PROBABILITY & RANDOM PROCESS

UNIT – I
RANDOM VARIABLES

1. Define Random Variable

A random variable is function X: S ↦ R that assigns a real number X(S) to every element s
ϵ S, where S is the sample space corresponding to a random experiment E.
Ex: Consider an experiment of tossing an unbiased coin twice. The outcomes of the
experiment are HH, HT, TH, TT.

2. Define Discrete Random Variable.

If X is a random variable which can take a finite number or countable infinite number of p
values, X is called a discrete RV.
Ex: Let X represent the sum of the number on the 2 dice, when two dice are drawn.

3. Define Continuous Random Variable.

If X is a random variable which can take all values (i.e., infinite number of values) in an
interval, then X is called a continuous RV.
Ex: The time taken by a man who speaks over a telephone.

4. State the Properties of expectation.

If X and Y are random variables and a, b are constants, then (i) E(a)=a
Proof:

n
E( X )=∑ x i pi
i=1
n n
E( a )=∑ api=a ∑ p i=a( 1)
i =1 i=1

{∑ }
i=1
p i=1

∴ E (a)=a
 (ii) E(aX )=aE ( X )
Proof:

n
E( X )=∑ x i pi
i=1
n n
E( aX )=∑ axi pi =a ∑ x i pi =aE ( X )
i=1 i=1

E(aX +b)=aE( X )+b

Proof:
n
E( X )=∑ x i pi
i=1
n n n n n
E( aX + b)=∑ ( ax +b ) p i=∑ ( ax )i p i + ∑ bpi =a ∑ x i pi +b ∑ pi
i=1 i=1 i =1 i =1 i =1

E(aX +b)=aE( X )+b {∑ }

i=1
p i=1

5. A RV X has the following probability function.

Values of X: 0 1 2 3 4 5 6 7 8
P(x) a 3a 5a 7a 9a 11a 13a 15a 17a

1) Determine the value of a.

2) Find P(X < 3),P(X≥ 3 ¿ , P ( 0< X <5 ) .
Solution:

∑ p( x)=1
1) We know that x

a+3a+5a+7a+9a+11a+13a+15a+17a=1
81a = 1
 1
a=
81
2) P(X < 3) = P(X = 0) +P(X = 1)+P(X = 2)
= a+3a+5a
= 9a = 9/81 = 1/9
P (X≥ 3 ¿= 1 –P(X< 3) = 1-1/9 = 8/9
P (0< X < 5) = P(X=1) + P(X=2) + P(X=3) +P(X=4)
= 3a+5a+7a+9a=24a =24/81

6. If X is a continuous RV whose PDF is given by ʄ (x) = {c0 (,ot

4 x−2 x ) ,0 <x <2
herwise

Find c and mean of X.

∞

Solution: We know that

∫ f (x )dx=1
−∞
2

∫ c ( 4 x−2 x2 ) dx=1
0

3
c=
8
∞ 2

E(x) = ∫ x ʄ ( x ) dx=¿ ∫ 38 x ( 4 x−2 x 2 ) dx= 83 ¿

−∝ 0

7. A continuous RV X that can assume any value between x = 2 and x = 5 has a density
function given by ʄ ( x ) =k ( 1+ x ) . Find P ( X < 4 ) .
∞

Solution: We know that −∞

∫ f (x )dx=1
2

∫ k (1+ x ) dx=1
0

K = 2/27
2
2 16
P ( X < 4) = ∫ (1+ x ) dx=
0 27 27
 1
8. A Random Variable X has the density function f ( x )=

K.
{k
1+ x2
,−∞< x <∞

0 , otherwise
. Find

Solution: We know that −∞

∫ f (x )dx=1
∞
1
∫ k dx=1
−∞ 1+x 2
−1 ∞
k( tan x )−∞ =1
π π
k ( + )=1
2 2
1
k=
π
1
9. If the PDF of a R.V X is given by f(x) = 4
,−2< X < 2
0 , elsewhere
{
. Find P[|X|>1] .

Solution:
1
1 1 1 1
=1−P [|X|<1 ] =1−∫ dx=1− [ 1+1 ] =1− =
P[|X|>1] −1 4 4 2 2
x
f (x )=
10. If the pdf of R>V X is 2 in 0≤x≤2 , find P [ X>1. 5/ X >1 ]
Solution:
2

∫ 2x dx
P [ X >1. 5 ] 1. 5 4−2 .25
P [ X> 1. 5/ X >1 ]= = 2 = =0. 5833
P [ X > 1] x 4−1
∫ 2 dx
1

11. Determine the Binomial distribution whose mean is 9 and whose SD is 3/2.

Solution:
np = 9 and npq = 9/4
 npq 1 3 4
q= = ⇒ p=1−q= , np=9 ⇒n=9
np 4 4 3
=12 ()
r 12−r
3 1
P [ X=r ]=12 C r ( )( )
4 4
,r=0,1,2 ,. .. . .. .. 12

