Probability & Statistics Worksheet

1. If X is a random variable that is “the number of failures before the n-th success in a sequence of
independent Bernoulli trials”, then show that:

𝑘 + 𝑛−1
(1 − 𝑝) = 𝑝 ,
𝑘

where the probability of success in any trial is p.

2. Can you compute Pr(A | B) if you are given that Pr(A) = 0.3, Pr(B) = 0.9 and Pr(B | A) = 0.6?

3. In a tile manufacturing facility, the average number of defects in tiles is 4 per m2. What is the
probability that a randomly selected 0.5 m x 0.5 m tile has at least 4 defects? State your assumptions
clearly.

4. A random variable has the following probability density:

2𝑒 , for 𝑥 ≥ 0 , where 𝑘 > 0 ,

𝑓(𝑥) =
0, for 𝑥 < 0 .
(a) Find k and the probability distribution in question.

(b) What is the probability that the random variable will take on a value between 2 and 3?

5. In 50 flips of a biased coin, with 0.4 probability of getting heads in any flip, what is the probability

of getting at least 40 tails?

6. Suppose an integer N is randomly selected from the set {1, 2, 3, 4, 5, 6, 7, 8}, with the possibilities

being equally likely. Following this, another integer M is randomly selected from N to 8, with the

9 – N possibilities being equally likely. What is the probability that M = 5?

7. The daily mean number of planes arriving at a certain busy airport is 1200.

(a) If the time between arrivals is exponentially distributed, what is its expected value? Justify the
assumption of exponential distribution for the interarrival time.

(b) What is the expected number of arrivals in 1 hour?

8. (a) For an exponential random variable X, derive the moment generating function (m.g.f.) MX(t) =
E(etX). The p.d.f. is given by:

𝛼𝑒 , 𝑥 ≥0,
𝑓(𝑥) =
0, 𝑥 <0,
where α > 0 is the rate parameter.

(b) Express the m.g.f. as an infinite geometric series (i.e., of the form 𝑟 , where 0 < r < 1).

(c) Using this geometric series, derive the first raw moment of the exponential distribution.

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