Bennett University

Department of ECE
EECE201L – Probability Theory and Stochastic Processes

Assignment Problems

Instructions:
Each student should solve 1 problem from each of the set in this assignment.
The student will solve the problem whose serial number is the serial number assigned to the
student.
Eg: If the serial number assigned to student is 12, the student will solve Problem 12 from
all the sets.
If any student solves problems apart from the ones he/she has to, marks will be deducted
accordingly. No two students will have the same set of Problems.

Set 01
1) Five people are sitting at a table in a restaurant. Two of them order coffee and the other three
order tea. The waiter forgot who ordered what and puts the drinks in a random order for the
five persons. Specify an appropriate sample space and determine the probability that each
person gets the correct drink.

2) A parking lot has 10 parking spaces arranged in a row. There are 7 cars parked. Assume that
each car owner has picked at a random a parking place among the spaces available. Specify an
appropriate sample space and determine the probability that the three empty places are adjacent
to each other.

3) Somebody is looking for a top-floor apartment. She hears about two vacant apartments in a
building with 7 floors and 8 apartments per floor. What is the probability that there is a vacant
apartment on the top floor?

4) You choose at random two cards from a standard deck of 52 cards. What is the probability
of getting a ten and hearts?
5) A box contains 7 apples and 5 oranges. The pieces of fruit are taken out of the box, one at a
time and in a random order. What is the probability that the bowl will be empty after the last
apple is taken from the box?

6) A group of five people simultaneously enter an elevator at the ground floor. There are 10
upper floors. The persons choose their exit floors independently of each other. Specify an
appropriate sample space and determine the probability that they are all going to different floors
when each person randomly chooses one of the 10 floors as the exit floor. How does the answer
change when each person chooses with probability 1/2 the 10th floor as the exit floor and the
other floors remain equally likely as the exit floor with a probability of 1/18 each.

7) Three friends and seven other people are randomly seated in a row. Specify an appropriate
sample space to answer the following two questions.
(a) What is the probability that the three friends will sit next to each other?
(b) What is the probability that exactly two of the three friends will sit next to each other?

8) You and two of your friends are in a group of 10 people. The group is randomly split up into
two groups of 5 people each. Specify an appropriate sample space and determine the probability
that you and your two friends are in the same group.

9) You are dealt a hand of four cards from a well-shuffled deck of 52 cards. Specify an
appropriate sample space and determine the probability that you receive the four cards J, Q, K,
A in any order, with suit irrelevant.

10) You draw at random five cards from a standard deck of 52 cards. What is the probability
that there is an ace among the five cards and a king or queen?

11) Three balls are randomly dropped into three boxes, where any ball is equally likely to fall
into each box. Specify an appropriate sample space and determine the probability that exactly
one box will be empty.

12) An electronic system has four components labeled as 1, 2, 3, and 4. The system has to be
used during a given time period. The probability that component i will fail during that time
period is fi for i = 1, . . . , 4. Failures of the components are physically independent of each
other. A system failure occurs if component 1 fails or if at least two of the other components
fail. Specify an appropriate sample space and determine the probability of a system failure.
13) You choose at random a point inside a rectangle whose sides have the lengths 2 and 3.
What is the probability that the distance of the point to the closest side of the rectangle is no
more than a given value a with 0 < a < 1?

14) Pete tosses n + 1 fair coins and John tosses n fair coins. What is the probability that Pete
gets more heads than John? Answer this question first for the cases n = 1 and n = 2

15) Bill and Mark take turns picking a ball at random from a bag containing four red balls and
seven white balls. The balls are drawn out of the bag without replacement and Mark is the first
person to start. What is the probability that Bill is the first person to pick a red ball?

16) Three desperados A, B and C play Russian roulette in which they take turns pulling the
trigger of a six-cylinder revolver loaded with one bullet. Each time the magazine is spun to
randomly select a new cylinder to fire as long the deadly shot has not fallen. The desperados
shoot according to the order A,B,C,A,B,C, . . .. Determine for each of the three desperados the
probability that this desperado will be the one to shoot himself dead.

17) The probability that a visit to a particular car dealer results in neither buying a second-hand
car nor a Japanese car is 55%. Of those coming to the dealer, 25% buy a second-hand car and
30% buy a Japanese car. What is the probability that a visit leads to buying a second-hand
Japanese car?

18) A fair die is repeatedly rolled and accumulating counts of 1s, 2s, . . .,6s are recorded. What
is an upper bound for the probability that the six accumulating counts will ever be equal?

19) A fair die is rolled six times. What is the probability that the largest number rolled is r for
r = 1, . . . , 6?

20) Mr. Fermat and Mr. Pascal are playing a game of chance in a café in Paris. The first to win
a total of ten games is the overall winner. Each of the two players has the same probability of
1/2 to win any given game. Suddenly the competition is interrupted and must be ended. This
happens at a moment that Fermat has won a games and Pascal has won b games with a < 10
and b < 10. What is the probability that Fermat would have been the overall winner when the
competition would not have been interrupted? Hint: imagine that another 10−a+10−b−1 games
would have been played.

21) A random number is repeatedly drawn from 1, 2, . . . , 10. What is the probability that not
all of the numbers 1, 2, . . . , 10 show up in 50 drawings?
22) Three couples attend a dinner. Each of the six people chooses randomly a seat at a round
table. What is the probability that no couple sits together?

23) You roll a fair die six times. What is the probability that three of the six possible outcomes
do not show up and each of the other three possible outcomes shows up two times? What is the
probability that some outcome shows up at least three times?

24) An airport bus deposits 25 passengers at 7 stops. Each passenger is as likely to get off at
any stop as at any other, and the passengers act independently of one another. The bus makes
a stop only if someone wants to get off. What is the probability that somebody gets off at each
stop?

25) Consider a communication network with four nodes n1, n2, n3 and n4 and five directed
links l1 = (n1, n2), l2 = (n1, n3), l3 = (n2, n3), l4 = (n3, n2), l5 = (n2, n4) and l6 = (n3, n4). A
message has to be sent from the source node n1 to the destination node n4. The network is
unreliable. The probability that the link li is functioning is pi for i = 1, . . . , 5. The links behave
physically independent of each other. A path from node n1 to node n4 is only functioning if
each of its links is functioning. Use the inclusion-exclusion formula to find the probability that
there is some functioning path from node n1 to node n4. How does the expression for this
probability simplify when pi = p for all i?
 SET 02

1) Three fair dice are rolled. What is the probability that the sum of the three outcomes is 10
given that the three dice show different outcomes?

