BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI- K. K.

BIRLA GOA
CAMPUS
First Semester 2015-2016
Tutorial Sheet - 4
Course No. MATH F113
Course title: Probability and Statistics
Date: sep 03, 2015

1. Verify that the following functions are probability density functions and find CDF:
1 2
0<x1

2x ,
(

x2 + 3(x 1)2 ,
1<x2
|x|, |x| < 1
(i) f (x) =
(ii) f (x) =
2
2
2

x + 3(x 1) + 2(x 2) , 2 < x 3

0,
elsewhere

0,
elsewhere
2. Proposed cumulative distributions are given, find the density that would be associated with
each, and decide weather it really does define a valid continuous density. If it does not,
explain what property fails

0, x 0

x < 1
x 2 , 0 < x 1
0,
2
(i) F (x) = x + 1, 1 x 0 (ii) F (x) = x
1

,
<
x

1,
x>0
2
1, x > 1
3. If X is uniformly distributed with mean 1 and variance 43 , find P (X < 0) .
4. If X U (0, 1), let Y = a + (b a)x, then Y U (a, b)
5. If X has a uniform distribution in [0, 1], find the distribution of 2 log X. Identify the
distribution also.
6. Subway trains on a certain line runs every half hour between midnight and six in the
morning. What is the probability that a man entering the station at a random time during
this period will have to wait at least twenty minutes?
7. Show that the graph of the density for a Gamma random variable with parameter and
assumes its maximum value at x = ( 1) for > 1.
8. (a)Prove the following:
(i) If Xi (i , ), i = 1, 2, ..., n are independent then

Pn

i=1

Xi (

Pn

i=1

i , ).

(ii) If X (, ), then for any k > 0, kX (, k)

(iii) If Xi , i = 1, 2, ..., n are
P independent exponentially distributed random variables with the
same parameter , then ni=1 Xi has the Gamma distribution with parameters n and .
(iv)If the inter-occurrence times of events are independent exponential variates with the same
parameter , then the time until the rth occurrence of the event has Gamma distribution with
parameters r and .

(v) If the inter-occurrence times of events are independent exponential variates with the same
parameter , then Xt , the number of events occurring in any interval of length, t say [0, t) has
Poisson distribution with parameter t, Where = 1 .
9. Instantaneous surges of electrical current occur randomly and independently on a particular
line at an expected rate 0.1 per hour. The electrical system will fail after 4 surges. Determine
the probability that the system is still functioning in 10 hours.
10. Calls to an internet service provider are made independently and random at a constant
expected rate during the early morning hrs. It is currently 2 A. M. and the service providers
lines are all open. What is the probability that all the lines will remain open for the next 5
minutes, if the source provider expects 10 calls over the next 12 hour ?
11. A professor takes early retirement on July 1st exactly 3 months after his 60th birthday and
purchases a term life insurance policy for 25,000 dollars, the maturity date coincides with the
65th birthday. According to a mortality table for similarly situated men, the probability that
a male of exact age 60 dies before reaching his 61st birthday is 0.0138. Determine the
probability that the professor dies before reaching his 61st birthday if deaths are assumed to
be exponentially distributed between these days.
12. The life length X of an electrical component follows and exponential distribution. There are 2
processes by which component may be manufactured. The expected life length of the
component is 100 hrs. if process I is used to manufacture, while 150 hrs. if process II is used.
The cost of manufacturing a single component by process I is Rs. 10 /- while it is Rs. 20 /- for
process II. Moreover, if the components last less than the guaranteed life of 200 hrs., a loss of
Rs. 50/- is to borne by the manufacturer. Which process is advantageous to manufacturer ?
13. Let X be a random variable with E(X m ) = (m + 1)!2m , m = 1, 2, 3, ..... Find the density of X.
14. Prove the memoryless property for exponential distribution.
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