DPP-4
DPP-4
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
5 10 15
1 a 3a 0
U 2 11a 2a 8a
3 a a 3a
Show that their covariance is zero even though the two random variables are not independent.
find the marginal densities of X and Y and the conditional density of X and Y = y.
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
xe x (1 y) x 0 y 0
f (xy)
0 elsewhere
1 1
Find (i) the value of k, (ii) P 0 X ,0 Y ,
2 4
15. Find the joint probability density of the two random variable X and Y whose joint distribution function 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
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?
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 y4
0 elsewhere
(a) Find E(Y/X = x)and (b) E(XY/X = x)
(c) Show that E(Y) = E[E(Y/X)]
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
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.
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
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) e1 (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 x0
–3 y
1 5 3 fY ( y ) 3e y0
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)