Unit.1.

Random Variables

MISRIMAL NAVAJEE MUNOTH JAIN ENGINEERING COLLEGE

DEPARTMENT OF MATHEMATICS
PROBABILITY AND QUEUEING THEORY (MA 2262)
UNIT I RANDOM VARIABLES

PART- A
Problem 1 The probability density function of a continuous random variable X is given
x
by f x Ke . Find K and C.D.F of X
Solution:
Since it is a probability density function,

f x dx 1
x

Ke dx 1

2 Ke x dx 1
0

e x
2K 1
1 0

2K 1

1
.
2

Therefore,
1
f x ex , x 0
2
1 x
e , 0x
2
For x 0, the C.D.F is F x

2e dx 2 e
x

For x > 0, F x

2e dx 2e

dx

1 1
1
(1 e x ) (2 e x )
2 2
2

Problem 2 X and Y are independent random variables with variance 2 and 3. Find the
variance of 3 X 4Y .
Solution:
V 3 X 4Y 9Var ( X ) 16Var (Y ) 24Cov( XY )
9 2 16 3 0 ( X & Y are independent cov( XY ) 0 )
18 48 66.

Problem 3 A Continuous random variable X has a probability density function

F x 3 x 2 ; 0 x 1. Find a such that P x a P x a
Solution:
We know that the total probability =1
1

Unit.1. Random Variables

Given P X a P X a K ( say )
Then K K 1
1
K
2
1
1
i.e., P X a & P X a
2
2
1
Consider P X a
2
a
1
i.e., f x dx
2
0
a

3x dx 2
2

x3
1
3
3 0 2

a3

1/ 3

1
a .
2

1
2

Cxe x ; if x 0
Problem 4 A random variable X has the p.d.f f x given by f x
; if x 0
0
Find the value of C and cumulative density function of X .
Solution:

Since

f x dx 1

Cxe

dx 1

C x e x e x 1

C 1

xe x ; x 0
f x
0 ;x 0
x

C.D.F F x f x dt te t dt te t e t xe x e x 1
x

= 1 1 x e

for x 0.

1
x 1 ; 1 x 1
Problem 5 If a random variable X has the p.d.f f x 2
, find the
0 ; otherwise

mean and variance of X .

Solution:
1

Mean= xf x dx
1

1
1
x x 1 dx x 2 x dx

2 1
2 1
2

Unit.1. Random Variables

1 x3 x 2
1

2 3 2 1 3

1
4
1
1 x
x3
3
2
x
f
x
dx

x
dx

2 1
2 4
3 1
1
1 1 1 1 1

2 4 3 4 3
1 2 1
.
2 3 3
1

Variance 2 1

1 1 3 1 2

.
3 9
9
9

2e2 x ; x 0
Problem 6 A random variable X has density function given by f x
.
0 ; x 0
Find the moment generating function.
Solution:

M X t E etx etx f x dx etx 2e 2 x dx

2 e

t 2 x

dx

e t 2 x
2
2
,t 2.

t

2
2

0
Problem 7 If X is a Poisson variate such that P X 2 9 P X 4 90 P X 6 , find
the variance.
Solution:
Given P X 2 9 P X 4 90 P X 6
e 2
e 4
e 6
9
90
2!
4!
6!
4
2
3 4 0
2 4 2 1 0

2 1 (or ) 2 4
Variance 1 ( 2 cannot be negative)
Problem 8 Comment the following: The mean of a binomial distribution is 3 and
variance is 4
Solution:
In a binomial distribution, mean (np) variance (npq).
3

Unit.1. Random Variables

Since variance 4 & mean 3 , we have variance mean. Therefore, the given statement
is wrong.
Problem 9 If X and Y are independent binomial variates
1
1
B 5, and B 7, find P X Y 3
2
2
Solution:
X Y is also a binomial variate with parameters n1 n2 12 & p
3

1 1
P X Y 3 12C3
2 2
55
10
2

Problem 10 If X is uniformly distributed with Mean 1 and Variance

Solution:
If X is uniformly distributed over a, b , then

b a
ba
EX
and V X
2
12
ba

1 a b 2
2
b a

4
2
b a 16
12
3
a b 2 & b a 4 We get b 3, a 1
a 1& b 3 and probability density function of x is
1
; 1 x 3
f x 4
0 ; Otherwise

1
1 3 3
P x 0 dx x 0 .
4
4
4
0
3

Problem 11 If X is N 2,3 ind P Y where Y 1 X .

