Problem Set on PDF, CDF, MGF, Expectation, Variance

1. Suppose a fair coin is tossed until a head comes up for the first time. What are the
chances of that happening on an odd-numbered toss? Ans: 2/3
2. Consider again the rolling of two dice. Let i and j denote the faces showing on the first
and second die, respectively, and define the random variable X to be the sum of the two
faces:
X(i, j )=i + j. Find Px (k).
3. Suppose that two fair dice are rolled. Let the random variable X denote the larger of the
two faces showing: (a) Find FX(t) for t =1, 2, . . . , 6 and (b) Find FX (2.5). Ans: t2/36, 1/9
4. An urn contains nine chips, five red and four white. Three are drawn out at random
without replacement. Let X denote the number of red chips in the sample. Find E(X).
Ans: 5/3
5. The distance, Y , that a molecule in a gas travels before colliding with another molecule
can be modeled by the exponential pdf
fY (y)= 1/μ , y ≥0
where μ is a positive constant known as the mean free path. Find E(Y ). Ans:

6. You roll a fair dice twice. Let the random variable X be the product of the outcomes of
the two rolls. What is the probability mass function of X? What are the expected value
and the standard deviation of X? Ans: 8.94
7. The following game is offered. There are 10 cards face-down numbered 1 through 10.
You can pick one card. Your payoff is $0.50 if the number on the card is less than 5 and
is the dollar value on the card otherwise. What are the expected value and the standard
deviation of your payoff?
Ans: 3.68

8. Consolidated Industries is planning to market a new product and they are trying to decide how
many to manufacture. They estimate that each item sold will return a profit of m dollars; each
one not sold represents an n-dollar loss. Furthermore, they suspect the demand for the product, V,
will have an exponential distribution, fV (v)= , v>0
How many items should the company produce if they want to maximize their expected profit?
(Assume that n,m, and λ are known.) Ans: -λln(n/m+n)

9. A point, y, is selected at random from the interval [0, 1], dividing the line into two segments
(see Figure below). What is the expected value of the ratio of the shorter segment to the longer
segment?

0 y ½ 1 Ans: 2(log(2)-1/2)

10. An urn contains five chips, two red and three white. Suppose that two are drawn out at
random, without replacement. Let X denote the number of red chips in the sample. Find Var(X).
Ans: 0.36
11. A lot of 7 components is sampled by a quality inspector; the lot contains 4 good components
and 3 defective components. A sample of 3 is taken by the inspector. Find the expected value of
the number of good components in this sample.

12. In a gambling game a man is paid $5 if he gets all heads or all tails when three coins are
tossed and he will pay out $3 if either one or two heads show. What is his expected gain? Ans: -1

13. Let X be the random variable that denotes the life in hours of a certain electronic device. The
probability density function is

f(x)= , x>0.
= 0, o.w.
Find the expected life of this type of device. Ans: 200

14. The weekly demand for Pepsi, in thousands of liters, from a local chain of efficiency stores,
is a continuous random variable X having the probability density

f(x)= 2(x-1), 1<x<2

= 0, o.w.
Find the mean and variance of X.Ans: 5/3

15. Suppose thatXis a random variable for which the m.g.f.

is as follows:
m(t)= ) for −∞< t <∞.
Find the mean and the variance of X. Ans: ½, 3/4

16. Suppose that X is a random variable for which the

m.g.f. is as fotllows:
m(t)= 1/5 for −∞< t <∞.
Find the probability distribution of X. Hint: It is a simple discrete distribution.

17. The density function of the continuous random variable X is given by f(x) = c(x + √x) for 0 <
x < 1 and f(x) = 0 otherwise. What is the constant c? Ans: 6/7

18. Let Y be a continuous random variable with PDF g(y)=2y, 0<y<1; Find CDF. Ans: y2

19. Z has a pdf P(Z=z)= ; z=0,1,2,…….n. If Y=Z/n, find the probability function of
Y.

20. A random sample of 4 policy-holders is taken from a group of 8, comprising 3 men and 5
women. Find the probability function of X, the number of female policy holders

21. PDF of X is given by

 f(x)=k.
= 0, o.w.
Find (i) k, (ii) P(0.5 (iii) Ans: 3, 0.1733, 0, 0.95021
22. A continuous RV X has the following CDF:

Find its PDF.

23. Find the CDF of a RV whose PDF is:

24. The RV X has the following PDF:

, (i) directly from PDF

(ii) Using CDF. Ans: 0.36
25. Find expectation of X if PDF of X is given by
, fpr -1, 0, 1,3 Ans: 1/7

26. Find E(X) and E(X2) if , x>0. Ans: 1/2

27. Find variance of X if X has a pdf 2 , x>0.

28. Particles are a major component of air pollution in many areas. It is of interest to study the
sizes of contaminating particles. Let X represent the diameter, in micrometers, of a randomly
chosen particle. Assume that in a certain area, the probability density function of X is inversely
proportional to the volume of the particle; that is, assume that
f (x) =c/x3, x≥1
=1, o.w

where c is a constant.
a. Find the value of c so that f (x) is a probability density function.
b. Find the median particle diameter
29. Computer chips often contain surface imperfections. For a certain type of computer chip, 9%
contain no imperfections, 22% contain 1 imperfection, 26% contain 2 imperfections, 20%
contain 3 imperfections, 12% contain 4 imperfections, and the remaining 11% contain 5
imperfections. Let Y represent the number of imperfections in a randomly chosen chip. What are
the possible values for Y? Is Y discrete or continuous? Find P(Y = y) for each possible value y.

30. Let 13 cards be taken, at random and without replacement, from an ordinary deck of playing
cards. If X is the number of spades in these 13 cards, find the pmf of X.

31. Let Y be a random variable with pdf

f(y) = (4 − y), 0 ≤ y ≤ 4
=0, elsewhere
Find E(Y)
.
32. Suppose that Xis a random variable for which the m.g.f. is as follows:
ψ(t) = for −∞< t <∞. Find the mean and the variance of X.
33. Fy(Y)=0, y<0
=y2, 0≤y<1,
= 1, y≥1
Find P(1/2<Y≤3/4) using CDF and PDF
34. Let f(x)=
= o.w.
If ;

Find P( and P .
35. If X is a random variable with MGF M(t) and n is any natural number, then what is the
nth derivative of M(t) at t=0?

36. The lifetime in months of a transistor in a certain application is random with probability
density function
f (t) =0.1e0.1t ,t > 0
=0, t ≤ 0
a. Find the mean lifetime.
b. Find the cumulative distribution function of the lifetime.