Proabability & Random Variables

UNIT-I PROBABILITY & RANDOM VARIABLES

Probability:
If there are m equally likely, mutually exclusive and exhaustive outcome and m of them are favourable
m
to an event A, then the probability of the happening of A is ,
n
m Number of favourable cases
we write, P(A) = =
n Total number of exhasustive cases

Axioms of Probability:
Let S be the sample space and A be an event. P be a real valued function defined on P(S). P is called a
probability measure and P(A) is called the probability of A if P satisfies the following axioms,
(i). For every event A, 0  P ( A)  1
(ii). P(S)=1
(iii). If A and B are mutually exclusive events then P( A  B) = P( A) + P( B).
Standard Result in Probability:

1. Probability of impossible event is zero. P ( ) = 0 .

2. P( A ) = 1 − P( A) , where A is the complement of A.

3. Addition Law of Probability:
If A and B are any two events, P( A  B) = P ( A) + P( B ) − P( A  B)
If A ,B and C are any three events, then
P ( A  B  C ) = P ( A) + P ( B) + P (C ) − P ( A  B ) − P ( B  C ) − P ( A  C ) + P ( A  B  C )
4. Two events A and B are independent then P( A  B) = P( A)  P( B) .
Also A and B, A and B, A and B are independent.
5. Conditional Probability:
P( A  B)
Conditional Probability A given B is defined by P( A / B) = , if P( B)  0
P( B)
P( A  B)
Conditional Probability B given A is defined by P( B / A) = , if P( A)  0
P( A)
Total Probability Theorem and Bay’s Theorem:

Total Probability Theorem:

Let B1 , B2 ,....., Bn be a set of exhaustive and mutually exclusive events and A be another event associated
n
with Bi , then P( A) =  P (B ) P ( A / B )
i =1
i i

Proof:

1
 Proabability & Random Variables

Let B1 , B2 ,....., Bn be the mutually exclusive events.

A  B1 , A  B2 ,....., A  Bn are mutually exclusive and A = ( A  B1 )  ( A  B2 )  .....( A  Bn )
Hence by addition theorem,
P( A) = P( A  B1 ) + P( A  B2 ) + ..... + P( A  Bn )
n
=  P( A  Bi )
i =1
n
=  P( Bi ) P( A / Bi ), Since P( A  Bi ) = P( Bi ) P( A / Bi )
i =1

Bay’s Theorem:
Let B1 , B2 ,....., Bn be a set of exhaustive and mutually exclusive events and A be another event associated
P(Bi ) P( A / Bi )
with Bi , then P( Bi / A) = n
, i = 1,2,3...n
 P (B ) P ( A / B )
i =1
i i

Proof:
We have P( A  Bi ) = P( A) P( Bi / A) = P( Bi ) P( A / Bi )
P( Bi ) P( A / Bi )
P( Bi / A) =
P ( A)
P( Bi ) P( A / Bi )
= n
, by total prabability theorem.
 P ( B ) P( A / B )
i =1
i i

Problem:
1. A box contains 4 white, 5 red and 6 block balls. Two balls are drawn at random. What is the
probability that both are black?
Solution:
Let A be a event of drawing two black balls.
n( A) 6C 2 15
P[drawing two black balls]= P( A) = = = = 0.1429
n( S ) 15C 2 105
2. A is known to hit the target in 2 out of 5 shots. B is known to hit the target in 3 out of 4 shots. Find
the probability of the target being hit when both try?

2
 Proabability & Random Variables

2 3
Solution: Given P ( A) = , P( B) =
5 4
By Additive probability, P( A  B) = P ( A) + P( B ) − P( A  B)
= P ( A) + P ( B) − P( A) P ( B ) Since A and B are independent.
17
=
20
3. From a pack of cards, one card is drawn. What is the probability that is either a spade or a king?
Solution:
Let A be the event that the card is a spade and B be the event that it is a king.
13 4 1
P( A) = , P( B) = , P( A  B) =
52 52 52
By Additive probability,
P[ It is either a spade or a king] = P( A  B) = P( A) + P( B) − P( A  B)
13 4 1 16 4
= + − = =
52 52 52 52 13
4. A problem is given to 3 students. A, B, C whose chance of solving it are 1/2, 1/3, 1/4 respectively.
What is the probability that (i). The problem is solved. (ii). Exactly one of them solves the problem.
Solution:
Let A, B, C be the events that A, B, C respectively solve the problem.
1 1 1 1 2 3
P ( A) = , P ( B ) = , P (C ) = and P ( A ) = , P ( B ) = , P (C ) =
2 3 4 2 3 4
(i). P[ The problem is not solved] = P( A  B  C )
= P( A) P( B ) P(C ) Sin ce A, B, C are independent.
 1  2  3  1
=     =
 2  3  4  4
1 3
P[ The problem is solved]= = 1 − =
4 4
(ii).P[ Exactly one of them solves the problem]= P( A  B  C )  P( A  B  C )  P( A  B  C )
= P( A  B  C ) + P( A  B  C ) + P( A  B  C )
= P( A ) P( B ) P(C ) + P( A) P( B) P(C ) + P( A ) P( B ) P(C )
 1 2 3   1 1 3   1 2 13  11
=   +   +    =
 2 3 4   2 3 4   2 3 4  24
5. A box contains 4 bad and 6 good tubes. Two are drawn out from the box at a time. One is tested and
found to be good. What is the probability that the other one is also good?
Solution:
Let A be the event that one tube is good and B be the event that the other tube is good.
6C2 1 6 3
P( A  B) = P(both tubes are good) = = , P( A) = =
10C2 3 10 5

3
 Proabability & Random Variables

1
P( A  B) 5
 P( B / A) = = 3=
P( A) 3 9
5
6. If A and B are two events such that P ( A  B ) = 3 , P ( A  B ) = 1 , P ( A) = 2 , find P A
4 4 3 B
. ( )
Solution:
P ( A  B ) = P ( A) + P ( B ) − P ( A  B )
3 1 1 2
 = + P( B) −  P( B) =
4 3 4 3

( )
2 1
 A  P A B −
P( B) − P( A  B) 3 4 5
P  = = = =
 
B P ( B ) P ( B ) 2 8
3
7. There are two bags, one of which contains 5 red and 8 black balls and other 7 red and 10 black balls.
A bag is chosen at random and a ball is drawn from it. Find the chance of drawing a red ball.
Solution:
Let B1 be the event of choosing bag I, B2 be the event of choosing bag II and A be the event of drawing a
red ball.
1 1 5 7
 P ( B1 ) = , P ( B2 ) = and P ( A / B1 ) = , P ( A / B2 ) =
2 2 13 17
By total probability,
1 5 1 7
P (drawing a red ball) = P( A) = P( B1 ) P( A / B1 ) + P( B2 ) P( A / B2 ) =  +  = 0.3982
2 13 2 17
8. In bolt factory machines A, B and C manufactures respectively 25%, 35% and 40% of the total of their
output 5%, 4%, 2% are defectives bolts. A bolt is drawn at random from the product and is found to
be defective. What are the probability that it was manufacture by machines A, B and C?
Solution:
Let B1, B2, B3 be the event that a bolt is manufactured by machines A, B, C respectively.
Let D be the event that a bolt is defective.
P( Bi ) P( D / Bi ) P( Bi ) P( D / Bi )

25 5 25 5
P ( B1 ) = P ( D / B1 ) = P ( B1 ) P ( D / B1 ) =  = 0.0125
100 100 100 100
35 4 35 4
P ( B2 ) = P ( D / B2 ) = P ( B2 ) P ( D / B2 ) =  = 0.014
100 100 100 100
40 2 40 2
P ( B3 ) = P ( D / B3 ) = P ( B3 ) P ( D / B3 ) =  = 0.008
100 100 100 100
3

Total  P( B )P(D / B ) =0.0345

i =1
i i

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 Proabability & Random Variables

By Bay’s theorem,
P(Bi ) P( D / Bi )
P( Bi / A) = 3 , i = 1,2,3.
 P(Bi ) P( D / Bi )
i =1

P(B1 ) P( D / B1 ) 0.0125
P[Bolt was manufactured by machine B1]= P( B1 / D) = 3
= = 0.3623
 P (B ) P ( D / B )
0.0345
i i
i =1

P ( B2 ) P ( D / B2 ) 0.014
P[Bolt was manufactured by machine B2]= P( B2 / D) = 3
= = 0.4058
 P (B ) P ( D / B )
0.0345
i i
i =1

P(B3 ) P( D / B3 ) 0.008
P[Bolt was manufactured by machine B3]= P( B3 / D) = 3
= = 0.2319
 P (B ) P ( D / B )
0.0345
i i
i =1

9. The contents of urns I, II, III are as follows;

1 white, 2 black and 3 red balls
2 white, 1 black and 1 red balls
4 white, 5 black and 3 red balls
One urn is chosen at random and two balls drawn. They happen to be white and red. What is the
probability that they come from urns I, II and III?
Solution:
Let B1, B2, B3 be the event that urn I, II and III are chosen respectively.
Let A be the event that getting 1 white and 1 red ball.
P( Bi ) P( A / Bi ) P( Bi ) P( A / Bi )

P ( B1 ) =
1 1C1  3C1 1 P ( B1 ) P ( A / B1 ) =
1 1
 = 0.0667
3 P( A / B1 ) = = 3 5
6C 2 5

P ( B2 ) =
1 2C1  1C1 1 P ( B2 ) P ( A / B2 ) =
1 1
 = 0.1111
3 P ( A / B2 ) = = 3 3
4C 2 3

P ( B3 ) =
1 4C1  3C1 2 P ( B3 ) P ( A / B3 ) =
1 2
 = 0.0606
3 P( A / B3 ) = = 3 11
12C 2 11
3

Total  P( B ) P( A / B ) =0.2384
i =1
i i

By Bay’s theorem,
P(Bi ) P( A / Bi )
P( Bi / A) = 3 , i = 1,2,3.
 P(Bi ) P( A / Bi )
i =1

