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Home Work: 1
Instructor: Debasis Kundu
1. Describe the sample space when a coin is tossed (a) once, (b) three times, (c) n times,
2. A coin is tossed until for the first time the same result appear twice in succession. To
an outcome requiring n tosses assign a probability 2−n . Describe the sample space.
(c) A ∪ B, A ∩ B, A ∩ B0 , A0 ∩ B0 , A0 ∩ B
3. Consider the sample space S = {0, 1, 2, 3, ...}. Consider the sigma field of all subsets
2j
P ({j}) = c , j = 0, 1, ...
j!
4. Let A and B be two arbitrary subsets of a sample space S. Find the smallest σ - field
generated by the class {A, B}. Let S = {1, 2, 3, 4, , 5, 6} represent the sample space by
tossing a die once and let A = {1, 3, 5}, B = {1, 4}. Specify the σ - field A generated
by C = {A, B}. For P (A) = 0.47, P (B) = 0.33, P (A ∩ B) = 0.17, assign probabilities
to all events to A.
5. Three tickets are drawn randomly without replacement from a set of tickets numbered
1 to 100. Show that the probability that the number of selected tickets are in (i)
1 105
arithmetic progression is and (ii) geometric progression is
66
3 )
(100
6. Three players A, B and C play a series of games, none of which can be drawn and
their probability of winning any game are equal. The winner of each game scores 1
point and the series is won by the player who first scores 4 points. Out of first three
games A wins 2 games and B wins 1 game. What is the probability that C will win
the series.
7. Thirteen cards are selected randomly without replacement from a deck of 52 cards.
Find the probability that there are at least 3 Aces given that there are at least 2 Aces
8. Urn I contains 3 black and 5 red balls and urn II contains 4 black and 3 red balls.
One urn is chosen randomly and a ball is drawn randomly which is red. Find the
9. A point P is randomly placed in a square with side of 1 cm. Find the probability that
the distance from P to the nearest side does not exceed x cm.
10. If six dice are rolled find the probability that at least two faces are equal.
Course: ESO-209
Home Work: 2
Instructor: Debasis Kundu
1. Find the probability pr that in a sample of r random digits no two are equal.
2. What is the probability that among k random digits (a) 0 does not appear, (b) 1 does
not appear, (c) neither 0 nor 1 appears, (d) at least one of the two digits 0 and 1 does
not appear? Let A and B represent the events in (a) and (b). Express the other events
in terms of A and B.
3. Find the value of N ≥ n such that the following probability is maximum (assume
n ≥ k), ³ ´³ ´
k N −k
i n−i
P (N ) = ³ ´
N
n
4. Suppose that in answering a question on a multiple choice test an examinee either knows
the answer or he/she guesses. Let p be the probability that he will know the answer
and let 1 − p be the probability that he/she will guess. Assume that the probability
1
of answering a question correctly is 1 for an examinee who knows the answer and m
for an examinee who guesses; here m is the multiple choice alternatives. Find the
conditional probability that an examinee knew the answer to a question, given that he
5. Thirteen cards are selected randomly without replacement from a deck of 52 cards.
Find the probability that there are at least 3 aces given that there are at least 2 aces
6. Consider an urn in which 4 balls have been placed by the following scheme. A fair
coin is tossed; if the coin falls heads, a white ball is placed in the urn, and if the coin
falls tails, a red ball is placed in the urn. (a) What is the probability that the urn will
contain exactly 3 white balls? (b) What is the probability that the urn will contain
exactly three white balls given that the first ball placed in the urn was white?
7. A = {Ai ; i ∈ Λ}, be a class of events. These events are said to be pairwise independent
if P (Ai1 ∩ Ai2 ) = P (Ai1 )P (Ai2 ) for any two distinct elements Ai1 ∈ Λ and Ai2 ∈ Λ.
Remember two events A and B are called independent events if P (A∩B) = P (A)P (B).
