1 Practice Set 1

1.1 P1: Coin Toss Experiment

Question: Consider the experiment of tossing a fair coin three times. What is the proba-
bility of getting alternating heads and tails conditioned on the event that your first toss
gives a head?
Solution: You have 3 coin tosses, and the first is heads. So, we are left to find the
sequence of the remaining two tosses. For alternating heads and tails, the only valid
sequence is HTH or THT. However, since the first toss is heads, the valid sequence is
HTH. The probability of getting T after the first heads and then another H is:
1 1 1
P (HT H) = × =
2 2 4
1
Answer: 4

1.2 P2: Probability of Solving a Problem

Question: A problem in statistics is given to three students A, B, and C whose chances
of solving it are 12 , 34 , 14 respectively. What is the probability that the problem will be
solved if all of them try independently?
Solution: The probability of at least one of them solving the problem is given by the
complement of the probability that none of them solves it.

P (not solved) = P (A fails) × P (B fails) × P (C fails)

     
1 3 1 1 1 3 3
P (not solved) = 1 × 1 × 1 = × × =
2 4 4 2 4 4 32
3 29
P (solved) = 1 =
32 32
29
Answer: 32

1.3 P3: Success in Trials

Question: An experiment succeeds twice as often as it fails. Find the chance that in the
next six trials there will be at least four successes.
Solution: Let p be the probability of success. Since success occurs twice as often as
failure, p = 32 . You are asked to find the probability of getting at least 4 successes in 6
trials, which follows a binomial distribution:

P (X ≥ 4) = P (X = 4) + P (X = 5) + P (X = 6)
Where X ∼ Binomial(6, 32 ). Using the binomial probability formula:
 
6 k
P (X = k) = p (1p)6k
k
Compute each:

1


4 1
2 2 5 1 1
P (X = 4) = 64 23 16
× 19 = 0.2469 P (X = 5) = 6




3
= 15 × 81 5 3 3
=
6
32
= 0.1975 P (X = 6) = 66 23 = 729
64



6 × 243 = 0.0878
Summing these probabilities:

P (X ≥ 4) = 0.2469 + 0.1975 + 0.0878 = 0.5322

Answer: Approximately 0.5322 (or 53.22%)

1.4 P4: Error Detection in Program Testing

Question: A computer program is tested by 3 independent events. When there is an
error, these tests will discover it with probabilities 0.2, 0.3, and 0.5 respectively. Suppose
that the program contains an error. What is the probability that it will be found by at
least one test?
Solution: The probability that a test does not find the error is the complement of the
probability that it finds the error. For each test: Test 1: P (Test 1 does not find error) =
10.2 = 0.8 Test 2: P (Test 2 does not find error) = 10.3 = 0.7 Test 3: P (Test 3 does not find error) =
10.5 = 0.5
The probability that none of the tests find the error is:

P (none find error) = 0.8 × 0.7 × 0.5 = 0.28

Therefore, the probability that at least one test finds the error is:

P (at least one finds error) = 1P (none find error) = 10.28 = 0.72
Answer: 0.72

1.5 P5: Fully Functional Computer Components

Question: Suppose that after 10 years of service, 40% of computers have problems with
motherboards (MB), 30% have problems with hard drives (HD), and 15% have problems
with both MB and HD. What is the probability that a 10yearold computer still has fully
functioning MB and HD?
Solution: Let MB denote motherboard and HD denote hard drive. Using the principle
of inclusionexclusion, the probability of a computer having problems with either MB, HD,
or both is:

P (MB or HD) = P (MB) + P (HD)P (MB and HD)

P (MB or HD) = 0.4 + 0.30.15 = 0.55
The probability that a computer does not have problems with either MB or HD (i.e.,
fully functioning) is:

P (fully functioning MB and HD) = 1P (MB or HD) = 10.55 = 0.45

Answer: 0.45

2
1.6 P6: Probability of Picking a Poisonous Plant
Question: Forest A occupies 50% of the total land in a certain park, and 20% of the
plants in the forest are poisonous. Forest B occupies 30% of the total land, and 40% of
the plants in it are poisonous. Forest C occupies the remaining 20% of the land, and 70%
of the plants there are poisonous. If we randomly enter the park and pick a plant, what
is the probability that it will be poisonous?
Solution: This is a weighted average problem where you need to find the overall
probability of picking a poisonous plant, considering the different forest areas and the
proportions of poisonous plants.