2

Solution:
3
3

P Y P X 1
2
2

P X 2.5 P Z 0.17 , where Z

0.5 P 0 Z 0.17
0.5 0.0675 0.4325

1
2

X 2
3

4
, find P X 0
3

Unit.1. Random Variables

1
that a man will hit a target, what is the chance that he
4
will hit the target for the first time in the 7th trial?
Solution:
The required probability is
P FFFFFFS P F P F P F P F P F P F P S

Problem 12 If the probability is

3 1
q p . 0.0445 .
4 4
Here p probability of hitting target and q 1 p .
6

PART - B
Problem 13 A random variable X has the following probability function:
Values of
X
: 0 1
2
3
4
5
6
7
PX : 0 K

2K

2K

3K

K2

2K 2

7K 2 K

Find (i) K , (ii) Evaluate P X 6 , P X 6 and P 0 X 5

(iii). Determine the distribution function of X .
Solution:
(i)
7

Since

P x 1,
x 0
2

K 2 K 2 K 3K K 2 K 2 7 K 2 K 1
10K2+9K1=0
1
K
or K 1
10
1
As P x cannot be negative K
10
(ii)
P X 6 P X 0 P X 1 ... P X 5

1 2 2 3
1
81

...
10 10 10 10 100
100
Now P X 6 1 P X 6

81 19

100 100
Now P 0 X 5 P X 1 P X 2 P X 3 P X 4
1

K 2 K 2 K 3K
8 4
8K
.
10 5
(iii) The distribution of X is given by FX x defined by

Unit.1. Random Variables

FX x P X x
X

: 0

FX x : 0

1
3 5
10 10 10

4 81 83
5 100 100

7
1

Problem 14 (i). If the probability distribution of X is given as

X
: 1
2
3
4
P X : 0.4 0.3 0.2 0.1

Find P 1/ 2 X 7 / 2 X 1

x
; x 1, 2,3, 4,5
(ii). If P x 15
0 ; elsewhere

find (a) P X 1 or 2 and (b) P 1/ 2 X 5 / 2 x 1

Solution:
(i) P 1/ 2 X 7 / 2 / X 1

P 1/ 2 X 7 / 2 X 1
P X 1

P X 2 or 3
P X 2,3 or 4

P X 2 P X 3
P X 2 P X 3 P X 4

0.3 0.2
0.5 5

.
0.3 0.2 0.1 0.6 6

(ii) (a) P X 1 or 2 P X 1 P X 2
1 2
3 1

15 15 15 5
1
5

P X X 1
2
5
1

(b) P X / x 1
2
P X 1
2

P X 1or 2 X 1
P X 1

P X 2
1 P X 1

2 /15
2 /15
2 1

.
1 1/15 14 /15 14 7

Unit.1. Random Variables

Problem 15 A random variable X has the following probability distribution

X
: 2 1 0
1
2
3
P X : 0.1

0.2 2 K

0.3 3K

a) Find K , b) Evaluate P X 2 and P 2 X 2

b) Find the cdf of X and d) Evaluate the mean of X .

