1

SOLUTIONS

University of Toronto Mississauga

STA256 Probability and Statistics I

Sections 9101 and 9102
Summer 2021
July 28, 2021

Dr. Masoud Ataei and Dr. Vladimir Vinogradov

Test 2
Duration: 60 Minutes

INSTRUCTIONS and POLICIES:

• This test contains 5 questions. Total points: 60 = 20 percent of your final mark.

• Answer ALL questions to get full credit. Do not skip steps in your solutions or fail to describe what you

are doing.

• Complete solutions are required for all questions.

• Carry out all your computations up to four decimals.

• Twenty additional minutes will be given at the end to upload your solutions on Crowdmark.
2

With regard to remote learning and online courses, UTM wishes to re-
mind students that they are expected to adhere to the Code of Behaviour
on Academic Matters regardless of the course delivery method. By of-
fering students the opportunity to learn remotely, UTM expects that stu-
dents will maintain the same academic honesty and integrity that they
would in a classroom setting. Potential academic offences in a digital
context include, but are not limited to: Remote assessments:
1. Accessing unauthorized resources (search engines, chat rooms,
Reddit, etc.) for assessments.
2. Using technological aids (e.g. software) beyond what is listed as
permitted in an assessment.
3. Posting test, essay, or exam questions to message boards or social
media.
4. Creating, accessing, and sharing assessment questions and answers
in virtual “course groups.”
5. Working collaboratively, in-person or online, with others on assess-
ments that are expected to be completed individually.

All suspected cases of academic dishonesty will be investigated follow-

ing procedures outlined in the Code of Behaviour on Academic Matters.
If you have questions or concerns about what constitutes appropriate
academic behaviour or appropriate research and citation methods, you
are expected to seek out additional information on academic integrity
from your instructor or from other institutional resources.
 3

Question 1 (10 points). It was discovered that in a lengthy manuscript only 13.5% of pages contain no ty-

pos. Assume that the number of typos per page is a random variable having a particular Poisson distribution.

Find the percentage of pages that have exactly one error.

4

Step 1: Defining the random variable and specifying its distribution functions (3 points).

Let X be a random variable denoting the number of typos per page. Then, we have

λx e−λ
X ∼ Poisson(λ) =⇒ pX (x) =
x!

Step 2: Finding the parameter λ of the distribution (5 points).

Since only 13.5% of pages contain no typos, so we have:

λ0 e−λ
P (X = 0) = 0.135 =⇒ = 0.135
0!
=⇒ e−λ = 0.135

=⇒ −λ = ln(0.135)

=⇒ λ = − ln(0.135)

=⇒ λ = 2.0025

Step 3: Computing the final probability (2 points).

Hence, the percentage of pages that have exactly one typo is:

2.0025 × e−2.0025
P (X = 1) = = 0.2703
1!
 5

Question 2 (10 points). Suppose that the random variable X ∼ Geometric(θ), whose PMF is given by

pX (x) = (1 − θ)x θ, x = 0, 1, 2, . . . ,

for some parameter θ ∈ (0, 1). Prove the following memoryless property of the geometric distribution:

P (X ≥ k + j|X ≥ k) = P (X ≥ j),

where k and j are arbitrary fixed nonnegative integers.

6

Step 1: Computing P (X ≥ i) for parameter i being some nonnegative integer (5 points).

∞
X
P (X ≥ i) = (1 − θ)x θ
x=i
∞
X
=θ (1 − θ)x
x=i
h i
= θ (1 − θ)i + (1 − θ)i+1 + (1 − θ)i+2 + · · ·
h i
= θ (1 − θ)i 1 + (1 − θ) + (1 − θ)2 + · · ·
 
1
= θ (1 − θ)i
1 − (1 − θ)
= (1 − θ)i

Step 2: Computing P (X ≥ k + j|X ≥ k) for the given geometric distribution (5 points).

P ({X ≥ k + j} ∩ {X ≥ k})
P (X ≥ k + j|X ≥ k) =
P (X ≥ k)
P (X ≥ k + j)
=
P (X ≥ k)
(1 − θ)k+j
=
(1 − θ)k
= (1 − θ)j

= P (X ≥ j)

Therefore, we showed that

P (X ≥ k + j|X ≥ k) = P (X ≥ j)
 7

Question 3 (15 points = 5 + 5 + 5). Suppose that the random variable X ∼ N (0, σ 2 ), and consider a new

random variable Y obtained through the exponential transformation, Y = eX .

a) Show that the CDF of Y is given by

 
ln y
FY (y) = Φ ,
σ

where Φ(z) is CDF of the standard normal random variable.

b) For σ = 12 , compute P (1 < Y ≤ 2).

Hint: You might want to use the attached table to compute Φ(z) for different z values.

c) Show that the PDF of Y is given by


(ln y)2
 
1
√ exp − , y > 0,


2σ 2

2πσy

fY (y) =



0 otherwise.
8

Part a) Step 1: Deriving the range of the transformation (0.5 points).

