S2250 - Sheet 2

Random Variables
Exercise 1 Determine the value of c for each of the following pdf:

a) c(x2 + 4), x = 0, 1, 2, 3;

b) f (x) = c 2 Cx 3 C3−x , x = 0, 1, 2

c) f (x, y) = cxy, f orx = 1, 2, 3; y = 1, 2, 3;

Exercise 2 The total number of hours, measured in units of 100 hours, that a family
runs a vacuum cleaner over a period of one year is a continuous random variable X that
has the density function:


 x 0<x<1
f (x) = 2−x 1≤x<2

0 elsewhere


1) Find the cdf function of X and use it to evaluate the probability that over a period
of one year, a family runs their vacuum cleaner

a) less than 120 hours;

b) between 50 and 100 hours.

2) Find E(X), V (X), E(2X + 1) and V (2X + 1)

Exercise 3 A women has 15 keys, of which one will open her door. She tries keys at
random until she find the correct key. Let X be the number of trials needed. Consider
the event O ={the chosen key open the door}

a) Express the events {X = 4} in the terms of the event O, then find P (X = 4)

b) Find the probability distribution of X

c) Find the expected number of trials needed

Exercise 4 Let W be a random variable giving the number of heads minus the number
of tails in three tosses of a coin.

a) Find the probability distribution of the random variable W , assuming that the coin
is biased so that a head is twice as likely to occur as a tail.

b) Find E(W ) and V (W ). Compute E(2W − 3) and V (2W − 3).

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 c) Find the cumulative distribution function of the random variable W .

d) Use F (w) to find the probabilities P (W > 0) and P (−1 ≤ W < 3)

Exercise 5 A shipment of 7 television sets contains 2 defective sets. A hotel makes a

random purchase of 3 of the sets. If x is the number of defective sets purchased by the
hotel, find the probability distribution of X.

Exercise 6 Suppose that X takes on one of the values 0, 1, 2. If for some constant c,
P (X = i) = cP (X = i − 1) , i = 1, 2, find V ar(X) in terms of c

Exercise 7 Let X be a discrete r.v. with pdf given by:

f (x) = pq x−1 , x = 1, 2, . . . , p, q ∈ R

a) What are the expression that p and q should satisfy ?

b) Determine the distributions of the r.v. Y = X + 1, Z = 2X and U = X 2

Exercise 8 Let X a random variable with values in N an a pdf given by:

k
f (x) = , x = 0, 1, 2, 3, . . . , k∈R
(x + 1)(x + 2)
a) Find the value of k and calculate P (|X − 4| ≥ 1)

b) Can the expected value of the r.v. X be calculated?

Exercise 9 An exam consists of 10 multiple choice questions. Each question has 5 pos-
sible answers from which only one is correct. A student passes the exam and answers all
the questions randomly. Let Z be the number of correct answers provided by the student?

a) Find the pdf of Z, E(Z) and V ar(Z)

b) If Z < 5 is an elimination mark, what is the probability that the student will pass
this test ?

Exercise 10 An investment firm offers its customers municipal bonds that mature after
varying numbers of years. Given that the cumulative distribution function of T, the
number of years to maturity for a randomly selected bond, is:


 0 0<x<1
1




 1≤x<3
 4


1
F (x) = 3≤x<5
 2

 3
5≤x<7


 4



 1 x≥7

Find P (T = 5); P (T > 3); P (1.4 < T < 6) and P (T ≤ 5|T ≥ 2).

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Exercise 11 The waiting time, in hours, between successive speeders spotted by a radar
unit is a continuous random variable with cumulative distribution function
(
1 − e−8x x ≥ 0
F (x) =
0 x<0

Find the probability of waiting less than 12 minutes between successive speeders

a) using the cumulative distribution function of X;

b) using the probability density function of X.

Exercise 12 The joint probability distribution of X and Y is given by

x+y
f (x, y) = , f or x = 0, 1, 2, 3; y = 0, 1, 2
30
Find P (X ≤ 2, Y = 1); P (X > 2, Y ≤ 1); P (X > Y ) and P (X + Y = 4).

Exercise 13 Let X and Y two random variables with joint density function given by:
(
24xy 0 ≤ x ≤ 1, 0 ≤ y ≤ 1, x + y ≤ 1
f (x, y) =
0 elsewhere

a) Find P (X + Y ≤ 1/2)

b) Find the marginal density of X and E(X).

Exercise 14 The joint density of a couple of random variables is given by:

(
6x 0 < x < 1, 0 < y < 1 − x
f (x, y) =
0 elsewhere

Show that X and Y are not independent.

Exercise 15 A coin is tossed twice. Let Z denote the number of heads on the first toss
and W the total number of heads on the 2 tosses. If the coin is unbalanced and a head
has a 40% chance of occurring, find

a) the joint probability distribution of W and Z

b) the marginal distribution of W ;

c) the marginal distribution of Z;

d) the probability that at least 1 head occurs.

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Exercise 16 Let X and Y two random variables with joint density function given by:

f (x, y) = 2, f or 0 < x < y < 1

Determine the correlation coefficient between X and Y .

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Exercise 17 Let X and Y two random variables with variances σX = 5 and σY2 = 3, find
the variance of the random variable Z = −2X + 4Y − 3 if:

a) X and Y are independent.

b) cov(X, Y ) = 1.

Exercise 18 Suppose that X and Y are two random variables with joint density:
4
f (x, y) = , f or x3 ≤ y ≤ 1, 0 ≤ x ≤ 1
3
Find P [X > Y ].

Exercise 19 Suppose that X and Y are independent random variables with probability
densities:

 8 x>2
(
2y 0 < y < 1
g(x) = x3 and h(y) =
 0 elsewhere 0 elsewhere

Find the expected value of Z = XY .

Exercise 20 Given E(X + 4) = 10 and E[(X + 4)2 ] = 116, determine E(X) and σX
2
.

Exercise 21 Given that the density of the couple (X, Y ) is f (x, y) = 3/16xy 2 , 0 < x <
2, 0 < y < 2, what is P (X < Y )?

Exercise 22 Assume that X is a random variable with mean equal to 13 and a variance
given by 25. Give an approximation of P (5 < X < 21).

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