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MATH 240-4

Mathematics

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Abdulswamad Billow
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5 views

MATH 240-4

Mathematics

Uploaded by

Abdulswamad Billow
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Math 240 : probability and statistics I

Question one

(a) Giving relevant example, explain the term Random Variable (3mks)
(b) A manufacturing company inspects a batch of transistors occasionally and notices that
90% has no defective one, 5% contain one defective, 3% likely contain 2 and about 2%
contain 3 defectives transistors.
i) Define distribution of a random variable (1mk)
ii) Develop a probability distribution table (3mks)
iii) Work out the mean and standard deviation of transistors being defectives
(5mks)
(c) Differentiate between discrete and continuous random variable (2mks)
(d) Define probability distribution function of a discrete random variable
(3mks)

(e) The continuous random variable 𝑋 has 𝑝𝑑𝑓 𝑓(𝑥) where

1
𝑓(𝑥) = { 8 𝑥 0<𝑥<4 ,
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Show that it is a valid pdf and hence find 𝐸(𝑥)𝑎𝑛𝑑 𝑉𝑎𝑟 (𝑥) (8mks)

Question two

(a) Define cumulative density function for a discrete random variable (2mks)

(b) Given the random variable X has the probability density function

𝑘
𝑓(𝑥) = {3𝑥 , 0 < 𝑥 < 1 Where 𝑘 is a positive integer
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Find;

i) The value of 𝑘 and hence 𝐸(𝑥) (3mks)


ii) The value of 𝑥 such that 𝑃(𝑋 ≤ 𝑥) = 0.5 (3mks)
(c) Suppose the 𝑝𝑑𝑓 of a continuous random variable 𝑋 is defined as

𝑥+1 𝑓𝑜𝑟 − 1 < 𝑥 < 0 𝑎𝑛𝑑


𝑓(𝑥) = {
1−𝑥 𝑓𝑜𝑟 0<𝑥<1

Find the cumulative density function (𝑐𝑑𝑓) (7mks)

Question three

Suppose 𝑋 has a geometric distribution with parameter 𝑃, show that the moment generating
𝑝𝑒 𝑡
function for 𝑋 is 𝑚(𝑡) = 1−𝑞𝑒 𝑡

Hence find the mean and variance of geometric distribution (15mks)

Question four

(a) Find the 𝑚𝑔𝑓 of 𝑋~𝑓(𝑥) = 𝑎𝑒 −𝑎𝑥 ; 𝑥 ≥ 0 (3mks)


(b) Consider a Gamma distributed random variable X with the 𝑝𝑑𝑓 define by
1 −𝑥
𝑓(𝑥) = 𝑥 𝛼−1 𝑒 ⁄𝛽 , 0 < 𝑥 < ∞
𝛽𝛼
⌈(𝛼)
𝑤ℎ𝑒𝑟𝑒 𝛼 > 0 𝑎𝑛𝑑 𝛽 > 0
Show that 𝐸(𝑋) = 𝛼𝛽, 𝑉𝑎𝑟(𝑋) = 𝛼𝛽 2 𝑎𝑛𝑑 𝑚𝑜𝑚𝑒𝑛𝑡 𝑔𝑒𝑛𝑒𝑟𝑎𝑡𝑖𝑛𝑔 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑖𝑠 𝑀𝑋 =
1 𝛼 1
(1−𝛽𝑡) 𝑓𝑜𝑟 𝑡 < 𝛽

(12mks)

Question five

Consider a Poisson distributed random variable 𝑋 with probability density function (p.d.f)

𝑒 −𝜆 𝜆𝑥
𝑓(𝑥) = 𝑥 = 0, 1, 2, … … ….
𝑥!
𝜆 > 0,

(a) Show that 𝑋~𝑝𝑜𝑖𝑠𝑠𝑜𝑛 (𝑥, 𝜆)it is indeed a pdf (3mks)

(b) Find its moment generating function and used it to verify that, for such a variable,

mean and variance are equal? (12mks)


Question six

(a) Let 𝑋 ≥ 0 be a random variable and let 𝑡 > 0.

𝐸(𝑋)
Prove the Markov In-equality 𝑃(𝑋 ≥ 𝑡) ≤ (4mks)
𝑡

(b) A post office handles, on average, 10,000 letters a day. What can be said about the

probability that it will handle at least 15000 letters tomorrow? (use Markov in-equality)

(3mks)

(c) If 𝜇 𝑎𝑛𝑑 𝜎 are the mean and standard deviation of a random variable X, show that for

1
any positive constant 𝑘, the probability is at least (1 − 𝑘 2 ) that 𝑋 will take on a value

1
within 𝑘 standard deviation of the mean. i.e 𝑃[|𝑋 − 𝜇| < 𝑟𝜎] ≥ 1 − 𝑘 2

(8mks)

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