Sample Problems

1. Suppose that the random variable X is equal to the number of hits obtained by a
certain baseball player in his next 3 at bats. If P(X = 1) = 0.3, P(X = 2) = 0.2, and
P(X = 0) = 3P(X = 3), nd E(X).
Solution:
Since the probabilities sum to 1, we must have 4P(X = 3) + 0.5 = 1, implying that
P(X = 0) = 0.375, P(X = 3) = 0.125. Hence, E[X] = 1(0.3)+2(0.2)+3(0.125) = 1.075.
2. Suppose that X takes on one of the values 0, 1, and 2. If for some constant c,
P(X = i) = cP(X = i 1), i = 1, 2, nd E[X].
Solution:
The relationship implies that p
i
= c
i
p
0
, i = 1, 2, where p
i
= P(X = i). Because these
probabilities sum to 1, it follows that
p
0
(1 + c + c
2
) = 1 =p
0
=
1
1 + c + c
2
Hence,
E[X] = p
1
+ 2p
2
=
c + 2c
2
1 + c + c
2
3. A coin that, when ipped, comes up heads with probability p is ipped until either
heads or tails has occurred twice. Find the expected number of ips.
Solution:
Let X be the number of ips. Then the probability mass function of X is
p
2
= p
2
+ (1 p)
2
, p
3
= 1 p
2
= 2p(1 p)
Hence,
E[X] = 2p
2
+ 3p
3
= 2p
2
+ 3(1 p
2
) = 3 p
2
(1 p)
2
4. A certain community is composed of m families, ni of which have i children,

r
i=1
n
i
= m. If one of the families is randomly chosen, let X denote the number of
children in that family. If one of the

r
i=1
i n
i
children is randomly chosen, let Y denote
the total number of children in the family of that child. Show that E[Y ] E[X].
Solution:
The probability that a randomly chosen family will have i children is n
i
/m. Thus,
E[X] =
r

i=1
in
i
m
.
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Also, since there are in
i
children in families having i children, it follows that the
probability that a randomly chosen child is from a family with i children is
in
i
r

i=1
in
i
.
Therefore,
E[Y ] =
r

i=1
i
2
n
i

r
i=1
in
i
.
Thus, we must show that
r

i=1
i
2
n
i
r

i=1
in
i

i=1
in
i
r

i=1
n
i
or, equivalently, that
r

i=1
i
2
n
i
r

j=1
n
j

r

j=1
jn
j
r

i=1
in
i
or, equivalently, that
r

i=1
r

j=1
i
2
n
i
n
j

r

i=1
r

j=1
ijn
i
n
j
But, for a xed pair i, j, the coecient of n
i
n
j
in the left-side summation of the
preceding inequality is i
2
+ j
2
, whereas its coecient in the right-hand summation is
2ij. Hence, it suces to show that
i
2
+ j
2
2ij
which follows because
(i j)
2
0.
5. Suppose that P(X = 0) = 1 P(X = 1). If E[X] = 3V ar(X), nd P(X = 0).
Solution:
Let p = P(X = 1). Then E[X] = p and V ar(X) = p(1 p), so
p = 3p(1 p)
implying that p = 2/3. Hence, P(X = 0) = 1/3.
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6. There are 2 coins in a bin. When one of them is ipped, it lands on heads with
probability 0.6, and when the other is ipped, it lands on heads with probability 0.3.
One of these coins is to be randomly chosen and then ipped. Without knowing which
coin is chosen, you can bet any amount up to P
=
10, and you then either win that
amount if the coin comes up heads or lose it if it comes up tails. Suppose, however,
that an insider is willing to sell you, for an amount C, the information as to which coin
was selected. What is your expected payo if you buy this information? Note that if
you buy it and then bet x, you will end up either winning x C or x C (that is,
losing x +C in the latter case). Also, for what values of C does it pay to purchase the
information?
Solution:
If you wager x on a bet that wins the amount wagered with probability p and loses
that amount with probability 1 p, then your expected winnings are
xp x(1 p) = (2p 1)x
which is positive (and increasing in x) if and only if p > 1/2. Thus, if p 1/2, one
maximizes ones expected return by wagering 0, and if p > 1/2, one maximizes ones
expected return by wagering the maximal possible bet. Therefore, if the information
is that the 0.6 coin was chosen, then you should bet 10, and if the information is that
the 0.3 coin was chosen, then you should bet 0. Hence, your expected payo is
1
2
(1.2 1)10 +
1
2
0 C = 1 C
Since your expected payo is 0 without the information (because in this case the prob-
ability of winning is
1
2
(0.6) +
1
2
(0.3) < 1/2), it follows that if the information costs less
than 1, then it pays to purchase it.
7. Two balls are chosen randomly from an urn containing 8 white, 4 black, and 2 orange
balls. Suppose that we win P
=
2 for each black ball selected and we lose P
=
1 for each
white ball selected. Let X denote our winnings. What are the possible values of X,
and what are the probabilities associated with each value?
Answer: p(4) = 6/91; p(2) = 8/91; p(1) = 32/91; p(0) = 1/91; p(1) = 16/91; p(2) =
28/91
8. Five men and 5 women are ranked according to their scores on an examination. As-
sume that no two scores are alike and all 10! possible rankings are equally likely. Let
X denote the highest ranking achieved by a woman. (For instance, X = 1 if the top-
ranked person is female.) Find P(X = i), i = 1, 2, 3, . . . , 8, 9, 10.
Answer: 1/2; 5/18; 5/36; 5/84; 5/252; 1/252; 0; 0; 0; 0
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9. Let X represent the dierence between the number of heads and the number of tails
obtained when a coin is tossed n times. What are the possible values of X?
Answer: n 2i, i = 0, . . . , n
10. In previous problem, for n = 3, if the coin is assumed fair, what are the probabilities
associated with the values that X can take on?
Answer: p(3) = p(3) = 1/8; p(1) = p(1) = 3/8
11. A salesman has scheduled two appointments to sell encyclopedias. His rst appoint-
ment will lead to a sale with probability 0.3, and his second will lead independently to
a sale with probability 0.6. Any sale made is equally likely to be either for the deluxe
model, which costs P
=
1, 000, or the standard model, which costs P
=
500. Determine the
probability mass function of X, the total dollar value of all sales.
Answer: p(0) = 0.28; p(500) = 0.27, p(1000) = 0.315; p(1500) = 0.09; p(2000) =
0.045
12. Five distinct numbers are randomly distributed to players numbered 1 through 5.
Whenever two players compare their numbers, the one with the higher one is declared
the winner. Initially, players 1 and 2 compare their numbers; the winner then compares
her number with that of player 3, and so on. Let X denote the number of times player
1 is a winner. Find P(X = i), i = 0, 1, 2, 3, 4.
Answer: p(0) = 1/2; p(1) = 1/6; p(2) = 1/12; p(3) = 1/20; p(4) = 1/5
13. Suppose that the distribution function of X is given by
F(b) =

