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Endsem PartB

The document is an exam paper for MA 225 – Probability and Random Processes, consisting of various questions related to probability theory and random variables. It covers topics such as uniform distributions, density functions, correlation coefficients, characteristic functions, conditional densities, and expectations of random variables. The exam is structured to assess understanding and application of these concepts, with a maximum score of 28 points.

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Deepak Kumar
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8 views2 pages

Endsem PartB

The document is an exam paper for MA 225 – Probability and Random Processes, consisting of various questions related to probability theory and random variables. It covers topics such as uniform distributions, density functions, correlation coefficients, characteristic functions, conditional densities, and expectations of random variables. The exam is structured to assess understanding and application of these concepts, with a maximum score of 28 points.

Uploaded by

Deepak Kumar
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 225 – Probability and Random Processes

End Semester Exam – Part B


Maximum Score Possible – 28 points

Date: November 21, 2023

Answer all questions. Please write your answers clearly and legibly.
Provide justification for your arguments. Answers without justification
will receive no credit.

1. Suppose that X is a uniformly distributed random variable on the interval (0, 1) and
Y is a uniformly distributed random variable on the interval (0, 2). Assume that X
and Y are independent. Find the density of the random variable X + Y .

2. Let k and c be real numbers. Let f : R2 → R be defined by



k
 c(y − 2x) 0 ≤ 2x < y < 2


f (x, y) =


 0 otherwise
(a) For what values of k can c be chosen to make f a density function? What should
be the value of c to make f a density function, when possible.
(b) Find the marginal densities of X and Y .

3. Let r and n be natural numbers and r > 2. Suppose that an experiment has r possible
outcomes 1, 2, ..., r. For a natural number i with 1 ≤ i ≤ r, the probability that
the outcome i occurs is denoted by pi . This experiment is repeated n times. In these
repititions, let X be the number of times the outcome 1 occurs and let Y be the number
of times the outcome 2 occurs. Find ρ(X, Y ), the correlation coefficient between X
and Y .

4. Let n be a natural number and X1 , X2 , ..., Xn be independent random variables each


having a geometric distribution with parameter p. Find the characteristic function of
X = X1 + X2 + ... + Xn .

5. Recall that the beta density with parameters α1 and α2 is given by



Γ(α1 +α2 ) α1 −1
 Γ(α1 )Γ(α2 ) x

 (1 − x)α2 −1 0 < x < 1
f (x) =


 0 otherwise
Let Y be a discrete random variable having binomial distribution with parameters n
and p. Suppose now that p varies as a random variable X having beta density with
parameters α1 and α2 . Find the conditional density of X given Y = y. Find the
conditional expectation of X given Y .

6. Let µ, σ, α and λ be positive real numbers. Let X be a random variable distributed


normally as N (µ, σ 2 ) and Y be a random variable having Gamma distribution Y ∼
Γ(α, λ). Suppose that X and Y are independent. Find the expectation and variance
of the random variable XY .

7. Suppose that n is a positive integer greater than 2. Let X and Y be continuous random
variables whose joint density is given by
(
n(n − 1)(y − x)n−2 0 ≤ x ≤ y ≤ 1
f (x, y) =
0 elsewhere

Find the mean and variance of the random variable R = Y − X.

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