ONE DIMENSIONAL RANDOM VARIABLE

PROBLEMS

1.If X has uniform distribution is (-3,3), find P(1x-2|<2).

Solution:

For a uniform distribution

1
f(x)  ,a  x  b.
ba
1
 f(x)  , 3  x  3.
3  ( 3)
1
f(x)  , 3  x  3.
6

 P 1x  2 | 2  P  2  x  2  2
=P  2  2  x  2  2
=P  0<x<4

4
  f(x)dx  x<3 
0
3
1
  dx
0
6
1 3
 x
6 0
3

6
1

2

The probability distribution function of a Rv X is

 x, 0< x <1

f  x   2-x, 1< x < 2
0,
 x>2
2.Find the cumulative distribution function of x.
x
We know that c.d.f F  x    f  x  dx when x lies in 0 < x < 1, we get

x
F x   f  x  dx

0 x
  f  x  dx   f  x  dx
 0
x
0 +  xdx
0
x
x  2
x2
  
 2 0 2
When x lies in 1 < x  2,
x
F x   f  x  dx

0 1 x
  f  x  dx   f  x  dx + f  x  dx
 0 1
1 x
0 +  xdx    2  x  dx
0 1
1 x
 x2   x2 
    2x  
 2 0  2 1

1  
   0   2 x 
2  
x2
2
 2 1 
2


 
2
x
 2x  1
2
when x has in x  2.
 x
F x   f  x  dx

0 1 2 
  f  x  dx   f  x  dx + f  x  dx   f  x  dx
 0 1 2
1 2
0 +  xdx    2  x  dx  0.
0 1
1 2
 x2   x2 
    2 x  
 2 0  2 1
1 1
 422
2 2
1

x 2 , 0<x<1
 2
 x2
F  x   2x-  1, 1  x  2
 2
1 , x  2.


3.If the density function of a continuous r.v ‘X’ is given by

ax, 0  x  1
a , 1  x  2

f x  
3a-ax, 2  x  3
0 , otherwise
(1) Find the value of a,
(2) Find the cdf of ‘X’.

Sol :

Given f(x) is a pdf in [0,3]

3
  f  x  dx  1
0
1 2 3
i .e. axdx   adx +  3a  ax  dx  1.
0 1 2

i .e. 2a = 1
1
a =
2
To find cdf
F(x) = P ( x  x).
x


 f  x  dx
When x lies in [0,1].
x
F x   f  x  dx

0 x
  f  x  dx   f  x  dx
 0
x
0 +  axdx
0
1
x  2
ax 2 x2
 a   
 2 0 2 4

when x lies in 1  x  2.
x
F x   f  x  dx

0 1 x
  f  x  dx   f  x  dx + f  x  dx
 0 1
1 x
  axdx   adx
0 1

a
  ax  a
2
a
F  x   ax  in 1  x  2.
2

when x lies in 2  x  3.

x
F x   f  x  dx

0 1 2 x
   x  dx   f  x  dx + f  x  dx   f  x  dx

f
0 1 2
1 2 x
0 +  axdx 
0
 adx    3a  ax  dx
1 2
x
a  ax 2 
  2a  a  3ax  
2  2 2
3a ax 2
  3ax   6a  2a
2 2
2
5a ax
  3ax 
2 2
ax 2 5a 3x x2 5
F  x   3ax  -   
2 2 2 4 4
For x  3
F ( X )  P( X  x)
x
 
f ( x )dx
0 1 2 3 x
 f ( x)dx   f ( x)dx   f ( x)dx   f ( x)dx   f ( x )dx
 0 1 2 3

F(X ) 1
4. Find the m.g.f of the random variable ‘X’ having p.d.f
 x, for 0<x<1

f  x   2-x, for 1 < x<2
0, otherwise.

We know that

M x  t    etx f  x  dx
0
1 2
  etx f  x  dx   e tx f  x  dx
0 1
1 2
  e tx xdx   etx  2  x  dx
0 1
1 2
  etx   etx     etx   etx  
 x  
  2     2  x       1  2 
  t   t 0   t   t  1
e t e t 1 e 2t e t e t
      2
t t2 t2 t2 t t
2t t
e 1 2e
 2  2 2
t t t
e 
2
t
1

t2
5.If X is a random variable whose density function is
f(x)  Ae x , 0  x  
0, otherwise

Find the value of (1) A (ii) mean of X (iii) Variance of X (iv) third moment about the
mean (V) Kurtosis (vi) rth moment about the origin.

