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Assignment On Random Variables

The document contains 36 questions about random variables and their joint and marginal probability distributions. Many questions involve finding marginal or conditional distributions, determining independence of random variables, or computing expectations, given a joint probability density function.

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RajaRaman.G
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© Attribution Non-Commercial (BY-NC)
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Download as DOC, PDF, TXT or read online on Scribd
692 views

Assignment On Random Variables

The document contains 36 questions about random variables and their joint and marginal probability distributions. Many questions involve finding marginal or conditional distributions, determining independence of random variables, or computing expectations, given a joint probability density function.

Uploaded by

RajaRaman.G
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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SSN COLLEGE OF ENGINEERING, KALAVAKKAM

DEPARTMENT OF MATHEMATICS

ASSIGNMENT ON RANDOM VARIABLES

PART A

1. If two random variables X and Y have probability density function (PDF)


for x, y>0, evaluate ‘k’

2. Let X and Y be integer valued random variables with


Are X and Y independent?
3. The p.d.f. of a random variable X is f(x) =2 x , 0 < x <1, find the p.d.f. of
Y=3X+1.
4. If X and Y are random variables having the joint density function

5. Can the joint distributions of two random variables X and Y be got if their
marginal distributions are known?
6. State the basic properties of joint distribution of (X, Y) where X and Y are
random variables

7. If X and Y have joint pdf check whether X and


Y are independent.
8. Is the function defined as follows a density function?

9. Find the marginal density function of X and Y if .


10. A continuous random variable X has the p.d.f. f(x) given by f(x)=
Find the value of C and C.D.F. of X.

11. If the joint p.d.f. of (X, Y) is f(x, y) = find


12. The following table gives the joint probability distribution of X and
Y. Find the marginal density functions of X and Y.

X 1 2 3
Y

1 0.1 0.1 0.2


2 0.2 0.3 0.1

13. If the joint pdf of the random variables (X, Y) is given by


find the value of k.
14. Find k if the joint probability density; function of a bivariate random

variable (X, Y) is given by

15. Two random variable X and Y has joint probability density function

Find E (XY).
16. The joint probability mass function of (X, Y) is given by P (x, y) = K
(2x + 3y), x = 0, 1, 2; y= 1, 2, 3. Find the marginal probability distribution of X :

YYY

X 1 2 3

0 3K 6K 9K

1 5K 8K 11K
2 7K 10K 13K
17. A continuous random variable X that can assume any value between
x=2 and x=5 has a density function given by; f(x) = k (1+x). Find P [X<4].
18. A random variable X has to p.d.f. f(x) given by

Find the value of C and C.D.F. of X.


19. If the joint p.d.f. of (X, Y) is given by
Find E ( XY).
20. Find the value of (a) C and (b) mean of the following distribution

given

PART B

1. The joint probability mass function of random variables X and Y is

ar
e constants. Find the marginal and conditional distributions.
2. Let the number X be selected from among the set of integers {1, 2, 3, 4}and
the number Y be chosen from among those at least as X. Obtain the joint PMF
of (X, Y). Hence prove that covariance (X, Y) =5/8.
3. Two dimensional random variable (X, Y) has the joint PDF
otherwise Find (1) marginal and conditional
distributions, and (2) Test whether X and Y are independent.
4. If X has the probability density find
and the mean of X.
5. If the joint density of is given by

find the probability density of


and its mean.
6. Random variables X and Y have the joint distribution

Find
the marginal and conditional distributions and evaluate P{X<1}.
7. Suppose the point probability density function (PDF) is given by

. Obtain the marginal PDF of X and that

of Y. Hence or otherwise find


8. The joint probability mass function (PMF) of X and Y is

P(x, y) 0 1 2

0 0.1 .04 .02

1
.08 .20 .06
X 2
.06 .14 .30

Compute the marginal PMF X and of Y, and check if X and Y are


independent.
9. The joint density function of random variables X and Y is
find the marginal and conditional probability density
functions. Are X and Y independent?
10. The joint of X and Y is given by find the

probability density function of


11. If the joint pdf of a two dimensional random variable (X, Y) is given by

Find (i) (ii)

