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Practice Problem Set 5

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MM 212 (Probability and Statistics )

Practice Problem Set - 5


(Continuous Random Variables)

Instructor: Dharmendra Kumar

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


(
c(1 − x2 ) −1 < x < 1,
f (x) =
0 otherwise.
(a) What is the value of c ?
(b) What is the cumulative distribution function of X ?

2. A system consisting of one original unit plus a spare can function for a random amount of time
X. If the density of X is given(in units of months) by
(
cxe−x/2 x > 0,
f (x) =
0 otherwise.
what is the probability that the system functions for at least 5 months ?

3. Consider the function


(
C(2x − x3 ) 0 < x < 25 ,
f (x) =
0 otherwise.
Could f be a probability density function ? If so, determine C. Repeat if f (x) were given by
(
C(2x − x2 ) 0 < x < 25 ,
f (x) =
0 otherwise.

4. The probability density function of X := the lifetime of a certain type of electronic device (
measured in hours) is given by
(
10
x2
x > 10,
f (x) =
0 otherwise.
(a) Find P {X > 20}.
(b) What is the cumulative distribution function of X ?
(c) What is the probability that of 6 such types of devices, at least 3 will function for at least
15 hours ? What assumptions are you making ?

5. A filling station is supplied with gasoline once a week. If its weekly volume of sales in thousands
of gallons is a random variable with probability density function
(
5(1 − x)4 0 < x < 1,
f (x) =
0 otherwise.
what must the capacity of the tank be so that the probability of the supply being exhausted
in a given week is .01 ?

6. The density function of X is given by


(
a + bx2 0 ≤ x ≤ 1,
f (x) =
0 otherwise.
If E[X] = 53 . Find a and b.

7. The lifetime in hours of an electronic tube is a random variable having a probability density
function given by
(
xe−x x ≥ 0,
f (x) =
0 otherwise.
Compute the expected lifetime of such a tube.

8. Trains headed for destination A arrive at the train station at 15-minute intervals starting at 7
A.M., whereas trains headed for destination B arrive at 15-minute intervals starting at 7 : 05
AM.
(a) If a certain passenger arrives at the station at a time uniformly distributed between 7 and
8 A.M. and then gets on the first train that arrives, what proportion of time does he or she
go to destination A ?
(b) What if the passenger arrives at a time uniformly distributed between 7 : 10 and 8 : 10
A.M. ?

9. A point is chosen at random on a line segment of length L. Interpret this statement and find
the probability that the ratio of the shorter to the longer segment is less than 14 .

10. You arrive at a bus stop at 10 A.M., knowing that the bus will arrive at some time uniformly
distributed between 10 and 10 : 30 AM.

(a) What is the probability that you will have to wait longer than 10 minutes ?
(b) If, at 10:15, the bus has not yet arrived, what is the the probability that you will have to
wait at least an additional 10 minutes ?

11. If X is a normal random variable with parameters µ = 10 and σ 2 = 36. Find the following:
(a) P (X > 5),
(b) P (4 < X < 16),
(c) P (X < 8),
(d) P (X < 20),
(e) P (X > 16).

12. Suppose that X is a normal random variable with mean 5. If P (X > 9) = .2 (approximately).
What is Var(X) ?

13. Suppose that X is a normal random variable with mean 12 and variance 4. Find the value of c
such that P (X > c) = .10.
14. (a) A fire station is to be located along a road of length L, L < ∞. If fires occur at points
uniformly chosen on (0, L), where should the station be located so as to minimize the
 
expected distance from the fire ? That is, choose a so as to: minimize E |X − a| , where
X is uniformly distributed over (0, L).
(b) Now suppose that the road is of infinite length stretching from point 0 outward to ∞. If
the distance of a fire from point 0 is exponentially distributed with rate λ,, where should
 
the fire station now be located ? That is. we want to minimize E |X − a| , where X is now
exponential with rate λ.

15. If X is uniformly distributed over (−1, 1), find


(a) P |X| > 21 ,


(b) the density function of the random variable |X|.

16. If X is an exponential random variable with parameter λ = 1. Compute the probability density
function of the random variable Y defined by Y = log X.

17. If X is uniformly distributed over (0, 1), find the density function of Y = eX .

18. For any real number t, we define t+ by


(
t t ≥ 0,
t+ =
0 t < 0.
Let c be a constant.
(a) Show that
1 2
E (Z − c)+ = √ e−c /2 − c 1 − Φ(c) ,
  
2π
where Z is a standard normal random variable.
 
(b) Find E (X − c)+ , where X is normal with mean µ and variance σ 2 .

19. With Φ(x) being the probability that a normal random variable with mean 0 and variance 1 is
less than x, which of the following are true:

(a) Φ(−x) = Φ(x),


(b) Φ(−x) + Φ(x) = 1,
1
(c) Φ(−x) = Φ(x)
.

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