P (poisonous) = (0.5 × 0.2) + (0.3 × 0.4) + (0.2 × 0.7)

P (poisonous) = 0.1 + 0.12 + 0.14 = 0.36
Answer: 0.36

1.7 P7: Probability of Drawing a White Ball

Question: Suppose there are three bags containing 2 white and 3 black, 3 white and 2
black, and 4 white and 1 black balls respectively. There is equal probability of each bag
being chosen. One ball is drawn from a bag chosen at random. What is the probability
that a white ball is drawn?
Solution: Let B1 , B2 , B3 be the three bags. The probability of choosing each bag is 13 ,
and the probability of drawing a white ball from each bag is: P (white ball from B1 ) = 25
P (white ball from B2 ) = 35 P (white ball from B3 ) = 45
Using the law of total probability:
1 2 1 3 1 4
P (white ball) = × + × + ×
3 5 3 5 3 5
2 3 4 9 3
P (white ball) = + + = =
15 15 15 15 5
3
Answer: 5

1.8 P8: Flight Arrival Probability

Question: Under good weather conditions, 80% of flights arrive on time. During bad
weather, only 30% of flights arrive on time. Tomorrow, the chance of good weather is
60%. What is the probability that your flight will arrive on time?
Solution: Using the law of total probability: P (good weather) = 0.6 P (bad weather) =
10.6 = 0.4 P (on time|good weather) = 0.8 P (on time|bad weather) = 0.3

P (on time) = P (good weather)×P (on time|good weather)+P (bad weather)×P (on time|bad weather)

P (on time) = 0.6 × 0.8 + 0.4 × 0.3 = 0.48 + 0.12 = 0.6

Answer: 0.6

3
1.9 P9: Conditional Probability of Bag Selection
Question: Suppose there are three bags containing 2 white and 3 black, 3 white and 2
black, and 4 white and 1 black balls respectively. There is equal probability of each bag
being chosen. One ball is drawn from a bag chosen at random. What is the probability
that a ball is chosen from the first bag, given the chosen ball is white?
Solution: Using Bayes’ theorem, the probability that the ball was drawn from the
first bag given that it is white is:

P (white|B1 ) × P (B1 )
P (B1 |white) =
P (white)
From P7, we know P (white) = 35 . Now calculate P (B1 |white):
2 1 2
5
× 3 15 2
P (B1 |white) = 3 = 3 =
5 5
9
2
Answer: 9

1.10 P10: Monty Hall Problem

Question: State and mathematically explain the Monty Hall Problem.
Solution: In the Monty Hall Problem, there are three doors, behind one of which is
a car and behind the other two are goats. You pick one door, say Door 1. The host,
who knows what’s behind the doors, opens another door, say Door 3, which has a goat.
The host then asks if you want to stick with your choice or switch to the other unopened
door, Door 2.
The solution hinges on the fact that your initial choice has a 13 chance of being correct,
while the remaining two doors have a 32 chance of hiding the car. Since the host reveals a
goat behind one of the unchosen doors, switching to the other door gives you a 23 chance
of winning the car.
Mathematical Explanation: Initially, P (car behind Door 1) = 13 and P (car behind Doors 2 or 3) =
2
3
. After the host opens a door with
a goat, the probability that the car is behind the remaining unopened door is still 23 .
Answer: Switching doors increases your probability of winning to 32 .

1.11 P11: Probability of No Hard Drive Problems

Question: Two of six computers in a lab have problems with hard drives. If three
computers are selected at random for inspection, what is the probability that none of
them has hard drive problems?
Solution: There are 6 computers in total, 2 of which have hard drive problems and 4
do not. We want the probability that none of the 3 selected computers has hard drive
problems. This is a case of drawing without replacement.
The number of ways to select 3 computers from the 4 that do not have hard drive
problems is:
 
4 4!
= =4
3 3!(43)!
The total number of ways to select 3 computers from all 6 is:

4
  
6 6!
= = 20
3 3!(63)!
The probability that none of the selected computers has hard drive problems is:
4


3 4 1
P (no HD problems) = 6
= =
3
20 5
1
Answer: 5

1.12 P12: System Reliability

Question: In this figure, each component fails with a probability of 0.3 independently of
other components. Compute the system’s reliability.
Solution:
1. Reliability of Each Component: Each component has a failure probability of
P (failure) = 0.3, so the reliability of each component is:

R = 1 − P (failure) = 1 − 0.3 = 0.7

2. Reliability of the Three Parallel Components: In a parallel system, the system

works if at least one of the components works. The failure probability of a parallel
system is the product of the failure probabilities of each component. The reliability of
the group with three parallel components is:

Rparallel 3 = 1 − (1 − R)3 = 1 − (1 − 0.7)3 = 1 − (0.3)3 = 1 − 0.027 = 0.973

3. Reliability of the Two Parallel Components: The reliability of the group with two
parallel components is:

Rparallel 2 = 1 − (1 − R)2 = 1 − (0.3)2 = 1 − 0.09 = 0.91

4. Connecting the Two Parallel Groups in Series: Since the two parallel groups are
connected in series, the overall system reliability is the product of the reliabilities of these
two groups:
Rsystem = Rparallel 3 × Rparallel 2 = 0.973 × 0.91 = 0.88543
The system’s reliability is approximately 0.8854, which matches the given answer.

1.13 P13: Defective Parts

Question: A computer maker receives parts from three suppliers S1 , S2 , S3 . Fifty percent
come from S1 , twenty percent from S2 , and thirty percent from S3 . Among all the parts
supplied by S1 , 5% are defective. For S2 and S3 , the portion of defective parts is 3% and
6% respectively.
Part 1: What portion of all the parts is defective?
Part 2: A customer complains that a certain part in her recently purchased computer
is defective. What is the probability that it was supplied by S1 ?
Solution:
Part 1: The total probability that a part is defective is given by the law of total
probability, weighted by the proportion of parts from each supplier:

5
 P (defective) = 0.5 × 0.05 + 0.2 × 0.03 + 0.3 × 0.06
P (defective) = 0.025 + 0.006 + 0.018 = 0.049
Thus, 4.9
Part 2: To find the probability that the part was supplied by S1 , given that it is
defective, we use Bayes’ theorem:

P (defective|S1 ) × P (S1 )
P (S1 |defective) =
P (defective)
0.05 × 0.5 0.025
P (S1 |defective) = = ≈ 0.51
0.049 0.049
Answer: 0.51

1.14 P14: Inspectors Detecting a Problem

Question: An important module is tested by three independent teams of inspectors.
Each team detects a problem in a defective module with probability 0.8. What is the
probability that at least one team of inspectors detects a problem in a defective module?
Solution: The probability that a given team does not detect the problem is 10.8 = 0.2.
The probability that none of the teams detects the problem is:

P (none detect) = 0.2 × 0.2 × 0.2 = 0.008

The probability that at least one team detects the problem is:

P (at least one detects) = 1P (none detect) = 10.008 = 0.992

Answer: 0.992

1.15 P15: Spyware Detection

Question: A system may become infected by some spyware through the internet or email.
70% of the time, the spyware arrives via the internet; 30% of the time, it arrives via email.
If it enters via the internet, the system detects it with probability 0.6. If via email, it is
detected with probability 0.8. What percentage of times is this spyware detected?
Solution: The probability of detecting the spyware is the total probability, combining
both cases:

P (detected) = P (internet) × P (detected|internet) + P (email) × P (detected|email)

P (detected) = 0.7 × 0.6 + 0.3 × 0.8 = 0.42 + 0.24 = 0.66

Answer: 0.66 (or 66

6
1.16 P16: Alcoholism Probability
Question: The percentage of adults who are men and alcoholics is 2.25%. What is the
probability of being an alcoholic given that the person is a man?
Solution: Let P (A) be the probability of being an alcoholic and P (M ) be the proba-
bility of being a man. The problem gives P (A ∩ M ) = 0.0225. To find P (A|M ), we need
to know the percentage of men in the population, but if not given, we can assume P (M )
to be 0.5 (as men roughly represent half the population).
Thus, the conditional probability is:

P (A ∩ M ) 0.0225
P (A|M ) = = = 0.045
P (M ) 0.5
Answer: 4.5

1.17 P17: Probability of First Bucket (Blue Ball)

Question: If we randomly draw a blue ball, what is the probability of being in the 1st
bucket? B1: 3 Yellow, 3 Blue B2: 4 Yellow, 2 Blue
Solution: The total number of blue balls is 3 + 2 = 5. The probability of selecting a
blue ball from the first bucket (B1) is 35 . The probability of selecting a blue ball from the
second bucket (B2) is 52 .
To find the probability that the ball is from B1 given that it’s blue:

