2018/2019

ST115 Introduction to Probability

Exercise Sheet 4: Solutions

Question 1
(a) The probability of getting at least one 6 (on either die) in one roll of two fair dice is equal to
11
36 . Let a random variable X denote the number of times at least one 6 (on either die) is obtained in
ten rolls of two fair dice. Since the rolls are performed independently of each other, we observe that
X ∼ Binomial(10, 11 36 ). Thus, ( ) ( )5 ( )5
10 11 25
P(X = 5) = .
5 36 36
( )
(b) By part (a), X ∼ Binomial 10, 11 36 . Then

11 55
E(X) = 10 × = .
36 18

Question 2
(a) We have that supp(X) = {−3, −2, 1, 2} and that

P(X = −3) = FX (−3) − FX (−3− ) = 1

6
P(X = −2) = FX (−2) − FX (−2− ) = 1
2 − 1
6 = 1
3
P(X = 1) = FX (1) − FX (1− ) = 2
3 − 1
2 = 1
6
P(X = 2) = FX (2) − FX (2− ) = 1 − 2
3 = 1
3

P(X = x) = 0, x∈
/ supp(X).
(b)
( )
P(X 2 − 2X > 3) = P(X 2 − 2X − 3 > 0) = P (X − 3)(X + 1) > 0
= P(X < −1) + P(X > 3)
1 1 1
= P(X = −3) + P(X = −2) = + = .
6 3 2
(c)

E(X(X − 1)) = (−3) × (−4) × P(X = −3) + (−2) × (−3) × P(X = −2)
+ 1 × 0 × P(X = 1) + 2 × 1 × P(X = 2)
1 1 1 2 2 14
= 12 × + 6 × + 2 × = 2 + 2 + = 4 + = .
6 3 3 3 3 3
Alternatively,

E(X) = (−3) × P(X = −3) + (−2) × P(X = −2) + 1 × P(X = 1) + 2 × P(X = 2)

1 1 1 1 1 3 2 1
= −3 × − 2 × + + 2 × = − = − = −
6 3 6 3 6 6 6 3
and

E(X 2 ) = (−3)2 × P(X = −3) + (−2)2 × P(X = −2) + 12 × P(X = 1) + 22 × P(X = 2)

1 1 1 1 9 4 1 4 10 8 13
= 9× +4× + +4× = + + + = + = .
6 3 6 3 6 3 6 3 6 3 3

1
Thus, ( )
13 1 14
E(X(X − 1)) = E(X − X) = E(X ) − E(X) =
2
− − = . 2
3 3 3
(d) We have that supp(Y ) = supp(|X + 1|) = {1, 2, 3} and that
P(Y = 1) = P (X = −2) = 1
3
P(Y = 2) = P (X = −3) + P (X = 1) = 1
6 + 1
6 = 1
3
P(Y = 3) = P (X = 2) = 1
3

and P(Y = y) = 0, y∈
/ {1, 2, 3}. Thus,
1 6
E(Y ) = (1 + 2 + 3) = = 2,
3 3
1 14
E(Y 2 ) = (1 + 4 + 9) = ,
3 3
and
14 2
Var(Y ) = E(Y 2 ) − (E(Y ))2 = −4= .
3 3

Question 3
(a) Since
∫ 1 ( ∫) 5
5 3
1 = 2x −
c(x + 1) dx + dx
−1 1 3
[ 2 ]1 [ ]5
x 5 3
= c +x + x − x
2
2 −1 3
( ) ( 1 )
1 1 25 25 5 2
= c +1− +1 + −1− + = 2c + ,
2 2 9 9 3 3
it follows that 2c = 13 which implies that c = 16 .
(b)
( ) ∫ 1 ∫ 3( )
3 1 2 5
P 0<X< = (x + 1) dx + 2x − dx
2 0 6 1 3
[ 2 ]1 [ ]3
x x 5 2 1 1 9 5 5
= + + x − x =
2
+ + − −1+
12 6 0 3 1 12 6 4 2 3
1 + 2 + 27 − 30 − 12 + 20 8 2
= = = .
12 12 3
(c)
∫ ∞ ∫ 1 ∫ 5 ( )
x 3 5
E(X) = xfX (x) dx =
(x + 1) dx + x 2x − dx
−∞ −1 6 1 3
[ 3 ]1 [ ]5
x x2 2 3 5 2 3
= + + x − x
18 12 −1 3 6 1
( ) ( )
2 2 125 5 25 1 2 × 98 5 × 8
= + −1 − −1 = + −
18 3 27 6 9 9 3 × 27 3 × 9
9 + 196 − 120 85
= = .
81 81

