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6.2 Problems on Random Variables and Probabilities

Simple random variables in canonical indicator-function form, translating value conditions into events on the defining partition to compute probabilities.

Applied Probability, 6.2 Problems on Random Variables and Probabilities

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15 exercises

6.2 Exercise 1

The following simple random variable is in canonical form:

X=-3.75IA-1.13IB+0IC+2.6IDX = - 3 . 75 I_{A} - 1 . 13 I_{B} + 0 I_{C} + 2 . 6 I_{D}.

Express the events {X∈(-4,2]},{X∈(0,3]},{X∈(-∞,1]}\left\{X \in \left(- 4 , 2\right]\right\} , \left\{X \in \left(0 , 3\right]\right\} , \left\{X \in \left(- \infty , 1\right]\right\}, {|X-1|≥1}\left\{\left|X - 1\right| \geq 1\right\}, and {X≥0}\left\{X \geq 0\right\} in terms of A,B,CA , B , C, and D.

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6.2 Exercise 2

Random variable X, in canonical form, is given by X=-2IA-IB+IC+2ID+5IEX = - 2 I_{A} - I_{B} + I_{C} + 2 I_{D} + 5 I_{E}.

Express the events {X∈[2,3)},{X≤0},{X<0}\left\{X \in \left[2 , 3\right)\right\} , \left\{X \leq 0\right\} , \left\{X < 0\right\}, {|X-2|≤3}\left\{\left|X - 2\right| \leq 3\right\}, and {X2≥4}\left\{X^{2} \geq 4\right\}, in terms of A,B,C,DA , B , C , D, and E.

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6.2 Exercise 3

The class {Cj:1≤j≤10}\left\{C_{j} : 1 \leq j \leq 10\right\} is a partition. Random variable X has values {1,3,2,3,4,2,1,3,5,2}\left\{1 , 3 , 2 , 3 , 4 , 2 , 1 , 3 , 5 , 2\right\} on C1 through C10, respectively. Express X in canonical form.

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6.2 Exercise 4

The class {Cj:1≤j≤10}\left\{C_{j} : 1 \leq j \leq 10\right\} in the exercise has respective probabilities 0.08, 0.13, 0.06, 0.09, 0.14, 0.11, 0.12, 0.07, 0.11, 0.09. Determine the distribution for X.

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6.2 Exercise 7

Suppose X,YX , Y in canonical form are

X = 2 I A 1 + 3 I A 2 + 5 I A 3 Y = I B 1 + 2 I B 2 + 3 I B 3 X = 2 I_{A_{1}} + 3 I_{A_{2}} + 5 I_{A_{3}} Y = I_{B_{1}} + 2 I_{B_{2}} + 3 I_{B_{3}}

The P(Ai)P \left(A_{i}\right) are 0.3, 0.6, 0.1, respectively, and the P(Bj)P \left(B_{j}\right) are 0.2 0.6 0.2. Each pair {Ai,Bj}\left\{A_{i} , B_{j}\right\} is independent. Consider the random variable Z=X+YZ = X + Y. Then Z=2+1Z = 2 + 1 on A1B1A_{1} B_{1}, Z=3+3Z = 3 + 3 on A2B3A_{2} B_{3}, etc. Determine the value of Z on each AiBjA_{i} B_{j} and determine the corresponding P(AiBj)P \left(A_{i} B_{j}\right). From this, determine the distribution for Z.

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6.2 Exercise 8

For the random variables in the exercise, let W=XYW = X Y. Determine the value of W on each AiBjA_{i} B_{j} and determine the distribution of W.

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6.2 Exercise 9

A pair of dice is rolled.

  1. Let X be the minimum of the two numbers which turn up. Determine the distribution for X
  2. Let Y be the maximum of the two numbers. Determine the distribution for Y.
  3. Let Z be the sum of the two numbers. Determine the distribution for Z.
  4. Let W be the absolute value of the difference. Determine its distribution.
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6.2 Exercise 10

Minterm probabilities p(0)p \left(0\right) through p(15)p \left(15\right) for the class {A,B,C,D}\left\{A , B , C , D\right\} are, in order,

0 . 072 0 . 048 0 . 018 0 . 012 0 . 168 0 . 112 0 . 042 0 . 028 0 . 062 0 . 048 0 . 028 0 . 010 0 . 170 0 . 110 0 . 040 0 . 032 0 . 072 0 . 048 0 . 018 0 . 012 0 . 168 0 . 112 0 . 042 0 . 028 0 . 062 0 . 048 0 . 028 0 . 010 0 . 170 0 . 110 0 . 040 0 . 032