2) A bag contains four balls. One is blue, one is white and two are red. Someone draws together
two balls at random from the bag. He looks at the balls and tells you that there is a red ball
among the two balls drawn out. What is the probability that the other ball drawn out is also
red?

3) A fair coin is tossed n times. What is the probability of heads on the first toss given that r
heads were obtained in the n tosses?

4) A hand of 13 cards is dealt from a standard deck of 52 cards. What is the probability that it
contains more aces than tens? How does this probability change when you have the information
that the hand contains at least one ace?

5) In a high school class, 35% of the students take Spanish as a foreign language, 15% take
French as a foreign language, and 40% take at least one of these languages. What is the
probability that a randomly chosen student takes French given that the student takes Spanish?

6) Fifty different numbers are arranged in a matrix with 5 rows and 10 columns. You pick at
random one number from the matrix. Let A be the event that the number comes from an odd-
numbered row and B be the event that the number comes from the first five columns. Are the
events A and B independent?

7) A bowl contains four red and four blue balls. As part of drawing lots, you choose four times
two balls at random from the bowl without replacement. What is the probability that one red
and one blue ball are chosen each time?

8) There are three English teams among the eight teams that have reached the quarter-finals of
the Champions League soccer. What is the probability that the three English teams will avoid
each other in the draw if the teams are paired randomly?

9) A jar contains three white balls and two black balls. Each time you pick at random one ball
from the jar. If it is a white ball, a black ball is inserted instead; otherwise, a white ball is
inserted instead. You continue until all balls in the jar are black. What is the the probability
that you need no more than five picks to achieve this?

10) You are among N players that will play a competition. A lottery is used to determine the
placement of each player. You have an advantage. Two tickets with your name are put in a hat,
while for each of the other players only one ticket with her/his name is put in the hat. The hat
is well shaken and tickets are drawn one by one from the hat. The order of names appearing
determines the placement of each player. What is the probability that you will get assigned the
nth placement for n = 1, 2, . . . ,N?

11) A person removes two randomly chosen letters of the message HAPPY HOUR that is
attached on a billboard in a restaurant. His friend puts the two letters back in a random order.
What is the probability that HAPPY HOUR appears again?

12) A professor gives only two types of exams, “easy” and “ hard”. You will get a hard exam
with probability 0.80. The probability that the first question on the exam will be marked as
difficult is 0.90 if the exam is hard and is 0.15 otherwise. What is the probability that the first
question on your exam is marked as difficult? What is the probability that your exam is hard
given that the first question on the exam is marked as difficult?

13) Bill and Mark play a series of games until one of the players has won two games more than
the other player. Any game is won by Bill with probability p and by Mark with probability q =
1 − p. The results of the games are independent of each other. What is the probability that Bill
will be the winner of the match?

14) Somebody puts eight balls into a bowl. The balls have been colored independently of each
other and each ball has been colored red or white with equal probabilities. This all happens
unseen to you. Then you see that two red balls are added to bowl. Next five balls ball are taken
at random from the bowl and are shown to you. All these five balls are white. What is the
probability that all the other five balls in the bowl are red?

15) Player 1 tosses N + 1 times a fair coin and player 2 tosses N times a fair coin. Player 1 wins
the game if player 1 tosses more heads than player 2; otherwise, player 2 wins.
(a) What is the probability of a tie after N tosses?
(b) What is the probability that player 1 will win the game?
 16) A jar contains five blue balls and five red balls. You roll a fair die once. Next you randomly
draw (without replacement) as many balls from the jar as the number of points you have rolled
with the die.
(a) What is the probability that all of the balls drawn are blue?
(b) What is the probability that the number of points shown by the die is r given that all of the
balls drawn are blue?

17) A tennis tournament is arranged for 8 players. It is organized as a knockout tournament.

First, the 8 players are randomly allocated over four groups of two players each. In the semi-
finals the winners of the groups 1 and 2 meet each other and the winners of the groups 3 and
4. In any match either player has a probability 0.5 of winning. John and Pete are among the 8
players. What is the probability that they meet each other in the semi-finals? What is the
probability that they meet each other in the final?

18) A biased coin is tossed repeatedly. The probability that a toss of the coin results in heads
is p with 0 < p < 1.
(a) Give a recursion for the probability that the total number of heads after n tosses is even.
(b) Give a recursion for the probability that a sequence of n tosses does not show five or more
consecutive heads.

8E-25 19) A lottery organization distributes one million tickets every week. At one end of the ticket,
there is a visible printed number consisting of six digits, say 070469. At the other end of the
ticket, another six-digit number is printed, but this number is hidden by a layer of scratch-away
silver paint. The ticket holder scratches the paint away to reveal the underlying number. If the
number is the same as the number at the other end of the ticket, it is a winning ticket. The two
six-digit numbers on each of the one million tickets printed each week are randomly generated
in such a way that no two tickets are printed with the same visible numbers or the same hidden
numbers. Assume that in a particular week only one half of the tickets printed are sold. What
is the probability of exactly r winners in that week for r = 0, 1, . . .?

20) In a binary transmission channel, a 1 is transmitted with probability 0.8 and a 0 with
probability 0.2. The conditional probability of receiving a 1 given that a 1 was sent is 0.95, the
conditional probability of receiving a 0 when a 0 was sent is 0.99. What is the probability that
a 1 was sent when receiving a 1?

21) An oil explorer performs a seismic test to determine whether oil is likely to be found in a
certain area. The probability that the test indicates the presence of oil is 90% if oil is indeed
present in the test area and the probability of a false positive is 15% if no oil is present in the
test area. Before the test is done, the explorer believes that the probability of presence of oil in
the test area is 40%. Use Bayes’ rule in odds form to revise the value of the probability of oil
being present in the test area given that the test gives a positive signal.

22) A family is chosen at random from all three-child families. What is the probability that the
chosen family has one boy and two girls if the family has a boy among the three children?

23) A box contains 10,000 coins. One of the coins has heads on both sides but all the other
coins are fair coins. You choose at random one of the coins. Use Bayes’ rule in odds form to
find the probability that you have chosen the two-headed coin given that the first 15 tosses all
have resulted in heads. What is the answer when you would have obtained 25 heads in a row
in the first 25 tosses?

24) Your friend has generated two random numbers from 1, . . . , 10, independently of each
other. Use Bayes’ rule in odds form to answer the following two questions.
(a) What is the probability that both numbers are even given the information that there is an
even number among the two numbers?
(b)What is the probability that both numbers are even given the information that the number 2
is among the two numbers?

