Unit.1.

Random Variables

MISRIMAL NAVAJEE MUNOTH JAIN ENGINEERING COLLEGE

DEPARTMENT OF MATHEMATICS

PROBABILITY AND QUEUEING THEORY (MA 2262)

UNIT – I RANDOM VARIABLES

PART- A
Problem 1 The probability density function of a continuous random variable X is given
by f  x   Ke . Find K and C.D.F of X
x

Solution:
Since it is a probability density function,

 f  x dx  1



x
Ke dx  1


2  Ke  x dx  1
0

 e x  1
2K    1 2K  1 K .
 1  0 2
Therefore,
1
f  x   ex ,    x  0
2
1 x
 e , 0x
2
x
1 1
For x ≤ 0, the C.D.F is F  x    2e dx  2 e
x x


0 x
1 1 1 1 1
For x > 0, F  x    2e dx   2e
x x
dx   (1  e  x )  (2  e  x )
 0
2 2 2

Problem 2 X and Y are independent random variables with variance 2 and 3. Find the
variance of 3 X  4Y .
Solution:
V  3 X  4Y   9Var ( X )  16Var (Y )  24Cov( XY )
 9  2  16  3  0 ( X & Y are independent cov( XY )  0 )
 18  48  66.

Problem 3 A Continuous random variable X has a probability density function

F  x   3 x 2 ; 0  x  1. Find ‘a’ such that P  x  a   P  x  a 
Solution:
We know that the total probability =1

1
Unit.1. Random Variables

Given P  X  a   P  X  a   K ( say )
Then K  K  1
1
K
2
1 1
i.e., P  X  a   & P  X  a  
2 2
1
Consider P  X  a  
2
a
1
i.e.,  f  x  dx 
0
2
a
1
 3x dx  2
2

0
a
 x3 
1/ 3
1 1 1
3   a3  a   .
 3 0 2 2  2
Cxe x ; if x  0
Problem 4 A random variable X has the p.d.f f  x  given by f  x   
0 ; if x  0
Find the value of C and cumulative density function of X .
Solution:

Since  f  x  dx  1



 Cxe
x
dx  1
0

C  x  e  x    e  x    1

C 1
0

 xe  x ; x  0
 f  x  
 0 ;x  0
x x
C.D.F F  x    f  x dt   te t dt   te t  e t    xe  x  e  x  1
x

0
0 0

= 1  1  x  e x
for x ≥ 0.
1
  x  1 ; 1  x  1
Problem 5 If a random variable X has the p.d.f f  x    2 , find the
 0 ; otherwise
mean and variance of X .
Solution:
1 1 1
x  x  1 dx    x 2  x  dx
1 1
Mean=  xf  x  dx  
1
2 1 2 1

2
Unit.1. Random Variables

1
1  x3 x 2  1
    
2  3 2 1 3
1
1 x x3 
1 1 4
 2   x f2
 x dx 
1
2 1
 x 3
 x 2
 dx  
2 4
 
3  1
1

1 1 1 1 1
     
2  4 3 4 3
1 2 1
 . 
2 3 3

 
2
Variance   2  1
1 1 3 1 2
=    .
3 9 9 9

2e2 x ; x  0
Problem 6 A random variable X has density function given by f  x    .
0 ; x  0
Find the moment generating function.
Solution:
 
M X  t   E  etx    etx f  x  dx   etx 2e 2 x dx
0 0

 2  e
t 2 x
dx
0

 e t  2  x  2
 2   ,t  2.
 t  2 0 2  t
Problem 7 If X is a Poisson variate such that P  X  2   9 P  X  4   90 P  X  6  , find
the variance.
Solution:
Given P  X  2   9 P  X  4   90 P  X  6 
e  2 e  4 e  6
 9  90
2! 4! 6!
   3  4  0
4 2

   2  4   2  1  0
  2  1 (or )  2  4
  Variance  1 (  2 cannot be negative)

Problem 8 Comment the following: “The mean of a binomial distribution is 3 and

variance is 4
Solution:
In a binomial distribution, mean (np)  variance (npq).
3
Unit.1. Random Variables

Since variance  4 & mean  3 , we have variance  mean. Therefore, the given statement
is wrong.

