Mathematical Expectation:: Two R.V's X and Y Have Joint PDF
Mathematical Expectation:: Two R.V's X and Y Have Joint PDF
ii) E ( X )
x
xp ( x ) , [for a single dimensional discrete random variable]
2
iii) E ( X ) x 2 p ( x ) , [for a single dimensional discrete random variable]
x
iv) E( X ) xf ( x, y ) dxdy [ for a two dimensional continuous random variable]
v) E( X 2 )
2
x f ( x, y ) dxdy [ for a two dimensional continuous random variable]
vi) E ( XY ) xyf ( x, y ) dxdy , [ for a two dimensional continuous random variable]
vii) Var ( X ) E ( X 2 ) [ E ( X )] 2
Note:
If X and Y are independent random variables then E ( XY ) E ( X ).E (Y )
Solution:
i) E( X ) xf ( x, y ) dxdy
54
xy
= x dxdy
1 0 96
8
=
3
ii) E (Y ) yf ( x, y ) dxdy
54
xy
= y dxdy
1 0 96
31
=
9
iii) E ( XY ) xyf ( x, y ) dxdy
54 xy
= xy dxdy
10 96
248
=
27
8 31 47
iv) E[2 X 3Y ] 2 E ( X ) 3E (Y ) = 2. + 3. =
3 9 3
v) We know that, Var ( X ) E ( X 2 ) [ E ( X )]2
x
2 2
Now, E ( X ) f ( x)dx =8
Var ( X ) E ( X 2 ) [ E ( X )]2
8 2
= 8 -
8
=
3 9
vi) Cov( X , Y ) E ( XY ) E ( X ).E (Y )
248 8 31
= -
27 3 9
=0
Solution:
We know that, E ( XY ) xyf ( x, y ) dxdy
11
= xyf ( x, y ) dxdy {since x varies from y to
0y
1,
y varies from 0 to 1}
11
2
= 24 xy (1 x) dxdy
0y
1 1 y2 y 3
= 24 y
2
dy
0 6 2 3
1
y3 y5 y6
= 24
18 10 18
0
4
=
15
Solution:
Given X and Y are uniformly distributed .
Therefore, f ( x, y ) k (a cons tan t )
We know that, f ( x, y )dxdy 1
4 3
kdxdy 1
That is, 0 3y
4
4
k [ x ]33 y dy 1
0
4
4 3y
k 3 dy 1
0 4
1
6k 1 k
6
3 3 1
f ( y ) f ( x, y ) dx dx 1
3y = 3y 6 = (4 y ),0 y 4
8
4 4
4x
3 1 2
f ( x) dy = 9 x,0 x 3
0 6
32
E( X ) xf ( x ) dx = x 2 dx = 2
09
4y 4
E (Y ) yf ( y ) dy = ( 4 y ) dy
08 3
9
E ( X 2 ) x 2 f ( x )dx
2
8
E (Y 2 ) y 2 f ( y ) dy
3
1
Var ( X ) E ( X 2 ) [ E ( X )]2 =
2
8
Var (Y ) E (Y 2 ) [ E (Y )] 2 =
9
1 4 3
E ( XY ) xydxdy
6 0 3y =3
4
E ( XY ) E ( X ) E (Y ) 1
Now, XY =
X . Y 2