DAYANANDA SAGAR COLLEGE OF ENGINEERING

(An Autonomous Institute Affiliated to VTU, Belagavi)

Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

COURSE : Engineering Mathematics-IV

COURSE CODE : 19MA4GCCVD
MODULE – 5: - JOINT PROBABILITY DISTRIBUTIONS AND MARKOV’S
CHAINs
Question Bank
Ques Question
tion
Num
ber
1. a) The joint probability distribution is given by
X Y -3 2 4
1 0.1 0.2 0.2
3 0.3 0.1 0.1
Find the (i) Marginal distribution of X and Y (ii) COV(X,Y)
b)
The joint probability distribution of two random variables X and Y are given as:
X Y 1 3 9
2

Find the (i) Marginal distribution of X and Y (ii) COV(X,Y)

2 The joint probability distribution of two random variables X and Y are given as:
X Y -4 2 7
1 1/8 1/4 1/8
5 1/4 1/8 1/8
Compute the following (i) E( X ) and E( Y ) (ii) E( XY ) (iii) COV(X,Y) (iv) (v)
.

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)

Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

3. a) Suppose X and Y are independent random variables with the following respective
distribution. Find the joint distribution of X and Y. Also verify that COV(X,Y)=0
1 2 -2 5 8
0.7 0.3 0.3 0.5 0.2

b) If X and Y are independent random variables, find the joint probability distribution of X
and Y with the following marginal distribution of X and Y.

1 2 5 10 15
0.6 0.4 0.2 0.5 0.3
4 a) Two cards are selected at a random from a box which contains five cards numbered
1,1,2,2 and 3. Find the joint distribution of x and Y where X denotes the sum and Y, the
maximum of the two numbers drawn. Also determine COV(X,Y) and X,Y).

b) X and Y are independent random variables. X takes the values 2,5,7 with probabilities
½,1/4, ¼ respectively take values 3,4,5 with probabilities 1/3, 1/3, 1/3.
(i) Find the joint distribution of X and Y. (ii) Show that COV(X,Y)=0 (iii) Find the probability
distribution of Z=X+Y.
5 a) The joint probability distribution of two discrete random variables X and Y is given by
, where and are integers such that , .
(i) Find the value of the constant k (ii) Find the marginal distribution of X and Y.(iii) Show
that the random variables X and Y are dependent.

b) A coin is tossed three times. Let X denotes 0 and 1according as a tail or a head occurs on
the first toss. Let Y denote the total number of tails which occur. Determine (i) the marginal
distribution of X and Y and (ii) The joint probability distribution of X and Y. Also, find the
expected values of X+Y and XY.
6 a) If X and Y are independent random variables, prove the following results.
(i) E (XY) =E(X).E(Y) (ii) COV(X, Y) =0 and (iii) .

b) Two marbles are drawn from a box containing 3 blue, 2 red and 3 green marbles. If x is
the number of blue marbles and Y is the number of red marbles. Form
(i) The joint probability distribution of X and Y (ii) Find E(x) and E(Y)
7 a) X and Y are random variables having joint density function
f(x,y)= {
Verify that (i) E( X+Y )=E( X ) + E( Y ) (ii) E( XY ) = E( X ).E( Y )

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)

Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

b) The joint density function of two continuous random variables X and Y is given by
f(x,y)={
Find (a) the value of k (b) E(X) (c) E(Y) (d) E(XY) (e) E(2X+3Y)

8 a) If X and Y are continuous random variables having joint density function

{

Determine (i) c (ii) (iii) (iv)

b) The joint density function of 2 continuous random variables

{
Find
9 a) If the joint Probability function of 2 continuous random variables X and Y is given by
{

b) Find (i) (ii)

Verify that { is a density function of joint probability
distribution. Also evaluate (ii) (ii)
10 a) The joint density function of two continuous random variables X and Y is given by
{
Find the covariance between x and y

b) Find the constant k so that { is a joint

probability density function. Are x and y independent?
11 a) Define the following
(i) Stochastic process (ii) Probability vector (iii) Stochastic matrix
(iv) Regular Stochastic matrix

b) Explain (i) Absorbing state of Markov chain (ii) Transient state (iii) Recurrent state

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)

Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

12 a) Find the unique probability vector for the regular stochastic matrix [ ]

b) Find the unique fixed probability vector for the regular stochastic

matrix[ ]

13
a) Verify that the matrix A=[ ] is a regular stochastic matrix

b) Show that P= [ ] is a regular stochastic matrix. Also find the associated

unique fixed probability vector.