2
Question 4
This exercise shows that it has to be specified what is meant by saying that a chord has been chosen
at random.
(a) Let D be the random variable denoting the distance of the middle of the chord from the centre
of the circle. Then D ∼ Uniform(0, r). If a randomly chosen chord is longer than the side of the
equilateral triangle inscribed in the circle then its middle point must be at a distance less or equal 2r
from the centre of the circle. Thus,
( r) r
1
P(chord longer) = P D < = 2 = .
2 r 2
(b) Let θ be the random variable denoting the angle between the chord and the tangent at the chords
fixed endpoint. Then θ ∼ Uniform(0, 180). If a randomly chosen chord is longer than the side of the
equilateral triangle inscribed in the circle then the angle between the chord and the tangent must be
between 60◦ and 120◦ . Hence,
120 − 60 1
P(chord longer) = P(60 < θ < 120) = = .
180 3

Question 5
Let x be the amount of money that the company charges the customer. Let X be a random variable
denoting the profit of the company. If the event E occurs, the company pays the customer A amount
of money and the profit it makes is x − A. If the event E does not occur within a year, then the
company makes the profit of x amount of money. Thus,

supp(X) = {x, x − A},

and
P(X = x) = 1 − p, P(X = x − A) = p.
The expected profit of the company is

E(X) = x × (1 − p) + (x − A) × p = x − pA

If the expected profit is 10% of A then,

(
)
1 1
x − pA = A ⇒ x= p+ A.
10 10
( 1
)
Hence, the company should charge the customer with p + 10 A amount of money.

Question 6
(a) Let X ∼ Geometric(p). Then, for any n ∈ N,
∞
∑
P(X > n) = (1 − p)k−1 p
k=n+1
( )
= p (1 − p)n + (1 − p)n+1 + (1 − p)n+2 + . . .
( )
= p(1 − p)n 1 + (1 − p) + (1 − p)2 + (1 − p)3 + . . .
∞
∑ 1
= p(1 − p)n (1 − p)k = p(1 − p)n = (1 − p)n .
1 − (1 − p)
k=0

3
 Thus, for any m, n ∈ N,

P(X > n + m) (1 − p)n+m

P(X > n + m | X > n) = = = (1 − p)m = P(X > m),
P(X > n) (1 − p)n

and
P(X = n + m) (1 − p)n+m−1 p
P(X = n + m | X > n) = = = (1 − p)m−1 p = P(X = m).
P(X > n) (1 − p)n

(b) Let X ∼ Exponential(λ). Then,

∫ ∞ [ ]∞
P(X > s) = λe−λu du = −e−λu = e−λs , s > 0.
s s

Hence, for any s, t > 0,

P(X > s + t) e−λ(t+s)

P(X > s + t | X > t) = = = e−λs = P(X > s).
P(X > t) e−λt

Question 7
( )n
(a) MX (t) is of the form p et + (1 − p) for( p =)14 and n = 9. Thus, by the uniqueness theorem for
moment generating functions, X ∼ Binomial 9, 14 .
(b) Since
1 t
et 3 e
MX (t) = = ,
3 − 2e t 1 − 23 et
pe t
1
MX (t) is of the form 1−(1−p)e t for p = 3 . Thus, by the uniqueness theorem for moment generating

functions, X ∼ Geometric( 31 ).
(c) MX (t) is of the form eλ(e −1) for λ = 3. Thus, by the uniqueness theorem for moment generating
t

functions, X ∼ Poisson(3).
(d) Since
et e4t − et
MX (t) = (e3t − 1) = ,
3t 3t
−e
bt at
MX (t) is of the form et(b−a) for a = 1 and b = 4. Hence, by the uniqueness theorem for moment
generating functions, X ∼ Uniform(1, 4).
1 2 2
(e) MX (t) is of the form eµt+ 2 σ t for µ = 2 and σ 2 = 6. Hence, by the uniqueness theorem for
moment generating functions, X ∼ N(2, 6).