UNIVERSITY OF ZIMBABWE
HASTS101
HSTS101
BSc Honours in Applied Statistics/Actuarial Science/Data Science and Systems Level 1
PROBABILITY THEORY 1
January/February 2021
Time : 2 hours
Candidates should attempt ALL questions in section A and TWO questions in section B.
Marks will be allocated as indicated
SECTION A (40 marks)
Candidates may attempt ALL questions being careful to number them A1 to A3.
A1. (a) Let A and B be events and let A∆B = (A ∩ B c ) ∪ (B ∩ Ac ). Prove that:
(i) P (A∆B) = P (A) + P (B) − 2P (A ∩ B). [3]
(ii) P (A ∪ B) = P (A) + P (B) − P (A ∩ B). [3]
(b) The probability that a student passes Probability Theory 1 is 0.75. The proba-
bility that a student passes Linear Mathematics is 0.65. The probability that the
student passes both Linear Mathematics and Probability Theory 1 is 0.55. Find
the probability that a student passes:
(i) at least one of the two courses. [2]
(ii) exactly one of the two courses. [2]
A2. Let E1 , E2 , . . . , En be mutually exclusive and exhaustive events. Let S = E1 ∪ E2 ∪
. . . ∪ En , where S is the sample space. Let E be any other event.
(a) State and prove the following law:
n
X
P (E) = P (E|Ei )P (Ei ). [5]
i=1
(b) Hence, state and prove the following law:
P (E|Ei )P (Ei )
P (Ej |E) = Pn . [5]
i=1 P (E|Ei )P (Ei )
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(c) A small document is equally to be in any one of the three different folders. Let
2−i , i = 1, 2, 3 be the probability that you find the document in folder i, when
the document is infact in folder i, assuming the search is not thorough.
(i) Find the probability that the document is not found in the first folder. [4]
(ii) Find the probability that the document is found in the second folder
given that the document is not in the first folder. [6]
A3. Let X be a random variable with pdf
−4x
4e for x > 0
fX (x) =
0 elsewhere
Find;
(a) the CDF of X, [3]
(b) P (|X| < 1), and [2]
(c) E(X) and V ar(X). [2,3]
SECTION B (60 marks)
Candidates may attempt TWO questions being careful to number them B4 to B6.
B4. (a) Let X be a non-negative integer valued random variable with probability mass
function p(k) = P (X = k) and probability generating function G(s) = E(sX ):
k
(i) Show that p(k) = G k!(0) . [3]
0 00 0 0 2
(ii) Show that E(X) = G (1) and V ar(X) = G (1) + G (1) − [G (1)] . [2,3]
(iii) Suppose that the probability generating function of a random variable
X is given by
1
G(s) = (1 + s + 3s + 2s3 + s4 ).
8
Find P (X = x). [4]
(b) Let X be a random variable with moment generating function exp{5(et − 1)}.
(i) Find the distribution of X. [3]
(ii) Find P (X ≥ 2). [4]
(c) Let X be a random variable with moment generating function exp{2t + 4t2 }.
Let Y = 4X + 2
(i) Find the distribution of X. [3]
(ii) Find P (|X| ≤ 2). [4]
(iii) Find the mgf of Y . Hence find the distribution of Y . [4]
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B5. (a) Let X be a non-negative random variable having finite expectation µ and finite
variance σ 2 . Let k be any positive number.
(i) Prove the Markov’s Inequality, that is:
E(X)
P [X > k] ≤ . [5]
k
(ii) Hence, prove Chebyshev’s Inequality, that is:
V ar(X)
P [|X − µ| > k] ≤ . [5]
k2
(iii) Let X be a random variable with mean 5 and variance 1. Find the
lower bound to the probability P (|X − 5| ≤ 2). [5]
(b) Let X be a random variable with probability mass function:
kx3 for x = 1, 2, 3, 4
p(x) =
0 otherwise
(i) Find the value of k. [2]
(ii) Find E(X) and V ar(X). [2,3]
(iii) Let Y = 5X − 3, find E(Y ) and V ar(Y ). [2,3]
(iv) Find P (2 ≤ X < 6). [3]
B6. (a) The joint density of X and Y is given by:
p(x, y) = k(x + y), x = 1, 2; y = 0, 1, 2.
(i) Determine the value of k. [3]
(ii) Find the marginal distributions of X and Y . [2,2]
(iii) Find the conditional distribution of X given Y = 1. [3]
(iv) Find Cov(X, Y ). [5]
(b) Let random variables X and Y have the following joint probability density func-
tion −x−y
e for 0 < x < ∞, 0 < y < ∞
f (x, y) =
0 elsewhere
(i) What is P (X < Y ). [4]
(ii) Find the conditional distribution of Y given X. Hence, find
P (Y > 2|X = 1). [4,2]
(iii) Find Cov(X, Y ). [5]
END OF EXAMINATION PAPER
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