Spring 2011, MA1061–PROBABILITY

Homework 3. Hand in at your next probability supervision,

week 8, 21-25 of March.
Problems (to hand in)
Please attempt all the problems on the sheet
Write your name clearly.

1. Discrete Uniform Distribution. A discrete random variable X takes the values 1, 2, . . . , n,

each with probability 1/n. Show that the expectation and variance of X are 21 (n + 1) and
1 2
12 (n − 1). Hence obtain the expected value and variance of the score obtained from a
single throw of a standard fair die.

2. Let X ∼ Bi(n, p) be a binomial random variable. Recall that X = Y1 + · · · + Yn , where the Yi

are independent Bernoulli random variables with P(Yi = 1) = p. Using the properties of
expectation show that E(X) = np. (A much easier proof than the one given in the lecture
is possible). Calculate E(X 2 ). Hence or otherwise show that the variance of X is npq.
Hint: Recall that var(X) = E(X 2 ) − (E X)2 , and the linearity property of expectations.
Hint: In the summation use the change of variable s = k − 1.

3. Let X, Y be independent random variables. Prove that E[XY ] = E X E Y .

4. A fair die is rolled three times. Let X denote the number of sixes obtained.

(i) Find the probability distribution of X. What sort of distribution does X have?
(ii) Calculate E(X) and E(X 2 ).
(iii) Find the variance and standard deviation of X.

5. Geometric random variable. Consider a sequence of independent Bernoulli trials with success
probability p. Let X be the number of trials before the first success. Then X has a
Geometric distribution. Then if the k-th trial is the first success, ie X = k, it is obvious
that the first k − 1 trials are failures and thus

P(X = k) = (1 − p)k−1 p = q k−1 p, k = 1, 2, 3, . . . .

Using the definition of expectation calculate E X.

Hint: Recall the geometric series: if |q| < 1 then
∞ ∞
X
n 1 X qk
q = , qn = .
1−q 1−q
n=0 n=k

6. A fair die is rolled twice. Let X and Y denote the score of the first and second die respectively.
Using the distribution of X + Y or otherwise calculate E(X + Y ) and E[(X + Y )2 ]. Hence
calculate the variance of X + Y .