Probability Theory Problems PDF
Probability Theory Problems PDF
Probability Theory Problems PDF
(B3 )
7
10
17
4 (B4 ) Total
2
26
5
24
7
50
(a) Be self-taught?
(b) Do work classified as quality-level 1?
(c) Do work classified as quality-level 1 given that he or she is self-taught?
(d) Do work classified as quality-level 3 or 4 given that he or she is self-taught?
(e) Be self-taught given he or she achieved a quality level rating of 2?
(f) Be self-taught or do work classified as quality-level 3?
(g) Do work classified as quality-level 1 and be self-taught?
(h) Be formally trained and do work classified as either quality-level 2 or qualitylevel 3?
(i) Do work classified as quality-level 3 given that he or she is either formally
trained or self-taught?
16. Refer to table above.
(a) Does P (A1 /B1 ) = P (B1 /A1 ) ?
(b) Does P (A1 B1 ) taken directly from the table equal P (A1 )P (B1 ) ? What
does your answer convey about the independence, or lack of it, of events A1
and B1 ?
(c) Are events A1 and B2 independent? Explain.
(d) Are events A1 and B3 independent? Explain.
(e) Are events A2 and B2 independent? Explain.
17. In a particular town, 20 percent of people buy the morning newspaper, 30 percent
buy the evening newspaper, and 10 percent buy both. What is the probability
that a person from this town buys at least one of the two newspapers?
18. A recent customer taste test of the top three soft drinks yielded the following
results:
Category
P ref erence (percentage)
Coca Cola
25
Pepsi
25
7UP
8
Coca Cola and Pepsi
12
Coca Cola and 7UP
5
Pepsi and 7UP
4
Coca Cola and Pepsi and 7UP
3
What is the probability of a participant selected at random preferring Coca Cola
or Pepsi or 7UP?
19. Consider an experiment of flipping a fair coin three times.
3
26. 6% of Type A spark plugs are defective, 4% of Type B spark plugs are defective,
and 2% of Type C spark plugs are defective. A spark plug is selected at random
from a batch of spark plugs containing 50 Type A plugs, 30 Type B plugs, and 20
Type C plugs. The selected plug is found to be defective. What is the probability
that the selected plug was of Type A?
27. When Don plays tennis, 65% of his first serves are correct. If the first serve is
correct, his chances of winning the point are 90%. If his first serve is not correct,
Don is allowed a second serve, and of these, 80% are good. If the second serve is
a good one, his chances of winning the point are 60%. If neither serve is correct,
Don loses the point.
(a) Find the probability that Don loses the point.
(b) Find the conditional probability that Dons first serve was correct, given
that he lost the point.
28. The chances of the Los Angeles Lakers winning at home are 70%, whereas the
chances of winning on the road are 50%. The Lakers are scheduled to play two
home games followed by two road games in the coming weeks.
(a) What is the probability of the Lakers winning all four games?
(b) What is the probability of the Lakers winning three out of four games?
(c) What are the chances of the Lakers losing all four games?
29. 25 percent of students at a large university smoke cigarettes. Consider a group
of 12 randomly selected students.
(a) What is the probability that exactly 5 will smoke?
(b) What is the probability that 5 or less will smoke?
(c) What is the probability that either 4 or 5 will smoke?
30. 15 percent of students on a course are not satisfied with the textbook used.
Consider a group of 10 randomly selected students.
(a) What is the probability that exactly 3 will not be satisfied with the textbook?
(b) What is the probability that 3 or more will not be satisfied?
(c) What is the probability that 3 or less will not be satisfied?
31. The table below summarizes 60 responses to a survey question: Do you favor a
no-smoking rule on airplanes?
Yes
No
Male Female
24
14
16
6
5
(a) What is the probability that a randomly selected person answers yes ?
(b) What is the probability of selecting someone from the group who answered
yes given that the selected person is a male?
(c) Are events of being a male and answering yes independent?
32. Three boxes contain black and white balls, as follows. Box 1:3 white and 5 black,
Box 2: 5 white and 3 black, Box 3: 2 white and 3 black. One ball is extracted
from each box, without replacement.
(a) What is the probability to obtain one white ball?
(b) What is the probability to obtain only black balls?
(c) Suppose that after extracting one ball from each box, the three balls are
reintroduced in their correspondent boxes and this operation is repeated
5 times. What is the probability to obtain exactly 3 times the following
combination (2 white balls, 1 black ball)?
33. Three boxes contain black and white balls, as follows. Box 1: 3 white and 4
black, Box 2: 5 white and 10 black, Box 3: 7 white and 2 black. One ball is
extracted 2 times with replacement from the first box, while from the second and
third one are extracted two balls, without replacement. What is the probability
to obtain the following combination: (1 white ball, 1 black ball) either from the
first box or from the second and third boxes, or both?
34. Consider 3 boxes with white and black balls as follows: B1:5 white and 5 black,
B2: 4 white and 6 black, B3: 4 white and 5 black. We extract, with replacement,
5 balls from each box. Find the probability to obtain the combination (2 white
and 3 black) from 2 boxes and from the third, any other combination.
