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    Hsgahajahffajajshtsyd

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    2 views2 pages

    Hsgahajahffajajshtsyd

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    ganwargajendra8700

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    © All Rights Reserved
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    of 2

    MA203: IIIT Guwahati

    Problem Set #4
    Instructor: Dr. Masihuddin

    1. Let X be a Normal random variable with mean 0 and variance 1, i.e. N (0, 1). Prove that
    r 2
    2 e−t /2
    P (|X| ≥ t) ≤ ; ∀t > 0
    π t
    2
    2. The cumulative distribution function of a random variable X defined over 0 ≤ x < ∞ is F (x) = 1 − e−βx ,
    where β > 0. Find the mean, median and variance of X.

    ϕ(x)
    3. Show that for any x > 0, 1 − Φ(x) ≤ x , where Φ(x) is the c.d.f. and ϕ(x) is the p.d.f. of standard normal
    distribution.

    4. Let X be a Poisson random variable with parameter λ. Find the probability mass function of Y = X 2 − 5.
    5. Let X be Binomial random variable with parameters n and p. Find the probability mass function of
    Y = n − X.
    6. Consider the discrete random variable X with the probability mass function

    1 1 1
    P (X = −2) = , P (X = −1) = , P (X = 0) = ,
    5 6 5
    1 10 1
    P (X = 1) = , P (X = 2) = , P (X = 3) = .
    15 30 30
    Find the probability mass function of Y = X 2 .

    7. The probability mass function of the random variable X is given by

    2 x
    (
    1
    
    3 3 x = 0, 1, 2, . . .
    P (X = x) =
    0 otherwise

    Find the distribution of Y = X/(X + 1).

    8. Let X be a random variable with probability mass function



    −1
    e −1,
     x=0
    e
    P (X = x) = , x ∈ {±1, ±2, . . .}
     2(|x|)!
    0 otherwise.

    1
    Find the p.m.f. and identify the distribution of the random variable Y = |X|.

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