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MA - 221 - Tutorial - 2 2

The document contains a tutorial sheet with various problems related to finding density functions for different transformations of random variables. It includes tasks involving single and joint density functions, as well as probability functions for discrete random variables. The problems require applying concepts of probability and statistics to derive new density functions based on given conditions.

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rohanug23
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12 views3 pages

MA - 221 - Tutorial - 2 2

The document contains a tutorial sheet with various problems related to finding density functions for different transformations of random variables. It includes tasks involving single and joint density functions, as well as probability functions for discrete random variables. The problems require applying concepts of probability and statistics to derive new density functions based on given conditions.

Uploaded by

rohanug23
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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MA-221

Tutorial Sheet-2
1. Let X have density function
(
e−x , x > 0,
f (x) =
0, x ≤ 0.

Find the density function of Y = X 2 .


2 /2
2. If X has density function f (x) = (2π)−1/2 e−x , −∞ < x < ∞. Find the density
function of Y = X 2 .
3. If the density of X is f (x) = 1
π(x2 +1)
, −∞ < x < ∞, find the density of Y = tan−1 X.
4. Let the density of X be (
1/2, x > 0,
f (x) =
0, otherwise.
Find the density of (a) 3X − 2, (b) X 3 + 1.
5. Let X and Y have joint density function
(
e−(x+y) , x ≥ 0 , y ≥ 0
f (x, y) =
0, otherwise.

If U = X/Y, V = X + Y, find the joint density function of U and V.


6. Let (
1, 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
f (x, y) =
0, otherwise.
be the joint density function of X and Y . Find the density function of Z = XY.
7. Let X and Y be identically distributed independent random variables with density
function (
1, 0 ≤ t ≤ 1
f (t) =
0, otherwise.
Find the density function of X + Y .
8. Let X and Y be identically distributed independent random variables with density
function (
e−t , t ≥ 0
f (t) =
0, otherwise.
Find the density function of X + Y .
9. If the independent random variables X1 and X2 are identically distributed with
density function (
te−t , t ≥ 0
f (t) =
0, t < 0.
Find the density function of X1 + X2 .

10. Suppose that f (x) = 3cx , x = 1, 2, ...., is the probability function for a random
variable X. (a) Determine c. (b) Find the distribution function. (c) Graph the
probability function and the distribution function. (d) Find P (2 ≤ X ≤ 5). (e) Find
P (X ≥ 3).

11. Suppose that (


cxe−2x , x ≥ 0
f (x) =
0, otherwise.
is the density function for a random variable X. (a) Determine c. (b) Find the
distribution function. (c) Graph the density function and the distribution function.
(d) Find P (X ≥ 1). (e) Find P (2 ≤ X < 3).

12. The probability function of a random variable X is given by




 2p, x = 1

p, x = 2
f (x) =


 4p, x = 3

0, otherwise

where p is a constant. Find (a)P (0 ≤ X < 3), (b) P (X > 1).

13. (a) Prove that for a suitable constant c,


(
0, x≤1
F (x) = −x 2
c(1 − e ) , x > 0

is the distribution function for a random variable X, and find this c. (b) Determine
P (1 < X < 2).

14. A random variable X has density function


(
3
− x2 ), 0 ≤ x ≤ 1
2
(1
f (x) =
0, otherwise.
Find the density function of the random variable Y = X 2 .

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15. Two independent random variables, X and Y , have respective density functions
(
c1 e−2x , x > 0
f (x) =
0, x ≤ 0.
(
c2 ye−3y , y > 0
g(y) =
0, y ≤ 0.
Find (a) c1 and c2 , (b) P (X + Y > 1), (c) P (1 < X < 2, Y ≥ 1), (d) P (1 < X < 2),
(e) P (Y ≥ 1).
16. Let X and Y be random variables having joint density function
(
c(2x + y), 0 < x < y, 0 < y < 1
f (x, y) =
0, otherwise.
Find (a) the constant c, (b) P (X > 1/2, Y < 3/2), (c) the(marginal) density function
of X, (d) the(marginal) density function of Y.
17. Let X and Y have joint density function
(
1/y, 0 < x < y, 0 < y < 1
f (x, y) =
0, otherwise.
(a) Determine whether X and Y are independent, (b) Find P (X > 1/2). (c) Find
P (X < 1/2, Y > 1/3). (d) Find P (X + Y > 1/2).
18. Let X and Y be identically distributed independent random variables having density
2
function f (u) = (2π)−1/2 e−u /2 , −∞ < u < ∞. Find the density function of Z =
X 2 + Y 2.
19. Suppose that the joint probability function a random variables X and Y is given by
(
cxy, 0 ≤ x ≤ 2, 0 ≤ y ≤ x
f (x, y) =
0, otherwise.
(a) Determine whether X and Y are independent. (b) Find P (1/2 < X < 1). (c)
Find P (Y ≥ 1). (d) Find P (1/2 < X < 1, Y ≥ 1).
20. Let
(
24xy 2 z 3 , 0 < x < 1, 0 < y < 1, 0 < z < 1
f (x, y, z) =
0, otherwise.
be the joint density function of three random variables X, Y < and Z. Find (a)P (X >
1/2, Y < 1/2, Z > 1/2), (b) P (Z < X + Y ).

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