Visvesvaraya National Institute of Technology, Nagpur Assignment: Probability Theory(PT-2) Department of Mathematics 1.

Let X be an RV with PMF/PDF given as following, then nd the E [X] and V ar [X] ex if x 0 1 x x , x = 1, 2, 3, 4... (iii) f (x) = (i) f (x) = e , x = 0, 1, 2, 3... (ii) f (x) = x! 2 0 if x < 0 1 n (iv) f (x) = pk (1 p)nk , k = 0, 1, 2, 3.., 0 < p < 1 (v) f (x) = , < x < k (1 + x2 ) 1x if 0 x < 1 2 6x(1 x) if 0 < x < 1 1 (vii) f (x) = (vi) f (x) = if 1 < x 2 2 0 otherwise 1 (3 x) if 2 < x 3 2 3 4 2. For any RV X with E |x|4 < , dene 3 = , 4 = 2 (k = E (x )k ). Here 3 is 2 (2 )3/2 known as the coefcient of skewness and 4 is known as kurtosis and is used to measure the peakedness of a distribution. Compute 3 and 4 for the PMF/PDF of (1). x2 1 3. Find skewness and kurtosis for the RV X with PDF f (x) = e 2 , < x < . 2 4. Find the moment generating function (MGF) for the PDF/PMF in (1). ex x , x > 0 where 0 is an integer, show that 5. For the RV X with PDF f (x; ) = ! . P {0 < X < 2( + 2)} > +1 6. Let X be an RV with PMF given by P {X = r} = n pr (1 p)nr , r = 0, 1, 2, 3.., 0 < p < 1. r Find the PMF of the RVs (i) Y = aX + b (ii) Y = X 2 (iii) Y = X. 1 if 0 < x < 2 Let X be an RV with PDF given by f (x) = 2 . Let Y = sin X. Find the DF and 0 otherwise PDF of Y. Suppose that a projectile red at an angle above the earth with a velocity V. Assuming that is is 12 if < < 6 4 , nd the PDF of the range R of the projectile, where an RV with PDF f () = 0 otherwise V 2 sin 2 , g being the gravitation constant. R= g X Let X be an positive RV of the continuous type with PDF f (x). Find the PDF of the RV U = . X +1 1 0x1 . What is the PDF of U. If, in particular, X has the PDF f (x) = 0 otherwise 2 x if 3 < x < 6 . Find the PDF of the RVs U = X 2 and Let X be an RV with PDF f (x) = 81 0 elsewhere 1 Y = (12 X). 3 1

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