25) Your friend is a basketball player. To find out how good he is in free throws, you ask him
to shoot 10 throws. You assume the three possible values 0.25, 0.50 and 0.75 for the success
probability of the free shots of your friend. Before the 10 throws are shot, you believe that these
three values have the respective probabilities 0.2, 0.6 and 0.2. What is the posterior distribution
of the success probability given that your friend scores 7 times out of the 10 throws?
 SET 3
1) Five men and five women are ranked according to their scores on an exam. Assume that no
two scores are the same and all possible rankings are equally likely. Let the random variable X
be the highest ranking achieved by a women. What is the probability mass function of X?

2) Accidentally, two depleted batteries got into a set of five batteries. To remove the two
depleted batteries, the batteries are tested one by one in a random order. Let the random variable
X denote the number of batteries that must be tested to find the two depleted batteries. What is
the probability mass function of X?

3) You roll a fair dice twice. Let the random variable X be the product of the outcomes of the
two rolls. What is the probability mass function of X? What are the expected value and the
standard deviation of X?

4) In a lottery a four-digit number is chosen at random from the range 0000 − 9999. A lottery
ticket costs $2. You win $50 if your ticket matches the last two digits but not the last three,
$500 if your ticket matches the last three digits but not all four, and $5,000 if your ticket
matches all four digits. What is the expected payoff on a lottery ticket? What is the house edge
of the lottery?

5) The following dice game is offered to you. You may simultaneously roll one red die and
three blue dice. The stake is $1. If none of the blue dice matches the red die, you lose your
stake; otherwise, you get anyway paid k +1 dollars if exactly k of the blue dice match the red
die. In the case that exactly one blue die matches the red die, you get paid an additional $0.50
if the other two blue dice match. What is the expected payoff of the game?

6) The following game is offered. There are 10 cards face-down numbered 1 through 10. You
can pick one card. Your payoff is $0.50 if the number on the card is less than 5 and is the dollar
value on the card otherwise. What are the expected value and the standard deviation of your
payoff?

7) A fair die is rolled six times. What are the expected value and the standard deviation of the
smallest number rolled?

8) Eleven closed boxes are put in random order in front of you. One of these boxes contains a
devil’s penny and the other ten boxes contain given dollar amounts a1, . . . , a10. You may open
as many boxes as you wish, but they must be opened one by one. You can keep the money
from the boxes you have opened as long as you have not opened the box with the devil’s penny.
Once you open this box, the game is over and you lose all the money gathered so far. What is
a good stopping rule to maximize the expected value of your gain?

9) You play a sequence of s games, where s ≥ 2 is fixed. The outcomes of the various games
are independent of each other. The probability that you will win the kth game is 1/k for k = 1,
2, . . . , s. You get one dollar each time you win two games in a row. What is the expected value
of the total amount you will get?

10) You toss a biased coin with probability p of heads, while your friend tosses at the same
time a fair coin. What is the probability distribution of the number of tosses until both coins
simultaneously show the same outcome?

11) You distribute randomly 25 apples over 10 boxes. What is the expected value of the number
of boxes that will contain exactly k apples for k = 0, 1, . . . , 25?

12) You have a thoroughly shuffled deck of 52 cards. Each time you choose one card from the
deck. The drawn card is put back in the deck and all 52 cards are again thoroughly shuffled.
You continue this procedure until you have seen all four different aces. What are the expected
value and the standard deviation of the number of times you have to draw a card until you have
seen all four different aces?

13) A group of m people simultaneously enter an elevator at the ground floor. Each person
randomly chooses one of the r floors 1, 2, . . . , r as the exit floor, where the choices of the
persons are independent of each other. The elevator only stops on a floor if at least one person
wants to exit on that floor. No other people enter the elevator at any of the floors 1, 2, . . . , r.
What are the expected value and the standard deviation of the number of stops the elevator will
make?

14) (a) An integer is repeatedly drawn at random from 1, 2, . . . , 10. What are the expected
value and the standard deviation of the number of integers from 1, 2, . . . , 10 that do not show
up in 20 drawings? (b) In each drawing of the Lotto 6/45 six different integers are randomly
chosen from 1, 2, . . . , 45. What are the expected value and the standard deviation of the number
of integers from 1, 2, . . . , 45 that do not show up in 15 drawings?

15) Take a random permutation of the integers 1, 2, . . . , n. Let us say that the integers i and j
with i ≠ j are switched if the integer i occupies the jth position in the random permutation and
the integer j the ith position. What is the expected value of the total number of switches?
 16) You have two coins. One coin is fair and the other is biased with probability p of heads.
The first toss is done with the fair coin. At the subsequent tosses the fair coin is used if the
previous toss resulted in heads and the biased coin is used otherwise. What is the expected
value of the number of heads in r tosses for r = 1, 2, . . .?

17) A bag contains R red balls and W white balls. Each time you take one ball out of the bag
at random and without replacement. You stop as soon as all red balls have been taken out of
the bag. What is the expected number of white balls remaining in the bag when you stop?

18) Let the random variable X be defined by X = Y Z, where Y and Z are independent random
variables each taking on the values -1 and 1 with probabilities 0.5. Verify that X is independent
of both Y and Z, but not of Y + Z.

9E-22 19) Let X and Y be independent random variables, where X is binomially distributed with
parameters n and p and Y is binomially distributed with parameters m and p.
(a) Explain in terms of Bernoulli experiments that X + Y is binomially distributed with
parameters n + m and p. Next give a formal proof.
(b) Verify that for fixed k the probabilities P(X = j | X + Y = k) for j = 0, . . . , k constitute a
hypergeometric distribution.

20) A radioactive source emits particles toward a Geiger counter. The number of particles that
are emitted in a given time interval is Poisson distributed with expected value λ. An emitted
particle is recorded by the counter with probability p, independently of the other particles. Let
the random variable X be the number of recorded particles in the given time interval and Y be
the number of unrecorded particles in the time interval. What are the probability mass functions
of X and Y ? Are X and Y independent?

21) (a) The random variable X is Poisson distributed with expected value λ.
Verify that E[λg(X +1)−Xg(X)] = 0 for any bounded function g(x) on the integers 0, 1, . . . .

22) You first roll a fair die once. Next you roll the die as many times as the outcome of this
first roll. Let the random variable X be the total number of sixes in all the rolls of the die,
including the first roll. What is the probability mass function of X?