Solution:

 f  x  dx  1



Ae x dx  1
 
A e x   1,
0

 A=1

(ii) Mean


11 =X  E(x)   x e  x dx
0

   

  x e  x  1 e  x 
0

1

12 = x 2 e  x dx
0

   x 2e x  2xe  x  2e  x   
0

2

(iii) Variance of X
2  12  112
 2  12
1
(iii) 3  13  31211  2113

13   6
x 3 e  x dx
 31  6
3  6  3  2 1  2 1
3

 662
2

 4  14  41311  612 12

1  31
14

 24  4  6 1  6  2 1  3 1

2 4

 24  24  12  3
9
 9
2  42   9
2 1

(vi) rth moment about the origin.

1r  r!
since 11  1  1!
12  2  2!
13  6  3!
So on generating we get
1r  r!

6. X is a discrete random valuable with probability function

1
p  x   x , x  1, 2,.......(k  constant) Find its (1) m.g.f (ii) mean and (iii) variance.
k ,

Solution:

MX  t   E e tx  

  etxP  x 
x 1


1
  etx
x 1 kx
x

 et 
  
x 1  k 

et  et  et  
2

 1      .....
k  k k  

1
et  et 
 1  
k  k
1
et  k  et 
  
k  k 

et k

k k  et
et

k  et
d
11 =  M x (t) t=0
dt
 d  et 

dt  K-et  t=0

 (k-et ) et - et (-et ) 
 
 (K - et )2  t=0

 (K-e0 ) e0 - e0 (-e0 ) 
 
 (K -e0 ) 2 
(K-1) + 1

(K-1) 2
K

(K-1)2

d2
21 =  M x (t)t=0
dt 2

d d 
  (M x (t)) 
dt  dt  t=0
d  Ke t  e 2t +e 2t 

dt  (K -e t ) 2  t=0
 (k-e t ) 2 [k e t ] - k e t 2 (k -et ) (-et ) 
 
 (k - e t ) 4  t=0

 (k - et ) [(k -et ) K et + 2ke2t ] 

 
 (k - et )4  t=0

(k -1) [(k-1) k + 2k]

21 =
(k- 1)4
(k-1) [k 2 - k + 2k]

(k-1)4

(k-1) [k 2 + k]
=
(k -1)4

(k-1) k (k+1)

(k-1) 4
 k (k+1)

(k-1)3

Variance 2 = 21 - 112

k (k+1) k2
 
(k-1)3 (k-1) 4
k (k+1) (k-1) - k 2

(k-1) 4
k (k 2 - 1) - k 2

(k - 1) 4

K3  K  K2

( K  1)4

7. A random variable x has the following probability function

Value of X, x 0 1 2 3 4 5 6
P (x) K 3K 5K 7K 9K 11K 13K

(1) Find K (II) Evaluate P (x < 4), P (X5) and P (3<X6)

1
(III) What is the smallest value of x for which P (x  x) >
2
Solution:

(1) From the axioms of probability P (S) = 1

6
i.e.  P (x) = 1
x 0

P (0) + P (1) + P (2) + P (3) + P (4) + P (5) + P (6) =1

K + 3K + 5K +7K + 9K + 11K + 13K = 1
49K = 1
1
K=
49

(ii) P (X 5) = P (x = 5) + P (X =6)

 11 13 24
  
49 49 49

P (3 < x 6) = P (X =4) + P (X = 5) + P (X =6)

= 9K + 11K + 13K
= 33 K

33
=
49

(iii) Minimum value of k may be determined by trial method to substituting various

values of k and finding the corresponding distributions.

P (X  0) = 1/49

P (X  1) = P (X = 0) + P (X = 1)

1 3 4
  
49 49 49

P (X  2) = P (X = 0) + P (x = 1) + P (X=2)

1 3 5 9
=   
49 49 49 49

P (X  4) = P (X =0) + P (X =1) + P (X =2) + P (X = 3) + P (X = 4)

1 3 5 7 9 25 1
=      
49 49 49 49 49 49 2

The smaller value of x for which p (X  x) > 1/2 is X = 4

1
8. A random variable X has probability function P(x) = , x = 1,2,3, ..... Find the
2x
M.G.F. mean and variance.

