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Practice Sheet 5_PS

The document is a practice sheet for a Probability and Statistics course at Thapar Institute of Engineering and Technology. It includes definitions, joint and marginal probability distributions, calculations involving random variables, and questions related to probability density functions. The document also provides answers to the problems posed, covering various statistical concepts and methods.

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Ankit Sharma
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3 views

Practice Sheet 5_PS

The document is a practice sheet for a Probability and Statistics course at Thapar Institute of Engineering and Technology. It includes definitions, joint and marginal probability distributions, calculations involving random variables, and questions related to probability density functions. The document also provides answers to the problems posed, covering various statistical concepts and methods.

Uploaded by

Ankit Sharma
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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Thapar Institute of Engineering and Technology, Patiala

School of Mathematics
Probability and Statistics (UCS410)
Practice Sheet: 5

1. Define the following: (a) two-dimensional random variable (b) marginal and conditional
probability distributions.
2. If X denotes the number of kings and Y denotes number of aces when two cards are drawn at
random without replacement from a deck of well shuffled pack of 52 cards,
find (i) The joint probability distribution of (X, Y).
(ii) The marginal distribution
(𝑖𝑖𝑖)𝑃(𝑋 = 2/𝑌 = 1) (𝑖𝑣) 𝑃(𝑋 < 2/0 < 𝑌 < 2) (𝑣) 𝑃(1 ≤ 𝑋 ≤ 2/𝑌 = 0,2)
(Ans- (iii) 0, (iv) 1, (v) 13/81)
3. Let the joint pdf of a random variable (X, Y) is defined as
𝑓(𝑥, 𝑦) = 𝑘(𝑥𝑦 + 𝑦 2 ), 0 ≤ 𝑥 ≤ 2, 0 ≤ 𝑦 ≤ 1.
1
Find (𝑖)𝑡ℎ𝑒 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑘 (𝑖𝑖)𝑃(𝑋 > 1)(𝑖𝑖𝑖)𝑃(𝑋 + 𝑌 < 1) (𝑖𝑣)𝑃 (𝑋 < 1, 𝑌 > 2) (𝑣)
𝑓𝑋 (𝑥), 𝑓𝑌 (𝑦). Also test whether X and Y are independent?
(Ans- k=3/5, 13/20, 3/40, 23/80, not independent)

4. The pdf of (X, Y) be defined as


1
𝑓(𝑥, 𝑦) = ( ) 𝑒 −|𝑥|+|𝑦| , − ∞ ≤ 𝑥 ≤ ∞, −∞ ≤ 𝑦 ≤ ∞
4
Are X and Y independent? Find the probability that 𝑋 ≤ 1 𝑎𝑛𝑑 𝑌 ≤ 0.
(Ans- independent, ½-1/4e)

5. Random variable (X, Y) has a joint probability density function 𝑓(𝑥, 𝑦) = (2𝑥 + 𝑦)/27, where x
and y can assume only integer values 0, 1, 2. Find the conditional distribution of 𝑌 𝑓𝑜𝑟 𝑋 = 𝑥.

6. Two ideal dice are thrown. Let X1 be the score on the first die and X2 the score on the other die.
Let Y denote the maximum of 𝑋1 𝑎𝑛𝑑 𝑋2 𝑖. 𝑒. 𝑚𝑎𝑥(𝑋1 , 𝑋2 ).
(a) Write down the joint distribution of Y and 𝑋1 ,
(b) (b) Find E(Y) and Var(Y).
(Ans- E(Y)=161/36, Var(Y)=2555/1296).

2 2
7. Let 𝑓(𝑥, 𝑦) = { 21𝑥 𝑦 , 0 ≤ 𝑥 < 𝑦 ≤ 1. be the joint pdf X, Y.
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find the conditional mean and variance of X given Y=y and 0<y<1.
(Ans- E(X/Y) =3y/4, Var(X/Y) =3/80𝑦 2 , 0 ≤ 𝑦 < 1).

8. A pair of fair dice is thrown and let X be the number of 6’s turned up. Find the moment
generating function (MGF), mean and variance of X.
25 10 𝑡 𝑡2 1 2𝑡 4𝑡 2
(Ans. MGF= 36 + 36(1+1!+ 2! +…) +36(1+ 1! + 2! +…); Mean=1/3, Var=5/18)
𝑒 −|𝑥|
9. Find MGF of X whose probability density function is given by 𝑓(𝑥) = 𝑘 , −∞ < 𝑥 <
5

∞. Find first three moments of X about the origin. What is the variance of X?
(Ans. Three moments are 0, 2,0; Var(X)= 2)
10. The joint pdf of a two-dimensional random variables (X, Y) is given as:
3
𝑓(𝑥, 𝑦) = {2 (𝑥 2 + 𝑦 2 ), 𝑖𝑓 0 ≤ 𝑥, 𝑦 ≤ 1 and 𝑓(𝑥, 𝑦) = 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒.
1 3 15
Find 𝐶𝑋𝑌 , E (XY) and𝜌𝑋𝑌 . (Ans. 𝐶𝑋𝑌 = − 64 , E (XY) = 8 , 𝜌𝑋𝑌 = − 73 )
1
11. The joint pdf of a two-dimensional random variables (X, Y) is 𝑃𝑋 (𝑘) = 𝑘! 𝑒 −2 2𝑘 and 𝑃𝑌 (𝑘) =
1
𝑒 −3 3𝑘 . Compute the MGF of Z = 2X + 3Y.
𝑘!
2𝑡 +3𝑒 2𝑡 −5)
(Ans. 𝑒 (2𝑒 )

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