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Assignment 02 MA2201

This document provides 20 problems covering topics in engineering mathematics including: 1) Finding the probability distribution, CDF, mean, and variance of functions of random variables. 2) Finding probability density functions, distribution functions, and probabilities for continuous and discrete random variables. 3) Calculating moments, moment generating functions, and using them to find means and variances. 4) Working with joint and marginal probability distributions, conditional probabilities, and correlations. 5) Applying Chebyshev's inequality to find probabilities.

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72 views3 pages

Assignment 02 MA2201

This document provides 20 problems covering topics in engineering mathematics including: 1) Finding the probability distribution, CDF, mean, and variance of functions of random variables. 2) Finding probability density functions, distribution functions, and probabilities for continuous and discrete random variables. 3) Calculating moments, moment generating functions, and using them to find means and variances. 4) Working with joint and marginal probability distributions, conditional probabilities, and correlations. 5) Applying Chebyshev's inequality to find probabilities.

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Chop Down
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Assignment II

MA2201-Engineering Mathematics IV
B.Tech. IV Sem (CSE/IT/CCE)

Topic Covered: One dimensional and two-dimensional random variables, mean and variance,
Chebyshev’s inequality, moments, Moment generating functions, correlation coefficient.

1. Let 𝑌 = 𝑋 2 + 2𝑋, where 𝑋 is a random variable whose probability distribution is given as:
X 0 1 2 3
P(x) 0.1 0.3 0.5 0.1
Then find probability distribution, CDF, mean, and variance of 𝑌.
Ans. (i)

Y 0 3 8 15
P(y) 0.1 0.3 0.5 0.1
(ii)
F(y) y<0 0<=y<=3 3<=y<=8 8<=y<=15 y>15
P(y) 0 0.1 0.4 0.9 1.0
(iii) Mean=6.4, (iv) 16.24.
2. Let X be continuous random variable whose PDF is given by
𝑘
𝑓(𝑥) = ; −∞ < 𝑥 < ∞
1 + 𝑥2
(a) Find k.
(b) Distribution function of X and.
(c) P(x=>0).
Ans (a) 1/𝝅,
𝟏 𝝅
(b) 𝐹(𝑥) = 𝝅 (𝑡𝑎𝑛−1 (𝑥) + 𝟐 ); −∞ < 𝑥 < ∞
(c) P(x=>0)=1/2.

3. The continuous variable X has a probability density function.


f ( x) = 3x 2 ; 0  x  1
Find a and b s.t.
(a) P( X  a) = P ( X  a ) 1
1/3 1/3
 19 
Ans. (a) a =   (b) b =  
(b) P( X  b) = 0.05 2  20 
4. Find the MGF and first four moments about origin of a random variable 𝑋 having the density
function.
2𝑒 −2𝑥 , 0 ≤ 𝑥 2 1 1 3 3
𝑓(𝑥) = { . Ans. 𝑀𝑋 (𝑡) = 2−𝑡; 𝜇1 = 2 , 𝜇2 = 2 , 𝜇3 = 4 , 𝜇4 = 2.
0, otherwise
5. If the random variable 𝑋 takes the values 1, 2, 3, and 4 such that 2𝑃(𝑋 = 1) = 3𝑃(𝑋 = 2) =
𝑃(𝑋 = 3) = 5𝑃(𝑋 = 4), find the probability distribution function and cumulative distribution
function of 𝑋.
Ans:
𝑿=𝒊 1 2 3 4
𝑷(𝑿 = 𝒊) 15/61 10/61 30/61 6/61

