10210MA103/PROBABILITY, STATISTICS AND QUEUING THEORY

QUESTION BANK
UNIT-1
PROBABILITY AND RANDOM VARIABLES
Part-A

1) Define conditional probability distribution.

2) State the axioms of probability.

3) State Baye’s Theorem.

4) Compare discrete and continuous random variables.

5) Define moment generating function.

6) Define marginal density function 2-dimensional random variable X and Y.

7) Define joint probability function of X and Y.

8) Define conditional probability distribution of a dimensional random variable (X,Y).

9) If the mean of a random variable X is 5 find the mean of 2X+5.

10) If X has a PMF given by the following table, find the value of k.

x 0 1 2 3 4

P(x) k 2k 5k 6k 7k

11) If f(x) = k x2 , 0 < x < 5 find the value of k.

12) Examine whether the function f(x) = e−x , x > 0 can be the PDF of a continuous random variable.
1
13) Examine whether the function f(x) = π (1+x2)
, − ∞ < x < ∞ can be the PDF of a continuous
random variable.

14) If the variance of a random variable X is 4 find the variance of 4X+16.

15) Find the expectation of the number on the die, when it is thrown.

16) Find the cumulative distribution function of the random variable given in the following table.

x 1 2 3 4

P(x) 0.4 0.1 0.2 0.3

0 if x < 0
x2
14) If F(x) = (3 − x) if 0 ≤ x ≤ 2 find the PDF of a continuous random variable.
4
1 if x ≥ 2

15) The distribution function of a random variable X is given by the following table, find the
probability mass function of X.
 x 0 1 2 3 4

P(x) 0.2 0.3 0.5 0.8 1

16) The joint probability mass function of (X, Y) is given by

p(x, y) = k (2x + y); x = 0,1,2; y = 0,1,2;
Find the value of k.

17) Find the marginal distribution of X given f(x, y) = 8 xy; 0 < x < y < 1

Part-B

1) A random variable X has the following probability function. Find (i) a (ii) P(<4) (ii) P(X ≥ 4) (iv) If
1
P(X ≤ k) > 2 find the least value of k.
x 0 1 2 3 4 5 6 7

P(x) 0 a 2a 2a 3a �2 2�2 7 �2 + �

2) A discrete random variable X has the following probability distribution function. Find (i) a (ii)
P(0<X<3) (iii) P(X ≥ 3) (iv) Find the distribution function of X.

x 0 1 2 3 4 5 6 7 8

P(x) a 3a 5a 7a 9a 11a 13a 15a 17a

3) A random variable X has the following probability distribution function.

2x, 0 < x < 1
f(x) =
0, elsewhere
Find (I) P(X < 2 ) (ii) P( 4 < X < 2 ) (iii) P(X > 3 4/X > 1 2 ) (iv) P(X < 3 4/X > 1 2 )
1 1
1

4) If the density function of a continuous random variable X is given by

ax, 0 ≤ x ≤ 1
a, 1 ≤ x ≤ 2
f(x) =
3a − ax, 2 ≤ x ≤ 3
0, elsewhere
Find the CDF of X.

5) The monthly demand for Allwyn watches is known to have the following distribution.

Demand 1 2 3 4 5 6 7 8

Probability 0.08 0.12 0.19 0.24 0.16 0.10 0.07 0.04

Determine the expected demand for watches. Also compute the variance.

6) If the random variable X has the PDF f(x) = a x3 , 0 < x < 1.

1
Find (i) Mean (ii) Variance (iii) The value of ‘m’ so that P(X ≤ m) = 2.

7) For the triangular distribution

x, 0 ≤ x ≤ 1
f(x) = 2 − x, 1 < x ≤ 2
0, elsewhere
find the MGF, mean and variance.
8) Find the moment generating function of the RV X, whose PDF is
1
p(x) = x ; x = 1,2,3, . . . .
2
Hence, find its mean and variance.

9) A test engineer found that the distribution function of the life-time X in years of an equipment is
given by
0 if x < 0
F(x) = x
1 − e− 5 if x≥0
Find the expectation and variance of the life time of the experiment.

10) Find the first three moments of X if X has the following distribution.

x -2 1 3

P(x) 1 1 1
2 4 4

11) If f(x) = c e−ax , a > 0, x ≥ 0, is a PDF, then find the first four moments about the origin.

12) A bag contains 4 red and 4 black balls, another bag contains 2 red and 6 black balls. One of the
two bags is selected at random and a ball is drawn from the bag which is found to be red. Find the
probability that the ball is drawn from the first bag.

13) Of the students in a college, it is known that 60% reside in hostel and 40% are day scholars (not
residing in hostel). Previous year results report that 30% of all students who reside in hostel attain A
grade and 20% of day scholars attain A grade in their annual examination. At the end of the year, one
student is chosen at random from the college and he has an A grade, what is the probability that the
student is hostler?

14) An insurance company insured 2000 scooter drivers, 4000 car drivers and 6000 truck drivers. The
probability of accidents are 0.01, 0.03 and 0.15 respectively. One of the insured persons meets with
an accident. What is the probability that the second ball is red?

15) Three persons A, B and C have applied for a job in a private company. The chance of their
selections is in the ratio 1:2:4. The probabilities that A, B and C can introduce changes to improve the
profits of the company are 0.8, 0.5 and 0.3 respectively. If the change does not take place, find the
probability that it is due to the appointment of C.

16) The joint probability mass function of (X, Y) is given by

p(x, y) = k (2x + 3y); x = 0,1,2; y = 1,2,3;
Find all the marginal and conditional probability distributions.

2 +y2 )
17) The joint PDF of the random variable (X,Y) is given by f(x, y) = k xy e−(x ; x > 0, y > 0.
Find the value of k and the marginal distribution.

18) The joint distribution of the random variables X and Y is given below:
X/Y 1 2 3 4 5 6
0 0 0 2k 4k 4k 6k
1 4k 4k 8k 8k 8k 8k
2 2k 2k k k 0 2k
Find the value of k, marginal distribution of X and Y.
Also find P(X ≤ 1), P(X ≤ 1/Y = 2) and P(X < 3/Y ≤ 4)

6
(x + y2 ), 0 ≤ x ≤ 1; 0 ≤ y ≤ 1
19) The joint PDF of(X, Y) is given by f(x, y) = 5
0, elsewhere
1 2 1 3
Find P(X < 3 ), P(Y < 3 ), P( 4 ≤ Y ≤ 4 )