Virtual University of Pakistan MSCS Spring 2024

CS723 – Probability and Stochastic Processes

Assignment No.2 (Graded)

Maximum Marks: 50

Instructions

Due Date: 14
May 2024

The purpose of this assignment is to give your hands-on practice. It is expected that students will
solve the assignment themselves. The following rules will apply during the evaluation of the
assignment.

• Cheating from any source will result in zero marks in the assignment.
• The submitted assignment does NOT open or the file is corrupted.
• No assignment after the due date will be accepted.

Name : Syed Muhammad Raza

Student # MS230400002
Assignment # 2 , May 2024 CS 723
 Virtual University of Pakistan MSCS Spring 2024

Objective & Learning Outcome

The objective of this assignment is to apply and analyze the concepts of probability distribution
theory for discrete and continuous random variables.

After completing the assignment, the student will be able to solve Probability distribution related
problems for discrete and random variables.

Question No. 1

(25 Marks )

The joint probability function for two discrete random variables X and Y is given by

Find
a. the constant m. , plugging in values of x ( 1 to 4) and y(1 to 3)

Solution:
X(vertical) | Y(horizontal 1 2 3
1 m 2m 3m
2 2m 4m 6m
3 3m 6m 9m
4 4m 8m 12m
since total probability is 1, so adding all the probabilities of all the columns we get 60m
60m = 1 , => m = 1/60 Answer

b. P(X= 2, Y =3)
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Solution:
X(vertical) | Y(horizontal 1 2 3
1 m 2m 3m
2 2m 4m 6m
3 3m 6m 9m
4 4m 8m 12m

X=2 is horizontal line colored green, Y =3 is vertical column colored purple. P(x=2,y=3) is
marked in yellow = 6m,

6m/total probability = 6m/60m = 1/10 Answer

c.
X(vertical) | Y(horizontal 1 2 3
1 m 2m 3m
2 2m 4m 6m
3 3m 6m 9m
4 4m 8m 12m
Solution: probability of X(between 1 and 4 ) and Y (between 0 and 2) is yellow shaded region
we can take the sume of all the probabilities in shaded region to get the total probability
m + 2m + 3m + 4m +2m + 4m + 6m + 8m = 30m ,

total probability = 60 m

30m/60m = 1/2 Answer

d.
X(vertical) | Y(horizontal 1 2 3 sum of
X
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1 m 2m 3m 6m
2 2m 4m 6m 12m
3 3m 6m 9m 18m
4 4m 8m 12m 24m
sum of Y) 10m 20m 30m 60m

Solution: P( X < 4) = X = 1, 2, 3 is the shaded yellow region in the figure , adding the
probabilities we get 36m

36m/60m = 6/10 Answer

e.
X(vertical) | Y(horizontal 1 2 3
1 m 2m 3m
2 2m 4m 6m
3 3m 6m 9m
4 4m 8m 12m
sum 10m 20m 30m
Solution:
the probability Y < 2 is Y = 1 column shaded yellow. adding all the probabilities in the column
we get 10m , divided by total probability we get
10m/60m = 1/6 Answer
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f.
X(vertical) | Y(horizontal 1 2 3
1 m 2m 3m
2 2m 4m 6m
3 3m 6m 9m
4 4m 8m 12m
Solution: P( X = 4 ) is row shaded yellow in the figure , adding all the probabilities we get
24m, divided by total probability = 60m = 24m/60m = 2/5 Answer

g.
X(vertical) | Y(horizontal 1 2 3
1 m 2m 3m
2 2m 4m 6m
3 3m 6m 9m
4 4m 8m 12m
Solution:
P(Y=3) is column shaded yellow in the figure. Adding all the probabilities we get 30m, divided
by total probability of 60m = > 30m/60m = 1/2 Answer

h. the marginal probability functions for X and Y random variables

Solution: f(x,y) = mxy , where m is constant = 1/60
f(x,y) = xy/60. to get marginal probability function for g(x) = Integral( xy/60) dy
we get g(x) = xy²/120 after putting in the limits = > 3y²/120 = y²/40 Answer
h(y) = Integral( xy/60) dx = x²y/120 Answer => x²/60 Answer
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i. Determine whether X and Y are independent.

X(vertical) | Y(horizontal 1 2 3 sum of
X
1 m 2m 3m 6m
2 2m 4m 6m 12m
3 3m 6m 9m 18m
4 4m 8m 12m 24m
sum of Y) 10m 20m 30m 60m

Solution:
X and Y are independent variables since X=1 or 2 or 3 does not change the probability of Y = 3
these all probabiliities remain 1/10 = P(X = 1, Y= 3 ) = P ( X =1 and Y =3 ) / P ( Y= 3)

from the table above P(X=1, Y=3) = 3m = 3/60 = 1/20

P(Y=3) = 30m= 30/60 = 1/2

P(X=1,Y=3) = (1/20)/(1/2) = 1/10 which is same as P (X=2 , Y=3) so the X does not influence
the outcome Y so both the X and Y are independent random variables.
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j. ….Conditional Probability
Solution:
P(X=2 / Y < 2 ) = P ( X = 2 and Y = 1)/P(Y=1)
X(vertical) | Y(horizontal 1 2 3 sum of
X
1 m 2m 3m 6m
2 2m 4m 6m 12m
3 3m 6m 9m 18m
4 4m 8m 12m 24m
sum of Y) 10m 20m 30m 60m
from the table P(X = 2 and Y = 1 ) is 2m = 2/60 = 1/30
P(Y = 1 ) is 10m = 10/60 = 1/6
solving conditional probability = (1/30) / (1/6) = 1/5 Answer
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Question No. 1

(25 Marks = 5
+10+10)

A continuous random variable X has the following probability density function:

Find
a. The constant k.

Solution: This is a probability density function , if we take the integral of this equation, it will be
equal to 1 , as sum of all probabiliites is equal to 1.

K (1/3) tanInverse (x/3) = 1 = > K = 3/(taninverse(x/3) Answer

substituting with t = x/3 , = > K = 3/(taninverse(t), subtituting t = infinite ,we get pi/2 = x/3
putting x = 3t into the equation we get x = 3/3pi/2 = 2/pi Answer

limx→+∞tan−1(x)=π2
limx→−∞tan−1(x)=−π2
∀ tan−1x∈(−π2,π2), x∈(−∞,∞)

2/pi - (-2/pi) = 4/pi = K Answer

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b. The probability that

Solution:

=> 4/pi ( (1/3)tan-1(1/3) - (1/3) tan-1 ( (1/√3)/3))

= > (4/3pi)(tan-1(1/3) - tan-1(1/3√3) = > (4/3pi) (0.3217 - 0.19) = 0.424*0.13 = 0.055 Answer

c. The distribution function corresponding to above density function.

Solution: Fx(X) = Distribution function ∫f(x)dx

= Fx(X) = 4/3pi tan-1(x/3) Answer