QUESTION BANK

Unit – I ONE DIMENSIONAL RANDOM VARIABLES

PART – A
1 − e − ax , x  0
1. If a random variable X has the distribution function f ( x) =  ,
0 ,x 0
where
a is the parameter, then find P(1 < x <2) .
2. A R.V X has the following distribution
x 0 1 2 3 4 5 6 7 8
P(X) a 3a 5a 7a 9a 11a 13a 15a 17a
i) Find the value of ‘a’
ii) Find P ( X  3) , P ( X  3) & P( X  5)
3. A Continuous random variable has density function f ( x) = 6 x (1 − x ) , 0  x  1 Check
whether
f(x) is PDF or not.
4. The cumulative distribution function of the random variable X is given by

0 ,x0

 1  1
Fx ( x ) =  x + ,0  x  1
P X  
Compute 
 2 2
4
 1
1 x
2
5. Check whether the following is a probability density function or not:
e − x , x  0,   0
f ( x) = 
0 , elsewhere
 Kxe − x , x  0
f ( x) =  is the PDF of a RV X , Find K
6. o , elsewhere
7. A continuous random variable X has the probability density function
1
 ( x + 1) , − 1  x  1
f ( x) =  2 Find the mean and variance of X.
 0, otherwise

8. A Continuous random variable X has that can assume any value between x = 2 and
x=5
has a density function given by f ( x) = K (1 + x ) .Find P ( X  4 )
9. Define Moment Generating Function and write any two properties
2
10. If a random variable has the moment generating function given by M x (t ) =
2−t
determine the variance of X .
11. A pair of dice is thrown 4 times. If getting a doublet is considered a success, find the
probability of 2 successes.
12. If 3% of the electrical bulbs manufactured by a company are defective, find the
probability that in a sample of 100 bulbs exactly 5 bulbs are defective. ( e −3 = 0.0498 )

13. Let the random variable X denote the sum obtained in rolling a pair of fair dice.
Determine the Probability mass function of X.
14. Obtain the mean for a geometric random variable.
15. A die is cast until 6 appears. What is the probability that it must cast more than 5 times?
16. What is mean by memory less property? Which continuous distribution follows this
property?
17. If X is uniformly distributed over the interval [0,10] Compute P ( X  2 ) , P ( X  8) &
P (3  X  9)
18. Every week the average number of wrong-number phone calls received by a certain
mail order house is seven. What is the probability that they will receive two wrong calls
tomorrow?
19. A random variable X has a uniform distribution over (-3,3),compute
p ( x  2) and p ( x − 2  2) .
 1 − 3x
 e ,x  0
20. Let X be a random variable with PDF f ( x) =  3
0
 , otherwise
find p(x>3) and MGF of X.
21. With the mean 120 days .Find the probability that such a watch will
i) have to be set in less than 24 days
ii) not have to reset in at least 180 days
22.A coin is tossed two times, if ‘X’ denotes the number of heads,
find the probability distribution of X.
23.If the probability that a target is destroyed on any one shot is 0.5,
find the probability that it would be destroyed on 6’th attempt.
24.If X and Y are two independent random variables with variances 2 and 3,
find the variance of 3X+4Y.
25.State memoryless property of exponential distribution .

PART – B
1. The distribution function of a random variable X is given by F(x)=1-(1+x)e-x,x  0 Find
the density function, mean and variance of X.
 2. By calculating the moment generation function of Poisson distribution with Parameter 
, prove that the mean and variance of the Poisson distribution are
equal.
Ce −2 x ,0  x  
3. If the density function of X equals f ( x) =  find C. what is
0 ,x  0
P[x>2]?
4. The DF of a continuous random variable X is given by
0 , x0
 1
x 2 0 x
 2
F ( x) =  Find the pdf of X and evaluate p( x  1 )
1 − 3 (3 − x) 2 , 1  x  3
 25 2
1 x3

and
1 
p  x  4  using both the CDF and PDF.
3 

5. A random variable X has the following probability distribution

X -2 -1 0 1 2 3
P(x) 0.1 k 0.2 2k 0.3 3k

(1) Find k ,(2) Evaluate p( X < 2) and p(-2 < X < 2) ,(3) Find the PDF of X
and
(4)Evaluate the mean of X .
6. A random variable X has the following probability function:
X 0 1 2 3 4 5 6 7
P(x) 0 k 2k 2k 3k K 2k 7k2+k
2 2

(1) Find the value of k .

