N ATIONAL U NIVERSITY OF S INGAPORE

D EPARTMENT OF S TATISTICS AND DATA S CIENCE

ST2334 P ROBABILITY AND S TATISTICS
S EMESTER II, AY 2024/2025

Tutorial 04

Please work on the questions before attending the tutorial.

Exam Format Questions

1. Multiple choice question: choose the unique correct answer.

An insurance company offers its policyholders a number of different premium payment options.
For a randomly selected policyholder, let X be the number of months between successive pay-
ments. The cumulative distribution function of X is given as follows.



0, x < 1;




0.3, 1 ≤ x < 3;

0.4, 3 ≤ x < 4;
FX (x) =


0.45, 4 ≤ x < 6;




0.6, 6 ≤ x < 12;

1, 12 ≤ x.
Which of the following is INCORRECT?

(a) P(3 ≤ X ≤ 6) = 0.3

(b) P(X ≥ 4) = 0.6
(c) P(X = 3) = 0.15
(d) P(2 < X < 4) = 0.1

2. Multiple choice question: choose the unique correct answer.

An insurance company offers its policyholders a number of different premium payment options.
For a randomly selected policyholder, let X be the number of months between successive pay-
ments. The cumulative distribution function of X is given as follows.



0, x < 1;




0.3, 1 ≤ x < 3;

0.4, 3 ≤ x < 4;
FX (x) =


0.45, 4 ≤ x < 6;




0.6, 6 ≤ x < 12;

1, 12 ≤ x.
Which of the following is the probability function of X?

x 1 3 4 6 12
(a)
fX (x) 0.3 0.1 0.05 0.15 0.4

x 1 3 4 6 12
(b)
fX (x) 0.3 0.1 0.45 0.05 0.4

1
x 1 3 4 6 12
(c)
fX (x) 0 0.3 0.4 0.6 1
(d) None of the given options.

3. Multiple response question: choose all that apply.

Which of the following is/are valid cumulative distribution function(s)?

(a) F(x) = 0.5ex when x ≤ 0 and F(x) = 1 − 0.5e−x when x > 0.

(b) F(x) = x when 0 ≤ x < 1 and F(x) = 0 elsewhere.
(c) F(x) = ex when x ≤ 0 and F(x) = 1 − e−x when x > 0.
(d) F(x) = 1 − e−x when x ≥ 0 and F(x) = 0 elsewhere.

4. Multiple response question: choose all that apply.

Let F(x) be the cumulative distribution function of a random variable X. Which of the following
is/are TRUE?

(a) If RX is a subset of the integers, then for any integers a and b such that a < b, we must have
F(b) = F(a − 1) + P(a ≤ X ≤ b).
(b) If X is a continuous random variable and a < b are two real numbers, we must have F(b) =
F(a) + P(a ≤ X ≤ b).
(c) Let X be a continuous random variable, then E(X) must be a value in RX .
(d) F(x) is a non-increasing function x.
(e) If a < b, then F(a) < F(b).

5. Fill in the blank.

Determine the value c, such that the following function can serve as a probability function of a
random variable X. (
c(x2 + 4), x = 0, 1, 2, 3;
fX (x) =
0, elsewhere.
c= .

Analytical Questions

1. Consider the probability function

( √
k x, 0 < x < 1;
fX (x) =
0, elsewhere.

(a) Find the value of the constant k.

(b) Find the cumulative distribution function FX (x), and use it to evaluate P(0.3 < X < 0.6).

2. The waiting time, in hours, between successive speeders spotted by a radar unit is a continuous
random variable with cumulative distribution
(
0, x ≤ 0;
FX (x) = −8x
1 − e , x > 0.

(a) Find the probability of waiting less than 12 minutes between successive speeders.
(b) Find the probability density function of X.

2
3. The random variable X, representing the number of errors per 100 lines of software code, has the
following probability function:

x 2 3 4 5 6
fX (x) 0.01 0.25 0.40 0.30 0.04

(a) Find E(X) and E(X 2 ).

(b) Find the variance of X using (i) the definition of variance and (ii) V (X) = E(X 2 ) − [E(X)]2 .
(c) Find the mean and variance of the discrete variable Z = 3X − 2.
(d) Find the probability function of the random variable Z. Hence, find the mean and variance of
Z directly from its probability function).
(e) Suppose that W = aZ + b. Find the mean and variance of W in terms of a and b.

4. The probability function of a random variable X is given by


x,
 for 0 < x < 1;
f (x) = 2 − x, for 1 ≤ x < 2;

0, elsewhere.


(a) Find the probability that the random variable will take on a value between 0.6 and 1.2.
(b) Find E(X) and V (X).

Answers for Some of the Analytical Questions


0,
 x≤0 3. (a) 4.11, 17.63; (b) 0.7379; (c) 10.33, 6.6411; (d) E(Z) = 10.33,
1. (a) 3/2; (b) FX (x) = x3/2 , 0 < x < 1 ; V (Z) = 6.6411; (e) 10.33a + b, 6.6411a2 .

1, x≥1

P(0.3 < X < 0.6) = 0.3004

2. (a) 0.7981; (b) fX (x) = 8e−8x for x ≥ 0. 4. (a) 0.5; (b) 1; (c) 1/6.