Probability-I (MA2202)

Instructor: Asok K. Nanda

Assignment No. 7

1. A symmetric die is thrown 600 times. Find the lower bound for the probability of
getting 80 to 120 sixes. [Hint: Use Chebyshev’s inequality]

2. For geometric distribution p(x) = 2−x , x = 1, 2, . . ., prove that

P [|X − 2| 6 2] > 0.5.

What is the exact probability?

3. Two unbiased dice are thrown. If X is the sum of the numbers showing up, show that
35
P (|X − 7| > 3) 6 .
54
Compare this with the actual probability.

4. Let {Xn }n=1,2,3... be a sequence of independent random variables such that P (Xi =
± 21i ) = 0.5, i = 1, 2, . . . Show that WLLN holds for these variables.

5. Suppose that some distribution with an unknown mean has variance equal to unity.
How large a sample must be taken in order that the probability will be at least 0.95
that the sample mean X n will be within 0.5 of the population mean? [Hint: Use
WLLN]

6. How large a sample must be taken in order that you are 99% certain that X n is within
0.5σ of µ?

7. Let X ∼ b(n, 0.45). Use CLT to find n such that P (X > n/2) ≥ 0.90.
P
8. Let X1 , X2 , . . . , X100 be iid P (0.2) random variables. Let S = 100
i=1 Xi . Evaluate
P (S > 3) by using CLT. Compare your result with exact probability of the event
S > 3.

9. Let X1 , X2 , . . . , X100 be iid random variables with mean 75 and variance 225. Use
Chebyshev’s inequality to calculate the probability that the sample mean will not
differ from the population mean by more than 6. Then use CLT to calculate the same
probability, and compare the results.

10. Let X1 , X2 , . . . , X81 be iid random variables with mean 54 and variance 225. Use
Chebyshev’s inequality to calculate the difference between the sample mean and the
population mean with a probability of at least 0.75. Also use CLT to do the same.