(2) Evaluate p(X < 6), p(X  6)
1
(3) If P ( x  c)  find the minimum value of c .
2
7. The probability function of an infinite discrete distribution is given by
1
p( x = j ) = j = 1,2,3..... .Verify that the total probability is 1 and find the
2j
mean and
variance of the distribution. Find also p(X is even), p(x  5 ) and p(X is divisible
by )

8. Find the moment generating function of the binomial random variable with
parameters m and p and hence find its means and variance.
9. Find the moment generating function of an poisson random variable and hence
 find its mean and variance.
10. Derive mean and variance of a Geometric distribution . Also establish the forgetfulness
property of the Geometric distribution.
11. Find the moment generating function of an exponential random variable and hence
find its mean and variance.
12. Define Gamma distribution and find its mean and variance.
13. Define Weibull distribution and write its mean and variance.
14. If X is a Poisson variate such that P( X = 2) = 9 P(X = 4) + 90 P(X = 6) . Find
(1) Mean and E (X2 ) (2) p( X  2 ) .
15. The time (in hours) required to repair a machine is exponentially distributed with
1
Parameter  = .What is the probability that the repair time exceeds 2h? What
2
is the
conditional probability that a repair takes at least 10h given that its duration
exceeds 9h?
16. Describe the situations in which geometric distributions could be used. Obtain its
moment generating function.
17. A coin having probability p of coming up heads is successively flipped until the r th
head appears. Argue that X, the number of flips required will be n, n  r with
n − 1 r n − r
probability P X = n =   p q , n  r.
 r − 1
18. Suppose that telephone calls arriving at a particular switchboard follow a Poisson process
with a an average of 5 calls coming per minute. What is the probability that up to a
minute will elapse unit 2 calls have come in to the switch board?

19. In a certain city, the daily consumption of electric power in millions of kilowatt
hours can be treated as a random variable having Gamma distribution with
1
Parameters  = and v = 3 . If the power plant of this city has a daily capacity of
2
12 million kilowatt-hours, what is the probability that this power supply will be
inadequate on any given day?
20. A coin is tossed until the first head occurs. Assuming that the tosses are independent
and the probability of a head occurring is ‘p’. Find the value of ‘p’ so that the probability
that an odd number of tosses required is equal to 0.6. Can you find a value of ‘p’ so that
the probability is 0.5 that an odd number of tosses are required?
21. Find the MGF of the variable ‘X’ having the pdf
 x, for ,0  x  1

f ( x) = 2 − x, for ,1  x  2
0, otherwise


22. A continuous random variable has the pdf f ( x) = kx 4 , −1  x  0

   −1  − 1 
Find the value of k and also P  X    / X   
  2   4 
23. Find the moment generating function of Uniform distribution and hence
find its mean and variance.
24. Find the moment generating function and r’th moment for the distribution whose pdf is
f ( x) = Ke − x , 0  x  . Find mean and var iance
25. In a large consignment of electri bulbs , 10 percent are defective.A random sample of 20
is taken for inspection.Find the probability that (i) all are good bulbs.
(ii) atmost there are 3 defective bulbs (iii) exactly there are 3 defective bulbs.
26. A manufacture of pins knows that 2% of his products are defective.If he sells pins in
boxes of 100 and guarantees that not more than 4 pins will be defective,what is the
probability that a box fail to meet the guaranteed quality ?
27. 6 dice are thrown 729 times.How many times do you expect atleast 3 dice to show a 5 or
a6?
28. If a continuous random variable ,X follows uniform distribution in the interval (0,2) and a
continuous RV, Y follows exponential distribution with parameter  .Find  such that
P(X<1) = P(Y<1)

UNIT II - TWO DIMENSIONAL RANDOM VARIABLES

PART – A
1. If X and Y have Joint PDF f ( x, y ) = 2, in 0  x  y  1 . Find E(X).

2. If the joint PDF of the RV ( X,Y ) is given by

e − ( x + y ) , 0  x , y  
f ( x, y ) =  Are X And Y Independent?
0 , otherwise
−( x2 + y 2 )
3. The joint pdf of the RV X and Y is given by f ( x, y ) = K xy e , x  0, y  0 Find
the value Of K .
4. Let the joint pdf of the random variable (X,Y ) be given by f ( x, y ) = 4 xye − ( x + y2 )
2
;
x>0 and y > 0 . Are X and Y independent? Why or why not?
5. Let X and Y have Joint PDF f ( x, y ) = 2 , 0  x  y  1 . Find the Marginal PDF.

6. Find K if the joint probability density function of a bivariate random variable (X,Y) is
given by

k (1 − x)(1 − y ) , if 0  x  4; 1  y  5
f ( x) = 
0 , elsewhere

1
 , 0  x, y  2
7. If the joint PDF of the RV ( X,Y ) is given by f ( x, y ) =  4
0 , otherwise
Find P ( X + Y  1)
 If the joint pdf of the random variable (X,Y) is given by
8.
 xe − x (1+ y ) , x  0, y  0
f ( x, y ) =  Find f ( x / y ) & f ( y / x )
0 , otherwise
9. If the joint PDF of the random variable (X,Y) is given by

 xy
 ,0  x  4 ,1  y  5
f ( x, y ) =  96 Find E ( X )
0 , otherwise

2 x , 0  x 1
10. Given the RV X with density function f ( x) =  Find the pdf of
0 , elsewhere
y=8x3.
11. Find the rank correlation coefficient from the following data
Rank in X 1 2 3 4 5 6 7

