Assignment Pool of Advanced Probability and Statistics 21CST-283

1. A random variable X has the following probability function:

Values of X, x : 0 1 2 3 4 5 6 7
P(x) : 0 k 2k 2k 3k k2 2k2 7k2+k
i. Determine k
ii. Evaluate P (X < 6), P(X>= 6) and P (0 < X < 5)
iii. Determine the distribution function of X.

2. Determine the mean, variance and the coefficients ꞵ1, ꞵ2 of the distribution:
dF= k x2e-xdx, 0 < x <∞.
3. The diameter X of an electric cable is assumed to be a continuous random variable with p.d.f.
f(x) = 6x(1-x), o<= x< = 1
i. Justify that the above is a p.d.f.
ii. Deduct an expression for the c.d.f of X,
iii. Determine the number k such that P(X<k) = P(X> k)

4. Determine the expected value of the number of white balls drawn. If a box contains ‘a’ white
and ‘b’ black balls, and ’c’ balls are drawn at random.

5. Explain the fitting of a negative binomial distribution. Given the hypothetical distribution:
No. of cells(x): 0 1 2 3 4 5 Total
Frequency (f): 213 128 37 18 3 1 400
6. Two dice are rolled. Let X denote the random variable which counts the total number of
points on the faces. Determine the probability mass function and distribution function of X.
7. Derive CDF for uniform and exponential distribution and also define memoryless property
with example for exponential case.
8. Determine k such that f(x) is a probability density function and the probability that the
number of pounds of bread that will be sold tomorrow is (a) more than 500 pounds (b)
between 250 and 750 pounds. Given the amount of bread (in hundreds of pounds) x that a
certain bakery is able to sell in a day is found to be a numerical valued random phenomenon,
with p.d.f given by
kx , 0 ≤x < 5
f(x) k(10-x), 5 ≤x <10
0, otherwise
9. A continuous random variable X has probability density function given by
f(x) =kx2(1 – x3) between the values 0 and 1, where k is constant. Determine the value of k.
Using the value of k, find its first three moments.

10. If X is uniformly distributed with mean 1 and variance 4/3 then find P( X < 0).

11. Deduct the first four moments of Negative binomial distribution.

12. Prove for given X is a random variable and ‘a’ is constant, that
I. E(aX) = a E(X)
II. E(X + a) = E(X) +a.
 13. Evaluate
i. P {1/2 <X < 5/2 ǀ X >1}
ii. P { X = 1 or 2}
If p(x) = x/15 for x= 1,2,3, 4,5 and p(x) = 0 elsewhere.
14. Two dice are rolled. Let X denote the random variable which counts the total number of
points on the faces. Find the probability mass function and distribution function of X.
15. A continuous random variable X has probability density function given by
f(x) =kx2(1 – x3) between the values 0 and 1, where k is constant. Find
I. The value of k
II. Using the value of k, find its mean and variance.
16. A box contain 2n tickets among which nCi tickets bear the number i; i = 0, 1, 2, ……, n. A
group of m tickets is drawn. What is the expectation of the sum of their numbers?
17. Show that mean < variance for a Negative binomial distribution by making use of its moment
generating function?
18. Find the moment generating function of Exponential Distribution.
19. The probability distribution of a random variable X is : f(x) = k sin pi/5 x, 0≤ x ≤ 5.
Determine k and obtain the mean of the distribution.
20. A coin is tossed until a head appears. What is the expectation of the number of tosses
required?
21. If X is uniformly distributed with mean 1 and variance 4/3 then find
P( X < 0)
22. If X has a uniform distribution in [0, 1], find the distribution (p.d.f) of -2logX.
23. Show that third moment of Negative binomial distribution is given by rq(1+q)/p3.
24. If X and Y are random variables, then show that E(X+Y) = E(X) + E(Y).
25. A clinical psychologist was interested in testing the relationship between health and stress.
But she realised that coping skills will have an influence on this relationship so she
administered General Health Questionnaire, Stress Scale and a coping scale. The data was
collected on 15 individuals. Calculate the multiple correlation for this problem and test the
significance. The data is as follows:

In addition, answer the following questions:

• Which correlation coefficient she should compute, if she wants to control the
relationship between stress and health for the effect of coping?
• Calculate the partial correlation between stress and health controlled for the effect
of coping.
• Which correlation coefficient she should compute, if she wants to control the
relationship between stress and health for the effect of coping only on stress?
• Calculate the part correlation between stress and health controlled for the effect of
coping on stress and test the significance.
• Which correlation coefficient she should compute, if she wants to know the relationship
between health (Y) and linear combination of stress (X1) and coping (X2)?
26. Fit the second order polynomial on the following data
X Y X Y X Y
4 35.0 44 93.9 84 65.4
8 70.1 48 88.1 88 98.0
12 61.4 52 88.4 92 104.3
16 106.9 56 76.6 96 128.0
20 93.2 60 76.0 100 150.8
24 100.1 64 68.1
28 90.8 68 75.0
32 99.4 72 81.2
36 103.2 76 68.5
40 86.2 80 78.1
27. Explain Least square method with the help of numerical example.
28.

29. Derive normal equations and make a least square fit to the below data using a function
y=ax2+b/x

30. Suppose the p.m.f. of the random variable X is:

Find 𝐸[2𝑋 + 3𝑋 2 ].
31. A random variable X has the following probability function:

Values of X : x
-2 -1 0 1 2 3
p( x) 0.1 k 0.2 2k 0.3 3k
Find the second moment of X?
 32. Let the random variable X assume the value x with the probability function
 1
 , x = 1, 2,3,...
f ( x) =  x( x + 1)
0, otherwise

Find first moment of X .
33. The Los Angeles Times (Dec. 13, 1992) reported that 80% of airline passengers prefer to sleep on
long flights rather than watch movies, read, etc. Consider randomly selecting 25 passengers from a
particular long flight. Define a random variable X and answer the following questions.
a) What is the probability that exactly 12 of those selected passengers prefer sleeping?
b) What is the probability that all passengers selected prefer to sleep on the long flight?
c) What is the probability that at least 20 passengers refer sleeping on the long flight?
d) What is the average number of passengers that prefer sleeping on the long flight and calculate and
interpret the standard deviation of X.
34. Sophie is a dog who loves to play catch. Unfortunately, she is not very good, and the probability
that she catches a ball is 10%. Define X to be the number of tosses until Sophie catches the ball.
a) What is the probability that Sophie will catch the ball on her second try?
b) What is the probability that it will take more than three tosses for Sophie to catch her first ball?
c) What is the expected number of tosses before Sophie will catch her first ball?
35. On the basis of observation made on agricultural production (X1) the use of fertilizers (X2) and the
use of
irrigation (X3), the following zero order correlation coefficients were obtained:
r12` = 0.8’ r13 = 0.65’ r23 = 0.7
Compute the partial correlation between agricultural production and the use of fertilizers eliminating
the effect of irrigation