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    Prob 205 Assignment1

    Uploaded by

    Mithilesh Mahure
    This document contains 10 problems related to probability distributions. The problems involve determining constants in probability mass and density functions, finding cumulative distribution functions from given probability functions, and computing probabilities based on the specified distributions.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Prob 205 Assignment1

    Uploaded by

    Mithilesh Mahure
    11 views2 pages
    This document contains 10 problems related to probability distributions. The problems involve determining constants in probability mass and density functions, finding cumulative distribution functions from given probability functions, and computing probabilities based on the specified distributions.

    Original Title

    Prob_205_assignment1

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    This document contains 10 problems related to probability distributions. The problems involve determining constants in probability mass and density functions, finding cumulative distribution functions from given probability functions, and computing probabilities based on the specified distributions.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    11 views2 pages

    Prob 205 Assignment1

    Uploaded by

    Mithilesh Mahure
    This document contains 10 problems related to probability distributions. The problems involve determining constants in probability mass and density functions, finding cumulative distribution functions from given probability functions, and computing probabilities based on the specified distributions.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    Department of Mathematics

    Probability Theory (MAL-205)


    Assignment on
    CDF, PMF, PDF

    1. Determine the constant A in the following functions, so that those functions are pmfs/pdfs.
    Find CDF (F { X (x)) in each case.
    ( 2 )x−1
    A 3 , if x = 1, 2, 3, ...
    (i)fX (x) =
    0, otherwise
    { (7) ( 1 )x ( 2 )7−x
    A x 3 , if x = 0, 1, 2, ..., 7
    (ii) fX (x) = 3
    0, otherwise
    { 2
    A −(logx)
    (iii)fX (x) = x
    e 2 , if x > 0
    0, otherwise
    { −1
    Ax 2 , if 0 < x < 1
    (iv)fX (x) =
    0, otherwise
    −|x|
    (v) fX (x) = Ae , x ∈ R.

    2. Check if the following functions define CDFs :


    (a) FX (x) = 0, if x < 0, = x, if 0 ≤ x ≤ 1/2, and = 1, if x > 1/2.
    (b) FX (x) = (1/π) tan−1 x, − ∞ < x < ∞.
    (c) FX (x) = 1 − e−x , if x ≥ 0, and = 0, if x < 0.

     0, if x ≤ 1
    3. For a certain rv X, CDF is defined as FX (x) = K(x − 1)4 if 1 < x ≤ 3

    1, if x > 3.

    (a) Determine the value of K.


    ( )
    (b) Find pdf fX (x) and Pr 32 ≤ x ≤ 92 .
    { 1
    b−a
    , if a ≤ x ≤ b
    4. Find the CDF of the distribution whose pdf is given by fX (x) =
    0, otherwise.
    {
    α2 x2

    5. The pdf for a continuous ‘Rayleigh’ rv X is given by fX (x) = α2 xe− 2 , if x > 0


    0, otherwise.
    Find CDF of X.

    6. The distance
    { covered by a person is assumed to be a continuous rv with pdf
    6x(1 − x), if 0 ≤ x ≤ 1 ( )
    fX (x) = Find CDF of X. Compute Pr X ≤ 21 1
    3
    ≤X≤ 2
    3
    .
    0, otherwise.
    Determine k such that Pr(X > k) = P (X < k).

    7. Two unbiased dice are thrown and the rv X denote the sum of faces turned. Construct the
    table for pmf and find CDF.
    8. The length of time (in minutes) that a certain
    { person speaks over the telephone is found to
    − x7
    Ke , if x > 0
    be a random phenomenon with pdf fX (x) =
    0, if x ≤ 0

    (a) Find the constant K.


    (b) Show that the telephone conversation will last more than m + n minutes given that it
    has lasted for at least ‘m’ minutes is equal to the unconditional probability that it will
    last more than ‘n’ minutes.

    9. Suppose a certain type of small data processing firm is so specialized that some have difficulty
    making a profit in their first year operation.
    { The pdf that characterizes the proportion Y
    Cy (1 − y)3 , if 0 ≤ y ≤ 1
    4
    that make a profit is given by fX (x) =
    0, otherwise
    After finding the value of C, compute the probability that at most 50% of the firms make a
    profit in the first year. Also find the probability that at least 80% of the firms make a profit
    in the first year.

    10. A bag contains two fair coins and a third coin which is biased. The probability of tossing a
    head on this third coin is 3/4. A coin is pulled at random and tossed three times. Let X
    be the rv that counts the number of heads obtained in these three tosses. Give the pmf and
    CDF.

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