8. Let A and B be two events. Assume P (A) > 0 and P (B) > 0. Prove that (i) if A and
B are mutually exclusive (A ∩ B = φ) then A and B are not independent (ii) if A and
9. Let A, B and C be independent events. In terms of P (A), P (B) and P (C), express,
for k = 0, 1, 2, 3, (i) P(exactly k of the events A, B, C will occur), (ii) P(at least k of
the events A, B, C will occur), (iii) P (at most k of the events A, B, C will occur).
10. Let A and B be two independent events such that P (A ∩ B) = 16 . (i) If P ( neither of
A and B occurs) = 31 , find P (A) and P (B), (ii) if P( A occurs and B does not occur)
= 31 , find P (A) and P (B). For either part (i) and (ii), are P (A) and P (B) uniquely
determined?
Course: ESO-209
Home Work: 3
Instructor: Debasis Kundu
In how many different ways you can express this probability? Generalize for n events.
2. If A and B are independent events, show that Ā and B̄ are also independent events.
3. Two fair dice labeled I and II are thrown simultaneously and outcomes of the top faces
are observed. Let
4. Let S = {HH, HT, TH, TT} and F = class of all subsets of S. Define X by X(ω) =
5. Let X be a random variable. Which of the following are random variables (a) X 2 , (b)
1
√
X
given that {X = 0} = φ, (c) |X|, (d) X, given that {X < 0} = φ
(x−2)
(a) f (x) = 2
for x = 1, 2, 3, 4.
e−λ λx
(b) f (x) = x!
for x = 1, 2, 3, . . ., (i) λ > 0, (ii) λ < 0.
2. A battery cell is labeled as good if it works for at least 300 days in a clock, otherwise
and cells made by A, B and C are used in clock number 1, 2 and 3 respectively. Let
X be the total number of clocks working after 300 days. Find the probability mass
function (p.m.f.) of X and also plot the distribution function (d.f.) of X.
Find the p.m.f. of Xi . Suppose Y = X1 + X2 + X3 . Find the p.m.f. of Y and also it’s
d.f. Find the mean and variance of Y . Verify Chebyshev’s inequality in this case.
fX (x) = (1 − k)k x , x = 0, 1, 2, 3, . . .
can serve as a p.m.f. of a random variable X. Find the mean and variance of X.
5. Let
0 x≤0
½
F (x) = x x
1 − 23 e− 3 − 13 e−[ 3 ] x>0
where [a] means the largest integer ≤ a. Show that F (x) is a d.f. Determine (i)
where Fc (x) is purely continuous and Fd (x) is purely discrete. Find the mean and
7. The daily water consumption X (in million of liters) is a random variable with p.d.f.
x −x
fX (x) = e 3, x > 0.
9
(b) Find the probability that on a given day, the water consumption is not more than
6 million liters.
Course: ESO-209
Home Work: 5
Instructor: Debasis Kundu
1. A mode of a random variable X of the continuous and discrete type is a value that
maximizes the probability density function (p.d.f.) or the probability mass function
(p.m.f.) f (x). If there is only one such x, it is called the mode of the distribution. find
the mode of each of the following distributions:
³ ´x
1
[a ] f (x) = 2
; x = 1, 2, 3 . . . ..
is called the median of the distribution. Find the median of the following distributions:
³ ´ ³ ´x ³ ´4−x
4 1 3
[a ] f (x) = x 4 4
; x = 0, 1, 2, 3, 4. and zero elsewhere.
1
[c ] f (x) = π(1+x2 )
, −∞ < x < ∞.
3. Let f (x) = 1 for 0 < x < 1 and zero elsewhere, be the p.d.f. of X. Find the distribution
√
function and the p.d.f. of Y = X.
4. Let f (x) = x6 , for x = 1,2,3 and zero elsewhere, be the p.m.f. of X. Find the p.m.f. of
Y = X 2 and Z = X
1+X
.
