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Assignment 4
Two Dimensional Random Variables
1. X and Y are two random variables having the joint probability function
( ) ( )
1
f x, y x 2y
27
= + where x and y can assume only the integer values 0, 1
and 2, find the conditional distribution of Y for X=x.
2. If the joint probability density function of (X, Y) is given by
( ) f x, y k, 0 x y 2 = s < s . Find value of k. Also the marginal and conditional
density function.
3. The joint probability density function of a bivariate random variable (X, Y) is
( )
( )
XY
k x y , 0 x 2, 0 y 2
f x, y
0, otherwise
¦ + < < < <
¦
=
´
¦
¹

(i) find k, (ii) Find the marginal probability density function of X and Y,
(iii) Are X and Y independent? (iv) find ( )
X|Y
f x | y and ( )
Y|X
f y| x
(v) Evaluate
1
P 0 y | x 1
2
| |
< < =
|
\ .

4. The joint probability density function of (X,Y) is given by
( )
2
2
XY
x
xy , 0 x 2, 0 y 1
f x, y
8
0, otherwise
¦
¦ + s s s s
=
´
¦
¹

Find (i) P(X > 1), (ii) P(X < Y), (iii) ( ) P x y 1 + s
5. If the joint probability density function of random variables X and Y is
( )
( ) x y
XY
e , x 0, y 0
f x, y
0, otherwise
÷ +
¦
¦ > >
=
´
¦
¹

Find (i) P(X<1), (ii) P(X>Y), (iii) P(X+Y<1)




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6. Two discrete random variable’s X and Y have the joint probability mass
function given by the following table

Y
X
1 2 3
1 1/12 1/6 1/12
2 1/6 1/4 1/12
3 1/12 1/12 0
Compute
(i)
3
P X
2
| |
s
|
\ .
, (ii) ( ) P XY is even , (iii) Probability that Y is even given that
X is even, (iv) Probability that X is odd given that Y is even,
(v) Probability that X is prime given that Y is odd.
7. If two random variables have the joint density
( )
XY
xy, 0 x 1, 0 y 2
f x, y
0, otherwise
s s s s ¦
=
´
¹

(i) Find the probability that both random variables will take on values less than 1,
(ii) Find the probability that the sum of the values taken on by the two random
variables will be less than 1,
(iii) Find the marginal densities of the two random variables,
(iv)Find the joint distribution function of the two random variables and the
distribution functions of the individual random variables,
(v) Check whether the two random variables are independent.
Covariance
8. The joint density function of continuous random variables X and Y is
( )
( )
XY
k x y , 0 x 1, 0 y 2
f x, y
0, otherwise
¦ + < < < <
¦
=
´
¦
¹
. Find the value of k and hence
XY
µ .
9. Let X be a random variable with probability density function
( )
X
1
f x , 1 x 1
2
= ÷ s s and let
2
Y X =
Prove that the correlation coefficient between X and Y is zero.


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10. Find (a) the covariance (b) the correlation coefficient of two random variables
X and Y if E(X)=2, E(Y)=3, E(XY)=10, E(X
2
)=9, E(Y
2
)=16.
11. The correlation coefficient of two random variables X and Y is
1
4
÷ while their
variances are 3 and 5. Find the covariance.
Correlation and Regression
12. Given ( )
( ) x y 1
XY
f x, y xe , x 0, y 0
÷ +
= > > . Find the regression curve of Y on X.
13. Find the correlation coefficient and obtain the lines of regression from the
data given below
X 70 63 72 60 66 70 74 65 62 67 65 68
Y 155 150 180 135 156 168 178 160 132 145 139 152

Also find (a) Y when X = 63, (b) X when Y = 168.
14. For the following data with 0.62 µ = , write down the equations to regression
lines
Marks in
Mathematics Physics
Average 48.4 35.6
S.D. 8.4 10.5
Estimate the marks in Mathematics corresponding to 70 marks in Physics.
Transformation of Random Variable
15. Let X and Y be two independent Uniform random variables over (0, 1). Show
that the random variables ( ) U cos 2 X 2lnY = t ÷ and ( ) V sin 2 X 2lnY = t ÷ are
independent standard normal random variables.
16. X and Y have the joint probability density function ( )
xy
, x, y 1, 2,3
f x, y 36
0, elsewhere
¦
=
¦
=
´
¦
¹

If U=X+Y and V=X-Y, then obtain the joint probability density function of U
and V.

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