Probability Distribution Practice Problems

1. What is the probability that a card drawn at random from a pack of 52 cards is either a
spade or a face card?
2. What is the conditional probability that a card drawn at random from a pack of 52
cards is a face card, given that the drawn card is a spade?
3. Sppose we toss an nbiased coin twice. What is the probability that the otcome of
the second toss is a head, given that the otcome of the first toss was a head?
!. Sppose we toss a si"#sided die twice. What is the probability that the first toss will
show an even nmber and the second an odd nmber?
5. What is the probability of getting three heads in three tosses of an nbiased coin?
$. %f & is a random variable with mean and variance
2
, and if ' is defined as
Z X
X
=
( )

, find *(') and +ar(').

,. %f & and - are two random variables and a and b are constants, prove that
a. +ar (&.a) / +ar (&)
b. +ar (-.b) / +ar (-)
c. 0ov 1(&.a), (-.b)2 / 0ov (&,-)
3. 4he 5oint distribtion of & and - is as follows.
X = -2 X = -1 X = 0 X = 1 X = 2
Y = 10 6.67 6.15 6.2, 6.25 6.6!
Y = 20 6.61 6.65 6.63 6.65 6.61
a. 8ind the marginal distribtions of & and -.
b. 8ind the conditional distribtion of & given y / 26.
7. Sppose f x y
n n
x y x y n i e d i s c r e t e i a b l e s ( , )
( )
, , , , . . . , ( . . , v a r ) =
+

=
2
1
1 2
2
. 9re "
and y independent?
16. 0onsider the 5oint probability density fnction f(",y) / "y, 6 : " : 1, 6 : y : 2.
a. 8ind the marginal probability density fnction of ", f(").
b. 8ind ;r(y : 1 < " : .5).
11. 4he probability density fnction of a random variable " is f x
x
x ( ) e " p , =

>
1
2 2
6
. 8ind the probability of 1 : " : 2.
Answers
1. =et 9 / spade and > / face cards.
P A B P A P B P A B ( ) ( ) ( ) ( ) = + = + =
1 3
5 2
1 2
5 2
3
5 2
2 2
5 2
2. P B A
P B A
P A
( < )
( )
( )
=

= =
3
5 2
1 3
5 2
3
1 3
3. =et Hi stand for ?head in the ith toss.? 4hen, P H H
P H H
P H
( < )
( )
( )
2 1
1 2
1
1
!
1
2
1
2
=

= =
!. =et * / even nmber and @ / odd nmber. 4here are three even nmber sides and
three odd nmber sides of a die. 4herefore, ;(*) / ;(@) / 1A2 on any one toss. Since
the otcome of the second toss is independent of the otcome of the first toss,
P E O P E P O ( ) ( ) ( ) = = = 1 2
1
2
1
!
5. P H H H P H P H P H ( ) ( ) ( ) ( )
1 2 3 1 2 3
1
2
1
2
1
2
1
3
= = =
$. E Z E X
X
E X
E X
( ) ( )
( )
=

= + =

and
[ ] V a r Z E Z E Z E Z ( ) ( ) ( ) = =
2
2 2

,. Bints
a. Cse the theorem that +ar (a& . b) / a
2
+ar (&)
b. Same as above
c. Cse 0ov 1(&.a), (-.b)2 / * 1D(&.a) # *(&.a)E D(-.b) # *(-.b)E2
3. 9nswers
a. Farginal distribtion of &G
"% #2 #1 6 1 2
f("i) .16 .26 .35 .36 .65
b. Farginal distribtion of -
-% f(yi)
16 .36
26 .26
7. %f " and y are independent, then f(",y) / f(") f(y). 0heck whether this is tre.
Foreover, f("), the marginal distribtion, is f x f x y
y
y n
( ) ( , ) =
=
=

1
. Similarly,
f y f x y
x
x n
( ) ( , ) =
=
=

1
. 9lso, note that (1.2.H.n) /
n n ( ) + 1
2
. -o can show that f(",y)
/ f(") f(y) and therefore, " and y are independent.
16. 9nswers
a. f x f x y d y x
y
y
( ) ( , ) = =
=
=

2
6
2

b. ;r(y : 1 < " : .5) needs first finding the conditional probability distribtion of y,
given ", which is f y x
f x y
f x
( < )
( , )
( )
= .
;r(y : 1 < " : .5) /
f x y d y d x
f x d x
( , )
( )
.
.
.
6
1
6
6 5
6
6 5
6 2 5

=
11. 6.233