Solution:
a) Since

P X 1

0.1 K 0.2 2 K 0.3 3K 1

6 K 0.6 1
6 K 0.4
0.4 1
K

6 15
b) P X 2 P X 2, 1, 0 or 1

P X 2 P X 1 P X 0 P X 1

1 1 1 2

10 15 5 15
3 2 6 4 15 1

30
30 2

P 2 X 2 P X 1, 0 or 1

P X 1 P X 0 P X 1
1 1 2

15 5 15
1 3 2 6 2

15
15 5
c) The distribution function of X is given by FX x defined by

FX x = P X x
X

: 2 1

FX x :

1
10

1
6

2 3

11
30

1
2

4
1
5

d) Mean of X is defined by E X xP x

1
1 1 2
3 1

E X 2 1 0 1 2 3
10
15 5 15 10 5

1 1 2 3 3 16
.
5 15 15 5 5 15

Unit.1. Random Variables

Problem 16 X is a continuous random variable with pdf given by

in 0 x 2
Kx
2 K
in 2 x 4

FX
6 K Kx in 4 x 6
0
elsewhere
Find the value of K and also the cdf FX x .
Solution:

Since

F x dx 1

Kxdx 2Kdx 6k kx dx 1
0

6
x

x2
4
K 2 x 2 6 x 1
2 4
2 0
4

K 2 8 4 36 18 24 8 1
8K 1
1
K
8
2

We know that FX x

f x dx

If x 0 , then FX x

f x dx 0

If x 0, 2 , then FX x

f x dx

FX x

f x dx f x dx
0
x

0dx Kxdx

0dx

1
xdx
8 0

x2
x2
,0 x 2
16 0 16
x

If x 2, 4 , then FX x
FX x

f x dx

f x dx f x dx f x dx
0

0dx Kxdx 2 Kdx

8

Unit.1. Random Variables

x
x2 x
x
1
dx dx
8
4
16 0 4 2
0
2
2

1 x 1

4 4 2
x 4 x 1

,2 x4
4 16
4

If x 4, 6 , then FX x

0dx Kxdx 2Kdx k 6 x dx

x

x
1
1
dx dx 6 x dx
8
4
8
0
2
4
2

x2 x 6x x2

16 0 4 2 8 16 4
1
1 6 x x2
1
3 1
4
2 8 16
4 16 8 12 x x 2 48 16

16
2
x 12 x 20

,4 x 6
16

If x 6 , then FX x

0dx Kxdx 2Kdx k 6 x dx 0dx

1, x 6

;x0
0
2
x
;0 x 2
16
1
FX x x 1
;2 x4
4
1
2
16 20 12 x x ; 4 x 6

;x 6
1
K
, x

Problem 17 A random variable X has density function f x 1 x 2

0 , Otherwise
Determine K and the distribution function. Evaluate the probability P x 0 .
Solution:

Since

f x dx 1

Unit.1. Random Variables

1 x

dx 1

dx
1
1 x2

K tan 1 x

K 1
2 2
K 1
1
K

FX x

f x dx

1 x

dx

x
1
tan 1 x

1

tan 1 x

P X 0

1
2 tan x , x

1
dx
1
tan 1 x
2

0
0 1 x

1
1
1
tan 0 .
2
2

Ke 3 x , x 0
Problem 18 If X has the probability density function f x
find K ,
, otherwise
0
P 0.5 X 1 and the mean of X .
Solution:

Since

f x dx 1

Ke

3 x

dx 1

e3 x
K
1
3 0

P 0.5 X 1

K
1
3

0.5

0.5

f x dx 3 e

3 x

K 3

e3 e 1.5
dx 3
e 1.5 e 3
3
10

Unit.1. Random Variables

Mean of X E x xf x dx 3 xe 3 x dx
0

e e 3 x
3x
1
3

3 x

3 1 1

9
3
0

2 x , 0 x 1
Problem 19 A random variable X has the P.d.f f x
0 , Otherwise
1
1
3
1

Find (i) P X (ii) P x (iii) P X / X

2
2
4
2

Solution:
1

(i) P x
2

1/ 2

1/ 2

f x dx
0

1/ 2

x2
2 1 1
2 xdx 2

8
4
2 0
1/ 2

1/ 2
x2
1
1
(ii) P x f x dx 2 xdx 2
2 1/ 4
4
2 1/ 4
1/ 4
1 1 1 1 3
2 .
8 32 4 16 16
3
1
3

