STATISTIQUES-2 L2-Sciences de Gestion 2020-2021

Université de Montpellier. L2-SdG, Bachelor Statistics 2. Tutorial

Tutorial / Sheet 3
Exercise 1
The number X of breakdowns on an factory production has the following probability law:
x 0 1 2 3
P(X=x) 0.3 0.5 0.1 0.1
Calculate E(X) and variance V(X).

Exercise 2
A "wheel of fortune" is divided into 5 sectors a, b, c, d, e; to each of which is associated a gain.
Respectively: € 10,000, € 20,000, € 50,000, € 1 million, € 200.
Probabilities of appearance of each sector are :
a : 0.30, b : 0.30, c : 0.15, d : 0.05, e : 0.20
Give the law followed by the random variable X representing the gain of a player.
Calculate its expectation and its standard deviation.

Exercise 3
One plays “Head or Tail” with two coins, and is interested in the random variable "number of
Tail obtained" (in a throw).
a) Describe the law of X, calculate its expectation and its variance.
b) Treat the case of three coins in the same way

Exercise 4
One rolls two dices, and define X : sum of the points. Complete :
Valeurs de X 2 3 4 5 6 7 8 9 10 11 12
Probabilité associée 1/36 2/36 1/36

Fonction de
1/36 3/36 1
répartition
(On rappelle : E(X) = 7 et V(X) = 5,83)

a) assume that the gains are all increased by 2 euros. What are now expectation and variance
for the new gain ?
b) assume that the gains are all multiplicated by 3. What are now expectation and variance
for the new gain ?
c) Note Y and Z the random variables Y=X+2, Z=3X.
Calculate P( Y£8 ) ; P( 8£Y£12 ) ; P( Y>8 ) , P( Z£9 ) ; P( 9£Z£15 ) ; P( Z>30 )

Exercise 5
1000 lottery tickets are sold. One of the tickets wins a prize of € 500, two win € 100, fifty win €
10, the others win nothing.
a) Describe the random variable X : « gain on one ticket ».
b) what should be the ticket price for the game to be fair ?
c) and if the organizers want to make an 800 € profit ?
One buy now two tickets, and note Y the random variable representing the possible gain.
d) What values can Y take?
e) give the distribution of Y, calculate its expectation

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 STATISTIQUES-2 L2-Sciences de Gestion 2020-2021
Université de Montpellier. L2-SdG, Bachelor Statistics 2. Tutorial
.
Exercise 6
A business manager estimates that a transaction could bring, with a probability 0.6, a gain of
€ 100,000 to his company.
On the other hand, in case of failure, the loss would be 20 000 €.
a) What is the expected value of this operation?
b) What random variable are we talking about?
(c) In general terms, under which condition on expectation would a similar operation be of
interest?

Exercise 7 ( DCG)
An urn contains 24 balls: 8 are red and the others are black.
Three of them are drawn of simultaneously. X is the number of red balls obtained.

a) What is the probability distribution of X ? Draw its cumulative probability function.

b) Calculate its variance and its standard deviation.

We assume now that a red ball has a value of three points and a black value of one point.
Note Y the total amount of points obtained with the three balls.

c) Calculate its expected value E(Y) and its standard deviation s(Y)
d) Answer to the same questions, supposing now that its a non-exhaustif drawing of :
the balls are now drawn successively, putting them back into the urn after observing their color.

Exercice 8 ( DCG)
Une entreprise vend deux articles : A et B. Les marges sur coûts variables unitaires valent 30€ pour
l’article A et 45€ pour l’article B. Les frais fixes s’élèvent à 150 000 €.
Les ventes annuelles, en nombre d’articles, sont des variables aléatoires X (pour A) et Y (pour B) qui
vérifient :
E(X) = 5000 , E(Y) = 2000 , σ(X) = 1000 , σ(Y) = 500
On admet que les ventes de A et de B sont indépendantes.
Soit Z le bénéfice brut annuel.
Calculez son espérance et son écart-type.

Exercice 9 ( DCG)
A couple (X,Y) of random variables has the following distribution :
Y 0 1 2
X
0 1/20 1/4 0
1 17/60 1/4 1/6

Calculate : E(X) , E(Y) , E(X)*E(Y) , E(X*Y)

Show that X and Y are not independant. Remark ?