Dr.S.

Sivamani MA3391-PROBABILTY AND STATISTICS

UNIT – 2:- TWO DIMENSIONAL RANDOM VARIABLES

1. Define Two Dimensional RV.

Let S be the sample space associated with a random experiment E. Let X=X(s) & Y=Y(s) be two functions each
assigning a real number to each out comes . Then (X,Y) is called a two –dimensional r.v.

2. Define Two Dimensional Discrete RV, Two Dimensional Continuous RV

If the possible values of (X,Y) are finite or countably infinite, (X,Y) is called a two dimensional discrete r.v.

If (X,Y) can assume all values in a specified region R in the xy-plane, (X,Y) is called a two – dimensional r.v.

3.Define Probability function of (X,Y) (OR) PMF of (X,Y) (OR) Joint PMF.

If (X,Y) is a two dimensional discrete R.V. such that P(X=x i ;Y=yj)=Pij is called the PMF if it satisfies

(i) P( x, y )  0 (ii)  P( x, y)  1
y x

4. Define Probability function of (X,Y) (OR) PDF of (X,Y) (OR) Joint PDF.

If (X,Y) is a two dimensional discrete R.V. such that x   dx

2  X  x dx
2 and y  dy2  Y  y  dy
2
  f ( x, y)dxdy is
called Joint PDF satisfies (i) f ( x, y )  0 (ii ) f ( x, y)dxdy  1
R

5. What is the Stochastical Independence of Random Variables

The R.V’s X &Y are said to be independent if

(i)Discrete Case:- P( X  x  Y  y )  P( X  x).P(Y  y ) For all X,Y

(ii)Continuous Case:- f ( x, y )  g ( x).h( y )

6. write the Properties of C.D.F of 2D RV

1. F(∞,y)=0=F(x, -∞) &F(∞,∞)=0

2. P{a<X<b,Y≤y}=F(b,y)-F(a,y) 3.P{X≤x,c<Y<d}=F(x,d)-F(x,c) 4.P{a<x<b,c<y<d}=F(b,d)-F(a,d)-F(b,c)+F(a,c)

2F
5. At points of containing of f(x,y) is xy  f ( x, y )

( x  y)
7. If P( x, y )  , x=1,2 and y=1,2, then find marginal probability mass function of x and y.
12
The joint pmf is Marginal pmf are:
X 1 2
X/Y 1 2
1 2/12 3/12 P(X) 5/12 7/12
2 3/12 4/12
Y 1 2
P(Y) 5/12 7/12
Dr.S.Sivamani MA3391-PROBABILTY AND STATISTICS
8. The Joint PMF of (X,Y) is given below find the value of K P( x, y )  k (2 x  y ); x  1,2 & y  1,2 .?
X/Y 1 2
1 3K 5K
2 4K 6K
18K=1.Hence K=1/18.

9. Find the value of k, if f(x,y)=k(1-x)(1-y) in o<x,y<1 and f(x,y)=0 otherwise is to be the joint density function.
 f ( x, y)dxdy  1
R
WKT 1 1
k   (1 - x)(1 - y) dxdy  1 . K= 4.
0 0

10. Let X and Y be the continuous random variables with joint probability distribution function
(x,y) = ,0<x<2 –x<y<x and (x,y)=0 elsewhere. Find (y/x).

x( x  y )
x
x3
Marginal density function of x is g(x)=  dy 
x
8 4
f ( x, y ) x  y
(y/x).= 
g ( x) 2x 2

11. If the joint PDF of(X,Y) is given by f(x,y)= 8xy ,0<x<y<1, find Marginal density function of X.
(1  e x )(1  e y ), x  0, y  0
12. If the joint distribution function of X and Y is F(x,y)=  , find the joint pdf.
0, elsewhere
13. If f(x,y)= e-(x+y), x>0,y>0, Check whether X,Y are independent.
 kx
 ; x  0,6,12 and y  1,3,6
14. If f(x,y) =  y is the pmf, find R.
0; otherwise

15. If f(x,y)= (1/4),0≤ x,y ≤ 2, find P(X+Y <1)
16. If X,Y are independent R.V with mean 4,-2 and Variances 9,5 respectively. Find Var(2X+Y-5)
WKT Var (aX  bY)  a 2 Var ( X)  b2 Var ( Y)  2abCov( X, Y) . Since X,Y are independent, Cov(X,Y)=0.
Var(2X+Y-5)= 4*5+1*5=25
17. Define covariance.
Covariance:- A common relationship between two random variables is the Co variance. If X & Y are two R.V’s then
Covariance between them is defined as Cov( X , Y )  E ( XY )  E ( X ) E (Y ) .

If X &Y are independent E ( XY )  E ( X ) E (Y )  Cov( X , Y )  0 .

18. Prove that Cov( X , Y )  E ( XY )  E ( X ) E (Y )

Cov( X, Y )  E[( X  X )( Y  Y )]
 E[ XY  XY  XY  XY ]
 E[ XY ]  E[ XY ]  E[ XY ]  E[ XY ]
 E[ XY ]  YE[ X ]  XE[ Y ]  X Y
 E[ XY ]  Y X  XY  E( X )( E( Y )  E[ XY ]  E( X )( E( Y )
Dr.S.Sivamani MA3391-PROBABILTY AND STATISTICS
19. Prove that Cov(aX, bY )  ab Cov( X, Y )

Cov(aX, bY )  E[( aX  aX )( bY  bY )]
 abE[( X  X )( Y  Y )]  abCov( X, Y )

20.Define correlation, write its properities.

Correlation is defined as the degree of relationship between 2 or more variables.

21.Define Regression, Regression Coefficients.

Regression is a mathematical measure of the average relationship between two or more variables in terms of the
original limits of the data.

y x
Regression Coefficients:- b yx  r and bxy  r
x y

Lines of Regression:-

1. The Line of Regression of Y on X is Y  Y  byx ( X  X )

2. The Line of Regression of X on Y is X  X  bxy (Y  Y )

22.Properties of Regression Lines:-

1. The regression lines passes through ( X , Y ), which is the point of intersection.

2. The regression lines are coincide when r  1 .

3. When r=0 the lines X  X & Y  Y represent perpendicular lines which are parallel to the axis.

y 1y
4. The slopes of the regression lines are r and
x r x

5. The correlation coefficient is the Geometric mean of two regression lines.

r   bxy b yx

6. b xy  1  b yx  1

23. Write the Angle between the regression lines

x y  1  r 2 
tanθ   
 2x   2y  r 
24.The random variables are related by 4x-5y+33=0 and 20x-9y=107.Find mean of x, mean of y.
WKT The regression lines passes through ( X , Y ), which is the point of intersection.

Solving given equation we get, X  13, Y  17

25. State central Limit theorem.
If X1,X2,..Xn is a sequence of n independent and identically distributed random variables with same mean μ and standard
deviation σ, then the variable has a distribution that approaches the

standard normal distribution as n tends to infinity provided the m.g.f of Xi exist.