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Tutorial 4

This document contains an introduction to probability and examples of calculating probabilities for different random variables. It covers [1] the probabilities of how many copying machines are in use, [2] the possible winnings from tossing a coin 3 times, and [3] whether random variables representing different quantities are better defined as discrete or continuous. It also provides examples of [4] calculating probabilities and other measures for random variables with given probability density functions, [5] finding values for a cumulative distribution function, and [6] a mixed discrete-continuous random variable for a modified dial-spinning game.

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Bach Tran Huu
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Download as PDF, TXT or read online on Scribd
45 views

Tutorial 4

This document contains an introduction to probability and examples of calculating probabilities for different random variables. It covers [1] the probabilities of how many copying machines are in use, [2] the possible winnings from tossing a coin 3 times, and [3] whether random variables representing different quantities are better defined as discrete or continuous. It also provides examples of [4] calculating probabilities and other measures for random variables with given probability density functions, [5] finding values for a cumulative distribution function, and [6] a mixed discrete-continuous random variable for a modified dial-spinning game.

Uploaded by

Bach Tran Huu
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Introduction to Probability

Tutorial 4

1. An oce has 4 copying machine, and the random variable X measures how many of them are in use
at a particular moment in time. Suppose that P (X = 0) = 0.08, P (X = 1) = 0.11, P (X = 2) = 0.27
and P (X = 3) = 0.33.

(a) What is P (X = 4)? 0.21


(b) Draw a line graph of the probability mass function.
(c) Construct and plot the cumulative distribution function.
(d) What is the expected number of copying machines at a particular moment in time? 2.48
(e) Calculate the variance and standard deviation of the number of copying machines in use at a
particular moment.
Var(x) = 1.3696

2. A fair coin is tossed 3 times. A player wins $1 if the rst toss is a head, but loses $1 if the rst toss
is a tail. Similarly, the player wins $2 if the second toss is a head, but loses $2 if the second toss is
a tail, and wins or loses $3 according to the result of the third toss.
Let the random variable X be the total winnings after the 3 tosses (possibly a negative value if losses
are incurred).

(a) Construct the probability mass function.


(b) Construct the cumulative distribution function.
(c) What is the most likely value of the random variable X ? 0

for some value of c?

3. Consider a random variable measuring the following quantities. In each case, state with reasons
whether you think it is more appropriate to dene the random variable as discrete or as continuous.

(a) A person's height


(b) A student's course grade
(c) The thickness of a metal plate
(d) The purity of a chemical solution
(e) The type of personal computer a person owns
(f) A person's age

4. A random variable X takes values between 4 and 6 with a probability density function
1
f (x) =
x ln(1.5)

for 4 ≤ x ≤ 6 and f (x) = 0 elsewhere.

(a) Make a sketch of the probability density function.

1
(b) Check that the total area under the probability density function is equal to 1.
(c) What is P (4.5 ≤ X ≤ 5.5)? 0.4949
(d) Construct and sketch the cumulative distribution function.
(e) What is the expected value of this random variable? 4.933
(f) What is the median of this random variable? 4.9
(g) What is the variance and the standard deviation of this random variable? Var(x) = 0.3285
STD(x) = 0.5731

5. A random variable X takes values between 0 and ∞ with a cumulative distribution function

F (x) = A + Be−x

for 0 ≤ x < ∞.

(a) Find the values of A and B and sketch the cumulative distribution function. A = 1
B = -1
(b) What is P (2 ≤ X ≤ 3)? 0.0855
(c) Construct and sketch the probability density function.

6. Sometimes a random variable is a mix of discrete and continuous components. For example, suppose
that the dial-spinning game is modied in the following way. First a fair coin is tossed and if a head
is obtained, the player wins $500 and the dial is not spun. However, if a tail is obtained, the player
spins the dial and receives winnings of $1000 × 180
θ
as before. In this game there is a probability of
0.5 of winning $500, with all the other possible winnings between $0 and $1000 being equally likely.
The coin toss provides a discrete element to the winnings, and the dial spin provides a continuous
element. The best way to describe the probabilistic properties of mixed random variables such as this
is through a cumulative distribution function. The cumulative distribution function of the winnings
from this game is given by the gure below.

(a) What is the probability of winning less than $200? 0.1


(b) What is the probability of winning between $400 and $700? 0.65

2
7. (MATLAB) Simulate the game in Exercise 2. What is the average winnings if a player plays the
game 100 times?

8. (MATLAB) Redo Exercise 6 by simulating the game.

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