Assignment - 04
Date: 1 October 2019 Semester: I
Course Name: Mathematical Physics (Theory of Probability and Statistics)
Department: Department of Physics and Astrophysics, Delhi University, Delhi
1. A fair die is rolled 10 times
a). The probability that any number comes up exactly 4 times
b). The probability that utmost 4 aces show up
c). The probability that the number of aces showing is between 2 and 6 inclusive.
2. a). Two experiments are performed. In the first experiment 6 fair dice are tossed and the
person wins if he gets 1 or more aces. In the second experiment 12 dice are tossed
and the person wins if he gets 2 or more aces. In which experiment the probability of
winning is higher?
b). A transmission channel has an error probability of 0.02 for each received signal.
Calculate the probability of having more than 1 error in 10 received signal, if the
distribution is assumed to be
(i) Binomial, and (ii) Poisson.
3. (a) Calculate the mean and variance of the Binomial, Poisson and
Gaussian distributions.
b). In the limit n → ∞ and p → 0 show that the mean value np → μ stays
finite, the binomial distribution becomes a Poisson distribution.
c). In the limit n → ∞, so the mean value np → ∞, the binomial
distribution becomes Gauss’s normal distribution.
d). X = x1 + x2, where x1 and x2 are independent and are both
distributed according to Gaussian distribution with mean μ and
standard deviation σ. Find μ and σ for X.
e). Variance of a quantity is defined as
∞
∫−∞
var[X ] = E([X − μX ]2 ) = σX2 = (x − μX )2 fX (x)d x
Prove the following properties:
i). var[a X ] = a 2 σX2, ii). var[X ± Y ] = σX2 + σY2 ± 2{E [X Y ] − E [X ]E [Y ]}
4. A joint p.d.f. of two random variables X and Y are given by:
f (X, Y ) = k X Y 0 ≤ X ≤ 1; 0 ≤ Y ≤ 1
(a) Find the value of constant ‘k’.
(b) Find marginal p.d.f. of X and Y.
(c) Find if X and Y are independent.
(d) Find expectation values of X and Y
(e) Find Variances of X and Y
(f) Find covariance of X and Y, and also the correlation coefficient.
5. Let a continuous random variable X is uniformly distributed between 0 and 1. Find the
p.d.f. of a random variable, Y = − l n(X )/k , where k > 0.