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MA2201-Engineering Mathematics IV
B.Tech. IV Sem (CSE/IT/CCE)
Topic Covered: One dimensional and two-dimensional random variables, mean and variance,
Chebyshev’s inequality, moments, Moment generating functions, correlation coefficient.
1. Let 𝑌 = 𝑋 2 + 2𝑋, where 𝑋 is a random variable whose probability distribution is given as:
X 0 1 2 3
P(x) 0.1 0.3 0.5 0.1
Then find probability distribution, CDF, mean, and variance of 𝑌.
Ans. (i)
Y 0 3 8 15
P(y) 0.1 0.3 0.5 0.1
(ii)
F(y) y<0 0<=y<=3 3<=y<=8 8<=y<=15 y>15
P(y) 0 0.1 0.4 0.9 1.0
(iii) Mean=6.4, (iv) 16.24.
2. Let X be continuous random variable whose PDF is given by
𝑘
𝑓(𝑥) = ; −∞ < 𝑥 < ∞
1 + 𝑥2
(a) Find k.
(b) Distribution function of X and.
(c) P(x=>0).
Ans (a) 1/𝝅,
𝟏 𝝅
(b) 𝐹(𝑥) = 𝝅 (𝑡𝑎𝑛−1 (𝑥) + 𝟐 ); −∞ < 𝑥 < ∞
(c) P(x=>0)=1/2.
15. Find the Marginal density function of X and Y, and the conditional distribution of Y given
X=x. The joint PDF of X and Y is given below.
8
𝑥𝑦 1 < 𝑥 < 𝑦 < 2
𝑓(𝑥, 𝑦) = {9 .
0, otherwise
𝟒𝒙 𝟒𝒚
Ans. 𝒇𝑿 (𝒙) = (𝟒 − 𝒙𝟐 ), 𝟏 ≤ 𝒙 ≤ 𝟐, 𝒇𝒀 (𝒚) = (𝒚𝟐 − 𝟏), 𝟏 ≤ 𝒚 ≤ 𝟐.
𝟗 𝟗
16. For joint PDF of X and Y is given below. Find (i) 𝑃(𝑥 < 1 ∩ 𝑌 < 3), (ii) 𝑃(𝑥 < 1/𝑌 <
3) (iii)V(3X-4Y)
1
(6 − 𝑥 − 𝑦) 0 < 𝑥 < 2, 2 < 𝑦 < 4
𝑓(𝑥, 𝑦) = {8 .
0, otherwise
18. Find E(X), E(Y), E(2X+3Y), Var(X), Var(Y), Cov(X, Y) and comment on the correlation
between X and Y for the joint PDF of X, and Y as:
𝑥𝑦
, 0 < 𝑥 < 4, 1 < 𝑦 < 5
𝑓(𝑥, 𝑦) = { 96 .
0, otherwise
𝟏
𝟖 𝟑𝟏 𝟒𝟕 𝟖 𝟐(𝟐𝟑)𝟐
Ans. 𝑬(𝑿) = 𝟑
, 𝑬(𝒀) = 𝟗
, 𝑬(𝟐𝑿 + 𝟑𝒀) = 𝟑
, 𝑽𝒂𝒓(𝑿) = 𝟗
, 𝑽𝒂𝒓(𝒀) = 𝟗
, Cov(X,
Y)=0, no correlation.
𝟑(𝟏−𝒖𝟐 )
Ans: , 𝟎<𝒖<𝟏
𝟐
𝟎, 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
20. A random variable X has the density function 𝑒 −𝑥 for x≥ 0. Show that Chebyshev’s
1
inequality gives P{|X-1|>2} <4 and show the actual probability is 𝑒 −3.