P[Urn I was chosen given that the balls are white and red]

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 Proabability & Random Variables

P(B1 ) P( A / B1 ) 0.0667
= P( B1 / A) = 3
= = 0.2798
 P (B ) P ( A / B )
0.2384
i i
i =1

P[Urn II was chosen given that the balls are white and red]
P ( B ) P ( A / B2 ) 0.1111
= P( B2 / A) = 3 2 = = 0.4660
 P(Bi ) P( A / Bi )
0.2384
i =1

P[ Urn III was chosen given that the balls are white and red ]
P(B ) P( A / B3 ) 0.0606
= P( B3 / A) = 3 3 = = 0.2542
 P(Bi ) P( A / Bi )
0.2384
i =1

10. A given lot of product contains 2% defective products. Each product is tested before delivery.
The probability that the product is good given that is actually good is 0.95 and the probability
that the product is defective given that it is actually defective is 0.94. If a tested product is
defective, what is the probability that it is actually defective? (NOV/DEC 2018)
Solution:
Let A be an event that defective products and let B be an event that product is good.
Let D be an event that defective product is tested after delivery.
P ( A) = 0.02, P ( B ) = 0.98, P ( D / B ) = 0.95, P ( D / A) = 0.94, P ( D / B ) = 0.05
P ( D / A ) P(A)
P ( A / D) =
P ( D / A ) P(A) + P ( D / B ) P(B)

=
( 0.94 )( 0.02 )
( 0.94 )( 0.02 ) + ( 0.05)( 0.98)
0.0188
= = 0.27729
0.0678
11. Four boxes A, B, C, D contain fuses. The boxes contain 5000, 3000, 2000 and 1000 fuses respectively.
The percentages of fuses in boxes which are defective are 3%, 2%, 1% and 0.5% respectively. One fuse
is selected at random arbitrarily from one of the boxes. It is found to be defective fuse. Find the
probability that it has come from box D. (APR / MAY 2019)
Solution:
Let E1, E2, E3, E4, be the event that boxes A, B, C, D respectively are selected.
1
P(E1 ) = P(E 2 ) = P(E 3 ) = P(E 4 ) =
4
Let D be the event that defective fuse is selected.

Given P(D / E1) = 0.03,P(D / E 2 ) = 0.02,P(D / E3 ) = 0.01,P(D / E 4 ) = 0.005,

By Bayes theorem,
P( E4 ) P( D / E4 )
P( E4 / D) =
P( E1 ) P( D / E1 ) + P( E2 ) P( D / E2 ) + P( E3 ) P( D / E3 ) + P( E4 ) P( D / E4 )

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 Proabability & Random Variables

1
  (.005 )
= 4
1 1 1 1
  (.03) +   (.02 ) +   (.01) +   (.005 )
4 4 4 4
0.005
= = 0.07692
0.065
RANDOM VARIABLE
Definition:
A real variable ‘X’ whose value is determined by the outcome of a random experiment is called a
random variable.

Eg.: A random experiment consists of two tosses of a coin. Consider the random variable which is the
number of heads (0,1,2).
Outcome: HH HT TH TT
Value of X: 2 1 1 0
Types of Random Variables:
(1). Discrete Random Variables
(2). Continuous Random Variables

Discrete Random Variables Continuous Random Variables

Definition: Definition:
A random variables which can assume only A random variables which can take all
a countable number of real values is called a possible values between certain limits is called a
discrete random variable. continuous random variable.
Probability Mass Function: Probability Density Function:
If X is discrete random variable taking If X is continuous random variable, then
values x1, x2 ,….xn such that P( X = xi)= pi then pi the probability P(x - dx  X  x + dx ) = f (x) is
is called probability mass function(p.m.f) of X if called the probability density function (p.d.f) of
X if is satisfies the following conditions
(i). pi  0 for all i
 (i). f ( x)  0 for all X in the given range
(ii).  pi = 1 
(ii).  f (x) dx =1
−
The collection of pairs (xi , pi) i=1,2…,n is called
probability distribution of X . Note:
1. P(a  X  b) = P(a  X  b)
b
= P(a  X  b) = P(a  X  b) =  f ( x) dx
a

Cumulative Distribution Function (c.d.f):

If X is random variable, then F ( x) = P(X  x ) is called the cumulative distribution function.

7
 Proabability & Random Variables

• If X is discrete random variable, then • If X is continuous random variable then

c.d.f is F (x) =  pi , where x i  x
x

i
c.d.f is F ( x) =  f (x ) dx
−

• If X is continuous random variable, then

d
F ( x) = f ( x )
dx

Mathematical Expectation and Moments:

If X is discrete random variable, then If X is continuous random variable then
Mean: E ( x) = X = 1 =  x i p( x i )
' 
Mean: E ( x) = X =  =  x f (x) dx
'
i 1
−
and E ( x ) =  2 =  x i p( x i )
2 ' 2

and E ( x 2 ) =  2' = x
i 2
f ( x ) dx
Variance of X =  x = E ( x ) - (E(x) )
2 2 2 −

Variance of X =  x = E ( x 2 ) - (E(x) )
2 2

Moment about the origin: Moment about the origin:


 =  x ir p ( x i ), r  1 E(x r ) =  =
'
E (x r ) =
x
' r
r f ( x) dx
i r
−

Moment about the mean (central moments): Moment about the mean (central moments):
The rth moment about the mean of a The rth moment about the mean of a
discrete random variable X is continuous random variable X is

E ( x - X) r =  =  ( x - X) r
p( x i ) =  r 
r
i 
E ( x - X) =  =
r
 r  (x - X)
r
f ( x) dx
−

Moment Generating Function [MGF]:

Moment generating function of a real valued random variable is an alternative specification
of its probability distribution. The moment generating function of a real valued random variable X
is M x (t) = E[e tx ], t  R
Properties of Moment Generation Function:
➢
 ( tx ) ( tx )2 
M x (t) = E[e ] = E 1 +
tx
+ + ....
 1! 2! 
t2 tr
= 1 + t E[x] + E[x 2 ] + ..... + E[x r ] + .... -----(1)
2! r!
tr   x r p(x) , x is discrete
Where  = coefficient of in M x (t) = E[x ] =  r
' r

  x f (x) dx , x is continuous
r
r!

➢ Differentiating (1) with respect to ‘t’ and then putting t = 0, we get

8
 Proabability & Random Variables

dr 
 r' =  r M x (t )
 dt  t =0
➢ M cx (t ) = M x (ct ),. Where c is constant.
➢ If Y = a X + b, then M Y (t ) = e M x (at), .
tb

➢ Additive property of MGF: M x1 +x 2 +....+x n (t ) = M x1 (t )  M x 2 (t )  ......  M x n (t )

MGF: MGF:
If X is discrete random variable, then If X is continuous random variable, then
 
M x (t) = E[e tx ] =  e txi p(x i ) M x (t) = E[e tx ] = e
tx
f(x) dx
i =1 −

Properties of Mathematical Expectation:

If X and Y are random variables and a, b are constant then
1. E(a)=a
2. E(a X + b) = a E(X) + b
3. E (X - X) = E (X) - E(X) = X - X = 0
4. E(X + Y )= E(X) + E(Y)
5. E(XY)= E(X) E(Y), if X & Y are independent random variables.

Properties of Variance:
1. Var(a) = 0, a is any constant.
2. If X is random variable the var(a X + b)=a2 var( X)
3. var(a X  bY)=a var (X)  b var (Y)
2 2

Relationship between moment about the origin and moment about the mean(First four
moments):
1.  1
= 0 (always)

 =  −   
' ' 2
2.
2 2  1

 3 =  3' −3 2 1 + 2 1 

' ' ' 3
3.
'

4.  =  ' −4  ' +6    − 3  

' ' 2 ' 4

4
4 3 1 2
 1  1
Note:
• If X is continuous random variable then c.d.f is F (−) = 0, F () = 1

9
 Proabability & Random Variables

Problem Based on Discrete Random Variable:

1. Let X be the random variable which denotes the number of heads in three tosses of a fair coin.
Determine the probability mass function of X. (Nov/Dec 2015)
Solution:
A coin is tossed three times then the sample space is
S = HHH , HHT , HTH , HTT , THH , THT , TTH , TTT 
Let X be an event getting head.
 18 for x=0
3 x =1
The probability mass function is P( X = x) =  38
for
8 for x=2
 18 for x=3
X= x 0 1 2 3
P(X=x) 1/8 3/8 3/8 1/8
2. 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 K2 2K 2 7 K 2 K
Find (i) K (ii) Evaluate P ( X  6 ) , P ( X  6 ) and P ( 0  X  5 ) (iii) Determine the distribution

function of X (iv) P (1.5  X  4.5 X  2 ) (v) E ( 3X-4 ) , Var(3 X − 4) (vi) If P  X  C   , find

1
2
the minimum value of C . (April/May 2015)
Solution:
(i) We know that  P( X = x ) = 1
i
i

7
  P ( X = x ) = 1,
x =0
 K + 2 K + 2 K + 3K + K 2 + 2 K 2 + 7 K 2 + K = 1

 10K2+9K−1=0  K =
1
or K = −1 ( here K = −1 is impossible, since P( X = x )  0 )
10
1
K =
10
 The probability mass function is

X =x 0 1 2 3 4 5 6 7
P( X = x) 0 1 2 2 3 1 2 17
10 10 10 10 100 100 100

(ii) P ( X  6 ) = P ( X = 0 ) + P ( X = 1) + ... + P ( X = 5) = + + + +
1 2 2 3 1 81
=
10 10 10 10 100 100
P ( X  6 ) = 1 − P ( X  6 ) = 1 − 81 = 19
100 100
P ( 0  X  5) = P ( X = 1) + P ( X = 2 ) + P ( X = 3) + P ( X = 4 ) = K + 2K + 2K + 3K
= 8K = 8 = 4
10 5

