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MA 20104 Probability and Statistics Assignment No. 5

This document contains 12 probability and statistics assignment problems involving finding distributions, densities, and expectations of functions of random variables. The problems cover continuous and discrete random variables with uniform, normal, binomial, beta, and other distributions. They involve finding densities, distributions, and expectations of functions like squares, square roots, absolute values, logarithms and other transformations of the original random variables.

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Subhajit Bag
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30 views2 pages

MA 20104 Probability and Statistics Assignment No. 5

This document contains 12 probability and statistics assignment problems involving finding distributions, densities, and expectations of functions of random variables. The problems cover continuous and discrete random variables with uniform, normal, binomial, beta, and other distributions. They involve finding densities, distributions, and expectations of functions like squares, square roots, absolute values, logarithms and other transformations of the original random variables.

Uploaded by

Subhajit Bag
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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MA 20104 Probability and Statistics

Assignment No. 5

1. Let 𝑋 be a continuous random variable with the density function given by


2(𝑥 + 1)
𝑓𝑋 (𝑥) = { −1 < 𝑥 < 2
9
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find the density function of 𝑌 = 𝑋2 .

2. Let 𝑋 be continuous random variable with the density given by

𝑥
0<𝑥≤1
2
1
𝑓𝑋(𝑥) = 1<𝑥≤2
2
3 −𝑥
{ 2 2<𝑥<3

3 2
Find the density of 𝑌 = (𝑋 − ) .
2

3. Let 𝑋 be a random variable with the density function given by


2𝑥
𝑓𝑋 (𝑥) = { π2 0 < 𝑥 < 𝜋
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find the distribution of 𝑌 = sin 𝑋.

4. Let 𝑋~𝐵𝑖𝑛(𝑛, 𝑝). Find the p.m.f. of each of the following functions of 𝑋:

(a) 𝑌1 = 3𝑋 + 4; (b) 𝑌2 = 𝑋 − 3 ; (c) 𝑌3 = 𝑋2 + 2; (d) 𝑌4 = √𝑋.

1
5. Let 𝑋~𝐵𝑒𝑡𝑎 (𝑎, 𝑏) . Find the distributions of 𝑌1 = and 𝑌2 = 1 − 𝑋.
1+𝑋

6. Let 𝐶 denote the temperature in degree Celsius to which a computer will be


subjected to in the field. Assume that 𝐶 is uniformly distributed over the interval
(15, 21). Let 𝐹 denote the field temperature in degrees Fahrenheit so that
9
𝐹 = 𝐶 + 32 . Find the density of 𝐹.
5

7. Let 𝑋 denote the velocity of a random gas molecule. According to the Maxwell-
Boltzmann law, the density for 𝑋 is given by
2
𝑓𝑋(𝑥) = 𝑐𝑥 2 𝑒 −𝑏𝑥 , 𝑥 > 0.
1
The kinetic energy of the molecule, is given by 𝑌 = 𝑚𝑋2 , where 𝑚 is positive.
2
Find the density of 𝑌.

8. Let 𝑋 be a random variable with the pdf


𝑥+1
−1 < 𝑥 ≤ 1
𝑓𝑋 (𝑥) = { 4
3 −𝑥
1<𝑥<3
4
Find the distribution of 𝑌 = |𝑋|.

9. Let 𝑋 be a standard normal random variable and


√𝑋
𝑋≥0
𝑌={ 2
−√|𝑋| 𝑋 < 0
Find the pdf of 𝑌.
10. Let 𝑋 be a discrete random variable with the p.m.f. given by

1 1 17
𝑃 (𝑋 = 𝑖 ) = , 𝑃 (𝑋 = 𝑖) = ( , 𝑖 = 1, 2,3, 𝑃 (𝑋 = 0) =
4𝑖2 1+𝑖) 2 72

Find the distribution of 𝑌 = 𝑋2 and determine its median.

11. Let 𝑋 be a continuous random variable with the p.d.f. given by


𝑓𝑋 (𝑥) = {𝑘√𝑥 0<𝑥<1
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1⁄
where 𝑘 is a suitable constant. Find the pdf of = 𝑋 4 .

12. Let 𝑋 follow a uniform distribution on the interval (−1, 1) . Let 𝑌 = −2 ln |𝑋|.
Find the 𝐸(𝑌).

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