Problem 9 If X and Y are independent binomial variates

 1  1
B  5,  and B  7,  find P  X  Y  3
 2  2
Solution:
1
X  Y is also a binomial variate with parameters n1  n2  12 & p 
2
3 9
1 1
 P  X  Y  3  12C3    
2 2
55
 10
2
4
Problem 10 If X is uniformly distributed with Mean 1 and Variance , find P  X  0
3
Solution:
If X is uniformly distributed over  a, b  , then
b  a 
2
ba
EX   and V  X  
2 12
ba
 1 a  b  2
2
b  a 
2
4
   b  a   16

2

12 3
 a  b  2 & b  a  4 We get b  3, a  1
 a  1& b  3 and probability density function of x is
1
 ; 1  x  3
f  x  4
0 ; Otherwise
3
1 1 3 3
P  x  0   dx   x 0  .
0
4 4 4
 3
Problem 11 If X is N  2,3 ind P Y   where Y  1  X .
 2
Solution:
 3  3
P Y    P  X  1  
 2  2
X 2
 P  X  2.5  P  Z  0.17  , where Z 
3
 0.5  P  0  Z  0.17 
 0.5  0.0675  0.4325

4
Unit.1. Random Variables

1
Problem 12 If the probability is that a man will hit a target, what is the chance that he
4
will hit the target for the first time in the 7th trial?
Solution:
The required probability is
P  FFFFFFS   P  F  P  F  P  F  P  F  P  F  P  F  P  S 
6
3 1
 q p    .    0.0445 .
6

4 4
Here p  probability of hitting target and q  1  p .

PART - B
Problem 13 A random variable X has the following probability function:
Values of
X : 0 1 2 3 4 5 6 7
PX  : 0 K 2K 2K 3K K2 2K 2 7K 2  K
Find (i) K , (ii) Evaluate P  X  6  , P  X  6  and P  0  X  5 
(iii). Determine the distribution function of X .
Solution:
(i)
7
Since  P  x   1,
x 0

K  2 K  2 K  3K  K  2 K 2  7 K 2  K  1
2

10K2+9K−1=0
1
K or K  1
10
1
As P  x  cannot be negative K 
10
(ii)
P  X  6   P  X  0   P  X  1  ...  P  X  5 
1 2 2 3 1 81
      ... 
10 10 10 10 100 100
Now P  X  6   1  P  X  6 
81 19
 1
100 100
Now P  0  X  5   P  X  1  P  X  2   P  X  3   P  X  4 
 K  2 K  2 K  3K
8 4
 8K   .
10 5
(iii) The distribution of X is given by FX  x  defined by

5
Unit.1. Random Variables

FX  x   P  X  x 
X : 0 1 2 3 4 5 6 7

FX  x  : 0
1 3 5 4 81 83
1
10 10 10 5 100 100

Problem 14 (i). If the probability distribution of X is given as

X : 1 2 3 4
P  X  : 0.4 0.3 0.2 0.1
Find P 1/ 2  X  7 / 2 X  1
x
 ; x  1, 2,3, 4,5
(ii). If P  x   15
0 ; elsewhere
find (a) P  X  1 or 2 and (b) P 1/ 2  X  5 / 2 x  1
Solution:
P 1/ 2  X  7 / 2   X  1
(i) P 1/ 2  X  7 / 2 / X  1 
P  X  1
P  X  2 or 3

P  X  2,3 or 4 
P  X  2   P  X  3

P  X  2   P  X  3  P  X  4 
0.3  0.2 0.5 5
   .
0.3  0.2  0.1 0.6 6

(ii) (a) P  X  1 or 2   P  X  1  P  X  2 
1 2 3 1

  
15 15 15 5
 1 5 
P   X     X  1 
1  2 2
(b) P   X  / x  1   
5
2 2  P  X  1
P  X  1or 2    X  1

P  X  1
P  X  2

1  P  X  1
2 /15 2 /15 2 1
    .
1  1/15  14 /15 14 7

6
Unit.1. Random Variables

Problem 15 A random variable X has the following probability distribution

X :  2 1 0 1 2 3
P  X  : 0.1 K 0.2 2 K 0.3 3K
a) Find K , b) Evaluate P  X  2  and P  2  X  2 
b) Find the cdf of X and d) Evaluate the mean of X .