P X X P X
3
1
4
2
4

(iii) P X / X

1
1
4
2

P X
P X
2
2

1/ 2

1
1
x2
3
9 7

P X f x dx 2 xdx 2 1
4 3/ 4
16 16

2 3/ 4
3/ 4

1
1
x2
1
1 3

P X f x dx 2 xdx 2 1
2 1/ 2
4 4

2 1/ 2
1/ 2
7
3
1
7 4 7

P X / X 16 .
4
2 3 16 3 12

4
Problem 20 A Man drawn 3 balls from an urn containing 5 white and 7 black balls. He
gets Rs.10 for each white ball and Rs.5 for each black ball. Find his expectation.

Solution:
Let X denotes the amount that he expects to receive
W B
5

3B
1W & 2 B 2W &1B
X Rs15
Rs 20
Rs 25

3W
Rs30

11

Unit.1. Random Variables

7 65
7C3
7
P X 15 P 3 Black balls
1 2 3
12C3 12 1110 44
1 2 3
7C2 .5C1 21
P X 20 P 2 B 1W

12C3
44
7c 2.5c 2 14
P x 25 P 2W 1B

12c3
44
5C3
2
P X 30 P 3W

12C3 44

E X xP x
15

7
21
14
2
20 25 30
44
44
44
44

935
Rs.21.25
44

Problem 21 From an urn containing 3 red and 2 black balls, a man is to draw 2 balls at
random without replacement, being promised Rs.20/- for each red ball he draws and
Rs.10/- for each black ball. Find his expectation.
Solution:
Let X denotes the amount he receives
R B
3

2B
1R 1B
X Rs 20 Rs30

2R
Rs 40

2 1
2C2 1 2 1
P X 20 P 2 Black balls

5C2 5 4 10
1 2
3C 2C1 6
P X 30 P 1 Re d & 1 Black ball 1

5C2
10
3C
3
P X 40 P 2 Re d balls 2
5C2 10
E x xP x

1
6
3
30 40
10
10
10
20 180 120 320

10
10
E x Rs.32 /
= 20

12

Unit.1. Random Variables

Problem 22 The elementary probability law of a continuous random variable is

b x a
f x y0 e , a x , b 0 where a, b and y0 are constants. Find y0 , the rth
moment about the point x a and also find the mean and variance.
Solution:
Since the total probability is unity,

f x dx 1

y0 e

b x a

dx 1

e b x a
y0
1

0
1

y0 1
b
y0 b.

r ( rth moment about the point x a )

x a f x dx
r

b x a e b x a dx
r

Put x a t , dx dt , when x a, t 0 ; x , t

b t r ebt dt
0

r 1

In particular r 1
1
1
b
2
2 2
b

r 1

r!
br

1
Mean a 1 a
b

Variance 2 1

2 1
1
2 2.
2
b b
b

Problem 23 The first four moments of a distribution about x 4 are 1,4,10 and 45
respectively. Show that the mean is 5, variance is 3, 3 0 and 4 26 .
13

Unit.1. Random Variables

Solution:
Given 1 1, 2 4, 3 10, 4 45

r r th moment about to value x 4

Here A 4
Hence mean A 1 4 1 5

Variance 2 2 1
4 1 3 .

3 3 321 2 1

10 3 4 1 2 1 0
3

4 4 4 3 1 6 2 1

3 1

45 4 10 1 6 4 1 3 1
2

4 26 .
Problem 24 A continuous random variable X has the p.d.f f x kx 2e x , x 0. Find the
rth moment of X about the origin. Hence find mean and variance of X.
Solution:

Since

Kx e

2 x

dx 1

e x
e x e x
K x2
2x
2
1
1 1 0
1

2K 1

r x r f x dx
0

1 r2 x
x e dx
2 0

r 2 !
1 x r 3 1
e x
dx

20
2

3!
Putting r 1 , 1 3
2
4!
r 2 , 2 12
2
Mean = 1 3

14

1
.
2

Unit.1. Random Variables

Variance = 2 1

i.e., 2 12 3 12 9 =3
2

Problem 25 Find the moment generating function of the random variable X, with
for 0 x 1
x

probability density function f x 2 x for 1 x 2 . Also find 1 , 2 .