14 a) Show that is fixed point of the stochastic matrix [ ]

b) Show that P= [ ] is a regular stochastic matrix. Also find the associated unique

fixed probability vector.

15 a) Prove that the Markov chain whose transition probability matrix is P=

is irreducible. Also find the corresponding stationary probability vector .

[ ]

b) The transition probability matrix of a Markov Chain is given by

P= [ ] and the initial probability distribution is find ,

and
16 a) Prove that the Markov chain whose transition probability matrix is

P= [ ] is irreducible. Also find the corresponding stationary probability vector.

b) The transition probability matrix of a Markov Chain is given by

P= [ ] and the initial probability distribution is find , and .

[4]
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)

Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

17 a) A habitual gambler is a member of two clubs A and B. He visits either of the clubs every
day for playing cards. He never visits club A on two consecutive days. But , if he visits club B
on a particular day, then the next day he is as likely to visits club B or club A. Find the
transition matrix of this Markov Chain also.
(i) Show that the matrix is a regular stochastic matrix and find the unique fixed
probability vector.
(ii) If the person had visited club B on Monday, find the probability that he visits club
A on Thursday.
b) A students study habits are as follows. If he studies one night, he is 70% sure not to study
the next night. On the other hand if he does not study one night, he is 60% sure not to study
the next night. In the long ran how often does he study?
18 a) A man’s smoking habits are as follows. If he smokes filter cigarettes one week, he
switches to non-filter cigarettes the next week with probability 0.2. on the other hand , if he
smokes non filter cigarettes one week there is a probability of 0.7 that he will smoke non
filter cigarettes the next week as well. In the long run how often does he smoke filter
cigarettes.

b) Three boys A, B, C are throwing ball to each other. A always throws ball to B and B always
throws the ball to C. C is just as likely to throw the ball to b as to A. If C was the first person
to throw the ball find the probabilities that after three throws (i) A has the ball (ii) B has the
ball (iii) C has the ball.
19 a) A gambler’s luck follows a pattern. If he wins a game, the probability of winning the next
game is 0.6. However if he loses a game, the probability of losing the next game is 0.7. There
is an even chance of gambler winning the first game. If so (i) What is the probability of
winning the second game?(ii)What is the probability of winning the third game? (iii) In the
long run, how often he will win?

b) Each year a man trades his car for a new car in 3 brands of the popular company Maruthi
Udyog limited. If he has a ‘Standard’ he trades it for ‘Zen’. If he has a ‘Zen’ he trades it for a
‘Esteem’. If he has a ‘Esteem’ he is just as likely to trade it for new ‘Esteem’ or for a ‘Zen’ or a
‘Standard’ one. In 1996 he bought his first car which was Esteem.(i) Find probability that he
has (a) 1998 Esteem (b) 1998 Standard (c) 1999 Zen (d) 1999 Esteem. (ii) In the long run
how often he will have a Esteem.

[5]
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)

Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078

DEPARTMENT OF MATHEMATICS

20 a) Two boys B1 ,B2 and two girls G1,G2 are throwing ball from one to the other. Each boy
throws the ball to the other boy with probability and to each girl with probability . On the
other hand each girl throws the ball to each boy with probability and never to the other
girl. In the long run how often does each receive the ball?

b) A Player luck follows a pattern. If he wins a game the probability of winning next game is
0.6 0.6 .However if he loses the game the probability of losing the next game is 0.7. There is an
ev en chance of winning the first game. If so (i) what is the probability of winning second gam
e (ii what is the probability of winning third game?

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