Discrete Probability Distribution & Continuous Probability Distribution - DPP
Discrete Probability Distribution & Continuous Probability Distribution - DPP
1. Let X and Y be independent exponentially distributed 5. X has a uniform distribution on the interval (0, 2),
1 1 and Y = max{X, 1}. Find Var(Y).
random variables with means and
4 6 (a) 0.05
respectively. Let Z = min {x, y}. Then E(Z) equal
(b) 0.10
1 1
(a) (b) (c) 0.15
2 5
1 1 (d) 0.20
(c) (d)
7 10
2. X has an exponential distribution with a mean of 1. 6. X has a Poisson distribution with a mean of 2.
Y is defined to be the conditional distribution of X – Y has a geometric distribution on the integers 0,
2 given that X > 2, so for instance, for c > 0, we have 1, 2….., also with mean 2.
P[Y > c] = P[X – 2 > c/X > 2], What is the distribution
X and Y are independent.
of Y ?
(a) Exponential with mean 1 Find P(X = Y)
(b) Exponential with mean 2
1 e −2/3 e −1/3
(c) Exponential with mean (a) (b)
2 3 3
(d) Exponential with mean e
1 e1/3
(c) (d)
3 3
3. Let X be a poison random variable and P(X = 1) + 2
P(X = 0) = 12 P(X = 2). Which one of the following
statements is TRUE ? 7. X and Y are independent continuous random
(a) 0.40 < P(X = 0) 0.45 variables, with X uniformly distributed on the
(b) 0.45 < P(X = 0) 0.50 interval [0, θ] and Y uniformly distributed on the
interval [0, 2θ]. Find P(Y < 3X).
(c) 0.50 < P(X = 0) 0.55
1 1
(d) 0.55 < P(X = 0) 0.60 (a) (b)
6 3
1 2
(c) (d)
4. A discrete random variable X has the following 2 3
probability function
x : 10 20 30 40 50 8. If X and a normal distribution with mean 1 and
variance 4, then P[X2 – 4X ≤ 0] = ?
y : 0.1 0.1 0.4 0.3 0.1
(a) Less than 0.15
Denote by x and x the mean and the standard
(b) At least 0.15 but less than 0.35
deviation of X. Find P(|X – X| X).
(c) At least 0.35 but less than 0.55
(a) 1 (b) 0.8
(d) At least 0.55 but less than 0.75
(c) 0.7 (d) 0.5
2
20. Let X be a random variable with a continuous 27. Let X1 and X2 be independent geometric random
uniform distribution on the interval (1, α), variables with the same probability mass
Where α > 1. If E[X] = 6. Var[X], then α = function given by P(X = k) = P(1 – p)k – 1,
(a) 2 (b) 3 k = 1,2, ….. Then the value of P[X1 = 2/X1 + X2
= 4] correct up to three decimal places is ______.
(c) 4 (d) 7
7 − 2x 2n ( n + 1) n 2 ( n + 1) 2
(b) f ( x) = ; x = 1, 2,3, 4,5 (c) (d)
15 3 3
4x + 1
(c) f ( x) = ; x = 1, 2,3, 4,5
15 38. X and Y are random variables satisfying log Y =
4+ x X ~ N(0, 1), then E(Y) is
(d) f ( x) = ; x = 1, 2,3, 4,5
15 (a) e2
(b) e
33. The mean and variance of binomial distribution (c) e1/2
4
are 4 and respectively. (d) None
3
Then P(X ≥ 1) is equal to
39. Let X be non-negative integer valued random
6 6
1
(a)
2
(b) variable with mean equal to 1 and variance equal
3 3 5
to . Then which of the following can be
6 6 6
1 2
(c) 1 − (d) 1 − distribution of X?
3 3
1
(a) Binomial with n = 6 and p =
6
34. If the independent random variable X and Y are
(b) Poisson with λ = 1
binomially distributed, respectively with n = 3,
1 1 1
p= and n = 5, p = . What is P(X + Y ≥ 1)? (c) Geometric with p =
3 3 6
8 8 (d) Discrete uniform
1 2
(a) (b)
3 3
40. Let X be a random variable taking values in a set
8 8
1
(c) 1 −
2
(d) 1 − E. Let P(X > a + b | X > a) = P(X > b) for all a,
3 3 b ϵ E. Then which of the following is a possible
distribution of X?
35. X is random variable with Poisson distribution, (a) Poisson
P(X = 1) = 2P(X = 0), then P(X = 2) is (b) Geometric
(a) Equal to P(X = 1) (b) Twice P(X = 1) (c) Long-normal
(c) Equal to P(X = 0) (d) 4 times P(X = 0) (d) Exponential
36. An unbiased coin is tossed until a head is 41. The moment generating function of a random
obtained. If N denotes the number of tosses variable is (0.7 + 0.3et)10. The mean and variance
required, what is P(N > 1)? of the random variable are respectively.
(a) 1/2 (b) 1 (a) (7, 2.1) (b) (3, 2.1)
(c) 1/4 (d) 1/8 (c) (2.1, 7) (d) (2.1, 3)
37. Let X be a random variable such that 42. If X follows binomial distribution with
1 parameters n and p, then variance of X/n is
P( X = i) = for i = –n, –n + 1, …, –1, 0, 1,
2n + 1 p (1 − p )
(a)
…, n what is V(X)? n
n(n + 1) n 2 (n + 1) (b) np(1 – p)
(a) (b)
3 3 (c) p(1 – p)
5
p(1 − p) n1 p1
(d) 2
(a) = (b) V(X1) = V(X2)
n n2 p2
n1 p2 n1 p2
(c) = (d) =
43. Let a random variable X follow the chi-square n1 p2 n2 p1
with parameter 6. The E[X]2 is
p(x) = qx – 1 p; x = 1, 2, 3, …, 45. Let X be uniformly distributed over the interval
(a) 48 [a, b], where 0 < a < b.
(b) 12 4
If E(X) = 2, V(X) = then P[X < 1] is
(c) 36 3
(d) 24 3
(a) (b) 1
4
44. Suppose that X1 and X2 follow binomial (c)
1
(d)
1
distribution with parameters n1, p1 and n2, p2 2 4
respectively. It is given that E(X1) = E(X2). Then
6
Answer Key
1. (d) 25. (d)
2. (a) 26. (0.25 to 0.27)
3. (c) 27. (0.332 to 0.334)
4. (c) 28. (b)
5. (b) 29. (0.25)
6. (a) 30. (0.1)
7. (d) 31. (d)
8. (d) 32. (a)
9. (b) 33. (c)
10. (b) 34. (d)
11. (b) 35. (a)
12. (c) 36. (c)
13. (c) 37. (a)
14. (a) 38. (c)
15. (d) 39. (a)
16. (c) 40. (d)
17. (d) 41. (b)
18. (b) 42. (a)
19. (a) 43. (a)
20. (b) 44. (d)
21. (a) 45. (d)
22. (0.084 to 0.086)
23. (0.80 to 0.81)
24. (0.20721)