Solution:
a) Since  P X  1
0.1  K  0.2  2 K  0.3  3K  1
6 K  0.6  1
6 K  0.4
0.4 1
K 
6 15
b) P  X  2   P  X  2, 1, 0 or 1
 P  X  2   P  X  1  P  X  0   P  X  1
1 1 1 2
   
10 15 5 15
3  2  6  4 15 1
  
30 30 2

P  2  X  2   P  X  1, 0 or 1
 P  X  1  P  X  0   P  X  1
1 1 2
  
15 5 15
1 3  2 6 2
  
15 15 5
c) The distribution function of X is given by FX  x  defined by
FX  x  = P  X  x 
X :  2 1 0 1 2 3

FX  x  :
1 1 11 1 4
1
10 6 30 2 5

d) Mean of X is defined by E  X    xP  x 

 1  1   1  2   3   1
E  X    2     1    0    1    2     3  
 10   15   5   15   10   5 
1 1 2 3 3 16
      .
5 15 15 5 5 15

7
Unit.1. Random Variables

Problem 16 X is a continuous random variable with pdf given by

 Kx in 0  x  2
2 K in 2  x  4

FX   
6 K  Kx in 4  x  6
0 elsewhere
Find the value of K and also the cdf FX  x  .
Solution:

Since  F  x  dx  1

2 4 6

 Kxdx   2Kdx    6k  kx dx  1

0 2 4

 x 
2 2 6
 x2  
6

K     2 x  2    6 x     1
4

 2 0 4
2 4 

K  2  8  4  36  18  24  8  1
8K  1
1
K
8
x
We know that FX  x    f  x  dx

x
If x  0 , then FX  x    f  x  dx  0

x
If x   0, 2  , then FX  x    f  x  dx

0 x
FX  x    f  x  dx   f  x  dx
 0
0 x 0 x
1
  0dx   Kxdx 
 0
 0dx 

8 0
xdx
x
 x2  x2
    ,0  x  2
 16 0 16
x
If x   2, 4  , then FX  x    f  x  dx

0 2 x
FX  x    f  x  dx   f  x  dx   f  x  dx
 0 2
0 2 x
  0dx   Kxdx   2 Kdx
 0 2

8
Unit.1. Random Variables

2
 x2   x 
2 x x
x 1
  dx   dx      
0
8 2
4  16 0  4 2
1 x 1
  
4 4 2
x 4 x 1
   ,2 x4
4 16 4
0 2 4 x
If x   4, 6  , then FX  x    0dx   Kxdx   2Kdx   k  6  x  dx
 0 2 4
2 4 x
x 1 1
  dx   dx    6  x  dx
0
8 2
4 4
8
2 x
 x2   x   6x x2 
4

       
 16 0  4 2  8 16 4
1 1 6 x x2
 1    3 1
4 2 8 16
4  16  8  12 x  x 2  48  16

16
 x  12 x  20
2
 ,4  x  6
16
0 2 4 6 x
If x  6 , then FX  x    0dx   Kxdx   2Kdx   k  6  x  dx   0dx
 0 2 4 6
1, x  6
0 ;x0
 2
x ;0  x  2
16
 1
 FX  x     x  1 ;2 x4
4
 1
16  20  12 x  x  ; 4  x  6
2


 1 ;x  6

 K
 ,   x  
Problem 17 A random variable X has density function f  x   1  x 2
 0 , Otherwise
Determine K and the distribution function. Evaluate the probability P  x  0  .
Solution:

Since  f  x dx  1


9
Unit.1. Random Variables


K
 1 x

2
dx  1

dx
K 1

1  x2
K  tan 1 x 

1


    
K      1
 2  2 
K  1
1
K

x x
K
FX  x    f  x dx   1 x 2
dx
 

  tan 1 x 
1 x

 

1   
  tan 1 x     
  2 
1  1 
  2  tan x  ,   x  


  tan 1 x 
1 dx 1 
P  X  0  
 0 1 x 2
 0

1  1  1
   tan 0   .
2  2

 Ke 3 x , x  0
Problem 18 If X has the probability density function f  x    find K ,
0 , otherwise
P  0.5  X  1 and the mean of X .

Solution:

Since  f  x  dx  1



 Ke
3 x
dx  1
0

 e3 x  K
K  1 1 K 3
 3  0 3
e3  e 1.5
1 1
P  0.5  X  1   f  x  dx  3  e
3 x
dx  3  e 1.5  e 3 
0.5 0.5
3

10
Unit.1. Random Variables

 
Mean of X  E  x    xf  x  dx  3 xe 3 x dx
0 0

  e   e 3 x
3 x
 3 1 1
 3x    1   
  3   9 0 9 3
2 x , 0  x  1
Problem 19 A random variable X has the P.d.f f  x   
0 , Otherwise
 1 1 1  3 1
Find (i) P  X   (ii) P   x   (iii) P  X  / X  
 2 4 2  4 2
Solution:
1/ 2
 1
1/ 2 1/ 2
 x2  2 1 1
(i) P  x   
 2  f  x  dx  
0 0
2 xdx  2   
 2 0 8

