Department of Mathematics ‫قسم الرياضيات‬

Type of Exam Course Name and Code Exam Period Day and Date
Advanced probability theory,
Mid-term (6301-math ) 9-11 am Sun. 21/05/2023

Question 1: (8 Marks)
We have urn contains 1-red balls and 2-white balls. We select one ball two times (without
replacement)

1. Find the sample space Ω

2. Find all the 𝜎 − Algebra in Ω
3. Find the 𝜎 − Algebra generated by {{𝑊𝑅}, {𝑊𝑊}}
4. Find the monotone class generated by {{𝑊𝑅}, {𝑊𝑊}}

Question 2: (4 Marks)
Consider two events A and B and from given sample space Ω Such that

𝑃(𝐴 ∩ 𝐵) = 0.15 , P(A) = 0.45, P(B) = 0.25

Find

• 𝑃(𝐴𝑐 ∩ 𝐵)
• 𝑃(𝐵 𝑐 ∩ 𝐴)
• (Ac ∪ B)
• 𝑃(Bc ∪ A)

Question 3: (10 Marks)

Let 𝑋 be a discreet random variable such that 𝑋(Ω) = {−2, −1,0,1,2} has probability masse
function 𝑃(−2) = 𝑃(1) = 𝑃(2) = 2𝑐 𝑎𝑛𝑑 𝑃(−1) = 𝑃(0) = 𝑐

1. Find c
2. Find 𝐸[𝑋] 𝑎𝑛𝑑 𝑉𝑎𝑟[𝑋]
3. Define random variable 𝑌 = 2𝑋 2 + 1.
a. Find the mass probability function of Y
b. Find the expectation of 2Y+2.
c. Find the variance of 2Y+2
 Department of Mathematics ‫قسم الرياضيات‬
Type of Exam Course Name and Code Exam Period Day and Date
Advanced probability theory,
Mid-term (6301-math ) 9-11 am Sun. 21/05/2023

Question 4: (8 Marks)

Let 𝑋 be a continuous random variable with density function

4𝑥 𝑐 𝑖𝑓𝑥 𝑖𝑛 [0,1]
𝑓(𝑥) = {
0, otherwise

1. Find the constant c

2. Find 𝐸[𝑋] 𝑎𝑛𝑑 𝐸[𝑋 −1 ]
3. Find the functions 𝑀𝑋 (𝑡) .
4. We deduce 𝑀𝐹𝑋 (𝑡).