Indian Institute of Technology Bhilai

CS Core 2: Probability and Statistics

Problem Set 1

November 5, 2024

1. Which of the following functions are distribution functions?


 0, x < 0, 

x 3 0, x ≤ 1,
(i) F (x) = , 0≤x≤ , (ii) F (x) =
2 2 1 − 1 , x > 1.
3

x2


1 x > .
2 

 0, x < 0,
x



 , 0 ≤ x < 1,

8


 

0, x ≤ 0, x + 1

(iii) F (x) = 1 e−x (iv) F (x) = , 1 ≤ x < 2,
8
 + , x > 0. 

2 2 
 2x + 1

 , 2 ≤ x < 3,
8






1, x ≥ 3.


2. Consider a function F as 
0, x < 0,
F (x) =
1 − e−x , x ≥ 0.

(a) Show that F is a distribution function.

(b) Find the value of P (2 < X ≤ 3), P (−2 < X ≤ 3), P (1 ≤ X < 4), P (5 ≤ X < 8).
3. Let X be a random variable with distribution function given as



 0, x < 2,



 2

 , 2 ≤ x < 5,
3




7 − 6k


 6 , 5 ≤ x < 9,



F (x) = .
 3k 2 − 6k + 7

 , 9 ≤ x < 14,
6




 16k 2 − 16k + 19



 , 14 ≤ x ≤ 20,
16






1, x > 20.


(a) Find the value of constant k.

(b) Show that the r.v. X is of discrete type and find its support.
(c) Find the p.m.f. of X.
4. Let X be a random variable with distribution function given as



 0, x < 0,



 x

 , 0 ≤ x < 1,
4




x
F (x) = , 1 ≤ x < 2,

 3
3x


, 2 ≤ x < 5/2,






 8


1, x ≥ 5/2.

(a) Prove that X is neither continuous nor discrete random variable.

(b) Find the value of P (1 < X ≤ 25 ), P (1 < X < 52 ), P (1 ≤ X < 52 ), P (−2 ≤ X < 1), P (X ≥ 2),
P (X > 2).

5. Let X be a continuous type random variable with p.d.f.


k − |x|, |x| < 1 ,
2
f (x) =
0, otherwise,

where k ∈ R.
(a) Find the value of constant k.
(b) Evaluate P (X < 0), P (X ≤ 0), P (0 < X ≤ 1/4), P (−1/8 ≤ X ≤ 1/4).
(c) Find the distribution function of X.

6. 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) Find the cumulative distribution function of X.
(c) Find E(X) and Var(X).

7. Consider a function f (x) defined as

  
 1 1 − |x − α| , α − β < x < α + β,

f (x) = β β
0, otherwise.


where α ∈ R, β > 0.
(a) Show that f (x) is a probability density function.
(b) Find the distribution function.
(c) Find E(X) and Var(X).