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Practice Set Module I

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Practice Set Module I

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© © All Rights Reserved
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PRACTICE SET MODULE I

BASIC PROBABILITY
1. State Bayes’ theorem.
2. In a bolt factory, the machines 𝑀1 , 𝑀2 and 𝑀3 manufacture respectively 25, 35 and 40
percent of the total product. Of their output 5, 4 and 2 percent respectively are defective
bolts. One bolt is drawn at random from the product and is found to be defective. What
is the probability that it was manufactured by machines 𝑀1 , 𝑀2 and 𝑀3
1 1 1
3. Given that 𝑃(𝐴) = 2 , 𝑃(𝐵) = 3 , 𝑃(𝐴 ∩ 𝐵) = 4. (a)Find the values of the following
probabilities 𝑃(𝐴 ∪ 𝐵), 𝑃(𝐴|𝐵), 𝑃(𝐴̅ ∩ 𝐵), 𝑃(𝐴 ̅̅̅̅̅̅̅
∩ 𝐵 ).
4. For two events 𝐴1 , 𝐴2 , let 𝑃(𝐴1 ) = 0.4, 𝑃(𝐴2 ) = 𝑝 and 𝑃(𝐴1 ∩ 𝐴2 ) = 0.2. Find p so
that (a) 𝐴1 and 𝐴2 are independent events. (b) the events 𝐴1 and 𝐴2 are exhaustive
events (c) the events 𝐴1 and 𝐴2 are equally likely events.
5. There are two identical boxes. The first box contains 4 red, 3 black balls and the second
box contains 3 red and 7 black balls. One box is chosen at random and a ball is drawn
from it. If the ball drawn is found to be red, calculate the probability it is drawn from
the first and second box.
6. From an urn containing 3 white and 5 black balls, 4 balls are transferred into an empty
vessel. From the second urn, 2 balls are drawn and they happen to be white. What is
the probability the third ball drawn from the same urn will be white?
7. A book manufactured by a company consists of two volumes I and II. In the process
of manufacturing part I, 9 out of 100 are likely to be defective. Similarly, 5 out of 100
are likely to be defective in the manufacture of part II. Calculate the probability that
the assembled book will not be defective
8. A bag contains 5 white and 4 black balls. If 3 balls are drawn at random
what are the probabilities of the following (i) 2 of them are white (ii) At
most one of them is white
9. An urn contains 10 white and 3 black balls while another urn contains 3
white and 5 black balls. Two balls are drawn from the first urn and put
into the second urn and then a ball is drawn from the later. What is the
probability the ball drawn is white.
10. Urn A contains 2 white, 1 black and 3 red balls, Urn B contains 3 white, 2 black and 4
red balls; Urn C contains 4 white, 3 black and 2 red balls. One ball is chosen at
random and 2 balls are drawn. They happen to be red and black. What is the
probability that both balls come from urn A?
11.Two urns contain respectively 5 white, 7 black balls and 4 white, 2 black
balls. One of the urns is selected by the toss of a fair coin and then 2 balls
are drawn without replacement from the selected urn. If both balls drawn
are white, what is the probability that the first urn is selected.
3 5 3
12. Given that 𝑃(𝐴) = 8 , 𝑃(𝐵) = 8 , 𝑃(𝐴 ∪ 𝐵) = 4. (a) Find the values of the following
probabilities 𝑃(𝐴 ∩ 𝐵), 𝑃(𝐴|𝐵), 𝑃(𝐵/𝐴), 𝑃(𝐴𝐵 ̅̅̅̅), 𝑃(𝐴 ∪ 𝐵̅ ). (b)State whether the
events A and B are Mutually exclusive and Independent
13. When two events A and B are said to be independent, exhaustive and mutually
exclusive?
14. Prove that 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒(𝑋) = 𝐸(𝑋 2 ) − 𝐸(𝑋)2
15. If A and B are two independent events, then prove that
16. 𝐴̅ and 𝐵̅ are also independent (b) 𝐴 and 𝐵̅ are also independent
𝐴̅ 𝐴
17.Prove that 𝑃 ( ) = 1 − 𝑃 ( ) where 𝐴, 𝐵 are any events.
𝐵 𝐵

DISCRETE RANDOM VARIABLE


1. X is a discrete random variable having the following probability mass functions:
X=x 0 1 2 3 4 5 6
P(X=x) 0 k 2k 3k 4k 5k 6k
Determine (a) the constant k (b) 𝑃(𝑋 ≥ 4) (b) Mean (c) cumulative distribution

2. X is a discrete random variable having the following probability mass functions:


X=x -1 0 1 2 3

P(X=x) 0.3 0.1 0.1 0.3 0.2

Find (a) Mean (b) Variance (c) Standard deviation (d) 𝑃(𝑋 ≥ 1) 𝑎nd 𝑃(𝑋 ≤ 2).