4
1/ 2
1 1
1/ 21/ 2
 x2 
(ii) P   x     f  x  dx   2 xdx  2  
4 2  1/ 4 1/ 4  2 1/ 4
1 1  1 1  3
 2        .
 8 32   4 16  16
 3 1  3
P X   X   P X  
 1
(iii) P  X  / X    
2
 
3 4 4
 4 2  1   1 
P X   P X  
 2   2 
1
 3
1 1
 x2  9 7
P  X     f  x  dx   2 xdx  2    1  
 4  3/ 4 3/ 4  2 3/ 4 16 16
1
 1
1 1
 x2  1 3
P  X     f  x  dx   2 xdx  2    1  
 2  1/ 2 1/ 2  2 1/ 2 4 4
7
 3 1  7 4 7
P  X  / X    16    .
 4 2  3 16 3 12
4
Problem 20 A Man drawn 3 balls from an urn containing 5 white and 7 black balls. He
gets Rs.10 for each white ball and Rs.5 for each black ball. Find his expectation.

Solution:
Let X denotes the amount that he expects to receive
W B
5 7
3B 1W & 2 B 2W &1B 3W
X  Rs15 Rs 20 Rs 25 Rs30

11
Unit.1. Random Variables

7 65
 1 2  3 
7C3 7
P  X  15   P  3 Black balls  
12C3 12 1110 44
1 2  3
7C2 .5C1 21
P  X  20   P  2 B 1W   
12C3 44
7c 2.5c 2 14
P  x  25   P  2W 1B   
12c3 44
5C3 2
P  X  30   P  3W   
12C3 44
E  X    xP  x 
7 21 14 2
 15   20   25   30 
44 44 44 44
935
  Rs.21.25
44

Problem 21 From an urn containing 3 red and 2 black balls, a man is to draw 2 balls at
random without replacement, being promised Rs.20/- for each red ball he draws and
Rs.10/- for each black ball. Find his expectation.

Solution:
Let X denotes the amount he receives
R B
3 2
2B 1R 1B 2R
X  Rs 20 Rs30 Rs 40
2 1
2C2 1 2 1
P  X  20   P  2 Black balls    
5C2 5  4 10
1 2
3C  2C1 6
P  X  30   P 1 Re d & 1 Black ball   1 
5C2 10
3C 3
P  X  40   P  2 Re d balls   2 
5C2 10
E  x    xP  x 
1 6 3
= 20   30   40 
10 10 10
20  180  120 320
 
10 10
E  x   Rs.32 / 

12
Unit.1. Random Variables

Problem 22 The elementary probability law of a continuous random variable is

f  x   y0 e   , a  x  , b  0 where a, b and y0 are constants. Find y0 , the rth
b x a

moment about the point x  a and also find the mean and variance.

Solution:
Since the total probability is unity,



 f  x  dx  1

 b x  a 
y0  e dx  1
0

 e  b x  a  
y0   1
  b 0
  1
y0    1
b
y0  b.

r ( rth moment about the point x  a )    x  a  f  x  dx
r



 b   x  a  e b x a  dx
r

Put x  a  t , dx  dt , when x  a, t  0 ; x  , t  

 b  t r ebt dt
0

  r  1 r!
b  r 1

b br
In particular r  1
1
1 
b
2
 2  2
b
1
Mean  a  1  a 
b

 
2
Variance   2  1
2 1 1
 2
 2  2.
b b b

Problem 23 The first four moments of a distribution about x  4 are 1,4,10 and 45
respectively. Show that the mean is 5, variance is 3, 3  0 and  4  26 .

13
Unit.1. Random Variables

Solution:
Given 1  1, 2  4, 3  10, 4  45
 r  r th moment about to value x  4
Here A  4
Hence mean  A  1  4  1  5

 
2
Variance   2   2  1
 4 1  3 .

 
3
3  3  321  2 1

 10  3  4 1  2 1  0
3

   
2 4
4  4  4 3 1  6 2 1  3 1

 45  4 10 1  6  4 1  3 1

2 4

4  26 .

Problem 24 A continuous random variable X has the p.d.f f  x   kx 2e  x , x  0. Find the

rth moment of X about the origin. Hence find mean and variance of X.