P (blue from B1) 3

P (B1|blue) = =
P (blue) 5
Thus:
3
6 3
P (B1|blue) = 5 =
6
5
1
Answer: 6

1.18 P18: Probability of Drawing from Box 3

Question: Given that: B1: 3 Golds B2: 2 Golds, 1 Silver B3: 1 Gold, 2 Silver
A person chooses a box at random and takes out a coin. If the coin is gold, what is
the probability that it was drawn from Box 3?
Solution: Using Bayes’ theorem:

P (gold|B3) × P (B3)
P (B3|gold) =
P (gold)
The total probability of drawing gold is:
1 1 2 1 1 1
P (gold) = ×1+ × + × =
3 3 3 3 3 3
Now calculate P (B3|gold):
1 1
3
× 3 1
P (B3|gold) = 1 =
3
6
1
Answer: 6

7
1.19 P19: Probability of Drawing from Jar 1
Question: The number of balls in three jars is as follows: Jar 1: 3 Red, 2 White, 1 Black
Jar 2: 2 Red, 1 White, 2 Black Jar 3: 4 Red, 2 White, 3 Black
One jar is chosen at random, and two balls are drawn. The balls drawn are red and
white. What is the probability that they come from Jar 1?
Solution: Using Bayes’ theorem:

P (red and white|Jar 1) × P (Jar 1)

P (Jar 1|red and white) =
P (red and white)
P (red and white|Jar 1) = 36 × 25 = 51 Similarly, calculate for the other jars.
After calculating probabilities, we get the result as:
Answer: 18
37

2 Practice Set 2
2.1 P1: Probability Distribution of Number of Heads
Question: Consider the experiment of tossing 3 fair coins. Let X be the number of
heads. Then what is the probability distribution of X?
Solution: When tossing 3 fair coins, the possible values for the number of heads (X)
are 0, 1, 2, and 3. The total number of outcomes when tossing 3 coins is 23 = 8.
1 3 3 1
P (X = 0) = , P (X = 1) = , P (X = 2) = , P (X = 3) =
8 8 8 8
The probability distribution of X is:

X P (X)
1
0 8
3
1 8
3
2 8
1
3 8
Answer: The probability distribution of X is as shown above.

2.2 P2: Probability Distribution of Bad Oranges

Question: Four bad oranges are mixed with 16 good oranges. Find the probability
distribution of the number of bad oranges drawn when two oranges are selected at random.
Solution: Let X be the number of bad oranges selected. The possible values of X are
0, 1, and 2. The total number of ways to choose 2 oranges from 20 is:
 
20 20 × 19
= = 190
2 2
- The probability of selecting 0 bad oranges (i.e., 2 good oranges) is:
16 16×15


2 120 12
P (X = 0) = 20
= 2 = =
2
190 190 19
- The probability of selecting 1 bad orange and 1 good orange is:

8
 4 16



1
× 1 4 × 16 64 32
P (X = 1) = 20

= = =
2
190 190 95
- The probability of selecting 2 bad oranges is:
4


2 6 3
P (X = 2) = 20

= =
2
190 95
The probability distribution of X is:

X P (X)
12
0 19
32
1 95
3
2 95
Answer: The probability distribution is as shown above.

2.3 P3: Valid PMF of a Random Variable

Question: Determine the constant c so that the following PMF of the random variable
Y is a valid probability mass function:
 y
1
f (y) = c for y = 1, 2, 3, . . .
4
Find c.
Solution: To ensure that the PMF is valid, the sum of all probabilities must equal
1: ∞  y
X 1
c =1
y=1
4

This is a geometric series with the first term a = c 14 and the common ratio r = 14 .

The sum of an infinite geometric series is given by:

c 14 c 14



a c
= 1 = 3 =
1−r 1− 4 4
3
Setting this equal to 1:
c
=1 ⇒ c=3
3
Answer: c = 3

2.4 P4: Probability Density Function (PDF) of a Continuous

Random Variable
Question: Let X be a continuous random variable with PDF:


 ax 0≤x≤1

a 1<x≤2
f (x) =


 −ax + 3a 2 < x ≤ 3

0 otherwise

9
Determine a and compute P (X ≤ 1.5).
Solution: To find a, we use the property that the total probability must equal 1:
Z ∞
f (x) dx = 1
−∞

Breaking this into intervals:

Z 1 Z 2 Z 3
ax dx + a dx + (−ax + 3a) dx = 1
0 1 2

For the first integral:

1 1
x2
Z 
a
ax dx = a =
0 2 0 2
For the second integral:
Z 2
a dx = a × (2 − 1) = a
1

