MA3391 Dr.S.

Sivamani
UNIT –1:- PROBABILITY AND RANDOM VARIABLES

1. A lot of integrated circuit chip consist of 10 good, 4 with minor defects and 2 with major defects. Two
chips are randomly chosen from the lot. What is the probability that at least one chip is good?
P( No good chips is selected)= P(A)=6C2/ 14C2=1/8.
P( At least one good chip)= P(AC)= 1-P(A)=1-1/8=7/8.
2. Two dice are thrown together. Find the probability that a) The total on the top faces is 9 and b) The top
faces have same.
WKT, n(S)=36.
(a) A= { (3,6),(4,5),(5,4),(6,3) } . Hence P(A)= n(A)/n(S)= 4/36.
(b) B={ (1,1),(2,2),(3,3),(4,4),(5,5),(6,6) }. Hence P(B)= n(B)/n(S)= 6/36.
3. If A & B are two independent events, then prove that a) A'&B' are also independent
b) A'&B are also independent.
(i) P( A  B)  1  P ( A  B)
 1  [ P( A )  P( B)  P( A  B)] (ii ) P( A  B)  P( B)  P( A  B)
 1  P( A )  P( B)  P( A ). P( B)  P( B)  P( B). P( A )
 [1  P( A )]  P( B)[1  P( A )]
 P( B)[1  P( A )]
 P( A )  P( B). P( A )
 P( A ) P( B)
 P( A )[1  P( B)]
 A and B are also independen t.
 P( A ). P( B)
 A and B are also independen t.
4. Events A&B are such that P[A+B]=3/4, P[AB]=1/4 and P[A' ]=2/3. Find P[B].
WKT, By addition theorem on probability, P(B)= P(A+B)- P(A)+P(AB)= (3/4)-(1/3)+(1/4)=(2/3)

5. Let P[A U B]=5/6, P[A∩B]=1/3, P[B' ]=1/2. Prove that events A&B are independent.
Given that P(B’) = ½, so P(B) = ½.
By addition theorem on probability, P(A)= P(A U B)- P(B)+P(A∩B) = 2/3.
But P(A)P(B)= (2/3)(1/2)=(1/3)= P(A∩B) . Hence A&B are independent.

6. In a shooting test, the probability of hitting the target are 1/2 for A, 2/3 for B, 3/4 for C.
If all of them fire at the target. Find the probability that none of them hit the target.
P( A  B  C)  P( A) P( B) P(C)  [1  (1 / 2)][1  (2 / 3)][1  (3 / 4)]  1 / 24

7. Suppose that 75% of all investors invest in traditional things and 45% of them invest in stock market. If
85% invest in stock market or traditional things, what is the % of investment in both?
Given that P(A)=0.75, P(B)=0.45 and P(AUB)=0.85.
By addition theorem on probability,
P(A∩B)=P(A)+ P(B)- P(A U B)= 0.35.

8. A box contain 4 bad and 6 good tubes. 2 tubes are drawn from the box at a time. One is tested and
found to be good. What is the probability that the other is also good?
P(Both good)= P(A∩B)= 6C2/10C2=1/3.
P(Ist is good) = P(A)= 6/10.
P(2nd is good/ Ist is good)= P(B/A)= P(A∩B)/ P(A)= 1/5.
MA3391 Dr.S.Sivamani
9. In a community 32% of population are male smoker, 27% are female smokers, what % of population of
the community are smokers?
Given P(A1)=1/2, P(A2)=1/2, P(B/A1)= 0.32, P(B/A2)=0.27.By total probability theorem, P(B)= P(A 1). P(B/A1)+
P(A2)P(B/A2)=59/200..

10. A factory produce its entire output with 3M/C. 1st,2nd and 3rd produce 50%, 30% and 20% of output
respectively but, 4%,2% and 4% of their products are defective. What fraction of total output is defective?
Given P(A1)=0.5, P(A2)=0.3, P(A3)=0.2,P(B/A1)= 0.04, P(B/A2)=0.02 and P(B/A2)=0.04.
By total probability theorem,
P(B)= P(A1). P(B/A1)+ P(A2)P(B/A2)+ P(A3)P(B/A3)=0.034.

11. Define Random variable, discrete random variable and continuous random variable.
A real – valued function defined on the outcome of a probability experiment is called a random variable.
Discrete Random Variable:-A Random variable ‘X’ which can take a finite or countable infinite number of values is called
a discrete random variable.
Example: The number of alpha particles emitted by a radioactive source.
Continuous Random Variable: A random variable which can take all values (ie, infinite number of values) in an interval is
called a continuous random variable.
Example: The length of item during which a vacuum tube installed in a circuit functions.

