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15 views

Tutorial 5

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ropososonu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Tutorial 5: Probability and Statistics (MAL403/IC105)


Indian Institute of Technology Bhilai

1. If X is a random variable such that E(X) = 3 and E(X 2 ) = 13, then determine a lower
bound for P (−2 < X < 8).
e−2t −t 2t 3t
2. Let the random variable X have the m.g.f. M (t) = 8
+ e 4 + e8 + e2 . Find the distribution
function of X and find P (X 2 = 4).

3. Let X be a random variable with m.g.f. M (t), −h < t < h

(a) Prove that P (X ≥ a) ≤ e−at M (t), 0 < t < h;


(b) Prove that P (X ≤ a) ≤ e−at M (t), −h < t < 0;

4. X be a discrete random variable with probability mass function given as follows

x: −2 −1 0 1 2 3
pX (x) : 0.1 k 0.2 2k 0.3 3k

(a) Evaluate the value of k


(b) Obtain P (X < 2) and P (2 < X < −2)
(c) Find the CDF of X
(d) Find E(X) and V ar(X)
(e) Find m.g.f. of X

5. Let be a continuous random variable with pdf




 px 0<x≤1

p 1<x≤2

fX (x) =

 p(3 − x) 2<x<3

 0 Otherwise

(a) Find the valiue of p.


(b) Find E(X), V ar(X) and m.g.f.

6. For any random variable X having mean µ and finite second moment, show that E(X −µ)2 ≤
E(X − c)2 for all c ∈ R.

7. Let X be a continuous random variable with distribution function FX (x) that is strictly
increasing on its support. Let m be the median of (distribution of) X. Show that E(|X −
m|) ≤ E(|X − c|), ∀ c ∈ (−∞, ∞).
2

8. (a) Let X be a non-negative absolutely continuous random variable and let h be a real-
Rx
valued function defined on (0, ∞). Define ψ(x) = 0 h(t)dt x ≥ 0, and suppose that
h(x) ≥ 0, for all x ≥ 0. Show that
Z ∞
E(ψ(X)) = h(y)P (X > y)dy
0

(b) Let α be a positive real number. Under the assumptions of (a), show that
Z ∞
α
E(X ) = α X α−1 P (X > x)dx
0

(c) Let F (0) = G(0) = 0 and let F (t) ≥ G(t), for all t > 0, where F and G are distribution
functions of continuous random variables X and Y , respectively. Show that E(X k ) ≤
E(Y k ), for all k > 0, provided the expectations exist.

9. Let X be an absolutely continuous random variable with p.d.f. fX (x) that is symmetric
about µ ∈ R, i.e., fX (µ + x) = fX (µ − x), for all x ∈ R. If E(X) finite, then show that
E(X) = µ.
h 2i
d
10. Let X be a random variable with pdf fX (x) = √12π exp − x2 , x ∈ R. prove that X = −X.
Hence find E(X 3 ) and P (X > 0).

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