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 Proabability & Random Variables

(iii) The distribution of X is given by FX ( x ) defined by FX ( x ) = P ( X  x )

X =x P( X = x) FX ( x ) = P ( X  x )
0 0 0 , x 1
1 1 1
1 0+ = , 1 x  2
10 10 10
2 1 2 3
2 0+ + = , 2  x  3
10 10 10 10
2 1 2 2 5
3 0+ + + = , 3  x  4
10 10 10 10 10
3 1 2 2 3 8 4
4 0+ + + + = = , 4  x  5
10 10 10 10 10 10 5
1 1 2 2 3 1 81
5 0+ + + + + = , 5 x6
100 10 10 10 10 100 100
2 1 2 2 3 1 2 83
6 0+ + + + + + = , 6 x7
100 10 10 10 10 100 100 100
17 1 2 2 3 1 2 17 100
7 0+ + + + + + + = = 1, x  7
100 10 10 10 10 100 100 100 100

P( X = 3, 4)
(iv) P(1.5  X  4.5 / X  2) = P( X = 2,3, 4  X = 3, 4,5,6,7) =
P( X = 3, 4,5,6,7) P( X = 3, 4,5,6,7)
P( X = 3) + P( X = 4)
=
P( X = 3) + P( X = 4) + P( X = 5) + P( X = 6) + P( X = 7)
2K + 3K 5K 5 5
= = = =
2K + 3K + K + 2K + 7 K + K 6K + 10K
2 2 2 2
6 + 10K 7
(v) To find E ( 3 X − 4 ) , Var(3 X − 4)
E ( 3 X − 4 ) = 3E ( X ) − E (4) = 3E ( X ) − 4 − − − − − −(1)
Va r(3X − 4) = 32 Va r( X ) − Va r(4) = 9Va r( X ) − 0 = 9Va r( X )
Var(3 X − 4) = 9 Var( X ) − − − − − − − − − (2)
E ( X ) =  xP( X = x)
= 0  P( X = 0) + 1 P( X = 1) + 2  P( X = 2) + 3  P( X = 3) + 4  P( X = 4)
+ 5  P( X = 5) + 6  P( X = 6) + 7  P( X = 7)
= 0 + 1 K + 2  2K + 3  2K + 4  3K + 5  K 2 + 6  2K 2 + 7  (7 K 2 + K )
30 66 366
= K + 4K + 6K + 12K + 5K 2 + 12K 2 + 49K 2 + 7 K = 30K + 66K 2 = + =
10 100 100
E ( X 2 ) =  x2 P( X = x)
= 0  P( X = 0) + 12  P( X = 1) + 22  P( X = 2) + 32  P( X = 3) + 42  P( X = 4)
+ 52  P( X = 5) + 62  P( X = 6) + 7 2  P( X = 7)
= 0 + 12  K + 22  2K + 32  2K + 42  3K + 52  K 2 + 62  2K 2 + 72  (7 K 2 + K )
= K + 8K + 18K + 48K + 25K 2 + 72K 2 + 343K 2 + 49K
124 440 1240 + 440 1680 168 84
= 124K + 440K 2 = + = = = =
10 100 100 100 10 5

11
 Proabability & Random Variables

3  366 1098 − 400 698

(1) E ( 3 X − 4 ) = − 4= = = 69.8
100 100 100
(2)  Var(3 X − 4) = 9Var( X ) = 9  E ( X ) − ( E ( X ) )  = 9 16.8 − 13.3956 = 30.6396
2 2

 
1
(vi) To find the minimum value of C if P  X  C  
2
X =x P( X = x) P( X  x)
1
0 0 0<
2
1 1 1 1
1 0+ = <
10 10 10 2
2 1 2 3 1
2 0+ + = <
10 10 10 10 2
2 1 2 2 5 1
3 0+ + + = =
10 10 10 10 10 2
3 1 2 2 3 8 4 1
4 0+ + + + = = >
10 10 10 10 10 10 5 2
1 1 2 2 3 1 81 1
5 0+ + + + + = >
100 10 10 10 10 100 100 2
2 1 2 2 3 1 2 83 1
6 0+ + + + + + = >
100 10 10 10 10 100 100 100 2
17 1 2 2 3 1 2 17 100 1
7 0+ + + + + + + = = 1>
100 10 10 10 10 100 100 100 100 2
The minimum value of C is 4
3. A discrete random variable has the following probability distribution.
X=x 0 1 2 3 4 5 6 7 8
P(X = x) A 3a 5a 7a 9a 11a 13a 15a 17a

Find (i) The value of a, (ii) P( X>3), (iii) Distribution of X. (iv) Mean
Solution:
(i). To the value of ‘a’:
We know that  P( X = x ) = 1
i
i

a+3a+5a+7a+9a+11a+13a+15a+17a = 1
1
81a = 1  a =
81
X =x 0 1 2 3 4 5 6 7 8
P( X = x) 1 3 5 7 9 11 13 15 17
81 81 81 81 81 81 81 81 81

(ii). To find P( X>3):

P( X>3) = P( X=4) + P( X=5) + P( X=6) + P( X=7) + P( X=8)

12
 Proabability & Random Variables

9 11 13 15 17 65
= + + + + =
81 81 81 81 81 81
(iii). Distrubution of X:
X P( X = x) F( X)
0 1 1
81 81
1 3 4
81 81
2 5 9
81 81
3 7 16
81 81
4 9 25
81 81
5 11 36
81 81
6 13 49
81 81
7 15 64
81 81
8 17 1
81
(iv) Mean:
E ( X ) =  xP( X = x)

= 0  P( X = 0) + 1 P( X = 1) + 2  P( X = 2) + 3  P( X = 3) + 4  P( X = 4)
+ 5  P( X = 5) + 6  P( X = 6) + 7  P( X = 7) + 8  P( X = 8)
= 5.4814
4. When a die is thrown, X denotes the number that turn up. Find the values of E[X], E[X2] and Var[X].
(Nov/Dec 2019)
Solution:
1
Let X be a discrete random variable having the values 1, 2, 3, 4, 5, 6 with probability .
6
X=x 1 2 3 4 5 6
P(X = x) 1 1 1 1 1 1
6 6 6 6 6 6
 1  1  1  1  1  1
E (x) =  x i p(x i ) = 1  +  2   +  3   +  4   +  5   +  6   = 3.5
i  6  6  6  6  6  6
 1  1  1  1  1  1
E (x 2 ) =  x i2 p(x i ) = 12   +  22   +  32   +  42   +  52   +  62   = 15.1667
i  6  6  6  6  6  6
Variance of X =  x = E (x 2 )- ( E(x) ) = 2.91667
2 2

13
 Proabability & Random Variables

5. If the random variable X takes the values 1,2,3,4 such that 2 P(X=1)=3P( X=2)=P( X=3)=5 P(X=4), find
the probability distribution and cumulative distribution of X.
Solution:
Let 2 P(X=1)=3P( X=2)=P( X=3)=5 P( X=4) = k (say)
k k k
P(X=1)= , P( X=2)= , P( X=3)=k, P( X=4)=
2 3 5
We know that  P( X = x ) = 1
i
i

k k k
+ +k+ =1
2 3 5
15k + 10k + 30k + 6k 30
 = 1  61k = 30  k =
30 61
X: 1 2 3 4
P( X = x) : 15 10 30 6
61 61 61 61
F( X): 15 25 55 1
61 61 61

Problem Based on Continuous Random Variable:

 x , −1  x  1
1. Test whether f(x) =  can be the probability density function of a continuous
 0, otherwise
random variable? (April / May 2015)
Solution:

Since X is a continuous random variable , f ( x )  0 , x and  f ( x ) dx = 1
−
 1
1 1
 x2 
 f ( x ) dx =  x dx = 2 x dx = 2   = 1 − 0 = 1
− −1 0  2 0
 Yes, f(x) can be the probability density function of a continuous random variable.
2. Find the value of ‘k’ for a Continuous random variable X whose probability density function is given
by f ( x ) = kx e ; x  0 .
2 −x
( April/May 2017)
Solution:

Since X is a continuous random variable f ( x)  0 and x  0 and  f ( x ) dx = 1
0


k x e − x dx = 1
2

 k ( x 2 )( −e − x ) − ( 2 x ) ( e − x ) + ( 2 ) ( −e − x ) 

=1
0

 k 0 − ( −2 )  = 1
1
 2k = 1  k =
2

14
 Proabability & Random Variables

1
3. If a random variable X has the p.d.f f ( x ) =  2
( x + 1) ; −1  x  1 . Find the mean and variance of X .
 0 ;otherwise
Solution:
 1 1

( )
1

Mean=  xf ( x ) dx =
1 1 1  x3 x 2 
 x ( x + 1) dx =  x 2
+ x dx =  +  =
1
−
2 −1 2 −1 2 3 2 −1 3

1
1  x x3 
 1 4
1 1 1 1 1
2 =  x f ( x )dx =  ( x3 + x 2 ) dx =  +  =  + − +  = 1 . 2 = 1
2 1
−
2 −1 2 4 3  −1 2  4 3 4 3  2 3 3

( ) 1 1 3 −1 2
2
Variance = 2 − 1 = − = = .
3 9 9 9
 ax , 0 x 1
 a, 1 x  2
4. If the density function of a continuous random variable X is given by f(x) = 
 3a − ax , 2 x3
0, elsewhere
(i). Find the value of a (ii) Find the c.d.f of X (iii) Find P(X  1.5 ).
Solution:
 
(i) Since  f ( x )dx = 1  
− −
f ( x)dx = 1
0 1 2 3 
 
−
f ( x)dx +  f ( x)dx +  f ( x)dx +  f ( x)dx +  f ( x)dx = 1
0 1 2 3
1 2 3

 ax dx +  a dx +  (3a − ax)dx = 1
0 1 2
1 3
 x2   x2  1
a   + a  x 1 + a 3x −  = 1  a =
2

