Beruflich Dokumente
Kultur Dokumente
1. Let the continuous random variables X and Y have the joint density
{
3x 0 y x 1
f (x, y) =
0 otherwise.
Then nd
(a) P (X 1/2, 1/4 < Y < 3/4).
(b) fX (x) and fY (y).
(c) f (x|y) (0 < y < 1), f (x|y = 1/2).
(d) Are X and Y independent ?
(e) Find E(4 X 3 Y ).
(f) Find E(X Y ).
2. Let the continuous random variables X and Y have the joint density
{ 2
x + x y/3 0 x 1 and 0 y 2
f (x, y) =
0 otherwise.
Find conditional expectation E(X|Y = 1/2).
3. Let the continuous random variables X and Y have the joint density
{ 1 y/8
64
e 0xy
f (x, y) =
0 otherwise.
Find Cov(X, Y ).
{ 1
28
(4 x + 2 y + 1) 0 x < 2, 0 y < 2
4. Let f (x, y) =
0 otherwise.
1
(a) P (Y 1/2, X < Y + 1/4).
(b) P (X < 3/4|Y = 1/6).
(c) E(X|Y = 1/6).
8. Let the continuous random variables X and Y have the joint density
{
x + y 0 < x < 1, 0 < y < 1
f (x, y) =
0 otherwise.
Compute the correlation coecient X Y
11. Suppose that the joint pdf of two random variables x and Y is
1 12 (x2 +y2 )
f (x, y) =e < x, y <
4
Find P ( 2 < (X + Y ) < 2 2).
12. Let X1 N(3, 9), X2 N(0, 1) and X3 N(1, 1) are independent random variables.
Further let Z1 = 2X1 + 3X2 4X3 and Z2 = 3X1 2X2 + X3 .
Find the correlation coecient between Z1 and Z2 .
X\Y 1 2 3
1 1/3 1/6 1/6
14.
2 1/6 1/12 1/6
3 1/12 1/12 0
2
15. Given the random variables X and Y with their joint probability distribution as
X \Y -1 0 1
-1 1/8 1/8 1/8
0 1/8 0 1/8
1 1/8 1/8 1/8
17. The random variable X is uniformly distributed over the internet (-1,3). Find the
pdf of the random variable Y = X 2 .
18. Let the random variable X is uniformly distributed over the unit interval. Find the
pdf of the random variable Y = ln X.
21. Let X1 , X2 , . . . , Xn be cont. i.i.d. r.v. with pdf f (x) and cdf F (x). Find the pdfs of
Y1 = min{X1 , X2 , . . . , Xn } and Y2 = max{X1 , X2 , . . . , Xn }. Further if X exp(2),
then nd pdf of Y1 and Y2 .
22. Let X N (0, 2 ), Y N (0, 2 ). X and Y are independent. Further let us dene
U = X 2 + Y 2 and V = X/Y . Find the joint pdf of U and V , i.e., fU V (u, v). Are U
and V independent ?
23. X1 and X2 are independent exponential random variables each having parameters
. Find the joint density of Y1 = X1 + X2 and y2 = eX1 .
25. Let X and Y denote the heart rate (in beats per minute) and average power output
(in watts) for a 10 min. cycling time trial performed by a professional cyclist.
Assume that X and Y have a bivariate normal distribution with parameters x =
180, y = 400, x = 10, y = 50, = 0.9. Find
3
26. The joint pdf of the temperature in degrees Centigrade at two localities is at a
particular time of day on a particular day, assumed to be a joint normal pdf
{ }
1 2 x20 2 (x20)(y20) +( y20
2
f (x, y) = e 3 ( 2 ) 4 2 )
< x, y <
4 3
27. The amount of rainfall recorded (in inches) at Alipore weather station in April is a
random variable X1 and the amount of rainfall recorded in the same station in May
is a random variable X2 . Let (X1 , X2 ) have a bivariate normal distribution with
parameters 1 = 6, 2 = 4, 1 = 1, 2 = 0.5, = 0.1. Find
28. Suppose that the random variables X and Y have bivariate normal pdf with x =
6, y = 4, x2 = 4, y2 = 10 and xy = 1/2. Find
29. Let us assume that the distribution of grades for a particular group of students,
where X and Y represent the grade point average in high school and the rst year
college, respectively, follow a bivariate normal distribution with parameters x =
3.2, y = 2.4, x = 0.4, y = 0.6 and = 0.6. Evaluate the following probabilities:
(i) P (Y < 1.8)
(ii)P (Y < 1.8|X = 2.5).
31. Let Y1 , Y2 , ..., Y15 be a random sample of size 15 from the p.d.f.
{
3(1 y)2 0 < y < 1
fY (y) =
0 otherwise.
Using the central limit theorem nd the approximate value of P (1/8 < Y < 3/8).
(Y denotes the sample mean)