23) Packages have a nominal net weight of 1 kg. However their actual net weights have a
uniform distribution over the interval 980 g to 1030 g. (a) Find the probability that the net
weight of a package is less than 1 kg. (b) Find the probability that the net weight of a package
is less than w grams, where 980 < w < 1030. (c) If the net weights of packages are independent,
find the probability that, in a sample of five packages, all five net weights are less than w grams
and hence find the probability density function of the weight of the heaviest of the packages.
(Hint: all five packages weigh less than w grams if and only if the heaviest weighs less that w
grams).

24) In the manufacture of petroleum the distilling temperature (T ◦C) is crucial in determining
the quality of the final product. T can be considered as a random variable uniformly distributed
over 150◦C to 300◦C. It costs £C1 to produce 1 gallon of petroleum. If the oil distils at
temperatures less than 200◦C the product sells for £C2 per gallon. If it distils at a temperature
greater than 200◦C it sells for £C3 per gallon. Find the expected net profit per gallon.

25) One hundred people line up to board an airplane. Each has a boarding pass with assigned
seat. However, the first person to board has lost his boarding pass and takes a random seat.
After that, each person takes the assigned seat if it is unoccupied, and one of unoccupied seats
at random otherwise. What is the probability that the last person to board gets to sit in his
assigned seat?
 SET 04

1) The density function of the continuous random variable X is given by f(x) = c(x + √𝑥) for 0
< x < 1 and f(x) = 0 otherwise. What is the constant c? What is probability density of 1/X ?

2) The radius of a circle is uniformly distributed on (0, 1). What is the probability density of
the area of the circle?

3) You choose at random a point inside a rectangle whose sides have the lengths 2 and 3. Let
the random variable X be the distance from the point to the closest side of the rectangle. What
is the probability density of X? What are the expected value and the standard deviation of X?

4) Liquid waste produced by a factory is removed once a week. The weekly volume of waste
in thousands of gallons is a continuous random variable with probability density function f(x)
= 105x4(1−x)2 for 0 < x < 1 and f(x) = 0 otherwise. How to choose the capacity of a storage
tank so that the probability of overflow during a given week is no more than 5%? Assume that
the storage tank has a capacity of 0.9 expressed in thousands of gallons. The cost of removing
x > 0 units of waste at the end of the week is 1.25 + 0.5x. Additional costs 5 + 10z are incurred
when the capacity of the storage tank is not sufficient and an overflow of z > 0 units of waste
occurs during the week. What are the expected value and the standard deviation of the weekly
costs?

5) You have to make an one-time business decision how much stock to order in order to meet
a random demand during a single period. The demand is a continuous random variable X with
a given probability density f(x). Suppose you decide to order Q units. What is the probability
that the initial stock Q will not be enough to meet the demand? What is the expected value of
the stock left over at the end of the period? What is the expected value of demand that cannot
be satisfied from stock?

6) Let Q be a fixed point on the circumference of a circle with radius r. Choose at random a
point P on the circumference of the circle and let the random variable X be the length of the
line segment between P and Q. What are the expected value and the standard deviation of X?

7) An insurance policy for water damage pays an amount of damage up to $450. The amount
of damage is uniformly distributed between $250 and $1,250. The amount of damage
exceeding $450 is covered by a supplement policy up to $500. Let the random variable Y be
the amount of damage paid by the supplement policy. What are the expected value and the
probability distribution function of Y ?
8) An expensive item is being insured against early failure. The lifetime of the item is normally
distributed with an expected value of seven years and a standard deviation of two years. The
insurance will pay a dollars if the item fails during the first or second year and 1/2a dollars if
the item fails during the third or fourth year. If a failure occurs after the fourth year, then the
insurance pays nothing. How to choose a such that the expected value of the payment per
insurance is $50?

9) Let θ be a randomly chosen angle in (0, π/4 ). The random variable Y is defined as the y-
coordinate of the point at which the ray through the origin at angle θ intersects the line x = 1 in
the plane. What are the expected value and the standard deviation of the area of the triangle
with the corner points (0, 0), (1, 0) and (1, Y )? What is the probability density of this area of
this triangle?

10) A shot is fired at a very large circular target. The horizontal and vertical coordinates of the
point of impact are independent random variables each having a standard normal density. Here
the center of the target is taken as the origin. What is the density function of the distance from
the center of the target to the point of impact? What are the expected value and the mode of
this distance?

11) Let (X, Y) be a randomly chosen point on the circumference of the unit circle having (0,
0) as center. What is the expected length of the line segment between the points (X, Y) and (1,
0)? Hint: note that X is distributed as cos(θ), where θ is uniformly distributed on (0, 2π).

12) Choosing at random a point in (0, 1) divides this interval into two subintervals. What is the
expected value of the subinterval covering a given point s with 0 < s < 1?

13) (a) The random variable X has a standard normal distribution. What is the probability
density of the random variable Y = X2?
(b) The random variable X has a standard normal distribution. What is the probability density
of the random variable Y =√|𝑥|?

8
14) The random variable X has the probability density function f(x) = 𝜋 √𝑥(1 − 𝑥) for 0 < x
< 1 and f(x) = 0 otherwise. What is the probability density function of the random variable Y
= 2X + 1?

15) The random variable X has the Cauchy density f(x) = 1/π(1+x2) for −∞ < x < ∞. Find the
probability density of the random variable Y = 1/X .
 16) Let X be a continuous random variable with probability density function f(x). How would
you define the conditional expected value of X given that X ≤ a? What is E(X | X ≤ a) when X
is exponentially distributed with parameter λ?

17) In a video game with a time slot of fixed length T, signals are generated according to a
Poisson process with rate λ, where T > 1/λ. During the time slot you can push a button only
once. You win if at least one signal occurs in the time slot and you push the button at the
occurrence of the last signal. Your strategy is to let pass a fixed time s with 0 < s < T and push
the button upon the first occurrence of a signal (if any) after time s. What is your probability
of winning the game? What value of s maximizes this probability?

18) Cars pass through an out-of-the way village according to a Poisson process. The probability
of one or more cars passing through the village during one hour is 0.64. What is the probability
of a car passing through the village during the next half hour?

10E-26 19) Two instruments are used to measure the unknown length of a beam. If the true length of
the beam is l, the measurement error made by the first instrument is normally distributed with
mean 0 and standard deviation 0.006l and the measurement error made by the first instrument
is normally distributed with mean 0 and standard deviation 0.004l. The two measurement errors
are independent of each other. What is the probability that the average value of the two
measurements is within 0.5% of the actual length of the beam?

