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1. The probability distribution that describes the simultaneous behavior of two or more

random variables is called a joint distribution.

True

False

2. A marginal probability distribution is the individual probability distribution of one of

the random variables in a joint distribution.

True

False

3. A conditional probability distribution does not depend on the values of any other

random variables.

True

False

4. The conditional mean of the random variable Y given that X = x, in the case of discrete

random variables, is found as E (Y | x) yfY | x ( y ) .

y

True

False

5. The conditional variance of the random variable Y given that X = x, in the case of

2

discrete random variables, is found as V (Y | x) y fY |x ( y ) .

y

True

False

6. Two random variables X and Y are independent if f XY ( x, y ) f X ( x) fY ( y ) .

True

False

7. If the set of points in two-dimensional space that receive positive probability under the

joint distribution of X and Y does not form a rectangle, X and Y are independent.

True

False

8. If X and Y are independent, then fY ( y ) fY |x ( y ) .

True

False

9. The conditional probability mass function is defined as fY |x ( y )

True

f XY ( x, y )

.

f X ( x)

False

10. If X and Y are jointly distributed continuous random variables, the mean and variance

of X cannot be found from the joint distribution.

True False

False see Section 5-2.5

11. The covariance of two random variables is a measure of the relationship between

them.

True

False

12. The covariance between two random variables X and Y is

a. E[(Y X )(Y Y )]

2

b. E ( XY ) X Y

2

2

c. E ( XY ) ( X Y )

True

Cov( X , Y )

.

V ( X )V (Y )

False

14. If X and Y are positively correlated, then there is not a linear relationship between

them.

True

False

15. If Y and X are independent random variables, then the correlation between them is

zero.

True

False

16. If the correlation between the two Y and X is zero, then the random variables are

independent.

True

False

2

2

17. The bivariate normal distribution has parameters X , Y , Y , X and .

True

False

18. If Y and X have a bivariate normal distribution, then the marginal distributions of Y

and X are not necessarily normal.

True

False

19. If Y and X are random variables and a and b are constants, then the expected value of

Y = aY +bX is

a.

b.

c.

d.

aE ( X ) bE (Y )

aE ( X ) bE (Y )

E ( X ) E (Y )

E ( X ) E (Y )

20. If Y and X are random variables and a and b are constants, then the variance of Y =

aY +bX is a2Y +a2X .

True

False

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