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PS Ass 5

This document contains 9 problems related to probability and statistics. Problem 1 asks to find the joint pmf of (U,V) where U = |X| and V = Y^2 given the joint pmf of (X,Y). Problem 2 asks to find the distribution of Z^2 given the points (X1,Y1) and (X2,Y2) that two independent projectiles hit on an XY coordinate system with X and Y being independent standard normal r.v.'s. Problem 3 asks to find the joint and marginal distributions of Y1 = X1/X2 and Y2 = X1 + X2 given X1 and X2 are independent with negative exponential distributions.

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Ashish Sinha
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91 views2 pages

PS Ass 5

This document contains 9 problems related to probability and statistics. Problem 1 asks to find the joint pmf of (U,V) where U = |X| and V = Y^2 given the joint pmf of (X,Y). Problem 2 asks to find the distribution of Z^2 given the points (X1,Y1) and (X2,Y2) that two independent projectiles hit on an XY coordinate system with X and Y being independent standard normal r.v.'s. Problem 3 asks to find the joint and marginal distributions of Y1 = X1/X2 and Y2 = X1 + X2 given X1 and X2 are independent with negative exponential distributions.

Uploaded by

Ashish Sinha
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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Probability and Statistics

Assignment No. 6

1. Let (X,Y) have the joint pmf

Y\ X -1 0 1
-2 1/6 1/12 1/6
1 1/6 1/12 1/6
2 1/12 0 1/12

Find the joint pmf of (U,V) where U = X and V = Y2.

2. Projectiles are fired at the origin of an XY – coordinate system. Assume that the
point which is hit, say (X,Y), consists of a pair of independent standard
normal r.v.’s. For two projectiles fired independently of one another, let (X1, Y1)
and (X2, Y2) represent the points which are hit and Z be the distance between
them. What is the distribution of Z2 ?

3. Let X1 and X2 be independent r.v.’s each with negative exponential distribution


with pdf λexp{-λx}, x > 0. Find the joint and marginal distributions of Y1 =
X1/X2 and Y2 = X1+X2.

4. Let X1, X2 be i.i.d. N(0,1) and Y1 = X12 +X22, Y2 = X1/X2. Are Y1, Y2
independent?

5. Let X1 and X2 have independent gamma distributions with parameters (n1,λ) and
( n2,λ). Find the distributions of Y = X1/ (X1+X2). Is Y independent of Z = X1+X2?
Is Z independent of U = X1/X2?

6. Let X1, X2, X3 be independent exponential random variables with the probability
density f ( x ) = e − x , x > 0 . Define random variables Y1, Y2 and Y3 as
X1 + X 2 X1
Y1 = X1 + X 2 + X 3 , Y2 = , Y3 = .
X1 + X 2 + X 3 X1 + X 2

Find the joint and marginal densities of Y1, Y2 and Y3. Are they independent?

7.Suppose independent random variables Y1, Y2, Y3 are such that Y1 = ln X1 ~


N(4, 1); Y2 = ln X2 ~ N(3, 1); Y3 = ln X3 ~ N(2, 0.5). Find the distribution and the
median of W = e 2 X 12 X 12.5 X 13.28 . Determine L and R such that P(L ≤ W ≤ R) = 0.90.
8.Let (X, Y) have bivariate normal distribution with density function

2
1 − ( x 2 − xy + y 2 )
f ( x , y) = e 3 , − ∞ < x , y < ∞.
π 3

Find the correlation coefficient between X and Y, P(−1 < X < 1|Y=1),
V(2X + 3Y) and P( −5 < 2X + 3Y < 8).
9. A straight rod consists of two sections A and B, each of which is manufactured
independently on a different machine. The length (in inches) of section A is
normally distributed with mean 20 and variance 0.03 and the length of section B is
normally distributed with mean 14 and variance 0.01. The rod is formed by
joining the two sections together as shown below:

A B

Suppose that the rod can be used in the construction of an airplane wing if its total
length is between 33.6 to 34.4 inches. What is the probability that the rod can be
used in the construction?

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