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DPP-4

The document consists of a series of problems related to probability and statistics, specifically focusing on bivariate random variables. It includes tasks such as determining joint probability distributions, calculating marginal and conditional distributions, finding expected values, and examining independence and covariance between random variables. The document also provides answer keys for the problems presented.
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0% found this document useful (0 votes)
9 views

DPP-4

The document consists of a series of problems related to probability and statistics, specifically focusing on bivariate random variables. It includes tasks such as determining joint probability distributions, calculating marginal and conditional distributions, finding expected values, and examining independence and covariance between random variables. The document also provides answer keys for the problems presented.
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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1

Probability and statistics


Bivariate random variables DPP 04

1. Determine the value of k for which the function given by


𝑓(𝑥, 𝑦) = 𝑘𝑥𝑦 for 𝑥 = 1, 2, 3; 𝑦 = 1, 2, 3
can serve as a joint probability distribution.

2. Given the values of the joint probability distribution of X and Y shown in the table
X

–1 1

1
1 1
8 2
Y 0 0 1
1 1 4
8 0

Find
(a) the marginal distribution of X;
(b) the marginal distribution of Y;
(c) the conditional distribution of X and Y = –1

3. The joint distribution of two random variable, u & v is as follows:


V

5 10 15
1 a 3a 0
U 2 11a 2a 8a

3 a a 3a

Calculate (i) the value of a (ii) E(2U + V) (iii) E[U|V = 5]


2

4. If the joint probability distribution of X and Y is given by

Show that their covariance is zero even though the two random variables are not independent.

5. The cov.b/w x & y is 5. What is the co-var. b/w 2x –3 & 3y + 5.

6. If the joint probability density of X and Y is given by


 x  y for 0  x  1, 0  y  1
f (x, y)  
0 elsewhere

Find the joint distribution function of these two random variables.

7. Given the joint probability density


2
  x  2y  for 0  x  1, 0  y  1
f (x, y)   3

0 elsewhere

Find the marginal densities of X and Y.

8. Given the joint probability density


4xy for 0  x  1, 0  y  1
f (x, y)  
0 elsewhere

find the marginal densities of X and Y and the conditional density of X and Y = y.

9. If the probability density of X is given by


x
2 for 0  x  1

1 for 1  x  2

f (x)   2
3  x
 for 2  x 3
 2
0 elsewhere

Find the expected value of g(X) = X2 –5x + 3.


3

10. Find the expected value of the random variable X whose probability density is given by
x for 0  x  1

f (x)  2  x for 1  x  2
0
 elsewhere

11. Let (X, Y) have the joint density

 xe x (1 y) x  0 y  0
f (xy)  
0 elsewhere

Show that (i) E(y) does not exist


1
(ii) E(y / x)  , x 0
x

12. Test whether X and Y are independent?


f(x, y) = 4xy; 0 < x < 1, 0 < y < 1
= 0 ; otherwise

13. Let f(x, y) = k(x + y) 0 < x < 1; 0 < y < 1

 1 1
Find (i) the value of k, (ii) P 0  X  ,0  Y   ,
 2 4

(iii) f y/ x (y | x), (iv) E(X), E(Y) & E(X + Y)

14. Let f(x, y) = e–(x + y) x > 0, y > 0


Find (a) P[X > 1] (b) P[1 < X + Y < 2]
(c) P[X < Y | X < 2Y]

15. Find the joint probability density of the two random variable X and Y whose joint distribution function is given by

(1  e x )(1  e  y ) for x  0 and y  0


F(x, y)  
0 elsewhere

16. If the joint probability density of X and Y is given by

24xy for 0  x  1, 0  y  1, x  y  1
f (x, y)  
0 elsewhere

 1
find P  x  y   .
 2
4

17. If the joint probability density of X and Y is given by


2 for x  0, y  0, x + y  1
f (x, y)  
0 elsewhere
find
 1 1  2
(a) P  X  , y   ; (b) P  X + Y  ;
 2 2  3
(c) P(X > 2Y)

18. The joint density fun of X and Y is given by:


2 x  0, y  0, x  y  1
f (x, y)  
0 otherwise
1
(i) Show that E[X] = 3
(ii) Find Cov (x, y)

19. Let f(x, y) = 3(x + y) 0 < x + y < 1, 0 < x < 1, 0<y<1


Find (a) fx(x), (b) P[X + Y < 0.5],
(c) E[Y | X = x] (d) cov. (X, Y)

1
20. Let f (x, y)  xy 0 < y < x, 0 < x < 2.
2
Find the marginal dis. of X & Y are X & Y independent?

21. Suppose X and Y have joint density given by


1  xy
f (x, y)  ; |x| < 1, |y| < 1
4
Examine whether x and y are independent random variables.