Solution:

x

1 
 et 
Mx (t )   e  x    
tx

x 1 2 x 1  2 
 et  et  et   e t  e t  1
2

= 1      ......  . 1  
2 2 2  2  2

et 1 et
= . 
2 et 2  et
1
2
 dr 
   r M x (t ) 
1

 dt  t 0
r

d et 
Mean 11   
 dt 2  e t  t 0

  2-e t  . et  et  0  et 

=   2
  2  e t 2  t 0

 d2   d2 e 
21   2 M x (t )   2 
 dt  t 0  dt  2-e t   t 0

=6

 variance = 21   11   6  22  6  4  2

2

9.Out of 800 families with 4 children each, how many families would be expected to
have i) 2 boys and 2 girls ii) atleast 1 boy iii) at most 2 girls and iv) children of both
sexes.

Assume equal probabilities for boys and girls

Solution:

Considering each child as trial n=4 Let x denote the number of success (boys).

i) P(2 boys and 2 girls ) = P(x=2)

2 42
 1  1
 4c 2    
 2  2
4
 1 3
 6  
2 8

No of families having 2 boys and 2 girls =NP(x=2) (where N is the total no of families
considered)
 3
 800x
8
 300

ii) P(atleast 1 boy) = P(x1)

=P(x=1)+P(x=2)+P(x=3)+P(x=4)

=1-P(X<1)

=1-P(x=0)
0 4
 1  1
1  4c 0    
 2  2
1
 1
16
15

16

No of families having atleast 1 boy

15
 800x  750
16

iii) P(at most 2 girls)=

=P(exactly 0 girl, 1 girl or 2 girls)

=P(x=4,x=3 or x=2)

=1-{p[(x=0)+P(x=1)}

  1
4
 1  
4

1  4c 0    4c 1   
  2  2  
11

16

No of families having at most 2 girls

11
 800x
16
 550
 iv. P(children of both sexes)

=1-P(children of same sex)

=1-{P(all are boys)+P(all are girls)}

=1-{P(x=4)+P(x=0)}

  1
4
 1  
4

1  4c 4    4c 0   
  2  2  
1
 1
8
7

8

No of families having children of both sexes

7
 800x  700
8
10.In a certain factory turning razor blades, there is a small probability of 1/500 for any
blade to be defective the blades are supplied in packets of 10. Use Poisson distribution
to calculate the approximate number of packets containing.
(1) No defective.
(2) one defective.
(3) two defective blades in a consignment of 10,000 packets.

Solution :
1
Here p =
500
n = 10.
1
 np= =.02=m.
50

The probability density functions to get x defective blades.

emm x

x!
e .02 .02 
X


X!
 e .02 .02 
0

(i) P (x = 0) =
0!

= e-.02

= .9802
 The number of packets which are free from defectives.

= .9802 x 10,000
= 9802.

e .02 .02 
1

(ii) P (x = 1) 
1!
= .0196.
The number of packets in which there may be one defective.
= .0196 X 10,000
= 196.
e .02 .02 
2

(iii) P (x = 2) 
2!
= .000196.
The number of packets in which there may be two defectives.
= .000196 x 10,000.
= 2.
11.A manufacturer of cotter pins knows that 5% of his product is defective. If he sells
cotter pins in boxes of 100 and guarantees that not more than 10 pins will be defective.
What is the approximate probability that a box will fail to meet the guaranteed
quality?

Given n = 100
5
P = 5%   .05
100
Mean  = np

= 100 x .05

=5

The Poisson distribution is

 e   x
px 
x!
-5 x
e 5
=
x!

Now P(a box will fail to meet the guaranteed quality)

= P(x > 10)

= 1 P(x  10)

= 1 – [P(0) + P( 1) +…………..P(10)]

 e5 50 e5 51 e5 510 

 1    ........ 
 0! 1! 10! 
= 1 - .9863

= .014.

12. If X is a poison variate such that

P(x=2) =9 P(x=4) +90P(x=6) find the variance.

Solution:

Given P(X+2)=9P(X+4)+90P(X+6)

e   . 2 e   . 4 e   . 6
 9  90
2! 4! 6!
 2 9 4 90 6
  
2 24 720
90 4 9 2 1
   0
720 24 2

  4  3 2  4  0
3  9  16 3  25 3  5
 2   
2 2 2
  1 or -4
2

 2  1    1
   1, the only admissible value.
 variance =1.