MCS2101 Introduction to Probability and Statistics

Practice Problems (Set 2) : partial answers

1. Calculate the expectation and variance of the following random variables:

(a) Uniform on x1 , x2 , . . . , xn where n ≥ 1 and xi ∈ R,

Pn Pn
A. x̄ = n1 j=1 xj , n1 j=1 (xj − x̄)2 .
(b) B(n, p),
A. np, np(1 − p)
(c) Geo(p),
A. 1/p, (1 − p)/p2
(d) Poi(λ),
A. λ, λ
(e) Negative binomial with parameters n and p,
A. n/p, n(1 − p)/p2
(f) U(a, b),
A. a+b 2
2 , (b − a) /12
(g) Exp(λ),
A. 1/λ, 1/λ2
(h) G(α, λ),
A. α/λ, α/λ2
(i) N(µ, σ 2 ).
A. µ, σ 2
(j) The r. v. with pmf
e−m mx
f (x) = , x ≥ 1,
(1 − e−m )x!
mem m+m2
A. em −1 , 1−e− m − (E(X))2
(k) The r. v. with pdf
λe−λ(x−a) ,

x>a
f (x) =
0, x≤a

A. a + 1/λ, 1/λ2
2. (a) A gambler pays Rs. 100 to play a game against a gambling house where two dice are
thrown together. He wins Rs. 1800 if a double six appears (both dice show sixes),
Rs. 180 if a double of anything else appears, and Rs. 18 if only a single six (one six
but not two) appears. Is the game fair (i. e. is his expected net gain 0)? If not, how
much should the gambling house pay him for a single six to make the game fair?
A. 900/11
(b) A gambler bets against the house with the following rule: a fair coin is tossed until
a head appears. If only one toss is required, he gets Rs. 10; if two, he gets Rs 100;
and so on, with his reward being increased 10 times with each toss. How much at
the most should he be prepared to pay to play the game?
A. any amount
3.

4.

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 5. Determine where the moment generating functions of the binomial, Poisson, Geometric
and Gamma distributions are defined and calculate them.

Bin(n, p) : A. M (t) = (1 − p + pet )n ∀ t,

t
: A. M (t) = eλe ∀ t,
Poi(λ)
pet
Geo(p) : A. M (t) = , t < − ln(1 − p),
1 − (1 − p)et
 α
λ
Gamma(α, λ) : A. M (t) = , t<λ
λ−t

6. Obtain the distribution of X + Y if X and Y are independent with

(a) X ∼ B(n, p) and Y ∼ B(m, p),
A. B(m + n), p)
(b) X ∼ NB(n, p) and Y ∼ NB(m, p),
A. NB(m + n, p),
(c) X, Y ∼ U(a, b),
 z−2a
 (b−a)2 , 2a < z < a + b

2b−z
A. fX+Y (z) = (b−a) 2, a + b < z < 2b

0 otherwise


(d) X ∼ Gamma(α1 , λ) and Y ∼ Gamma(α2 , λ).

A. Gamma(α1 + α2 , λ)
7.

8.
9. Suppose it is known that 30% of the population is above 175 cm in height. If a hostel
orders 1000 beds to be made in two sizes, one for individuals taller than 175 cm and the
other for the rest, how many of the former size should be ordered to ensure with at least
95% chance that every tall individual gets one of the first kind?
√
A. ⌊300 + 1.645 × 210⌋ = 324.
10.
11. Two friends A and B play a game according to the following rule. A pays B Rs. 20 to
start the game. From a Poisson distribution with parameter 10, an observation, denoted
by N , is made. Now, a fair coin is tossed N times and B pays A as many rupees as the
number of heads that appear. Is the game fair? If not, who has an advantage?
A. B, by 15 rupees
12. Obtain expressions for quantiles of the geometric, uniform and exponential distributions
and hence find their medians.
A. Geo(p): ξα = ⌊ ln(1−α)
ln(1−p) ⌋ for α ∈ (0, 1); put α =
1
2 for the median.
a+b
U(a, b): ξp = a + p(b − a) = (1 − p)a + pb; median is 2 .

Exponential(λ): ξp = − ln(1−p)
α , median is ln 2
λ .

13. Suppose manufacturing items are being tested for defects one by one independently, with
probability of any one being defective being 0 < p < 1. Suppose Xn is the number of
items tested till the nth defective. Find the distribution of X2n − Xn .
A. NB(n, p)

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14. Formulate the “memoryless property” for a distribution on the set of positive integers and
characterise all distributions with this property.
A. Only Geo(p) for some p.
15.

16. Let X and Y be random variables with the joint density f (x, y) = λ2 e−λy if 0 < x < y
and 0 otherwise. Find the marginal densities and the joint cdf.
( (
λe−λx x > 0 λ2 ye−λy y > 0
A. fX (x) = , fY (y) = ,
0 otherwise 0 otherwise

−λx
1 − λe
 − λxe−λxy 0 < x < y
FXY (x, y) = 1 − eλy (1 + λy) 0 < y < x.

0 otherwise


17. Let
c(y − x)α , 0 < x < y < 1

f (x, y) =
0 otherwise.

(a) For what values of α is it possible to find a c such that f is a density?

