UNIVERSITY OF GHANA

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BA/BSC. FIRST SEMESTER EXAMINATIONS: 2019/2020
DEPARTMENT OF STATISTICS & ACTUARIAL SCIENCE
STAT 221: INTRODUCTION TO PROBABILITY I (3 CREDITS)
INSTRUCTION: Answer all questions in Section A and two questions from
Section B.

Statistical tables are to be provided

TIME ALLOWED: THREE (3) HOURS

Section A (50 marks)

Answer all questions

A1. The proportion of impurities per batch in a chemical product is a random variable Y
with probability density function given as:

12y 2 (1 − y), 0 < y < 1
f (y) =
0, otherwise
Find the mean and variance of the proportion of impurities in a randomly selected
batch of chemical. [6 marks]

A2. It is known that a particular coin is twice as likely to turn up tails as heads. If the
coin is tossed independently, what is the probability that the third head occurs on the
fifth toss? [5 marks]

A3. A discrete random variable X has probability mass function (p.m.f )

 n
1
P (X = n) =
2

Let 
1, if x is even
Y =
−1, if x is odd
Find the p.m.f of Y . [5 marks]

Examiners : Dr. Louis Asiedu/ Dr. Gabriel Kallah-Dagadu Page 1 of 5

A4. A manufacturing company asserts that shelf life of their alcoholic beverage follows the
exponential distribution with parameter mean 0.2 days;

(a) Find the half-life of the alcoholic beverage. [3 marks]

(b) If the manufacturer decides to give consumers of the beverage, 95% safe product
assurance, what should be the estimated Best Before (BB) date. [4 marks]

A5. Identify the probability distributions of the random variables with the following
moment generating functions;

(a) M (t) = (1 − 4t)−2 , [2 marks]

1
(b) M (t) = , [2 marks]
(1 − 3.2t)

(c) M (t) = exp{−5t + 6t2 }. [2 marks]

t
(d) MX (t) = e2(e −1) [2 marks]

A6. The width of a slot of a duralumin forging is (in inches) normally distributed with
µ = 0.9000 and σ = 0.0030. The specification limits were given as 0.9000 ± 0.0050.
What percentage of forgings will be defective? [6 marks]

A7. A continuous random variable X has cumulative distribution function, F (x) given as

 0, x < −2
x+2

F (y) = , −2 ≤ x ≤ 4
 6

1, x > 4

(a) Find P (X < 0). [3 marks]

(b) Find the probability density function, f (x) of X and identified the distribution
completely. [5 marks]

(c) Find the mean and the variance of X. [4 marks]

Examiners : Dr. Louis Asiedu/ Dr. Gabriel Kallah-Dagadu Page 2 of 5

 Section B (50 marks)
Answer any two questions from this section.
All questions carry equal marks.

B1. (a) i. Given that a random variable Z follows the standard normal distribution
N (0, 1). Find the moment generating function (m.g.f) of Z. [6 marks]

ii. Hence or otherwise, find the moment generating function (m.g.f) of X, if

X = µ + Zσ. [5 marks]

iii. From your results in (ii), show that; E[X] = µ and V ar(X) = σ 2 .
[6 marks]

(b) Suppose the random variable Z has a standard normal distribution, Z ∼ N (0, 1).
Find and identify the density function of Y , if

i. Y = −2lnZ. [4 marks]

ii. Y = Z 2 . [4 marks]

B2. (a) Suppose that the lifetime (in hours) Y of an electronic component is a random
variable with probability density function

 0.01e−0.01y , y ≥ 0
f (y) =
0, otherwise


What is the probability that such a component lasts for at least 150 hours?
[5 marks]

(b) Suppose that three of these components are installed in a device in series, so that
all three must work in order for the device to work. Also suppose that the three
components operate independently. What is the probability that the device will
fail in less than 150 hours? Assume that the device will work unless one or more
of these components fails. [6 marks]

Examiners : Dr. Louis Asiedu/ Dr. Gabriel Kallah-Dagadu Page 3 of 5

 (c) Suppose that X is a random variable with probability mass function (p.m.f) given
as 
 0.3, x = 0
P (X = x) = 0.1, x = 2
0.6, x = 3


Given that Y = 3(X − 1)2 , find;

i. the expectation and variance of X, [4 marks]

ii. the expectation of Y . [5 marks]

iii. Given that FY (t) is the cumulative distribution function of Y , find FY (7).
[5 marks]

B3. (a) Given that X ∼ Γ(α, β), with a probability density function;

1
 (βx)α−1 βe−βx , x ≥ 0
f (x) = Γ(α)
 0, elsewhere
where α, β are fixed positive constants.
i. Find the moment generating function (m.g.f) of X. [5 marks]

ii. Find the mean and variance of X, using the m.g.f of X. [6 marks]

1
iii. Identify the distribution of X if α = 1 and β = . [2 marks]
2

(b) Given that X = ki=1 Zi , where Zi , i = 1, 2, 3, . . . , k are k independent geometric

P
random variables each with parameter θ, 0 < θ < 1.

i. Identify the distribution of X. [2 marks]

ii. Find the expectation, E[X] and variance, V [X] of X. [6 marks]

iii. Find the expected value and variance of the number of times one must throw
a die until the outcome 1 occurs 4 times. [4 marks]

Examiners : Dr. Louis Asiedu/ Dr. Gabriel Kallah-Dagadu Page 4 of 5

 B4. (a) An urn contains N items of which k are defective and the remaining are
non-defective. Suppose that n of the items are selected at random without
replacement from the urn (n < N ). Let X be the number of defective items
found.

i. What are the possible values of X. [3 marks]

ii. Write down an expression for the probability distribution of X,

P (X = x) and prove that the function so specified is legitimate. [4 marks]

k
iii. If p = and q = 1 − p, show that
N
 
n x n−x
limN →∞ P (X = x) = p q ,
k
x = 0, 1, 2, . . . , n [8 marks]

(b) i. The random variable Y is truncated exponentially distributed with parameter

λ and has a probability density function (p.d.f) given as;
( 1
λe−λy , y ≥ τ
f (y) = c
0, elsewhere

where c is an unknown positive constant.

Given that, X is exponentially distributed with parameter λ and
P (X ≥ τ ) = c, show that f (y) is legitimate. [3 marks]

ii. Deduce that, E[Y |Y ≥ T ] = E[Y ] + T and hence find the expected value of
Y given that Y exceeds 3. [7 marks]

Examiners : Dr. Louis Asiedu/ Dr. Gabriel Kallah-Dagadu Page 5 of 5