Solution:


 Kx e
2 x
Since dx  1
0

  e x   e x   e x  
K  x2    2x    2   1
  1   1   1   0
1
2K  1 K .
2

r   x r f  x dx
0

1 r2  x
2 0
 x e dx


1  x  r 3 1  r  2 !
 
20
e x dx 
2
3!
Putting r  1 , 1   3
2
4!
r  2 , 2   12
2
 Mean = 1  3

14
Unit.1. Random Variables

 
2
Variance =  2  1

i.e.,  2  12   3  12  9 =3
2

Problem 25 Find the moment generating function of the random variable X, with
x for 0  x  1

probability density function f  x    2  x for 1  x  2 . Also find 1 ,  2 .
0
 otherwise
Solution:

M X t    e f  x dx
tx


1 2
  e xdx   etx  2  x  dx
tx

0 1
1 2
 xe e   tx
etx etx 
tx
  2    2  x   (1) 2 
 t t 0  t t 1
t t 2t t t
e e 1 e e e
  2 2 2   2
t t t t t t
2
 et  1 
 
 t 
2
 t t2 t3 
 1     ...  1
 1! 2! 3! 
2
 t t2 t3 
 1     ...
 2! 3! 4! 
t
1  coeff . of 1
1!
t2 7
2  coeff . of  .
2! 6
Problem 26 Find the moment generating function and rth moments for the distribution
whose p.d.f is f  x   Ke  x , 0  x   . Find also standard deviation.

Solution:
Total probability=1

  ke x dx  1
0

 e x 
k   1 k 1
 1  0

15
Unit.1. Random Variables

 
M X  t   E etx    etx e  x dx   e t 1 x dx
0 0

e  t 1 x
 1
   , t 1
 t  1 0 1  t
 1  t   1  t  t 2  ...  t r  ...
1

t2
r  coeff . of  r!
r!
When r  1 , 1  1!  1
r  2 ,  2  2!  2
Variance   2  1  2  1  1
 Standard deviation = 1.

Problem 27 Find the moment generating function for the distribution whose p.d.f is
f  x    e   x , x  0 and hence find its mean and variance.

Solution:
 
M X t   E  e tx
   e f  x  dx   e
tx   x tx
e dx
0 0


 x  t   e  x   t   
  e dx     
0      t  0   t
d     1
Mean  1   M X  t     2

 dt  t 0     t   t 0 

 d2     2  2
2   2 M X  t     3
 2
 dt  t 0     t   t 0 

 
2
2 1 1
Variance   2  1  2  2  2
  
 1  2x
 e ,x 0
Problem 28 Let the random variable X have the p.d.f f  x    2
0
 , otherwise.
Find the moment generating function, mean & variance of X .

Solution:
 
M X  t   E  etx  
1 x/ 2
 e f  x  dx   e
tx tx
e dx
 0
2

16
Unit.1. Random Variables


 t1 x 
1  e 2  
 t 1 x  
1   1 1
  e 2  dx     , if t  .
20 2  1   1  2t 2
t
  2  
0

d   2 
E  X    M X  t    2
2
 dt  t 0  1  2t   t 0

 d2   8 
E  X 2    2 M X  t    3
8
 dt  t 0  1  2t   t 0
Var  X   E  X 2    E  X    8  4  4 .
2

Problem 29 a) Define Binomial distribution Obtain its m.g.f., mean and variance.
b) Six dice are thrown 729 times. How many times do you expect at least 3
dice show 5 or 6 ?
Solution:
a) A random variable X is said to follow binomial distribution if it assumes only non-
negative values and its probability mass function is given by
P  X  x   nC x p q , x  0,1, 2,..., n and q  1  p.
x n x

M.G.F of Binomial Distribution about origin is

n
M X  t   E etx    etx P  X  x 
x 0
n
  nC x x P x q n  x etx
x 0
x

  nC x  pe q
n
t n x

x 0

M X (t )   q  pet 
n

Mean of Binomial distribution

Mean  E  X   M X   0 

  n  q  pet  pet   np Since q  p  1

n 1

  t 0
E  X 2   M X   0 

  n  n  1  q  pet   pe   npet  q  pet  

n 2 t 2 n 1

  t 0
E  X 2   n  n  1 p 2  np
 n 2 p 2  np 1  p   n 2 p 2  npq
Variance  E  X 2    E  X   npq
2

Mean  np ; Variance  npq

b) Let X : the number of times the dice shown 5 or 6

17
Unit.1. Random Variables

1 1 1
P 5 or 6  
6 6 3
1 2
 P  and q 
3 3
Here n  6
To evaluate the frequency of X  3
By Binomial theorem,
r 6 r
1  2
P  X  r   6Cr     where r  0,1, 2...6 .
3  3
P  X  3  P  3  P  4   P  5   P  6 
3 3 4 2 5 6
1  2 1 2 1  2 1
 6C3      6C4      6C5      6C6  
3  3 3  3 3  3 3
 0.3196
 Expected number of times at least 3 dies to show 5 or 6  N  P  X  3
 729  0.3196  233 .

