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Test 2 Sample Problems

The document contains a series of sample problems related to probability and statistics, including topics such as traffic light delays, normal distributions, uniform distributions, joint densities, and correlation coefficients. Each problem requires the computation of various statistical measures such as expected values, variances, marginal densities, and independence of random variables. The problems involve both theoretical concepts and practical applications of probability distributions.

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Adam Shahumi
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18 views2 pages

Test 2 Sample Problems

The document contains a series of sample problems related to probability and statistics, including topics such as traffic light delays, normal distributions, uniform distributions, joint densities, and correlation coefficients. Each problem requires the computation of various statistical measures such as expected values, variances, marginal densities, and independence of random variables. The problems involve both theoretical concepts and practical applications of probability distributions.

Uploaded by

Adam Shahumi
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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Test 2 - sample problems

1. Andy passes by 5 traffic lights on his way to the EiTI building. If he doesn’t need to stop at any lights,
the trip takes him 18 minutes. Assume that each trafic light is red with probability 13 independently of the
other lights. If he needs to stop on the red light his trip is one minute longer.
(a) Determine the distribution of the time T that Andy needs to get to the EiTI building. Compute ET
and Var T .
(b) Given that the trip took him at most 19 minutes, find the probability that he hadn’t stopped at any
lights.
2. A random vector (X, Y ) has normal distribution with the density
 
1 1 
2(x − 1)2 − 4(x − 1)(y − 1) + 8(y − 1)2 .

f (x, y) = √ exp −
2π 3 12
X X
Let S = 2 − Y and T = 2 + Y . Find the covariance matrix of (S, T ) and compute E(S 2 − ST ).
3. Random vector (X, Y ) is uniformly distributed on the rectangle with the vertices (0, 0), (0, 1), (2, 0) and
(2, 1). Find the distribution of Z = X
2 + Y and compute P(X + Y > 1).

4. The joint density of the random vector (X, Y ) is given by the formula

x,
 if x ∈ [0, 1] and − x ≤ y ≤ 0,
f (x, y) = 2/3, if x ∈ [0, 1] and y ∈ [0, 1],

0, otherwise.

Determine the marginal densities for X and Y . Are X and Y independent? (Justify your answer.) Compute
Var(3X − 1).
5. The symmetric four-sided dice is rolled three times (its faces are numbered from 1 to 4). Let X denote
the number of 1s obtained in the first two rolls and Y - the number of 1s in all three rolls. Compute the
correlation coefficient ρX,Y .
6. The pdf of the bivariate random vector (X, Y ) is of the form:
 
1 1  2 2

f (x, y) = √ exp − 6(x + 1) + 12(x + 1)y + 8y .
2π 3 12

Let (U, V ) = (X + Y, X − Y ). Determine the distribution of (U, V ). Is there any a ∈ R for which
W = aX + Y and Z = X − Y are independent? Justify your answer.
7. The pdf of a bivariate random vector (X, Y ) is given by

1,
 −1 ≤ x ≤ 0 i 0 ≤ y ≤ x + 1,
f (x, y) = 2xy, 0 ≤ x ≤ 1 i 0 ≤ y ≤ 1,

0, w p.p.

Determine marginal distributions. Compute P(Y < 1 − |X|). Are X and Y independent? Justify your
answer.
X \Y 0 1 2
-1 1/6 0 1/6
8. Bivariate distribution of a random vector (X, Y ) is given by the following table: .
0 0 1/6 1/4
1 1/12 1/6 0
Compute E (max(X, Y ) − min(X, Y )). Are X and Y independent? Justify your answer.
9. Let X and Y be independent with the following pdfs:
( (
1, x ∈ (0, 1), y/2, y ∈ (0, 2),
fX (x) = , fY (y) =
0, x ∈ / (0, 1), 0, y∈/ (0, 2).

Determine the distribution of Z = X + Y .


10. Let X and Y be independent random variables, X ∼ N (1, 1), Y ∼ N (2, 4). Determine the distribution of
(U, V ) = (2X − Y, X + Y2 ). Compute the correlation coefficient ρ U2 , 2V − 1 .

11. Let X and Y be independent random variables with distributions: X ∼ U(0, 4) and Y ∼ Exp(1). Determine
the distribution of Z = X + Y .
12. Let X be a random variable with the pdf:

2
x , x ∈ (−1, 0),

2
f (x) = 3 , x ∈ [0, 1),

0, x ∈/ (−1, 1).

Determine the distribution of Y = max(X, 0).

13. Let X and Y be independent random variables, X ∼ b(2, 41 ) and Y ∼ b(1, 14 ).


(a) Determine the distribution of Z = X + Y .
(b) Determine the distribution of (U, V ) = (X +Y, XY ). Are U and V independent (justify your answer)?

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