VEL TECH MULTI TECH DR RANGARAJAN DR SAKUNTHALA ENGINEERING

COLLEGE
191MA401 / PROBABILITY AND RANDOM PROCESS.
UNIT – III
TWO DIMENSIONAL RANDOM VARIABLES
Part – A (1 mark)

S.N K
O. Question Bank CO
level
1 Which of the following are types of correlation? K1
a. Positive and Negative CO3.6
b. Simple, Partial and Multiple
c. Linear and Nonlinear
d. All of the above
2 If the values of two variables move in the same direction CO3.6 K1
a. The correlation is said to be non-linear
b. The correlation is said to be linear
c. The correlation is said to be negative
d. The correlation is said to be positive
3 If the values of two variables move in the opposite direction CO3.6 K1
a. The correlation is said to be linear
b. The correlation is said to be non-linear
c. The correlation is said to be positive
d. The correlation is said to be negative
4 Which of the following techniques is an analysis of the relationship CO3.6 K1
between two variables to help provide the prediction mechanism?
a. Standard error
b. Correlation
c. Regression
d. None of the above
5 The independent variable is used to explain the dependent variable in CO3.6 K1
a. Linear regression analysis
b. Multiple regression analysis
c. Non-linear regression analysis
d. None of the above
6 Which of the following statements is true about the regression line? CO3.6 K1
a. A regression line is also known as the line of the average
relationship
b. A regression line is also known as the estimating equation
c. A regression line is also known as the prediction equation
d. All of the above
7 If change in one variable results a corresponding change in the other CO3.6 K1
variable, then the variables are
 a. Correlated b. Not correlated
c. Any of the above d. None of the above
8 Determine the degree of relationship between variables. CO3.6 K1
a. Regression analysis b. Correlation analysis
c. Inferential analysis d. None of these
9 The negative sign of correlation coefficient between X and Y indicates CO3.5 K1
a. X decreasing, Y increasing b. X increasing, Y decreasing
c. Any of the above d. There is no change in X and Y
10 Coefficient of correlation lies between CO3.5 K2
a. 0 and +1 b. 0 and –1 c. –1 and +1 d. – 3
11 Pearson’s correlation coefficient if denoted by the symbol CO3.6 K1
a. k b. r c. R d. None of these
12 If r= +1, the correlation is said to be CO3.6 K2
a. High degree of +ve correlation b. High degree of –ve correlation
c. Perfect +ve correlation d. Perfect –ve correlation
13 The positive sign of correlation coefficient between X and Y indicates CO3.5 K1
a. X decreasing, Y decreasing b. X increasing, Y decreasing
c. Any of the above d. There is no change in X and Y
14 In a simple linear regression model (One independent variable), If we CO3.6 K1
change the input variable by 1 unit. How much output variable will
change?
a. 1 b. No change c. By its Slope d. None of the above
15 In regression, the equation that describes how the response variable (y) CO3.5 K1
is related to the explanatory variable (x) is:
a. The correlation model b. The regression model
c. The correlation coefficient d. None of these alternatives is correct
16 In regression analysis, if the independent variable is measured in CO3.5 K1
kilograms, the dependent variable
a. Must also be in kilograms b. Must be in some unit of weight
c. Cannot be in kilograms d. Can be any units
17 Find the value of P(X=3) if X is the discrete random variable taking CO3.2 K3
values x1, x2, x3 where P(X=0)=0, P(X=1) = 1/4 and P(X=2) = 1/4
a) 1 b) ½ c) 1/3 d) 1/4
18 Let X be the random variable , P(X=x) is the Probability mass function CO3.3 K3
is given

X 0 1 2 3

P(X=x) 0 k 2k 3k
 Determine the value of K?
a) 1/5 b) 2/5 c) 1/6 d) ½

19 Determine the value c so that the following function can serve as a CO3.4 K3
probability distribution of the discrete random variable x:
f(x)=c(x+4), for x=0,1,2,3
a) 1/20 b) 1/16 c) 1/18 d) 1/22
20 If E and F are two events associated with the same sample space of a CO3.1 K2
random experiment then P (E|F) is given by
a) P(E∩F) / P(F), provided P(F) ≠ 0
b) P(E∩F) / P(F), provided P(F) = 0
c) P(E∩F) / P(F)
d) P(E∩F) / P(E)
21 What is the area under a conditional Cumulative Density Function? CO3.3 K1
a) 0 b) Infinity c) 1 d) Changes with CDF
22 If a variable can certain integer values between two given points is CO3.1 K2
called
a) Continuous random variable b) Discrete random variable
c) Irregular random variable d) Uncertain random variable
23 A variable that can assume any value between two given points is called CO3.1 K1
a) Continuous random variable b) Discrete random variable
c) Irregular random variable d) Uncertain random variable
24 The expected value of a discrete random variable ‘x’ is given by CO3.1 K2
a) P(x) b) ∑ P(x) c) ∑ x P(x) d) 1
25 If ‘X’ is a continuous random variable, then the expected value is given CO3.1 K3
by
a) P(X) b) ∑ x P(x) c) ∫ X P(X) d) No value such as expected
value
26 If E denotes the expectation the variance of a random variable X is CO3.2 K1
denoted as?
a) (E(X))2 b) E(X2)-(E(X))2 c) E(X2) d) 2E(X)
27 Given that E and F are events such that P(E) = 0.5, P(F) = 0.4 and CO3.3 K2
P(E∩F) = 0.3, then what will be the value of P(F|E)?
a) 2/5 b) 3/5 c) 3/4 d) 2/4
28 If P(A) = 7/11, P(B) = 6 / 11 and P(A∪B) = 8/11, then P(A|B) = CO3.4 K3
a) 3/5 b) 2/3 c) ½ d) 1
29 If P(A) = 5/13, P(B) = 7/13 and P(A∩B) = 3/13, evaluate P(A|B). CO3.4 K3
a) 1/7 b) 3/7 c) 3/5 d) 2/7 d) 2/7
30 If r= -1, the correlation is said to be CO3.5 K1
a. High degree of +ve correlation b. High degree of –ve
 correlation c. Perfect +ve correlation d. Perfect –ve
correlation
PART- B (4MARKS)

