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Tutorial 5

This document contains 5 questions regarding probability and statistics concepts such as expectations, variances, covariances, and joint and marginal probability distributions for various random variables. Question 1 asks about the expectations, variances, and covariance for the outcomes of rolling a die twice. Question 2 provides a joint probability mass function for the number of cars sold and warranties sold each day and asks for related probabilities and statistics. Question 3 continues working with a given joint probability mass function to find a covariance. Questions 4 and 5 give joint distributions and ask about the corresponding marginal distributions and related expectations, variances, and covariance.

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Shriram Dhumal
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32 views

Tutorial 5

This document contains 5 questions regarding probability and statistics concepts such as expectations, variances, covariances, and joint and marginal probability distributions for various random variables. Question 1 asks about the expectations, variances, and covariance for the outcomes of rolling a die twice. Question 2 provides a joint probability mass function for the number of cars sold and warranties sold each day and asks for related probabilities and statistics. Question 3 continues working with a given joint probability mass function to find a covariance. Questions 4 and 5 give joint distributions and ask about the corresponding marginal distributions and related expectations, variances, and covariance.

Uploaded by

Shriram Dhumal
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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MTH212: Probability and Statistics. Homework.

Instructor: Girja Shanker Tripathi (IISER Tirupati) Oct 12, 2022.

Q1. Roll a four-faced fair die- with faces numbers 1, 2, 3, and 4- twice. Let X be
the outcome on the rst roll, and Y the sum of the two rolls. Determine
expectations μX and μY and variances var(X ) and var(Y ) and and the covariance
Cov(X, Y ) .

Q2. A car dealer sells X cars each day and always tries to sell an extended
warranty on each of these cars. Let Y be the number of extended warranties
sold; then Y ≤ X. The joint probability mass function of X and Y is given by

f (x, y) = c(x + 1)(4 − x)(y + 1)(3 − y), x = 0,1,2,3, y = 0,1,2, with y ≤ x .

(a) Find the value of c.

(b) Find the marginal probability mass functions fX(x) and fY(y).

(c) Are X and Y independent?

(d) Compute expectations μX, μY and variances var(X ), var(Y ) and Cov(X, Y ) .

Q3. For the bivariate random variable (X,Y) having the joint
x + 2y

{0
x = 1, 2 and y = 1, 2
probability mass function f (x, y) = 18

otherwise .
In the previous problem sheet you have already computed the marginal
probability mass functions pX and pY, expectations μX and μY and variances
var(X ) and var(Y ). Compute the covariance Cov(X,Y).
fi

Q4. Let the joint pdf of continuously distributed bivariate random variables (X,Y)
be f(x,y) = 2e−x−y, 0 ≤ x ≤ y < ∞. Find the marginal pdfs of X and Y. Are X and
Y independent?

Q5. Let X and Y have the joint probability density function f(x,y)=1, x ≤ y ≤ x+1,
0 ≤ x ≤ 1. Verify the following:

(a.) The marginal probability density function of X is


x+1

∫x
fX (x) = 1d y, 0 ≤ x ≤ 1.

(b.) The marginal probability density function of Y is


y
y = ∫0 1d x 0≤y≤1
fY (y) = 1
2 − y = ∫y−1 1d x 1 ≤ y ≤ 2.

1 7
(c.) The expectations are μx = , μY = 1, μXY = , where X Y denotes the product
random variable.

(d.) The variances and the covariance are given by

1 1 1
var(X) = , var(Y) = , and Cov(X,Y) = .
12 6 12

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