Answers:

1.I. c)
Because no student can attain marks outside 0-100 limits therefore, 𝑿 has a
range [0, 100].
1.II. d)
Because we do not know the distribution of marks.
E.g.
English, mean = 50, variance = 636
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100 Marks

Column1

Mathematics, mean = 50, varaince = 374

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Marks

Students

Graph 1 clusters at two different points and is expected to attain higher

variance than Graph 2 as it clusters around mean.
Please note that above example is just one case of the possible distributions.
Graph 2 can have higher variance than Graph 1 too. It all depends upon the
distribution of marks of the class.
2.I. c)
An experiment will end when a head will turn up. So, head will definitely
appear in every experiment. Hence probability is 1.
Other less obvious approach is:
P(head) = (P(head) at 𝑿 = 1) + (P(head) at 𝑿 = 2) + (P(head) at 𝑿 = 3) + . . . . .
1 1 2 1 3
= + ( ) + ( ) + . . . ..
2 2 2
=1
2.II. d)
As discussed in 1st class on random processes, mean of a discrete random
variable is 𝐸 [𝑿] = ∑ 𝑥𝑃𝑿 (𝑥) = 𝑝 × 1 + (1 − 𝑝)𝑝 × 2 + (1 − 𝑝)2𝑝 × 3 + . . . .
1 1 2 1 3
= 2 × 1 + (2) × 2 + (2) × 3 + . . . . = 2.0
Here, sum of first three terms is >1 and hence d) can be marked without
going into complicated Mathematics.

3. a) and b)
2, 0 < 𝑥 < 1, 𝑥 + 𝑦 < 1
𝑓𝑿,𝒀 (𝑥, 𝑦) = { can be defined in the shaded area shown
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
below:

0 1 𝑥

1−𝑥
Therefore, if 0 < 𝑥 < 1 then 0 < 𝑦 < 1 − 𝑥 and 𝑓𝑿 (𝑥 ) = ∫0 𝑓𝑿,𝒀 (𝑥, 𝑦)𝑑𝑦 =
1−𝑥 1−𝑦
∫0 2 𝑑𝑦 = 2(1 − 𝑥 ). Also, if 0 < 𝑦 < 1 then 0 < 𝑥 < 1 − 𝑦 and 𝑓𝒀 (𝑦) = ∫0 2 𝑑𝑥 =
1 1−𝑥
2(1 − 𝑦). 𝐸 [𝑿𝒀] = ∫0 ∫0 𝑓𝑿,𝒀 (𝑥, 𝑦) 𝑑𝑦 𝑑𝑥 = 0.75 − 0.66 = 0.09.

𝑓𝑿,𝒀 (𝑥, 𝑦) ≠ 𝑓𝑿 (𝑥 )𝑓𝒀 (𝑦) and hence 𝑿 and 𝒀 are not statistically independent.
4.I. b)
∞
𝐸 [𝑿] = ∫ 𝑥𝑓𝑿 (𝑥 ) 𝑑𝑥
−∞
4.II. d)
Probability at a value is 0 for a continuous random variable.

5. d)
Differentiate 𝜑𝑲 (𝜗) = 𝑒 𝜆(𝑒 −1) two times w.r.t. 𝜗 and divide the result by 𝑖 2 at
𝑖𝜗

𝜗 = 0.

6. c)
pdf can take only positive values and area under curve shall be 1.

7. b)
𝐹𝑿 (−∞) = 0 , 𝐹𝑿 (∞) = 1

8. a)
As discussed in class in lecture 1 of random processes, expected value of a
Bernoulli random variable is 𝑝(1 − 𝑝). But to check maximum possible
value, differentiate 𝑝(1 − 𝑝) w.r.t. 𝑝 and you will get 𝑝 = 0.5. So, maximum
value of 𝐸 [𝒁] = 𝑝(1 − 𝑝) = 0.5(1 − 0.5) = 0.25.

9. a) and b)
𝐸 [𝑿 + 𝒀] = 𝐸 [𝑿] + 𝐸 [𝒀] is always true whatever the case is.
Two random variables are uncorrelated if 𝐶𝑜𝑣 (𝑿, 𝒀) = 0.
No relation between 𝑿 and 𝒀 is given, and hence no comment can be made
on linearity. For random variables to be statistically independent 𝑓𝑿,𝒀 (𝑥, 𝑦) =
𝑓𝑿 (𝑥 )𝑓𝒀 (𝑦). This condition is not mentioned in question and can be or cannot
be correct. Hence, d) is not an answer.

10. d)
Characteristic function is like Fourier transform of a random variable. Please
re-look at lecture for doubt clarification. sinc is Fourier transform of uniform
random variable (Square pulse).