1.

Five men and 5 women are ranked according to their scores on an

examination. Assume that no two scores are alike and all 10! possible
rankings are equally likely. Let X denote the highest ranking achieved by
a woman (for instance, X = 2 if the top-ranked person was male and the
next-ranked person was female). Find P{X = i}, i = 1, 2, 3, ..., 8, 9, 10.
P(X = 1) = 1/2
P(X = 2) = 5/18
P(X = 3) = 5/36
P(X = 4) = 5/84
P(X = 5) = 5/252
P(X = 6) = 1/252
P(X > 6) = 0

2. Let X represent the difference between the number of heads and the
number of tails obtained when a coin is tossed n times. What are the
possible values of X?
Let represent the difference between the number of heads and the number of
tail obtained when a coin is tosed n times. We are interested in all possible
outcomes of X. In n coins tossed tails can be obtained 0,1,2,…,n times. If
tails are obtained k times number of heads or obtained precisely n – k times.
Therefore, let us t be number of tails and h = n – t number of heads. Let us
define
X = h – t = n – t – t = n – 2t
Therefore all possible outcomes of X can be described by
{n – 2t|t ∈ {0,1,…,n}}.

3. In Problem 2, if the coin is assumed fair, for n = 3, what are the

probabilities associated with the values that X can take on?
 4. The distribution function of the random variable X is given

(a) Plot this distribution function.

(b) What is P{X > 12 }?

(c) What is P{2 < X ≤ 4}?
(d) What is P{X < 3}?
(e) What is P{X = 1}?
6. The amount of time, in hours, that a computer functions before breaking
down is a continuous random variable with probability density function given
by. What is the probability that a computer will function between 50 and 150
hours before breaking down? What is the probability that it will function less
than 100 hours?

7. The lifetime in hours of a certain kind of radio tube is a random variable

having a probability density function given by. What is the probability that
exactly 2 of 5 such tubes in a radio set will have to be replaced within the first
150 hours of operation? Assume that the events Ei, i = 1, 2, 3, 4, 5, that the ith
such tube will have to be replaced within this time are independent.

9. A set of five transistors are to be tested, one at a time in a random order, to

see which of them are defective. Suppose that three of the five transistors are
defective, and let N1 denote the number of tests made until the first defective is
spotted, and let N2 denote the number of additional tests until the second
defective is spotted. Find the joint probability mass function of N1 and N2.

18. Suppose that 15 percent of the families in a certain community have no

children, 20 percent have 1, 35 percent have 2, and 30 percent have 3 children;
suppose further that each child is equally likely (and independently) to be a boy
or a girl. Determine the conditional probability mass function of the size of a
randomly chosen family containing 2 girls.
The first one is pretty simple. Given that you are going to "select" exactly two
children, find the probability that they are BOTH girls (it's a coin flip, so p =
50% = 0.5):
0.52=0.250.52=0.25

So the probability that the family has exactly 2 girls is the probability that the
family has exactly two children times the probability that those two children
will be girls:

14⋅35%=8.75%14⋅35%=8.75%

Now find the probability that, given the family has exactly 3 children,
that exacly two are girls. Now you flip 3 times but only need to "win" twice-this
is a binomial experiment.

There are 3 choose 2 = 3 ways to have exactly two girls: 1st, 2nd, or 3rd is a
boy... interestingly the probability of having any particular permutation is
just 0.53=1/80.53=1/8 (because it's still 0.5×0.50.5×0.5 for two girls,
then 0.50.5 for one boy).

So the chance of exactly 2 girls is: 3838

Now find the probability for having exactly 3 girls... that's easy, there's only one
way, you just have all 3 girls, probability is just 1818. Now, add these up

38+18=48=1238+18=48=12

So now use the percent of families with exactly 3 children to find this portion of
the probability:

12⋅30%=15%12⋅30%=15%

Hence, add the two probabilities... here is it in full detail

P(contains 2 girls)=P(2 children)×P(2 girls, 2 children)+P(3 children)×P(2 or 3

girls, 3 children)P(contains 2 girls)=P(2 children)×P(2 girls, 2 children)++=P(3
children)×P(2 or 3 girls, 3 children)
1435%+30%×(38+18)1435%+30%×(38+18)

8.75%+15%=23.75%

23. Each night different meteorologists give us the “probability” that it will rain
the next day. To judge how well these people predict, we will score each of
them as follows: If a meteorologist says that it will rain with probability p, then
he or she will receive a score of
 1 − (1 − p)2 if it does rain
1 − p2 if it does not rain
We will then keep track of scores over a certain time span and conclude that
the meteorologist with the highest average score is the best predictor of weather.
Suppose now that a given meteorologist is aware of this and so wants to
maximize his or herexpected score. If this individual truly believes that it will
rain tomorrow with probability p∗, what value of p should he or she assert so as
to maximize the expected score?

Let E be the expectation function.