6. If the probability distribution of a discrete random variable 𝑋 is given by 𝑃(𝑋 = 𝑥) =


𝑘𝑒 −𝑡 (1 − 𝑒 −𝑡 )𝑥−1 , 𝑥 = 1, 2, 3, … ∞, find the value of 𝑘, the mean and variance of 𝑋.
Ans: 𝒌 = 𝟏, mean=𝒆𝒕 and variance=𝒆𝟐𝒕 − 𝒆𝒕.
7. A continuous random variable that can assume any value between 𝑋 = 2 and 𝑋 = 5 has the
𝟏𝟔
density function given by 𝑓(𝑥) = 𝑘(1 + 𝑥). Find 𝑃(𝑋 < 4). Ans
𝟐𝟕
8. Let 𝑋 be a continuous random variable with PDF 𝑓(𝑥) = 𝑥 2 , 1 < 𝑥 < 2. Find 𝐸(log 𝑋).
𝟖 𝟕
Ans 𝐥𝐨𝐠 𝟐 −
𝟑 𝟗
9. If 𝑋 represents the outcomes when a fair die is tossed, find the MGF of 𝑋 and hence, find
𝟏 𝟕 𝟑𝟓
𝐸(𝑋) and 𝑉𝑎𝑟 (𝑋). Ans 𝑴𝑿 (𝒕) = (𝒆𝒕 + 𝒆𝟐𝒕 + ⋯ + 𝒆𝟔𝒕 ), Mean= , 𝑽𝒂𝒓(𝑿) =
𝟔 𝟐 𝟏𝟐
𝑋
10. Let 𝑋 be a random variable with 𝐸(𝑋) = 1 and 𝐸[𝑋(𝑋 − 1)] = 4. Find 𝑉𝑎𝑟( 2 ) and 𝑉𝑎𝑟(2 −
𝑿
3𝑋). Ans 𝑽𝒂𝒓 ( 𝟐 ) = 𝟏, and 𝑽𝒂𝒓(𝟐 − 𝟑𝑿) = 𝟑𝟔.
11. Find the MGF of a random variable whose moments are 𝜇𝑟 = (𝑟 + 1)! 2𝑟 . Ans 𝑴𝑿 (𝒕) =
𝟏
(𝟏−𝟐𝒕)𝟐
.
3 𝟏
12. If a random variable 𝑋 has the MGF 𝑀𝑋 (𝑡) = 3−𝑡. Find the variance of 𝑋. Ans 𝑽𝒂𝒓 = 𝟗.
13. A R. V. 𝑋 has a mean 𝜇 = 10 and variance 𝜎 2 = 4. Using Chebyshev’s inequality, find
a) P(|X-10|>=3) Ans. 4/9
b) P(|X-10|<3) Ans. 5/9
c) P(5<X<15) Ans. 21/25
d) The value of constant c such that P(|X-10|>=c)<=0.04. Ans. C=10
14. The joint probability mass function of (X, Y) is given by P(x, y)= k(2x+3y), x=0,1,2, y=1,2,3.
Find the marginal and conditional distributions for:
a) P(X=2, Y<=2), Ans. k=1/72, 17/72
b) P(X<=1, Y=3), Ans. k=1/72, 20/72
c) P(X=2), Ans. k=1/72, 30/72
d) P(X<=2), Ans. k=1/72, 1
e) P(X<=1/Y<=2), Ans. k=1/72, 22/39
f) P(X=0/ Y=3), Ans. k=1/72, 9/33

15. Find the Marginal density function of X and Y, and the conditional distribution of Y given
X=x. The joint PDF of X and Y is given below.
8
𝑥𝑦 1 < 𝑥 < 𝑦 < 2
𝑓(𝑥, 𝑦) = {9 .
0, otherwise
𝟒𝒙 𝟒𝒚
Ans. 𝒇𝑿 (𝒙) = (𝟒 − 𝒙𝟐 ), 𝟏 ≤ 𝒙 ≤ 𝟐, 𝒇𝒀 (𝒚) = (𝒚𝟐 − 𝟏), 𝟏 ≤ 𝒚 ≤ 𝟐.
𝟗 𝟗

16. For joint PDF of X and Y is given below. Find (i) 𝑃(𝑥 < 1 ∩ 𝑌 < 3), (ii) 𝑃(𝑥 < 1/𝑌 <
3) (iii)V(3X-4Y)

1
(6 − 𝑥 − 𝑦) 0 < 𝑥 < 2, 2 < 𝑦 < 4
𝑓(𝑥, 𝑦) = {8 .
0, otherwise

Ans. (i) 3/8, (ii) 3/5 (iii) 299/36


𝑥+𝑦
17. The joint probability mass function of (X, Y) is given by 𝑃(𝑥, 𝑦) = 21 , 𝑥 = 1,2,3, 𝑦 = 1, 2.
Find the marginal distributions of X and Y. Find the mean of X and Y also.
Ans. P(X=1) =5/21, P(X=2)=7/21, P(X=3)=9/21, P(Y=1)=9/21, P(Y=2)=12/21, E(X)=46/21,
E(Y)=11/7.

18. Find E(X), E(Y), E(2X+3Y), Var(X), Var(Y), Cov(X, Y) and comment on the correlation
between X and Y for the joint PDF of X, and Y as:
𝑥𝑦
, 0 < 𝑥 < 4, 1 < 𝑦 < 5
𝑓(𝑥, 𝑦) = { 96 .
0, otherwise
𝟏
𝟖 𝟑𝟏 𝟒𝟕 𝟖 𝟐(𝟐𝟑)𝟐
Ans. 𝑬(𝑿) = 𝟑
, 𝑬(𝒀) = 𝟗
, 𝑬(𝟐𝑿 + 𝟑𝒀) = 𝟑
, 𝑽𝒂𝒓(𝑿) = 𝟗
, 𝑽𝒂𝒓(𝒀) = 𝟗
, Cov(X,
Y)=0, no correlation.

19. The join density function of two random variables X and Y is


3𝑥, 0 < 𝑦 < 𝑥, 0 < 𝑥 < 1
𝑓(𝑥, 𝑦) = {
0, otherwise
Find the pdf of U=X-Y

𝟑(𝟏−𝒖𝟐 )
Ans: , 𝟎<𝒖<𝟏
𝟐
𝟎, 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
20. A random variable X has the density function 𝑒 −𝑥 for x≥ 0. Show that Chebyshev’s
1
inequality gives P{|X-1|>2} <4 and show the actual probability is 𝑒 −3.

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