MTH 202 : Probability and Statistics

Homework 4 20th January, 2017

Deadline of submission :
27th January, 2017 prior to the tutorial

(1) Suppose a box has 12 balls labelled 1, 2, . . . , 12. Two balls are
selected from the box without replacement. Let X denote the
larger of the two numbers on the balls selected. Compute the
density of X.

(2) Let X be geometrically distributed random variable with pa-

rameter p. Compute the density of (a) X 2 , (b) X + 3.

(3) Let X be uniformly distributed on {0, 1, . . . , N }. Find X (t).

(4) Let X be a non-negative integer valued random variable whose

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probability generating function is given by X (t) = e(t 1) ,
where > 0. Find fX .

(5) In Example-19 (Hoel, Port, Stone, Page-76) suppose that X1

takes on the values 1 and 0 with respective probabilities p and
1 p, where 0 < p < 1. Suppose also that N has Poisson
density with parameter .
(a) Use equation (31) (Hoel, Port, Stone, Page-76) to find the
probability generating function of SN .
(b) Use (a) to find the density of SN .

(6) Let N be a positive integer and let f be the function defined

by (
2x
, if x = 1, 2, . . . , N,
f (x) = N (N +1)
0, elsewhere
Show that f is a discrete density and find its mean.

(7) Let X have a binomial density with parameters n = 4 and p.

Find E(sin(X/2)).

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(8) Let X be Poisson with parameter . Compute the mean of

(1 + X)1 .
(9) Suppose X and Y are two random variables such that
P (|X Y | M ) = 1
for some constant M . Show that if Y has finite expectation,
then X has finite expectation and |EX EY | M .
(10) Let X be geometrically distributed random variable and let
M > 0 be an integer. Set Z = min(X, M ). Compute the mean
of Z. (Hint : Use Theorem-5, Hoel, Port, Stone, Page-91)