1

1. RANDOM VARIABLES AND PROBABILITY

DISTRIBUTIONS
Question 1. Let X be a continuous random variable with CDF

0,
 if x ≤ 0,
3
FX (x) = k(27x − x ), if 0 < x ≤ 1,

1, if x > 1.


(a) Find k.

(b) Find P (X > 3).

Question 2. It is known that there are 20 defective items in a lot of 1000 items.
Four items are randomly selected one by one with replacement from this lot. Let X
be the number of defective items out of four selected items.

(a) Find E(X).

(b) Find V (X).

(c) Find E(X 2 ).

(d) Find P (1 < X < 4)

(e) Find E(X 2 − 2X + 3).

Question 3. The lifetime X of a light bulb has an exponential distribution with a
mean lifetime of 15 years.

(a) Find E(X 2 ).

(b) Find V (X).

(c) Find P (X > 7).

(d) Find E(X 2 + 2X − 3).

(e) Find P (X > 10|X > 5).

Question 4. Suppose that in a car shop, the number of cars sold by a salesman X
follows a Poisson distribution with an average number of 3 cars sold per week by
that salesman.

(a) Find E(X 2 ).

(b) Find V (X).

2

(c) Find P (X < 2).

(d) Find E(X 2 − 2X − 3).

Question 5. The number of hits at a Website in any time interval is a Poisson

random variable. A particular site has on average 5 hits per second. Let X be the
number of hits at the site in three seconds, and then X is a Poisson random variable
with the probability distribution P(λ).

(a) Find λ.

(b) Find E(X 2 ).

(c) Find P (X < 2).

(d) Find E(X 2 + 2X − 3).

Question 6. The chance that a bit transmitted through a digital transmission

channel is received in error is 0.0006. Also, assume that the transmission trials are
independent. Let X be the number of bits in error in the next 10000 bits transmitted.
Find P (X > 2).

Question 7. Let X be a uniform U[0, 20] random variable.

(a) Find E(X).

(b) Find V (X).

(c) Find P (2 < X < 6).

2. PAIRS OF RANDOM VARIABLES

Question 8. Random variables X and Y have the joint PMF
®
cxy, x = 1, 2, 4, y = 1, 3,
PX,Y (x, y) =
0, otherwise.

(a) What is the value of the constant c?

(b) What is P (Y < X)?

(c) What is P (Y > X)?

(d) What is P (Y = X)?

(e) Find the marginal PMFs PX (x) and PY (y).

 3

(f) Find the expected values E(X) and E(Y ).

(g) Find the standard deviations σX and σY .

Question 9. The joint PDF of two continuous random variables X and Y is given
by ®
ke−(6x+5y) , x ≥ 0, y ≥ 0,
fX,Y (x, y) =
0, otherwise.

(a) Find k.

(b) Find P (X < Y ).

(c) Find P (X + Y ≤ 1).

(d) Find P [min(X, Y ) ≥ 1].

(e) Find P [max(X, Y ) ≤ 1].

Question 10. Random variables X and Y have the joint PDF
®
c(5x + 6y), 0 < x < 1, 0 < y < 1,
fX,Y (x, y) =
0, otherwise.

(a) What is the value of the constant c?

(b) Find the CDF FX,Y (x, y) of (X, Y ) for 0 < x < 1, y ≥ 1.

(c) Find the CDF FX,Y (x, y) of (X, Y ) for 0 < y < 1, x ≥ 1.
Question 11. Random variables X and Y have joint PDF
®
cx2 y, 0 ≤ x ≤ 1, 0 ≤ y ≤ 1,
fX,Y (x, y) =
0, otherwise.

(a) Find the constant c.

(b) Find P (X > Y ) and P (Y < X 2 ).

(c) Find P [min(X, Y ) ≤ 1/2].

(d) Find P [max(X, Y ) ≤ 3/4].

(e) Find the expectation E[XY 2 ].

Question 12. Random variables X and Y have the joint PDF
®
cx2 y, x2 ≤ y ≤ 1
fX,Y (x, y) =
0, otherwise.
4

(a) What is the value of the constant c?

(b) Find fX|Y =y (x).

(c) Find fY |X=x (y).

(d) Find E(Y |X = 0.3).