MATH-221: Probability and Statistics

Tutorial # 3 (Random Variables, PMF, PDF, CDF, Functions of Random variable)

1. Define F : R → [0, 1] by

 0 if x < 0
x2
F (x) = 4
if 0 ≤ x ≤ 2 .
1 if x > 2


Show that F is a distribution function. Find pdf or pmf (if exists). Also compute
P (1 ≤ X < 3), where X has distribution function F .

2. Let X be a random variable with distribution function F . Find the distribution

function of the following random variables in terms of F . (i) max{X, a}, where
1
a ∈ R (ii) |X| 3 (iii) |X| (iv) eX (v) − ln |X|.

3. (Memoryless property) Let X ∼ exp(λ). Show that

P (X > x + y|X > x) = P (X > y), ∀ x, y ∈ [0, ∞).

4. (Memoryless property) Let X be a geometric(p) random variable. Show that for

any nonnegative integers m and n,

P (X > n + m|X > m) = P (X > n). (1)

Note that memoryless property for geometric distribution holds only for nonnegative
integers. Verify that if m = n = 12 then (1) does not hold.
√
5. Let X be the uniform random variable on [0, 1]. Then Determine pdf of (i) X (ii)
1
aX + b, where a 6= 0, b ∈ R (iii) X 4 .

6. Let X be a random variable with PMF


 x2
fX (x) = if x = −3, −2, −1, 0, 1, 2, 3
 0 a
otherwise

Find a. What is the PMF of the random variable Z = (X − a)2 .

7. Consider X ∼ U [−1, 1]. Another random variable Y is formed by using the trans-
formation Y = X 2 + X. Find the distribution function FY (y) and density function
fY (y) of the new transformed random variable Y .

8. Let X have a geometric distribution with p = 0.8. Compute (a) P (X > 3) (b)
P (4 ≤ X ≤ 7 or X > 9) (c) P (3 ≤ X ≤ 5 or 7 ≤ X ≤ 10).