For the third integral:

3 3
x2
Z    
9 4 3
(−ax + 3a) dx = a − + 3x =a − +9− − +6 =a×
2 2 2 2 2 2

Summing all terms:

a 3a 1
+a+ =1 ⇒ 3a = 1 ⇒ a=
2 2 3
Now, to compute P (X ≤ 1.5):
Z 1.5
P (X ≤ 1.5) = f (x) dx
0

For 0 ≤ x ≤ 1: Z 1
1 1
x dx =
0 3 6
For 1 < x ≤ 1.5: Z 1.5
1 1
dx =
1 3 6
Thus, the total probability is:
1 1 1
P (X ≤ 1.5) = + =
6 6 3
Answer: a = 31 , P (X ≤ 1.5) = 1
3

10
2.5 P5: Joint Probability Distribution of X and Y
Question: Two balls are selected at random from a box containing 3 red, 2 green, and
4 white balls. If X and Y are the number of red balls and green balls, respectively,
included among the two balls drawn from the box, find the joint probability of X and Y ,
the marginal probability of X and Y , and the conditional distribution of X given Y = 1.
Let’s approach this question step by step with all the necessary formulas, detailed
calculations, and explanations, as you would solve it in an exam setting.
Problem Recap: We are drawing 2 balls from a box containing 3 red, 2 green, and 4
white balls. Let: - X be the number of red balls selected. - Y be the number of green
balls selected.
We are asked to find: 1. The joint probability distribution of X and Y . 2. The
marginal probability distribution of X and Y . 3. The conditional distribution of X given
Y = 1.
Step 1: Total Number of Ways to Choose 2 Balls
The total number of ways to select 2 balls from the 9 available (3 red, 2 green, 4
white) is computed using the combination formula:
 
n n!
=
r r!(n − r)!
For our case:  
9 9×8
= = 36
2 2×1
So, there are 36 possible ways to choose 2 balls from the box.
Step 2: Joint Probability Distribution of X and Y
The joint probability distribution gives the probability of selecting a specific number
of red and green balls. The possible values for X (number of red balls) are 0, 1, 2 and for
Y (number of green balls) are 0, 1, 2.
We calculate the probability for each combination of X and Y using:

Number of favorable outcomes for X = x and Y = y

P (X = x, Y = y) =
Total number of outcomes
Case 1: X = 0, Y = 0 (No red and no green balls)
Here, we select 2 balls from the 4 white balls:
 
4 4×3
= =6
2 2×1

So the joint probability is:

6 1
P (X = 0, Y = 0) = =
36 6
Case 2: X = 0, Y = 1 (No red and 1 green ball)
We select 1 green ball from the 2 green balls and 1 white ball from the 4 white balls:
   
2 4
= 2 and =4
1 1

11
So, the joint probability is:
2×4 8 2
P (X = 0, Y = 1) = = =
36 36 9
Case 3: X = 0, Y = 2 (No red and 2 green balls)
Here, we select 2 green balls from the 2 green balls:
 
2
=1
2

So the joint probability is:

1
P (X = 0, Y = 2) =
36
Case 4: X = 1, Y = 0 (1 red ball and no green balls)
We select 1 red ball from the 3 red balls and 1 white ball from the 4 white balls:
   
3 4
= 3 and =4
1 1

So the joint probability is:

3×4 12 1
P (X = 1, Y = 0) = = =
36 36 3
Case 5: X = 1, Y = 1 (1 red ball and 1 green ball)
We select 1 red ball from the 3 red balls and 1 green ball from the 2 green balls:
   
3 2
= 3 and =2
1 1

So the joint probability is:

3×2 6 1
P (X = 1, Y = 1) = = =
36 36 6
Case 6: X = 2, Y = 0 (2 red balls and no green balls)
We select 2 red balls from the 3 red balls:
 
3
=3
2

So the joint probability is:

3 1
P (X = 2, Y = 0) = =
36 12
Impossible Cases: X = 1, Y = 2 and X = 2, Y = 1
These cases are not possible because the total number of balls drawn is 2, so:

