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INDIAN INSTITUTE OF TECHNOLOGY BOMBAY

Department of Mathematics
SI 417 (Probability Theory)
Tutorial Sheet-VI

All random objects are in (Ω, F, P ) unless told otherwise.

1. Let X be a random variable with distribution function F . Show that

P {X = x} = F (x) − F (x−), x ∈ R .

2. An unbiased coin is tossed 3 times and the trials are independent. Let
X denote the number of H’s. Find the distribution function of X.

3. Give an example of a random variable which is neither discrete nor

continuous.

4. Define F : R → [0, 1] by

 0 if x < 0
F (x) = x2
4 if 0 ≤ x ≤ 2

1 if x > 2 .

Show that F is a distribution function. Does pdf exists?

5. Let X be a random variable with distribution function F and a ∈ R.

Define Y = max{X, a}. Find the distribution function of Y in terms
of F .

6. Let X be a random variable with distribution function F . Find the

distribution function of the following random variables in terms of F .
(i) X 2 (ii) |X| (iii) eX .

7. An X-coin is tossed twice independently, where X is a random vari-

able taking values 21 and 13 with equal probability. Let Y denote the
number of H’s. Find the distribution function of Y .
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8. Let X be a random variable such that P {|X − 1| = 2} = 0. Is X

a continuous random variable? Also write down P {|X − 1| ≥ 2} in
terms of the distribution of X.

9. Let X be an exponential(1) random variable and denote the distribu-

tion function of X by F . Find the distribution of F ◦ X.

10. Define f : R → R by
1 −|x|
f (x) =
e , x ∈ R.
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Show that f is a pdf of some random variable say X. Also find
P (1 ≤ |X| ≤ 4).

11. Let X be exponentially distributed with parameter λ . Find the pdf

of cX, c > 0.

12. Let X be a continuous random variable with pdf f . Let X is symmet-

ric 1 and X 2 is exponential with parameter λ. Find f .

13. Let X be a random variable with distribution function F and Y =

aX + b. Find the distribution function of Y in terms of F .

14. Let X be Uniform (−1, 1) random variable and Y = X 2 . Find the

pdf of Y .

15. Let X be uniform (0, 1) random variable. Find g : R → R such that

g ◦ X is uniform (−1, 1).
16. Let X be a continuous random variable with distribution function F
and g : R → R is given by

 x − 1 if x < −1
g(x) = 0 if −1 ≤ x ≤ 1
x + 1 if x > 1.


Find the distribution of g ◦ X in terms of F .

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A random variable X is said to be symmetric if X and −X have the same distribution.