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Module2 - Tutorial Sheet 2

The document contains problems related to probability distributions and random variables. It includes questions about finding marginal and conditional probabilities from joint distributions, as well as questions about moment generating functions and calculating moments.

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aadya.mahraur2022
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8 views

Module2 - Tutorial Sheet 2

The document contains problems related to probability distributions and random variables. It includes questions about finding marginal and conditional probabilities from joint distributions, as well as questions about moment generating functions and calculating moments.

Uploaded by

aadya.mahraur2022
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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Module – 2 Problem sheet

7.

8.

9.

10.

i) c=?
ii) P(X=2, Y=3)
iii) Find the marginal PDF P(X=x)
iv) Find P(X=x/Y=2)
v) Find P(Y>1)

11.

12. The amount of bread (in hundreds of kilos) that a bakery sells in a day is a random variables with
density

13.

14. Let X and Y be jointly continuous random variables with joint PDF
−(2𝑥+3𝑦)
𝑓(𝑥, 𝑦) = { 6𝑒 𝑥, 𝑦 ≥ 0
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
i) Are X and Y independent?
ii) Find 𝐸[𝑌|𝑋 > 2].
iii) Find 𝑃(𝑋 > 𝑌)
15. Let X and Y be jointly continuous random variables with joint PDF
2
𝑓(𝑥, 𝑦) = {3𝑥𝑦 0 < 𝑥 < 1, 1<𝑦<4
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
i) Find the marginal pdfs 𝑓𝑋 (𝑥) and 𝑓𝑌 (𝑦)
ii) Find 𝐹(𝑋, 𝑌)
iii) Find 𝑃(𝑌 < 3|𝑥 = 0.5)
iv) Find 𝑃(𝑋 > 0.3)

16. Find the MGF of r.v X whose PDF is

𝑘𝑥𝑒 −2𝑥
𝑓(𝑥) = { 10 𝑥>0
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Find k and first four moments about the origin

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