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    Theory Assignment 04

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    gnb.kartikgupta

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    Theory Assignment 04

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    5 views2 pages

    Theory Assignment 04

    Uploaded by

    gnb.kartikgupta

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    Indian Institute of Technology Mandi

    भारतीय ौ ोिगक सं थान म डी


    IC-252
    Theory Assignment - 4

    1. Let X and Y be two independent standard normal random variables, and let Z = 2X − Y and W = −X + Y . Find the
    Jacobian J.
    X
    2. Suppose X and Y are independent exponential random variables with parameter λ. Find the joint density of V = Y and
    W = X + Y . Use the joint density to find the marginal distributions.
    3. Let X and Y have joint density f (x, y). Let (R, θ) be the polar coordinates of (X, Y ).
    (a) Give a general expression for the joint density of R and θ.
    (b) Suppose X and Y are independent with f (x) = 2x for 0 < x < 1 and f (y) = 2y for 0 < y < 1. Use the result from
    part a to find the probability that (X, Y ) lies inside the circle of radius 1 centered at the origin.
    4. Let X and Y be independent random variables, each having probability density function
    (
    λe−λx x > 0
    f (x) =
    0 otherwise

    and let U = X + Y and V = X − Y.


    (a) Find the joint probability density function of U and V .
    (b) Derive the marginal probability density functions of U and V .
    (c) Are U and V independent?
    5. If the random variables X and Y have joint density function
    (
    xy
    0 < x < 4, 1 < y < 5
    fXY (x, y) = 96
    0 otherwise,

    find the density function of U = X + 2Y.


    6. Let the joint pdf of random variables X and Y is given by:
    (
    x + y 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
    fXY (x, y) =
    0 otherwise.

    Then, find the density function of U = XY.


    7. Let the random variable X have three possible outcomes {a, b, c}. Consider two distributions on this random variable:

    Symbol p(x) q(x)


    a 1/2 1/3
    b 1/4 1/3
    c 1/4 1/3

    (a) Calculate entropy of p(x) and q(x), and their cross-entropy.


    (b) Calculate the KL-divergence D(p||q) and D(q||p).
    (c) Is D(p||q) = D(q||p)?

    8. Derive the formula for the KL divergence KL(p(x)||q(x)) between two univariate Gaussians distributions:

    p(x) = N (µ1 , σ 2 ), q(x) = N (µ2 , 1).

    For fixed µ2 and σ, what value of µ1 minimizes KL(p(x)||q(x))? At the minimum, what is the value of KL(p(x)||q(x))?
    (Hint: Your answers should depend only on µ2 and/or σ).

    1
    9. Use the inverse transform method to generate a sample from the distribution with probability densiy function:
    ( 3
    2
    x x>2
    fX (x) =
    0 otherwise.

    10. Devise an algorithm to simulate a random number from Truncated Normal distribution. Using this algorithm, generate a
    sample of 5 random numbers.

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