20) The lifetimes of two components in an electronic system are independent random variables
X1 and X2, where Xi has a normal distribution with an expected value of μi time units and a
standard deviation of μi time units. What is the probability that the lifetimes of the two
components expire within a time units from each other?

21) A new casino has just been opened. The casino owner makes the following promotional
offer to induce gamblers to play at his casino. People who bet $10 on red get half their money
back if they lose the bet, while they get the usual payout of $20 if they win the bet. This offer
applies only to the first 2,500 bets. In the casino European roulette is played so that a bet on
red is lost with probability 19/37 and is won with probability 18/37. Use the normal distribution
to approximate the probability that the casino owner will lose more than 6,500 dollars on the
promotional offer.

22) It has been determined that 5% of drivers checked at a road stop show traces of alcohol and
10% of drivers checked do not wear seat belts. In addition, it has been observed that the two
infractions are independent from one another. If an officer stops five drivers at random: (a)
Calculate the probability that exactly three of the drivers have committed any one of the two
offenses. (b) Calculate the probability that at least one of the drivers checked has committed at
least one of the two offenses.

23) An agent sells life insurance policies to five equally aged, healthy people. According to
recent data, the probability of a person living in these conditions for 30 years or more is 2/3.
Calculate the probability that after 30 years: (a) All five people are still living (b) At least three
people are still living (c) Exactly two people are still living.

24) (a) Suppose there is a disease, whose average incidence is 2 per million people. What is
the probability that a city of 1 million people has at least twice the average incidence?

(b) Suppose disease A occurs with incidence 1.7 per million, disease B occurs with incidence
2.9 per million. Statistics are compiled, in which these diseases are not distinguished, but
simply are all called cases of disease “AB”. What is the probability that a city of 1 million
people has at least 6 cases of AB?

25) The thickness x of a protective coating applied to a conductor designed to work in corrosive
conditions follows a uniform distribution over the interval [20, 40] microns. Find the mean,
standard deviation and cumulative distribution function of the thickness of the protective
coating. Find also the probability that the coating is less than 35 microns thick.
 SET 05
1) A fair coin is tossed three times. Let X be the number of heads among the first two tosses
and Y be the number of heads among the last two tosses. What is the joint probability mass
function of X and Y? What is E(XY )?

2) You have two fair coins. The first coin is tossed five times. Let the random variable X be
the number of heads showing up in these five tosses. The second coin is tossed X times. Let Y
be the number of heads showing up in the tosses of the second coin. What is the joint probability
mass function of X and Y? What is E(X + Y)?

3) In the final of the World Series Baseball, two teams play a series consisting of at most seven
games until one of the two teams has won four games. Two unevenly matched teams are pitted
against each other and the probability that the weaker team will win any given game is equal
to 0.45. Let X be equal to 1 if the stronger team is the overall winner and X be equal to 0
otherwise. The random variable Y is defined as the number of games the final will take. What
is the joint probability mass function of X and Y?

4) A standard deck of 52 cards is thoroughly shuffled and laid face-down. You flip over the
cards one by one. Let the random variable X1 be the number of cards flipped over until the first
ace appears and X2 be the number of cards flipped over until the second ace appears. What is
the joint probability mass function of X1 and X2? What are the marginal distributions of X1
and X2?

5) You roll a fair die once. Let the random variable N be the outcome of this roll. Two persons
toss each N fair coins, independently of each other. Let X be the number of heads obtained by
the first person and Y be the number of heads obtained by the second person. What is the joint
probability mass function of X and Y? What is the numerical value of P(X = Y)?

6) You simultaneously roll d fair dice. Let the random variable X be the outcome of the highest
scoring die and Y be the outcome of the second highest scoring die with the convention that
the second-highest score equals the highest score in the case that two or more dice yield the
highest score. What is the joint probability mass function of X and Y?

7) The joint probability mass function of the lifetimes X and Y of two connected components
in a machine can be modeled by p(x, y) = e−2/ x!(y−x)! for x = 0, 1, . . . and y = x, x + 1, . . ..
(a) What are the marginal distributions of X and Y?
(b) What is the joint probability mass function of X and Y −X? Are X and Y − X independent?
(c) What is the correlation between X and Y?
8) A fair coin is rolled six times. Let X be the number of times a 1 is rolled and Y be the number
of times a 6 is rolled. What is the joint probability mass function of X and Y ? What is the
correlation coefficient of X and Y?

9) The joint density function of the continuous random variables X and Y is given by f(x, y) =
cxy for 0 < y < x < 1 and f(x, y) = 0 otherwise. What is the constant c? What are the marginal
densities fX(x) and fY(y)?

10) The joint density function of the random variables X and Y is given by f(x, y) = x + y for
0 ≤ x, y ≤ 1 and f(x, y) = 0 otherwise. Consider the circle centered at the origin and passing
through the point (X, Y). What is the probability that the circumference of the circle is no more
than 2π?

11) A stick is broken into three pieces at two randomly chosen points on the stick. What is the
probability that no piece is longer than half the length of the stick?

12) There are two alternative routes for a ship passage. The sailing times for the two routes are
random variables X and Y that have the joint density function f(x, y) = (1/10)*e−1/2 (y+3−x) for 5
< x < 10, y > x − 3 and f(x, y) = 0 otherwise. What is P(X < Y)?

13) The joint density function of the random variables X and Y is given by f(x, y) = xe−x(y+1)
for x, y > 0 and f(x, y) = 0 otherwise. What is the density function of the random variable XY?

14) The joint density function of the random variables X and Y is given by f(x, y) = (1/2)*(x +
y)e−(x+y) for x, y > 0 and f(x, y) = 0 otherwise. What is the density function of the random
variable X + Y?

15) The lifetimes X and Y of two components in a machine have the joint density function f(x,
y) = (1/4)*(2y + 2 − x) for 0 < x < 2, 0 < y < 1 and f(x, y) = 0 otherwise.
(a) What is the probability density of the time until neither of two components is still working?
(b) What is the probability distribution of the amount of time that the lifetime X survives the
lifetime Y?
 16) An unreliable electronic system has two components hooked up in parallel. The lifetimes
X and Y of the two components have the joint density function f(x, y) = e−(x+y) for x, y ≥ 0. The
system goes down when both components have failed. The system is inspected every T time
units. At inspection any failed unit is replaced. What is the probability that the system goes
down between two inspections? What is the expected amount of time the system is down
between two inspections?