1 The joint probability distribution of X and Y is given by CO3.3 K3

6-x-y
f (x,y )= { 0,
2
, 0<x<2, 2<y<4
Otherwise
Find f(y x= 2).
2 The joint pdf of the two dimensional r.v (X, Y) is given by CO3.3 K3
( )
f (x, y )= x e-x y+1 , 0≤x, y<∞
Find the Marginal density function and state whether the r.v are
independent.
3 Two dimensional continuous R. V. let X and Y be jointly distribution CO3.2 K3
with pdf
1(
{
f (x, y )= 4
0
1+xy ), |x| <1, |y|<1
Otherwise
Show X and Yare not independent.
4 The joint probability mass function of (X , Y ) is given by CO3.3 K3
P(x, y )= f (x, y )= k (2x+3y );x= 0, 1, 2;y= 1, 2, 3
Find the marginal distributions and conditional distribution of X.
5 Find the correlation for the following data CO3.5 K3
X 10 14 18 22 26 30
Y 18 12 24 6 30 36
6 If X̅ =20, Y̅ = 15, σ X = 4,σ Y = 3 and r= 0.7 CO3.6 K3
Obtain
i) The lines of regression.
ii) The most likely value of Y when X= 24 and X when Y=20.
7 Discuss correlation coefficient with properties. CO3.6 K2
8 Discuss covariance CO3.5 K2
9 Find the equation of regression line for the following date. CO3.6 K3
x 1 2 3 4 5
Y 2 5 3 8 7

10 Calculate the correlation coefficient for the following heights(in inches) CO3.6 K3
of father X their sons Y
X 65 66 67 67 68 69 70 72

Y 67 68 65 68 72 72 69 71
11 Find the correlation co-efficient for the following date. CO3.6 K3
X 10 14 18 22 26 30
Y 18 12 24 6 30 36
12 Find the Spearman rank correlation from the following date. CO3.6 K3
X 37 38 42 85 62 48 52 16 26 34
Y 65 32 12 15 80 76 41 39 26 10
 PART –C (12MARKS)
1 If the joint pdf of a two dimensional Random Variable (X , Y ) is given by CO3.3 K3
xy
{
f (x,y )=
0,
x 2+ , 0<x<1, 0<y<2
3
Otherwise
Find
i) Find the marginal density function of X and Y
( )
ii) P X >1
2 [ ]
iii) P(y>1) iv) P X <1/Y <1
2 2
2 Let X be the unit temperature change and Y is the Proportion of Spectrum CO3.3 K3
shift that a certain atomic particles produces. The joint pdf is given by
2
{
f (x, y )= 10x y , 0<x<y<1
0, Otherwise
i) Find the marginal densities and conditional density of f (y/x ).
ii) Find the probability that the spectrum shift more than half of the total
iii) observation given the temperature was increased to 0.25 unit
3 The joint probability distribution function of a bivariate random variable CO3.3 K3
(X , Y ) is given below
X
1 2 3 4 5 6
Y
0 0 0 2k 4k 4k 6k
1 4k 4k 8k 8k 8k 8k
2 2k 2k K K 0 2k
i) Find the value of k
ii) Find the marginal probability distribution function X and Y
a) Find P(X ≤1)
X <1
b) [ ] P
Y= 2
[ ]
c) P X <3
Y ≤4
4 Find the coefficient of correlation between industrial production and CO3.6 K3
export using the following data:
Production (X) 55 56 58 59 60 60 62
Export (Y) 35 38 37 39 44 43 44
5 For the following bi variant probability distribution of (X,Y).Find CO3.2 K3
Probability
[ ]
i) P
X ≤1
Y ≤3

ii) P[Y ≤3]

X ≤1
iii)P(X+Y≤4)
 iv) E(Y-2X)
v) Verify whether X and Y are independent or not.
X 1 2 3 4 5 6
Y
0 0 0 1/32 2/32 2/32 3/32
1 1/16 1/16 1/8 1/8 1/8 1/8
2 1/32 1/32 1/64 1/64 0 2/64
6 Mark obtained by 10 students in mathematics(x) and statistics(y) are given CO3.6 K3
below
x 60 34 40 50 45 40 22 43 42 64
y 75 32 33 40 45 33 12 30 34 51

Find
i) The regression equation of x on y and y on x.
iii) Find y when x=65
7 Obtain the equation of regression lines from the following date hence find CO3.6 K3
correlation coefficient between X and Y also estimate the value of Y when
X=38 and the value of X when Y=18.
X 22 26 29 30 31 33 34 35
Y 20 20 21 29 27 24 27 31

8 Calculate the rank correlation coefficient from the following date. CO3.6 K3
S.No 1 2 3 4 5 6 7 8 9
X 10 15 12 17 13 16 24 14 22
Y 30 42 45 46 33 34 40 35 39