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5 views

Problems (2)

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mkarhale5282
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MA2040: Probability, Statistics and Stochastic Processes

Problem Set-III
Sivaram Ambikasaran
March 20, 2019

1. If X1 , X2 , . . . , Xn are independent random variables having the same probability density function
fX (x), what is the probability density function for the random variable Y = min{X1 , X2 , . . . , Xn }?
2. A random variable X has a probability density function as shown below.

fX (x)

(0, h) (2, h)

(0, 0)
x
(1, 0) (2, 0)

(a) Determine h
(b) Determine the cummulative distribution function
(c) Compute the mean
(d) Compute the variance
(e) Determine the probability that X ∈ (1, 2).

3. The median m of a probability density function is defined as the value of m such that
Z m Z ∞
f (x)dx = f (x)dx = 1/2
−∞ m

Essentially, the median splits the distribution into two equal halves. Prove that the median is the
best predictor if one wants to minimize the expected value of the absolute error, i.e., E (|X − c|) is
minimized when c is the median of the underlying distribution.
4. Let X be a random variable, whose pdf is given by
(
0 if x ≤ 0
fX (x) = 2
xe−x /2 if x > 0

Find the pdf for the random variable Y = X 2 .

1
5. Let X be a uniform random variable on the interval [0, 1]. Consider the random variable Y = g (X),
where (
1 if x ≤ 1/3
g(x) =
2 else
Find the probability mass function of Y and compute its expected value.
6. Show the expected value of a random variable X can also be obtained as
Z ∞ Z ∞
E (X) = P (X > x) dx − P (X < −x) dx
0 0

7. Let the randomvariables X and Y have a joint PDF, which is uniform over the triangles with vertices
(0, 0), (0, 1) and (1, 0).
(a) Find the joint PDF of X and Y .
(b) Find the marginal PDFs.
(c) Find the conditional PDFs.
8. Chennai’s temperature is modeled as a normal random variable with a mean temperature of 34◦ C and
a standard deviation of 5◦ C. What is the probability that the temperature at a randomly chosen time
will exceed 45◦ C?

9. A surface is ruled with parallel lines, which are at a distance d from each other. Suppose that we throw
a needle of length l on the surface at random. What is the probability that the needle with intersect
one of the lines? (NOTE: You will need to treat the case d < l and d > l separately.)
10. Consider two continuous random variables Y and Z and a random variable X that is equal to Y with
a probability p and equals Z with a probability 1 − p. Obtain the pdf of X interms of the pdf’s of Y
and Z.

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