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Probability Distributions: Assignment 2, Assignments of Economics

Various probability distribution questions and problems, including determining probability functions, finding probabilities, and sketching probability density functions (pdfs) and cumulative distribution functions (cdfs). Topics covered include the difference between two dice rolls, a fair coin being tossed multiple times, and finding the probability of a random variable falling within certain ranges.

Typology: Assignments

2020/2021

Uploaded on 02/26/2021

vrinda-juneja
vrinda-juneja 🇮🇳

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Statistics for Economics : Assignment 2
1. Suppose two unbiased dice are rolled. Let Xdenote the absolute value o the difference
between the two numbers that appear. Determine and then sketch the probability
function of X.
2. Suppose a fair coin is tossed 10 times independently. Determine the probability func-
tion of the number of heads that will be obtained.
3. Suppose the p.d.f. of a ransom variable Xis:
f(x) = 1
36 (9 x2) for 3x3 and f(x) = 0 otherwise. Sketch the p.d.f. and
determine the following probabilities:
(a) P(X < 0)
(b) P(1X1)
(c) P(X > 2)
4. Show that there does not exist any number csuch that the following function would
be a probability function:
f(x) = c
xfor x= 1,2, ... and f(x) = 0 otherwise.
5. Show that there does not exist any number csuch that the following function would
be a p.d.f.:
f(x) = c
xfor 0 <x<1 and f(x) = 0 otherwise.
6. Suppose a coin is tossed repeatedly until a head is obtained for the first time. Let X
denote the number of tosses that are required. Draw the c.d.f. of X.
7. Suppose the c.d.f. of a random variable Xis given by:
F(x) = 0 for x0; F(x) = 1
9x2for 0 < x 3 and F(x) = 1 for x > 3.
Find and draw the p.d.f. of X.
8. Verify if the following graph in Figure 1 below is a valid c.d.f. If yes, then clearly state
the corresponding p.d.f.:
9. Provide an example of a p.d.f. whose c.d.f. is right continuous, but is not continuous.
10. A non-negative integer-valued random variable has c.d.f. given by F(x)=1(1/2)x+1
for x= 0,1,2, ... and zero is x < 0.
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Statistics for Economics : Assignment 2

  1. Suppose two unbiased dice are rolled. Let X denote the absolute value o the difference between the two numbers that appear. Determine and then sketch the probability function of X.
  2. Suppose a fair coin is tossed 10 times independently. Determine the probability func- tion of the number of heads that will be obtained.
  3. Suppose the p.d.f. of a ransom variable X is: f (x) = 361 (9 − x^2 ) for − 3 ≤ x ≤ 3 and f (x) = 0 otherwise. Sketch the p.d.f. and determine the following probabilities: (a) P (X < 0) (b) P (− 1 ≤ X ≤ 1) (c) P (X > 2)
  4. Show that there does not exist any number c such that the following function would be a probability function: f (x) = (^) xc for x = 1, 2 , ... and f (x) = 0 otherwise.
  5. Show that there does not exist any number c such that the following function would be a p.d.f.: f (x) = (^) xc for 0 < x < 1 and f (x) = 0 otherwise.
  6. Suppose a coin is tossed repeatedly until a head is obtained for the first time. Let X denote the number of tosses that are required. Draw the c.d.f. of X.
  7. Suppose the c.d.f. of a random variable X is given by: F (x) = 0 for x ≤ 0; F (x) = 19 x^2 for 0 < x ≤ 3 and F (x) = 1 for x > 3. Find and draw the p.d.f. of X.
  8. Verify if the following graph in Figure 1 below is a valid c.d.f. If yes, then clearly state the corresponding p.d.f.:
  9. Provide an example of a p.d.f. whose c.d.f. is right continuous, but is not continuous.
  10. A non-negative integer-valued random variable has c.d.f. given by F (x) = 1 − (1/2)x+ for x = 0, 1 , 2 , ... and zero is x < 0.

1

(a) Find the p.d.f. of X. (b) Find P [10 < X ≤ 20]. (c) Find P(X is even)

  1. Let X be a discrete random such that F (x) = 0. 05 x(1 + x) at the values x = 1, 2 , 3 , 4 and P [X = x] = 0 otherwise. (a) Plot the c.d.f. of X. (b) Graph the discrete p.d.f. f (x). (c) Find E[X] for X discrete.

Figure 1: