1/5/23, 7:11 PM

Basic Concepts of Discrete Random Variables Solved Problems

3.1.6 Solved Problems:

Discrete Random
Variables
Problem 1

Let X be a discrete random variable with the following PMF

0.1 for X = 0.2
0.2 for X = 0.4
0.2 for X = 0.5
Px(x) =
0.3 for X = 0.8
0.2 for x = l
0 otherwise

a.Find Rx, the range of the random variable X.

b.Find P(X:::; 0.5).
c.FindP(0.25 < X < 0.75).
<
d.Find P(X = 0.2IX 0.6).

• Solution
o a. The range of X can be found from the PMF. The range of X consists of possible values for X. Here we have

Rx = {0.2,0.4,0.5,0.8,1}.
b.
The event X :::; 0.5 can happen only if Xis 0.2,0.4,or 0.5. Thus,
P(X :::; 0.5) = P(X E {0.2,0.4,0.5})
= P(X= 0.2) + P(X= 0.4) + P(X= 0.5)
= Px( 0.2) + Px(0.4) + Px(0.5)
+
= 0.1 0.2 + 0.2 = 0.5
c.
Similarly, we have
P(0.25 <X< 0.75) = P(X E {0.4,0.5})
= P(X= 0.4) + P(X= 0.5)
= Px(0.4) + Px(0.5)
= 0.2 + 0.2 = 0.4
d.
This is a conditional probability problem, so we can use our famous formulaP(AIB) = P���:). We have

P(X = o.21x< 0.6) = P((X=0.2)and(X<0.6))

P(X<0.6)
P(X=0.2)
P(X<0.6)
Px(0.2)
Px(0.2)+Px(0.4)+Px(0.5)
0.1
= = 0 .2
0.1+0.2+0.2

Problem 2

I roll two dice and observe two numbers X and Y.

a.Find Rx, Ry and the PMFs of X and Y.

b.FindP(X = 2,Y = 6).
c.Find P(X > 3IY = 2).
d. Let Z = X +
Y. Find the range and PMF of Z.
e.FindP(X = 4IZ = 8).
• Solution
= Ry = {1,2,3,4,5,6}. Assuming the dice are fair, all values are equally likely so

t
o a. We have Rx

fork= 1,2,3,4,5,6
Px(k) =
otherwise
{
Similarly for Y,

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fork=l,2,3,4,5,6
otherwise

b. Since X and Y are independent random variables, we can write

P(X = 2, Y = 6) = P(X = 2)P(Y = 6)
1 1 1
6 "'if 3.6

c. Since X and Y are independent, knowing the value of Y does not impact the probabilities for X,
P(X > 3IY = 2) = P(X > 3)
= Px(4) + Px(5) + Px(6)
=.1+.1+.1=.1
6 6 6 2.

d. First, we have Rz = {2,3,4, ... , 12}. Thus, we need to findPz(k) fork= 2, 3,... , 12. We
have Pz(2) = P(Z= 2) = P(X= 1,Y = 1)
= P(X= l)P(Y = 1) (since X and Y are independent)
.1. .1 = ..1...
6 6 36'
Pz(3) = P(Z = 3) = P(X = 1, Y = 2) + P(X = 2, Y = 1)
= P(X = l)P(Y = 2) + P(X = 2)P(Y = 1)
= .1. .1+.1..1 = ..1...
6 6 6 6 18'
Pz(4) = P(Z = 4) = P(X = l,Y = 3) +P(X = 2,Y = 2) +P(X= 3,Y= 1)
= 3. i6 = {2.
We can continue similarly:

Pz(5) ..±.. .1.

