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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)
14 views38 pagesPQT - 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
adi637963Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
/ 38
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