0
otherwise

Solution:

M X t

e f x dx
tx

e xdx etx 2 x dx
tx

1
1

xe
e
etx
etx

2 2 x (1) 2
t 0
t
t 1
t
t
t
2t
t
t
e e 1 e
e e
2 2 2 2
t t
t
t
t t
tx

tx

et 1

t t2 t3

1 ... 1
1! 2! 3!

t t2 t3
1 ...
2! 3! 4!

t
1 coeff . of
1
1!
t2 7
2 coeff . of
.
2! 6
Problem 26 Find the moment generating function and rth moments for the distribution
whose p.d.f is f x Ke x , 0 x . Find also standard deviation.

Solution:
Total probability=1

ke x dx 1
0

e x
k 1
1 0

k 1

15

Unit.1. Random Variables

M X t E etx etx e x dx e t 1 x dx
t 1 x

, t 1

t

1
1

0
1 t 1 t t 2 ... t r ...
1

r coeff . of

t2
r!
r!

When r 1 , 1 1! 1
r 2 , 2 2! 2

Variance 2 1 2 1 1
Standard deviation = 1.
Problem 27 Find the moment generating function for the distribution whose p.d.f is
f x e x , x 0 and hence find its mean and variance.
Solution:

M X t E e

tx

e f x dx e
tx

x tx

e dx

e
0

x t

e x t

dx

t 0 t

1
d

Mean 1 M X t

2
dt
t 0 t t 0
2
d2

2
2 2 M X t
2
3
dt
t 0 t t 0
2
2
1
1
Variance 2 1 2 2 2

1 2x
,x 0
e
Problem 28 Let the random variable X have the p.d.f f x 2
0
, otherwise.

Find the moment generating function, mean & variance of X .

Solution:

M X t E etx

tx
tx
e f x dx e

1 x/ 2
e dx
2

16

Unit.1. Random Variables

t1 x

t 1 x

1
1 e 2
1
1

e 2 dx
, if t .
20
2 1
1 2t
2
t
2
0
2
d

E X M X t
2
2
dt
t 0 1 2t t 0
8
d2

E X 2 2 M X t
8
3
dt
t 0 1 2t t 0

Var X E X 2 E X 8 4 4 .
2

Problem 29 a) Define Binomial distribution Obtain its m.g.f., mean and variance.
b) Six dice are thrown 729 times. How many times do you expect at least 3
dice show 5 or 6 ?
Solution:
a) A random variable X is said to follow binomial distribution if it assumes only nonnegative
values
and
its
probability
mass
function
is
given
by
x n x
P X x nC x p q , x 0,1, 2,..., n and q 1 p.
M.G.F of Binomial Distribution about origin is
n

M X t E etx etx P X x
x 0

nC x x P x q n x etx
x 0

nC x pe

x 0

M X (t ) q pet

n x

Mean of Binomial distribution

Mean E X M X 0

n q pet

E X 2 M X 0

n 1

pet np Since q p 1
t 0

n n 1 q pet

E X 2 n n 1 p 2 np

n 2

pe

t 2

npet q pet

n 2 p 2 np 1 p n 2 p 2 npq

Variance E X 2 E X npq
2

Mean np ; Variance npq

b) Let X : the number of times the dice shown 5 or 6

17

n 1

t 0

Unit.1. Random Variables

1 1 1

6 6 3
1
2
P and q
3
3
Here n 6
To evaluate the frequency of X 3
By Binomial theorem,
P 5 or 6

6 r

1 2
P X r 6Cr where r 0,1, 2...6 .
3 3
P X 3 P 3 P 4 P 5 P 6
4

1 2
1 2
1 2
1
6C3 6C4 6C5 6C6
3 3
3 3
3 3
3
0.3196
Expected number of times at least 3 dies to show 5 or 6 N P X 3
729 0.3196 233 .