(iii) .
12. If X is the proportion of persons who will respond to one kind of mail order
solicitation, Y is the proportion of persons who will respond to another kind of
mail-order solicitation and the joint probability density of X and Y is given by

Find the Probabilities that (i) at least


30% will respond to the first kind of mail-order solicitation.(ii) atmost 50% will
respond to the second kind of mail-order solicitation given that there has been
20% response to the first kind of mail-order solicitation.
13. Suppose the probability density function is given by

. Obtain the marginal of X, the


conditional pdf of Y given X = 0.8 and then E(Y/x=0.8).
14. Given is the joint distribution X and Y:
XXXXX
0 1 122
0 0.02 0.08 0.10
Y 1 0.05 0.02 0.08
2 0.03 0.20 0.25
0.12 0.15
0.05 0.20
0.03 0.12
Obtain Marginal Distributions and the conditional distribution of X given Y=
0.

15. Given the joint pdf of (X, Y) as


16. Find the marginal and conditional pdfs of X and Y. Are X and Y
independent?

17. The joint pdf of random variable X and Y is given by

. Find the value of K and prove also that X and


Y are independent.
18. The joint p.d.f. of a bivariate R.V. (X, Y) is given

by: f(x, y) = Where k is a


constant (1) Find the value of K (2) Find P(X+Y<1) (3) Are X and Y
independent random variables. Explain.
19. Let X and Y be independent standard normal random variables. Find the

p.d.f. of
20. If the Joint p.d.f. of random variables X and Y

is f(x, y) =
find f(y/x) and E(Y/X=x).
21. Let X and Y be independent uniform random variables over (0, 1).Find the
p.d.f. of Z=X+Y
22. If the joint density function of the two random variables X and Y be

Find : (1)

23. Given Find (1)C, (2) The marginal


distributions f(x) and f(y) and (3)The conditional density of Y given X f(y/x)
24. If X and Y each follow an exponential distribution with parameter 1 and are
independent, find the pdf of U=X-Y.
25. The diameter of an electric cable X is a continuous random variable with
pdf f(x)=kx(1-x), 0 Find (A) the value of k (B) the cumulative
distribution function of X (C) P (X
26. If X and Y are independent random variable with and

find the density function of Are they independent?


27. If the joint pdf of a random variable (X, Y) is given by

find the conditional densities of X given Y


and Y given X.

28. The pdf of X and Y is given by


29. Find k and prove that X and Y are independent

30. X and Y are two random variables having joint density function

Find

31. Two random variables X and Y have the following joint probability density

function f(x, y) = Find (1) Marginal probability


density functions of X and Y (2) Conditional density functions (3) var (X) and
var (Y).
32. Let (X, Y) be a two-dimensional non-negative continuous random variable

having the joint density. Find the


density function of
33. The joint p.d.f. of R.V.s X and Yis given by

Find the marginal p.d.f. of X ,


P(X+Y < ½),Cov (x, Y).
34. The joint p.d.f. of R. vs X and Y is given by

f(x) =
35. The random variables X and Y have joint p.d.f.

Are X and Y independent?


Find the conditional p.d.f. of X given Y.

36. Suppose X and Y are two random variables having the joint p.d.f.

. Find the p.d.f of

37. In producing gallium – arsenide microchips, it is known that the ratio


between gallium and arsenide is independent of producing a high percentage of
workable wafer, which are main components of microchips. Let X denote the
ratio of gallium to arsenide and Y denote the percentage of workable
mierowafers retrieved during a 1-hour period. X and Y are independent random
variables with the joint density; being known as

Show that E (XY)=E(X). E(Y).

38. If the joint density of given by


find the probability density of
39. Two random variables X and Y have joint density function

Find the conditional density functions. Check


whether the conditional density functions are valid

40. If the joint probability density of

find the probability of

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