(4−x)
5. Let f (x) = 16
; for −2 < x < 2 and zero elsewhere, be the p.d.f. of X. Sketch the
R∞
6. What is the value of 0 xn e−x dx, where n is a non-negative integer.
7. Let fX (x) = λe−λx for x > 0 and zero elsewhere. Define Y = [X], the greatest integer
in X. Find the p.m.f. of Y . Evaluate the mean and variance of X and Y .
Course: ESO-209
Home Work: 6
Instructor: Debasis Kundu
1. If X1 and X2 are random variables of discrete type having the joint probability mass
function
x1 + 2x2
f (x1 , x2 ) = for(x1 , x2 ) = (1, 1), (1, 2), (2, 1), (2, 2),
18
and zero elsewhere. Find the marginal p.m.f. of X1 and X2 . Also find the conditional
mean and the variance of X2 given X1 = 2.
2. Three balls are placed randomly in 3 boxes B1 , B2 and B3 . Let N be the total number
boxes which are occupied and X1 be the total number of balls in box Bi . Find the
p.m.f. of (N, X1 ) and (X1 , X2 ). Find the marginal p.m.f. of X1 in both cases. Can it
be different?
Can this be the distribution function of some random vector (X, Y )? Justify your
answer.
4. Let X1 and X2 have joint p.d.f. f (x1 , x2 ) = x1 x2 for 0 < x1 < 1 and 0 < x2 < 1 and
zero elsewhere. Find the conditional mean and the variance of X2 given X1 = x1 , for
0 < x1 < 1.
5. If f (x1 , x2 ) = e−(x1 +x2 ) for 0 < x1 , x2 < ∞ and zero elsewhere., is the joint p.d.f. of
1. Let X and Y have the joint p.d.f. f (x, y) = 1 for −x < y < x, 0 < x < 1 and zero
elsewhere. Find the graph of E(Y |X = x) as a function of x and also the graph of
E(X|Y = y) as a function of y.
c 1 x1
2. Let fX1 |X2 =x2 (x1 ) = x22
for 0 < x1 < x2 , 0 < x2 < 1 and zero elsewhere. Also
fX2 (x2 ) = c2 x42 for 0 < x2 < 1 and zero elsewhere. Find the constants c1 and c2 .
Determine the joint p.d.f. of X1 and X2 . Compute P (0.25 < X1 < 0.5). Also find the
P (0.25 < X1 < 0.5|X2 = 5/8).
3. The random vector (X, Y ) is said to have bivariate normal distribution function, if the
1
fX,Y (x, y) = √ ×
2πσX σY 1 − ρ2
( "µ ¶2 ¶2 #)
1 x − µX x − µX y − µY y − µY
µ
exp − − 2ρ +
2(1 − ρ2 ) σX σX σY σY
for −∞ < x, y < ∞, where −1 < ρ < 1, σX , σY > 0.
2. Suppose that (X, Y ) has a bivariate normal distribution N2 (3, 1, 16, 25, 0.6). Find the
following probabilities: (a) P (3 < Y < 8), (b) P (3 < Y < 8|X = 7), (c) P (−3 < X <
3) and P (−3 < X < 3|Y = 4).
3. Let (X, Y ) has a bivariate norm al distribution N2 (20, 10, 1, 25, ρ), where ρ > 0. If
4. Let X1 , . . . X20 be i.i.d. random variables with mean 2 and variance 3. Let
15
X 20
X
Y = Xi Z= Xi .
i=1 i=11
5. Let (X, Y ) be such that E(X) = 15, E(Y ) = 20,, V (X) = 25, V (Y ) = 100, ρ(X, Y )
6. Suppose that the life of light bulbs of certain kind follows the exponential distribution
with mean life 50 hours. Find the probability that among 8 such light bulbs, two
will last less that 4 hours, three will last anywhere from 40 to 60 hours, two will last
anywhere between 60 to 80 hours and one will last more than 80 hours.
