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Problem Sheet Module2

The document contains a series of problems related to random variables, including finding probability mass functions, cumulative distribution functions, expected values, variances, and joint distributions. It covers both discrete and continuous random variables, providing various scenarios for calculations. The problems require applying concepts from probability theory and statistics to derive solutions.

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kanadhw004
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13 views2 pages

Problem Sheet Module2

The document contains a series of problems related to random variables, including finding probability mass functions, cumulative distribution functions, expected values, variances, and joint distributions. It covers both discrete and continuous random variables, providing various scenarios for calculations. The problems require applying concepts from probability theory and statistics to derive solutions.

Uploaded by

kanadhw004
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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Module 2

1. A random variable ‘𝑋’ has the following probability mass function


𝑋 0 1 2 3 4
𝑝(𝑥) 𝑘 3𝑘 5𝑘 7𝑘 9𝑘
(i) Find the value of ‘𝑘’
(ii) Find 𝑃(𝑋 < 3), 𝑃(𝑋 ≥ 3)
(iii) Find the cumulative distribution function of 𝑋
(iv) If 𝑃(𝑋 ≤ 𝑘) > 1/2, then find the least value of 𝑘
1
2. If the probability mass function of a random variable 𝑋 is given by 𝑃(𝑋 = 𝑥) = 5𝑥
where 𝑥 = 1,2,3 … then Find (i) 𝑃(‘𝑋’ 𝑖𝑠 𝐸𝑣𝑒𝑛) (ii) 𝑃(‘𝑋’ 𝑖𝑠 𝑂𝑑𝑑) (iii) 𝑃(𝑋 < 4).
3. If the density function of a continuous R.V. 𝑋 is given by

ax , 0  x 1
a , 1 x  2

𝑓 (𝑥) = 
3a − ax , 2  x  3
0 , otherwise ,

(i) find the value of 𝑎


(ii) find the cdf of 𝑋.
4. If 𝑋 is a continuous random variable.

x , 0  x 1

with p.d.f 𝑓(𝑥) =  3 ( x − 1) 2 , 1  x  2
2

0 , otherwise

3 5
Find the cumulative distribution function 𝐹(𝑥) of 𝑋 and use it to find 𝑃(2 < 𝑥 < 2)
5. If the cumulative distribution function of R.V.X is given by
 4
1− 2 , x  2
𝐹(𝑥) =  x
0 , x  2

find (i) 𝑃 (𝑋 < 3), (ii) 𝑃 (4 < 𝑋 < 5), (iii) 𝑃 (𝑋  3) .


6. Given the following probability mass function of the random variable 𝑋. Compute
(i) 𝐸(𝑋) (ii) 𝐸(𝑋 2 ) (iii) 𝑉𝑎𝑟(𝑋) (iii) 𝐸 (2𝑋 + 3) (iv) 𝑉𝑎𝑟(2𝑋 + 3)

𝑋 −3 −2 −1 0 1 2 3
𝑝(𝑥) 0.05 0.10 0.3 0 0.30 0.15 0.1

7. A random variable ‘𝑋’ has the following probability density function


1
(𝑥 + 1) , −1 < 𝑥 < 1
𝑓(𝑥) = { 2 Find the mean and variance of 𝑋.
0 , 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1
8. If the pmf of a random variable 𝑋 is given by 𝑃(𝑋 = 𝑥) = 3𝑥 where x = 1,2,3… then

find its MGF .


9. Find the MGF of random variable ‘X’ whose pdf is given by 𝑓(𝑥) = 4𝑒 −4𝑥 , x > 0 and
hence find mean and variance.
2(1 − x) for 0  x  1
10. If the probability density of X is given by f ( x) =  find its r th
 0, otherwise
Moment. Hence evaluate E[(2 x + 1)2 ] .
11. For the following bivariate probability distribution of 𝑋 and 𝑌, find 𝑃(𝑌 ≤ 3)
and 𝑃 (𝑋 < 3, 𝑌 ≤ 4).
𝑌 1 2 3 4 5 6
𝑋
0 0 0 1/32 2/32 2/32 3/32
1 1/16 1/16 1/8 1/8 1/8 1/8
2 1/32 1/32 1/64 1/64 0 2/64
12. Let 𝑋 and 𝑌 be two random variables each taking three values −1, 0 and 1 and
having the joint probability distribution:
𝑋 −1 0 1
𝑌
−1 0 0.1 0.1
0 0.2 0.2 0.2
1 0 0.1 0.1
Prove that 𝑋 and 𝑌 are uncorrelated.
13. The joint probability mass function of (𝑋, 𝑌) is given by 𝑝(𝑥, 𝑦) = 𝑘(2𝑥 + 3𝑦), 𝑥 =
0,1,2; 𝑦 = 1,2,3. Find 𝐾 and Find all the marginal distributions and conditional
probability distributions.
14. The two random variable X and Y has the joint probability density function 𝑓(𝑥, 𝑦) =
6−𝑥−𝑦
, 0 ≤ 𝑥 ≤ 2,2 ≤ 𝑦 ≤ 4. Find the marginal density function of 𝑋.
8

15. The joint probability density function of two random variables 𝑋 and 𝑌 is given by
9(1 + x + y ) 0 x
f ( x, y ) = ,
2(1 + x) 4 (1 + y ) 4 0 y

Find the marginal distribution of X and the conditional distribution of Y for X = x

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