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    Tutsheet 5 - Bivariate Random Variables PDF

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    parasasundesha
    The document contains 9 problems related to bivariate random variables and their properties. Problem 1 asks to determine a constant and evaluate probabilities for a given joint PMF. Problem 2 asks to find the joint PMF and distribution function for the number of aces and queens drawn from a deck of cards. Problem 3 defines random variables for the number of occupied cells and balls in each cell for an experiment of placing balls in cells, and asks to find related probabilities, expectations, and variances.

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    Tutsheet 5 - Bivariate Random Variables PDF

    Uploaded by

    parasasundesha
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    The document contains 9 problems related to bivariate random variables and their properties. Problem 1 asks to determine a constant and evaluate probabilities for a given joint PMF. Problem 2 asks to find the joint PMF and distribution function for the number of aces and queens drawn from a deck of cards. Problem 3 defines random variables for the number of occupied cells and balls in each cell for an experiment of placing balls in cells, and asks to find related probabilities, expectations, and variances.

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    Tutsheet 5 - Bivariate random Variables.pdf

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    The document contains 9 problems related to bivariate random variables and their properties. Problem 1 asks to determine a constant and evaluate probabilities for a given joint PMF. Problem 2 asks to find the joint PMF and distribution function for the number of aces and queens drawn from a deck of cards. Problem 3 defines random variables for the number of occupied cells and balls in each cell for an experiment of placing balls in cells, and asks to find related probabilities, expectations, and variances.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    100 views1 page

    Tutsheet 5 - Bivariate Random Variables PDF

    Uploaded by

    parasasundesha
    The document contains 9 problems related to bivariate random variables and their properties. Problem 1 asks to determine a constant and evaluate probabilities for a given joint PMF. Problem 2 asks to find the joint PMF and distribution function for the number of aces and queens drawn from a deck of cards. Problem 3 defines random variables for the number of occupied cells and balls in each cell for an experiment of placing balls in cells, and asks to find related probabilities, expectations, and variances.

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    of 1

    Department of Mathematics MAL 250 (Probability and Stochastic Process) Tutorial Sheet No.

    5 Bivariate Random Variables - Covariance 1. Determine the constant h for which the following gives joint pmf for (X, Y) pX Y (x, y) = (x + 1)(y + 1) h, x = 0, 1, 2; y = 0, 1, 2, 3 Also evaluate the following probabilities (a) P (X 1, Y 1) (b) P (X + Y 1) (c) P (XY > 0) 2. Suppose that two cards are drawn at random from a deck of cards. Let X be the number of aces and Y be the number of queens obtained. Find the joint probability mass function of (X,Y). Also, find their joint distribution function. 3. Consider an experiment of placing 3 balls into three cells. Describe the sample space of the experiment. Define the random variables N = number of occupied cells Xk = number of balls in cell number k (k = 1,2,3). (a) Find the joint probability distribution of (i) (N, X1 ) (ii) (X1 , X2 ). (b) Find (i) E(N ) (ii) E(X1 ) (iii) E(X2 ) (c) Find (i) Var(N ) (ii) Var(X1 ) (iii) V a r (X2 ) (iv) C ov(N, X1 ) (vi) C ov(X1 , X2 ). 4. Given the joint probability density fXY (x, y) = 2, for 0 < x < 1, 0 < y < x find the marginal densities of X and Y and check whether the two random variables are independent. 5. Suppose that the two dimensional random variable (X,Y) is uniformly distributed over R, where R is defined by {(x, y)|x2 + y 2 1, y 0}. Evaluate X Y , the correlation coefficient. 6. Suppose that the two-dimensional random variable (X,Y) has pdf given by f (x, y) = e y , 0 < x < y < Find the correlation coefficient X Y . 7. Suppose that A and B are two events associated with an experiment, and P (A) > 0 and P (B) > 0. Let the random variables X and Y be defined as follows: X = 1 if A occurs and 0 otherwise Y = 1 if B occurs and 0 otherwise Show that X Y = 0 implies that X and Y are independent. 8. Given independent random variable X, Y, Z, whose means are 2,1 and 4 and whose variance are 9, 20 and 12, find (a) the mean and the variance of X 2Y + 5Z (b) the covariance between X + 5Y and 2Y Z + 5. 9. Let (X, Y) have joint pdf

    f ( x, y ) =

    xy y 2 4 8 x 2 31 71 exp[ ( + x + + y + ) ] for < x, y < 7 16 32 8 9 3 16 6 7 1

    (a) Find the mean and variance of X and Y. Find the covariance between them. (b) Find the conditional pdf of Y given X = x, and also E (Y | X = x) and Var (Y | X = x).

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