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05/15/2011

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1

Dr. D. Saravanan, Professor of Mathematics

MA1253 / PROBABILITY AND STATISTICSUNIT I /PROBABILITY AND RANDOM VARIABLE

Axioms of probability - Conditional probability - Total probability ± Baye¶s theorem - Random variable - Probability mass function ± Probability density functions- Properties ± Moments - Moment generating functions and their properties

1.

From 21 tickets marked with 20 to 40 numerals one is drawn at random. Find the chance that it isa multiple of five.2.

Two balls are drawn from a bag containing 3 R, 5G. What is the chance that they are (i) of different colors (ii) same color?3.

A bag contains 3 R, 6 W & 7 B balls. What is the probability that 2 balls drawn are W and B.?4.

A and B are events with p(A) = 3 / 8 , p(B) = 1 / 2 and p(A B ) =1/ 4. Find p (A

c

B

c

).

AU

5.

P

rove: p (A

c)

= 1 ± p (A).6.

P

rove Addition theorem.7.

A is known to hit the target in 2 out of 5 shots where as B is known to hit the target in 3 out of 4shots. Find the probability that the target being hit when they both try.

AU

8.

I

f p (A) = 0.31, p (B) = 0.47, where A and B are mutually exclusive, find p (A B)9.

I

f A & B are independent events, prove that (i) A

c

and B

c

are independent (ii) A

c

and B areindependent (iii) A & B

c

are independent.

AU

10.

A problem in statistics is given to three students whose chances of solving it are ½, 1/3 and ¼respectively. Find the probability that it will be solved.11.

I

f A, B and C are independent events, then prove that (A B) and C are independent.12.

I

f A and B are independent events such that p(A B ) ¾, p( A B ) = ¼ and p(A

c

) = 2/3, find p (A

c

/B).13.

I

f A and B are independent events with p (B) =0.15 and p (A/B) =0.24, find p (A).14.

A fair die is thrown. Determine the conditional probability of {f2} given an even number hasoccurred.

MU

15.

A probability that a communication system will have fidelity is 0.81 and the probability that it willhave high fidelity and high selectivity is 0.18. What is the probability that system with fidelity willalso have high selectivity?16.

A, B & C in order toss a coin. The first one to throw a head wins.

I

f A starts, find their respectivechance of winning.17.

2 persons A & B toss an unbiased coin alternatively until one get head and that player is thewinner.

I

f A starts the game. Find their respective chance of winning.

BAYE

S¶ TH

EORE

M

18.

A toy is rejected if the design is faulty or not. The probability that the design is faulty is 0.1 andthat the toy is rejected because of faulty design is 0.95 and otherwise is 0.45.

I

f a toy is rejected,what is the probability that it is due to faulty design.

AU

2

Dr. D. Saravanan, Professor of Mathematics

19.

A box contains 5 Red and 4 White balls. Two balls drawn successively from the box withoutreplacement and it is noted that the second one is White. What is the probability that the first balldrawn is also White?

AU

20.

An urn contains 5 balls. Two balls are drawn and found to be white. What is the probability of allthe balls being White?21.

For a certain binary communication channel the probability that a transmitted µ0¶ is received as aµ0¶ is 0.95 and the probability that a µ1¶ transmitted is received, as µ1¶ is 0.90.

I

f that a µ0¶ istransmitted is 0.4. Find the probability that (i) a µ1¶ is received (ii) a µ1¶ was transmitted given thata µ1¶ was received22.

The chance that a doctor X will diagnose a disease correctly is 60%and that a patient will die byhis treatment after correct diagnosis is 40% and that of death by wrong diagnosis is 70%. A patientof the doctor X having the disease died. What is the chance that his disease was diagnosedcorrectly

MU

23.

S

uppose that the population of a certain city is 40% male and 60% female.

I

f 50 % of the male and30% of the female smoke. What is the probability a smoke is male24.

An urn contains 10R, 3B balls. Another urn contains 3R, 5B balls. Two balls are transformed fromthe first urn to the second urn. One ball is now drawn from the first urn to the second urn. i) Whatis the probability that is red? ii)

I

f it is red, what is the probability that 1R, 1B were transformed.

MOMENTS & MOMENT GENERATING FUNCTIONS

25.

I

f a random variable X takes the value 1,2,3,4 such that 2

P

(X=1) = 3

P

(X=2) =

P

(X=3) = 5

P

(X=4).Find the distribution of x26.

A random variable X has the following distribution,X 0 1 2 3 4 5 6 7

P

(X) 0 k 2k 2k 3k k

2

2 k

2

7 k

2

+k Find (i) the value of k (ii)

P

(1.5 < X < 4.5 | x > 2) (iii) the smallest value of

P

for which

P

(X <

P

) > ½ (iv) find cdf 27.

A random variable X has the following distribution,X 0 1 2 3 4 5 6 7 8

P

(X) a 3a 5a 7a 9a 11a 13a 15a 17aFind (

I

) the value of a (ii)

P

(X<3) (iii) cdf 28.

A random variable X has the following distribution,X -2 -1 0 1 2 3

P

(X) 0.1 k 0.2 2k 0.3 3k Find (

I

) the value of k (ii)

P

(X<2) &

P

(-2 <X <2) (iii) cdf MU29.

A continuous R.V x has a

P

DF given by f(x) = 3x ) < x < 1 Find µk¶such that

P

(X> k ) = 0.05

3

Dr. D. Saravanan, Professor of Mathematics

30.

A R.V has the

P

DF

±°±¯®gg
!

otherwise xif xk x f

01)(

2

determine µk¶ and the distributionfunction31.

A R.V has the

P

DF f(x) =

±±°±±¯®eeeeee

elsewhere xkxk xk xkx

064642220

find µk¶ and cdf f(x)32.

A R.V has the

P

DF f(x) =

±°±¯®ueeee

2042210

x x x x x

find its cdf 33.

Find the distribution function of a R.V x is given by F(x) = 1 ± ( 1+x) e

-x

; x >0 Find the densityfunction,

P

( x >2)34.

The cdf of the R.V x is given by

±±°±±

¯

¡ ¢ £ ¤ ¤ ¢ £ ¢

3132/1)3)(25/3(1
2/10
00

22

x x x x x x

Find

P

( |X| <1) and

P

( 1/3 <x <4)35.

Find the value of µk¶ if the

P

DF of x is f(x) = kx (1-x); 0 < x< 1.36.

Find the moment of the followingX 0 2 3 4 6F 3 7 2 3 537.

Let k have the probability mass function

P

(k)

±°±¯®!

otherwisek k

0,...3,2,1
6

22

T

find MGF38.

find the MGF of the a R.V. X with

P

DF f(x) =

±°±¯®ee

otherwise x x x x

021210

also find

1211

,

Q Q

39.

Let X be a R.V with value -1, 0, 1 such that

P

(X= -1)=2

P

(X=0) =

P

(X=1). Find the mean of 2x ± 540.

A continuous R.V X has the

P

DF f(x) = kx

2

e

-x

x > 0 Find the r

th

moment of X about the origin.Hence find the mean and variance of X41.

A continuous R.V X has the

P

DF f(x) = k e

-x

x > 0 Find the r

th

moment of X about the origin.Hence find the

S

.D42.

For a R.V x with

81)2()(

4

!

t x

et M

, Find

P

(x < 2)

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