Problem 30 a) Find the m.g.f. of the geometric distribution and hence find its mean and
variance.
b) Six coins are tossed 6400 times. Using the Poisson distribution, what is the
approximate probability of getting six heads x times?
Solution:
a) M.G.F about origin M X t E etx

etx
x 0

t x

et 1

e e e

x!

x 0

M X t e
Mean and variance using M.G.F
Mean E X M X 0

x e
x!

e 1
t

et
t 0

E X 2 M X 0 et e

2
2

et 1

et 1

et
t 0

Variance E x 2 E X
2

b) Probability of getting one head with one coin

18

1
.
2

Unit.1. Random Variables

1
1
The probability of getting six heads with six coins
2 64

Average number of 6 heads with six coins in 6400 throws np 6400

1
100
64

Mean of the Poisson distribution 100

By Poisson distribution, the approximate probability of getting six heads x times is given
by

x e 100 e
P X x

x!
x!
x

100

, x 0,1, 2,...

Problem 31 a) A die is cast until 6 appears. What is the probability that it must cast more
than five times?
b) Suppose that a trainee soldier shoots a target in an independent fashion. If the
probability that the target is shot on any one shot is 0.8.
(i) What is the probability that the target would be hit on 6th attempt?
(ii) What is the probability that it takes him less than 5 shots?
1
Solution: Probability of getting six
6
1
1
p & q 1
6
6
Let x = Number of throws for getting the number 6. By geometric distribution
P X x q x 1 p, x 1, 2,3....
Since 6 can be got either in first, secondthrows.
To find P X 5 1 P X 5
x 1

5
5 1
1 .
6
x 1 6
1 5 1 5 2 1 5 3 1 5 4 1
1
6 6 6 6 6 6 6 6 6
5
1 5
1
6 6 5 5
1
0.4019
5
6
1
6
b) Here p 0.8, q 1 p 0.2

P X r q r 1 p, r 0,1, 2...

(i) The probability that the target would be hit on the 6th attempt P X 6
0.2 0.8 0.00026
5

(ii) The probability that it takes him less than 5 shots

P X 5
19

Unit.1. Random Variables

r 1

r 1

q r 1 p 0.8 0.2

r 1

0.8 1 0.2 0.04 0.008 0.9984

Problem 32 a) If X 1 , X 2 are two independent random variables each flowing negative

binomial distribution with parameters r1 , p and r2 , p , show that the sum also follows
negative binomial distribution
b) If a boy is throwing stones at a target, what is the probability that his 10th throw is
his 5th hit, if the probability of hitting the target at any trial is 0.5?
Solution:
a) Let X 1 be a negative binomial variate with r1 , p and X 2 be another negative
binomial variate wit r2 , p and let them be independent.
Then M X1 t q pet

r1

M X 2 t q pet

r2

Then M X1 X 2 t M X1 t M X 2 t
= q pet

r1 r2

, which is the m.g.f of a negative binomial

variable with r1 r2 as parameter. This proves the result.

b) Since the 10th throw should result in the 5th success
(i.e.) the 5th hit, the first 9 throws should have resulted in 4 successes and 5 failures.
1
Hence we have x 5, r 5, p q
2
Required probability P X 5
x r 1 r x
By N.B.D, P X x
p q
x

10
5 5 1 5 5
1

p
q

9
C

4
0.123 .
2
5
Problem 33 a) State and prove the memoryless property of exponential distribution.
b) A component has an exponential time to failure distribution with mean of 10,000
hours.
(i) The component has already been in operation for its mean life. What is the
probability that it will fail by 15,000 hours?
(ii) At 15,000 hours the component is still in operation. What is the probability that it
will operate for another 5000 hours.
Solution:
a) Statement: If X is exponentially distributed with parameters , then for any two
positive integers s and t, P x s t / x s P x t
20