 2 0  2 2 2
(ii) CDF
If x  0,
x x
F ( x) = 
−
f ( x) dx =  0 dx = 0
0
If 0  x  1
x
x
x
x
 x2  x2
F ( x) = 
−
f ( x) dx =  dx =
0
2
  =
 4 0 4
If 1  x  2
1
 x2   x 
x 1 x x
x 1 x 1
F ( x) = 
−
f ( x) dx =  dx +  dx =   +   = −
0
2 1
2  4  0  2 1 2 4

15
 Proabability & Random Variables

If 2  x  3
3 x
x 1 2 x
x 1
F ( x) = 
−
f ( x) dx = 
0
2
dx +  dx +   −  dx
1
2 2
2 2
1 x
 x 2   x   3x x 2  3x x 2 5
2

=   +   + −  = − −
 4  0  2 1  2 4 2 2 4 4
If x  3
3 x
x 1 2 3 x
x 1
F ( x) = 
−
f ( x) dx = 
0
2
dx +  dx +   −  dx +  0 dx
1
2 2
2 2 3
1 3
 x 2   x   3x x 2  1 1 1
2

=   +   + −  = + + =1
 4  0  2 1  2 4 2 4 2 4
 0, x0
 2
 x , 0  x 1
 4

 x 1
FX ( x ) =  − , 1 x  2
 2 4
 3x x 2 5
 − − , 2 x3
2 4 4

1, x3
(iii)P ( X  1.5 ) = F (1.5) [ F ( x) = P( X  x)]
1.5 1
= − = 0.5
2 4
5. The cumulative distribution of a random variable X is F(x) = 1- (1+ x ) e-x ,x  0 Find the probability
density function of x. Also find its mean. (April/May 2019)
Solution:
Given F ( x) = 1 - (1 + x ) e , x  0.
−x

The probability density function of x:

f ( x) =
d
(F ( x) )
dx
=
d
dx

1 - e −x − x e −x 
= e −x + x e −x − e −x
f (x) = x e − x

Mean = E ( x) =  x f ( x) dx
0

=  x 2 e − x dx
0

 ( ) ( ) (
= x 2 − e − x − 2x e − x + 2 − e − x )

0
E ( x) = 2

16
 Proabability & Random Variables

Problem Based on Moments and Moment Generation Function:

 4 x 9 − x2 ( )
1. Let X be a continuous random variable for the pdf f(x) = 

;0  x  3
81

 0 ; otherwise
Find first four moments about the origin. (Nov/Dec 2019)
Solution:
Let  be the rth moment about the origin.
'

r

E (x r ) =  = x
' r
f(x) dx
r
−
3 4x (9 − x2 )
= x r
dx
0
81
3
=  ( 9 x r +1 − x r +3 ) dx
4
81 0
3
4  9 xr +2 xr +4 
=  − 
81  r + 2 r + 4  0

4   9 ( 3) ( 3)  
r +2 r +4

=  −  − 0 − 0 
81  r + 2 r+4  
 
4  ( 3) ( 3) 
r +4 r +4

=  − 
81  r + 2 r + 4 
 
4 ( 3)
r +4
 1 1 
 =
'
− − − − −(1)
81  r + 2 r + 4 

r

put r =1, 2,3, 4 in (1), then we get the first four moments about the origin as,
1' = 1.6, 2' = 3, 3' = 6.17, 4' = 13.5
A continuous random variable X has the p.d.f f ( x ) = kx e , x  0 Find the rth order moment of
2. 3 −x

X about the origin. Hence find m.g.f, mean and variance of X. (Nov/Dec 2015)
Solution:

Since  kx 3e − x dx = 1
0

 3  e− x  2 e
−x
  e− x   e− x  
  
k x  − (3 x )   + (6 x )   − (6)   = 1
  − 1   1   − 1   1 0

k  − x 3e − x − 3x 2e − x − 6 xe − x − 6  = 1
0

k (0) − (−6) = 1  6k = 1  k = 1 .
6
 
1 r 3 −x
E ( X r ) = r =  x r f ( x )dx =
6 0
x x e dx
0

17
 Proabability & Random Variables

 
1 r +3 − x
 ( n ) =  e− x x n −1dx , n  0 , here n = r + 4
6 0
= x e dx
0

1 − x ( r +3+1)−1
6 0
= e x dx

1 ( r + 3) !
= (r + 4) =  ( n ) = (n − 1)!
6 6
4! 24
Putting r = 1 , E ( X ) = 1 = = =4
6 6
r = 2 , E ( X ) = 2 = = 120 = 20
2 5!
6 6
 Mean = E ( X ) = 1 = 4 ;

( )
2
Variance = E ( X 2 ) −  E ( X ) = 2 − 1
2

 2 = 20 − ( 4 )
2

= 20 − 16 = 4
To find M.G.F

M X (t) = E(e ) = e
tX tx
f (x)dx
−

1 3 −x
M X (t) = e
tx
x e dx
−
6
 
1 1
=  x 3e tx − x dx =  x 3e−(1− t)x dx
60 60

1  e−(1−t)x   e−(1−t)x   e−(1−t)x   e−(1−t)x 
( )
=  x 3 
− −
 − 3x
2
( )   + ( 6x )  
3
− ( 6 )   
 (1 − t)  −(1 − t)   (1 − t)
2 4
6   (1 t)     0

1 e−(1− t)x e−(1−t)x e−(1−t)x e−(1−t)x 
= −x3 − 3x 2 − 6x − 6 
6 (1 − t) (1 − t)2 (1 − t)3 (1 − t)4  0

1  −6  
= (0) −  4 
6   (1 − t)  
1
 MX (t) =
(1 − t)4
x 2 e− x
3. A continuous RV X has the pdf f (x) = , x  0 . Find the rth moment of X about the origin.
2
Solution:

18
 Proabability & Random Variables

   
x 2e− x 1 1
r = E[ X r ] =
−
 x r f ( x)dx =  xr
0
2
dx =  x r + 2e − x dx =  x ( r +3)−1e − x dx
20 20

1
x
n −1 − x
= (r + 3) e dx = (n)
2 0

1
= (r + 2)! if n is positive int eger (n) = (n − 1)!
2
1
4. A random variable X has the probability mass function f (x) = , x = 1,2,3,... Find its (i) M.G.F
2x
(ii) Mean (iii) Variance.
Solution:
M.G.F= M X (t ) = E (e )
tX


= e
x =1
tx
f ( x)

1
=  e tx
x =1 2x
x

 et 
=   
x =1  2 
2 3 4
et  et   et   et 
+   +   +   + ...
2  2   2   2 
=

et   et   et 
2 3
  et 
= 1 +   +   +   + ...
2 2 2  2 

−1
et  et 
= 1 − 
2  2
M.G.F= M X (t ) = et …………….. (1)
2 − et
d   d  e t    (2 − e t )e t − e t (−e t ) 
Mean = E(X)=   M X (t)  =     =   =2
 dt t =0  dt  2 − e t  t =0  (2 − e t ) 2  t =0
Variance = Var ( X ) = E( X 2 ) − (E( X ))2
d   d  2e t    (2 − e t ) 2 2e t − e t 2(2 − e t )( −e t ) 
Where E ( X ) =   M 'X (t)   =  
2
  =   =6
 dt t =0  dt  (2 − e t ) 2  t =0  (2 − e t ) 4  t =0
Variance = Var ( X ) = E( X 2 ) − (E( X ))2 = 6 - 4 =2

 = ( r + 1) ! 3
'
5. Find the m.g.f if the random variable whose moments are r
and hence find its mean.
r

Solution:

tr '
The m.g.f is M X (t ) =  r --------(1)
r = 0 r!

19
 Proabability & Random Variables


tr
= (r + 1) ! 3 r
r =0 r!

=

(3t )r (r + 1)!
r =0 r!

=  (3t ) (r + 1)
r

r =0

M X (t ) = 1 + 2 (3t ) + 3 (3t ) 2 + .....

= (1 − 3t )
−2

1
=
(1 − 3t )2
d   −2 
Mean =  (M X (t ) ) =   −3 = 6
 dt  t =0  (1 − 3t )
3
 t =0
t
(Or) From (1) Mean = 1' = Coeffiecient of = 6
1!
2e −2 x ; x  0
6. A random variable X has density function given by f ( x ) =  . Find m.g.f of X.
0 ;x 0
Solution:
  
M X ( t ) = E ( etx ) =  etx f ( x ) dx =  etx 2e −2 x dx = 2  e−( 2−t ) x dx
− 0 0

 e −( 2 −t ) x  −2 − −0 −2 2
= 2  = [e − e ] = [0 − 1] = ,t  2.
 − (2 − t ) 0 2 − t 2 − t 2 − t
 x ; 0 x 1

7. Find the m.g.f of the random variable X having the p.d.f f(x) = 2-x ; 1  x  2 and hence find its
 0 ; otherwise

mean and variance.
Solution:

M x (t) = E[e tx ] = e
tx
f(x) dx
−
1 2
=  x e tx dx +  (2 − x ) e tx dx
0 1
1 2
 e tx e tx   e tx e tx 
= x − 2  + (2 − x ) − (−1) 2 
 t t 0  t t 1
e t e t 1 e 2t e t e t
= − 2+ 2+ 2 − − 2
t t t t t t
t 2t t
e 1 e e
=− 2 + 2 + 2 − 2
t t t t

20
 Proabability & Random Variables

1 − 2e t + e 2 t
=
t2

M .G.F = M x (t) =
(e t
−1 )2

t2
To find mean and variance:
1 − 2e t + e 2t
M x (t) =
t2
1   2t ( 2t ) ( 2t ) ( 2t ) 
2 3 4
 t t2 t3 t4
= 2 1 − 2 1 + + + + + .....  + 1 + + + + .....  
t 
  1! 2! 3! 4!   1! 2! 3! 4! 

