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Joint Random variable assignment 2 solution

This document is a tutorial sheet for a mathematics course covering probability theory and stochastic processes. It includes answers to selected problems, providing various mathematical expressions, expectations, variances, and probability distributions. The content is technical and aimed at students familiar with advanced mathematical concepts.

Uploaded by

Aman Sharma
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
8 views

Joint Random variable assignment 2 solution

This document is a tutorial sheet for a mathematics course covering probability theory and stochastic processes. It includes answers to selected problems, providing various mathematical expressions, expectations, variances, and probability distributions. The content is technical and aimed at students familiar with advanced mathematical concepts.

Uploaded by

Aman Sharma
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Department of Mathematics

MTL 106 (Introduction to Probability Theory and Stochastic Processes)


Tutorial Sheet No. 5
Answer for selected Problems

1. (a) 1/81 (b) exp(9) (c) 61/180


2. E(X) = bE(Y ) + a

3. (a)f (t) = 2−3/2 (1 + t2 /2)−3/2 , t ∈ (−∞, ∞) (b) E(T ) = 0, V ar(T ) = ∞


5. 12
p
6. c = 3/2, E(T ) = 0
 1
 10 , 0 < y < 5,
1
7. (a) Let Y : r.v. denoting the waiting time of passenger. fY (y) = 20 , 5 < y < 15,
0, otherwise.

25
(b) minutes.

20
4
5
8. 2 log(3/2)

9-
9. 31
σ2
10. (a) (b) σ 2

11. X2
3
n

12. E(Y /x) = 2(1 + x), x ≥ 0


2 01
er
13. Regression of X on Y is
a+y
E(X/y) = n+a+b , y = 0, 1, . . . , n.
Yes.
t
es

1 1
14. E[X/X > y] = λ + y; E[X − y/X > y] = λ

15. X2 ∼ Binomial(n,
 p2 ),
em

1−(1−q)n−1
np 1−(1−q)n ; p = q = 1/3
k
x 1
17. E(Y k /x) = k+1 , E(Y k ) = (k+1)
IS

 
y σ2 y
18. X/y ∼ N 1+σ 2 , 1+σ 2 , E(X/y) = 1+σ 2

19. 1/2
1 t t2
20. P (n) (t) = P (P (...(P (t))...)) where P (t) = 4 + 4 + 2. PZn (t) = [P (n) (t)]Zn . E(Z51 ) = 1250.

21. MSN (t) = MN (log(MX (t)))


pMX (t) 1

23. (a) MY (t) = 1−(1−p)MX (t) where MX (t) = 3 1 + et + e2t b) E[Y ] = 3

e−y+x , 0 < x < y < ∞



24. (a) f (y/x) =
0, otherwise
(b)E(Y /X = x) = (1 + x), x > 0

1
Pn Pn
25. µ = 2α i=1 i2 , σ 2 = α2 i=1 i2
1 2
E(W ) = eµ+ 2 σ
2 2
V ar(W ) = e2µ+σ (eσ − 1)
(ln w−µ)2
f (w) = √1
w 2πσ
e− 2σ 2 , w>0

26. E(XY ) = E(X|Y )E(Y )


1
27. P (X = x) = 2x+1 , x = 0, 1, 2, . . .

28. Yes, X and Y are independent.


29. (a) e−0.4
32. No, use Chebyshev’s inequality

20
9-
2 01
er
t
es
em
IS

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