17) An electronic device contains two circuits. The second circuit is a backup for the first and
is switched on only when the first circuit has failed. The electronic device goes down when the
second circuit fails. The continuous random variables X and Y denote the lifetimes of the first
circuit and the second circuit and have the joint density function f(x, y) = 24/(x + y)4 for x, y >
1 and f(x, y) = 0 otherwise. What is the expected value of the time until the electronic device
goes down? What is the probability density function of this time?

18) The joint density function f(a, b) of the random variables A and B is given by f(a, b) = a+b
for 0 < a, b < 1 and f(a, b) = 0 otherwise. What is the probability that the equation Ax2 + Bx +
1 = 0 has two real roots?

11E-17b 19) The joint density function f(a, b, c) of the random variables A, B, and C is given by f(a, b,
c) = 2/3 (a + b + c) for 0 < a, b, c < 1 and f(a, b, c) = 0 otherwise. What is the probability that
the equation Ax2 + Bx + C = 0 has two real roots?

20) Choose three random numbers X1, X2 and X3 from (0, 1), independently of each other.
What is the probability P(X1 > X2 + X3)? What is the probability that the largest of the three
random numbers is greater than the sum of the other two?

21) Let X1,X2, . . . ,Xn be independent random variables that are uniformly distributed on (0,
1). What is P(X1 + X2 + ・ ・ ・ + Xn ≤ 1)? Answer this question for n = 2 and n = 3.

22) The random variables X andY are independent and uniformly distributed on (0, 1). Let V
= X +Y and W = X/Y. What is the joint density of V and W? Are V and W independent?

23) The random variables V and W are defined by V = Z12 + Z22 and W = V = Z12 - Z22 where
Z1 and Z2 are independent random variables each having the standard normal distribution.
What is the joint density function of V and W? Are V and W independent?
24) The random variables X and Y are independent and exponentially distributed with
parameter μ. Let V = X + Y and W = X / X+Y. What is the joint density of V and W? Prove
that V and W are independent.

25) The continuous random variables X and Y have the joint density function f(x, y) =
cxe−1/2 x(1+y2) for x, y > 0 and f(x, y) = 0 otherwise. What is the constant c? What are the marginal
densities of X and Y?
 SET 06

1) In a close election between two candidates A and B in a small town the winning margin of
candidate A is 1,422 to 1,405 votes. However, 101 votes are illegal and have to be thrown out.
Assuming that the illegal votes are not biased in any particular way and the count is otherwise
reliable, what is the probability the removal of the illegal votes changes the result of the
election?

2) A bowl contains n red balls and m white balls. You randomly pick without replacement one
ball at a time until you have r red balls. What is the probability that you need k draws?

3) You and your friend both draw a random number from 1, 2, . . . , 10 at the same time and
independently of each other. This procedure is repeated until you have drawn one of the four
numbers 1, . . . , 4 or your friend has drawn one of the six numbers 5, . . . , 10. The first player
to get one of his marked numbers is the winner with the convention that you are the winner if
a tie occurs. What is your probability of winning the game? What is the probability mass
function of the length of the game?

4) The G–50 airplane is at the end of its lifetime. The remaining operational lifetime of the
plane and is 3, 4 or 5 years each with probability 1/3. A decision must be made how many spare
parts of a certain component to produce. The demand for spare parts of the component is
Poisson distributed with an expected value of λ units per year for each year of the remaining
lifetime of the plane, where the demands in the various years are independent of each other. It
is decided to produce Q units of the spare part. What is the probability that the production size
will not be enough to cover the demand? What is the expected value of the shortage? What is
the expected value of the number of units left over at the end of the operational lifetime of the
plane?

5) You have bought 10 young beech trees. They come from a garden center and were randomly
chosen from a collection of 100 trees consisting of 50 trees from tree-nurseryman A and 50
trees from tree-nurseryman B. Ten percent of the trees from tree-nurseryman A and five percent
of the trees from tree-nurseryman B do not know grow well. What is the probability that no
more than one of your ten trees will not grow well?

6) In the lotto 6/49 six different numbers are drawn at random from 1, 2, . . . , 49. What is the
probability that the next drawing will have no numbers common with the last two two
drawings?
7) Bill and Matt choose each five different numbers at random from the numbers 1, 2, . . . ,
100. What is the expected number of common numbers in their choices? What is the probability
that the choices of Bill and Matt have a number in common?

8) You are offered the following game. You can repeatedly pick at random an integer from 1,
. . . , 25. Each pick costs you one dollar. If you decide to stop, you get paid the dollar amount
of your last pick. What strategy should you use to maximize your expected net payoff?

9) The continuous random variables X and Y have the joint density function f(x, y) = 6(x − y)
for 0 < y < x < 1 and f(x, y) = 0 otherwise. Determine the correlation coefficient of X and Y.

10) A machine produces parts that are either good (80%), slightly defective (10%), or obviously
defective (10%). Produced parts get passed through an automatic inspection machine, which is
able to detect any part that is obviously defective and discard it. What is the quality of the parts
that make it through the inspection machine and get shipped?

11) Suppose that five good fuses and two defective ones have been mixed up. To find the
defective fuses, we test them one-by-one, at random and without replacement. What is the
probability that we are lucky and find both of the defective fuses in the first two tests?

12) If six cards are selected at random (without replacement) from a standard deck of 52 cards,
what is the probability there will be no pairs? (two cards of the same denomination)

13) Urn 1 contains 5 white balls and 7 black balls. Urn 2 contains 3 whites and 12 black. A fair
coin is flipped; if it is Heads, a ball is drawn from Urn 1, and if it is Tails, a ball is drawn from
Urn 2. Suppose that this experiment is done and you learn that a white ball was selected. What
is the probability that this ball was in fact taken from Urn 2? (i.e., that the coin flip was Tails)

14) One half percent of the population has a particular disease. A test is developed for the
disease. The test gives a false positive 3% of the time and a false negative 2% of the time. (a).
What is the probability that Joe (a random person) tests positive? (b). Joe just got the bad news
that the test came back positive; what is the probability that Joe has the disease?

15) Consider the game of Let’s Make a Deal in which there are three doors (numbered 1, 2, 3),
one of which has a car behind it and two of which are empty (have “prizes”). You initially
select Door 1, then, before it is opened, Monty Hall tells you that Door 3 is empty (has a prize).
You are then given the option to switch your selection from Door 1 to the unopened Door 2.
What is the probability that you will win the car if you switch your door selection to Door 2?
Also, compute the probability that you will win the car if you do not switch.