Unit.1. Random Variables

Proof:

e x , x 0
The p.d.f of X is f x
, Otherwise
0

P X t e x dx e x e t
t

P X s t / x s

P x s t x s
P x s

P X s t e s t
s e t
P X s
e

Px t
b) Let X denote the time to failure of the component then X has exponential distribution
with Mean 1000 hours.
1
1
10, 000

10, 000
x

1
10,000
e
,x 0

The p.d.f. of X is f x 10, 000

0
, otherwise

(i) Probability that the component will fail by 15,000 hours given it has already been in
operation for its mean life P x 15, 000 / x 10, 000

P 10, 000 X 15, 000

P X 10, 000

15,000

f x dx

f x dx

10,000

e1 e 1.5
e1

10,000

0.3679 0.2231
0.3936 .
0.3679
(ii) Probability that the component will operate for another 5000 hours given that
it is in operation 15,000 hours P X 20,000 / X 15, 000

P x 5000 [By memoryless property]

f x dx e

0.5

0.6065

5000

Problem 34 The Daily consumption of milk in a city in excess of 20,000 gallons is

approximately distributed as a Gamma variate with parameters 2 and

21

Unit.1. Random Variables

1
. The city has a daily stock of 30,000 gallons. What is the probability
10, 000
that the stock is insufficient on a particular day?

Solution:
Let X be the r.v denoting the daily consumption of milk (is gallons) in a city
Then Y X 20, 000 has Gamma distribution with p.d.f.
f y

10, 000 2
2

2 1

y e

y
10,000

,y0

y
10,000

ye
, y 0.
(10, 000) 2
The daily stock of the city is 30,000 gallons; the required probability that the stock is
insufficient on a particular day is given by
P X 30, 000 P Y 10, 000
f y

Put Z

10,000

10,000

y
10,000

ye
g y dy 10, 000 dy
2

y
dy
, then dz
10, 000
10, 000

P X 30, 000 ze z dz
1

ze z e z
1

2
e

Problem 35 a) suppose that the lifetime of a certain kind of an emergency backup battery
(in hours) is a r.v. X , having the Weibull distribution with parameter 0.1 and 0.5 .
(i) Find the mean life time of these batteries
(ii)The probability that such a battery will last more than 800 hours.
b) Each of the 6 tubes of a radio set has the life length (in years) which may be
considered as a r.v that follows a Weibull distribution with parameter 25 and 2 .If
these tubes function independently of one another, what is the probability that no tube
will have to be replaced during the first 2 months of service?
Solution:

a) For the p.d.f of X in the form f x x 1e x , x 0

Mean

i) Mean life time 0.1

1
0.5

0.5

0.1 3 100 2
2

22

Unit.1. Random Variables

200 hours

ii) Probability that a battery will last more than 300 hours P X 300

f x dx

300

1 x

dx

300

0.1 0.5 x

0.5
0.5 0.1 x

dx

300

Put y 0.1 x 0.5

Then dy 0.1 0.5 x 0.5 dx

P X 300

e y dy

(0.1)(300)0.5

e 0.177
b) Let X be life length of the tube

Then the p.d.f of X is given by f x x 1e x , x 0

0.1 300

0.5

i.e., f x 50 xe 25 x , x 0
P [a tube is not replaced during the first 2 months]
1
1

since two months yrs

P X ,
6
6

50 xe25 x dx
2

1
6

25 x 2

1
6

25
36

P[all 6 tube are not replaced during first 2 months]

e 25 / 36 e 25/ 6 0.0155 .
6

Problem 36 Support that the service life (in hours) of a semi conductor is a random
variable having the Weibull distribution with 0.025 and 0.5 , what is the
probability that such a semi conductor will be in working condition after 4000 hours?
Solution:
Let X be the service life of the conductor.
Then X has Weibull distribution with parameter and and whose density is given by
f x x 1e ax

