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MSO 2OLa: probability and Statistics

?OL5-2OLG-II Semester

Assignment-VII
A. Illustrative Discussion problems
1. Let

F(r,a) :{
Does

lI(.,')

7, if r*2a27
0, if r*2A<7

define a d.f.?

2. Let

F(*,a) :{
Does

0, ifr<0orr-tA<1orE<0
1,

otherwise

F(.) define a d.f.?

3. Let F(*,a)

d.f. of some two-dimensional r.v. (X, y), and let F1(z) and F2(y),
respectively. be the marginal d.f.s of X and y. Define U(r,il: min{fi
(r),Fr(A)}

L(r,g)

be the

fi(r) + Fr(il - 1, 0}. prove that:


(i) L(r,9) and U(r,il are each d.f.s and that their marginal d.f.s are the same
as
and

max{

those of F(*,U);

(ii) L(r,a) 3 F(r,il < U(r,il.


(Note: Let the r.v. X have distribution function p1(z) and let y :
9(X) have
distribution function Fz(a), where g(.) is some function. rt
s(.) is increasins (de_
creasing), then F;,y(r,U) : U(r,il (F*,v(",y) : L(r,il).

4' Let {:

F(r1,

(Xt, X2) be a bivariate random vector with distribution function

12)

0,
rf r1<'0 or rz t 0
.#, if 0< fr1 {7,0{rz<2orI{q<2,0{rz<I
if 0< 11 .-I,rz)2
T,
ttt-,if 1< 11 --2,r--12<2
n4f, if 1< 11 .-2,r2)2
ifq> 2,0{12<,I
3,
ry, ifrl 22,7<12{2
L,
ifq>.2,r2)2

Find P({(Xr, Xr) : (0,0)]) and

P({(Xt,Xz): (1,1)}).

Is (X1,X2) discrete?

5. For the bivariate p.m.f. (called negative


binomial distribution)

fx,v(r,il

P(X

n,Y

;:l::r-"t j:fi,:**er'
6'

a)

+a + k -1)l

^.

ffieieT0-or-or)r,

0 < 06

17,'i

r,2

and,0t

r,u :0,r,2,.

0z< 1, nncr the marginar

Three balrs are randomry praced


in three empty boxes Bt, Bzand
83. Let r/ denote
the total number boxes which are
occupied and let Xidenote
the number of balls
in the box .B;, i: I,2,3.

(a) Find the joint p.m.f. of (t/,


X1);
(b) Find the joint p.m.f. of (X1,

X2);

'

..

(c) Find the marginal distributions


of l/ and Xz;
(d) Find the marginal p.m.f.
of X1 from the joint p.m.f. of
(X1,X2).
Let x: (xr, xr, xs) be a discrete
type random vector with p.m.f.

fx@r,rz,4): I cr1n2r3, if (q,rz,rs) {1,2} x {r,2,8} x {1,3}


otherwise
[ 0'

where c is a real constant.


(a) Find the value of c;

(b) Find the marginal p.m.f.s.


of X1; of X2;of
Y: (X'.&); (a) Find p(d : Xz: Xs).

&;

(c) Find the marginal p.m.f.


of

B. Practice problems from the Text


Book
Chapter 2: Multivariate Distributions, problem
Nos.: 1.g, 1.9.

lrso )-ora :

f rruL^ bi l-c+y

d.r,l

54114-f ic 4

)ooS-lor6-lf,
Sqen*c v
rf,,r
i1r^,^g
I
r^.t Vt t
( Jo0.t -l;sra

t4 ^ A'b 4 T'v' LL-tl . Tt*.-t1^4


i\
F(L?) 2 \- rt r*crF
[t:
1+o
..- \i\. Ft1,:t *
a'
u
A'1 , LFxFar)+')
\'-'*
S,^,r. f x \lr
Yr.t <^- A'll, (- d
Sr\\-nc +Lo,* Ftl-tr )
\nav[tr^.[ A,b, o\r X
Fxtr\:
'

blc* uo. t

'

(t, tJ " td, t)


Ftr-r)- F(t,t)- Ft'-t) * e[{rt )= l-t-t{o = -\(o

A!-

[-w Yac.L a^29ta

(\
=4 F(frJ) \A rast-

luo5 E"- *to,

d"6'

v""l'ohjln tt, )l x tt, \l


f.or
"
Fr! \) - F({,\) - t(L \ ) t?({_
a Ft\,7) cA !'ro& c\ I't

voble* Ns .)

)UU,l)

}.) e\F
fJr)
t\'
'F ' -\ + \ ft(>T i"tt):t\
Fr\Fr*

2 Srtrr*tr-\r) -

Ltla) =

i )= l-r-\-rs z -\<o

\Fr(r)-T'\1)\

a.<5,_
>-b>\ '
L
r
?o- -|.*""Ut La'-b''l
-t (J1c*r ar- )
bt')
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a-)
ULbr !,) - utbr
L,l,D

7 ra Ol - FilaJ \+ \
)

4uLb-

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o, 1>r! )r\-'
',-,7,:l:tl.l
)o
ti
ll'
to,- lA.*o;
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o*A
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rr1-)r
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I-;ig rr1
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-\>,) -L{
rrts.) - e'th) -r \ + \ F' Lq'F F to')1\ -

L [5,

b: 4v) - LtaL }') 't

\ F rLsr\-t

\f(t4\)

tl',1:];

,))

F.

l:[:;'

f1(rr') 1 F'\!r))
l

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t Ar*... bu -et<\t!\t<a,

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