1
= 2 1 − 2 − 2t −
2t 2 2t 3 2t 4
− − − ..... + 1 + 2t +
( 4t 2 ) ( 8t 3 ) (16t 4 ) 
+ + .....
t  2 6 24 2 6 24 

t t2 4t 2t 2
= −1 − − − ..... + 2 + +
3 12 3 3

d 1 2t 4 4t
( M x (t) ) = 0 − − ..... + 0 + +
dt 3 12 3 3
d  −1 4
1' =  ( M x (t) )  = + = 1
 dt  t =0 3 3

( M x (t) ) = 0 − − ..... + 0 + +  = − +

d2 d d d 1 2t 4 4t 1 4
2 (
M x (t) ) =
dt dt dt dt  3 12 3 3 6 3
 d2  7
2' =  2 ( M x (t) )  =
 dt  t =0 6

( ) 7 1
2
Mean = 1, Variance = 2' − 1' = −1 =
6 6
8. If the random variable has the moment generating function M X ( t ) = 3 , compute E[X2].
3−t
(May/June 2016)
Solution:
−1
3 3  t
M X (t ) = = = 1 − 
3−t  t
3 1 −  
3
 3
−1
3 3  t
M X (t ) = = = 1 − 
3−t  t
3 1 −  
3
 3
1  t  2  t2  2  t3 
2 3
t t t
= 1+   +   +   + =1 +   +   +   +
 3  3  3 3  1!  9  2!  9  3! 
 tr 
E ( X r ) = r' = coefficient of   in M X ( t )
 r!

21
 Proabability & Random Variables

 t2 
E ( X 2 ) = 2' = coefficient of   in M X ( t ) = .
2
 2!  9
1
9. Let M x ( t ) = such that t 1, be the mgf of r.v X. Find the mgf of Y = 2X +1.
1− t
Solution:
MY (t ) = M 2 X +1 (t ) = et M X (2t ) M aX +b (t ) = ebt M X (at )
 1  et
= et  =
1 − t t →2t 1 − 2t
Standard Distribution:
I. Discrete Distribution:
(i). Binomial distribution
(ii). Poisson distribution
(iii). Geometric distribution
II. Continuous Distribution:
(i). Uniform distribution
(ii). Exponential distribution
(iii). Normal distribution

Binomial distribution
A random variable X is said to follow a binomial distribution if it assumes only non-negative values with
probability mass function
P(X = x) = nC x p x q n− x , where x=0, 1, 2… n and q = 1 – p.
Here n and p are called the parameters of the Binomial distribution and we write X ~ B(n, p) .
MGF, Mean and Variance of Binomial distribution:
M X (t ) = E (e tX )

= e
x =1
tx
p ( x)

=  e tx nC x p x q n− x
x =1

( )

=  pet nC x q n−x
x

x =1

( )
n
MGF = M X (t ) = pet + q

d 
Mean = E(x) =  ( M x (t))
 dt  t =0
(
= n pet + q ) n −1
pet  t =0

= n p ( p + q)
n−1

22
 Proabability & Random Variables

Mean = n p  p + q = 1
d2 
E ( x 2 ) =  2 (M x (t))
 dt  t =0

=
d
dt
 (
n p e t pe t + q )
n −1
 t =0


= n p et (n − 1) pet + q ( ) n−2
(
pet + pet + q )n −1 t
e 
t =0


= n p (n − 1)( p + q)
n−2
p + ( p + q)
n−1
  p + q = 1

= n p (n − 1) p + 1
= n p np − p + 1
= np(np + q )
E(x 2 ) = n 2 p 2 + n p q
Variance = E (x ) -  E (x) = n p + npq − n p = npq  Variance = npq
2 2 2 2 2 2

Additive Property of Binomial distribution:

If X ~ B (n1 , p) and Y ~ B (n2 , p) are independent random variables, then X + Y ~ B (n1 + n2 , p).

Proof:
M X (t ) = ( pet + q ) and M Y (t ) = ( pet + q )
n1 n2

Since X and Y are independent.

 M X +Y (t ) = M X (t ) M Y (t )

= ( pet + q ) ( pe + q)
n1 t n2

= ( pet + q )
n1 + n2

Which is the m.g.f of a binomial variate with parameters (n1 + n2 , p).

Poisson distribution:
If X is discrete random variable that assumes the values 0, 1, 2, …… such that the probability mass
function is given by
 e−   x
 ; x = 0,1, 2,...;   0
P ( X = x ) =  x!
0, otherwise

Then X is said to follow the Poisson distribution with parameter λ.

Note:
1. The Poisson distribution can be considered to be a good approximation of the binomial distribution when,
(i). The number of trials is indefinitely large. (n → )
(ii). The probability of success p is very small. i.e. n →  as p → 0.

23
 Proabability & Random Variables

(iii). np =  is finite.

MGF, Mean and Variance of Poisson distribution: (APR / MAY’ 19)

 e−   x
 ; x = 0,1, 2,...;   0
P ( X = x ) =  x!
0, otherwise

M.G.F= MX (t) = E(etX )
( t)
x
   e−  x   e
=  e tx p(x) =  e tx   = e −

 x!
x =1 x =1   x =1 x!


( ) 
2
e t e t
−  
= e 1 + + + 
1! 2!
 
 
= e− ee
t

M x (t) = e ( )
 et −1

d
 dt
  d  ( et −1)  
Mean = E(X)=   M X (t) =  e
t =0  dt 

 
t =0 
 ( )
=  e t e ( )  =   Mean = 
 e t −1
 t =0

Variance = Var (X) = E(X 2 ) - ( E(X) )

2

d  ' 
M X (t)  
2
Where E (X ) = 
 dt  
t =0

 dt 
( )
=   e t e ( )  
d  e t −1 
 
t =0

( )
t ( e −1)
+ e ( ) .e t 
 e t −1
t

=  e . e e
t
  t =0
=  ( + 1)
Variance = Var (X) = E(X 2 ) − ( E(X) )2 = ( + 1) −  2
 Var (X) = 
Additive Property of Poisson distribution:
If X and Y are independent Poisson variates with parameters 1 and 2 respectively, then X + Y is also
Poisson variate with parameter 1 + 2 .
Proof:

 MX (t) = e
( )
1 et −1
If X is a Poisson variate with parameter 1

 MY (t) = e 2
 et −1( )
If Y is a Poisson variate with parameter  2

Now  M X+Y (t) = M X (t) M Y (t)

24
 Proabability & Random Variables

= e 1 (e −1)e 2 (e −1) = e (1 + 2 )(e −1)

t t t

Hence X + Y is also Poisson variate with parameter 1 + 2 .

Geometric Distribution:
A random variable X denotes the number of trials needed to obtain the first success. A random variable
X is said to have a geometric distribution with parameter p if the probability mass function is given by
P( X = x) = p q x −1 , x = 1, 2,3, , where q = 1 – p
Another form of Geometric Distribution: P(X = x) = q p, x = 0,1,2.....
x

MGF, Mean and Variance of Geometric distribution: ( May/June 16)

x-1
We know that P (X = x) = pq , x = 1, 2,3,....

MGF = M X ( t ) = E (e ) =
tX
e
x =1
tx
p ( x)

=  etx q x −1 p
x =1

= p[et + e2t q + e3t q 2 + ]

= pet [1 + qet + qet ( ) 2
+ ]
= pet [1 − qet ]−1
pet
M X (t ) =
1 − qet

Mean and Variance

 d  pet   
pet
 = M (0) =  
' '
 =     = 1  Mean = 1
1 X
 dt  1 − qet
  ( )  
(
  t =0   1 − qe
t
)
2

  t =0
p p

 d 2  pet    
2' = M X" (0) =    =  
d pet  = 1 + q
  (
 dt 2  1 − qet )   t =0   (1 − qe )
  dt  t
2


  t =0
p2
2
1+ q  1 
( )
2
Variance =  − 
'
2
'
1 = 2 − 
p  p
q
Variance =
p2

Memoryless property of geometric distribution

Statement:
If X is a random variable with geometric distribution, then X lacks memory, in the sense that
P  X  s + t / X  s  = P  X  t  s, t  0 .
Proof:

25
 Proabability & Random Variables

x −1
The p.m.f of the geometric random variable X is P( X = x) = q p , x = 1,2,3,....
P  X  s + t  X  s
P  X  s + t / X  s =
P  X  s
P X  s + t
= − − − − − −(1)
P  X  s

 P X  t = q
t +1
x −1
p =q p+q
t
p + q t + 2 p + ....
x =t +1

= qt p 1 + q + q 2 + q3 + ....
= q t p(1 − q)−1
= q t p( p) −1 = q t
Hence P  X  s + t  = q and P  X  s  = q
s +t s

q s +t
(1)  P  X  s + t / X  s  = s
= q t = P[ X  t ]
q
 P  X  s + t / X  s = P  X  t 
Uniform distribution:
A continuous random variable X defined in the interval (a, b) is said to follow uniform distribution if
1
its probability density function is given by f ( x) = ,axb
b−a
Here a & b are the parameters of the distribution. The uniform distribution is denoted by X ~ U (a,b).

