MathStats by: Dr.

Santosh Sir IIT-JAM, GATE, NET STATISTICS & MATHEMATICS 1

Multivariate Distributions-Unit test

1. Let (X,Y) be a discrete bivariate random vector with joint pmf f X ,Y  x, y  . Then the marginal
pmf of X f x  x   P  X  x  is given by

(a) f x  x    f X ,Y  x, y  (b) f X  x    f X ,Y  x, y 
x x

(c) f X  x   0 (d) fX  x  1

2. A and B agree to meet at a certain place between 1 PM and 2 PM. Suppose they arraive at the
Meeting place independently and random during the hour. Find the distribution of the length of
time that A waits for B. (If B arrives before A, define A’s waiting time as 0.)
x2 x2 1 x2
(a) x  (b) x  1 (c) x (d) None of these
2 2 2 2
3. Let X and Y be independent random variables with the same geometric distribution. If U and V
are defined by U = min (X,Y) and V = X–Y, then
(a) U and V are dependent (b) U and V are independent
(c) U and V are joint but not dependent (d) None of the above
4. Le X be an exponential (1) random variable, and define Y to be the integer part of X+1, that is
Y = i +1 if and only if i  x  i  1, i  0,1, 2,..... .
Find the conditional distribution of X – 4 given Y 5
(a) ex (b) e3x (c) e5x (d) e–x
5. X1 and X2 are independent n(0, 2) random variables. Find the joint distribution of Y1 and Y2,
X
where Y1  X 12  X 22 and Y2  1
Y1
1  y1 /  2 2  1
(a) fY1 ,Y2  y1 , y2   2
e 0  y1  ,  1  y2  1
2 1  y22

1  y1 /  2 2  1
(b) fY1 ,Y2  y1 , y2    2
e 0  y1  ,  1  y2  1
2 1  y22

1 y1 /  2 2  1
(c) fY1 ,Y2  y1 , y2   2
e 0  y1  ,  1  y2  1
2 1  y22

(d) None of the above

6. A point generated at random in the plane according to the following polar scheme. A radius R is
chosen where the distribution of R2 is 2 with 2 degree of freedom. Independently, and angle 
is chosen, where ~uniform (0, 2). Find the joint distribution of X = R cos  and Y = R sin .
1  12  x2  y2 
(a) f x , y  x, y    e ,   x, y  
2
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1  12  x2  y 2 
(b) f x , y  x, y   e ,   x, y  
2
1  12  x2  y 2 
(c) f x , y  x, y   e ,   x, y  

(d) None of the above
7. X and Y are independent random variables with X~ exponential () and Y ~ exponential (). It
is impossible to obtain direct observations of X and Y. Instead, we observe the random
variables Z and W, where
1 if Z  X
Z  min  X , Y  and W  
0 if Z  Y
(This is a situation that arises, in particular, in medical experiments. The X and Y variables are
censored)
Find the joint distribution of Z and W
    1 1  
(a) P  Z  z ,W  1   1  exp     z  
      

    1 1  
(b) P  Z  z ,W  1   1  exp     z  
      

   1 1   
(c) P  Z  z ,W  1  1  exp    z  
       
(d) None of the above
8. If the joint density of X1, X2 and X3 is given by
 X 1  X 2  e  x3 ,for 0  x1  1, 0  x2  1, x3  0
f  X1, X 2 , X 3   
 0 , elsewhere
Then the regression equation of X2 on X1 and X3 is
2
x1 
3 x1 x1  x2
(a) (b) (c) x1  x2 (d)
2 x1  1 x1  1 x3
9. Let X and Y have the joint density function
 x  y ,if 0  x, y  1
f  x, y   
 0 ,elsewhere
What is the covariance between X and Y?
1 1 4 7
(a)  (b) (c) (d)
144 144 12 12

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10. If the joint distribution function of X and Y is given by

 x  y 
F  x, y   1  e  x  e  y  e ; x  0, y  0
 0; elsewhere
Then
2
(a) P  X  Y  1  1  e 1  (b) X and Y are dependent

(c) X and Y are independent (d) None of the above

11. If the random variables X and Y have the joint density
6
 x for 1  x  y  2, x  0, y  0
f  x, y    7
 0 , otherwise
What is the probability P  max  X , Y   1 ?
(a) 1/7 (b) 2/7 (c) 3/7 (d) 5/7
12. If the joint density of the random variables X and Y is
 e minx , y  1 e x  y  ,if 0  x, y  
f  x, y     
 0 , otherwise
Then what is the condition expectation of Y given X = x?
x x x
(a) (b) 1 (c) 1 (d) x  1
2 2 2
13. Let E  Y | X  x   2 x and Var Y | X  x   4 x 2  3, and let X have the density function
 4 2  x2
 xe ,for 0  x  
f  x   
 0 ,elsewhere

What is the variance of Y?
1 1 2 2
(a) 15  (b) 15  (c) 15  (d) 15 
   
14. Let F(x,y) be the differentiable of X and Y
F  x, y   1, for x  2 y  1
If:
F  x, y   0, for x  2 y  1
then
(a) F(x, y) can be joint distribution function of variable X and Y
(b) F(x, y) cannot be joint distribution function of variable X and Y