16) Consider the game of Let’s Make a Deal in which there are five doors (numbered 1, 2, 3,
4, and 5), one of which has a car behind it and four of which are empty (have “prizes”). You
initially select Door 1, then, before it is opened, Monty Hall opens two of the other doors that
are empty (selecting the two at random if there are three empty doors among {2,3,4,5}). (We
are assuming that Monty Hall knows where the car is and that he selects doors to open only
from among those that are empty.) You are then given the option to switch your selection from
Door 1 to one of the two remaining closed doors. Given that Monty opens Door 2 and Door 4,
what is the probability that you will win the car if you switch your door selection to Door 3?
Also, compute the probability that you will win a car if you do not switch.

17) Let A and B be independent events with P(A) = 1/4 and P(A ∪ B) = 2P(B) − P(A). Find
(a). P(B); (b). P(A|B); and (c). P(Bc|A).

18) Let three fair coins be tossed. Let A = { all heads or all tails }, B = { at least two heads },
and C = { at most two tails }. Of the pairs of events, (A,B), (A,C), and (B,C), which are
independent and which are dependent? Justify.

19) Consider independent trials consisting of rolling a pair of fair dice, over and over. What is
the probability that a sum of 5 appears before a sum of 7?

20) Jill’s bowling scores are approximately normally distributed with mean 170 and standard
deviation 20, whereas Jack’s scores are approximately normally distributed with mean 160 and
standard deviation 15. If Jack and Jill each bowl one game, approximate the probability that
(a) Jack’s score is higher;
(b) the total of their scores is above 350.

21) The cumulative distribution function of random variable V is

Calculate the mean, variance and third moment of random variable V.

22) The cumulative distribution function of random variable U is

Find the mean and variance of random variable U.

23) X is a continuous uniform (−5, 5) random variable. Find the PDF, CDF of X. Calculate
its mean and variance.

24) For constants a and b, random variable X has PDF

What conditions on a and b are necessary and sufficient to guarantee that fX(x) is a valid
PDF?

25) U is a uniform (0, 1) random variable and X = −ln(1 − U). Find the PDF, CDF of random
variable X. Calculate the expected value of X.
 SET 07
1) In the final of the World Series Baseball, two teams play a series consisting of at most seven
games until one of the two teams has won four games. Two unevenly matched teams are pitted
against each other and the probability that the weaker team will win any given game is equal
to 0.45. What is the conditional probability mass function of the number of games played in
the final given that the weaker team has won the final?

2) A fair die is repeatedly rolled. Let the random variable X be the number of rolls until the
face value 1 appears and Y be the number of rolls until the face value 6 appears. What are E(X
| Y = 2) and E(X | Y = 20)?

3) The continuous random variables X and Y satisfy fY(y | x) = 1/x for 0 < y < x and fY(y | x)
= 0 otherwise. The marginal density function of X is given by fX(x) = 2x for 0 < x < 1 and fX(x)
= 0 otherwise. What is the conditional density fX(x | y)? What is E(X | Y = y)?

4) Eleven closed boxes are put in random order in front of you. One of these boxes contains a
devil’s penny and the other ten boxes contain given dollar amounts a1, . . . , a10. You may
mark as many boxes as you wish. The marked boxes are opened. You win the money from
these boxes if the box with the devil’s penny is not among the opened boxes; otherwise, you
win nothing. How many boxes should you mark to maximize your expected return?

5) You first toss a fair coin five times. Next you toss the coin as many times as the number of
heads showing up in these five tosses. Let the random variable X be the number of heads in all
tosses of the coin, including the first five tosses. Use conditional expectations to find the
expected value of X.

6) You first roll a fair die once. Next you roll the die as many times as the outcome of this first
roll. Let the random variable X be the total number of sixes in all the rolls of the die, including
the first roll. Use conditional expectations to find the expected value of X.

7) The random variables X and Y have a joint density function. The random variable Y is
positive with E(Y) = 1 and Var(Y ) = 2. The conditional distribution of X given that Y = y is
the uniform distribution on (1−y, 1+y) for any y. What are E(X) and Var(X)?

8) You draw at random a number p from the interval (0, 1). Next you toss n times a coin with
probability p of heads. What is the probability mass function of the number of times that heads
will appear?
9) Let θ and R be independent random variables, where θ is uniformly distributed on (−π, π)
1
− 𝑟2
and R is a positive random variable with density function r𝑒 2 for r > 0. Define the random
variables V and W by V = Rcos(θ) and W = Rsin(θ). What is the conditional density function
of V given that W = w? What is E(V | W = w)?

10) Let X1,X2, . . . be independent random variables that are uniformly distributed on (0, 1).
The random variable N is defined as the smallest n ≥ 2 for which Xn > X1. What is the
probability mass function of N?

11) Let X, Y and Z be independent random variables each having a Poisson distribution with
expected value λ. Use the law of conditional probability to find the joint probability mass
function of V = X + Y and W = X + Z?

12) Suppose that the random variables X and Y have a joint density function f(x, y). Prove that
cov(X, Y) = 0 if E(X | Y = y) does not depend on y.

13) Let U1 and U2 be two independent random variables that are uniformly distributed on (0,
1). How would you define the conditional densities of U1 and U2 given that U1 > U2? What
are E(U1 | U1 > U2) and E(U2 | U1 > U2)?

15) Suppose that the random variable B has the standard normal density. What is the
conditional probability density function of the sum of the two roots of the quadratic equation
x2 + 2Bx + 1 = 0 given that the two roots are real?

16) A bin contains N strings. You randomly choose two loose ends and tie them up. You
continue until there are no more free ends. What is the expected number of loops you get?

17) You sample a random observation of a Poisson distributed random variable with expected
value 1. The result of the random draw determines the number of times you toss a fair coin.
What is the probability distribution of the number of heads you will obtain?

18) You perform the following experiment. First you generate a random number from (0, 1).
Then you simulate an integer by taking a random observation from a Poisson distribution
whose expected value is given by the random number you have generated. Let the random
variable X be the integer you will obtain from this experiment. What is the probability mass
function of X?
13E-26 19) You simulate a random observation from the random variable X with the gamma density
where r and p are given positive numbers. Then
you generate an integer by taking a random observation from a Poisson distribution whose
expected value is given by the number you have simulated from the gamma density. Let the
random variable N denote the generated integer. What is the probability mass function of N?

20) On the day before the exam, each student entering the GSI’s office will ask a question that
will come out for the exam with probability p. The number of student going to office hours that
day is Poisson distributed with mean λ. What is the probability that the GSI does not have to
answer an exam question?

