Visvesvaraya National Institute of Technology, Nagpur

Assignment-2 Department of Mathematics

!
1 − e−2x if x ≥ 0
1. If X is a continuous RV having distribution function F (x) = .
0 if x < 0
(i) Find the PDF f (x), (ii) Find P {X > 2} and P {−3 < X < 4} .
1
2. The probability function for a RV X is given by P {X = n} = , n = 1, 2, 3, ...
2n
(i) Find the PMF f (x). (ii) Find the DF F (x) of X.
(iii) Evaluate (a) P {X = even number} (b) P {X > 5} (c) P {X = number divisible by 3} .
" #
n
3. Let X be an RV with PMF given by P {X = r} = pr (1 − p)n−r , r = 0, 1, 2, 3.., 0 < p < 1.
r
√
Find the PMF of the RV’s (i) Y = aX + b (ii) Y = X 2 (iii) Y = X.

 1 if 0 < x < 2π
4. Let X be an RV with PDF given by f (x) = 2π . Let Y = sin X. Find the DF and
0 otherwise
PDF of Y.
5. Suppose that a projectile  is fired at an angle θ above the earth with a velocity V. Assuming that θ is
 12 if π < θ < π
an RV with PDF f (θ) = π 6 4 , find the PDF of the range R of the projectile, where
0 otherwise
V 2 sin 2θ
R= , g being the gravitation constant.
g
X
6. Let X be an positive RV of the continuous type with PDF f (x). Find the PDF of the RV U = .
! X +1
1 0≤x≤1
If, in particular, X has the PDF f (x) = . What is the PDF of U.
0 otherwise
 2
x
if − 3 < x < 6
7. Let X be an RV with PDF f (x) = 81 . Find the PDF of the RV’s U = X 2 and
0 elsewhere
1
Y = (12 − X).
3
8. Let X be an RV with PMF/PDF given as following, then find the E [X] and V ar [X] !
" #x
−λ λx 1 e−x if x ≥ 0
(i) f (x) = e , x = 0, 1, 2, 3... (ii) f (x) = , x = 1, 2, 3, 4... (iii) f (x) =
x! 2 0 if x < 0
" #
n 1
(iv) f (x) = pk (1 − p)n−k , k = 0, 1, 2, 3.., 0 < p < 1 (v) f (x) = , −∞ < x < ∞
k  π(1 + x2 )
 1
! 

 x if 0 ≤ x < 1
 2
6x(1 − x) if 0 < x < 1 1
(vi) f (x) = (vii) f (x) = if 1 < x ≤ 2
0 otherwise 

 2
 1
 (3 − x) if 2 < x ≤ 3
2

1
 ( ) µ3 µ4 * +
k
9. For any RV X with E |x|4 < ∞, define α3 = , α4 = (µ k = E (x − µ) ). Here α3 is
(µ2 )3/2 µ22
known as the coefficient of skewness and α4 is known as kurtosis and is used to measure the peakedness
of a distribution. Compute α3 and α4 for the PMF/PDF of (1).
1 x2
10. Find skewness and kurtosis for the RV X with PDF f (x) = √ e− 2 , −∞ < x < ∞.
2π
11. Find the moment generating function (MGF) for the PDF/PMF in (1).
e−x xλ
12. For the RV X with PDF f (x; λ) = , x > 0 where λ ≥ 0 is an integer, show that
λ!
λ
P {0 < X < 2(λ + 2)} > .
λ+1