(c) F(x, y) cannot be marginal distribution function of variable X and Y

(d) None of the above

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15. A gun is aimed at a certain point (origin of the coordinate system). Because of the random
factors, then actual hit point can be any point (X,Y) in a circle of radius R about the origin.
Assume that the joint density of X and Y is constant in this circle given by:
f X ,Y  x, y   k , for x 2  y 2  R 2
 0, otherwise
compute k
1 1 1 1
(a) k  2 (b) k   2 (c) k  2
(d) k 
R R R R
Multiple Select Question(MSQ)
16. If X and Y are discrete random variable with the joint probability function is
x  2y
f  x, y   , where (x, y) = (1, 1), (1, 2), (2, 1), (2, 2)
18
= 0, elsewhere
Then which of the following are correct ?
2x  6
(a) The marginal pdf of X is, , x  1, 2
18
(b) X and Y are not independent
3 4y
(c) The marginal pdf of Y is, fY  y   , y  1, 2
18
(d) X and Y are independent
ax
17. Given f  x / y   , 0  x  y  1 and fY  y   by 4 then which of the following options are
y2
correct ?
(a) a = 1 (b) a = 2 (c) b = 1 (d) b = 5
18. The joint distribution of X and Y is given by

 x2  y 2 
f  x, y   4 xye ; x  0, y  0
Then which of the following holds ?
(a) X and Y are independently distribution
(b) X and Y are not independently distribution
2
(c) f  X  x / Y   2 x.e  x ; x  0
2
(d) the marginal pdf of Y is given by fY  y   2 y  e y ; y  0
19. The joint density function of X and Y is given by
2e  x e 2 y ,0  x  , 0  y  
f  x, y   
 0 , otheriwse
Then which of the following are correct ?
(a) P  X  1, Y  1  e 1 1  e 2  (b) P  X  Y   0.25

(c) P  X  a  1  e  a (d) all of the above

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20. The joint density function of two discrete variables X and Y is

f XY  x, y   kxy for 0  x  4, 1  y  5
 0 otherwise
Then which of the following are correct ?
1
(a) FX  x   for 1  x  2 (b) FY  y   0 for y  2
6
1
(c) k  (d) All of the above
54
Numerical Answer Type Questions (NAT)
21. Let X and Y be continuous random variables with joint pdf
f  x, y   3 x 0  y  x  1,
and X ,Y
0 otherwise
Then the covariance of X and Y equal to_____________
22. Let  xn , n  1 be iid U  0,1 then Var  X 1  2 X 2  X 32   __________
23. Tow random variable X and Y have the joint pdf
f  x   k  x 2  y 2  , 0  x  2, 1  y  4
0 , elsewhere
Then the value of k equal to ____________
24. Consider an experiment of tossing two coins three times coin A is fair, but coin B is not fair
1 3
with P  H   and P T   . Consider a bivariate random variable (X, Y), where X denotes
4 4
that number of heads resulting from coin A and Y denotes the number of heads resulting from
coin B. Then P(X = Y) = __________
25. The joint pdf of a bivariate random variable (X, Y) is given by
kxy , 0  x  y  1
f X ,Y  x, y   
 0 ,otherwise
Then constant k equals to___________
26. A manufacturer has been using two different manufacturing processes to make computer
memory chips .Let (X,Y) be a bivariate random variable, where X denotes the time to failure of
chips made by process A and Y denotes the time to failure made by process B. Assuming that
the joint pdf of (X, Y) is
abe ax by  , x  0, y  0
f X ,Y  x, y   
 0 , otherwise
–4 –4
Where a = 10 and b = 1.2 (10 ), P(X < Y) = _______________
27. If it is know that the 95% LCL and UCL to population mean are 48.04 and 51.96, respectively..
what is the value of the population variance, when the sample size is 100 ____________?
28. Suppose that X has a continuous distribution with p.d.f fx (x) = 2x on the interval (0, 1) and
fx (x) = 0 elsewhere. Suppose that Y is a continuous random variable such that the conditional
distribution of Y given X = x is uniform on the interval (0, X) variance of Y equals to _______

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29. The cumulative distribution function for the joint distribution of the continuous random
1 1
variables X and Y is F  x, y   .2   3x 3 y  2 x 2 y 2  , for 0  x  1 and 0  y  1 then f  ,  equal
2 2
to_________
30. Let X and Y be discrete random variables with joint mass function defined by
1
f X ,Y  x, y   ,  x, y    0, 0  , 1,1 , 1, 1 ,  2, 0 
4
and zero otherwise than the covariance of X and Y equal to_____________

ANSWER KEY
1. (b) 2. (c) 3. (b) 4. (d)
5. (a) 6. (b) 7. (b) 8. (a)
9. (a) 10. (c) 11. (d) 12. (c)
13. (a) 14. (b) 15. (c) 16. (a,b,c)
17. (b,d) 18. (a,c,d) 19. (a,c) 20. (a,b,c)
21. (0.019) 22. (0.49) 23. (0.02) 24. (0.26)
25. (8) 26. (0.545) 27. (10) 28. (0.05)
29. (0.85) 30. (0)

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