Robert_V._Hogg,_Joseph_W._McKean,_Allen_T._Craig

(Jacob Rumans) #1
44 Probability and Distributions

EXERCISES

1.5.1.Let a card be selected from an ordinary deck of playing cards. The outcome
cis one of these 52 cards. LetX(c)=4ifcis an ace, letX(c)=3ifcis a king,
letX(c)=2ifcis a queen, letX(c)=1ifcis a jack, and letX(c)=0otherwise.
Suppose thatPassigns a probability of 521 to each outcomec. Describe the induced
probabilityPX(D)onthespaceD={ 0 , 1 , 2 , 3 , 4 }of the random variableX.


1.5.2.For each of the following, find the constantcso thatp(x) satisfies the con-
dition of being a pmf of one random variableX.

(a)p(x)=c(^23 )x,x=1, 2 , 3 ,..., zero elsewhere.

(b)p(x)=cx,x=1, 2 , 3 , 4 , 5 ,6, zero elsewhere.

1.5.3.LetpX(x)=x/15,x=1, 2 , 3 , 4 ,5, zero elsewhere, be the pmf ofX.Find
P(X= 1 or 2),P(^12 <X<^52 ), andP(1≤X≤2).


1.5.4.LetpX(x) be the pmf of a random variableX.FindthecdfF(x)ofXand
sketch its graph along with that ofpX(x)if:


(a)pX(x)=1,x= 0, zero elsewhere.

(b)pX(x)=^13 ,x=− 1 , 0 ,1, zero elsewhere.

(c)pX(x)=x/ 15 ,x=1, 2 , 3 , 4 ,5, zero elsewhere.

1.5.5.Let us select five cards at random and without replacement from an ordinary
deck of playing cards.

(a)Find the pmf ofX, the number of hearts in the five cards.

(b)DetermineP(X≤1).

∫1.5.6.Let the probability set function of the random variableXbePX(D)=
Df(x)dx,wheref(x)=2x/9, forx∈D={x:0<x<^3 }. Define the events
D 1 ={x:0<x< 1 }andD 2 ={x:2<x< 3 }. ComputePX(D 1 ),PX(D 2 ), and
PX(D 1 ∪D 2 ).


1.5.7.Let the space of the random variableX beD={x:0<x< 1 }.If
D 1 ={x:0<x<^12 }andD 2 ={x:^12 ≤x< 1 }, findPX(D 2 )ifPX(D 1 )=^14.

1.5.8.Suppose the random variableXhas the cdf

F(x)=




0 x<− 1
x+2
4 −^1 ≤x<^1
11 ≤x.

Write an R function to sketch the graph ofF(x). Use your graph to obtain the
probabilities: (a)P(−^12 <X≤^12 ); (b)P(X= 0); (c)P(X= 1); (d)P(2<X≤3).

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