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MSO201 IITK Assn8 Soln

This document contains an assignment with practice problems related to probability and statistics. It includes 8 illustrative discussion problems involving concepts like independence of random variables, probability mass and density functions, conditional probability, and distributions. It also lists additional practice problems from the textbook on topics like multivariate distributions. The overall summary is: This is a statistics assignment containing 8 discussion problems and additional textbook problems to practice concepts involving random variables, distributions, independence, conditional probability, and multivariate distributions.

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220 views7 pages

MSO201 IITK Assn8 Soln

This document contains an assignment with practice problems related to probability and statistics. It includes 8 illustrative discussion problems involving concepts like independence of random variables, probability mass and density functions, conditional probability, and distributions. It also lists additional practice problems from the textbook on topics like multivariate distributions. The overall summary is: This is a statistics assignment containing 8 discussion problems and additional textbook problems to practice concepts involving random variables, distributions, independence, conditional probability, and multivariate distributions.

Uploaded by

Vibhorkmr
Copyright
© © All Rights Reserved
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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MSO 201a: Probability and Statistics

2OL5-20I6-II Semester

Assignment-VIII
A. Illustrative Discussion Problems
1. Let

X:

(Xr, Xz, Xs)' be a random vector with p.m.f.

f xr,xr,xr(rr,rr,rr)
where

A:

: { i' if (21' 12'rs) A


|. 0. otherwise

{(7,0,0), (0, 1,0), (0,0, 1), (1, i, 1)}

(a) Are Xt,Xz,X3 independent?

(b) Are Xt,Xz,X3 pairwise independent?


(c) Are

Xt -l Xz and &

2. Let the r.v.

X:

independent?

(Xt,X2)'have the joint p.m.f.


(

rt*2rz
-it-'
:
f 5@r'rz) I

tf

r1: r'2' 12:1'2

(a) Determine the conditional p.m.f. of X2 given

(b) Find

2lXr:

Xt: rr, Tt: I,2.

P(Xr+Xz)2), P(X?X2>3), p(Xr:2lXz:1)

and

p(Xt*Xz>

11.

3. Consider the following joint p.m.f. of r.v. (X,Y):


f x,v(r,Y)

aI r-+

08

11

09

03

04

12

27

05

09

06

OB

04

: b.
p(x + y < 8), p(x +y > 7), p(xy < I4), p(xy

(a) Find the conditional p.m.f. of

(b) Find the probabilities


18), P(X :3V:5) and P(Y

given Y

:5lX:3).

4. The joint p.d.f. of (X, Y) is given by

.,

c(r r
if r > o,a ) o,r*y <r
fou(r.r.,)
ul: J - o'-g), 'otherwise
I

>

(a) Find the value of the constant

(b) Find the marginal p.d.f.s of

c;

and Y;

(c) Find the conditional d.f" of Y given

X : r,

where

r e (0,1) is a fixecl constalt;

(d) Find P({2X + 3}' < 1}).

5. Let (X,Y) be a random vector such that the p.d.f. of X

fx(t),
' {

+'tt - x2)' ifo < r < I

0.

aricl,

fblfixecl

r (0, 1), the conditional

or

(za

if

(a) For y (0,1), firid conditional p.d.f. of

r< s<r

X: r

is

otherwise

6. Suppose that

herwise

p.d.f. of Y given

lr*@l'):l;P0,
(b) Find P({0 <

is

given

Y:?),

y. i}) and P({rt <Y < 3}ttx:;})

X1 , . . . , Xn are independent and

identicaily distributed random vari0) :7-p:7-P(Xi:7),i:1,..


