Department of Statistics and Computer Science

2010/2011
Probability Theory- ST201-2009/2010
02
Tutorial:03

1. Do the following problems by Distribution function method.

(i) Let X and Y be two continuous random variables with the joint p.d.f given by,
1 ;0  x  2 0  y  1 y  x
f ( x, y )  
0 ; o.w
Find the probability density function of U  X  Y , hence E (U ) .
(ii) Let X and Y represent the temperature of a certain object in degrees Celsius and
9   9 
2

Fahrenheit, respectively. Then it is known that Y  X  32 . If Y ~ N 160,    ,
5   5  

determine the distribution of X.
(iii) Let the random variable Y has an exponential distribution with mean 10. Let Y  e x and
Z  ln X .Determine the p.d.f’s f Y ( y ) and f z ( z )

2. Do the following problems by Transformation method- Univariate.

(i) Toss a coin n times whose probability of heads is p . Let X be the number of heads.
n
Then X has a binomial distribution with the p.m.f p X ( x)    p x (1  p ) n  x . Find the
 x
p.m.f of Y  n  X . Explain the resultant distribution.
(ii) Let X be a discrete uniform random variable with the p.m.f,
1
p X ( x)  ; x  n,n  1,,0, n  1, n
2n  1
Find the p.m.f of Y  X .
(iii) Let X ~ U (a, b) and. Let Y  e x and Z  ln X .Determine the p.d.f’s f Y ( y ) and f z ( z )
(iv) Suppose that velocity of a particle of mass m is a random variable X with p.d.f
 x2
2
f X ( x)  2
x e 2
;x0

(a) 1
Derive the p.d.f of Y  mX 2 , which is the kinetic energy of the particle.
2
(b) Find the expected kinetic energy of the particle, E(Y), in terms of m.

Hint: Gamma function ( x)   t x 1e t dt   x  1 !
0

(v) Let Z ~ N (0,1) . Show that the random variable Y  Z has a  2 (1) distribution.
2

1 z2 2
Note that, p.d.f of a standard normal random variable is f z ( z )  e ;  z  
2
 
and p.d.f of Y ~  2 (1) distribution is same as G 1 ,2 distribution ,
2
1 / 2
y
f Y ( y)  1
ey / 2 ; y  0
2 2
3. Do the following problems by Jacobian method- Bivariate transformation
(i) Let (X,Y) denote the Cartesian coordinates of a point chosen at random inside a unit
circle whose center is at the origin. The joint p.d.f of X and Y is given as ,
 1 ; x2  y2  1
f ( x, y )   2
0 ; o.w
Let ( R, ) be the corresponding polar coordinates. Then
 y
r  x 2  y 2 and   tan 1   , with inverse x  r cos  and y  r sin  .
 x
(a) Find the joint p.d.f of R and 
(b) Are R and  independent?

(ii) Let X and Y be two independent random variables distributed as N (0,1) , and let
U
1
 X  Y  and V  1  X  Y 
2 2
(a) Determine the joint p.d.f of U and V
(b) Infer f U (u ) and f V (v) with out any integration.
(c) Conclude that U and V are also independent.

(iii) Let X and Y have a joint p.d.f

1
 xy ;0  x  y  2
f X ,Y ( x, y )   2
 0 ; o.w
Find the p.d.f of T  XY

4. Do the following problems by Moment generating function method

(i) Let X 1 , X 2 , X n be independent binomial random variables with X i ~ Bin(ni , p ) , for
m
i  1,2,  m . Find the probability distribution of U   X i .
i 1
(ii) Let X 1 , X 2 ,  X r be independently and identically distributed geometric random
r
variables with parameter p . Find the probability distribution of U   X i .
i 1
(iii) Let Y ~ U (0,1) . Find the distribution of T   ln Y .
(iv) Do the problem 2(v), by m.g.f method.