Problem 30 a) Find the m.g.f. of the geometric distribution and hence find its mean and
variance.
b) Six coins are tossed 6400 times. Using the Poisson distribution, what is the
approximate probability of getting six heads x times?

Solution:
a) M.G.F about origin  M X  t   E etx 

 x e 
  etx
x 0 x!

 e  

 e  t x

 e   e e
t

x 0 x!
 
M X t   e
 e 1
t

Mean and variance using M.G.F

Mean  E  X   M X   0 
 
 e  et   
 et 1

  t 0
   
E  X 2   M X   0     et  e  et 
2  et 1  et 1
e
  t 0
 2  
 Variance  E  x 2    E  X    
2

1
b) Probability of getting one head with one coin  .
2

18
Unit.1. Random Variables

6
1 1
 The probability of getting six heads with six coins   
 2  64
1
 Average number of 6 heads with six coins in 6400 throws  np  6400   100
64
 Mean of the Poisson distribution    100
By Poisson distribution, the approximate probability of getting six heads x times is given
by
 x e   100  e
x 100

P  X  x   , x  0,1, 2,...
x! x!

Problem 31 a) A die is cast until 6 appears. What is the probability that it must cast more
than five times?
b) Suppose that a trainee soldier shoots a target in an independent fashion. If the
probability that the target is shot on any one shot is 0.8.
(i) What is the probability that the target would be hit on 6th attempt?
(ii) What is the probability that it takes him less than 5 shots?
1
Solution: Probability of getting six 
6
1 1
 p  & q  1
6 6
Let x = Number of throws for getting the number 6. By geometric distribution
P  X  x   q x 1 p, x  1, 2,3....
Since 6 can be got either in first, second……throws.
To find P  X  5  1  P  X  5
x 1
5
5 1
 1    .
x 1  6  6
 1   5   1   5  2  1   5  3  1   5  4  1  
 1                        
 6   6   6   6   6   6   6   6   6  
1 5 
5

1    
6   6    5 5
 1     0.4019
1
5 6
6
b) Here p  0.8, q  1  p  0.2
P  X  r   q r 1 p, r  0,1, 2...
(i) The probability that the target would be hit on the 6th attempt  P  X  6
  0.2   0.8   0.00026
5

(ii) The probability that it takes him less than 5 shots

 P  X  5

19
Unit.1. Random Variables

4 4
  q r 1 p  0.8  0.2 
r 1

r 1 r 1

 0.8 1  0.2  0.04  0.008  0.9984

Problem 32 a) If X 1 , X 2 are two independent random variables each flowing negative

binomial distribution with parameters  r1 , p  and  r2 , p  , show that the sum also follows
negative binomial distribution
b) If a boy is throwing stones at a target, what is the probability that his 10th throw is
his 5th hit, if the probability of hitting the target at any trial is 0.5?

Solution:
a) Let X 1 be a negative binomial variate with  r1 , p  and X 2 be another negative
binomial variate wit  r2 , p  and let them be independent.
Then M X1  t    q  pet 
 r1

M X 2  t    q  pet 
 r2

Then M X1  X 2  t   M X1  t  M X 2  t 
=  q  pet 
  r1  r2 
, which is the m.g.f of a negative binomial
variable with r1  r2 as parameter. This proves the result.
b) Since the 10th throw should result in the 5th success
(i.e.) the 5th hit, the first 9 throws should have resulted in 4 successes and 5 failures.
1
Hence we have x  5, r  5, p  q 
2
 Required probability  P  X  5
 x  r  1 r x
By N.B.D, P  X  x    p q
 x 
 5  5  1 5 5
10
1
  p q  9C 4   0.123 .
 5  2
Problem 33 a) State and prove the memoryless property of exponential distribution.
b) A component has an exponential time to failure distribution with mean of 10,000
hours.
(i) The component has already been in operation for its mean life. What is the
probability that it will fail by 15,000 hours?
(ii) At 15,000 hours the component is still in operation. What is the probability that it
will operate for another 5000 hours.