21) A lost tourist arrives at a point with 3 roads. The first road brings him back to the same
point after 1 hours of walk. The second road brings him back to the same point after 6 hours of
travel. The last road leads to the city after 2 hours of walk. There are no signs on the roads.
Assuming that the tourist chooses a road equally likely at all times. What is the mean time until
the tourist arrives to the city.

22) If X is a discrete random variable, prove that E[Y] = EX[E[Y |X]].

23) The citizens of Indonesia withdraw money from a cash machine according to the following
probability function (X):
Amount, x($) 50 100 200
P(X=x) 0.3 0.5 0.2

The number of customers per day has the distribution N ∼ Poisson(λ). Let TN = X1 + X2 + . .
. + XN be the total amount of money withdrawn in a day, where each Xi has the probability
function above, and X1, X2, . . . are independent of each other and of N. TN is a randomly
stopped sum, stopped by the random number of N customers. (a) Find E(X) and Var(X). (b)
Find E(TN ) and Var(TN ): the mean and variance of the amount of money withdrawn each
day.

24) There are 64 teams who play single elimination tournament, hence 6 rounds, and you have
to predict all the winners in all 63 games. Your score is then computed as follows: 32 points
for correctly predicting the final winner, 16 points for each correct finalist, and so on, down to
1 point for every correctly predicted winner for the first round. (The maximum number of
points you can get is thus 192.) Knowing nothing about any team, you flip fair coins to decide
every one of your 63 bets. Compute the expected number of points.
25) Let Y be a discrete random variable, with probability function pY given by

Compute expectation of random variable Y.

 SET 08
1) Derive the MGF of a Bernoulli distribution.
2) Derive the MGF of a Binomial distribution.
3) Derive the MGF of a hypergeometric distribution.
4) Derive the MGF of a negative binomial distribution.
5) Derive the MGF of a normal distribution.
6) Derive the MGF of a standard normal distribution.
7) Derive the MGF of a Gamma distribution.
8) Derive the MGF of a Beta distribution.
9) Derive the MGF of uniform distribution.
10) Derive the MGF of Cauchy’s distribution.
11) The continuous type of random variable X has the following density function: f(x) is 1 for
0<X<1 and 0 otherwise. Compute mean and variance of X. (b) When Y = −2 log X, derive the
moment-generating function of Y. Note that the log represents the natural logarithm.

12) Suppose that Y is a random variable with moment generating function H(t). Suppose further
that X is a random variable with moment generating function M(t) given by M(t) = (1/3) (2e3t
+1)H(t). Given that the mean of Y is 10 and the variance of Y is 12, then determine the mean
and variance of X.

13) ) Suppose that from past data a professor knows that the test score of a typical student
taking their final examination is a normal random variable with mean 73 and standard deviation
10. (a) If 4 students are selected at random, what is the probability that their sample average
grade will be within 5 of 73? (b) What is the minimum number of students that need to take
the examination to ensure, with probability at least 99.7%, that the class average would be
within 5 of 73?

14) A team of four students are sent to a particular station to measure rainfall. 20% of the
measurements are done by student A, who makes a mistake in measurement once in 20 times
on an average. 30% of the measurements are done by student B, who makes a mistake once in
10 times on an average. 15% of the measurements are done by student C, who makes a mistake
once in 20 times on an average. 5% of the measurements are done by student D, who makes a
mistake once in 20 times on an average. (a) What is the probability that a particular
measurement checked at random will be found to be a wrong one? (b) If a particular
measurement is found to be wrong, what is the probability that it is recorded by student A?
15) For what value of k is f (x, y) = ke-(x+ y ) a joint pdf of (X, Y) over the region
0 £ x £ 1; 0 £ y £ 1?

16) The joint pdf of (X,Y) is given by f (x, y) = e- y x > 0; y > x. Find the marginal pdf of X
(b) Find the marginal pdf of Y

17) The total number of rainstorms in a year in a particular river basin is a normally distributed
random variable. The mean number of rainstorms per year is 35 and standard deviation is 5.5.
(a) What is the probability that the number of rainstorms in a certain year is between 25 and
40? (b) What is the probability that the number of rainstorms in a certain year is less than 10?
(c)What is the 95% dependable number of rainstorms in a year?

18) The time between breakdowns of a road construction equipment can be modeled as a
lognormal variate with a mean of 5 months and standard deviation of 1.2 months. If the desired
probability of the equipment being operational at any given time be 90% (a) How often should
the equipment be scheduled for maintenance? (b) If a certain equipment is in good operating
condition at the time it is scheduled for maintenance, what is the probability that it can operate
for at least another month without its regular maintenance?

19) In a certain location, it is observed that the depth H to which a pile can be driven in the
soil without encountering rock stratum is a lognormal variate with mean 9.5 m and standard
deviation 1.9 m. (a) What is the probability that the depth H will be between 5 m and 15 m?
(b) What is the probability that the depth H will be at least 8 m?

20) The waste generated from a manufacturing plant is treated daily so that there is 90%
probability that the treated effluent will meet the pollution control standards on a given day.
(a) What is the probability that the treated effluent will not meet the pollution control standards
in exactly 2 of the next 7 days?
(b) What is the probability that that the treated effluent will not meet the pollution control
standards in atmost 2 of the next 7 days?

21) A tower was built to a certain height against a design wind speed of 100 kmph which has
a return period of 20 years.
(a) What is the probability that design wind speed will be exceeded within the return period?
(b) If the design wind speed is exceeded, then the probability of damage to the tower is 70%;
what is the probability that the tower will be damaged within three years ?

22) In a certain stretch of a highway, the average number of accidents is 4 per year.
Assuming that the occurrence of accidents is a Poisson process,
(a) what is the probability that there would be no accidents on the highway next year?
(b) what is the probability that there would be exactly 3 accidents next year?
(c) what is the probability that there would be 4 or more accidents next year?
23) A certain probability density function is expressed as fX(x) = 0.2 for x = 0, αe-0.25x for
x>0, and 0 elsewhere. (a) Find the value of 𝛼. (b) Formulate the CDF.

24) A company insures homes in three cities, J, K, L. The losses occurring in these cities are
independent. The moment-generating functions for the loss distributions of the cities
are MJ (t) = (1 − 2t)−3, MK(t) = (1 − 2t)−2.5, ML(t) = (1 − 2t)−4.5
Let X represent the combined losses from the three cities. Calculate E(X3).

√2|𝑥−𝜇|
−
25) A random variable X has probability density fX(x) = 𝐶𝑒 𝜎 where μ is a real
number and 𝜎 is a positive real number. Find (a) value of constant C (b) Mean of X (c)
Variance of X.