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Assignment 4 CC CS IT

This document outlines 10 problems related to probability distributions and random variables: 1) Define the Cauchy distribution and show that the reciprocal of a Cauchy distributed random variable has the same distribution. 2) Find the probability density function (pdf) of Y = -2log(X) if X has a given pdf. 3) Find the distribution of (X-Y)/2 if X and Y have a given joint pdf. 4) Find the pdf of W = X + Y if X and Y have a given joint pdf. 5) Find the pdf of the ratio X/Y if X and Y are independent with given pdfs. 6) Find the moment generating function (mgf

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67 views2 pages

Assignment 4 CC CS IT

This document outlines 10 problems related to probability distributions and random variables: 1) Define the Cauchy distribution and show that the reciprocal of a Cauchy distributed random variable has the same distribution. 2) Find the probability density function (pdf) of Y = -2log(X) if X has a given pdf. 3) Find the distribution of (X-Y)/2 if X and Y have a given joint pdf. 4) Find the pdf of W = X + Y if X and Y have a given joint pdf. 5) Find the pdf of the ratio X/Y if X and Y are independent with given pdfs. 6) Find the moment generating function (mgf

Uploaded by

ParthPahwa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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ASSIGNMENT 4

1. Define Cauchys distribution. If X has Cauchys distribution then show that


1
also has the same distribution.
X

1, 0 x 1
2. Find the pdf of Y = -2log e X if X has the pdf f x =
.
0,elsewhere
3. Let the probability density function of the random variable (X,Y) be
-2 - x+y
, x,y >0, >0

.
f x,y = e

0,
elsewhere

Find the distribution of

X-Y
.
2

4. The random variables X and Y have the joint pdf

8 xy ; 0 y x 1
.
f ( x, y)
; otherwise
0

Find the pdf of W = X + Y.

5. Let X and Y represent the lifelengths of two light bulbs manufactured by


different processes. Assume that X and Y are independent random variables
with

the

pdf

f(x)

and

g(x)

f x e x , x 0, g y 2e2 y , y 0 . Find the pdf of

respectively

where

X
representing the ratio
Y

of the two lifelengths.

1 x /2
; 0 x
xe
6. If X has pdf f ( x) 4
, find the mgf of X and hence
0
; otherwise
find
its mean and variance.
7.

A coin is tossed till a head appears. Let X denote the number of tosses
made. Find the mgf of X and hence find its expected value.

Let X and Y be independently and identically distributed, each with


X
distribution N (0, 2 ) . Find the pdf of the random variable Q
.
Y
9. Show that for a normal distribution X ~ N (0, 2 ) ,
8.

E ( X 2n ) 1.3.5.......(2n 1) 2n .

10. Let X1 , X 2 , X 3 be independent random variables with M X1 (t ) e2t (1t ) ,

M x2 (t ) e3t (1t ) and M X 3 (t ) e4t (1t ) . Find the pdf of Z 4 X1 X 2 2 X 3 .


Z
Z
Evaluate E and V .
2
2

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