Solution:
a) Statement: If X is exponentially distributed with parameters  , then for any two
positive integers s and t, P  x  s  t / x  s   P  x  t 

20
Unit.1. Random Variables

Proof:
 e   x , x  0
The p.d.f of X is f  x   
0 , Otherwise


 P  X  t     e   x dx   e   x   e   t
t
t

P  x  s  t  x  s
 P  X  s  t / x  s 
P  x  s
P  X  s  t  e    s t 
    s  e  t
P  X  s e
 Px  t
b) Let X denote the time to failure of the component then X has exponential distribution
with Mean  1000 hours.
1 1
  10, 000   
 10, 000
 1 
x

 e 10,000
,x  0
The p.d.f. of X is f  x   10, 000

 0 , otherwise
(i) Probability that the component will fail by 15,000 hours given it has already been in
operation for its mean life  P  x  15, 000 / x  10, 000
P 10, 000  X  15, 000

P  X  10, 000
15,000

 f  x  dx
e1  e 1.5
 10,000


e1
 f  x  dx
10,000

0.3679  0.2231
  0.3936 .
0.3679
(ii) Probability that the component will operate for another 5000 hours given that
it is in operation 15,000 hours  P  X  20,000 / X  15, 000
 P  x  5000 [By memoryless property]


 f  x  dx  e
0.5
  0.6065
5000

Problem 34 The Daily consumption of milk in a city in excess of 20,000 gallons is

approximately distributed as a Gamma variate with parameters   2 and

21
Unit.1. Random Variables

1
 . The city has a daily stock of 30,000 gallons. What is the probability
10, 000
that the stock is insufficient on a particular day?

Solution:
Let X be the r.v denoting the daily consumption of milk (is gallons) in a city
Then Y  X  20, 000 has Gamma distribution with p.d.f.
y
1 
f  y  2 1
y e 10,000
,y0
10, 000    2 
2

y

10,000
ye
f  y  , y  0.
(10, 000) 2
 The daily stock of the city is 30,000 gallons; the required probability that the stock is
insufficient on a particular day is given by
P  X  30, 000  P Y  10, 000
y

  10,000
ye
  g  y  dy   10, 000  dy
10,000 10,000
2

y dy
Put Z  , then dz 
10, 000 10, 000

 P  X  30, 000   ze  z dz
1
 2
   ze z  e z  
1 e

Problem 35 a) suppose that the lifetime of a certain kind of an emergency backup battery
(in hours) is a r.v. X , having the Weibull distribution with parameter   0.1 and   0.5 .
(i) Find the mean life time of these batteries
(ii)The probability that such a battery will last more than 800 hours.
b) Each of the 6 tubes of a radio set has the life length (in years) which may be
considered as a r.v that follows a Weibull distribution with parameter   25 and   2 .If
these tubes function independently of one another, what is the probability that no tube
will have to be replaced during the first 2 months of service?
Solution:
a) For the p.d.f of X in the form f  x    x  1e x , x  0


1 
1

Mean   
   1
 
1
 1 
i) Mean life time     0.1

0.5  1  
 0.5 
  0.1   3  100  2
2

22
Unit.1. Random Variables

 200 hours
ii) Probability that a battery will last more than 300 hours  P  X  300
 

 f  x  dx    x
 1  x 
e dx
300 300


  0.1 0.5 x
0.5   0.1 x
0.5
 e dx
300

Put y   0.1 x 0.5

Then dy   0.1 0.5  x 0.5 dx

 P  X  300   e  y dy
(0.1)(300)0.5

 e     0.177
0.5
 0.1 300

b) Let X be life length of the tube

Then the p.d.f of X is given by f  x    x  1e  x , x  0


i.e., f  x   50 xe 25 x , x  0
2

P [a tube is not replaced during the first 2 months]

 1 1
 P X   , since two months  yrs
 6 6

  50 xe25 x dx
2

1
6

 
 25

 e 25 x 2
1
e 36

6
P[all 6 tube are not replaced during first 2 months]
  e 25 / 36   e 25/ 6  0.0155 .
6

Problem 36 Support that the service life (in hours) of a semi conductor is a random
variable having the Weibull distribution with   0.025 and   0.5 , what is the
probability that such a semi conductor will be in working condition after 4000 hours?

