National Institute of Technology Hamirpur

Department of Mathematics & Scientific Computing

Assignment – 1
MA-212: Stochastic Processes
1. Two groups are competing for the positions on the Board of Directors of a corporation.
The probabilities that the first and second groups will win are 0.6 and 0.4 respectively.
Furthermore, if the first group wins the probability of introducing a new product is 0.8
and the corresponding probability if the second group wins is 0.3. What is the probability
that the new product will be introduced?
2. A bag contains 5 white and 8 red balls. Two successive drawings of 3 balls are made such
that (a) the balls are replaced before the second drawing, and (b) the balls are not replaced
before the second draw. Find the probability that the first drawing will give 3 white and
the second 3 red balls in each case.
3. A telephone switching center survey indicates that one of four calls is a business call, that
one-tenth of business calls are long distance, and one-twentieth of non-business calls are
long distance. What is the probability that
(a) The next call will be a non-business long distance call
(b) The next call will be business call given that it is long distance call
(c) The next call will be a non-business call given that the previous call was long distance
4. There are two bags A and B. A contains n white and 2 black balls and B contains 2 white
and n black balls. One of the two bags is selected at random and two balls are drawn from
it without replacement. If both balls drawn are white and the probability that the bag A
was used to draw the balls is 6/7, find the value of n.
5. An investment consultant predicts that the odds against the price of a certain stock will go
up during the next week are 2:1 and the odds in favor of the price remaining the same are
1:3. What is the probability that the price of the stock will go down during the next week?
6. A student applies for a job in two firms X and Y. The probability of his being selected in
firms X is 0.7 and being rejected at Y is 0.5. The probability of at least one of his
applications being rejected is 0.6. What is the probability that he will be selected in one of
the firms?
7. A box contains 50 diodes of which 10 are known to be bad. (i) A diode is selected at
random, what is the probability that is bad. (ii) If the first diode drawn from the box was
good, what is the probability that a second diode drawn will be good? (iii) If two diodes
are drawn from the box, what is the probability that they are bothgood?
8. The content of urns I, II and III are as follows:
1 white, 2 black and 3 red balls,
 2 white, 1 black and 1 red balls and
4 white, 5 black and 3 red balls.
One urn is chosen at random and two balls drawn from it. They happen to be white and
red. What is the probability that they come from urns I, II or III?
9. In an examination involving multiple choice questions, a student works out the solution in
50% of the questions. In the remaining questions the student guesses the answer.
However, when the answer is guessed the probability that it is correct is 0.30. When the
student works out the solutions it may be wrong with probability 0.10. If the answer to a
particular question is correct, what is the probability that the student guessed the answer?
10. There are three urns U1, U2, U3 each with balls of two colors. U1 contains 2 white & 3
black balls, U2 contains 3 white & 2 black balls and U3 contains 5 white & 5 black balls.
An urn is chosen at random and a ball is drawn from that urn at random, what is the
probability that U2 was chosen given that the ball is picked is black in color?
11. Suppose a coin, weighted so that P (H) =2/3 and P (T) =1/3, is tossed. If head appears,
then the number is selected at random from numbers 1 through 9; if tail appears, then a
number is selected from the numbers 1 through 5. What is the probability that an even
number is appearing.
12. A bag contains (n+1) coins. It is known that one of these coins shows heads on both sides,
whereas the other coins are fair. Once coin is selected at random and tossed. If the
probability that toss results in heads is 7/12 then find the value of ‘n’.
x
13. The probability distribution of a random variable X is f  x   k sin for 0  x  5 .
5
Determine the constant k.
14. Verify the following is a distribution function
0 for x  a

1  x 
F x      1 for 2  x  4
2  a 
1 for x  a
15. Determine the constant k, F(x) and P(X > 1.5) for the following probability density
kx ,0  x  1
k ,1  x  2

function. f x   
 kx  3k ,2  x  3
0 elsewhere
16. A patrol pump is supplied with petrol once a day. If its daily volume of sales (X) in
thousands of liters is distributed by: f x   51  x  for 0  x  1 .What must be the
4

capacity of its tank in order that the probability that its supply will be exhausted in a
given day shall be 0.01?
17. A bombing plane carrying three bombs files directly above a railroad track. If a bomb
falls within 40 meters of track, the track will be sufficiently damaged to disrupt the
traffic. With certain bomb site the points of impact of a bomb have the probability density
function, where x represents the vertical deviation (in meters) from the aiming point,
which is the track in this case. Find the distribution function. If all three bombs are used,
what is the probability that the track will be damaged?
100  x
 10000 ,100  x  0

100  x
f x    ,0  x  100
 10000
0 elsewhere


18. Two discrete random variables X and Y have the joint probability mass function is

x e  p y 1  p x y
p XY x, y   for x, y  0,1, 2, . Where λ and p are constants with
y!x  y !
λ>0, 0 < p < 1. Find marginal mass functions of X and Y, also find the conditional mass
function of X|Y and Y| X.
19. Suppose that two dimensional random variable (X, Y) has joint probability density
function given by
6 x 2 y , 0  x, y  1
f  x, y   
0 , otherwise

 
Find P 0  X  ,  Y  2  , P X  Y  1 , P X  Y  and P X  1 | Y  2
3 1
 4 3 
20. The joint probability density function of two random variables X and Y is given by
 91  x  y 
f  x, y    ; 0  x, y  
 21  x  1  y 
4 4

Find the marginal densities of X & Y and the conditional density of Y for X=x
21. Let X and Y are jointly distributed with probability density function given below. Show
that X and Y are not independent but X2 and Y2 are independent.
1
 1  xy for x  1, y  1
f  x, y    4 .

0 elsewhere

22. If the joint distribution function of X and Y is given by

1  e  x  e  y  e   x  y  for x  0, y  0
FXY x, y   
0 elsewhere

Find the marginal densities of X and Y. Are X and Y are independent? Find
P X  1  Y  1 and P X  Y  1
23. Let (X, Y) be a two-dimensional non-negative continuous random variable having the
joint density given below. Test whether X and Y are independent and find the conditional
density of X given Y = y,

4 xy e  x
  y2  for x  0, y  0
2

24. f x, y   

0 elsewhere

25. A coffee connoisseur claims that he can distinguish between a cup of instant coffee and a
cup of percolator coffee 75% of the time. It is agreed that his claim will be accepted if he
correctly identifies at least 5 of the 6 cups. Find his chances of having the claim (i)
accepted (ii) rejected, when he doesn’t have ability he claims.
26. A multiple choice test consists of 8 questions with 3 answers to each question (of which
only one is correct). A student answers each question by rolling a balanced die and
checking the first answer if he gets 1 or 2, the second answer if he gets 3 or 4 and the
third answer if he gets 5 or 6. To get a distinction, the student must secure at least 75%
correct answers. If there is no negative marking, what is the probability that the student
secures a distinction?
27. In a precision bombing attack there is a 50% chance that any one bomb will strike the
target. Two direct hits are required to destroy the target completely. How many bombs
must be dropped to give a 99% chance or better of completely destroying the target?
28. In a binomial distribution consists of 5 independent trails, probabilities of 1 and 2
successes are 0.4096 and 0.2048 respectively. Find the parameter ‘p’ of the distribution.
29. A car hire firm has two cars, which it hires out day by day. The number of demands for a
card on each day is distributed as a Poisson distribution with mean 1.5. Calculate the
proportion of days on which (i) neither car is used, and (ii) the proportion of days on
which some demand is refused.
30. In a Poisson frequency distribution, frequency corresponding to 3 successes is 2/3 times
frequency corresponding to 4 successes. Find the mean and standard deviation of the
distribution.