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Assignment Module 1

This document contains 11 problems related to probability density functions, joint probability density functions, expectations, and sample statistics. The problems involve calculating probabilities, constants, expectations, density functions, and sample estimates of mean, standard deviation, coefficient of variation, coefficient of skewness, and kurtosis from given probability distributions and data.

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17 views

Assignment Module 1

This document contains 11 problems related to probability density functions, joint probability density functions, expectations, and sample statistics. The problems involve calculating probabilities, constants, expectations, density functions, and sample estimates of mean, standard deviation, coefficient of variation, coefficient of skewness, and kurtosis from given probability distributions and data.

Uploaded by

jassinagra
Copyright
© Attribution Non-Commercial (BY-NC)
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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Assignment Module 1

1. Check whether the function


f ( x) = 3 1 x2 4

-1 < x < 1 elsewhere

=0

is a probability density function (pdf). If the function is a pdf, obtain P[0.25 < X < 0.5] 2. The pdf of a random variable X is given as f(x) = ce-2x i. ii. iii. x>0

Obtain the value of c, Obtain the CDF Obtain the value of x if P[X < x] = 0.5

3. The joint pdf of two random variables X and Y is given as f(x,y) = c(2x+y) =0 0 < x < 1, 0 < y < 1 elsewhere

Obtain the constant c and obtain P[X > 0.5, Y > 0.5] 4. Obtain the marginal density function of X and the marginal density function of Y for the joint pdf in problem no.3. Also obtain P[X > 0.5]*P[Y > 0.5]. Is this probability the same as P[X > 0.5, Y > 0.5]? Explain the reason. 5. The joint pdf of two random variables X and Y is given as f(x,y) = cxy =0 i. 0 < x < 1, 1 < y < 2 elsewhere

Obtain the value of c,

ii. iii.

Obtain P[0.5 < X < 0.75, 0.75 < Y < 1.25] Obtain P[ X+Y < 2]

6. Check whether the random variables X and Y are dependent for the joint pdf in problem no.5. 7. The joint pdf of two random variables X and Y is given as
f ( x, y ) = 6 2 x +y 5

0 < x < 1, 0 < y < 1 elsewhere

=0 i. ii. iii.

Obtain the conditional density function of X given Y, Obtain the conditional density function of Y given X Obtain P[0.5 < X < 0.75 | Y = 0.25]

8. Obtain the pdf of Y, related to random variable X as Y = X2, the pdf of X is f(x) = 3e-3x x>0

9. Consider the joint pdf of X and Y


f ( x, y ) = 2x + y 4

0 < x < 1, 0 < y < 2 elsewhere

=0

If U = X + Y and V = Y, obtain the joint pdf of U and V 10. Consider the joint pdf of X and Y f(x,y) = xy =0 i. ii. 0 < x < 1, 0 < y < 2 elsewhere

Obtain E(X), E(Y), E(X2), E(Y2) Check if E(X+Y) = E(X) + E(Y) and E(XY) = E(X)E(Y).

11. Obtain the sample estimates of mean, standard deviation, coefficient of variation, coefficient of skewness and kurtosis for the following observed data of daily maximum rainfall (mm) for 30 years Year Daily rainfall (mm) 1 116 2 93 3 99 4 65 5 90 6 153 7 95 8 72 9 62 10 58

Year Daily rainfall (mm)

11 136

12 89

13 69

14 77

15 75

16 122

17 104

18 68

19 449

20 78

Year Daily rainfall (mm)

21 82

22 147

23 83

24 71

25 51

26 72

27 90

28 191

29 121

30 91

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