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PQT - Unit - Ii

The document consists of various problems and solutions related to joint probability density functions, marginal distributions, conditional distributions, and properties of random variables. It covers topics such as independence of random variables, the central limit theorem, and regression coefficients. Additionally, it includes examples of calculating probabilities and joint distributions for discrete random variables.

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0% found this document useful (0 votes)
13 views38 pages

PQT - Unit - Ii

The document consists of various problems and solutions related to joint probability density functions, marginal distributions, conditional distributions, and properties of random variables. It covers topics such as independence of random variables, the central limit theorem, and regression coefficients. Additionally, it includes examples of calculating probabilities and joint distributions for discrete random variables.

Uploaded by

adi637963
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 or read online on Scribd
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UNIT- I1- TWO DI ‘SIOI OM VARIABLES part- B Problem 1 Let X and Y have joint density function f(x, y)=2, 0<.x< y<1.Find the marginal density functions and the conditional density function ¥ given X Marginal density function of X is given by WO=Ll0)= foo) =f (xy)dy =]2dy =2(y)! =2(1-x),0 fi Ae“ dudy = 1 Salfnisa=2 Problem 3 Verify whether X and Y are independent if f(x,y) =kay, 0S ws y,0S ys 4 Solution; Since f(x, y)isa joint density function ji Lh (xy)dtdy =1 = | fvdeay=1 ofS) ot ok {tydy-1sel[y'] -1 5 e[2]-13 46-4 12 ah 22 Marginal density funetion of X is given by fu (x) rlo)= fr ay)dy = i —aydy = —x 432 2 Marginal density function of ¥ is given by f()=F)= J f(us)ae F(x)S()= F(x) *.X_and ¥ are not independent. xy 464 Problem 4 Two random variables X and Y have the joint pdf f(x,y) 0< x<1,0< yS1. Determine the marginal distributions of X and Y, x+y, Marginal density function of X is given by fe)=F(x)= J f(s y)av = Jor yay |» i extt, osrsi Marginal density function of ¥ is given by KO)=F)= | Hes)ae : _ = |Urt yde =| +27 =t+y, OSySI fora [2 |, dey Osy Problem 5 Suppose that the joint density function of X and Y is Ae, 0Sx ff acrteraray =1 oafe(S) oafle =e = aalt 2 Problem 6 Examine whether the variables X and Y are independent, whose joint density function is f(x, y)= xe" 0< x,y x =1tan"'y Problem 9 If the Joint probability density function of (x,y) is given by f(x, y)=24y(1-x), 0S ySxS1 Find E(XY) Solution: E( = [ foe (xy) afford x)dxdy = ay [: Problem 10 If X and ¥ are random Variables, Prove that Cov(X Y)=E(XY)-E(X)E(¥) Solution: cov (X.Y Problem L1 If X and ¥ are independent random variables prove that cov (x, y) =0 Solution: cov (x,y) = E(ay)- E(x)E(y) But if X and ¥ are independent then E(xy)= E(x) E(y) cov(x,y)= E(x) E(y)-E(x)E(y) Therefore cov(x, y)=0. Problem 12 Write any two properties of regression coefficients Solution: |. Correction coefficients is the geometric mean of regression coefficients 2. If one of the regression coefficients is greater than unity then the other should be less than 1 o> and b,, = 6, If b, > Ithend,, <1 Problem 13 Write the angle between the regression lines. Solution: ‘The slopes of the regression lines are lo, ro, If @ is the angle between the lines, Then ‘When =0, that is when there is no correlation between x and y, tan = (or) 0 wis and so the regression lines are perpendicular When r=Lorr=~1, that is when there is a perfect correlation +ve or -ve, 0 =0 and so the lines coincide. Problem 14 State central limit theorem Solution: If X,,X,..X, is a sequence of independent random variable E(X,)=y, and Var(X,)=0; sn and if §,=X,+X,+...+X,then under several conditions S, follows a normal distribution with mean y=" 4, and varianceo* = Yo; no. Problem 15 Fill up the blanks: i). Two random variables are said to be orthogonal if correction is zero ii). If X =Y then correlation coefficients between them is part. C Problem 16 The joint probability density function of a bivariat K(x+y),0 K[8-0]=1 =K=t 3 (Gi). The marginal p.d.f of X is given by Lies y)ay f(x ~The marginal pa.fot X is x+l ——,0 and let the — conditional density of) Ye 1 Lxcycxth -bexed F% )- 2 . Prove that the variables X- and Y are uncorrelated. 1 ~seyal=s, Denes re"), b)Given f(x, Solution: x20, y20. Find the regression curve of ¥ on X. a). We have E(X ) Joa E(XY)= i i aydedy +f i aydxdy Since Cov(X ,Y)=E(XY)-E(X)E(¥)=0, the variables X and ¥ are uncorrelated. b). Regression curve of Y on X is #4) £4) iy (4)ar f(y) f(X) F(yix Marginal density function f, (x = fen ay f(x fel ‘The regression curve of Y on X is given by e({)ejrenw Conditional pdf of ¥ on X is WY%)= SYN exch O4[(x +47 -e(3)-Ke(r)p(x-Sey—£(4)-20))]-0 e{[er-eeeyex reer) |(x-2ca)) 2-207) -0 Se f(x 0 (x ~2(X))(F-BW))+ KY -EO))(X- BO) +k (20) V(X) FE Cov (XY) RCov(KY)4 KEV (¥)=0 [oo rye Zev @)]=-V(a)-Z60(5) ox V(X) rove royoyt ZV (Y) TOxOr Fx © (cs “Ga, (IFr) oy b). x Y x? yr XY 40 36 1600 240) 8 36 oF 1296 288 10 20 100 400) 200) 18 14 324 196, 252 20 10 400 100 200 46 Mexv = 1226 (14.17)(20.33) ~~ (644)(13.63) 644 _g45 13.63 0.95 « = 0.95% =-2.01 6.44 The regression line X on ¥ is xoxeb, (y-y)=9.x-14.17 =-0.45(y-y) = r= 045 y+23.32 The regression line ¥ on X is yoy=b,,(x— x)= y—20.33 =-2.01(x-14.17) > y=-201r+48.81 Problem 26 a) Using the given information given below compute ¥,¥ and r. Also compute o, when 6, =2, 2x+3y=8 and4x+y =10. b) The joint pdf of X and Y is x ¥ -l 1 1 Find the correlation coefficient of X and ¥ Solution: a). When the regression equation are Known the arithmetic means are computed by solving the equation, 2wt3y=8- 3 8 2 8 Joe ta foo = (1) 28 xt y=10- ()x2=9 4x+6y=16 (2 - 2) G) =>y 6 5 To find r, Let 2x+3y =8 be the regression equation of X on ¥ Qv=8-3y=>4 3 4—= 2 =>b,, =Coefficient of ¥ in the equation of X on ¥ = Let 4+ y =10 be the regression equation of ¥ on X = y=l0-4e = b,, =coefficient of X in the equation of Y on X =—4 r=t\bb, (+6, & b,, are negative ) Since r is not in the range of (-1

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