.,n,for somep (0,1).

ables and that P(X,;

LetX:number

X1,...,Xn thatareaslargeasXl. Findthep.m.f. of X.

of

7. Let us choose at random a point from the interval (0,1) and let the r.v. X1 be equal
to the number which corresponds to that point. Then choose a point at random
from the interval (0, Xr) and let X2 be equal to the number which corresponds to
this point. Compute P(Xt + Xz > I).
8. Let

and g be two p.d.f.s with respective distribution functions -P and G. Defirie

h : IR2 -+

[0,

co)

as

h(r,a):

[1

+ ct{2F(r)

- t} {zc(y) -

1}] f (")g(a),

whereal-1,1].
(a) Show that h

i*a p.d.f.

of some random vector (X,Y);

(b) Show that the marginal p.d.f.s of X and Y are


(c) Does there exists a value of

cv

l*1,1]

such

that

and g, respectively;

and

are independent.

B. Practice Problems from the Text Book


Chapter 2: Multivariate Distributions, Problem Nos.: 1.1, 1.5, 1.8, 3.2, 3.6 (a),
3.9

|1 So

lt"l

o\ a.

'. ?vo5c.gl0-tly a.ncf Jif Jralrczl


)otS-\6-F
Se*<A$(v
Nrfnt 7 nr.^.4r^{ V \\ \ [ So0 'rlrsra

tA\-(b) (jqo.vt7

?ttY.x'):\oo)) '- t \(Y)tr):


l[(*.ru\: c!tl) z-t

,
i,

(\ b) ) tlt(X' xr): (9 t ) ) :

At'.N[n- (Yr.*r-\ A tr, ,*)) A (Xr_xe) (


o) 2 1 tX'= r ) -t Lz q'zl)-3
t!xc=

'

( (Y: 1,,) -- \lr r"\ )


t
(
If,",^rr I \ c'-t
o). tlt]J
e { ( I ")- \o- \ ), \oL^\ll-)
- I - \t1,,>)'r) l\xr-:'\u),
txlzr.') I (xu:)r-) 4
i
o
>
)r")\
,; l; ;- I ttx : ( 1\ : \)'r
1 1x3:')

Avc

IL

(r^

lc!

e'pr d e'^1

-$

ilii, ;? e e -, ) : \-:.:::i:::::'"

-\\-l
La) u

Xr

a\rq \n-'r '


X,,
r')
w'
o*J
..'^
i >
Sr={o'{o \ t\
Ao -\
Ao;r^J,
\;- Xr-tr>

'\ )"o-)

(J-

7
\r\r\' \tr;-l) \t'
( L
\ \

\.*li"-t'^'

\t-\)
4 r,'r r)?\o-t)-

(ro)
Lr' .\^ i1t':
o4rrvu'tnr
t '; .

\-',n)t't)'\

t*ltd'
\\t")l\xl=\)-+
!\\'o, rr>\)-t / o'\re t^"\ tr^\c-\ ' r"l'gr'"h'
2\

-\>- *1< i1 0''h^

>

!\*rz>)> \''l\x"-r\:
vol 0r..^ *,]]e^r9\*'.'")= ? '
\ \ x,-r'r \*1- \) : r

ttr ^'*1''

?j.,l;:;,i'

t\x"r-\
\ xu\x.,\r'-\>) '-

'

'"'\

\xa2,)t

\ :;';
\

ltb) ?[y,< lr?l- ):

/':-2' = t r*'"i

..\

o^",',

rl:i'i;)

+t (xtzL,>fr)*
f (x..'z tr-a2-\
\Y

T:
\f-'l
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ofi7a.tn!

s.\r"raera*

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|(r.=>'l;=>\

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[( or;'--'i
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V\*r-r *'?t\ X>:-r); P \-*r) \\I1z\) : \

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lv"!lc* rris ,), lt^)


b*

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ttt::.:::'-

r>5 \:

t(-1"J)

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1.;'
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ltxr^_a >t t.
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F+.
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t5)

f(v^rLg)> \-

Lo/
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?- \- ['6t 't

(x-+\ ) 1 )

o . \ -+

X*'\? 8) = ttx'trzt){
l\X*r rr)-?t

: \'o b rr ')-\ t'o ))< o' \?


7 0' 't?

,l\xr rtr): \-9(x17\5): \^ Lzto'o8*' o'ol


n o'o\:
tl.x-t )\8 ): !\x*t) tr) : D'os
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vllt'l;l,t=
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+
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