Solution:
Let X be the service life of the conductor.
Then X has Weibull distribution with parameter  and  and whose density is given by
f  x    x  1e  ax


Here  =0.025 and  =0.5


P [Conductor will be in working after 4000 hours]  P  x  4000   f  x  dx
4000

23
Unit.1. Random Variables

We know that P  X  a   e  a


 Required probability  e   
0.5
 0.025 4000

 e 1.58  0.2057
Problem 37 a) The amount of time that a camera will run without having to be reset is a
random variable having exponential distribution with   50 days. Find the probability
that such a camera will (i) have to be reset in less than 20 days (ii) not has to be reset in at
least 60 days.
b) Subway trains on a certain line run every half an hour between midnight and six in
the morning. What is the probability that a man entering the station at a random time
during this period will have to wait at least 20 minutes.

Solution:
a) Let X be the time that the camera will run without having to be reset.
The X is a random variable with exponentially distributed with
  50 days. The p.d.f of X is given by
 1 x
 e ,x 0
f  x   
0 x0

(i) P[Camera will have to be reset in less than 20 days]
 P Camera will run for less than 20 days 
 P  X  20
20
1  50x 
2

0 50
 e dx  1  e 5
 0.3297

(ii) P[Camera will not have to be reset in at least 60 days]

 P  camera will run for atleast 60days 

1  50x 
6
 P  X  60 
60 50 e dx  e 5
 0.3012

b) Let X denote the waiting time in minutes for the next train. Under the assumption
that a man arrives at the station at random time, X is uniformly distributed on (0, 30) with
1
 , 0  x  30
p.d.f. f  x    30
0 , Otherwise

The probability that he has to wait at least 20 minutes

 P  X  20
30
1 1
  f  x  dx  30  30  20   3
20

Problem 38 If X is a random variable uniformly distribution in (-1,1), find the p.d.f. of

y  cos  x
Solution:
24
Unit.1. Random Variables

1
 , 1  x  1
The p.d.f of X is f X  x    2
o , otherwise
y  cos x
dy
  sin x   1  y 2
dx
dx 1
 
dy  1  y 2
1
Range of Y : 1  x  1  1  cos 1 y  1

   cos 1 y  
 1  y  1
 1
 , 1  y  1
 p.d.f of Y is fY  y    2 1  y 2
0
 , Otherwise

  
Problem 39 If X is uniformly distributed in   ,  , find the p.d.f of Y  tan X .
 2 2
Solution:
1  
 ,  x
a) The p.d.f of X is f X  x     2 2
0 , Otherwise
y  tan x  x  tan 1  y 

dx 1
 
dy 1  y 2
dx
 p.d.f. of fY  y   f X  x 
dy
1 1
 ,   y  
 1 y2
(This distribution of y is called Cauchy distribution)
 2 x, 0  x  1
Problem 40 a) Given the r.v. X with density function f X  x    .
0 , otherwise
Find the p.d.f of (i) Y  8 X 3 (ii) Y  3 X  1 .
b) If the r.v. X follows an exponential distribution with parameter 2, prove that Y  X 3
follows Weibull distribution with parameters 2 and 1/3.

Solution:

25
Unit.1. Random Variables

2
 y 3
2
dy
a) (i) y  8 x 
3
 8.3 x  24 x  24    6 y 3
2 2

dx 8
2
dy 1  3
  y
dx 6
dx 1  23
The p.d.f of Y fY  y   f X  x   2x  y
dy 6
1 2
1 
 y3. y 3
6
1 1
 fY  y   y 3 , 0  y  8
6
dx 1 y 1
(ii) y  3 x  1   and x 
dy 3 3
dx
p.d.f of Y fY  y   f X  x 
dy

 y  1     y  1 , 1  y  4
2 1 2

3 3 9
2e2 x , x  0
b) The p.d.f of X is f X  x   
0 , otherwise
dy dx 1 1  23
Then  3x 2
  y
dx dy 3x 2 3
dx
The p.d.f of Y is fY  y   f X  x 
dy
1  23 2 x
 y .2e
3
2 1
1 
 y 3 2e 2 y 3
3
 1  1 3
1 1

 fY  y   2   y 3 e2 y
 3
1
Taking   2 and   the p.d.f of y is in the form
3
fY  y    y e
 1  y 
. Since x  0 , y  0
1
 The r.v. Y  X 3 follows Weibull distribution with parameters 2 and .
3

26