Indian Institute of Technology, Bombay Chemical Engineering

CL205: AI & DS Tutorial 5, 2023

1. Ross, Chapter 5: Problems 2, 6, 7, 20, 21, 22, 38, 39.

2. Show that for an exponential random variable, the following memoryless property holds:

P (X < t1 + t2 |X > t1 ) = P (X < t2 )

3. Problems related to univariate Gaussian random variables from Ross, Chapter 5: 23, 24, 27, 28,
31.

4. Consider a bivariate normal random distribution with

µ1 = 1, µ2 = 3, σ1 = 2, σ2 = 1, ρ = −0.8

(a) Write down the squared statistical distance expression

kx − µk2Σ−1 = (x − µ)T Σ−1 (x − µ)

as a quadratic function of x1 and x2 . In the above x = [x1 x2 ]T .

Note: The distance measure kx − µk2Σ−1 is known as Mahalanobis distance in probability
and statistics. It is named after the well known Indian statistician, P.C. Mahalanobis who
introduced it in 1938.
(b) Write down the bivariate normal density for the given values of parameters?