MGF of Uniform distribution: (Nov/Dec 2019)


M x (t) = E[e tx ] = e
tx
f(x) dx
−
b
1
=  e tx dx
a
b-a
b
1
b - a a
= e tx dx

b
1  e tx 
=  
b - a  t a

=
1
t (b - a )
(e tb − e ta )

Mx (t) =
(e tb
− eta )
t ( b-a )
Mean and variance of Uniform distribution:

E ( x) = 1' =  x f (x) dx
−

26
 Proabability & Random Variables

b
1
= x dx
a
b−a
b
1
b − a a
= x dx

b
1 x2 
=  
b − a  2 a
b2 − a2
=
2 (b − a )
b+a
Mean = 1' =
2

E ( x 2 ) =  2' = x
2
f (x) dx
−
b
1
=  x2 dx
a
b−a
b
1 x3 
=  
b − a  3 a
b3 − a3
=
3 (b − a )

=
(b − a3
3
)
3 (b − a )
b 2 + ab + a 2
 2' =
3
b 2 + ab + a 2  b + a 
2

( )
2
Variance = 2' − 1' = − 
3  2 
(b − a )
2

Variance =
12
Exponential distribution:
A continuous random variable X defined in the interval (0, ) is said to follow exponential
 e -x ;   0, 0  x  
distribution if its probability density function is given by f ( x) = 
 0 ; otherwise
Where λ is a parametric of exponential distribution.
MGF, Mean and Variance of Exponential distribution: (April/May 2019)
- x
We know that f ( x) =  e ;   0, 0  x  
 
M X ( t ) = E ( etx ) =  etx f ( x ) dx =   e −  x etx dx
0 0

27
 Proabability & Random Variables


=   e − x(  −t ) dx
0

 e − x (  −t )  
=  =
 − (  − t ) 0  − t

d     1
Mean = 1 =  M X ( t )  =  2
=
 dt  t =0  (  − t )  t =0 

 d2    ( 2)  2
2 =  2 M X ( t )  = 

3
= 2
 dt  t =0  (  − t )  t =0 

( )
2
2 1 1
Variance = 2 − 1 = 2 − 2 = 2 .
  
Memoryless property of Exponential distribution: (April/May 2019)
Statement:
If X is exponentially distributed with parameters  , then for any two positive integers ‘s’ and ‘t’,
P  X  s + t / X  s = P  X  t  s, t  0
Proof:
 e −  x , x  0
The p.d.f of X is f ( x ) = 
0 , Otherwise


 P  X  k  =   e −  x dx =  −e −  x  = e −  k
k
k

P  x  s + t  x  s
 P  X  s + t / x  s =
P  x  s
P  X  s + t  e−  ( s +t )
= = −  s = e − t
P  X  s e
 P  X  s + t / X  s = P  X  t 
Normal distribution:
A continuous random variable X with probability density function
1  x - 
2

1 −  
f ( x) = e 2  
; −   x  , −     ,   0
 2
is said to follow normal distribution. Here the parameters are mean µ and standard deviation  . The normal
distribution is denoted by X ~ N (µ,  ) or X ~ N ( µ,  2 ).

MGF, Mean and Variance of Normal distribution: (Nov/Dec 2019)


M x (t) = E[e tx ] = e
tx
f(x) dx
−

1  x - 
2
 −  
1
= e tx
e 2  
dx
−  2

28
 Proabability & Random Variables

1  x - 
2
 −  
1
e
2  
= tx
e dx
 2 −

x-
put z =  x =  + z

dx =  dz
 z2
1 −
t (  + z )
=
2
e
−
e 2
dz


− ( z2 −2t  z )
1
1 t
= e e 2 dz
2 −
1 
− ( z − t ) − 2t 2 
2
1 t
= e  e 2  
dz
2 −

1  t +  2t
2 2
 1
− ( z − t )2
=
2
e 
−
e 2
dz

put z -  t = u  dz = du

1  t +  2t
2 2
 u2
−
=
2
e 
−
e 2
du

 2t 2  u2
t+ 2 −
=e 2
2 e
0
2
du

u2
put = t 2  u = t 2  du = dt 2
2
 2t 2 
 t+ 2
=e e
2 - t2
2 dt
2 0

 2t 2 
t+ 2
=e e
2 - t2
dt
 0

t+
 2t 2
2   

=e e dt =
2

 
2 -t

  2  0
2
 2t 2
 t+
 M x (t) = e 2

d 
Now, E ( x) =  M x (t)
 dt  t =0
  t + t 
2 2

= e 2
 +  2t ( )
  t =0

Mean = 
d2 
E ( x 2 ) =  2 M x (t)
 dt  t =0

29
 Proabability & Random Variables

 d  t + t 
2 2

= e 2
 +  2t( )
 dt  t =0

  t + t  2t 2 
2 2

= e 2
(
 +  2t )
2
+e
 t+
2
( )
2

  t =0

E (x 2 ) =  2 +  2
Variance = E (x 2 )-  E (x) =  2 +  2 −  2
2

 Variance =  2
Problem based on Binomial distribution:
1. For a Binomial distribution with mean 6 and standard deviation 2 , find the first two terms of the
distribution. (May/June 2014)
Solution:
1 2 2
np = 6 and npq = 2  npq = 2  6q = 2  q =  p= n = 6  n = 9
3 3 3
x 9− x
 2 1
P ( X = x ) = n Cx p x q n − x = 9Cx    
 3  3
0 9 9
 2 1 1
P ( X = 0 ) = 9C0     =  
 3 3 3
1 8
 2 1 2 1 2
P ( X = 1) = 9C1     = 9   8 = 7
 3  3 3 3 3
2. For a binomial variate X, find p and when n = 6 and 9 P(X = 4) = P( X = 2).
Solution:
By Binomial distribution, P(X = x) = nC x p x q n− x
Given 9 P( X = 4) = P( X = 2)
9  6C4 p 4 q 2 = 6C2 p 2 q 4
9 p2 = q2
= (1 − p)
2

= 1− 2 p + p2
 8 p2 + 2 p −1 = 0
1 −1
 p= ,
4 2
1
Since p is positive, p =
4
3. A machine manufacturing bolts is known to produce 5% defective. In a random sample of 15 bolts,
what is the probability that there are (1). Exactly 3 defective bolts, and (2). Not more than 3 defective
bolts? (NOV/DEC 2018)
Solution:
30
 Proabability & Random Variables

Given n = 15, p = 0.05, q = 0.95

By Binomial Distribution, P( X = x) = nC x p x q n-x
= 15Cx (0.05) x (0.95)15− x
(1) P(Exactly 3 defective bolts)=P(X = 3) = 15C3 (0.05)3 (0.95)15−3 = 0.0307
(2) P(Not more than 3 defective bolts) = P(X  3) = P(X = 0) + P( X = 1) + P( X = 2) + P( X = 3)
= 15C0 (0.05)0 (0.95)15−0 + 15C1 (0.05)1 (0.95)15−1 + 15C2 (0.05) 2 (0.95)15− 2 + 15C3 (0.05)3 (0.95)15−3
= 0.994
4. 10 coins are thrown simultaneously. Find the probability of getting atleast 7 heads. (Nov/Dec 2019)
Solution:
Let X denote the number of heads obtained and X follow the binomial distribution.
1 1
N = 10, p = , q =
2 2
x 10− x 10
n−x 1 1 1
P(X = x) = nC x p q x
= 10Cx     = 10Cx   , x = 0,1,2...10
2 2 2
P (getting atleast 7 heads) = P(X  7) = P(X = 7) + P(X = 8) + P(X = 9) + P(X = 10)
10 10 10 10
1 1 1 1
= 10C7   + 10C8   + 10C9   + 10C10  
2 2 2 2
= 0.1718
5. 6 dice are thrown 729 times. How many times do you expect at least 3 dice to show 5 or 6?
Solution:
Let X denote the number of dice showing 5 or 6 in a single throw of 6 dice.
2 1 4 2
P= Probability of dice showing 5 or 6 in single throw of one dice= = , q = = , n = 6
6 3 6 3
x 6− x
1  2
By Binomial Distribution, P( X = x) = nCx p q = 6Cx    
x n-x

 3  3
P  at least 3diceshow 5or 6 = P ( X  3) = 1-P ( X<3)
=1-  P ( X=0 ) + P ( X=1) + P ( X=2 ) 
 0
1  2
6 1
1  2
5
1  2 
2 4

= 1- 6C0     + 6C1     + 6C2     

 3  3 3  3  3   3  
233
=
729
233
Expected number of dices showing 5 or 6 in 729 times = 729  = 233
729
6. Out of 800 families with 4 children each, how many families would be expected to have (i) 2 boys
and 2 girls (ii) at least one boy (iii) at most 2 girls (iv) children of both sexes? Assume equal
probabilities for boys and girls.
Solution:
Let X denote the number of boys in a family. Here success is having a boy.

31
 Proabability & Random Variables

1 1
p= , q= , n=4
2 2
x 4− x 4
1 1 1
By Binomial Distribution, P( X = x) = nC x p q x n-x
= 4Cx     = 4Cx  
2 2 2
4
1 3
(i). P  2 boys and 2 girls  = P X=2 = 4C2   =
2 8
3
 No.of families with 2 boys and 2 girls = 800  = 300
8
4
1 1 15
(ii). P at least1 boy = P  X  1 = 1 − P  X=0 = 1 − 4C0   = 1 − =
2 16 16
15
 No.of families with at least1boy = 800  = 750
16
(iii). P at most 2 girls  = P at least 2 boys  =P X  2 = P X=2 + P X=3 + P X=4
4 4 4
1 1 1
= 4C2   + 4C3   + 4C4  
2 2 2
11
=
16
11
 No.of families with atmost two girls = 800  = 550
16
(iv). P children of both sexes  = P  X=1,2,3 =P  X=1 +P X=2 + P X=3
4 4 4
1 1 1
= 4C1   + 4C2   + 4C3  
2 2 2
14 7
= =
16 8
7
 No.of families with children of both sexes = 800  = 700
8
Problem based on Poisson distribution:
1. If X is a Poisson variate such that P(X=2)=9 P(X=4)+ 90 P(X=6), find (i). Mean (ii). Variance
(iii). P ( X  2 )
Solution:
Since X is a Poisson distribution,
e−  x
By Poisson distribution, P( X = x) = , x = 0,1, 2,.....
x!
Given P(X=2)=9 P(X=4)+ 90 P(X=6)
e−  2 e−  4 e−  6
 =9 + 90
2! 4! 6!
 9 90
2 4 6
= +
2 24 720
  + 3 − 4 = 0
4 2

