Scribd
Upload
111 views

Assignment 2 PDF

This document outlines 8 probability and statistics problems: 1) Find the mean and variance of a sum of squared independent normal random variables. 2) Find the CDF and pdf of Y=-4X+3 where X has an exponential distribution. 3) Show the law of total expectation for a partition of a sample space. 4) Find the density of Y=-lnX where X is uniform on (0,1). 5) Find the pdf of sums and mins of independent exponentially distributed random variables. 6) Find the pmf of the sum of independent discrete random variables. 7) Find the pmf of the sum of independent geometrically distributed random variables. 8) Find the CDF and pdf

Uploaded by

Pavitra pathak
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
111 views

Assignment 2 PDF

This document outlines 8 probability and statistics problems: 1) Find the mean and variance of a sum of squared independent normal random variables. 2) Find the CDF and pdf of Y=-4X+3 where X has an exponential distribution. 3) Show the law of total expectation for a partition of a sample space. 4) Find the density of Y=-lnX where X is uniform on (0,1). 5) Find the pdf of sums and mins of independent exponentially distributed random variables. 6) Find the pmf of the sum of independent discrete random variables. 7) Find the pmf of the sum of independent geometrically distributed random variables. 8) Find the CDF and pdf

Uploaded by

Pavitra pathak
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 1

Probability Theory and Linear Algebra (ECC 503)

Assignment 2

1. If the random variables Xi , i = 1, 2, · · · , n are independent and identically distributed


with Gaussian distribution
Phaving mean zero and variance σ 2 , then find the mean and
n
variance of Y . Here Y = i=1 Xi2 .

2. Find FY (y) and fY (y) if Y = −4X + 3 and fX (x) = 2 exp (−2x) U (x).

3. Show that if U = [A1 , A2 , · · · , An ] is a partition of S, then

E {X} = E {X|A1 } P (A1 ) + · · · + E {X|An } P (An )

4. The random variable X is uniform in the interval (0, 1). Find the density of the random
variable Y = −lnX.

5. X and Y are independent, identically distributed (i.i.d) random variables with common
p.d.f., fX (x) = e−x U (x) , fY (y) = e−y U (y). Find the pdf of the following random
variables,

a. Z = X + Y .
b. Z = min (X, Y )

6. The random variable X and Y are discrete type, independent, with P {X = n} = an ,


P {Y = n} = bn , n = 0, 1, · · · . Show that, if Z = X + Y , then
n
X
P {z = n} = ak bn−k n = 0, 1, 2, · · ·
k=0

7. X and Y are independent random variables with geometric p.m.f.

P {X = k} = pq k k = 0, 1, 2, · · ·
P {Y = m} = pq m m = 0, 1, 2, · · ·

Find the p.m.f. of Z = X + Y .

8. Find the CDF and pdf of the random variable Y = aX 3 + b in terms of pdf of the
random variable X.

You might also like