Rank in Y 4 3 1 2 6 5 7

12. If there is no linear correlation between two random variables X and Y, then what can
you say about the regression lines?
13. Give a real life example each for positive correlation and negative correlation.
14. The following data were available x = 970, y = 18,  x = 38,  y = 2. correlation
coefficient r=0.6.find the line regression and obtain the value of X given Y=20.
15. Given the two regression lines 3X +12Y=19, 3Y +9X=46 , find the coefficient of
Correlation between X and Y .
16. The two lines regression 8 x − 10 y + 66 = 0 & 40 x − 18 y − 214 = 0 . The variance of x
is 9. Find the mean values of x and y
17. The regression equations of X on Y and Y on X are respectively 5x - y = 22 and
64x - 45 y = 24 . Find the means of X and Y .
18. From the following joint distribution of X and Y find the marginal distributions.

X 2
0 1
Y
3 9 3
0 28
28 28
3 3 0
1
14 14
1 0
2 0
28
 19. Distinguish between correlation and regression
20. If the PDF of X is f X ( x ) = e − x , x  0 , find the PDF of Y = 2 X + 1

21. State central limit theorem for independent and identically distributed (iid) random
variables

PART – B

1. Compute the coefficient of correlation between X and Y using the following data:

X 1 3 5 7 8 10
y 8 12 15 17 18 20

2. Find the correlation coefficient for the following data:

X 10 14 18 22 26 30
Y 18 12 24 6 30 36

3. Suppose that X and Y are independent non negative continuous random variables

Having densities f x ( x ) and f y ( y ) and respectively. Compute P[X < Y ] .

4. The joint density of X and Y is given by
 1 − xy
 ye ,0  x  , 0  y  2
f ( x, y ) =  2 Calculate the conditional
0 otherwise
density
of X given Y = 1.
5. The joint probability mass function of (X,Y ) is given by p( x, y) = K (2x + 3 y),
x = 0,1, 2; y = 1, 2, 3 .Find all the marginal and conditional probability
distributions.
6. State and prove central limit theorem.
7. Let X and Y be two random variables having the joint probability function
f (x, y) = k(x + 2y) where x and y can assume only the integer values 0, 1
and 2.
Find the marginal and conditional distributions.
8. Two random variables X and Y have the joint probability density function
c(4 − x − y ) ,0  x  2, 0  y  2
f ( x, y ) =  . Find cov(X,Y ) .
0 elsewhere
9. Given f (x, y) = cx(x - y), 0 < x < 2, - x < y < x and ‘0’ elsewhere. Evaluate ‘ c ’
and find f x (x) and f y ( y ) respectively. Compute P[X < Y ] .
  (1 + 3 y 2 )
x ,0  x  2 ,0  y  1
10. Given the joint density function f ( x, y ) =  4
0
 , elsewhere
Find the Marginal densities g(x), h( y) and the conditional density f ( x / y)
and
1 1 1
evaluate P   x  / y =  .
4 2 3
11. For two random variable X and Y with the same mean, the two regression equations are
y = ax + b and x = cy + d . Find the common mean, ratio of the standard deviations and
b 1− a
also show that =
d 1− c
12. If X 1 , X 2 ,......... X n are Poisson variates with parameter  = 2 , use the central limit
theorem to estimate P(120  S n  160) , where S n = X 1 + X 2 + ......... + X n and n = 75
.
13. If the correlation coefficient is 0, then can we conclude that they are independent? Justify
your answer, through an example. What about the converse?
14. Let X and Y be independent random variables both uniformly distributed on (0,1).
Calculate the probability density of X + Y.
15. If X and Y are independent RVs with pdf’s e-x , x and e-y , y 0, respectively,
X
find The density functions of U = And V X Y .Are U and V independent?
X +Y
16. Suppose that in a certain circuit, 20 resistors are connected in series. The mean and
variance of each resistor are 5 and 0.20 respectively. Using Central limit
theorem,
find the probability that the total resistance of the circuit will exceed 98
ohms
assuming independence.

17. Determine whether the random variables X and Y are independent, given their
joint probability density function as
 2 xy
x + ,0  x  1 ,0  y  2
f ( x, y ) =  3
0 , elsewhere
18. If X and Y are independent random variables having density functions
2e −2 x , x  0 3e −3 y , y  0
f ( x) =  and f ( y) =  respectively, find the
0 ,x0 0 , y  0
density functions of z=X-Y.

19. Two dimensional random variables (X,Y ) have the joint probability density
 8 xy ,0  x  y  1
Function f ( x, y ) = 
0 elsewhere
 1 1
(1). Find P X   y  .
 2 4 
(2). Find the marginal and conditional distributions.
(3). Are X and Y independent?