Course: ESO-209
Home Work: 9
Instructor: Debasis Kundu
1 Suppose X1 and X2 are i.i.d uniformly distributed random variables over the intervals
X1 + X2 and Y2 = X1 /X2 . Find the joint p.d.f. of Y1 and Y2 and also the marginal
p.d.f.s of Y1 and Y2 .
4. Let X1 , X2 and X3 be i.i.d. N (0, 1) random variables. Consider the following random
5. Let X1 , X2 and X3 i.i.d. with p.d.f. f (x) = e−x , 0 < x < ∞, zero elsewhere. Find the
p.d.f. of Y1 , Y2 and Y3 , where
X1 X1 + X 2
Y1 = , Y2 = , Y3 = X1 + X2 + X3 .
X1 + X 2 X1 + X 2 + X 3
6. Determine the mean and variance of the mean X̄ of a random sample of size 9 from a
(a) Show that Y1 = X1 /X2 and Y2 = X1 + X2 are independent and that Y2 is chi-
square random variables with r1 + r2 degrees of freedom.
X1 /r1 X3 /r3
and
X2 /r2 (X1 + X2 )/(r1 + r2 )
2 Suppose X follows N (0, 1) and Y follows χ2n and they are independent. Find the
X
T =q .
Y
n
3. If T had student t distribution with 14 degrees of freedom, find c from the tables such
1
4. Let f (x) = x2
, 1 < x < ∞, zero elsewhere, be the p.d.f. of a random variable X.
consider a random sample of size 72 from the distribution function having this p.d.f.
Compute approximately the probability that more than 50 of the times of the random
5. Let {Xn } be a sequence of i.i.d. random variables from f (x) = e−x , x > 0. Let Yn =
−z
lim FZn (z) = FZ (z) = e−e ,
n→∞
−∞ < z < ∞.
Course: ESO-209
Home Work: 11
Instructor: Debasis Kundu
1. Let X1 , . . . , Xn represent a random sample from each of the distributions having the
θ x e−θ
(1) f (x; θ) = x!
, for x = 0, 1, . . ., 0 < θ < ∞ and it is zero else where. We also
have f (0, 0) = 1.
(3) f (x, θ) = e−(x−θ) , for θ < x < ∞, −∞ < θ < ∞ and zero elsewhere.
1 √ √
f (x, µ, σ) = √ for µ− 3σ < x < µ + 3σ
2 3σ
3. Let X1 , . . . , Xn be a random sample from the distribution function having p.d.f f (x, θ1 , θ2 ) =
x−θ1
1 −
θ2
e θ2
, for θ1 ≤ x < ∞, −∞ < θ1 < ∞, 0 < θ2 < ∞ and zero elsewhere. Find the
MLEs of θ1 and θ2 .
4. Let X1 , . . . , Xn be a random sample from a Gamma(α, λ), find the method of moment
estimators of α and λ and also the MLEs of α and λ.
5. In question no. 1, find the method of moment estimators of the unknown parameters.
Course: ESO-209
Home Work: 12
Instructor: Debasis Kundu
1 1
Yn − ≤ u(X1 , . . . , Xn ) ≤ Y1 +
2 2
2. Let X1 , X2 , X3 have the multinomial distribution in which n = 25, and k = 4, and the
unknown parameters are θ1 , θ2 and θ3 respectively i.e. the probability mass function
of X1 , X2 , X3 is
25!
P (X1 = x1 X2 = x2 , X3 = x3 ) = θ x1 θ x2 θ x3 θ x4 ,
x1 !x2 !x3 !x4 ! 1 2 3 4
3. Let X1 , . . . Xn be i.i.d. N (µ, σ 2 ). Show that the sample average and the sample variance
are unbiased estimators of the population mean and population variance respectively.
4. Let X1 . . . Xn be a random sample from U (0, θ). Find an unbiased of θ based on X(n) ,