36 9,

Pz(6) - ;6;
Pz(7) ..&... .1 .
36 6,

Pz(8) - ; ;
6
Pz(9) 4 .1.
36 9,
1
Pz(lO) = ;6 = 1 2;

Pz(ll) = i6 = 118;
1
Pz(l2) = 3 .
6
It is always a good idea to check our answers by verifying that LzERz Pz (z) = l. Here, we have
'L°-'zERz pz (z) .3.16.. + .31.6.. + .3l.6.. + .3±6.. + l 36 + . 3&6..
-- 5 4 3 2 1
+36 + 36+ 36+ 36+ 36
= l.
e. Note that here we cannot argue that X and Z are independent. [ndeed, Z seems to completely depend on X, Z = X + Y. To find the conditional
probability P( X = 41Z = 8), we use the formula for conditional probability
P(X = 4IZ= 8)= P(X=4,Z=8)
P(Z=8)
P(X=4,Y=4)
P(Z=8)
4 4
P(X= )P(Y= l (since X and Y are independent)
P(Z=8)
1 1
6.. 6
-5-
36
1
5·

Problem 3

I roll a fair die repeatedly until a number larger than 4 is observed. If N is the total number of times that I roll the die, find P(N = k), fork= l, 2, 3, ....

• Solution
o In each trial, I may observe a number larger than 4 with probability ¼ = ½. Thus, you can think of this experiment as repeating a Bernoulli experiment with
success probability p = ½ until you observe the first success. Thus, N is a geometric random variable with parameter p = ½, N ~ Geometric(½).

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Hence, we have

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fork= 1,2,3, ...
otherwise

Problem 4

You take an exam that contains 20 multiple-choice questions. Each question has 4 possible options. You know the answer to 10 questions, but you have no idea about
the other 10 questions so you choose answers randomly. Your score X on the exam is the total number of correct answers. Find the PMF of X. What is P( X > 15)?

• Solution
o Let's define the random variable Y as the number of your correct answers to the 10 questions you answer randomly. Then your total score will be
X = Y + 10. First, let's find the PMF ofY. For each question your success probability is¼· Hence, you perform 10 independent Bernoulli(¼)
trials and Y is the number of successes. Thus, we conclude Y ~ Binomial(l0, ¼), so

Py(y) =
{ (10) ( l )Y( l )10- for y = 0, 1, 2, 3, ... , 10
y otherwise
y 4 4
0

Now we need to find the PMF of X = Y + 10. First note that Rx = {10, 11, 12, ... , 20}. We can write
Px(l0) = P(X = 10) = P(Y +10 = 10)
= P(Y = 0) = (1o) (¼o) (¾)10-0= (¾)10;
Px(ll) = P(X = 11) = P(Y +10 = 11)
= P(Y = 1) = C10H¼)l(¾/O-l = 10 (¼) (¾)9.

So, you get the idea. In general fork E Rx = {10, 11, 12, ... , 20},
Px (k) = P( X = k) = P(Y + 10 = k)
= P(Y = k -10) = (k o) (¼)k-10(¾)20-k_

To summarize,

10 )(l)k-l0(l)20-k
(k-10 for k = 10, 11, 12, ... , 20
Px(k) 4 4
= 0 otherwise
{
In order to calculate P(X > 15), we know we should consider y = 6, 7, 8, 9, 10

Py(y) =
{ (10)
y
(l )Y( l )10-y
4 4
for y = 6, 7,8,9, 10
0 otherwise

Px(k) =
{ 10 ) (l)k- fork= 16,17, ... ,20
10(1)20-k
( k-10 otherwise
4 4
0

P(X > 15) = Px(16) + Px(l 7) + Px(18) + Px(19) + Px(20)

= (1 0)({)6({)4+ (1;)({)7({)3+ (1
6 8
o)({)s({)2
+ (19 0}¾)9({)+1 G }{)10(¾)0.
Problem 5

Let X ~ Pascal(m,p) and Y ~ Pascal(l,p) be two independent random variables. Define a new random variable as Z = X +Y. Find the PMF of Z.
• Solution
o This problem is very similar to Example 3.7, and we can solve it using the same methods. We will show that Z ~
Pascal( m + l, p). To see
this, consider a sequence of H sand Ts that is the result of independent coin tosses with P( H) = p, (Figure 3.2). lf we define the random variable
X as the number of coin tosses until the mth heads is observed, then X ~
Pascal (m, p). Now, if we look at the rest of the sequence and count

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~
the number of heads until we observe l more heads, then the number of coin tosses in this part of the sequence is Y Pascal(l,p). Looking from
+
the beginning, we have repeatedly tossed the coin until we have observed m l heads. Thus, we conclude the random variable Z defined as Z = X
+ Y has a
Pascal(m + l,p) distribution.