(b) For such α, what should the value of c be?
(c) Find the marginal densities of X and Y .
A. (a) α > −1, (b) c = (α + 1)(α + 2), (c) fX (x) = (α + 2)(1 − x)α+1 1(0,1) (x),
fY (y) = (α + 2)y α+1 1(0,1) (y).
2 2
18. If f (x, y) = ce−(x −xy+4y )/2
for all x and y, how should c be chosen to make f a density?
Find the marginals.
√
15
marginals are N 0, 16 4



A. c = 4π , 15 and N 0, 15 respectively.

19. For each of the three previous problems, work out the conditional density fX|Y of X given
Y , the correlation coefficient, and the linear regression of X on Y .
A. For problem 16, fX|Y =y is the U (0, y) density for y > 0, the linear regression equation
is x = y2 ; and ρXY = √12 .
 α
For problem 17, fX|Y (x|y) = α+1
y 1 − x
y 1(0,y) (x) for 0 < y < 1
For problem 18, fX|Y =y is the N (y/2, 1/4) density ∀ y; the linear regression equation is
x = y2 ; and ρXY = 41 .
[Additional note. In problem 18, the distribution of (X, Y ) is an example of a bivariate
normal N2 (µ1 , µ2 , σ12 , σ22 , ρ) distribution with µ1 = E(X), µ2 = E(Y ), σ12 = V (X), σ22 =
V (Y ), and ρ = ρXY . The density (assuming ρ ̸= ±1) is
2 
y−µ2 2
    
1 x−µ1 x−µ1 y−µ2
− 2(1−ρ 2) { + −2ρ }
e σ1 σ2 σ 1 σ 2
p
2πσ1 σ2 1 − ρ2

and one can read off the parameters from the density. One of the most important features
of this bivariate distribution is that ∀ y, E(X|Y = y) and ∀ x, E(Y |X = x) are linear
(i.e. affine) functions of y and x respectively, therefore the same as the respective linear
regressions.]
20. If (X, Y ) is uniformly distributed on the disc {(x, y) : x2 + y 2 ≤ R} where R > 0, obtain
its density, the marginals and the correlation coefficient. Are X and Y independent?

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 (
1
2 x2 + y 2 < 1
A. Joint density is f (x, y) = πR ; both marginal densities are f (x) =
0 otherwise
( √ 2 2
2 R −x
πR2 , |x| < R
; E(X) = E(Y ) = E(XY ) = 0 ⇒ ρXY = 0; but clearly not
0 otherwise
√
4 (R2 −x2 )(R2 −y 2 )
independent because f (x)f (y) = π 2 R4 is not a joint density on the disc.

21. Suppose k ≥ 2 and X1 , X2 , . . . , Xk are iid random variables with continuous density f
and cdf F . Obtain the cdf and density of (a) their maximum, (b) their minimum.
A. Maximum: cdf is F(n) (x) = {F (x)}n , density f(n) (x) = nf (x){F (x)}n−1 .
Minimum: cdf is F(1) (x) = 1 − {1 − F (x)}n , density f(1) (x) = nf (x){1 − F (x)}n−1 .

22. In the previous problem, suppose X1 has Exp(λ) distribution.

(a) Write down the density of the smallest and the largest.
A. f(1) is the Exp(nλ) density, f(n) (x) = nλeλx {1 − e−λx }n−1 1(0,∞) (x).
(b) Find the distribution of their sum.
A. Gamma(n, λ).

23. Let X1 , X2 , . . . , Xk are independent Poisson random variables with parameters λ1 , λ1 ,

. . . , λk where k ≥ 2. Obtain the conditional distribution of Xj given X1 + X2 + · · · + Xk ,
where 1 ≤ j ≤ k. (Hint: solve first for k = 2. Use this to solve the general case).
 
Pk λj
A. Given j=1 Xi = n, Bin n, Pk λ for n ≥ 0.
j=1 i

24. The mean and standard deviation of a set of 250 observations were computed respectively
as 65.7 and 4.4, but later it was discovered that two observations had been wrongly recorded
as 91 and 80 instead of their correct values 71 and 83 respectively. Obtain the correct mean
and SD.
A. 65.5, 4.2

25.
26. In the following table showing number of phone calls in 1-minute intervals, calculate the
mean (A. 3.76), median (A. 4), mean deviation (A. 1.494), standard deviation (A. 1.858),
and the coefficients g1 of skewness (A. −1.736/1.8583 = −0.27, i.e. moderately negatively
skew) and g2 of kurtosis (A. 27.236/3.4542 − 3 = −0.717 i.e. platykurtic).

27. Compute the mean (108.48), median (108.41), quartiles (97.08, 108.41, 118.33), mean de-
viation (13.36), standard deviation (17.26), quartile deviation (10.63) and coefficients of
skewness (m3 = 99.823 ⇒ b1 = .00037689 ≈ 0, g1 = 0.0194 ≈ 0) for the data in the
following table:

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 (Note: the class boundaries should be taken as a0 = 39.5, a1 = 49.5, . . . , a13 = 169.5. Fur-
ther, calculations would be much simplified by taking u = x−114.5
10 . and using Exercise 25.)

28. Obtain the mean (24.40 years), median (), standard deviation (2.39), and coefficient of
variation (0.098) for the following age distribution: