 e 1 e 1
    0.91975
0! 1! 2!
For 1000 packets = 1000*0.91975=920 packets approximately.

50. The atoms of radio active element are randomly disintegrating. If every gram of
this element , on average, emits 3.9 alpha particles per second, what is the
probability during
the next second the no. of alpha particles emitted from 1 gram is
(i) atmost 6 (ii) atleast 2 (iii) atleast 3 and atmost 6 ?

Soln: Given   3.9

Let X denote the no. of alpha particles emitted
(i ) p ( x  6)  p ( x  0)  p ( x  1)  p ( x  2)  ......  p ( x  6)
e 3.9 (3.9) 0 e 3.9 (3.9)1 e 3.9 (3.9) 2 e 3.9 (3.9) 6
    ...... 
0! 1! 2! 6!
 0.898

(ii ) p( x  2)  1  p( x  2)
 1   p( x  0)  p( x  1)
 e 3.9 (3.9) 0 e 3.9 (3.9)1 
1    
 0! 1! 
 0.901

(iii ) p(3  x  6)  p( x  3)  p( x  4)  p( x  5)  p( x  6)
e 3.9 (3.9) 3 e 3.9 (3.9) 4 e 3.9 (3.9) 5 e 3.9 (3.9) 6
   
3! 4! 5! 6!
 0.645

51. Derive the Negative binomial distbn X~NB(k , p) where X is the no. of failures
preceeding the k th success in a sequence of Bernoulli trials and p = probability
of
success. Obtain the mgf , and hence mean and variance.

Soln: If repeated independent trials can result in a success with probability p,

And a failure with probability q=1-p,
Then the probability distbn of the r.v.X , the no. of failures preceeding the
k th success is given by
 pX  x  ( x  k  1) ck 1 p k q x , x  0,1,2,.....

Moment generating function(mgf)

M x (t )  E e tx   e tx p( x) 

  e tx ( x  k  1) c k 1 p k q x
x 0

 

 p k  ( x  k  1) c k 1 qe t
x

x 0

    (1  k  1) c qe   (2  k  1) c qe 
 p (k  1) c k 1 qe t
k 0
k 1
t 1
k 1
t 2

 .....
 p 1  k c
k
qe   (k  1) c qe   .......
k 1
t 1
k 1
t 2

 (k  1) ! 
 pk 1 
k!
(k  k  1) !(k  1) !
qe   t

(k  1  k  1) !
qe   ...... t 2

 
 k .(k  1) ! t (k  1) ! 
 p k 1  qe   
qe t   2
 ......
 1 !(k  1) ! 2 !(k  1) ! 
 k .(k  1) 
 p k 1 
k.
qe t    qe t   2
 ......
 1 !! 2!! 

 p k 1  qe t k


M x (t )  p k 1  qe t 
k

 d 
Mean  1   M x (t )
 dt  t 0
d
  p k 1  qe t  
k 

 dt  t 0
 
 p k  k 1  qe t 
 k 1

(qe t ) t 0


 p k kq1  q 
 k 1
 p k
k q p  k 1 
qk
p
qk
Mean =
p

Variance
 
2
Var ( x)   2   1 
 
 d2 
 2    2 M x (t )
 dt  t 0
d

   k 1  qe t
 dt
  k 1 
(qe t )  
 t 0
 
 k q p k e t (k  1) 1  qe t  k 2

(qe t )  e t 1  qe t 
 k 1

t 0


 k q p (k  1) q p
k k 2
p  k 1

 k (k  1)q 2 p  2  k q p 1

k 2q2 kq 2 kq
 
p2 p2 p

 
2
 Var ( x)   2   1 
 
2
k 2 q 2 kq 2 kq  q k 
 2  2   
p p p  p 
kq kq
 2
( p  q)  2
p p
kq
Variance  2
p

52. Establish the memoryless property of geometric distbn.

Soln: If X is a discrete r.v. following a geometric distbn.

 p( X  x)  pq x 1 , x  1,2,.....

p( x  k )   pq
x  k 1
x 1


 p q k  q k 1  q k  2  ...... 

 p q k 1  q  q 2  .....  p q k (1  q) 1 
1
 pq p k
q k

Now
px  m  n and x  m
px  m  n x  m 
p x  m 
px  m  n  q m n
 m  q n  px  n

p x  m  q
 px  m  n x  m  px  n
 53. If X 1 , X 2 be independent r.v. each having geometric distbn pq k , k  0,1,2,....
Show that th conditional distribution of X 1 given X 1  X 2 is Uniform distbn.

Soln:
pX 1  r and X 1  X 2  n
p X 1  r X 1  X 2  n  
p X 1  X 2  n 
pX 1  r and X 2  n  r 
 n

 p X
s 0
1  s and X 2  n  s 

pX 1  r . pX 2  n  r 
 n
by independen t
 p X
s 0
1  s . pX 2  n  s 

qr p qnr p qn 1
   , r  0,1,2,.....n
n n
n 1
q
s 0
s
p qns p q
s 0
n

1
(i.e) pX 1  r X 1  X 2  n  , this is uniform distbn
n 1

54. Suppose that a trainee soldier shoots a target in an independent fashion. If the
probability
That the target is shot on any one shot is 0.7.
(i) What is the probability that the target would be hit in 10 th attempt?
(ii) What is the probability that it takes him less than 4 shots?
(iii)What is the probability that it takes him an even no. of shots?
(iv) What is the average no. of shots needed to hit the target?