35. Consider 3 boxes with white and black balls as follows: B1: 5 white and 5 black,
B2: 4 white and 6 black, B3: 4 white and 5 black. We extract, without replacement, 5 balls from each box. Find the probability to obtain the combination (2
white and 3 black) from 2 boxes and from the third, any other combination.
Random Variables
36. Consider a box containing 6 white balls and 4 black balls. Three balls are extracted at random and let X be the random variable representing the number
of white balls extracted. Write the distribution table of the random variable X,
assuming that the extractions are done with replacement.
37. Consider a box containing 3 while balls and 2 black balls. Three balls are extracted at random and let X be the random variable representing the number
6
a
kx2
F (x) =
with
if x 0
if 0 < x 1 , a, b, k R
if x > 1
X:
1
4
6
2
3
5
, Y :
0.2 0.3 0.5
0.6 0.2 0.2
two independent discrete r.v. on the same probability field. Determine the distribution tables for X + Y , X Y , XY and calculate E(X), E(Y ), V ar(X),
V ar(3X 5), V ar(7XY ).
42. Calculate the expectation and variance of
(a) the Binomial random variable with parameters n and p;
(b) the Geometric random variable with parameter p;
(c) the Poisson random variable with parameter .
43. Let (X, Y ) be the bivariate discrete random vector with distribution table
(a) Determine the marginal distributions of the random variables X, Y . Are the
r.v. X, Y independent?
7
XY
2
3
-2
0
2
0.2 0.25 0.15
0.1 0.25 0.05
(b) Determine the distribution of the random variable X +Y and the conditional
distribution of (X + Y |X = 3).
(c) Compute F(X,Y ) ( 52 , 12 ) where F(X,Y ) (x, y) is the bivariate c.d.f of the r.v
(X, Y ).
44. Consider the independent r.v. X and Y with E(X) = 1, E(Y ) = 1, V ar(X) =
V ar(Y ) = 2 . Determine V ar(XY ).
45. Consider the discrete r.v. X,
n
X:
pn nN
with pn = e (1 e )n1 . Calculate E(X) and V ar(X).
46. Two fair dice are rolled. Let the random variable X be the smaller of the two
scores if the dice show different faces, or the common score if the dice show the
same face. Write the distribution table of X and calculate E(X).
47. Consider two discrete random variables X, Y with the following distribution tables:
1 2
1 1
X: 1 1 , Y : 2 1
2
-2
0
1
0.1 0.1 0.3
0.2 0.2 0.1
Calculate E(X), E(Y ), V ar(X + Y ) and (X, Y ). Are the random variables X
and Y independent? Justify your answer.
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49. Consider the discrete random variables (X, Y ) with distribution table below.
Calculate E(X), E(Y ), V ar(X + Y ) and (X, Y ). Are the random variables X
and Y independent? Justify your answer.
XY
-1
1
-2
1
5
0.125 0.25 0.125
0.125 0.25 0.125
50. Consider the discrete bivariate random variable Z = (X, Y ) given by the following
table. Find x, y, a, b, c, d such that E(X) = 31 , E(Y ) = 14 and compute F(X,Y ) (0, 2)
and (X, Y ).
XY
x
1
0
a
7
12
3
4
c
d
1
6
b
2
3
51. Consider a box containing 1 white, 2 black and 3 blue balls. We extract, without replacement, two balls and denote by X and Y the random variables
representing the number of white and, respectively black balls obtained from
the box. Compute (X, Y ), V ar(2X + 3Y ), P (0.5 min{X, Y } < 1.5) and
P ( 21 min{X, Y } < 25 ).
52. Consider a box containing 1 white and 2 black balls. We extract, with replacement, two balls and denote by X the random variable representing the number of
white balls obtained. Determine the distribution of random variable X, compute
(X, X 2 ) and the probability that the extracted balls have the same color.
53. Consider three boxes containing white and black balls as follows: U1 : 1 white
and 2 black, U2 : 2 white and 3 black and U3 : 1 white and 2 black balls. We
extract without replacement, 2 balls from U1 and one ball from U2 and U3 (one
from each). Denote by X the random variable representing the number of white
balls obtained from U1 and by Y , the random variable representing the number
of white balls obtained from U2 and U3. Find the distribution of Z = (X, Y )
and (X, Y ).
54. Consider a box containing 25% white, 50% black and 25% blue balls. We extract
with replacement 2 balls. Denote by X and Y the random variables representing
the number of white and, respectively black balls obtained. Find the distribution
of XY and (X, Y ).
55. Consider two boxes, B1, B2 containing white and black balls as follows: B1: 1
white and 2 black, B2: 2 white and 2 black. We extract one ball from each
box and denote by X the random variable representing the number of white balls
obtained. Determine the distribution of X, compute (X, X 2 ) and the probability
that the extracted balls have the same color.
56. Let X be a random variable with the probability density function (pdf)
x
Find the cdf F () of X and show that P (X > s +t|X > t) = P (X > s), s, t > 0.
n
63. Suppose N is a discrete r.v. with Geometric distribution: N
,
p q n1
where p, q 0, p + q = 1, n N . What is the probability that N is an even
number?
10
64. A uniform random variable X has pdf f (x) =
1
4
if 2 x 2;
0 otherwise.
11