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Practice Problems Joint Distribution

The document consists of practice problems related to bivariate distributions, covering topics such as joint distributions, marginal distributions, independence, correlation coefficients, and conditional probabilities. It includes various scenarios involving discrete and continuous random variables, as well as calculations involving probability density functions. The problems require finding specific probabilities, expectations, and determining relationships between the variables.

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227 views2 pages

Practice Problems Joint Distribution

The document consists of practice problems related to bivariate distributions, covering topics such as joint distributions, marginal distributions, independence, correlation coefficients, and conditional probabilities. It includes various scenarios involving discrete and continuous random variables, as well as calculations involving probability density functions. The problems require finding specific probabilities, expectations, and determining relationships between the variables.

Uploaded by

lushichakraborty
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

Practice Problems on Bivariate Distribution:

1. Following is the joint distribution of the pair of variables (X,Y):

Y 0 1 2
(i) Find the marginal distribution of X and Y. Hence find X
𝑃(𝑋 = 2)
(ii) Are the two random variables independent? 1 0.3 0.2 0.1
(iii)Find the correlation coefficient between X and Y
2 0.1 0.0 0.3

2. The bivariate (X,Y) is such that it takes the values (𝑖, 𝑗) where 𝑖 = 0,1,2,3; 𝑗 = 1,2,3,4. The
joint probabilities 𝑃(𝑋 = 𝑖, 𝑌 = 𝑗) = 𝑘(3𝑖 + 4𝑗).Find
(i) the value of 𝑘
(ii) The marginal distribution of 𝑋 and Y
(iii)𝑃(𝑋 ≥ 2, 𝑌 ≤ 3)
(iv) 𝑃(𝑌 = 2/𝑋 = 3)
(v) Are 𝑋 and 𝑌 independent?

3. Two discrete random variables 𝑋 and 𝑌 are jointly distributed with 𝑃(𝑋 = 2) = 𝑃(𝑌 = 3) =
1 1
𝑃(𝑌 = 4) = ; 𝑃(𝑋 = 2, 𝑌 = 3) =
2 12
Find (i) correlation coefficient between 𝑋 and 𝑌
(ii) the probability distribution of 𝑋 + 𝑌

4. An urn contains four white, four red and four black balls. The balls of each colour are marked
0,1,2,3 respectively. A ball is drawn from the urn at random. A random variable 𝑋 assumes the
value 0,1,2 according as the ball is white, red and black respectively, 𝑌 denote the number
marked on the ball. Find 𝐸(𝑋), 𝐸(𝑌). Hence find the covariance of the variates and determine
the dependence of 𝑋 and 𝑌?

5. The joint pdf of a bivariate (𝑋, 𝑌) is


𝑓(𝑥, 𝑦) = 𝐶(𝑥 + 𝑦), 𝑥 > 0, 𝑦 > 0, 𝑥 + 𝑦 < 2
=0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
1
Find 𝐶 and 𝑃(𝑋 < 1, 𝑌 > 2)

6. The joint pdf of the bivariate (𝑋, 𝑌) is


𝑓(𝑥, 𝑦) = 𝑒 −(𝑥+𝑦) , 𝑥 ≥ 0, 𝑦 ≥ 0
= 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find (i) marginal pdf of 𝑋 and 𝑌 (ii) 𝑃(𝑋 + 𝑌 ≤ 4)
(iii) 𝑃(𝑋 ≥ 1) (iv) 𝑃(𝑋 ≤ 𝑌) (v) 𝑃(2 < 𝑋 + 𝑌 < 4)
Show that 𝑋 and 𝑌 are independent.

𝑓(𝑥, 𝑦) = 2, 0 < 𝑥 < 1


7. The joint pdf of (𝑋, 𝑌) is given by
= 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find (i) marginal density of X and Y
(ii) conditional density of 𝑋 given 𝑌 = 𝑦,
(iii) conditional density of 𝑌 given 𝑋 = 𝑥
1 1 1 2
(iv) 𝑃 (𝑌 ≥ 2 |𝑋 = 3) 𝑎𝑛𝑑 𝑃 (𝑋 ≥ 2 | 𝑌 = 3)

8. Determine the value of 𝑘 which makes 𝑓(𝑥, 𝑦) = 𝑘𝑥𝑦, 0 < 𝑥 < 1,0 < 𝑦 < 𝑥
A joint probability density function. Find the marginal density and conditional density for X and
Y respectively. Show that the variables 𝑋 and 𝑌 are not independent.

9. The joint density of the bivariate (𝑋, 𝑌) is 𝑓 (𝑥, 𝑦) = 2, 0 < 𝑥 < 1, 0 < 𝑦 < 𝑥.
1 3 1
Obtain the marginal and conditional density of 𝑋 and 𝑌. Evaluate 𝑃 (4 < 𝑋 < 4 | 𝑌 = 2)

10. The pdf of the random variable X is 𝑓𝑋 (𝑥 ) = 1, 0 ≤ 𝑥 ≤ 1. Let the conditional density of
1
𝑌 given 𝑋 = 𝑥 is 𝑓 𝑌 (𝑦/𝑥)=𝑥, 0 < 𝑦 < 𝑥. Find the joint pdf 𝑓(𝑋,𝑌) (𝑥, 𝑦) and marginal distribution
𝑋
of 𝑌.

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