Linear Combinations of Random Variables (CIE A Level Maths: Probability & Statistics 2)

Exam Questions

4 hours30 questions
1a
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4 marks

The discrete random variable X has the probability distribution shown in the following table.

bold italic x 0 1 2 3 4
bold italic P bold left parenthesis bold italic X bold equals bold italic x bold right parenthesis 0.1 0.2 0.3 0.2 0.2

(i)
Show that E left parenthesis X right parenthesis equals 2.2.
(ii)
Show that V a r left parenthesis X right parenthesis equals 1.56.
1b
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1 mark

Complete the row in the table below to show the probability distribution for X plus 5.

bold italic x 0 1 2 3 4
bold italic x bold plus bold 5 5        
bold italic P bold left parenthesis bold italic X bold equals bold italic x bold right parenthesis 0.1 0.2 0.3 0.2 0.2
1c
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2 marks

Use the second and third rows in table in part (b) with the formula E left parenthesis X plus 5 right parenthesis equals sum left parenthesis x plus 5 right parenthesis p to verify that E left parenthesis X plus 5 right parenthesis equals E left parenthesis X right parenthesis plus 5.

1d
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2 marks

Use the second and third rows in table in part (b) with the formulae E left parenthesis X plus 5 right parenthesis squared equals sum left parenthesis x plus 5 right parenthesis squared p and V a r left parenthesis X plus 5 right parenthesis equals E left parenthesis X plus 5 right parenthesis squared minus left parenthesis E left parenthesis X plus 5 right parenthesis right parenthesis squared to verify that V a r left parenthesis X plus 5 right parenthesis equals V a r left parenthesis X right parenthesis.

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2a
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4 marks

The discrete random variable X has the probability distribution shown in the following table.

bold italic x -1 0 1 2 3
bold italic P bold left parenthesis bold italic X bold equals bold italic x bold right parenthesis 0.2 0.1 0.1 0.5 0.1

(i)
Show that E left parenthesis X right parenthesis equals 1.2
(ii)
Show that V a r left parenthesis X right parenthesis equals 1.76
2b
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1 mark

Complete the row in the table below to show the probability distribution for 3 X.

bold italic x -1 0 1 2 3
bold 3 bold italic x -3        
bold italic P bold left parenthesis bold italic X bold equals bold italic x bold right parenthesis 0.2 0.1 0.1 0.5 0.1
2c
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2 marks

Use the second and third rows in table in part (a) with the formula E left parenthesis 3 X right parenthesis equals sum left parenthesis 3 x right parenthesis p to verify that E left parenthesis 3 X right parenthesis equals 3 space E left parenthesis X right parenthesis.

2d
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2 marks

Use the second and third rows in table in part (a) with the formula E left parenthesis 3 X right parenthesis squared equals sum left parenthesis 3 x right parenthesis squared p space and space V a r left parenthesis 3 X right parenthesis equals E left parenthesis 3 X right parenthesis squared minus left parenthesis E left parenthesis 3 X right parenthesis right parenthesis squared to verify that V a r left parenthesis 3 X right parenthesis equals 9 space V a r left parenthesis X right parenthesis.

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3
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6 marks

X is a random variable such that E left parenthesis X right parenthesis equals 5 space and space V a r left parenthesis X right parenthesis equals 3.

Using the formulae E left parenthesis a X plus b right parenthesis equals a E left parenthesis X right parenthesis plus b space and space V a r left parenthesis a X plus b right parenthesis equals a squared V a r left parenthesis X right parenthesis, find the mean and variance of the following random variables:

(i)
4 X plus 1
(ii)
7 X minus 2
(iii)
5 minus X

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4a
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2 marks

If X is normally distributed, then a X plus b is normally distributed for any constants a and b.

Using the formulae E left parenthesis a X plus b right parenthesis equals a E left parenthesis X right parenthesis plus b space and space V a r left parenthesis a X plus b right parenthesis equals a squared V a r left parenthesis X right parenthesis, show that, if X tilde N left parenthesis mu comma sigma squared right parenthesis then:

a X plus b tilde space N left parenthesis a mu plus b comma a squared sigma squared right parenthesis

4b
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4 marks

The random variable X space tilde N left parenthesis 50 comma 16 right parenthesis, write down the distribution for the random variable:

(i)
2 X plus 10
(ii)
3 X minus 20
(iii)
50 minus X
4c
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4 marks

The random variable Y tilde N left parenthesis 15 comma 5 squared right parenthesis

(i)
Find P left parenthesis Y less than 18 right parenthesis
(ii)
Write down the distribution of 4 Y plus 40
(iii)
Find P left parenthesis 4 Y plus 40 less than 112 right parenthesis

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5a
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4 marks

If X and Y are two independent random variables, then:

E left parenthesis X plus-or-minus Y right parenthesis equals E left parenthesis X right parenthesis plus-or-minus E left parenthesis Y right parenthesis space and space V a r left parenthesis X plus-or-minus Y right parenthesis equals V a r left parenthesis X right parenthesis plus V a r left parenthesis Y right parenthesis

The random variable S has a mean of 10 and a variance of 5 and the random variable T has a mean of 15 and a variance of 7.

Find the mean and variance of:

(i)
S plus T
(ii)
S minus T
5b
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3 marks

Using the above formulae and the formulae E left parenthesis a X plus b right parenthesis equals a space E left parenthesis X right parenthesis plus b space and space V a r left parenthesis a X plus b right parenthesis equals a squared space V a r left parenthesis X right parenthesis, it follows that if X and Y are two independent random variables then:

E left parenthesis a X plus b Y right parenthesis equals a space E left parenthesis X right parenthesis plus b space E left parenthesis Y right parenthesis space a n d space V a r left parenthesis a X plus b Y right parenthesis equals a squared space V a r left parenthesis X right parenthesis plus b squared space V a r left parenthesis Y right parenthesis

Find the mean and variance of