Indian Institute of Information Technology Guwahati
Department of Science and Mathematics
MA203: Mathematics-III Problem set-3
Instructions: Solve all the questions. If you have doubt or confusion please let us know.
1. Find the MGFs of X ∼ P oi(λ), X ∼ U (a, b), X ∼ N (µ, σ 2 ).
2. Find the expected number of throws of a fair die required to obtain a 6. (Ans: 6.)
3. An enquiry office receives, on an average, 25, 000 telephone calls a day. What can you say about
the probability that this office will receive at least 30, 000 telephone calls tomorrow?
4. An enquiry office receives, on an average, 20, 000 telephone calls per day with a variance of
2, 500 calls. What can be said about the probability that this office will receive between 19; 900
and 20, 100 telephone calls tomorrow? What can you say about the probability that this office
will receive more than 20, 200 telephone calls tomorrow?
5. Four fair coins are flipped. If the outcomes are assumed independent, what is the probability
that two heads and two tails are obtained?
6. It is known that any item produced by a certain machine will be defective with probability 0.1,
independently of any other item. What is the probability that in a sample of three items, at
most one will be defective?
7. Suppose that the number of typographical errors on a single page of a book has a Poisson
distribution with parameter λ = 1. Calculate the probability that there is at least one error on
a particular page.
8. If the number of accidents according on a highway each day is a Poisson random variable with
parameter λ = 3, what is the probability that no accidents occur today?
9. A fair die is thrown, and an outcome of 4 or 5 is considered to be a success. If the die is thrown
9 times, and X denotes the number of successes, find (a) mean and variance of x, (b) P (x = 2),
P (x ≤ 2), P (x ≥ 2). (Ans : 3, 2, 0.234, 0.378, 0.857)
10. Suppose we know that the number of items produced in a factory during a week is a RV with
mean 500. Find an upper bound on the probability that this week’s production will be at least
1000? If the variance of a week’s production is known to equal to 100, then give a lower bound
on the probability that this week’s production will be between 400 and 600? (Hint: Moment
Inequalities)
CONTINUED
–2–
11. Let X be a CRV with PDF fX (x) that is symmetric about µ ∈ R, i.e., fX (µ + x) = fX (µ − x),
for all x ∈ (−∞, ∞). If E(X) finite, then show that E(X) = µ.
√ √
12. Consider a target comprising of three concentric circles of radii 1/ 3, 1, and 3 feet. Shots
within the inner circle earn 4 points, within the next ring 3 points and within the third ring 2
points. Shots outside the target do not earn any point. Let X denote the distance (in feet) of
the hit from the center and suppose that X has the PDF
(
2
π(1+x2 )
if x > 0
fX (x) =
0 otherwise.
Find the expected score in a single shot.
13. Find the raw moments of the random variable that has the MGF M (t) = (1 − t)−3 for t < 1.
(r+2)!
(Ans: The r-th raw moment is 2 .)
14. Let the random variable X have the MGF
1 1 1 1
MX (t) = e−t + et + e2t + e3t for t ∈ R.
8 4 8 2
Find the distribution of X.
15. If the MGF of a random variable X is
1 t
e − e−2t for t ̸= 0.
MX (t) =
3t
Find the PDF of Y = X 2 . (Hint: Try to identify the distribution of X from its MGF.)
16. Let X be a random variable with MGF M (t), |t| < h, for some h > 0. Prove that P (X ≥ a) ≤
e−at M (t) for 0 < t < h, and P (X ≤ a) ≤ e−at M (t) for −h < t < 0. (Hint: Markov Inequality)
17. Let X be a random variable such that P (X ≤ 0) = 0 and µ = E(X) is finite. Show that
P (X ≥ 2µ) ≤ 0.5. (Hint: Use Markov inequality.)
18. If X is a random variable such that E(X) = 3 and E(X 2 ) = 13, then determine a lower bound
21
for P (−2 < X < 8). (Hint: Use Chebyshev inequality. Ans: 25 .)
19. Let X be a random variable with p.d.f.
√ 1
if 0 < x < 1
fX (x) = π x(x−1)
0 otherwise.
Show that the distribution of X is symmetric about a point µ. Find this point µ. Also, find
E(X) and P (X > µ).
CONTINUED
–3–
20. Let X be a random variable with p.d.f.
1 x2
fX (x) = √ e− 2 if − ∞ < x < ∞
2π
d
Show that X = −X. Hence find E(X 3 ) and, P (X > 0).
21. Let X be a random variable with E(X) = 1. Show that E(e−X ) ≤ 31 .
22. Let X be a random variable such that P (X > 0) = 1. Show that:
(a) E(X 2m+1 ) ≥ (E(X))2m+1 ; m ∈ {1, 2, · · · };
(b) E(XeX ) + eE(X) ≥ E(X)eE(X) + E(eX ),
provided the involved expectations are finite.
