MTH 371: Tutorial I

Instructor: Monika Arora

September 2, 2022

1. Let X be a random variable with probability mass function (pmf)

 1
 2 for x = 0




 1
 3 for x = 1


P (X = x) =
1
 6 for x = 2







0 otherwise


(a) Find P (X ≥ 1.5).

(b) Find P (0 < X < 2).
(c) Find P (X = 0|X < 2).

2. Let X be a continuous random variable with distribution function FX (x).

Consider another random variable Y = FX (x). Show that Y is uniformly
distributed in the interval 0 to 1.

3. Identify the distributions as discrete time and discrete state process, dis-
crete time and continuous state process, continuous time and discrete state
process, continuous time and continuous state process.

(a) A 50 year old resident of Virginia buys a lottery ticket every week in
anticipation of eventually winning it and making it big in this world!!
(b) The number of car accidents at a highway between 8.00 to 10.00 am.
(c) A couple are concerned about their child’s health so on the recom-
mendation of the doctor they measure her health by measuring her will get discrete values
weight daily. They continue the practice for a month. of

4. Let there be two random variables X and Y . The joint probability density
function (pdf) is given by

1
 
 C(x + 2y) if 0 < y < 1; 0 < x < 2
fXY (x, y) =
0 otherwise


(a) Find the value of C.

(b) Find the marginal pdf of X.
(c) Find the joint cumulative distribution function (cdf) of X and Y .

5. The members of a Girl Scout troop are selling cookies from house to house
in a suburban town. The probability that they sell a set of cookies (that
is, one or more packs of cookies) at any house they visit is 0.4.

(a) How will you model the process, explain.

(b) If they visited eight houses in one evening, what is the probability
that they sold cookies in exactly five of these houses?
(c) If they visited eight houses in one evening, what is the expected
number of sets of cookies that they sold?
(d) What is the probability that they sold their third set of cookies in
the sixth house they visited?

6. In a factory there is a quality control department. Their job is to ensure

only ”good” quality products are send out in the stores. After every run
of the production they test the lot produced and make a decision. A lot
is approved if it passes the quality test. The chances that a lot will pass
the test is p. Answer the following
(a) How will you model the process.
(b) Derive distribution of number of approved lots, if in a day total n
lots are produced.
(c) Now suppose there are two independent machines running in the
plant. The quality test has to be done for the lots produced by them.
The lots produced are independent of each other. The approval rate
of machine 1 is p1 , while that of the second machine, machine 2 is
p2 . How will you model the process, Explain. Further, if number of
lots produced by machine 1 and 2 are n1 , n2 respectively, while the
number of lots approved are k1 , k2 respectively. What will be the
distribution of n1 , n2 . Can you find distribution of n = n1 + n2 .

7. If the number of arrivals (N (t)) in a Poisson process follows Poisson(λt)

then find the following
(a) E[N (t)]
(b) V ar[N (t)]