32
 Proabability & Random Variables

( 2
+ 4 )(  2 − 1) = 0   2 = −4,1
Since  2 must be positive, so we have  2 = 1   = 1, Also  cannot be negative,   = 1
e−11x e−1
 P(X=x) = = , x = 0,1, 2,.....
x! x!
(i).Mean  = 1
(ii).Variance =  = 1
(iii).P ( X  2 ) = 1 − P ( X  2 )
= 1 − P ( X = 0 ) + P ( X = 1)
 e −1 e −1  −1
=1 −  +  = 1 − 2e = 0.2643
 0! 1! 
2. The average number of traffic accident on a certain section of a highway is two per week. Assume
that the number of accident follows a Poisson distribution. Find the probability of (i). No accident in
a week (ii). At most three accident in a 2 week period.
Solution:
The average number of traffic accident on a certain section of a highway is λ=2 per week
Let X be the number of traffic accident.
e−   x e ( 2 )
−2 x

By Poisson distribution, P( X = x) = = , x = 0,1, 2,.....

x! x!
e−2 ( 2 )
0

(i). P[No accident in a week] = P( X = 0) = = 0.1353

0!
(ii). During a 2 week period the average number of traffic accident on this section of highway would be
2+2=4, by additive property of Poisson distribution.
The probability of at most 3 accidents during 2-week period,
= P( X  3) = P( X = 0) + P( X = 1) + P( X = 2) + P( X = 3)
e−4 ( 4 ) e−4 ( 4 ) e−4 ( 4 ) e−4 ( 4 )
0 1 2 3

= + + + = 0.4335
0! ! 2! 3!
3. One percent of jobs arriving at a computer system need to wait until weekends for scheduling, owing
to core-size limitations. Find the probability that among a sample of 200 jobs there are no jobs that
have to wait until weekends.
Solution:
Let X be the random variable denoting the no. of jobs that have to wait
p = 1%= 0.01, n = 200,  = np = (200)(0.01) =2,
e−  x
By Poisson distribution, P( X = x) = , x = 0,1, 2,.....
x!
Probability that there are no jobs that have to wait until weekends =
e−2 20
P( X = 0) = = e−2 = 0.1353
0!
4. Six coins are tossed 6400 times. Using the Poisson distribution, what is the approximate probability
of getting six heads 10 times?

33
 Proabability & Random Variables

Solution:
6 6
1 1
Probability of getting six heads in one toss of six coins is p =    = np = 6400    =100
2 2
By Poisson distribution,
 e−   x
 ; x = 0,1, 2,...;   0
P ( X = x ) =  x!
0, otherwise

e−100 (100)10
Let X be the number of times getting 6 heads P( X = 10) = = 1.025  10−30
10!
5. In a certain factory manufacturing razor blades, there is a small chance of 1/500 for any blade to be
defective. The blades are supplied in packets if 10. Use Poisson distribution to calculate the
approximation number of packets containing, (i) no defective (ii) one defective (iii) two defective in
10000 packets.
Solution:
Let X be then number of defective blades in packet of 10.
1 1
n = 10, p = ,  = np = 10  = 0.02
500 500
e−  x e ( 0.02 )
−0.02 x

By Poisson distribution, P( X = x) = = , x = 0,1, 2,.....

x! x!
e−0.02 ( 0.02 )
0

(i). P  no defective = P(X=0)= = 0.9801

0!
 Number of packets containing no defective=10000  0.9801=9801 packets
e−0.02 ( 0.02 )
1

(ii). P one defective = P(X=1)= = 0.0196

1!
 Number of packets containing 1 defective=10000  0.0196=196 packets

e−0.02 ( 0.02 )
2

(iii). P  two defective = P(X=2)= = 0.000196

2!
 Number of packets containing 2 defective=10000  0.000196=1.96  2 packets.
6. Find the probability that at most 5 defectives fuses will be found in a box of 200 fuses if experience
shows that 2% are defective.
Solution:
2
Let X be the number of defective fuses. n = 200, p = = 0.02,  = np = 200  0.02 = 4
100
e−   x e ( 4 )
−4 x

By Poisson distribution, P( X = x) = = , x = 0,1, 2,.....

x! x!
P[At most 5 defectives fuses = P(X  5) = P(X=0) + P(X=1) + P(X=2) + P(X=3) + P(X=4) + P(X=5)
e−4 ( 4 ) e−4 ( 4 ) e−4 ( 4 ) e−4 ( 4 ) e−4 ( 4 ) e−4 ( 4 )
0 1 2 3 4 5

= + + + + +
0! 1! 2! 3! 4! 5!
= 0.7851

34
 Proabability & Random Variables

7. If X1 and X 2 are independent Poisson variates, show that X1 − X2 is not a Poisson variate.
Proof:
If X1 and X 2 are independent Poisson variates with parameters 1 and 2 respectively,
Now
 M X1 −X2 (t) = M X1 (t) M( − X2 ) (t)
= M X1 (t) M X2 (-t) by the property MGF

=e 1
( )e ( )
 et −1 2 e− t −1

(
 et −1 )
The above cannot be expressed in the form e . Hence X1 − X 2 is not a Poisson variate.
Problem based on Geometric distribution:
1. A candidate applying for driving licence has the probability of 0.8 in passing the road test in a given
trial. What is the probability that he will pass the test (i) on the fourth trial (ii) in less than four trials?
Solution:
Let X be the number of trials required to achieve the first success. Hence X follows geometric
distribution P(X = x) = q x −1p, x = 1, 2,3,....
Given p = 0.8, q = 1 – p = 0.2
P[on the fourth trial]= P(X = 4) = ( 0.2 ) ( 0.8 ) = 0.0064
4 −1
(i)
(ii) P[less than four trials]= P(X  4) = P(X = 1) + P(X = 2) + P(X = 3)
= ( 0.2 ) ( 0.8) + ( 0.2) ( 0.8) + ( 0.2) ( 0.8)
1−1 2 −1 3−1

= 0.992
2. If the probability that a target is destroyed on any one shot is 0.5, find the probability that it would
be destroyed on 6th attempt. (Nov / Dec 2013)
Solution:
Given that, the probability that a target is destroyed on any one shot is 0.5
p = 0.5  q = 1 − p = 1 − 0.5 = 0.5
By Geometric Distribution, P(X = x) = q x −1p, x = 1, 2,3,.... ;
P(X = 6) = (0.5)6−1 (0.5) = (0.5)6 = 0.0156
3. A quality control inspector rejects 40% of a certain product. Find the probability that the first
acceptable product is the third one inspected.
Solution:
Probability of rejection = q = 0.4
Probability of acceptance = p = 0.6
By Geometric Distribution, P(X = x) = q x −1p, x = 1, 2,3,....
P(X=3) = q3-1p= (.4)2(.6) = 0.096
4. A die is tossed until 6 appears. What is the probability that it must be tossed more than 5 times?
Solution:
Let X be the number of tosses required to get the first 6.
1 1 5
The probability of getting 6 = p= ,q=
6 6 6
By Memoryless property of geometric Distribution,

35
 Proabability & Random Variables

P ( X  k ) = qk
5
5
 P ( X  5 ) =   = 0.4019
6
Problem based on Uniform distribution:
1. If X is a Uniformly distributed R.V with mean 1 and variance 4 , find P(X<0).
3
Solution:
a+b
Mean = = 1  a + b = 2 --------------(1)
2
(b − a)
2
4
variance = =
 b − a = 4 ---------------(2)
12 3
(1) + (2) 2b = 6  b = 3
(1) – (2) 2a = -2  a = -1
 1 1
 , a xb , −1  x  3
f(x) =  b − a  f(x) =  4

0 , otherwise 
0 , otherwise
0 0
1 1 1
P(X  0)=  f (x)dx =  4 dx = 4  x  =
0
−1
.
−1 −1
4
2. Let X be a random variable with uniformly distribution in the interval (-a, a). Determine ‘a’ so that
(i). P ( −1  X  2 ) = 0.75 (ii ). P ( X  1) = P ( X  2 )
Solution:
1
, −a  x  a
The p.d.f of X in (-a, a) is given by f(x) = 
 2a

 0 , otherwise
(i). P ( −1  X  2 ) = 0.75
2

 f (x) d x=0.75
−1
2
1
 2a d x=0.75
−1
1
 x −1 = 0.75
2

2a
3
= 0.75  a = 2
2a
(ii). P ( X  1) = P ( X  2 )
 P ( X  1) = 1 − P ( X  2 )
1 2

 f (x) d x=1-  f (x) d x

−1 −2
1 2
1 1
 2a d x=1-  2a d x
−1 −2

36
 Proabability & Random Variables

1 1
 x −1 = 1 −  x −2
1 2

2a 2a
2 4 6
= 1−  =1  a = 3
2a 2a 2a
3. Let X be a Uniformly distributed R.V over [-5, 5]. Determine ( i ) . P ( X  2 ) ( ii ) . P ( X  2)
( iii ) . Cumulativedistributionfunctionof X (iv).Var(X). (May/June 2016)
Solution:
The R.V X ~ U [-5, 5].
The p.d.f
1
 , for − 5  x  5
f(x) = 10
 0, otherwise
2 2 2
1 1 1
( i ) . P ( X  2 ) =  f(x)dx =  dx =  dx =  x −5
2

−5 −5
10 10 −5 10
1 7
=  2 + 5 =
10 10
( ii ) . P ( X  2 ) = 1 − P ( X  2 ) = 1 − P ( −2  X  2 )
2 2 2
1 1 1 1 4
 P ( −2  X  2 ) =  f(x) dx =  dx =  dx =  x −2 =  2 + 2 =
2

−2 −2
10 10 −2 10 10 10
( iii ) . Cumulative distribution function of X
If x  −5
x x
F ( x) =  f(x) dx =  0 dx = 0
− −
If − 5  x  5
x+5
x x
1 1
F(x) =  f(x) dx =  dx =  x −5 =
x

−5 −5
10 10 10
If x  5
5+5
5 x 5
1 1
F ( x) =  f(x)dx +  f(x)dx =  10 dx + 0 = 10  x 
5
−5
= =1
−5 5 −5
10
 0 , for x  −5
x+5

F ( x) =  , for − 5  x  5
 10
 1 , for x  5
(b − a ) (5 − (−5) )
2 2
100 25
(iv). Var(X) = == . =
12 12 12 3
4. Trains arrive at a station at 15 minutes interval starting at 4 a.m. If a passenger arrive at a station at
a time that is uniformly distributed between 9.00 a.m. and 9.30 a.m., find the probability that he has
to wait for the train for (i) less than 6 minutes (ii) more than 10 minutes. (May/June 2014)
Solution:
Let X denotes number of minutes past 9.00 a.m. that the passenger arrives at the stop till 9.30a.m.

