Scribd
Upload
149 views

Practice Prob On Bivariate Random Variable. (Assign - 5)

This document contains 8 problems involving bivariate random variables and their joint, marginal, and conditional probability distributions and densities. The problems cover a range of examples including tossing coins, rolling dice, randomly selecting balls from an urn, and continuous bivariate distributions with given joint densities. The goal is to determine properties of the bivariate distributions such as ranges, probabilities, independence, and marginal and conditional distributions.

Uploaded by

CS21B007 ASHU TIWARI
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
149 views

Practice Prob On Bivariate Random Variable. (Assign - 5)

This document contains 8 problems involving bivariate random variables and their joint, marginal, and conditional probability distributions and densities. The problems cover a range of examples including tossing coins, rolling dice, randomly selecting balls from an urn, and continuous bivariate distributions with given joint densities. The goal is to determine properties of the bivariate distributions such as ranges, probabilities, independence, and marginal and conditional distributions.

Uploaded by

CS21B007 ASHU TIWARI
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

Department of Mathematics and Statistics, IIT Tirupati

Probability and Statistics, Assignment-V


—————————————————————————————————–

1. Consider an experiment of tossing a fair coin twice. Let (X, Y ) be a bivariate


r.v. where X is the number of heads that occurs in the two tosses and Y is
the number of tails that occurs in the two tosses.

(a) What is the range of RX of X?


(b) What is the range of RY of Y ?
(c) Find and sketch the range RXY of (X, Y ).
(d) Find P (X = 2, Y = 0), P (X = 0, Y = 2), and P (X = 1, Y = 1).

2. The joint cdf of a bivariate r.v. (X, Y ) is given by

(1 − e−αx )(1 − e−βy ) x ≥ 0, y ≥ 0, α, β > 0



FXY (x, y) =
0 otherwise

(a) Find the marginal cdf’s of X and Y .


(b) Show that X and Y are independent.
(c) Find P (X ≤ 1, Y ≤ 1), P (X ≤ 1), and P (X > x, Y > y).

3. Two fair dice are thrown. Consider a bivariate r.v. (X, Y ). Let X = 0 or 1
according to whether the first die shows an even number of dots. Similarly,
let Y = 0 or 1 according to the second die.

(a) Find the range RXY of (X, Y ).


(b) Find joint pmf’s of (X, Y ).

4. The joint pmf of a bivariate r.v. (X, Y ) is given by



k(2xi + yi ) xi = 1, 2; yj = 1, 2
pXY =
0 otherwise

where k is a constant.

(a) Find the value of k.


(b) Find the marginal pmf’s of X and Y .
(c) Find the conditional pmf’s pY |X (yj |xi ) and pX|Y (xi |yj ).
(d) Find P (Y = 2|X = 2) and P (X = 2|Y = 2).
(e) Are X and Y independent?

1
5. Consider an experiment of drawing randomly three balls from un urn containing
two red, three white, and four blue balls. Let (X, Y ) be a bivariate r.v. where
X and Y denote, respectively, the number of red and white balls chosen.

(a) Find the range of (X, Y ).


(b) Find the joint pmf’s of (X, Y ).
(c) Find the marginal pmf’s of X and Y .
(d) Are X and Y independent?

6. The joint pdf of a bivariate r.v. (X, Y ) is given by



k(x + y) 0 < x < 2, 0 < y < 2
fXY (x, y) =
0 otherwise,

where k is a constant.

(a) Find the value of k.


(b) Find the marginal pdf’s of X and Y .
(c) Find the conditional pdf’s fY |X (y|x) and fX|Y (x|y).
(d) Find P (0 < Y < 12 |X = 1).
(e) Are X and Y independent?

7. The joint pdf of a bivariate r.v. (X, Y ) is given by



k 0<y≤x<1
fXY (x, y) =
0 otherwise,

where k is a constant.

(a) Determine the value of k.


(b) Find the marginal pdf’s of X and Y .
(c) Find the conditional pdf’s fY |X (y|x) and fX|Y (x|y).
(d) Find P (0 < X < 21 , 0 < Y < 12 ).

8. The joint pdf of a bivariate r.v. (X, Y ) is given by


 −(ax+by)
ke x > 0, y > 0
fXY (x, y) =
0 otherwise,

where a and b are positive constants and k is a constant.

(a) Determine the value of k.


(b) Are X and Y independent?

You might also like