Here =0.025 and =0.5

P [Conductor will be in working after 4000 hours] P x 4000

f x dx

4000

23

Unit.1. Random Variables

We know that P X a e a

Required probability e
e 1.58 0.2057
Problem 37 a) The amount of time that a camera will run without having to be reset is a
random variable having exponential distribution with 50 days. Find the probability
that such a camera will (i) have to be reset in less than 20 days (ii) not has to be reset in at
least 60 days.
b) Subway trains on a certain line run every half an hour between midnight and six in
the morning. What is the probability that a man entering the station at a random time
during this period will have to wait at least 20 minutes.
0.025 4000

0.5

Solution:
a) Let X be the time that the camera will run without having to be reset.
The X is a random variable with exponentially distributed with
50 days. The p.d.f of X is given by
1 x
e ,x 0
f x
0
x0

(i) P[Camera will have to be reset in less than 20 days]

P Camera will run for less than 20 days

P X 20
20

1 50x
5
e
dx

e
0.3297
0 50
(ii) P[Camera will not have to be reset in at least 60 days]
P camera will run for atleast 60days

1 50x
5
e
dx

e
0.3012
60 50
b) Let X denote the waiting time in minutes for the next train. Under the assumption
that a man arrives at the station at random time, X is uniformly distributed on (0, 30) with
1
, 0 x 30
p.d.f. f x 30
0 , Otherwise

P X 60

The probability that he has to wait at least 20 minutes

P X 20
30

f x dx 30 30 20 3

20

Problem 38 If X is a random variable uniformly distribution in (-1,1), find the p.d.f. of

y cos x
Solution:
24

Unit.1. Random Variables

1
, 1 x 1
The p.d.f of X is f X x 2
o , otherwise
y cos x
dy
sin x 1 y 2
dx
dx
1

dy 1 y 2

1
cos 1 y 1

cos 1 y
1 y 1

Range of Y : 1 x 1 1

, 1 y 1

p.d.f of Y is fY y 2 1 y 2
0
, Otherwise

Problem 39 If X is uniformly distributed in , , find the p.d.f of Y tan X .
2 2
Solution:

1
, x
a) The p.d.f of X is f X x
2
2
0 , Otherwise

y tan x x tan 1 y

dx
1

dy 1 y 2

dx
dy
1 1

, y
1 y2
(This distribution of y is called Cauchy distribution)
p.d.f. of fY y f X x

2 x, 0 x 1
Problem 40 a) Given the r.v. X with density function f X x
.
0 , otherwise
Find the p.d.f of (i) Y 8 X 3 (ii) Y 3 X 1 .
b) If the r.v. X follows an exponential distribution with parameter 2, prove that Y X 3
follows Weibull distribution with parameters 2 and 1/3.
Solution:

25

Unit.1. Random Variables

2
dy
y 3
2
2
a) (i) y 8 x
8.3 x 24 x 24 6 y 3
dx
8
2
dy 1 3

y
dx 6
3

dx
1 23
The p.d.f of Y fY y f X x
2x y
dy
6
1

1
y3. y 3
6
1 1
fY y y 3 , 0 y 8
6
dx 1
y 1
(ii) y 3 x 1
and x
dy 3
3

p.d.f of Y fY y f X x

dx
dy

2
1
2
y 1 y 1 , 1 y 4
3
3 9

2e2 x , x 0
b) The p.d.f of X is f X x
, otherwise
0
dy
dx
1
1 23
2
Then
3x

y
dx
dy 3x 2 3
The p.d.f of Y is fY y f X x

dx
dy

1 23 2 x
y .2e
3
2
1
1
y 3 2e 2 y 3
3

1 1 3
fY y 2 y 3 e2 y
3
1
Taking 2 and the p.d.f of y is in the form
3
1 y
fY y y e
. Since x 0 , y 0
1

The r.v. Y X 3 follows Weibull distribution with parameters 2 and

26

1
.
3