Sta 212 Mathematical Statistics 1
Sta 212 Mathematical Statistics 1
Sta 212 Mathematical Statistics 1
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UNIVERSITY EXAMINATIONS
2018 12019 ACADEMIC YEAR
SECOND YEAR FIRST SEMESTER REGULAR EXAMINATION
Page 1 of 4
STA 212
INSTRUCTION TO CANDIDATES
Answer ALL questions from section A and ANYTHREE Questions in section B.
All questions in section B carry Equal Marks
Duration of the examination: 3 hours
=========================================================
l 0, elsewhere
i) Obtain the joint moment generating function MX,y(t1t2) [3Mks]
Page 2 of 4
STA 212
a) Let X and Y be two continuous random variables with joint pdf f(x, y). Prove that X and Y
are stochastically independent if and only if f(x, y) can be written as a product of non-
negative function ofx and non-negative function ofy. [SMks]
b) Let X and Y be two random variables such that
fx(x) = l(o.l)(x)
fey Ix) = (~) xy (1 - x)n-y, y=O,l ,2, ... .n
i) Find ty(y) lSMks]
ii) WorkoutE[E Y/x] [3Mks]
QUESTION FOUR(13marks)
a) If(X,Y) follows a bivariate normal distribution(assume usual notation), show that the
conditional density of Y given X is also normal. [7Mks]
b) Let X denote the height in centimeter and Y the weight in kilograms of male college
students. Assume that X and Y have a bivariate normal distribution with parameters I1x =
185 /I
'ry
= 84 (J2
'x
= 100 •
(J2
Y
= 64 and p = ~
5
QUESTION FIVE(13marks)
2<x<y<4
f(x, y) = {~~y,
elsewhere
i) Find c [3Mks]
j i) Obtain fey/x) [4Mks]
ii i) Work out Var(Y Ix) [6Mks]
QUESTION SIX(13marks)
n!
f(x.y) = pXqY(l- P _ q)n-x-y
x!y!(n-x-y)!
For x,y = 0,1,2, .... n and x + y:s: n,O:S: p,O:S: q,p + q:S: 1
Page 3 of 4
STA 212
QUESTION SEVEN(13marks)
i) Find c[4Mks]
ii) Find fCy/x) [4Mks]
iii) Find fCy) f3Mks]
iv) From your answers in parts ii) and iii) above what can you say about the correlation
between X and Y [2Mks]
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