MTL 106 (Introduction to Probability Theory and Stochastic Processes)

Tutorial Sheet No. 6 (Limiting Probabilities)

1. Let {Xn } be a sequence of independent random variables defined by
1 1
P {Xn = 0} = 1 − , and P {Xn = 1} = , n = 1, 2, . . . .
n n
a.s
(a) Find the distribution of X such that Xn −→ X
p
(b) Find the distribution of X such that Xn −→ X

2. For each n ≥ 1 , let Xn be an uniformly distributed random variable over set 0, n1 , n2 , · · · , n−1

n , 1 . Prove
that Xn convergence to U [0, 1] in distribution.
3. Let (Ω, =, P ) = ([0, 1] , B (R) ∩ [0, 1] , U ([0, 1])). Let {Xn , n = 2, . . .} be a sequence of random variables with
d d
Xn = U 21 − n1 , 12 + n1 . Prove or disprove that Xn −→ X with X = 12 .
 

Pn
4. Let X1 , X2 , . . . be a sequence of i.i.d. random variables such that Xi ∼ N (0, 1). Define Sn = i=1 Xi , n =

20
1, 2, . . .. Then, as n → ∞, Snn converges in probability to X. Find X?

5. Consider polling of n voters and record the fraction Sn of those polled who are in favour of a particular

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candidate. If p is the fraction of the entire voter population that supports this candidate, then Sn =
X1 +X2 +...+Xn
n , where Xi are i.i.d. random variables with B(1, p). How many voters should be sampled so
2 01
that we wish our estimate Sn to be within 0.02 of p with probability at least 0.90?
6. Suppose that 30 electronic devices say D1 , D2 , . . . , D30 are used in the following manner. As soon as D1
fails, D2 becomes operative. When D2 fails, D3 becomes operative etc. Assume that the time to failure of
Di is an exponentially distributed random variable with parameter = 0.1(hour)−1 . Let T be the total time
of operation of the 30 devices. What is the probability that T exceeds 350 hours?
er

7. Let X ∼ Bin (n, p). Use the CLT to find n such that: P [X > n/2] ≤ 1 − α. Calculate the value of n when
t

α= 0.90 and p =0.45.

es

n
X ni
8. Use CLT to show that limn→∞ e−n ' 0.5.
em

i=0
i!

9. A person puts few one rupee coins into a piggy-bank each day. The number of one rupee coins added on any
given day is equally likely to be 1, 2, 3, 4, 5 or 6, and is independent from day to day. Find an approximate
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probability that it takes at least 80 days to collect 300 rupees? Final answer can be in terms of Φ(z) where
Rz 2
Φ(z) = √12π −∞ e−t /2 dt.

10. Suppose that Xi , i = 1, 2, . . . , 30 are independent random variables each having a Poisson distribution with
parameter 0.01. Let S = X1 + X2 + . . . + X30 .
(a) Using central limit theorem evaluate P (S ≥ 3).
(b) Compare the answer in (a) with exact value of this probability.
7 2
P P (Xi = 1) = 9 = 1 − P (Xi = 0). Let Yi = Xi + Xi ,
11. Let X1 , X2 , . . . be iid random variables, each having pmf
30
i = 1, 2, . . .. Use central limit theorem to evaluate P i=1 Yi > 60 approximately. Final answer can be in
z 2
terms of Φ(z) where Φ(z) = √12π −∞ e−t /2 dt.
R

12. Consider the dinning hall of Aravali Hostel, IIT Delhi which serves dinner to their hostel students only. They
are seated at 12-seat tables. The mess secretary observes over a long period of time that 95 percent of the
time there are between six and nine full tables of students, and the remainder of the time the numbers are
equally likely to fall above or below this range. Assume that each student decides to come with a given
probability p, and that the decisions are independent. How many students are there? What is p?

1
13. Let X1 , X2 , . . . be a sequence of independent and identically distributed random
P100 variables with mean 1 and
variance 1600, and assume that these variables are non-negative. Let Y = k=1 Xk .
(a) What does Markov’s inequality tell you about the probability P (Y ≥ 900).
(b) Use the central limit theorem to approximate the probability P (Y ≥ 900). Final answer can be in terms
Rz 2
of Φ(z) where Φ(z) = √12π −∞ e−t /2 dt.

14. A person stands on the street and sells newspapers. Assume that each of the people passing by buys a
newspaper independently with probability 31 . Let X denote the number of people passing past the seller during
the time until he sells his first 100 copies of the newspaper. Using CLT, find P (X ≤ 300) approximately.
Rz t2
Final answer can be in terms of φ(z) where φ(z) = √12π −∞ e− 2 dt.

15. Let X1 , X2 , . . . be iid random variables, each having Bernoulli distribution with parameter 8/9.
(a) Find the distribution of Yi = Xi + Xi2 , i = 1, 2, . . ..
P 
20
(b) Use central limit theorem to evaluate P i=1 Yi > 20 approximately. Final answer can be in terms
Rz 2
of Φ(z) where Φ(z) = √12π 0 e−t /2 dt.

20
16. Let X1 , X2 , . . . , Xn be n independent Poisson distributed random variables with means 1, 2, . . . , n respectively.

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Find an x in terms of t such that
2
!
Sn − n2

where Φ is the CDF of N (0, 1).

P
n 2 01
≤ t ≈ Φ(x), for sufficiently large n

17. Using MGF, find the limit of Binomial distribution with parameters n and p as n → ∞ such that np = λ so
er
that p → 0.
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