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Assignment 7 Solutions - MSO201 Iitk

This document contains sample problems related to probability and statistics. It includes illustrative discussion problems on defining probability distribution functions and finding probabilities. It also includes practice problems from the textbook on multivariate distributions. The document provides detailed solutions and working for each problem presented.

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333 views

Assignment 7 Solutions - MSO201 Iitk

This document contains sample problems related to probability and statistics. It includes illustrative discussion problems on defining probability distribution functions and finding probabilities. It also includes practice problems from the textbook on multivariate distributions. The document provides detailed solutions and working for each problem presented.

Uploaded by

Vibhorkmr
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MSO 2OLa: probability and Statistics

?OL5-2OLG-II Semester

Assignment-VII
A. Illustrative Discussion problems
1. Let

F(r,a) :{
Does

lI(.,')

7, if r*2a27
0, if r*2A<7

define a d.f.?

2. Let

F(*,a) :{
Does

0, ifr<0orr-tA<1orE<0
1,

otherwise

F(.) define a d.f.?

3. Let F(*,a)

d.f. of some two-dimensional r.v. (X, y), and let F1(z) and F2(y),
respectively. be the marginal d.f.s of X and y. Define U(r,il: min{fi
(r),Fr(A)}

L(r,g)

be the

fi(r) + Fr(il - 1, 0}. prove that:


(i) L(r,9) and U(r,il are each d.f.s and that their marginal d.f.s are the same
as
and

max{

those of F(*,U);

(ii) L(r,a) 3 F(r,il < U(r,il.


(Note: Let the r.v. X have distribution function p1(z) and let y :
9(X) have
distribution function Fz(a), where g(.) is some function. rt
s(.) is increasins (de_
creasing), then F;,y(r,U) : U(r,il (F*,v(",y) : L(r,il).

4' Let {:

F(r1,

(Xt, X2) be a bivariate random vector with distribution function

12)

0,
rf r1<'0 or rz t 0
.#, if 0< fr1 {7,0{rz<2orI{q<2,0{rz<I
if 0< 11 .-I,rz)2
T,
ttt-,if 1< 11 --2,r--12<2
n4f, if 1< 11 .-2,r2)2
ifq> 2,0{12<,I
3,
ry, ifrl 22,7<12{2
L,
ifq>.2,r2)2

Find P({(Xr, Xr) : (0,0)]) and

P({(Xt,Xz): (1,1)}).

Is (X1,X2) discrete?

5. For the bivariate p.m.f. (called negative


binomial distribution)

fx,v(r,il

P(X

n,Y

;:l::r-"t j:fi,:**er'
6'

a)

+a + k -1)l

^.

ffieieT0-or-or)r,

0 < 06

17,'i

r,2

and,0t

r,u :0,r,2,.

0z< 1, nncr the marginar

Three balrs are randomry praced


in three empty boxes Bt, Bzand
83. Let r/ denote
the total number boxes which are
occupied and let Xidenote
the number of balls
in the box .B;, i: I,2,3.

(a) Find the joint p.m.f. of (t/,


X1);
(b) Find the joint p.m.f. of (X1,

X2);

'

..

(c) Find the marginal distributions


of l/ and Xz;
(d) Find the marginal p.m.f.
of X1 from the joint p.m.f. of
(X1,X2).
Let x: (xr, xr, xs) be a discrete
type random vector with p.m.f.

fx@r,rz,4): I cr1n2r3, if (q,rz,rs) {1,2} x {r,2,8} x {1,3}


otherwise
[ 0'

where c is a real constant.


(a) Find the value of c;

(b) Find the marginal p.m.f.s.


of X1; of X2;of
Y: (X'.&); (a) Find p(d : Xz: Xs).

&;

(c) Find the marginal p.m.f.


of

B. Practice problems from the Text


Book
Chapter 2: Multivariate Distributions, problem
Nos.: 1.g, 1.9.

lrso )-ora :

f rruL^ bi l-c+y

d.r,l

54114-f ic 4

)ooS-lor6-lf,
Sqen*c v
rf,,r
i1r^,^g
I
r^.t Vt t
( Jo0.t -l;sra

t4 ^ A'b 4 T'v' LL-tl . Tt*.-t1^4


i\
F(L?) 2 \- rt r*crF
[t:
1+o
..- \i\. Ft1,:t *
a'
u
A'1 , LFxFar)+')
\'-'*
S,^,r. f x \lr
Yr.t <^- A'll, (- d
Sr\\-nc +Lo,* Ftl-tr )
\nav[tr^.[ A,b, o\r X
Fxtr\:
'

blc* uo. t

'

(t, tJ " td, t)


Ftr-r)- F(t,t)- Ft'-t) * e[{rt )= l-t-t{o = -\(o

A!-

[-w Yac.L a^29ta

(\
=4 F(frJ) \A rast-

luo5 E"- *to,

d"6'

v""l'ohjln tt, )l x tt, \l


f.or
"
Fr! \) - F({,\) - t(L \ ) t?({_
a Ft\,7) cA !'ro& c\ I't

voble* Ns .)

)UU,l)

}.) e\F
fJr)
t\'
'F ' -\ + \ ft(>T i"tt):t\
Fr\Fr*

2 Srtrr*tr-\r) -

Ltla) =

i )= l-r-\-rs z -\<o

\Fr(r)-T'\1)\

a.<5,_
>-b>\ '
L
r
?o- -|.*""Ut La'-b''l
-t (J1c*r ar- )
bt')
$\c'L
*
a-)
ULbr !,) - utbr
L,l,D

7 ra Ol - FilaJ \+ \
)

4uLb-

F'L'^')

o, 1>r! )r\-'
',-,7,:l:tl.l
)o
ti
ll'
to,- lA.*o;
F'$r\ t r'(!')'
o*A
\
rr1-)r
\
I-;ig rr1
a2

-\>,) -L{
rrts.) - e'th) -r \ + \ F' Lq'F F to')1\ -

L [5,

b: 4v) - LtaL }') 't

\ F rLsr\-t

\f(t4\)

tl',1:];

,))

F.

l:[:;'

f1(rr') 1 F'\!r))
l

tLtq.)-\\- \ Fr to' )r Frrd)- \1

|o

-q1)t!L9or\1,-:.\-t6-r Ftar\r ?rLs'). \-Fr-\lv)

t Ar*... bu -et<\t!\t<a,

\\r)r,\ t \\-7,\5\).r-u'\

[a') )
\-(av1tr-'^-!. l-'\ o t\ U t-' ) a\rc
u\I-r): e,t^) r*:"erl' A^J
\**
u.\ir)=
'
t+q
Lt:' ) avc
At^) V-rav1t*J A'\'A "\
P,lts) ,g;eiiL o-)
L\!r)=
[,*
Lr(F\=
'
L

1-

F"

Ir*d\L't)

Lt-\t\

((F.
!.t-r utSr J>Frltl '+ )

S\*.--,

b"

Ar^l

0. b^J. l,
t qlNnF) t
\r.,-q.r \ !tnt- 9\b)-\s!

rrSC [-c,r,fe-

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!-0, "

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t':l^tu' tv, { uvn tr-\ Iia
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hv loni4tve t'{caev

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