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Fig.3.2 - Sum of two Pascal random variables.

In particular, remember that Pascal(l, p) =

Geornetric(p). Thus, we have shown that if X and Y are two independent Geometric(p) random
variables, then X + Y is a Pascal(2,p) random variable. More generally, we can say that if X1, X2, X3, ... , Xm are m independent
Geometric(p) random variables, then the random variable X defined by X = X1 + X2+ ... +Xm has a Pascal(m,p) distribution.

Problem 6

The number of customers arriving at a grocery store is a Poisson random variable. On average 10 customers arrive per hour. Let X be the number of customers arriving
from 10am to 11 : 30am. What is P(lO <
X :S 15)?
• Solution
o We are looking at an interval of length 1.5 hours, so the number of customers in this interval is X ~ Poisson(),. = 1.5 X 10 = 15). Thus,
P(lO < X :S 15) = Lk:n Px(k)
"'15 e-1515k
= L..k=11 _k_!_

_
-e -15 [ 12::. 12::. 15
15
]
111 + 121 + 131 + 141 + 151
= 0.4496

Problem 7

Let X ~ Poisson( a) and Y ~ Poisson(/3) be two independent random variables. Define a new random variable as Z = X +Y. Find the PMF of Z.
• Solution
o FirstnotethatsinceRx = {0,1,2, .. } and Ry= {0,1,2, .. },wecanwriteRz = {0,1,2, .. }. We have
Pz(k) = P(X + Y = k)
= I:7=oP(X + Y = klX = i)P(X = i) (law of total probability)
= I:7=oP(Y= k - ilX = i)P(X = i)
= I:7=o P(Y = k - i)P(X = i) (since X and Y are independent)
k e-fi13k-ie-"ai
=Li=O (k-i)l
- -(a+/3) k a'f3k-i
- e Li=O (k-i)!il
e-(a+ I k kl i k-i
= Li=O (k-i ) l ial /3
= e-(a+ J '-'k (k) i/3k-i
L..i=O
e- tl (a+
kl

= /3)k (by the binomial theorem).

Thus, we conclude that Z ~ Poisson( a + /3).

Problem 8
Let X be a discrete random variable with the following PMF

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1
4 fork= -2
1
8 fork= -l
1
8 fork= 0
Px(k) =
1
4 fork= l
1
4 fork= 2
0 otherwise
I define a new random variable Y as Y = ( X + l)
2
.

a. Find the range ofY.

b. Find the PMF ofY.

• Solution
o Here, the random variable Y is a function of the random variable X. This means that we perform the random experiment and obtain X = x, and then the
value ofY is determined as Y = (x + 1)2. Since Xis a random variable, Y is also a random variable.
a. To find Ry, we note that Rx = {-2, -1, 0, 1, 2}, and
Ry= {y = (x+ 1)2lx E Rx}
= {0, 1, 4, 9}.
b. Now that we have found Ry = {0, 1, 4, 9}, to find the PMF ofY we need to find Py(0), .Py(l), Py( 4), and Py(9):
Py(0) = P(Y = 0) = P((X + 1)2 = 0)
= P(X = -1) = ½;
Py(l) = P(Y = 1) = P((X + 1)2 = 1)
= P((X = -2) or (X = O));
Px(-2)+Px(0) = ¼+½ = ¾;
Py(4) = P(Y = 4) = P((X + 1)2 = 4)
= P(X = 1) = ¼;
Py(9) = P(Y = 9) = P((X + 1)2 = 9)
= P(X = 2) = ¼·
Again, it is always a good idea to check that LyERy Py (y) = 1. We have
Py(y) = -1 + -3 + -1 + -1 = l.
y 8 8 4 4

<- r-revious
next->

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