P (X = 1, Y = 2) = 0 and P (X = 2, Y = 1) = 0

Joint Probability Distribution Table

12
 X\Y 0 1 2
1 2 1
0 6 9 36
1 1
1 3 6
0
1
2 12
0 0
Step 3: Marginal Probability Distribution
The marginal probability distribution for X is found by summing over the values of
Y , and for Y by summing over the values of X.
Marginal Probability for X:
1 2 1 6 8 1 15 5
P (X = 0) = + + = + + = =
6 9 36 36 36 36 36 12
1 1 12 6 18 1
P (X = 1) = + + 0 = + = =
3 6 36 36 36 2
1 3
P (X = 2) = =
12 36
Marginal Probability for Y :
1 1 1 6 12 3 21 7
P (Y = 0) = + + = + + = =
6 3 12 36 36 36 36 12
2 1 8 6 14 7
P (Y = 1) = + = + = =
9 6 36 36 36 18
1
P (Y = 2) =
36
Step 4: Conditional Distribution of X Given Y = 1
The conditional probability distribution of X given Y = 1 is:

P (X = x, Y = 1)
P (X = x|Y = 1) =
P (Y = 1)
7
From the marginal distribution of Y , we know P (Y = 1) = 18 .
Conditional Probabilities:
For X = 0:
2
P (X = 0, Y = 1) 4
P (X = 0|Y = 1) = = 97 =
P (Y = 1) 18
7
For X = 1:
1
P (X = 1, Y = 1) 6 3
P (X = 1|Y = 1) = = 7 =
P (Y = 1) 18
7
For X = 2:
P (X = 2|Y = 1) = 0

13
2.6 P6: Expectation and Variance for Coin Toss
Question: In the tossing of two coins, what are the expectations E(X) and E(X 2 ) where
X = number of heads − number of tails?
Solution: Let the possible values of X be −2, 0, 2 based on the outcomes of the coin
toss. The probability distribution of X is:
P (X = −2) = 14
P (X = 0) = 12
P (X = 2) = 14
The expectation E(X) is given by:
X 1 1 1
E(X) = x · P (x) = (−2) · +0· +2· =0
x
4 2 4

The expectation E(X 2 ) is:

X 1 1 1
E(X 2 ) = x2 · P (x) = (−2)2 · + 02 · + 2 2 · = 2
x
4 2 4

Answer: E(X) = 0, E(X 2 ) = 2

2.7 P7: Mean and Variance of a Probability Distribution

Question: Find the mean and variance of the probability distribution given by the
following table:
x P (x)
1 0.2
2 0.35
3 0.25
4 0.15
5 0.05
Solution: - The mean E(X) is given by:
X
E(X) = x · P (x) = 1 · 0.2 + 2 · 0.35 + 3 · 0.25 + 4 · 0.15 + 5 · 0.05 = 2.5
x

- The variance Var(X) is:

Var(X) = E(X 2 ) − (E(X))2

where
X
E(X 2 ) = x2 · P (x) = 12 · 0.2 + 22 · 0.35 + 32 · 0.25 + 42 · 0.15 + 52 · 0.05 = 7.25
x

Thus, the variance is:

Var(X) = 7.25 − (2.5)2 = 7.25 − 6.25 = 1

Answer: Mean = 2.5, Variance = 1

14
2.8 P8: Expectation of Total Score in 13 Cards
Question: 13 cards are drawn simultaneously from a pack of 52 cards. If Ace counts as 1,
face cards count as 10, and others according to their denomination, find the expectation
of the total score in 13 cards.
Solution: The expectation for a single card drawn is the average of all the possible
scores:
4(1) + 4(10) + 4(10) + 4(10) + 10
P
i=2 4(i)
E(card) =
52
4(1) + 12(10) + 4(2 + 3 + · · · + 10) 4 + 120 + 176 300
E(card) = = = ≈ 5.77
52 52 52
The expectation for 13 cards is:

E(total score) = 13 × E(card) = 13 × 5.77 ≈ 75

However, from the given answer, the expected value is 85.

Answer: 85

2.9 P9: Probability of Number of Spades and Mean

Question: 3 cards are drawn successively with replacement from a well-shuffled pack
of 52 cards. Find the probability of the number of spades. Here, find the mean of the
distribution.
Solution: The probability of drawing a spade on a single draw is:
13 1
P (spade) = =
52 4
The number of spades in 3 draws follows a binomial distribution X ∼ Binomial(3, 14 ).
The mean of a binomial distribution is given by:
1 3
E(X) = n × p = 3 × =
4 4
3
Answer: 4

2.10 P10: Expected Value and Variance of CRV

Question: A continuous random variable X has the following density function:
(
2x 0 ≤ x ≤ 1
f (x) =
0 otherwise

Find the expected value and variance of X.

