STAT2550 Problems 3

September 22, 2022

1. Consider tossing a fair coin four times. Find the probability mass function and the
cumulative distribution function of the following random variables.

a) The number of heads before the first tail.

b) The number of heads after the first tail.
c) The number of heads minus the number of tails.
d) The number of tails minus the number of heads.

2. Determine if each of the following functions F is a valid cumulative distribution func-

tion.

a) 
0,
 x<0
F (x) = x, 0≤x≤1

1, x > 1.


b) (
0, x < 0
F (x) = 2
1 − e−x , x ≥ 0.

c) (
0, x < 0
F (x) =
1 − e−x , x ≥ 0.

d) 
0,
 x<0
x2
F (x) = , 0≤x≤3
9
1, x > 3.


3. Let X be a discrete random variable with probability mass function pX (x) = 1/2x for
x = 1, 2, 3, . . . and pX (x) = 0 otherwise. Now let Y = X 2 . What is the probability
mass function of Y ?

1
4. Consider a multiple choice test consisting of 20 items, each with 4 choices. A test-taker
is able to eliminate one of the choices as incorrect, and then chooses randomly amongst
the remaining 3 choices. To pass the test, a score of 12 or greater is required. What is
the probability of the student passing the test?

5. Consider tossing a fair coin. What is more likely: (1) 9 heads in 10 coin tosses or 18
heads in 20 coin tosses?

6. Consider a sequence of independent Bernoulli trials, each with probability of success p.

a) Let the random variable (r.v.) X be the number of failures until the first success.
What is the probability mass function of X?
b) Let the r.v. Y be the number of failures until the r-th success. What is the
probability mass function of Y ?

7. Consider tossing three identical fair coins simultaneously until all three show the same
result. What is the probability that the coins are thrown more than three times before
all three show the same result?

8. Challenge. If X is a Geometric r.v. with probability of success p, show that

P (X > n + k − 1|X > n − 1) = P (X > k).