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FicheTD Proba 2024

The document is a detailed outline for a course on Advanced Statistics, covering various topics such as probability spaces, random variables, and probability distributions. It includes exercises and problems related to calculating probabilities, exploring events, and understanding random variables. The document serves as a guide for students to apply statistical concepts and methods in practical scenarios.

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16 views

FicheTD Proba 2024

The document is a detailed outline for a course on Advanced Statistics, covering various topics such as probability spaces, random variables, and probability distributions. It includes exercises and problems related to calculating probabilities, exploring events, and understanding random variables. The document serves as a guide for students to apply statistical concepts and methods in practical scenarios.

Uploaded by

amanaesther12
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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ENSPY

Department of Computer Sciences


2023-2024
HN 1: Advanced Statistics
Fiche de TD n° 1
March 15, 2024

1 Probability spaces

1. (a) Which function defines a probability space on S = {e1, e2, e3}.


(i) P(e1) = 14 , P(e2) = 13 , P(e3) = 1
2
(ii) P(e1) = 23 , P(e2) = − 31 , P(e3) = 2
3
(iii) P(e1) = 0, P(e2) = 31 , P(e3) = 32 .
(b) Let S = {e1, e2, e3, e4}, and P be a probability function on S.
(i) Find P(e1) if P(e2) = 31 , P(e3) = 16 , P(e4) = 19 .
(ii) Find P(e1) and P(e2) if P(e3) = P(e4) = 14 , and P(e1) = 2P(e2).
(iii) Find P(e1) if P({e2, e3}) = 23 , P({e2, e4}) = 21 , and P(e2) = 13 .

2. (a) With usual notations, prove that


P(A ∪ B) = P(A) + P(B) − P(A ∩ B).
Deduce a similar result for P(A ∪ B ∪ C), where C is one more event.
Hint. Use Proposition 1.3.2 in your lecture notes.
(b) Let S = {1, 12 , ( 21 )2, · · · , ( 12 )n} be a classical event space (sample space) and A and B be
events given, by A = {1, 21 } and B = {( 12 )k : k is an even positive integer}. Find P(Ā ∩ B̄)

1
3. (a) If A and B are two mutually exclusive events show that
P(A|B̄) = P(A)/[1 − P(B)].

(b) If A and B are two mutually exclusive events and P(A ∪ B) 6= 0, show that
P(A)
P(A|A ∪ B) = .
P(A) + P(B)

(c) If A and B are two independent events show that


P(A ∪ B) = 1 − P(Ā) · P(B̄).

4. (a) In terms of probabilities, p1 = P(A), p2 = P(B) and p3 = P(A ∩ B); Express the following
probabilities in terms of p1, p2 and p3: (a1) P(A∪B), (a2) P(A|B), (a3) P(Ā∩B), (a4) P((A∪
B)c), (a5) P(Ā ∪ B̄), (a6) P(Ā ∪ B), (a7) P(Ā ∩ B̄), (a8) P(A ∩ B̄), (a9) P(B|Ā), (a10) P(Ā ∩
(A ∪ B)) under the condition that
(i) A and B are mutually exclusive,
(ii) A and B are independent.
(b) Let A and B be the possible outcomes ofan experiment and suppose
P(A) = 0.4, P(A ∪ B) = 0.7, and P(B) = p.
(i) For what choice of p are A and B mutually exclusive?
(ii) For what choice of p are A and B independent?

5. (a) Two-third of the students in a class are boys and the rest girls. It is known that the probability
of a girl getting a first class is 0·25 and that of boy getting a first class is 0·28. Find the
probability that a student chosen at random will get first class marks in the subject.
(b) A bag contains 10 balls, two of which are red, three blue and five black. Three balls are
drawn at random from the bag, that is every ball has an equal chance of being included in
the three. What is the probability that
(i) the three balls are of different colours,