Determine the distribution for random variable

X = - 5 . 3 I A - 2 . 5 I B + 2 . 3 I C + 4 . 2 I D - 3 . 7 X = - 5 . 3 I_{A} - 2 . 5 I_{B} + 2 . 3 I_{C} + 4 . 2 I_{D} - 3 . 7
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6.2 Exercise 11

On a Tuesday evening, the Houston Rockets, the Orlando Magic, and the Chicago Bulls all have games (but not with one another). Let A be the event the Rockets win, B be the event the Magic win, and C be the event the Bulls win. Suppose the class {A,B,C}\left\{A , B , C\right\} is independent, with respective probabilities 0.75, 0.70 0.8. Ellen's boyfriend is a rabid Rockets fan, who does not like the Magic. He wants to bet on t…

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6.2 Exercise 12

The class {A,B,C,D}\left\{A , B , C , D\right\} has minterm probabilities

p m = 0 . 001 * [ 5 7 6 8 9 14 22 33 21 32 50 75 86 129 201 302 ] p m = 0 . 001 \star \left[5 7 6 8 9 14 22 33 21 32 50 75 86 129 201 302\right]
  • Determine whether or not the class is independent.
  • The random variable X=IA+IB+IC+IDX = I_{A} + I_{B} + I_{C} + I_{D} counts the number of the events which occur on a trial. Find the distribution for X and determine the probability that two or more occur on a trial. Find the probability that one or three of these occur on a trial.
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6.2 Exercise 13

James is expecting three checks in the mail, for $20, $26, and $33 dollars. Their arrivals are the events A,B,CA , B , C. Assume the class is independent, with respective probabilities 0.90, 0.75, 0.80. Then

X = 20 I A + 26 I B + 33 I C X = 20 I_{A} + 26 I_{B} + 33 I_{C}

represents the total amount received. Determine the distribution for X. What is the probability he receives at least $50? Less than $30?

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6.2 Exercise 14

A gambler places three bets. He puts down two dollars for each bet. He picks up three dollars (his original bet plus one dollar) if he wins the first bet, four dollars if he wins the second bet, and six dollars if he wins the third. His net winning can be represented by the random variable

X = 3 I A + 4 I B + 6 I C - 6 , with P ( A ) = 0 . 5 , P ( B ) = 0 . 4 , P ( C ) = 0 . 3 X = 3 I_{A} + 4 I_{B} + 6 I_{C} - 6 , \text{with} P \left(A\right) = 0 . 5 , P \left(B\right) = 0 . 4 , P \left(C\right) = 0 . 3

Assume the results of the games are independent. Determine the distribution for X.

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6.2 Exercise 15

Henry goes to a hardware store. He considers a power drill at $35, a socket wrench set at $56, a set of screwdrivers at $18, a vise at $24, and hammer at $8. He decides independently on the purchases of the individual items, with respective probabilities 0.5, 0.6, 0.7, 0.4, 0.9. Let X be the amount of his total purchases. Determine the distribution for X.

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6.2 Exercise 16

A sequence of trials (not necessarily independent) is performed. Let Ei be the event of success on the ith component trial. We associate with each trial a “payoff function” Xi=aIEi+bIEicX_{i} = a I_{E_{i}} + b I_{E_{i}^{c}}. Thus, an amount a is earned if there is a success on the trial and an amount b (usually negative) if there is a failure. Let Sn be the number of successes in the n trials and W be the net payoff. Show that W=(a-b)Sn+bnW = \left(a - b\right) S_{n} + b n.

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6.2 Exercise 17

A marker is placed at a reference position on a line (taken to be the origin); a coin is tossed repeatedly. If a head turns up, the marker is moved one unit to the right; if a tail turns up, the marker is moved one unit to the left.

  1. Show that the position at the end of ten tosses is given by the random variable
    X=∑i=110IEi-∑i=110IEic=2∑i=110IEi-10=2S10-10X = \sum_{i = 1}^{10} I_{E_{i}} - \sum_{i = 1}^{10} I_{E_{i}^{c}} = 2 \sum_{i = 1}^{10} I_{E_{i}} - 10 = 2 S_{10} - 10
    where Ei is the event of a head on the ith toss and S10 is the number of heads in ten…
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Adapted from Applied Probability © 2009 Paul E. Pfeiffer. Licensed under CC BY 3.0. Source: Applied Probability. Imported at revision d7a0420.