DEPARTMENT OFMATHEMATICS

PROBABILITY AND STATISTICS

UNIT – II

TWO - DIMENSIONAL RANDOM VARIABLES

1. The joint cumulative distribution function F(x,y) lies within the values
a) -1 and +1
b) -1 and 0
c) -∞ and 0
d) 0 and 1

2. If x and y are two independent random variables then f(x, y) = ....

a) f(x)+f(y)
b) f(x)-f(y)
c) f(x).f(y)
d) f(x)/f(y)

3. The value of F (-∞+ ∞) = ....

a) 0
b) 1
c)+∞
d) -∞

4. If X and Y are two independent r.v.’s the cumulative distribution function F(x,y) is
equal to
a) F1(x).F2(y)
b) P(X ≤ x , Y ≤ y )
c) both a and b
d) neither a nor b

5. If X and Y are two independent r.v’s then

a) E(XY)=1
b) E(XY) = 0
c) E(XY)=E(X).E(Y)
d) E(XY) = a constant

6. If X and Y are two random variables such that their expectations exist and
P(x ≤ y) =1 then
a) E(X) ≤ E(Y)
b) E(X) ≥ E(Y)
c) E(X)=E(Y)
d) None of the above

7. Which of the following theorem states that the distribution of averages of iid variables, properly
normalized, becomes that of a standard normal as the sample size increases?
a) Central Limit Theorem
 b) Central Mean Theorem
c) Centroid Limit Theorem
d) All of the mentioned

8. If X and Y are two random variables then

a) E(XY)2 = E(X2).E(Y2)
b) E(XY)2 = E(X2Y2)
c) E(XY)2 ≥ E(X2)E(Y2)
d) E(XY)2 ≤ E(X2)E(Y2)

9. If X and Y are two random variables then the expression E(X-E(X))(Y- E(Y ))
is
called:
a) V(X)
b) V(Y)
c) Cov(X,Y)
d) Correlation of X and Y

10. If f (x, y) = 4xy; 0 < x < 1, 0 < y < 1, then E(y/x) =.......
a) 4
b) 2
c) 4/3
2
d)
3

11. The height of fathers and their sons form bivariate variables which are
a) Continuous variables
b) Pseudo variables
c) Discrete variables
d) None of the above

12. In rolling of two distinct dice at a time, the variable X is defined as the number
Greater than 2 and the variable Y as the sum of numbers of two dices is less than
10.
These bivariates (X, Y) are
a) Continuous type
b) Discrete type
c) Both a and b
d) Neither a nor b

13. If X and Y are two independent r.v.s then E (XY) =......

a) E(X) + E(Y)
b) E(X) – E(Y)
c) E(X).E(Y)
d) None of these.

14. Two random variables are said to be orthogonal if correlation is

 a) 2
b) 1
c) -1
d) 0

15. If X = Y the correlation between them is

a) parallel
b) E(X) – E(Y)
c) Perpendicular
d None of these.

16. r is the geometric mean of the regression coefficent

a) True
b) False
c) Statement is wrong
d) None of these
2 2
17. If F( X 1 , X 2 ¿=k X 1 X 2 , 0< X 1 , X 2 <1 is a Joint distribution
function in 2 variables X 1 ∧X 2 then K =
a) 9
b) 12
c) 18
d) 0

18. If the set of all values of (X, Y) is finite or countably infinite, the (X, Y) is called a
a) Two dimensional discrete random variable
b) Two dimensional continuous random variable
c) Statement is wrong
d None of these

19. If the values of (X,Y) is an uncoutably infinite set that is the range space is a
region
XY plane the (X,Y) is
a) Two dimensional discrete random variable
b) Two dimensional continuous random variable
c) Statement is wrong
d) None of these

20. Joint distribution function of (X,Y) is equivalent to probability

a) p(x = X, y = Y)
b) p(x≤ X , y ≤ Y ¿
c) p(x≤X,y =Y)
d) None of these

21. Two fair dice are tossed. Let X denote the difference (absolute) of 2face number
and y their sum. Then P(X=2, Y=7) is
a) 1/36
b) 2/36
c) Zero
d) 5/36
22. Two perfect dice are thrown simultaneously.If X is face number on first dice and Y
that on second dice, which of the following is zero ?

a) P(X = 1, Y = 1)
b) P(X = 2, Y > 1)
c) P(X+ Y=1)
d) P(X = Y)
23. Let X and Y be two bivariate continuous random variable and f(x,y) be its probability
density function the random variable X and Y are indepent if f(x,y) = f(x). f(y).Here f(x)
denote
a) value of function ‘f ’ at x
b) ∫ f ( x , y ) dy
y

c) ∫ f ( x , y ) dx
x

d) ∬ f ( x , y ) dxdy
xy

24. Consider the following table

X 0 1
Y
-1 1/8 2/8
1 3/8 2/8

Then the marginal probability distribution at X = 0 is

a) 4/8
b) 2/8
c) -3/8
d) 5/8
25. Following table gives the joint probability distribution of (x, y)

X 1 2 3 4 P(y)
Y
1 1/30 1/30 2/30 1/30 5/30
Then the marginal
2 2/30 2/30 4/30 2/30 10/30 probability distribution at y
=3 3 3/30 3/30 6/30 3/30 15/30 is
a) P(x) 6/30 6/30 12/30 6/30 1 6/30
b) 10/30
c) 12/30
d) 15/30

26. Let X and Y be two random variables.Then for f (x, y) = c (2x + y), 0 <x < 1, 0 < y < 2
to
be a joint density function, c must be equal to
a) 1/3
b) 1/4
c) 1/5
 d) 1

27. If f(x,y)= 2, 0 < x < y<1= 0, otherwise, then the marginal probability density
function of y is.
a) 2, 0 < x < y
b) 2y; 0 < y < 1
c) 0
d) 1

28. If x and y are independent random variables, then which of the following in
incorrect?
a) V(x+y) = V(x) + v(y)
b) V (x – y) = V(x) - v(y)
c) xy  0
d) Cov (x, y) = 0

29. The conditional distribution of a Discrete random variable Y given X = x can be

Expressed as
a) F Y / x ( y / x )=P ¿
b) F Y / x ( y / x )=P ¿
c) F Y / x ( y / x )=P ¿ ¿
d) F Y / x ( y / x )=P ¿ ¿

30. The conditional pdf of X given Y =y for a joint density f XY (x , y ) can be found by the formula

f X ,Y (x , y )
a) F X / y ( x / y ) =
f X ( x)
b) F X / y ( x / y ) =f X ,Y (x , y )
c) F X / y ( x / y ) =FY / x f X ,Y ( x , y)
d) none of these.

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ANSWER KEY UNIT II TWO - DIMENSIONAL RANDOM VARIABLES

1d 2c 3b 4b 5c
6a 7a 8d 9c 10c
11a 12b 13d 14d 15c
16a 17c 18a 19b 20b
21c 22c 23b 24a 25d
26b 27b 28c 29c 30c

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