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Probability and Statistics Hints/Solutions To Test Set 7: U, V U, V U, V U, V 2 2 2

1) The joint probability distribution of random variables U and V is given. 2) The random variables X1, X2, Y1, Y2 are normally distributed and independent. The random variable Z2 is the sum of squares of X1-X2 and Y1-Y2 and has a negative exponential distribution. 3) The joint density function of U and V is f(u,v) = (2/σ)ve^(-v/σ)/(1+u)2 where u,v > 0.

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27 views1 page

Probability and Statistics Hints/Solutions To Test Set 7: U, V U, V U, V U, V 2 2 2

1) The joint probability distribution of random variables U and V is given. 2) The random variables X1, X2, Y1, Y2 are normally distributed and independent. The random variable Z2 is the sum of squares of X1-X2 and Y1-Y2 and has a negative exponential distribution. 3) The joint density function of U and V is f(u,v) = (2/σ)ve^(-v/σ)/(1+u)2 where u,v > 0.

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ravi.btech20023935
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© © All Rights Reserved
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Probability and Statistics

Hints/Solutions to Test Set 7

11
3
1
19
, p U,V (1, 2) , p U,V (2,1) , p U,V (2, 2) .
60
8
8
60
X X2
Y Y2
Z2
~ 22 .
~ N(0,1), 1
~ N(0,1). So
2. Z2 (X1 X 2 ) 2 (Y1 Y2 ) 2 . 1
2
2
2
Hence Z2 has a negative exponential distribution with mean 4.
1
1
, u 0, v 0. The densities of U and V can be
3. f U,V (u, v) 2 ve v/ .
(1 u) 2

derived easily now.


1
1
4. f Y1 ,Y2 (y1 , y 2 ) e y1 /2 .
, y1 0, y 2 . Clearly Y1 and Y2 are
(1 y 2 ) 2
2
independent.
1. p U,V (1,1)

5. Similar. Y and Z are independent. Z and U are independent.


6. Similar. Y1, Y2 and Y3 are independent.
7. Consider ln P and use linearity property of independent normal variables. Now use
the symmetry of normal distribution to get values of L1 and L2.
8. Use the properties of a bivariate normal population.
9. Use the linearity property of normal distribution.

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