Indian Institute of Information Technology Guwahati

Department of Science and Mathematics

MA203: Mathematics-III Problem set-2

Instructions: Solve all the questions. If you have doubt or confusion please let us know.

1. Which of the following functions are distribution functions? If it is a distribution function find
the corresponding PDF/PMF.

(a)
(
0, if x ≤ 1,
F1 (x) =
1, if x > 1,

(b)
(
1, if x < 1,
F2 (x) =
0, if x ≥ 1,

(c)
(
0, if x < 1,
F3 (x) =
1, if x ≥ 1.

(d)


 0, if x < 0,
x


, if 0 ≤ x < 1,





 2
1


F4 (x) = , if 1 ≤ x < 2,
 2

 x
, if 2 ≤ x < 4,


4






 1, if x ≥ 4,

(e)



 0, if x < 1,
 (x − 1)2

F5 (x) = , if 1 ≤ x < 3,

 8

 1, if x ≥ 3,


CONTINUED
 –2–


 0

 if x < −5
(f) F6 (x) = x if − 5 ≤ x ≤ 0.5


 1 if x > 0.5,
1 1
(g) F7 (x) = + tan−1 (x), −∞ < x < +∞.
2 π
2. Let X be a random variable having the distribution function



 0 if x < 0

2

if 0 ≤ x < 1


 3


F (x) = 7−6c
6 if 1 ≤ x < 2


4c2 −9c+6
if 2 ≤ x ≤ 3


4





 1 if x > 3,

where c is a real constant.

(a) Find the value of constant c. (Ans: 1/4.)

(b) Using the distribution function, find P ({1 < X < 2}), P ({2 ≤ X < 3}), P ({0 < X ≤ 1}),
P ({1 ≤ X ≤ 2}), P ({X ≥ 3}), and P ({X = 2.5}). (Ans: 0, 1/12, 1/4, 1/3, 0, 0.)

(c) Find the PMF of X. (Ans: 2I{0} (x)/3 + I{1} (x)/4 + I{2} (x)/12.)

3. Let X be a random variable with CDF




 0 if x < 0

 x2

if 0 ≤ x < 1
2
FX (x) = x+2


 6 if 1 ≤ x < 2

1 if x ≥ 2.



(a) Using the distribution function, evaluate P({X = 1}), P({1 < X < 2}), P({1 ≤ X < 2}),
P({1 < X ≤ 2}), P({1 ≤ X ≤ 2}) and P({X ≥ 1}). (Ans: 0, 1/6, 1/6, 1/2, 1/2, 1/2)

(b) Is the RV X a DRV?

(c) Is the RV X a CRV?

4. Let X be CRV with PDF

(
k − |x| if |x| < 0.5
fX (x) =
0 otherwise,

where k ∈ R.

(a) Find the value of constant k. (Ans: 5/4.)

(b) Using the PDF, evaluate P({X < 0}), P({X ≤ 0}), P({0 < X ≤ 14 }), P({0 ≤ X < 14 }),
and P({− 81 ≤ X ≤ 14 }). (Ans: 1/2, 1/2, 9/32, 9/32, 25/32.)

CONTINUED
 –3–

(c) Find the CDF of X.

5. A discrete random variable X has the p.m.f. as

 c
 , if x = 1, 2, · · · ,
fX (x) = (2x − 1)(2x + 1)
 0, if otherwise,

where c ∈ R.

(a) Find the value of constant c.

(b) Determine the distribution function of X.

6. Let X is an RV with p.m.f. as

  
 n px (1 − p)n−x ,

if x = 0, 1, 2, · · · , n,
fX (x) = x
 0,

if otherwise,

√
where n is a positive integer and p ∈ (0, 1). Let Y1 = X 2 , and Y2 = X. Find the PMFs of Y1
and Y2 .

7. Let X be a random variable with PMF

2 x
(
1


3 3 , if x = 0, 1, 2, . . .
fX (x) =
0, otherwise.

X
(a) Find the CDF of Y = X+1 and hence determine the PMF of Y .

(b) Fine the mean and variance of X.

8. Let the random variable X have the PDF

(
1+x
2 if − 1 < x < 1
fX (x) =
0 otherwise.

Find the distribution functions and hence the PDFs (provided they exist) of X + = max{X, 0},
X − = max{−X, 0}, Y1 = |X|, and Y2 = X 2 .

9. Let X be an random variable with PDF


x


 2 if 0 < x ≤ 1

 1
if 1 < x < 2


2
fX (x) =
3−x


 2 if 2 < x < 3



 0 otherwise.

Find the expected value of Y = X 2 − 5X + 3. (Ans: -11/6)

CONTINUED
 –4–

10. Consider a continuous RV X with the p.d.f.


1


 2 if x ∈ (−1, 0)

1
fX (x) = 3 if x ∈ (0, 23 )



 0 otherwise.

Consider the random variable Y = X 4 .

(a) Find the distribution functions of Y and hence the corresponding PDF.
1 37
(b) Find mean and variance of X. (Ans: 8 , 192 )

11. Fix a positive integer n. Find examples of discrete/continuous RVs such that E(X n ) exists but
E(X n+1 ) does not exist.