Department of Mathematics, IIT Madras

MA 2040 : Probability, Statistics and Stochastic Processes

July - November 2018
Solutions to Problem Set - V(A)
ş8
1. (a) P pX ě 100q “ 100
fX pxq dx “ e´100λ .
EpXq 1
(b) Required upper bound “ 100 “ 100λ .

2. (a)

P p|X ´ 4| ě 3q “ P pX “ 0q ` P pX “ 1q ` P pX “ 7q ` P pX “ 8q
1
“ 8 p1 ` 8 ` 8 ` 1q
2
9
“ .
128

σ2
(b) Required upper bound “ 32 “ 92 .
2
(c) Required lower bound “ 1 ´ 9 “ 97 .
ˇ ˇ
3. Since |Xn | ´ |X| ď |Xn ´ X|, it follows that for every  ą 0, tˇ|Xn | ´ |X|ˇ ą u Ď t|Xn ´ X| ą u.
ˇ ˇ
This implies that P pˇ|Xn | ´ |X|ˇ ą q ď P p|Xn ´ X| ą q. Taking limit as n Ñ 8, we get the required result.

4. Let X be the distance between the point hit and the center of the target, measured in inches. Clearly,X ě 0. Consider
the random variable $
&20 when X ě 20
20 ItXě20u “
%0 when X ă 20

It follows that
X ě 20 ItXě20u .

Indeed, whenever X ă 20, the right-hand side is 0, but X is non-negative, so the inequality holds. When X ě 20, the
right-hand side is equal to 20 and the above inequality is also true. Now, taking expectations, we obtain

EpXq ě 20EpItXě20u q “ 20P ptX ě 20uq.

But the left-hand side is just the average value, EpXq “ 5, so that P pX ě 20q ď 41 .

5. Let X1 , ..., Xn be independent random variables, each taking two values 0 and 1, both with probability 21 . This clearly
corresponds to tossing a fair coin independently n times. Let us say that 1 stands for heads and 0 for tails. Then,
Sn “ X1 ` ... ` Xn will be the number of heads obtained. We find that
n
Sn 1 ÿ
Ep q“ EpXi q
n n i“1

and, because X1 , ..., Xn are independent,

n
Sn 1 ÿ 1
Vp q “ V pXi q “
n2 n i“1 4n

1 1
since EpXi q “ 2 and V pXi q “ 4 for any i P t1, ........, nu. Thus by the Chebyshev inequality,

Sn 1 1
P pt} ´ } ě 0.1uq ď
n 2 40.12 n

This means that

Sn 1 1
P pt} ´ } ă 0.1uq ě 1 ´
n 2 40.12 n
Substituting the values of n in cases a), b), and c), we find the lower bound on the right-hand side to be 1 41 , 1 400
1 1
, 1 40000
respectively.