Probability and Random Processes

Probability, Statistics and Data Visualisation

Tutorial 2: Discrete Random Variables
Problem Set 2

28.01.2023
August 21, 2019

1. A man is late for his job by si = i minutes, where i = 1, 2, . . .. If P [si ] = ( 12 )i and he is fined $0.50 per
minute, find the PMF of his fine. Next find the probability that he will be fined more than $10.
2. A discerete random variable X has the PMF
8
> 1
>
> 2 if x= 1
>
> 1
>
<4 if x = 12
1
pX [xi ] = 8 if x=0
>
>
>
> 1
if x = 12
> 16
>
:1 if x = 1.
16

If Y = sin(⇡X), find the PMF for Y .

3. Find the PMF if X is a discrete random variable with the CDF
8
>
<0 if x < 0
[x]
FX (x) = if 0  x  5
>5
:
1 if x > 5.

4. A die is tossed. The probability of obtaining a I, 2, or 3 is the same. Also, the probability of obtaining
a 4, 5, or 6 is the same. However, a 5 is twice as likely to be observed. Determine the expected value of
the experiment.
5. Determine the expected value of a Poisson random variable.
6. Suppose that X is a random variable that takes on values 0, 2 and 3 with probabilities 0.3, 0.1, 0.6
respectively. Let Y = 3(X 1)2 .
(a) What is the expectation of X?
(b) What is the variance of X?
(c) What is the expection of Y ?
(d) Let FY (t) be the cumulative density function of Y . What is FY (7)
7. Assume that a discrete random variable takes on the values k 2 Z and that its PMF satisfies pX [m + i] =
pX [m i], where m is a fixed integer and i 2 N. This says that the PMF is symmetric about the point
x = m. Prove that the expected value of the random variable is E[X] = m.
8. Suppose you roll a fair 6-sided die 100 times (independently), and you get $3 every time you roll a 6.
Let X1 be the number of dollars you win on rolls 1 through 25. Let X2 be the number of dollars you
win on rolls 26 through 50. Let X3 be the number of dollars you win on rolls 51 through 75. Let X4
be the number of dollars you win on rolls 76 through 100. Let X = X1 + X2 + X3 + X4 be the total
number of dollars you win over all 100 rolls.

1
 (a) What is the probability mass function of X?
(b) What is the expectation and variance of X?
(c) Let Y = 4X1 . (So instead of rolling 100 times, you just roll 25 times and multiply your winnings
by 4.)
i. What are the expectation and variance of Y ?
ii. How do the expectation and variance of Y compare to those of X? (I.e., are they bigger,
smaller, or equal?) Explain (briefly) why this makes sense.
9. Consider a random experiment for which S = {Si : Si = 3, 2, 1, 0, 1, 2, 3} and the outcomes are
equally likely. If a random variable is defined as X(Si ) = Si2 , find SX and the PMF.

10. If px [k] = ↵pk for k = 2, 3, . . . is to be a valid PMF, what are the possible values for ↵ and p?
11. At a party a large barrel is filled with 99 gag gifts and 1 diamond ring, all enclosed in identical boxes.
Each person at the party is given a chance to pick a box from the barrel, open the box to see if the
diamond is inside, and if not, to close the box and return it to the barrel. What is the probability that
at least 19 persons will choose gag gifts before the diamond ring is selected?

12. If X is a geometric random variable with p = 0.25, what is the probability that X > 4?
13. Prove the following limit:
✓ ◆M
x
lim g(M ) = lim 1+ = exp(x)
M !1 M !1 M
To do so note that the same limit is obtained if M is replaced by a continuous variable, say u, and that
one can consider ln g(u) since the logarithm is a continuous function. Hint: Use L’Hospital’s rule.
14. Is the following a valid CDF? If not, why not, and how could you modify it to become a valid one?
8
>
> 0 if x < 2
>
< 1 if 2  x  3
FX (x) = 23
>
> if 3 < x  4
>
:4
1 if x 4

15. The arrival rate of calls at a mobile switching station is 1 per second. The probability of k calls in a T
second interval is given by a Poisson PMF with A = arrival rate ⇥ T . What is the probability that there
will be more than 100 calls placed in a 1-minute interval?

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