Soln: Let X denote the no. of shots needed to hit the target and X follows geometric
distribution with pmf pX  x  p q x1 , x  1,2,....
Given p=0.7 , and q=1-p=0.3
(i) px  10  (0.7)(0.3)
101
 0.0000138

(ii)
px  4  p( x  1)  p( x  2)  p( x  3)
 (0.7)(0.3)11  (0.7)(0.3) 21  (0.7)(0.3) 31
 0.973
(iii)
px is an even number   p( x  2)  p( x  4)  ........
 (0.7)(0.3)2 1  (0.7)(0.3)4 1  .....

 (0.7)(0.3) 1  (0.3)2  (0.3) 4 ....... 
       .......
 0.211  (0.3) 2  (0.3) 2
2


 0.21 1  (0.3) 2   (0.21) (0.91)
1 1

0.21
 0.231
0.91
1 1
(iv) Average no. of shots = E ( X )    1.4286
p 0.7

55. The number of personel computer (pc) sold daily at a computer world is
uniformly
distributed with a minimum of 2000 pc and a maximum of 5000 pc. Find
(1) The probability that daily sales will fall between 2500 and 3000 pc
(2)What is the probability that the computer world will sell atleast 4000 pc’s?
(3) What is the probability that the computer world will sell exactly 2500 pc’s?

Soln: Let X~U(a , b) , then the pdf is given by

1
f ( x)  , a xb
ba
1
 , 2000  x  5000
5000  2000
1
 , 2000  x  5000
3000
(1)
3000
p2500  x  3000   f ( x) dx
2500

x
3000
1 1 3000
 
2500
3000
dx 
3000 2500

1
 3000  2500  0.166
3000

(2)
5000
px  4000   f ( x) dx
4000

x
5000
1 1 5000
 
4000
3000
dx 
3000 4000

1
 5000  4000  0.333
3000
 (3) px  2500  0 , (i.e) it is particular point ,the value is zero.

56. Starting at 5.00 am every half an hour there is a flight from San Fransisco airport
to Losangles .Suppose that none of three planes is completely sold out and that they
always have room for passengers . A person who wants to fly to Losangles arrive at
a random time between 8.45 am and 9.45 am. Find the probability that she waits
(a) Atmost 10 min (b) atleast 15 min

Soln: Let X be the uniform r.v. over the interval (0,60)

Then the pdf is given by
1
f ( x)  , a xb
ba
1
 , 0  x  60
60
(a) The passengers will have to wait less than 10 min. if she arrives at the airport
 p(5  x  15)  p(35  x  45)
15 45
1 1
  dx   dx
5
60 35
60


1
60
x  601 x
15

5
45

35

1

3
(b)The probability that she has to wait atleast 15 min.
 p(15  x  30)  p(45  x  60)
30 60
1 1
  dx   dx
15
60 45
60


1
60
x  601 x
30

15
60

45

1

2
57. Establish the memoryless property of exponential distbn.
Soln: If X is exponentially distributed , then
px  s  t x  s  px  t  for any s, t  0
The pdf of exponential distbn is given by
 e  x , x0
f ( x)  
0 , otherwise
 
p( x  k )   f ( x) dx
k

 
 e  x 
 e  x
dx    
k    k
 
  0  e k  e x        (1)
px  s  t and x  s 
px  s  t x  s  
px  s 
px  s  t   e  ( s t )
  e t  px  t 
px  s  e  s

 px  s  t x  s  px  t  for any s, t  0

58. The time (in hours) required to repair a machine is exponentially distributed
1
with parameter   .
2
(a)What is the probability that the repair time exceeds 2 hrs ?
(b)What is the conditional probability that a repair takes atleast 11 hrs given that Its
direction exceeds 8 hrs ?

Soln: If X represents the time to repair the machine, the density function
Of X is given by
f ( x)   e  x , x0
1 x 2
 e x0
2
(a)

 
p ( x  2)   f ( x) dx    e x dx
2 2

 x 
1 e 2 
 x
1
 e 2
dx   
2 2  1
2 
 2  2

  0  e 1  0.3679
 px  11 x  8  px  3
 
  f ( x) dx    e x dx
3 3

 x 
1 e 2 
 x
1
 e 2
dx   
2 2  1
3 
 2  3
  
3

3
  0  e   e 2  0.2231
2

 

59. In a certain city the daily consumption of electric power in millions of kilowatt
hrs
1
can be treated as central gamma distbn with   , k  3 . If the power plant has
2
a daily capacity of 12 million kilowatt hours . What is the probability that tha power
supply will be inadequate on any given day.

Soln: Let X be the daily consumption of electric power

Then the density function of X is given by

k x k 1e  x
f ( x) 
k
3
 1  31  2
x
 1  2 2
x

  x e  x e
  2
 
8
3 2!
x

2 2
x e

16
p[ the power supply is inadequate]=p[x>12]

x
  
x 2e 2
  f ( x) dx   dx
12 12
16
 x
1 
  x 2 e 2 dx
16 3

1   
x x x
 
  2 x 2 e 2  8 xe 2  16e 2 
16   12
 0.0625
 60. The daily concemption of milk in a city in excess of 20,000 litres is
1
approximately distributed as an Gamma distbn with parameter   ,k 2 .
10000
The city has a daily stock of 30,000 litres. What is the probability that the stock is
insufficient on a particular day.
Soln: Let X be the daily consumption ,so ,the r.v. Y=X-20000.
Then
k y k 1e  y
fY ( y) 
k
2 y
 1  21 10000
  y e
y



10000  ye 10000

2 (10000) 2 1!
y

ye 10000

(10000) 2

p[ insufficient stock]=p[X>30000]
=p[Y>10000]

y
  
ye 10000
p[Y  10000]   f ( y ) dy   2
dy
10000 10000 (10000 )
 y
1 

(10000) 2  ye
3
10000
dy

 y 
 2e 1 ,  By substituti on method , put t 
 10000 
 0.7357