2
(ii) two balls are of the same colour, and
(iii) the balls are all of the same colour?
6. (a) Two fair dice are thrown independently. Three events A, B and C are defined as follows:
A: Odd face with first die
B: Odd face with second die
C: Sum of points on two dice is odd.
Are the events A, B and C mutually independent?
Hint. Compute P(A ∩ B), P(A ∩ C), P(B ∩ C), P(A ∩ B ∩ C) and conclude.
(b) A lot contains 50 defective and 50 non-defective bulbs. Two bulbs are drawn at random one
at a time, with replacement. The events A, B and C are defined as
A = The first bulb is defective
B = The second bulb is non-defective
C= The two.bulbs are both defective or both non-defective
Determine whether
(i) A, B and C are pairwise independent,
(ii) A, B and C are independent.
7. A box contains 9 discs of which 4 are red, 3 are white and 2 are blue. Three discs are to be
drawn without replacement from the box. Calculate:
a. The probability that the discs, in the order drawn will be coloured red, white and blue
respectively.
b. The probability that one disc of each colour will be drawn.
c. The probability that the 3rd disc drawn will be red.
d. The probability that no red disc will be drawn.
e. The most probable number of red discs that will be drawn.
f. The expected number of red discs that will be drawn.
3
2 Random variables

8. (a) A pair of fair dice is rolled.


(i) write down the sample space, S.
(ii) What is the cardinality of S?
(iii) If X is a random variable which defines the maximum on the two dice, write out the
range space X(S) of the sample space S.
(iv) Hence, construct the probability distribution of X.
(b) A random variable X has the following probability distribution:
x 0 1 2 3 4 5 6 7
p(x) 0 k 2k 2k 3k k2 2k 2 7k 2 + k

(i) Find k,
(ii) Evaluate P(X < 6), P(X ≥ 6), and P(0 < X < 5),
(iii) If P(X ≤ c) > 21 , find the minimum value of c, and
(iv) Determine the distribution function of X.

9. (a) A random variable X has the following probability function:


x -2 -1 0 1 2 3
p(x) 0.1 k 0.2 2k 0.3 k

(i) Find the value of k and calculate mean and variance of X.


(ii) Construct the c.d.f. FX (x) of X and draw its graph.
(b) Given the following probability distribution: Let Y = X 2 + 2X, then find
x 0 1 2 3
p(x) 0.1 0.3 0.5 0.1

(i) the probability function of Y ,


(ii) mean and variance of Y .

4
x -3 -1 0 1 2 3 5 8
FX (x) 0.10 0.30 0.45 0.50 0.75 0.90 0.95 1.0

10. (a) The following is the c.d.f. of a discrete random variable X:


(i) Find the probability distribution of X.
(ii) Find P(X is even) and P(1 ≤ X ≤ 8).
(iii) Find P(X = −3|X < 0) and P(X ≥ 3|X > 0).
(b) If p(x) = x
15 for x = 1, 2, 3, 4, 5, and zero elsewhere, find
(i) P(X = 1 or 2),
(ii) P( 12 < X < 5
2 X > 1).
11. (a) The probability mass function of a random variable X is zero except at the points x = 0, 1, 2.
At these points it has the values p(0) = 3c3, p(1) = 4c − 10c2 and p(2) = 5c − 1 for some
c > 0.
(i) Determine the value of c.
(ii) Compute the probabilities, P(X < 2) and P(1 < X ≤ 2).
(iii) Describe the distribution function and draw its graph.
(iv) Find the largest x such that F (x) < 21 .
(v) Find the smallest x such that F (x) ≥ 13 .
(b) Given that f (x) = k( 12 )x is a probability distribution for a random variable which can take on
the values x = 0, 1, 2, 3, 4, 5, 6, find k and find an expression for the corresponding cumulative
probabilities F (x).
12. (a) The diameter of an electric cable; say X, is assumed to be a continuous random variable with
p.d.f. f (x) = 6x(1 − x), 0 ≤ x ≤ 1.
(i) Check that above is p.d.f.,
(ii) Determine a number b such that P(X < b) = P(X > b).
(b) A continuous random variable X has a p.d.f. f (x) = 3x2, 0 ≤ x ≤ 1. Find a and b such
that:
5
(i) P(X ≤ a) = P(X > a),
(ii) P(X > b) > 0.05.

13. (a) A probability curve y = f (x) has a range from 0 to +∞. If f (x) = e−x, find the mean and
variance and the third moment about mean.
(b) If f1 and f2 are p.d.f.’s and we have θ1 + θ2 = 1, check whether g(x) = θ1f1(x) + θ2f2(x), is
a p.d.f.

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