MAST20006 Probability for Statistics /MAST90057 Elements of Probability

Assignment 3, Semester 1 2014

Due time: 4:30pm, Monday April 28.
Only Questions 1 and 2 will be marked by your tutor. The other questions
are mandatory with solutions to be given later. Two marks will be automatically
deducted if you do not provide evidence on your submitted work that you have
attempted all the questions.
1. A random variable X has a cdf given by
F(x) =

0, x < 0
1
2
x, 0 x < 1
1
4
x +
1
4
, 1 x < 3
1, x 3
(a) Sketch the graph of F(x). [1]
(b) Find the pdf f(x) of X and sketch its graph. [2]
(c) Find P(X
1
2
). [1]
(d) Find P(X >
1
3
). [1]
(e) Find P(X
4
3
). [1]
(f) What is P(X = 1)? [1]
(g) Find E(X), the expectation of X. [1]
(h) Find the 75th percentile of the distribution. Namely, nd the value of
0.75
so
that P(X
0.75
) = F(
0.75
) = 0.75. [1]
(i) Find the conditional probability P(X >
5
4
|X >
3
4
). [1]
2. A random variable X has a pdf given by
f(x) =

x, 0 x < 1,
2 x, 1 x < 2.
(a) Sketch the graph of f(x). [1]
(b) Find the cdf of X and sketch its graph. [3]
(c) Find E(X), the expectation of X. [1]
(d) Find E(X
2
), the second moment of X. Then nd the variance
2
of X. [2]
(e) Find M(t) = E(e
tX
), the mgf of X. Then nd the value of M(0). Further, nd
the value of lim
t0
M(t). [3]
3. Suppose a value is chosen at random in the interval [0,6]. In other words, x is an
observed value of a random variable X
d
= U(0, 6). The random variable X divides the
interval [0,6] into two subintervals, the lengths of which are X and 6 X respectively.
Denote by Y = min(X, 6 X), the length of the shorter one of the two intervals. Find
the probability P(Y > y) for any given y. Then nd both the cdf and the pdf of Y .
Can you tell the name of the distribution of Y ?
MAST20006/90057 Semester 1, 2014 Assignment 3 2
4. The moment-generating function of a r.v. X is
M(t) =
e
8t
e
4t
4t
, t = 0, and M(0) = 1.
(a) Find E(X).
(b) Find Var(X).
(c) Find P(4.5 < X < 7.5).
5. (Q3.3-8) Telephone calls to the general oce of a university department on a working
day follows a Poisson process with the rate of occurrence being 2 every 30 minutes.
Let X denote the waiting time (in minutes, counted from 10 am) until the rst call
that arrives.
(a) What is the pdf of X? Name the pdf if it has a name.
(b) Find P(X > 10).
(c) Find P(X > 15|X > 0).
6. The shelf life (in hours) of a certain perishable packaged food is a random variable
whose pdf is given by
f(x) =

210
4
(x+100)
3
, x > 0
0, elsewhere
(a) Find the probability that the shelf life is at least 200 hours.
(b) Find the probability that the shelf life is between 80 and 120 hours.
(c) Find the mean hours of the shelf life.
7. In a certain city, the daily consumption of electric power in millions of kilowatt hours
can be treated as a random variable having a gamma distribution with = 3 and
= 2. If the power plant of this city has a daily capacity of 12 million kilowatt-hours,
what is the probability that this power supply will be inadequate on any given day?
Find this probability using the relation between gamma and Poisson distributions.
8. Cars arrive at a toll booth at a mean rate of 5 cars every 10 minutes according to a
Poisson process. Find the probability that the toll collector will have to wait longer
than 28.41 minutes before collecting the 10th toll.(Hint: Use the relationship among
Poisson, gamma and chi-square distributions.)
Total marks = 20
2