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MA 20104 Probability and Statistics Assignment No. 7

1. The document contains 10 problems related to probability and statistics. It involves finding joint and marginal distributions, independence of random variables, distributions of functions of random variables, and probabilities. 2. Problem 1 asks to find the joint pmf of (U,V) where U=|X| and V=Y^2 given the joint pmf of (X,Y). 3. Problem 10 asks to find the joint and marginal distributions of U=XY and V=X/Y given the joint pdf of (X,Y).

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Subhajit Bag
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33 views

MA 20104 Probability and Statistics Assignment No. 7

1. The document contains 10 problems related to probability and statistics. It involves finding joint and marginal distributions, independence of random variables, distributions of functions of random variables, and probabilities. 2. Problem 1 asks to find the joint pmf of (U,V) where U=|X| and V=Y^2 given the joint pmf of (X,Y). 3. Problem 10 asks to find the joint and marginal distributions of U=XY and V=X/Y given the joint pdf of (X,Y).

Uploaded by

Subhajit Bag
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 20104 Probability and Statistics

Assignment No. 7

1. Let (𝑋, 𝑌) be discrete with the joint pmf

Y\X -1 0 1
-2 1/6 1/12 1/6
1 1/6 1/12 1/6
2 1/12 0 1/12

Find the joint pmf of (𝑈, 𝑉) where 𝑈 = |𝑋|, 𝑉 = 𝑌 2 .

2. Projectiles are fired at the origin of an XY – coordinate


system. Assume that the point which is hit, say (𝑋, 𝑌),
consists of a pair of independent standard normal r.v.’s. For
two projectiles fired independently of one another, let
(𝑋1 , 𝑌1 ) and (𝑋2 , 𝑌2 ) represent the points which are hit and 𝑍
be the distance between them. What is the distribution of 𝑍 2 ?

3. Let 𝑋1 and 𝑋2 be independent r.v.’s each with negative


exponential distribution with pdf 𝜆 𝑒 −𝜆 𝑥 , 𝑥 > 0. Find the
joint and marginal distributions of 𝑌1 = 𝑋1 /𝑋2 and
𝑌2 = 𝑋1 + 𝑋2 .

4. Let 𝑋1 , 𝑋2 be i.i.d. 𝑁(0, 1) and 𝑌1 = 𝑋12 + 𝑋22 , 𝑌2 = 𝑋1 /𝑋2 .


Find the joint and marginal distributions of 𝑌1 and 𝑌2 . Are
𝑌1 , 𝑌2 independent?

5. Let 𝑋1 and 𝑋2 have independent gamma distributions with


parameters (𝑛1 , 𝜆) and (𝑛2 , 𝜆). Find the distributions of
𝑋
𝑌 = 1 and 𝑍 = 𝑋1 + 𝑋2 . Is 𝑌 independent of 𝑍? Is 𝑍
𝑋1 +𝑋2
independent of 𝑈 = 𝑋1 /𝑋2 ?
6. Let 𝑋1 , 𝑋2 , … , 𝑋𝑛 be independent exponential random
variables with the probability density
−𝑥
𝑓 (𝑥 ) = 𝑒 , 𝑥 > 0. Define random variables 𝑌1 , 𝑌2 , … , 𝑌𝑛 as
𝑋1 + 𝑋2 + ⋯ + 𝑋𝑛−1
𝑌1 = 𝑋1 + 𝑋2 + ⋯ + 𝑋𝑛 , 𝑌2 = ,
𝑋1 + 𝑋2 + ⋯ + 𝑋𝑛
𝑋1 + 𝑋2 + ⋯ + 𝑋𝑛−2 𝑋1 + 𝑋2
𝑌3 = , … , 𝑌𝑛−1 = ,
𝑋1 + 𝑋2 + ⋯ + 𝑋𝑛−1 𝑋1 + 𝑋2 + 𝑋3
𝑋1
𝑌𝑛 = .
𝑋1 +𝑋2

Find the joint and marginal densities of 𝑌1 , 𝑌2 , … , 𝑌𝑛 . Are


they independent?

7. Suppose independent random variables 𝑌1 , 𝑌2 , 𝑌3 are such that


𝑌1 = ln 𝑋1 ~𝑁(4, 1), 𝑌2 = ln 𝑋2 ~𝑁(3, 1) and
𝑌3 = ln 𝑋3 ~𝑁(2, 0.5). Find the distribution and the median
of 𝑊 = e2 X12 X 24 X 34 . Determine 𝐿 and 𝑅 such that
𝑃(𝐿 ≤ 𝑊 ≤ 𝑅 ) = 0.90.

8. Let (𝑋, 𝑌) have bivariate normal distribution with density


function
1 2
𝑓(𝑥, 𝑦) = 𝐸𝑥𝑝 �− (𝑥 2 − 𝑥𝑦 + 𝑦 2 ) � , −∞ < 𝑥, 𝑦 < ∞
𝜋√3 3
Find the correlation coefficient between 𝑋 and 𝑌, 𝑉(𝑋 − 𝑌)
and 𝑃(−1 < 𝑋 + 𝑌 < 2).

9. A straight rod consists of two sections A and B, each of


which is manufactured independently on a different machine.
The length (in inches) of section A is normally distributed
with mean 20 and variance 0.03 and the length of section B is
normally distributed with mean 14 and variance 0.01. The rod
is formed by joining the two sections together as shown
below:

A B
Suppose that the rod can be used in the construction of an
airplane wing if its total length is between 33.6 to 34.4
inches. What is the probability that the rod can be used in the
construction?

10. Let (X, Y) be a continuous bivariate random variable with the


joint pdf
1
𝑓(𝑥, 𝑦) = 2 2 , 𝑥 > 1, 𝑦 > 1
𝑥 𝑦
𝑋
Find the joint and marginal distributions of 𝑈 = 𝑋𝑌, 𝑉 = .
𝑌

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