The range of the random variable X ∼ N (0, σ 2 ) contains all the real numbers. Thus, the range of the

transformation g(X) = eX is derived as follows:

−∞ < x < ∞ =⇒ 0 < g(x) < ∞ =⇒ 0 < y < ∞

Part a) Step 2: Showing that the transformation is invertible (0.5 points).

The transformation g(x) is monotonically (strictly) increasing since its derivative

d
g(x) = ex > 0
dx

for all −∞ < x < ∞. Hence, g(x) is injective (one-to-one) on R, which implies its invertibility.

Part a) Step 3: Deriving FY (y) using distribution function technique (4 points).

X ln y ln y
FY (y) = P (Y ≤ y) = P (g(X) ≤ y) = P (X ≤ g −1 (y)) = P (X ≤ ln y) = P ( ≤ ) = Φ( )
σ σ σ

Part b) Computing P (1 < Y ≤ 2) for a given value of the scale parameter (5 points).
   
ln 2 ln 1
P (1 < Y ≤ 2) = P (Y ≤ 2)−P (Y < 1) = FY (2)−FY (1) = Φ −Φ = Φ (2 ln 2)−Φ (0)
1/2 1/2

Now, using the attached table, we obtain the following probabilities:

Φ(0) = 0.5

Φ(2 ln 2) = Φ(1.39) = 1 − Φ(−1.39) = 1 − 0.0823 = 0.9177

Therefore, we get

P (1 < Y ≤ 2) = 0.9177 − 0.5 = 0.4177

Part c) Deriving fY (y) based on its CDF (5 points).

!
ln y
( )2 (ln y)2
 
d d ln y 1 1 1
fY (y) = FY (y) = Φ( ) = ( ) √ exp − σ =√ exp − , y>0
dy dy σ σy 2π 2 2πσy 2σ 2
 9

Question 4 (15 points = 5 + 5 + 5). Consider the following function

(
1 − e−x − xe−x , 0 ≤ x < ∞,
FX (x) =
0 otherwise.

a) Show that FX (x) is a valid CDF (of a certain random variable X).

b) Find the PDF of X.

c) For the random variable X, find the mode of its distribution which is defined as the value of x where the

PDF of this random variable attains its maximum.

10

a) Showing that the given function satisfies the conditions for being a CDF (5 points).

• lim FX (x) = FX (0) = 1 − (1 + 0)e0 = 0

x→−∞

• lim FX (x) = lim (1 − (1 + x)e−x ) = 1 − lim 1+x

x =1−0=1
x→∞ x→∞ x→∞ e

• All polynomials and exponential functions are continuous on R and in particular on [0, ∞). Also,

addition and product of two continuous functions are continuous. Thus, FX (x) is continuous, which

further implies its right-continuity.

0
• Since FX (x) = xe−x ≥ 0 for all 0 ≤ x < ∞. So, FX (x) is non-decreasing on the given interval.

Therefore, FX (x) can be considered as a valid CDF for a certain random variable X since it satisfies all

required conditions as described above.

b) Deriving the PDF of the random variable (5 points).

0 d
fX (x) = FX (x) = (1 − (1 + x)e−x ) = −e−x + (1 + x) e−x = xe−x , x≥0
dx

Hence, (
xe−x , x ≥ 0,
fX (x) =
0 otherwise

c) Computing the mode of the distribution (5 points).

To find the mode of fX (x), we first differentiate the given density function w.r.t. the variable x, which

yields:
0 d
fX (x) = (xe−x ) = e−x − xe−x = (1 − x) e−x , x≥0
dx
0
Thereafter, we find the root(s) of the equation fX (x) = 0 are obtained as follows:

0
fX (x) = 0 =⇒ (1 − x) e−x = 0 =⇒ x = 1

Hence, the density function fX (x) has only one critical point. Besides, for the second derivative of fX (x)

w.r.t. x, we have:

00 d 0 d
fX (x) = fX (x) = ((1 − x) e−x ) = −e−x − (1 − x) e−x = (x − 2) e−x ,
dx dx
00
for all x ≥ 0, which in turn implies that fX (1) = −e−1 < 0.

Therefore, the critical point x = 1 is the mode of fX (x) since we showed that the given density function

becomes maximized at this specific point.

 11

Question 5 (10 points). Suppose that the random variable X ∼ N (µ, σ 2 ), where parameters µ ∈ (−∞, ∞)

and σ > 0. Find the inflection points of the PDF of the normal distribution, which is given by:

(x − µ)2
 
1
fX (x) = √ exp − , −∞ < x < ∞.
2πσ 2σ 2
12

Step 1: Finding the first derivative of the density function (3 points).

(x − µ)2
   
0 (x − µ) 1
fX (x) = − √ exp −
σ2 2πσ 2σ 2
 
(x − µ)
= − fX (x)
σ2

Step 2: Finding the second derivative of the density function (3 points).

   
00 1 (x − µ) 0
f X (x) = − 2 fX (x) + − fX (x)
σ σ2
    
1 (x − µ) (x − µ)
= − 2 fX (x) + − − fX (x)
σ σ2 σ2
(x − µ)2
 
1
= − 2 fX (x)
σ4 σ

Step 3: Finding the inflection points of the density function (4 points).

