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    Stat 331 Tutorial Set

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    Marcus Kusi
    This document contains 10 practice problems about probability distributions for a statistics tutorial. The problems cover topics like defining sample spaces and sigma fields for experiments like coin tosses. They also address properties of probability spaces, conditional probabilities, and relating the distributions of random variables to their parameters.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Stat 331 Tutorial Set

    Uploaded by

    Marcus Kusi
    40 views2 pages
    This document contains 10 practice problems about probability distributions for a statistics tutorial. The problems cover topics like defining sample spaces and sigma fields for experiments like coin tosses. They also address properties of probability spaces, conditional probabilities, and relating the distributions of random variables to their parameters.

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    STAT 331 TUTORIAL SET(0)

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    This document contains 10 practice problems about probability distributions for a statistics tutorial. The problems cover topics like defining sample spaces and sigma fields for experiments like coin tosses. They also address properties of probability spaces, conditional probabilities, and relating the distributions of random variables to their parameters.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    40 views2 pages

    Stat 331 Tutorial Set

    Uploaded by

    Marcus Kusi
    This document contains 10 practice problems about probability distributions for a statistics tutorial. The problems cover topics like defining sample spaces and sigma fields for experiments like coin tosses. They also address properties of probability spaces, conditional probabilities, and relating the distributions of random variables to their parameters.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    You are on page 1of 2

    UNIVERSITY OF GHANA

    (All rights reserved)


    DEPARTMENT OF STATISTICS AND ACTUARIAL SCIENCE
    STAT 331: PROBABILITY DISTRIBUTIONS
    TUTORIAL SET 1
    A1. In an experiment of tossing a fair coin four times. Let the sample space Ω be the
    number of tails observed and ϕ be the impossible event.
    (a) List the Ω and Sigma field F, with the maximum cardinality.
    (b) If A1 , A2 , A3 , A4 are subsets of Ω, show that the class of sets F = {ϕ, A1 , A2 , A3 , A4 , Ω}
    is a σ − f ield.
    (c) If P is a function defined on F, what properties must P satisfy for the triple
    (Ω, F, P ) to be called a probability space.
    A2. Suppose F is a σ − algebra of subsets of Ω and let B ∈ F.
    (a) Show that {A ∩ B : A ∈ F} is a σ − algebra of subsets of B
    (b) If the sum of possible outcomes of a fair die thrown twice is ω and the sample
    space Ω = {2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12} and B = {2, 4, 6, 8, 10} ∈ F, then deduce
    that for any subset A of Ω, {A ∩ B : A ∈ F} is σ − algbra of subset of B
    A3. Let (Ω, F, P ) be a probability space and let H ∈ F with P (H) > 0. For any arbitrary
    A ∈ F, let
    P (A ∩ H)
    PH (A) =
    P (H)
    Show that (Ω.F, PH ) is a probability space.
    A4. Let F and G be two sigma-fields on Ω. Prove that F ∩ G is also a sigma-field on Ω.
    Show by example that F ∪ G may fail to be sigma-field if Ω = {1, 2, 3}.
    A5. Let Ω be a sample space of rolling a fair die once and observing the face value. Let A
    be the event with element 1 and 3. Show that the smallest σ − f ield containing A is
    a σ − f ield.
    A6. Let X and Y be two independent, nonnegative integer-valued random variables whose
    distribution has the property
    m n
     
    x y
    P (X = x|X + Y = x + y) = m+n
    
    x+y

    for all nonnegative integers x and y where m and n are given positive integers. Assume
    that P (X = 0) and P (Y = 0) are strictly positive. Show that both X and Y have
    binomial distributions with the same parameter p, the other parameters being m and
    n respectively.

    Instructors: Dr. Gabriel Kallah-Dagadu & Mr. Enoch Sakyi-Yeboah Page 1 of 2


    A7. (a) Prove that for any discrete bivariate random variable (X, N ) for which the first
    moments of X and N exists,

    E(X) = E [E (X|N )]

    (b) The number N of customers entering the University of Ghana book-shop each day
    is a random variable. Suppose that each customer has, independently of other
    customers, a probability θ of buying at least one book. Let X denote the number
    of customers that buy at least one book each day.
    Describe without proof the distribution of X conditional on N = n. Hence use the
    results in (a) to evaluate the expectation of X if N has the distribution.
    i. P (N = k) = Mk θk (1 − θ)M −k , k = 0, 1, · · · , M
    

    ii. P (N = k) = θ(1 − θ)k , k = 0, 1, 2, · · · ,


    e−θ θk
    iii. P (N = k) = , k = 0, 1, 2, · · ·
    k!
    iv. P (N = k) = θ(1 − θ)k−1 , k = 1, 2, · · ·
    Find the probability distribution of X if N has the distribution in (b) i-iv.
    A8. For each fixed λ > 0, let X have a Poisson distribution with parameter λ. Suppose λ
    itself is a random variable with the gamma distribution

     1 λn−1 e−λ , λ ≥ 0

    f (λ) = Γ(n)
    0, λ < 0

    where n is a fixed positive constant. Show that


     k+n
    Γ(k + n) 1
    P (X = k) = , k = 0, 1, 2, · · ·
    Γ(n)Γ(k + 1) 2

    A9. Suppose that a random variable X has a Poisson distribution with parameter λ. The
    parameter λ itself is a random variable with the exponential distribution with mean 1c ,
    where c is a constant. Show that
    c
    P (X = k) =
    (c + 1)k+1

    A10. If X and Y are independent binomial random variables with identical parameters n
    and p, show analytically that the conditional probability of X, given that X + Y = m
    is the hypergeometric distribution.

    Instructors: Dr. Gabriel Kallah-Dagadu & Mr. Enoch Sakyi-Yeboah Page 2 of 2

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