37
 Proabability & Random Variables

1
X ~U[0,30]  f(x) = , 0  x  30
30
(i) P ( that he has to wait for the train for less than 6 minutes ) = P  (9  x  15)  (24  x  30) 

 30 dx = 30  x  +  x   = 1230 = 0.4
15 30 15 30
1 1 1
=  f(x)dx +  f(x)dx = 
15 30
dx + 9 24
9 24 9
30 24

(ii) P ( that he has to wait for the train for more than 10 minutes ) = P (0  x  5)  (15  x  20) 

 
5 20 5 20
1 1 1 10
=  f(x)dx +  f(x)dx = 
dx +  dx =  x 0 +  x 15 = = 0.3333
5 20

0 15 0
30 15
30 30 30
5. Buses arrive at a specified stop at 15 minutes interval starting at 7 a.m., that is, they arrive at 7, 7.15,
7.30, 7.45 and so on. If a passenger arrives at a stop at a random time that is uniformly distributed
between 7 and 7.30, find the probability that he waits for (i). Less than 5 minutes for a bus, (ii). More
than 10 minutes for a bus.
Solution:
Let X denotes number of minutes past 7.00 a.m. that the passenger arrives at the stop till 7.30a.m.
1
X ~U[0,30]  f(x) = , 0  x  30
30
(i) Since X is uniformly distributed between 7 and 7.30, the passenger may arrive after 7.10 or 7.25
P ( that he has to wait for the bus for less than 5 minutes ) = P (10  x  15)  (25  x  30) 
= P (10  x  15) + P (25  x  30)
15 30
=  f(x)dx +  f(x)dx
10 25
15 30
1 1
=
dx +  dx
10
30 25
30

=
1
30
15

 x 10 +  x 25
30

10
= = 0.3333
30
(ii) Here the passenger has to arrive between 7 and 7.05 or 7.15 and 7.20
P ( that he has to wait for the bus for more than 10 minutes ) = P (0  x  5)  (15  x  20)
= P (0  x  5) + P (15  x  20)
5 20
=  f(x)dx +  f(x)dx
0 15
5 20
1 1
=  dx +  dx
0
30 15
30

=
1
30
 5 20 10
30

 x 0 +  x 15 = = 0.3333
Problem based on Exponential distribution:
1. Suppose the length of life of an appliance has an exponential distribution with mean 10 years. What
is the probability that the average life time of a random sample of the appliances is atleast 10.5?
Solution:
Mean of the exponential distribution = E(X) = 1/10 = 1/

38
 Proabability & Random Variables

x
1 1 −
= , f (x) = e −x , x  0  f (x) = e 10 , x  0
10 10
  x
1 −10
P(X  10.5)=  f (x)dx=  e dx = e −1.05 = 0.3499
10.5 10.5
10

2. A component has an exponential time to failure distribution with mean of 10,000 hours.
(i) The component has already been in operation for its mean life. What is the
Probability that it will fail by 15,000 hours?
(ii) At 15,000 hours the component is still in operation. What is the probability
that it will operate for another 5000 hours? (Nov/Dec 2015)
Solution:
Let X be the random variable denoting the time to failure of the component following exponential
distribution with Mean = 10000 hours. 1 = 10, 000   = 1
 10, 000
 1 −
x

 e ,x 0
10,000
The p.d.f. of X is f ( x ) = 10,000

 0 ,otherwise
(i) Probability that the component will fail by 15,000 hours given that it has already been in operation
for its mean life = P  X  15,000 / X  10,000
P 10, 000  X  15, 000
= − − − − − − − −(1)
P  X  10, 000
15,000 x
1 −10000
P 10,000  X  15,000 =  e dx
10,000
10000
15000
 − x  15000
1  e 10000   − 10000
x

=   = − e 
10000  −1   10000
 10000 10000
 − 15000 −
10000
  −3 
= − e 10000 − e 10000  = − e 2 − e − 1  = e − 1 − e − 1.5 − − − −(2)
   

 − x  
 x
 e 10000   − 10000
x

P  X  10,000 = 
1 − 1
e 10000
dx =   = − e 
10,000
10000 10000  −1   10000
 10000 10000
= − e−  − e− 1  = e− 1 − − − − − − − (3)
Sub (2) & (3) in (1)
(1)  P  X  15,000 / X  10,000 = e −−e1
−1 −1.5
0.3679 − 0.2231
= = 0.3936 .
e 0.3679
(ii) Probability that the component will operate for another 5000 hours given that
it is in operation 15,000 hours = P  X  20,000 / X  15,000
= P  X  5000 [By memoryless property]

39
 Proabability & Random Variables

  x
1 −
=  f ( x ) dx =  10000 e 10000
dx
5000 5000

 − x  
1  e 10000   − 10000
x

=  −1  = − e  = e −0.5 = 0.6065
10000     5000
 10000  5000
3. The daily consumption of milk in a city in excess of 20,000 litres is approximately exponentially
distributed. The average excess in consumption of milk is 3000 litres. The city has a daily stock of
35,000 litres. What is the probability that, of two days selected at random, the stock is insufficient
for both the days?
Solution:
Let X be the random variable of daily consumption of milk in excess of 20,000 litres, and following
exponential distribution with Mean = 3000 litres. . 1 = 3000   = 1
 3000
 1 −
x
 e 3000
,x 0
The p.d.f. of X is X f ( x ) =  3000

 0 ,otherwise
Let Y denote the daily consumption, then X =Y-20000
P[ The stock is insufficient on any day]=P[The consumption exceeds 35000 litres]

By Memoryless property,
P (Y  35000 ) = P ( X + 20000  35000 )
= P ( X  15000 )
 x
1 − 3000
=  e dx
15000
3000

 − 3000 x

1  e 
=

3000 −1 
 3000 15000
 −
15000

= − 0 − e 3000 
 
−5
=e
P[ Stock insufficient on both the days]= = e−5 e−5 = e−10
Problem based on Normal distribution:
1. If X is a normal variate with mean = 30 and S.D = 5. Find P  26  X  40
Solution:
X follows N(30, 5)  = 30 &  = 5
X −
Let Z = be the standard normal variate

 26 − 30 40 − 30 
P  26  X  40 = P  Z
 5 5 

40
 Proabability & Random Variables

= P  −0.8  Z  2
= P  −0.8  Z  0 + P 0  Z  2
= P 0  Z  0.8 + 0  Z  2
= 0.2881 + 0.4772 = 0.7653 .
2. An electrical firm manufactures light bulbs that have a life, before burn-out, that is normally
distributed with mean equal to 800 hours and a standard deviation of 40 hours. Find the probability
that a bulb burns between 778 and 834 hours. (April/May 2018)
Solution:
x− x − 800
Given X N(  ,  ) where  = 800,  = 40, z = =
 40
The standard normal z values corresponding to x1 = 778, x2 = 834 are
778 − 800 834 − 800
z1 = = −0.55 and z2 = = 0.85
40 40
P(778  X  834) = P(−0.55  Z  0.85)
= P (0  Z  −0.55) + P (0  Z  0.85)
= P(0  Z  0.55) + P(0  Z  0.85)
= 0.2088 + 0.3023 = 0.5111
Hence the probability that a bulb burns between 778 and 834 hours is 0.5111
3. In a normal distribution with mean 15 and standard deviation 3.5, it it found that 647 observations
exceed 16.25. What is the total number of observations in the population?
Solution:
x −  x − 15
Given  = 15,  = 3.5, z = =
 3.5
 X −  16.25 − 15 
P( X  16.25) = P    = P ( z  0.36 )
  3.5 
= 0.5 − P ( 0  z  0.36 )
= 0.5 − 0.1406
= 0.3594
The total number of observations in the population is,
P(X  16.25)  N = 647
0.3594  N = 647  N = 1800
4. If X N ( 3,4 ) . Find k so that P ( X − 3  k ) = 0.05.
Solution:
x− x −3
Here  = 3,  = 4, z = =
 2
( )
Since P X − 3  k = 0.05
 X −3 k 
P   = 0.05
 2 2

41
 Proabability & Random Variables

 k
P  z   = 0.05
 2
 k
2P  z   = 0.05
 2
 k
P  z   = 0.025
 2
 k
 P  0  z   = 0.5 − 0.025
 2
= 0.475
k
 = 1.96  k = 3.92
2
5. The mark obtained by a number of students in a certain subject are assumed to be approximately
normally distributed with mean value 65 and with standard deviation 5. If 3 students are taken
at random from this set, what is the probability that exactly 2 of them will have marks over 70?
Solution:
Let X be the random variable denoting the marks obtained by students in the given subject.
x −  x − 65
Here  = 65,  = 5, z = =
 5
 X −  70 − 65 
P( X  70) = P    = P ( z  1)
  5 
= 0.5 − P ( 0  z  1)
= 05 − 0.3413
= 0.1587
Let Y be the number of students (out of 3) getting marks more than 70. Then Y follows binomial
distribution with n=3, p=0.1587, q=1-p=0.8413
P(Y = y ) = nC y p y q n − y
= 3C y (0.1578) y (0.8413)3− y
P(Y = 2) = 3C2 (0.1578)2 (0.8413)3−2
= 0.06357

42