We know that the density function fX (x) is nonnegative, hence we can write:

(x − µ)2
 
1
f 00 X (x) = 0 =⇒ − fX (x) = 0
σ4 σ2
(x − µ)2 1
=⇒ − 2 =0
σ4 σ
=⇒ (x − µ)2 = σ 2

=⇒ |x − µ| = σ

=⇒ x = µ ± σ

Therefore, there are two inflection points:

x1 = µ + σ

and

x2 = µ − σ.
 13

712 Appendix D: Tables

D.2 Standard Normal Cdf

If Z ∼ N (0, 1), then we can use Table D.2 to compute the cumulative distribution
function (cdf) 4 for Z. For example, suppose we want to compute 4(z) = P(Z <
1.03). The symmetry of the N (0, 1) distribution about 0 implies that 4(z) = 1 −
4(−z), so using Table D.2, we have that P(Z < 1.03) = P(Z < 1.03) = 1 − P(Z <
−1.03) = 1 − 0.1515 = 0.8485.

Table D.2 Standard Normal Cdf

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
−3.4 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0002
−3.3 .0005 .0005 .0005 .0004 .0004 .0004 .0004 .0004 .0004 .0003
−3.2 .0007 .0007 .0006 .0006 .0006 .0006 .0006 .0005 .0005 .0005
−3.1 .0010 .0009 .0009 .0009 .0008 .0008 .0008 .0008 .0007 .0007
−3.0 .0013 .0013 .0013 .0012 .0012 .0011 .0011 .0011 .0010 .0010
−2.9 .0019 .0018 .0018 .0017 .0016 .0016 .0015 .0015 .0014 .0014
−2.8 .0026 .0025 .0024 .0023 .0023 .0022 .0021 .0021 .0020 .0019
−2.7 .0035 .0034 .0033 .0032 .0031 .0030 .0029 .0028 .0027 .0026
−2.6 .0047 .0045 .0044 .0043 .0041 .0040 .0039 .0038 .0037 .0036
−2.5 .0062 .0060 .0059 .0057 .0055 .0054 .0052 .0051 .0049 .0048
−2.4 .0082 .0080 .0078 .0075 .0073 .0071 .0069 .0068 .0066 .0064
−2.3 .0107 .0104 .0102 .0099 .0096 .0094 .0091 .0089 .0087 .0084
−2.2 .0139 .0136 .0132 .0129 .0125 .0122 .0119 .0116 .0113 .0110
−2.1 .0179 .0174 .0170 .0166 .0162 .0158 .0154 .0150 .0146 .0143
−2.0 .0228 .0222 .0217 .0212 .0207 .0202 .0197 .0192 .0188 .0183
−1.9 .0287 .0281 .0274 .0268 .0262 .0256 .0250 .0244 .0239 .0233
−1.8 .0359 .0351 .0344 .0336 .0329 .0322 .0314 .0307 .0301 .0294
−1.7 .0446 .0436 .0427 .0418 .0409 .0401 .0392 .0384 .0375 .0367
−1.6 .0548 .0537 .0526 .0516 .0505 .0495 .0485 .0475 .0465 .0455
−1.5 .0668 .0655 .0643 .0630 .0618 .0606 .0594 .0582 .0571 .0559
−1.4 .0808 .0793 .0778 .0764 .0749 .0735 .0721 .0708 .0694 .0681
−1.3 .0968 .0951 .0934 .0918 .0901 .0885 .0869 .0853 .0838 .0823
−1.2 .1151 .1131 .1112 .1093 .1075 .1056 .1038 .1020 .1003 .0985
−1.1 .1357 .1335 .1314 .1292 .1271 .1251 .1230 .1210 .1190 .1170
−1.0 .1587 .1562 .1539 .1515 .1492 .1469 .1446 .1423 .1401 .1379
−0.9 .1841 .1814 .1788 .1762 .1736 .1711 .1685 .1660 .1635 .1611
−0.8 .2119 .2090 .2061 .2033 .2005 .1977 .1949 .1922 .1894 .1867
−0.7 .2420 .2389 .2358 .2327 .2296 .2266 .2236 .2206 .2177 .2148
−0.6 .2743 .2709 .2676 .2643 .2611 .2578 .2546 .2514 .2483 .2451
−0.5 .3085 .3050 .3015 .2981 .2946 .2912 .2877 .2843 .2810 .2776
−0.4 .3446 .3409 .3372 .3336 .3300 .3264 .3228 .3192 .3156 .3121
−0.3 .3821 .3783 .3745 .3707 .3669 .3632 .3594 .3557 .3520 .3483
−0.2 .4207 .4168 .4129 .4090 .4052 .4013 .3974 .3936 .3897 .3859
−0.1 .4602 .4562 .4522 .4483 .4443 .4404 .4364 .4325 .4286 .4247
−0.0 .5000 .4960 .4920 .4880 .4840 .4801 .4761 .4721 .4681 .4641