E = p * (1 – (1 – p2)) + (1 – p*)(1 – p2)
dE
To maximize, the first order condition is dp = 0

2p * (1 – p) – 2p(1 – p*) = 0
2(p* - p) = 0
p = p*

24. An insurance company writes a policy to the effect that an amount of money
A must be paid if some event E occurs within a year. If the company estimates
that E will occur within a year with probability p, what should it charge the
customer so that its expected profit will be 10 percent of A?
The event E occurs with probability y p. Let x be the amount chagred by the
insurance company. This amount must be paid event if event E occurs or not.
So, expected profit is
x – Ap
The expected profit must be 10 percent of A. Hence,
0.10A = x – Ap
x = (p + 0.10)A
25. A total of 4 buses carrying 148 students from the same school arrive at a
football stadium. The buses carry, respectively, 40, 33, 25, and 50 students. One
of the students is randomly selected. Let X denote the number of students that
were on the bus carrying this randomly selected student. One of the 4 bus
drivers is also randomly selected. Let Y denote the number of students on her
bus.
(a) Which of E[X] or E[Y ] do you think is larger? Why?
There are 4 buses carrying 148 students. The buses carry, respectively, 40, 33,
25 and 50 srudents.
(b) Compute E[X] and E[Y ].
40 33 25 50
E(X) = 40 x 148 + 33 x 148 + 25 x 148 + 50 x 148 = 39.3

1 1 1 1
E(Y) = 40 x 4 + 33 x 4 + 25 x 4 + 50 x 4 = 37

26. Suppose that two teams play a series of games that end when one of them
has won i games. Suppose that each game played is, independently, won by
team A with probability p. Find the expected number of games that are played
when i =2.
34. If X is a continuous random variable having distribution function F, then its
median is defined as that value of m for which F(m) = 1/2
Find the median of the random variables with density function
(a) f (x) = e−x, x ≥ 0;
(b) f (x) = 1, 0 ≤ x ≤ 1.
51. A construction firm has recently sent in bids for 3 jobs worth (in profits) 10,
20, and 40 (thousand) dollars. If its probabilities of winning the jobs are
respectively .2, .8, and .3, what is the firm’s expected total profit?
Compute Cov(Xi, Xj) and use this result to show that Var(X) = 1.
Letting Xi, i = 1, 2, 3 denote the firm’s profit from job i, then
total profit=X1 + X2 + X3
and so
E[total profit] = E[X1] + E[X2] + E[X3]
Now
E[X1] = 10(.2) + 0(.8) = 2E[X2] = 20(.8) + 0(.2) = 16E[X3] = 40(.3) + 0(.7)=12
and thus the firm’s expected total profit is 30 thousand dollars.
52. If X1 and X2 have the same probability distribution function, show that
Cov(X1 − X2, X1 + X2) = 0
53. Suppose that X has density function f (x) = e-x, x > 0. Compute the
moment generating function of X and use your result to deter-mine its mean
and variance. Check your answer for the mean by a direct calculation.
54. If the density function of X is f (x) = 1, 0 < x < 1 determine E[etX ].
Differentiate to obtain E[Xn] and then check your answer.

55. Suppose that X is a random variable with mean and variance both equal to
20. What can be said about P{0 ≤ X ≤ 40}?
P{0 < X < 40} ≥ 19/20
56. From past experience, a professor knows that the test score of a student
taking her final examination is a random variable with mean 75.
(a) Give an upper bound to the probability that a student’s test score will
exceed 85. Suppose in addition the professor knows that the variance of a
student’s test score is equal to 25.
By Markov’s inequality, an upper bound for the probability that a students
test score will exceed 85 is
E[ X ] 75
P(X > 85) ≤ 85 = 85 = 15/17

25
P(X > 75 + 10) ≤ 25+100 = 1/5

(b) What can be said about the probability that a student will score between
65 and 85?
P{|X – 75| ≥ 10} ≤ 25/100 = 1/4
P{|X – 75| < 10} ≥ 1 – 1/4 = 3/4
P{65 < X < 85} ≥ 3/4
(c) How many students would have to take the examination so as to ensure,
with probability at least .9, that the class average would be within 5 of 75?
1 – 1/n ≥ 9
n ≥ 10

57. Let X and Y have respective distribution functions FX and FY , and

suppose that for some constants a and b > 0,
 x−a
FX (x) = FY( b )

(a) Determine E[X] in terms of E[Y ].

(b) Determine Var(X) in terms of Var(Y ).
Hint: X has the same distribution as what other random variable?
X and Y have respective distribution functions FX and FY
x−a
FX (x) = FY( b )

Now,
x−a
FX (x) = FY( b )

x−a
 P(X < x) = P(Y < b )
 P(X < x) = P(bY < x – a)
 P(X < x) = P(a + by < x)
 X = a + bY
So ,
E(X) = Var(a + bY) = 0 + b2Var(Y) = b2Var(Y)
E(X) = a +bE(Y), Var(X) = b2Var(Y)