Practice Problem –Set 4 Probability

Continuous Random Variables

Joint Distributions
Assignment Ex. Sec title/ Page # Problems (19)
Chapter 5 Continuous Distributions
Sec 5.1 2,7,10,13,
Lecture 9 24,27,29
Lecture 10 Sec 5.4,5.5 72,73, 74,75,76,78,85,86
Lecture 11 Review Ex 109, 110, 112,123
&12
Tutorial and Practice Ex.
1. Given the Laplace pdf,

   x
f ( x)   e ,    X  
2
Find F(x) and plot it . Compute 𝜇𝑋 , 𝑎𝑛𝑑 𝜎2−3𝑋

2. The thickness of a conductive coating, X in mm has a probability density function of

values that satisfy 𝑘𝑥 −2, for 100 < 𝑥 < 120, and 0 otherwise .
a) Find k. Then find and plot the cumulative probability function 𝐹𝑋 (𝑥)
b) Determine the mean of X.
c) If the coating cost in L.E. is 𝑌 = 𝑔(𝑋) = 5√𝑋, find the expected value of Y.

3. If the c.d.f. of random variable X is given by

 0, x 1

1 36
F (x )   (9  ) ,1  x  2
5 (x  1) 2
 1, x 1

p( X     )
i) Find the p.d.f. f(x) ii)  iii)  iv)

4. Let the cdf of a random variable X be

1  0.6e 5 x  0.4e  x / 2 0 X 
F ( x)  
 0 O.W .

Find the pdf of the CRV X , hence compute

 32 X

5. Given the standard normal distribution, find the area under the curve which lies
a. To the left of z=1.43
b. To the right of z=-0.89
c. Between z=-2.16, and z=-0.65
d. Between z=-0.48 and z=1.74

6. Find the value of z if the area under a standard normal curve

a. To the right of z is 0.3622
b. To the right of z is 0.1131
c. Between –z and z , with z>0, is 0.95.
 7. Given the normally distributed random variable with mean 18 and standard
deviation 2.5 , find
a. 𝑃(𝑋 < 15)
b. The value of k such that 𝑃(𝑋 < 𝑘) = 0.2236
c. The value of k such that 𝑃(𝑋 > 𝑘) = 0.1814
d. 𝑃(17 < 𝑋 < 21)

8. Let 𝑋 ∼ 𝑁(10,4), what is the probability density function of 𝑌 = −2𝑋 + 5 ?

9. Let X ~ U (2,8) and XY  X  2 , Find (i) F(x) and plot it. (ii) E (Y ).

P( X  50  10) & E (Y ).
10. Let X ~ N (50 , 25) & Y  3 X  2 X , find
2

Joint Distributions :
11. Suppose 3 balls are selected at random from an urn containing 3 Red, 4 white, and 5
blue balls. If we let X and Y denote the number of red and white balls chosen,
respectively, then find the joint distribution mass function of X and Y.

12. The following table shows a joint distribution:

x\y 2 3 4 5 6 7
1 4/36 4/36 4/36 0 4/36 0
2 0 4/36 0 0 4/36 4/36
3 4/36 0 0 0 4/36 0
Compute
i. The marginal p.d.f. of X and Y
ii. The correlation coefficient of X and Y.
iii. The probability of y>x

13. Let X and Y be two discrete random variables with p.d.f𝒇(𝒙, 𝒚) given by the following
table .

Find
a. The marginal distributions of X and Y
b. Are X and Y independent ? Why? y X 1 2 3
c. Evaluate 𝑃(𝑌 = 3|𝑋 = 2), 𝑃(𝑌 ≤ 2)and
1 0.05 0.05 0.1
𝐶𝑜𝑣(𝑋, 𝑌).
2 0.05 0.1 0.35
3 0 0.2 0.1
14. Let X and Y be two continuous Random variables with joint pdf given by 𝑓(𝑥, 𝑦) =
2
(2𝑥 + 3𝑦), 0 < 𝑥, 𝑦 ≤ 1and𝑓(𝑥, 𝑦) = 0 elsewhere. Find
5
a. The marginal densities of X and Y
b. Are X and Y independent ? Why?
1 1 3 1 3 1
c. Evaluate 𝑃 (2 < 𝑋 < 1, 4 < 𝑌 < 4) 𝑎𝑛𝑑 𝑃 (4 ≤ 𝑋 < 4| 𝑦 = 2)
d. Let 𝑍 = (𝑋 + 𝑌)2 , find 𝐸(𝑍)
15. Let X and Y be two random variables with probability density function
𝑓(𝑥, 𝑦) = 𝑐𝑥𝑦 , 0 < 𝑥, 𝑦 ≤ 1
and𝑓 (𝑥, 𝑦) = 0 elsewhere, where c is a real constant. Find
a. The value of 𝒄
b. The marginal densities of X and Y
c. The correlation coefficient 𝝆𝑿𝒀
d. Are X and Y independent? Why?
16. Let
−𝟐𝒚
𝒇(𝒙, 𝒚) = { 𝜶𝒆 𝟎 ≤ 𝒙 < 𝟐𝒚
𝟎 𝒆𝒍𝒔𝒆𝒘𝒉𝒆𝒓𝒆
be the joint probability density function
a) Find 𝛼
b) The marginal density functions
c) 𝑃(𝑋 ≥ 0.5, 0.5 ≤ 𝑌 ≤ 1.5)
d) Find the conditional distribution𝑓𝑋 (𝑥|𝑦); hence find the probability 𝑃(1 < 𝑋 <
1.5|𝑦 = 1)
e) Is 𝜌𝑋𝑌 = 0 ? Why ?