3. X is a discrete random variable having the following probability mass functions:


X=x -5 -4 1 2

P(X=x) 1 1 1 1
4 8 2 8

Determine (a) 𝑃(𝑋 < 1), 𝑃(𝑋 ≥ −4) (b) Mean (c) variance (d) Standard deviation (f) third
central moment

4. The cumulative distribution function F(x) of a random variable X is defined as follows

0 −∞< 𝑥 < 0
1
0≤𝑥<1
𝐹(𝑥) = 5
3
1≤𝑥<3
5
{1 3≤𝑥<∞
Determine (a) the probability mass function. (b) Mean
5. Examine whether the following functions are probability mass functions or not of the
discrete random variable 𝑋.

(𝑖)𝑓(𝑥) = (𝑥 2 + 4); 𝑥 = 0,1,2,3;

𝑥+2
(𝑖𝑖)𝑓(𝑥) = ; 𝑥 = 1, 2, 3, 4, 5;
5

6. The cumulative distribution function F(x) of a variate X is defined as follows

𝐴 − ∞ < 𝑥 < −1
𝐵 −1≤𝑥 <0
𝐹(𝑥) = {
𝐶 0≤𝑥<2
𝐷 2≤𝑥<∞

Where A, B, C and D are constants. Determine (a) the values of A, B,C and D, given that
1 2
𝑃(𝑋 = 0) = 6 and 𝑃(𝑋 > 1) = 3
7. A die is thrown. Write down its probability mass function. Also, calculate its
distribution function.

CONTINUOUS RANDOM VARIABLE


1. Let X be a continuous random variable with probability density function given by

𝑘𝑥; 0≤𝑥≤1
𝑘; 1≤𝑥≤2
𝑓(𝑥) = {
−𝑘𝑥 + 3𝑘; 2≤𝑥≤3
0; 𝑥>3

(i) Determine the value of 𝑘 (ii) Find the corresponding distribution


function
2. Determine the value of 𝐶 such that 𝑓(𝑥) is defined by
𝑓(𝑥) = 𝑐𝑥(1 − 𝑥); 0 < 𝑥 < 1

=0 ; 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
1
is a probability density function. Find the corresponding distribution function and 𝑃(𝑋 > 2).

3. For what value of 𝑎 will the function

𝑓(𝑥) = 𝑎𝑥; 𝑥 = 1,2, … , 𝑛

be the probability mass function of a discrete random variable 𝑋 ? Find the mean and
variance of 𝑋.
3
4. The pdf of a random variable X is given by 𝑓(𝑥) = 4 𝑥(2 − 𝑥), 0 < 𝑥 < 2. Compute
Mean and Variance.
|𝑥| , −1<𝑥 <1
5. Show that the function 𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
is a possible probability density function. Find the cumulative distribution function and mean

6. The probability density function of a random variable X is


𝑥

𝑓(𝑥) = { 𝑘𝑒 −4 , 𝑥>0
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Determine (a) The constant k (b) Mean (c) Variance (d) cumulative distribution function

7. The probability density function of a random variable X is

𝑘(𝑥 − 1)(2 − 𝑥), 1≤𝑥≤2


𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
5 3
Determine (a) The constant k (b) P(4 ≤ 𝑋 ≤ 2)

8. A random variable X has the probability density function

𝑥, 0≤𝑥≤1
𝑓(𝑥) = { 𝑘 − 𝑥 1≤𝑥≤2
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1 1
Determine (a) constant k. (b) the probability that the random variable lies between 4 and 2.

9. The probability density function of a random variable X is

𝑘𝑥𝑒 −𝑥 , 𝑥≥0
𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Determine (a) The constant k (b) 𝑃(𝑋 ≤ 1) (c) P(2 ≤ 𝑥 ≤ 3)

10. A random variable X has the probability density function


𝑘(𝑥 − 9)(10 − 𝑥), 9 ≤ 𝑥 ≤ 10
𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Determine (a) constant k (b) Mean

11.The cumulative distribution function of a random variable 𝑋 is given by


1
𝑥3, 0≤𝑥≤3
27
𝐹(𝑥) = { 1, 𝑥>3
0 𝑥<0
Find the probability density function and also evaluate 𝑃(1 < 𝑋 ≤ 2).

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