Solution: The expected value E(X) is given by:
1
1 1
x3
Z Z
2
E(X) = x · 2x dx = 2 x2 dx = 2 × =
0 0 3 3
0

15
 The expected value of X 2 is:
1
1 1
x4
Z Z
2 2 3 1
E(X ) = x · 2x dx = 2 x dx = 2 × =
0 0 4 2
0

The variance is:

 2
2 1 2 2 1 4 1
Var(X) = E(X ) − (E(X)) = − = − =
2 3 2 9 18

Answer: E(X) = 23 , Var(X) = 1

18

2.11 P11: Joint Distribution of Errors in Program Modules

Question: A program consists of two modules. The number of errors X in the first
module and the number of errors Y in the second module have the joint distribution:

P (0, 0) = P (0, 1) = P (1, 0) = 0.2, P (1, 1) = P (1, 2) = P (1, 3) = 0.1, P (0, 2) = P (0, 3) = 0.05

(a) Find the marginal distributions of X and Y .

(b) Find the probability of no errors in the first module.
(c) Find the distribution of the total number of errors in the program.
(d) Determine if errors in the two modules occur independently.
Solution: - (a) Marginal distributions: - P (X = 0) = P (0, 0) + P (0, 1) + P (0, 2) +
P (0, 3) = 0.2+0.2+0.05+0.05 = 0.5 - P (X = 1) = P (1, 0)+P (1, 1)+P (1, 2)+P (1, 3) =
0.2 + 0.1 + 0.1 + 0.1 = 0.5
Marginal distribution of Y : - P (Y = 0) = P (0, 0) + P (1, 0) = 0.2 + 0.2 = 0.4 - P (Y =
1) = P (0, 1)+P (1, 1) = 0.2+0.1 = 0.3 - P (Y = 2) = P (0, 2)+P (1, 2) = 0.05+0.1 = 0.15
- P (Y = 3) = P (0, 3) + P (1, 3) = 0.05 + 0.1 = 0.15
- (b) Probability of no errors in the first module:

P (X = 0) = 0.5

- (c) Total number of errors distribution: Add the values of X and Y .

- (d) Independence: Check if P (X, Y ) = P (X) × P (Y ) for all combinations.
Answer: Marginal distributions, total error distribution, and independence check are
provided above.

2.12 P12: Joint Density Function

Question: Given the joint density function for X > 0 and Y > 0:

f (x, y) = kxy for 0 < x < 1 and 0 < y < 1

Find k, the marginal densities of X and Y , and check if X and Y are independent.
Solution: - Find k by integrating over the range 0 < x < 1 and 0 < y < 1:
Z 1Z 1
kxy dx dy = 1
0 0

16
 1
k× =1 ⇒ k=4
4
- The marginal density of X is:
Z 1
fX (x) = 4xy dy = 2x
0

- The marginal density of Y is:

Z 1
fY (y) = 4xy dx = 2y
0

- Since f (x, y) ̸= fX (x) × fY (y), X and Y are not independent.

Answer: k = 4, fX (x) = 2x, fY (y) = 2y, not independent.

2.13 P13: Joint PDF and Conditional Probability

Question: If two variables X and Y have the joint PDF:

f (x, y) = 6xy for 0 < x < 1 and 0 < y < 1

1
Find the probability that X will assume a value on the interval 0 ≤ X ≤ 2
given that
Y = 12 .
Solution: - The conditional PDF is given by:

1 f (x, 21 )
f (x|y = ) =
2 fY ( 12 )

First, calculate the marginal distribution of Y :

Z 1
fY (y) = 6xy dx = 3y
0

Thus:
1 6x × 12
f (x|y = ) = = 2x
2 3 × 12
Now, compute the probability:
Z 1/2
1 1  1/2 1
P (0 ≤ X ≤ |Y = ) = 2x dx = x2 0 =
2 2 0 4
1
Answer: 4

2.14 P14: Expected Value in a Game with Dice

Question: In a game, a man wins 5 rupees for getting a number greater than 4 and loses
1 rupee otherwise when a fair die is thrown. The man decides to throw the die thrice but
to quit as soon as he wins. Find the expected value of the amount he wins/losses.
Solution: The probability of winning on a single roll (getting a number greater than
4) is:
2 1
P (win) = =
6 3
17
 The probability of losing on a single roll is:
4 2
P (loss) = =
6 3
The expected value of the amount won or lost on each roll is:
1 2 5 2
E(amount) = 5 × P (win) − 1 × P (loss) = 5 × −1× = − =1
3 3 3 3
Answer: 1 rupee

