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1. Let the continuous random variables X and Y have the joint density

{

3x 0 y x 1

f (x, y) =

0 otherwise.

Then nd

(a) P (X 1/2, 1/4 < Y < 3/4).

(b) fX (x) and fY (y).

(c) f (x|y) (0 < y < 1), f (x|y = 1/2).

(d) Are X and Y independent ?

(e) Find E(4 X 3 Y ).

(f) Find E(X Y ).

2. Let the continuous random variables X and Y have the joint density

{ 2

x + x y/3 0 x 1 and 0 y 2

f (x, y) =

0 otherwise.

Find conditional expectation E(X|Y = 1/2).

3. Let the continuous random variables X and Y have the joint density

{ 1 y/8

64

e 0xy

f (x, y) =

0 otherwise.

Find Cov(X, Y ).

{ 1

28

(4 x + 2 y + 1) 0 x < 2, 0 y < 2

4. Let f (x, y) =

0 otherwise.

(b) Cov(X Y ).

(c) X Y .

5. Find the value of c to make fX Y (x, y) a valid joint pdf.

fX Y (x, y) = c x x > 0, y > 0, 2 < x + y < 3.

6. The random variables X and Y are independent and have the pdfs as follow

{ {

x e 2 x x 0 y e 2 x y 0

1 2 1 2

0 elsewhere. 0 elsewhere.

7. Let the continuous random variables X and Y have the joint density

{

8xy 0 < y < x < 1

f (x, y) =

0 otherwise.

Then nd

1

(a) P (Y 1/2, X < Y + 1/4).

(b) P (X < 3/4|Y = 1/6).

(c) E(X|Y = 1/6).

8. Let the continuous random variables X and Y have the joint density

{

x + y 0 < x < 1, 0 < y < 1

f (x, y) =

0 otherwise.

Compute the correlation coecient X Y

{ 6 ( 2 xy )

7

x + 2 0 < x < 1, 0 < y < 2

f (x, y) =

0 otherwise.

Evaluate P (Y > 1/2|X < 1/2).

The observation period begins at 5:30 AM. Let X denote the time of arrival of rst

vehicle from north-south direction. Let Y denote the rst arrival time from east-

west direction. Time is measured in fraction of an hour after 5:30 AM. Assume the

density for (X, Y ) is given by

{ 1

x

0<y<x<1

fX,Y (x, y) =

0 otherwise.

Find P (Y 0.25) and P (X < 0.5|Y > 0.25).

11. Suppose that the joint pdf of two random variables x and Y is

1 12 (x2 +y2 )

f (x, y) =e < x, y <

4

Find P ( 2 < (X + Y ) < 2 2).

12. Let X1 N(3, 9), X2 N(0, 1) and X3 N(1, 1) are independent random variables.

Further let Z1 = 2X1 + 3X2 4X3 and Z2 = 3X1 2X2 + X3 .

Find the correlation coecient between Z1 and Z2 .

f (x, y) = xex((y+1) ; x 0, y 0.

Find E[Y |X = x].

X\Y 1 2 3

1 1/3 1/6 1/6

14.

2 1/6 1/12 1/6

3 1/12 1/12 0

(b) Cov(X Y ).

(c) X Y .

2

15. Given the random variables X and Y with their joint probability distribution as

X \Y -1 0 1

-1 1/8 1/8 1/8

0 1/8 0 1/8

1 1/8 1/8 1/8

17. The random variable X is uniformly distributed over the internet (-1,3). Find the

pdf of the random variable Y = X 2 .

18. Let the random variable X is uniformly distributed over the unit interval. Find the

pdf of the random variable Y = ln X.

2

21. Let X1 , X2 , . . . , Xn be cont. i.i.d. r.v. with pdf f (x) and cdf F (x). Find the pdfs of

Y1 = min{X1 , X2 , . . . , Xn } and Y2 = max{X1 , X2 , . . . , Xn }. Further if X exp(2),

then nd pdf of Y1 and Y2 .

22. Let X N (0, 2 ), Y N (0, 2 ). X and Y are independent. Further let us dene

U = X 2 + Y 2 and V = X/Y . Find the joint pdf of U and V , i.e., fU V (u, v). Are U

and V independent ?

23. X1 and X2 are independent exponential random variables each having parameters

. Find the joint density of Y1 = X1 + X2 and y2 = eX1 .

and XY . Show that the conditional density function of Y given X = x is

( )

Y

N Y + XY (X X ), Y (1 XY )

2 2

X

25. Let X and Y denote the heart rate (in beats per minute) and average power output

(in watts) for a 10 min. cycling time trial performed by a professional cyclist.

Assume that X and Y have a bivariate normal distribution with parameters x =

180, y = 400, x = 10, y = 50, = 0.9. Find

(b) E(Y |X = 200).

(c) V (Y |X = 170).

(d) V (Y |X = 200).

(e) P (Y 380|X = 170).

(f) P (Y 450|X = 200).

3

26. The joint pdf of the temperature in degrees Centigrade at two localities is at a

particular time of day on a particular day, assumed to be a joint normal pdf

{ }

1 2 x20 2 (x20)(y20) +( y20

2

f (x, y) = e 3 ( 2 ) 4 2 )

< x, y <

4 3

what is the probability that the temperature at location 2, Y , is between 20 and

220 C.

27. The amount of rainfall recorded (in inches) at Alipore weather station in April is a

random variable X1 and the amount of rainfall recorded in the same station in May

is a random variable X2 . Let (X1 , X2 ) have a bivariate normal distribution with

parameters 1 = 6, 2 = 4, 1 = 1, 2 = 0.5, = 0.1. Find

(b) P (X2 5|X1 5).

(c) E(X1 |X2 = 6).

28. Suppose that the random variables X and Y have bivariate normal pdf with x =

6, y = 4, x2 = 4, y2 = 10 and xy = 1/2. Find

(b) P (5 < Y < 6.5|x = 2).

29. Let us assume that the distribution of grades for a particular group of students,

where X and Y represent the grade point average in high school and the rst year

college, respectively, follow a bivariate normal distribution with parameters x =

3.2, y = 2.4, x = 0.4, y = 0.6 and = 0.6. Evaluate the following probabilities:

(i) P (Y < 1.8)

(ii)P (Y < 1.8|X = 2.5).

(10 random) variables, each distributed over

U (0, 1). Calculate approximately P i=1 Xi > 6 .

31. Let Y1 , Y2 , ..., Y15 be a random sample of size 15 from the p.d.f.

{

3(1 y)2 0 < y < 1

fY (y) =

0 otherwise.

Using the central limit theorem nd the approximate value of P (1/8 < Y < 3/8).

(Y denotes the sample mean)

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