12. The mean and variance of the Binomial distribution are 4 and 3 respectively. Find P(X = 0)

Solution: mean = np = 4, Variance = npq = 3

3 3 1
q= , p=1− = , np=4
4 4 4
0 16 16
1 3 3
P( X=0)=nC 0 p q 0 n−0
=16 C 0 p q 0 16−0
=( )( ) ( )
4 4
=
4

13. For a Binomial distribution mean is 6 and standard deviation is √2 . Find the first two
terms of the distribution.

Solution:
2
Given np=6 , npq=( √2 ) =2
2 1 2 2
q= = , p=1−q= , np=6 ⇒ n
6 3 3 3
=6 ⇒n=9 ()
0 9−0 9
2 1 1
P( X=0)=nC 0 p q 0 n−0
=9C 0( )( ) ( )
3 3
=
3
8 8
2 1 1
P( X=1)=nC 1 p1 q n−1 =9 ( )( ) =6 ( )
3 3 3
2
Mx  t  
13. If the R.V has the MGF 2  t , determine the variance of X.
Solution:
 1 2 3
2 2  t t t t
Mx  t     1    1           
2t  t  2 2 2 2
2 1  
 2
1  t  1  t 2  3  t3 
 1          
2  1!  2  2!  4  3! 

 tr  1 1
r  coefficient of   in M X (t), 1  , 2 
 r!  2 2
1 1 1
Var(X)  2   1     .
2

2 4 4

x 2 e x
f (x)  , x 0
14. A continuous R.V X has the PDF 2 . Find the rth moment of X about the
origin.
Solution:
  
r  x e 
2 x
1
 r  E  X r     0  2    e  x x r  2 dx
r
x f (x) dx x dx
2 0
1 1
   r  3   r  2  !
2 2

15. Find the MGF of X whose PDF is given by f(x) = 1 - |x|, - 1 < X < 1.

e t  e t  2
0 1
Mx  t    e f (x) dx 
tx
 e (1  x) dx   e (1  x) dx 
tx tx
.
 1 0 t2

16. One percent of jobs arriving at a computer system need to wait until weekends .Find the
probability that among a sample of 200 jobs there are no jobs that have to wait until
weekends.
Solution:
p = 0.01, n = 200,  = np = 2, X is the no. of jobs that have to wait
 e  x e2 (2) x e 2 (2)0
P(X  x)    P(X  0)   e 2  0.1353.
x! x! 0!

17. Let one copy of a magazine out of 10 copies bears a special prize following Geometric
distribution, Determine its mean and variance.
Solution:
1 9 1 q
p= q= ⇒ Mean= =10 , Variance= =90
10 10 p p2

18. If the probability is 0.05 that a certain kind measuring device will show excessive drift,
what is the probability that the sixth of these measuring devices tested will be the first to
show excessive drift?
Solution: p = 0.05, q = 0.95, x =6, P(X=x) = p qx-1 = (0.05) (0.95)5 = 0.0387.

4
19. If X is a uniformly distributed R.V with mean 1 and variance 3 , find P(X < 0).

 b  a 4
2
ab
1  ab 2   b  a4
Solution: Mean = 2 and variance = 12 3
By solving the above eqns. We get a = -1 and b = 3
1 1
f (x )= in a<x< b= , −3<x <3
b−a 6
0 0
1 1 1
 f (x)dx   4 dx  4  x 
0
P(X  0) 1

1 1 4.

20. If a R.V ‘X’ is uniformly distributed over (-3,3), then compute P ( | X – 2 | < 2).
1 1
f ( x )= in a< x< b= , −3< x <3
Solution: b−a 6
P ( | X – 2 | < 2) = P ( -2 < X – 2 < 2) = P ( 0 < X < 4)
3 3
1 1 1
 f (x)dx  6 dx 6  x 
3
0
 .
2
= 0 0
 1
21. The time required to repair a machine is exponentially distributed with parameter  = 2 .
What is the conditional Probability that a repair takes at 11h given that its direction
exceeds 8h?
x x

Solution: P( X  11 / X > 8) = P(X > 3) =

∞ ∞
∫ f ( x) dx=∫ e 2
3 3
−
2
dx= [ ]
1 e
−

2 −1/2
2
=e−1.5 =0. 2231

22. Suppose the length of life of an appliance has an exponential distribution with mean 10 years.
What is the probability that the average life time of a random sample of the appliances
is at least 10.5?
x
1 1 
 , f (x)  e x , x  0  f (x)  e 10 , x  0
10 10
  x
1 10
P(X  10.5)  f (x)dx  e dx  e 1.05  0.3499
10
Solution: 10.5 10.5