22. Let the two dimensional random variable (X, Y) have the following joint density function;
1
f x,y (x, y)  6  x  y ; 0  x  2
8
2 y4
 0 elsewhere
(a) Find E(Y/X = x)and (b) E(XY/X = x)
(c) Show that E(Y) = E[E(Y/X)]

23. The p.d.f. of (X, Y) is


f(x, y) = 8xy, 0 < x < y < 1
=0 otherwise
find
5

(i) E(Y/X = x) (ii) E(XY/X = x) (iii) Var(Y/X = x)

24. Let X and Y have joint probability density function


21x 2 y3 0  x  y  1
f (x, y)  
0 otherwise
Find (i) E(X/Y = y) (ii) V(X/Y = y)

25. Let X and Y be two random variables each taking three values –1, 0 and 1 and having the joint probability distribution.
Y/X –1 0 1

–1 0 0.1 0.1

0 0.2 0.2 0.2

1 0 0.1 0.1
Find (i) the corr. (X, Y) (ii) E(Y/X = –1) and V(Y/X = –1)

26. The random variables (X, Y) have the following joint probability mass function

Y X 1 2 3
1 1 1 1
2
12 6 12 3
1 1 1
3 0
6 6 3
1 1
4 0 0
3 3
1 1 1
4 2 4
(i) Show that X and Y are dependent.
(ii) Give a probability table of random variables U and V that have the same marginal as X and Y but are independent.

27. The joint pmf of X and Y is given below.

X
Y 0 1 2
0 1/6 1/3 1/12
1 2/9 1/6 0
2 1/36 0 0
6

Find
(a) Mean values of X and Y
(b) Find the covariance between X and Y
(c) Conditional distribution of X and Y = 1
(d) Correlation between X and Y

28. Let the joint pdf of (X, Y) be


2
f (x, y)   x  2y  ; 0  x, y  1
3
0; otherwise
Find
(a) Conditional mean of X given Y = 1/2
(b) Conditional variance of X given Y = 1/2

29. The joint cdf of (X, Y) is


f x, y (x, y)  1  e2x  e3y  e(2x 3y) ; x, y  0
 0 elsewhere
Find
(a) Joint pdf of (X, Y) (b) Marginal pdf of X and Y
(c) P[(X ≤ 1)  (Y ≤ 1)] (d) P[(1 < X <3)  (1 < Y < 2)]

30. The joint probability distribution of the amounts X and Y of two commodities supplied to a market has the probability
density function (pdf)
f(x, y) = kxy(4x + 9y)e –(x + y) ; x, y > 0, k is a constant
(a) Determine the constant k
(b) Find the conditional pdf of X given Y = y and that of Y given X = x.
(c) Find the conditional variance of X given Y = y
7

Answer Key
1 34
1. (36) (c )  E[Y ]  E[Y | X ]
12
2. ()
2  1  x  x2 
1 412 23. (i ) E (Y / X  x)   
3. (i ) , (ii ) , (iii) 2 3  1  x 
30 30
4. () 2  1  x  x2 
(ii ) E ( XY / X  x)  x 
5. (30) 3  1  x 
6. ()
1  x 2 4 (1  x  x 2 )
2 1 (iii ) 
7. ( x  1), (1  4 y ) 2 9 (1  x 2 )
3 3
3
24. (i ) E ( X / Y )  4 y,
8. (2x, 2y, 2x)
11
9. (ii ) V ( X / Y  y )  (3 / 80) y 2
6
25. (i) Corr. (XY) = 0
10. (1)
(ii) E(Y/X = –1) = 0
11. ()
(iii) V(Y/X = –1) = 0
12. (Yes)
x y
13. (ii) 0.04637, (iii ) , 26. ()
1
x
2 27. (a) E ( X )  2 / 3, E (Y )  4 / 9
(b) Cov( XY )  7 / 54
7 7 14
(iv) , ,
12 12 12  6
(d ) r 
9 7
3
14. (a) e1 (b) 0.32975 (c)
4 28. (i) E( X )  5 / 9 (ii) Var  13 /162

15. e ( x  y ) x  y  0 29. (a ) f x, y  6e
 (2 x 3 y )
; x, y  0
16. (0.0625) (b) f x ( x)  2e 2 x x0
–3 y
1 5 3 fY ( y )  3e y0
17. (a) (b) (c )
2 9 2
30. (a) K  1/ 26
18. ()
24  18 y
(b) E ( X / Y  y ) 
19. (a ) 3(1  x ) / 2 (b) 0.125 ( d ) 55 / 64
2 (8  9 y )
2
20. (No)  96  54 y   24  18 y 
(c ) V ( X / Y  y )    
21. (not independent)  8  9y   8  9y 

(52  18 x)  (52  18 x) 
22. (a) (b) x  
3(6  2 x)  3(6  2 x) 

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