0 b < 0
b
4
0 b < 1
1
2

b1
4
1 b < 2
11
12
2 b < 3
1 b 3
(a) Find P(X = i), i = 1, 2, 3.
(b) Find P(12 < X < 32).
Answer: 1/4; 1/6; 1/12; 1/2
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14. If the distribution function of X is given by
F(b) =

0 b < 0
1
2
0 b < 1
3
5
1 b < 2
4
5
2 b < 3
9
10
3 b < 3.5
1 b 3.5
Calculate probability mass function of X.
Answer: 1/2; 1/10; 1/5; 1/10; 1/10
15. A gambling book recommends the following winning strategy for the game of roulette:
Bet P
=
1 on red. If red appears (which has probability
18
38
),then take the P
=
1 prot and
quit. If red does not appear and you lose this bet (which has probability
20
38
of occur-
ring), make additional P
=
1 bets on red on each of the next two spins of the roulette
wheel and then quit. Let X denote your winnings when you quit.
(a) Find P(X > 0).
(b) Are you convinced that the strategy is indeed a winning strategy? Explain your
answer!
(c) Find E[X].
Answer: 0.5918; no; 0.108
16. Four buses carrying 148 students from the same school arrive at a football stadium. The
buses carry, respectively, 40, 33, 25, and 50 students. One of the students is randomly
selected. Let X denote the number of students that were on the bus carrying the
randomly selected student. One of the 4 bus drivers is also randomly selected. Let Y
denote the number of students on her bus.
(a) Which of E[X] or E[Y ] do you think is larger? Why?
(b) Compute E[X] and E[Y ].
Answer: 39.28; 37
17. Abox contains 5 red and 5 blue marbles. Two marbles are withdrawn randomly. If
they are the same color, then you win P
=
1.10; if they are dierent colors, then you lomse
P
=
1.00. Calculate
(a) the expected value of the amount you win;
(b) the variance of the amount you win.
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Answer: 0.067; 1.089
18. If E[X] = 1 and V ar(X) = 5, nd (a) E[(2 + X)2]; and (b) V ar(4 + 3X).
Answer: 12; 27
19. Two fair dice are rolled and the absolute value of the dierence of the outcomes is
denoted by X. What are the possible values of X, and the probabilities associated
with them?
20. In a society of population N, the probability is p that a person has a certain rare
disease independently of others. Let X be the number of people who should be tested
until a person with the disease is found, X = 0 if no one with the disease is found.
What are the possible values of X? Determine the probabilities associated with these
values.
21. If X has distribution function F, what is the distribution function of e
X
?
22. If X has distribution function F, what is the distribution function of the random
variable X + , where and are constants and = 0?
23. Let X be a random variable having expected value and variance
2
. Find the
expected value and variance of
Y =
X

.
24. Find V ar(X) if P(X = a) = p = 1 P(X = b).
25. Let X be such that
P(X = 1) = p = 1 P(X = 1).
Find c = 1 such that E[cX] = 1.
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