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Assignment II-PSP - 18MAB203T

The document is an assignment for a mathematics course focusing on probability and stochastic processes. It includes problems related to joint probability distributions, conditional distributions, probability density functions, correlation coefficients, and applications of Tchebycheff’s inequality and the Central Limit Theorem. The assignment requires solving various statistical problems involving random variables and their distributions.

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5 views1 page

Assignment II-PSP - 18MAB203T

The document is an assignment for a mathematics course focusing on probability and stochastic processes. It includes problems related to joint probability distributions, conditional distributions, probability density functions, correlation coefficients, and applications of Tchebycheff’s inequality and the Central Limit Theorem. The assignment requires solving various statistical problems involving random variables and their distributions.

Uploaded by

karthiktwist
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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SRM Institute of Science and Technology

Department of Mathematics
18MAB203T-Probability and Stochastic Processes
Assignment –II

1. The following table represents the joint probability distribution of the discrete
random variable ( X , Y ). Find all the conditional distributions.

2. If the joint probability density function of an two dimensional random variable


k (6  x  y ), 1  x  2; 2  y  4
( X , Y ) is given by f ( x, y )   . Find (i) the value of
 0, elsewhere
k , (ii) P X  1, Y  3, (iii) P( X  Y  3) and (iv) P X  1 / Y  3.

3. If X and Y are independent random variables having pdfs f ( x)  2e 2 x , x  0 and


f ( y)  3e 3 y , y  0. Find the pdfs of U and V .

4. Let X and Y be two r.v.’s each taking three values -1, 0 and 1 and having the joint
probability mass function as given below

Y -1 0 1
X
-1 0 0.1 0.1
0 0.2 0.2 0.2
1 0 0.1 0.1
Find the correlation coefficient between X and Y .

5. If X is a random variable with E ( X )  3 and E( X )  13, find the lower bound for
2

P 2  X  8, using Tchebycheff’s inequality.

6. If Vi , i  1,2,...20, are indepnoise voltages received in an ‘adder’ and V is the sum of


the voltages received, find the probability that the total incoming voltage V exceeds
105, using CLT. Assume that each of the r.v.’s Vi is uniformly distributed over (0,10).

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