Question Bank

Module 2
JOINT PROBAILITY DISTRIBUTION

SL.NO Questions

1 The joint probability distribution of discrete random variables X & Y are as follows;
X\Y -3 2 4
1 0.1 0.2 0.2
2 0.3 0.1 0.1
Then i) determine marginal distribution of X & Y,
ii) show that X & Y are dependent.
2. Given the following joint distribution of the random variable X & Y,

X\Y −2 −1 4 5
1 0.1 0.2 0 0.3
2 0.2 0.1 0.1 0
Determine the marginal probability distributions of X & Y.
Also compute i) Expectations of X, Y & XY, ii) Covariance of X & Y
iii) Correlations of X & Y.
3. The joint probability distribution of random variables X & Y are as follows.

X/y −4 2 7
1 1/8 ¼ 1/8
5 ¼ 1/8 1/8
Determine i) marginal distribution of X & Y, ii) E(X), E(Y) & E(XY),
iii) COV(X, Y), iv) ρ(X, Y).

4. Determine the value of k so that the functions f(x, y) = k|x − y|, for x =−2, 0, 2; y = −2, 3
représentes joint probability distribution of the random variables X and Y Also find cov(X,
Y).
5 If the joint probability distribution of X and Y is given by (𝑥,𝑦)=(𝑥+𝑦)/30 ,𝑓𝑜𝑟
x=0,1,2,3;𝑦=0,1,2 .Find (i) 𝑃[𝑋≤2,𝑌=1], (ii) 𝑃[𝑋>2,𝑌≤1] (iii) P[X >𝑌]

Find Marginal Distribution. i. Are X and Y Independent

ii Evaluate E(X) and E(Y).
iii.Evaluate [𝑦 ≤ 2] .
iv.Evaluate 𝑃[𝑥 + 𝑦 ≤ 2]
7

8 If X and Y are Independent random variables X take values 2, 5,7 with the probability ½, ¼ and
¼ respectively. Y take values 3, 4,5 with the probability 1/3,1/3 and 1/3.
Find i. joint Probability distribution.
ii. show that COV(X, Y)=0

9 A fair coin is tossed thrice. Random variables X and Y are defined as X=0,1 according as head or
tail occurs on the first toss, Y = No. of heads.
Determine
i. Marginal distribution of X and Y.
ii. Joint distribution of X and Y.
iii. E(XY)
iv.S.D of x and y.
10 If the Joint Probability distribution of X and Y is given below f(x,y)=(x+y)/30.For x=0,1,2,3 and
y=0,1,2
find i) P(X<=2,Y=1)
ii) P(X>2,Y<=1)
iii) P(X>Y)
11 Every year, a man trades his car for a new car. If he has a Maruti, he trades it for an Ambassador.
If he has an Ambassador, he trades it for Santro. However, if he had a Santro, he is just as likely
to trade it for a new Santro as to trade it for a Maruti or an Ambassador. In 2000 he bought his
first car which was a Santro. Find the probability that he has
i.2002 Santro
ii.2002 Maruti
iii. 2003 Ambassador
iv. 2003 Santro
12 Define
i. Probability Vectors,
ii. Stochastic matrices,
iii. Regular stochastic matrix,
iv. stationary distribution and Absorbing state.
13 A salesman’s territory consists of 3 cities A, B and C. He never sells in the same city on
Successive days. If he sells in city A, then the next day he sells in city B. However, if he sells in
either B or C, then the next day he is twice as likely to sell in city A as in other city. In long run,
how often does he sell in each of the cities?

 0 3 / 4 1/ 4 
14
 
 1 / 2 1 / 2 0 
 0 0 
Find the unique fixed probability vector of P =  1
15 A gambler’s luck follows’ a pattern. If he wins a game the Probability of winning the next game
is 0.6. However, if he loses a game, the probability of losing the next game is 0.7. There is an
even chance of the gambler winning the first game.
i. What is the probability of he winning the second game?
ii. What is the probability of he winning the third game?
In the long run, how often he will win?
 0 0 1
16
 
 1 / 2 1 / 2 0 
 0 1 0 
Show that the matrix  is a Regular Stochastic Matrix.
17 Three boys A, B and C are throwing a ball to each other. A is just as likely to throw the ball to B
as to C. B always throws the ball to A, and C is just as likely to throw the ball to A as to B. Find
the probability that C has the ball after three throws if now
i. A has the ball.
ii. B has the ball.
iii. C has the ball.
18 The students study habits are as follows; If he studies on one night, he is 60% sure not to study
on next night. On the other hand, if he does not study on to night, he is 80% sure to study next
night. Write the transition probability matrix for his chain of study. In the long run how often
does he study? Suppose he studies on Monday night, what is the probability that he does not
study on Friday night?
19 S.T P is a regular stochastic matrix and also find unique fixed probability vector

0 1 0

0 0 1

1/2 1/2 0

20 The transition probability matrix P of a Markov chain is given by

1/2 1/2

3/4 1/4

f the joint probability distribution of X and Y is given by (𝑥,𝑦)=(𝑥+𝑦)/30 ,𝑓𝑜𝑟

𝑥=0,1,2,3;
𝑦=0,1,2 .Find (i) 𝑃[𝑋≤2,𝑌=1], (ii) 𝑃[𝑋>2,𝑌≤1] (iii) P[X >𝑌]
With initial probability distribution P(0) = [1/4, 3/4]. Find the following conditions P21(2)
P12(2),P(2),P1(2).
21 A man’s smoking habits are as follows. If he smokes filter cigarette one week with probability
0.2. On the other hand, if he smokes non-filter cigarette one week there is a probability of 0.7
that he will smoke non-filter cigarette the next week as well. In the long run how often does he
smoke filter cigarette?

22 Suppose an urn A contains 2 white marbles and urn B contains 4 red marbles. At each step of the
process, a marble is selected at random from each urn and the two marbles selected are
interchanged. Let Xn denote the number of red marbles in urn A after n interchanges.
i. Find the transition matrix P.
ii. What is the probability that there are 2 red marbles in urn A after 3 steps?
23 0 1 0 
1 1 1 
Find the unique fixed probability vector of P =  .
6 2 3 
 
0 2 / 3 1 / 3 