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Assignment 2

This document contains 11 questions regarding probability and statistics concepts such as joint and marginal probability distributions, conditional probability, independence of random variables, and transformations of random variables. The questions involve calculating probabilities from given joint probability distribution tables or probability density functions, finding marginal and conditional distributions, determining if random variables are independent, and performing transformations on random variables.

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Tarun Vatwani
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77 views

Assignment 2

This document contains 11 questions regarding probability and statistics concepts such as joint and marginal probability distributions, conditional probability, independence of random variables, and transformations of random variables. The questions involve calculating probabilities from given joint probability distribution tables or probability density functions, finding marginal and conditional distributions, determining if random variables are independent, and performing transformations on random variables.

Uploaded by

Tarun Vatwani
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Indian Institute of Technology Jodhpur

Probability and Statistics


Assignment II
Q1. The following table represents the joint probability distribution of the discrete random variable (X,Y).
1

1/12

1/6

1/9

1/5

1/18

1/4

2/15

(i) Evaluate the marginal distribution of X and Y.


(ii) Find the conditional distribution of X given Y = 2.
(iii) Find the conditional distribution of Y given X = 3.
(iv) Find P(X 2, Y = 3).
(v) Find P(Y 2), P(X + Y < 4).
Q2. The Probability and Statistics class consist of 100 students. Let us classified the class according to
gender (G) and smoking habit (S) as follows.
S
s
q
N
M
20
32
8
G
F
10
5
25
where s, q and n denote the smoking status: now smokes, did smoke but quit and never smoked,
respectively. Find the probability that a randomly selected student
(i) is a male; (ii) is a male smoker; (iii) is either a smoker or did smoke but quit;
(iv) is a female who is a smoker or did smoke but quit.
Q3. The joint pdf of two random variables X and Y is given by
1
x( x y ) x (0, 2); y ( x, x)
f ( x, y ) 8

0
otherwise
Find fY | X y | x .

Q4. The joint p.d.f of a two dimensional R.V. (X,Y) is given by,
4 xy x (0, 2); y (0, 2)
f ( x, y )
otherwise
0
Find P(X+Y<1).

Note: This assignment will be discussed on Monday 27.1.14 at 4:00 PM in room 2005.

Q5. The joint p.d.f of the RV (X,Y) is given by


f ( x, y ) kxy exp x 2 y 2 ; x 0, y 0
Find the value of k and prove also that X and Y are independent.
Q6. Let X and Y be two random variables having joint density function
1
(6 x y ) x (0, 2); y (2, 4)
f ( x, y ) 8

0
otherwise
Find (i) P(X<1, Y<3) (ii) P(X+Y<3) (iii) P(X<1|Y<3).
Q7. Suppose the joint probability density function (PDF) of (X,Y) is given by
6
2
( x y ) x (0,1); y (0,1)
f ( x, y ) 5

0
otherwise
3
1
1
1
Find P Y and P X .
4
2
4
16

Q8. Calculate P X A , where A ( x1 , x2 ) : x1 x2 1 and the joint pdf of X ( X1 , X 2 ) is defined


by

6 x x 2 x1 , x2 (0,1)
f ( x1 , x2 ) 1 2
otherwise
0
Further find: (i) the marginal p.d.fs (ii) the conditional p.d.fs (iii) whether X is independent.
Q9. Given: f ( x, y ) exp( x y ); x 0, y 0 is the joint pdf of (X,Y), Are X and Y independent? Further
find (i) P X 1 (ii) P X Y | X 2Y (iii) P 1 X Y 2 .

1 x (0,1)
, find the pdf of exp( X ) .
Q10. Let X has the pdf f ( x)
0 otherwise

Q11. Let the pdf of the random variable (X,Y) be: f ( x, y )

x y
exp
, x 0, y 0

1
(X Y) .
2
(ii) Investigate the possible impact of . (Hint: Check what will happen if 0 or 0 )
(iii) Let 1 and (U ,V ) ( X Y , X Y ) . Prove that the marginal pdf with respect to U and V are free
from the choice of transformation during the limit calculation.

(i) Find the distribution of

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