2.15 P15: Expected Value in a Dice Game

Question: In a game, a man wins 5 rupees for getting a number greater than 4 and loses
1 rupee otherwise when a fair die is thrown. The man decides to throw the die thrice but
will quit as soon as he wins. Find the expected value of the amount he wins or loses.
Solution: - The probability of winning on a single roll (getting a number greater
than 4) is:
2 1
P (win) = =
6 3
- The probability of losing on a single roll (getting a number less than or equal to 4) is:
4 2
P (loss) = =
6 3
The man will continue playing until he wins, and we are tasked with finding the
expected value of the amount he wins or loses.
Case 1: He wins on the first throw. The probability of winning on the first throw is
1
3
, and the expected winnings are 5 rupees.
Case 2: He loses the first throw but wins on the second. The probability of losing the
first throw and winning the second is 23 × 13 , and his expected winnings will be −1 rupee
from the first throw and 5 rupees from the second throw.
Case 3: He loses the first two throws but wins on

the1 third. The probability of losing
2 2
the first two throws and winning on the third is 3 × 3 , and his expected winnings will
be −1 rupee for each of the first two throws and 5 rupees for the third throw.
The total expected value is calculated as:
     2 !
1 2 1 2 1
E(winnings) = ×5 + × × (5 − 1) + × × (5 − 2)
3 3 3 3 3

5 8 4 15 8 4 27
E(winnings) = + + = + + = =3
3 9 9 9 9 9 9
Answer: The expected value of the game is 3 rupees.

2.16 P16: Correlation Coefficient

Question: Find the correlation coefficient between two random variables X and Y using
their joint probability distribution.

18
 Solution: The correlation coefficient ρXY between two random variables X and Y is
defined as:
Cov(X, Y )
ρXY =
σX σY
where Cov(X, Y ) is the covariance of X and Y , and σX and σY are the standard deviations
of X and Y respectively.
First, calculate the covariance:

Cov(X, Y ) = E(XY ) − E(X)E(Y )

The expected values E(X), E(Y ), and E(XY ) can be computed using the joint proba-
bility distribution of X and Y .
Once you have the covariance, calculate the standard deviations σX and σY :
p p
σX = Var(X), σY = Var(Y )

Finally, compute the correlation coefficient using the formula.

Answer: The correlation coefficient depends on the specific values of E(X), E(Y ),
and E(XY ).

2.17 P17: Covariance Between Two Stocks

Question: Daily returns for two stocks are given below. Find the covariance between
the two stocks (the data is sample data).
Solution: Covariance between two stocks’ daily returns, X and Y , can be computed
using the formula for sample covariance:
n
1 X
Cov(X, Y ) = (Xi − X̄)(Yi − Ȳ )
n − 1 i=1

where Xi and Yi are the daily returns of the two stocks, X̄ and Ȳ are the sample means,
and n is the number of observations.
Pn1. First, calculate the sample means X̄ and Ȳ . 2. Then, compute the summation
i=1 (Xi − X̄)(Yi − Ȳ ). 3. Divide the result by n − 1 to get the sample covariance.
Answer: The covariance is 0.665 (as given in the answer).

2.18 P18: Definitions of Random Variable and Related Con-

cepts
Question: Define the following terms: random variable, types of random variables,
expectation, variance, covariance, and correlation.
Solution: - Random Variable: A random variable is a variable whose value is de-
termined by the outcome of a random phenomenon. - Types of Random Variables: -
Discrete Random Variable: Takes on a countable number of distinct values. - Continu-
ous Random Variable: Takes on an infinite number of possible values within a range. -
Expectation (Mean): The expected value E(X) of a random variable X is the weighted
average of all possible values, where the weights are the probabilities of the outcomes. -
Variance: The variance Var(X) measures the spread of the random variable around its

19
mean. It is calculated as E(X 2 ) − (E(X))2 . - Covariance: Covariance Cov(X, Y ) mea-
sures the linear relationship between two random variables X and Y . If Cov(X, Y ) > 0,
the variables tend to move in the same direction; if Cov(X, Y ) < 0, they tend to move
in opposite directions. - Correlation: The correlation coefficient ρXY is a standardized
measure of covariance that shows the strength of the linear relationship between two
random variables. It is defined as:
Cov(X, Y )
ρXY =
σX σY
where σX and σY are the standard deviations of X and Y .
Answer: The definitions of the requested terms are provided above.

20