12. Compare Discrete Random Variable, Continuous Random Variable.

Discrete Random Variable Continuous Random Variable
The probability functions is given The probability functions is given
by P(x), where (i) P ( x)  0,  x by f(x), where (i) f ( x)  0,  x
(ii)  P( x)  1 
x (ii)  f ( x)dx  1


13. Write the Properties of distribution function F(x).

1. F(x) is non 3. F(-  ) =0  P(X ≤ -  5. P(a ≤ X ≤ b) = F(b) –
– decreasing ) =0 F(a)
2. 0 ≤ F(x) ≤ 4. F(  ) = 1  P(X ≤  ) 6. F(X1) ≤ F(X2) if x1≤
1 =1 x2
x
14. If the p.d.f of a r.v X is f(x)= in 0 ≤ x ≤2, find P(X >1.5 / X>1)
2
2 𝑥
𝑃[𝑋>1.5] ∫1.52 𝑑𝑥 4−2.25
P(X> 1.5/X>1) = = 2𝑥 = = 0.5833
𝑃[𝑋>1] ∫1 2𝑑𝑥 4−1

3𝑥 2 , 0 ≤ 𝑥 ≤ 1
15. A continuous random variable X has probability density function 𝑓 (𝑥 ) = { . Find k such
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
that P(X> 𝑘) = 0.5
1
P( x  k)  0.5   3x 2 dx  0.5  [x 3 ]1k  0.5  k  0.7931
k
2
16. Find C, if P[X=n]=C( )𝑛 ;n=1,2,……
3
W.K.T,  P( x)  1
x
MA3391 Dr.S.Sivamani
n
2
 c 3  1
 
n 1

 2   2  2   2   2 
1

 c       ...  1  c  1     ...  1
 3   3    3    3  
1 1
 2    2   2   1  1
 c  1     1  c     1  c   
 3    3   3   3  2
c
17. Find c, if a r.v X has the pdf f (x) = f ( x)  ,  x  
1 x2
 
c
WKT 

f ( x)dx  1  1 x

2
dx  1

     

 c tan 1 

1
 1  c        1  c   
 2   2   
18. Define moment about the origin, moment about the mean, Expectation and variance.
Discrete Random Continuous Random Variable
Variable
Moment about the E ( X r )   x r p ( x) 
E( X r )  x
r
origin f ( x ) dx


Moment about the

E( X   ) r  
E( X   )   ( X  )
r r
mean f ( x)dx
 ( X  ) r
P( x) 

Mean
E( X )   xp( x) 
E( X )   xf ( x)dx

Variance
Var ( X )  E ( X 2 )  [ E ( X )] 2

19. Define the Moment generating function(MGF-Mx(t))

For discrete r.v : E (e t x )  e tx
p ( x)

For discrete r.v : E (e t x )  e
tx
f ( x)dx


2
20. If a R.V X has the Mx(t) = , determine the variance of X.
2t
2
2 2 t t
Given ...M X ( t )    1      ....
2t  t 2 2
2 1  
 2
t 1
 E( x )  Coefficien t.of .  ,
1! 2
2
t 1
 E( x 2 )  Coefficien t.of . 
2! 2
1
 Var ( x ) 
4
MA3391 Dr.S.Sivamani
x
21. If the c.d.f of a r.v x is F(x) = 1  e 5
,0  x   , Find E(x).
x x
  
1
dx   25  5
5 5
d e xe
W.K.T f ( x)  [ F ( x)]  , then E ( x)  
dx 5 0
5 5
3( e t 1)
22. The moment generating function of a random variable X is given by M (t) = e ,What is P[X=0]?
3
It is in the form of MGF of poisson r.v. By comparing   3 .P[X=0]= e
23. The moment generating function of a random variable X is given by M (t) = (e 5t  e 4t ) / t .What is E(x).
It is in the form of MGF of Uniform r.v. By comparing a = 4, b= 5.E(x) = (b+a)/2 = 4.5
24. The probability that a man shooting a target is (1/4).how many times must be the first so that the
probability of his hitting the target at least once is more than (2/3).
Here X is a geometric distribution with p = ¼.
We have to find P(x ≥ 1) > (2/3).
1-P(x <1) > (2/3).
1-qn > (2/3).Hence n = 4
25. An experiment succeeds twice as often as it fails. Find the chance that in the next 4 trials, there shall be
at least one success
Here X is a binomial distribution with p = 2/3,q = 1/3..
We have to find P(x ≥ 1) = 1-P(x <1) = 1-P(x = 0) = 80/81.
26. Write the characteristics of the Normal distributions.
1. The curve is bell shaped
2. Mean = Median = Mode
27. If X is a normal random variable with mean 3 and variance 9, find the probability that X is between 2 and 5.
Given   3,  2  9.
2  3 5  3
P[2  X  5]  P  z  0.3779
 3 3 
28. If X is a binomial random variable with E(X)=2 and Var(X)=4/3, find the probability mass function of X.

npq 2
Given   np  2,  2  npq  4 / 3.Hence  .  q  2 / 3,
np 3
p  1 / 3, n  6
k n k
1  2
P( X  k )  6c x     , k  0,1,2,3,4,5,6.
 3  3 