Assignment II
MA2201-Engineering Mathematics IV
B.Tech. IV Sem (CSE/IT/CCE)
Topic Covered: One dimensional and two-dimensional random variables, mean and variance,
Chebyshev’s inequality, moments, Moment generating functions, correlation coefficient.
1. Let 𝑌 = 𝑋 2 + 2𝑋, where 𝑋 is a random variable whose probability distribution is given as:
X 0 1 2 3
P(x) 0.1 0.3 0.5 0.1
Then find probability distribution, CDF, mean, and variance of 𝑌.
Ans. (i)
Y 0 3 8 15
P(y) 0.1 0.3 0.5 0.1
(ii)
F(y) y<0 0<=y<=3 3<=y<=8 8<=y<=15 y>15
P(y) 0 0.1 0.4 0.9 1.0
(iii) Mean=6.4, (iv) 16.24.
2. Let X be continuous random variable whose PDF is given by
𝑘
𝑓(𝑥) = ; −∞ < 𝑥 < ∞
1 + 𝑥2
(a) Find k.
(b) Distribution function of X and.
(c) P(x=>0).
Ans (a) 1/𝝅,
𝟏 𝝅
(b) 𝐹(𝑥) = 𝝅 (𝑡𝑎𝑛−1 (𝑥) + 𝟐 ); −∞ < 𝑥 < ∞
(c) P(x=>0)=1/2.
3. The continuous variable X has a probability density function.
f ( x) = 3x 2 ; 0 x 1
Find a and b s.t.
(a) P( X a) = P ( X a ) 1
1/3 1/3
19
Ans. (a) a = (b) b =
(b) P( X b) = 0.05 2 20
4. Find the MGF and first four moments about origin of a random variable 𝑋 having the density
function.
2𝑒 −2𝑥 , 0 ≤ 𝑥 2 1 1 3 3
𝑓(𝑥) = { . Ans. 𝑀𝑋 (𝑡) = 2−𝑡; 𝜇1 = 2 , 𝜇2 = 2 , 𝜇3 = 4 , 𝜇4 = 2.
0, otherwise
5. If the random variable 𝑋 takes the values 1, 2, 3, and 4 such that 2𝑃(𝑋 = 1) = 3𝑃(𝑋 = 2) =
𝑃(𝑋 = 3) = 5𝑃(𝑋 = 4), find the probability distribution function and cumulative distribution
function of 𝑋.
Ans:
𝑿=𝒊 1 2 3 4
𝑷(𝑿 = 𝒊) 15/61 10/61 30/61 6/61
6. If the probability distribution of a discrete random variable 𝑋 is given by 𝑃(𝑋 = 𝑥) =
𝑘𝑒 −𝑡 (1 − 𝑒 −𝑡 )𝑥−1 , 𝑥 = 1, 2, 3, … ∞, find the value of 𝑘, the mean and variance of 𝑋.
Ans: 𝒌 = 𝟏, mean=𝒆𝒕 and variance=𝒆𝟐𝒕 − 𝒆𝒕.
7. A continuous random variable that can assume any value between 𝑋 = 2 and 𝑋 = 5 has the
𝟏𝟔
density function given by 𝑓(𝑥) = 𝑘(1 + 𝑥). Find 𝑃(𝑋 < 4). Ans
𝟐𝟕
8. Let 𝑋 be a continuous random variable with PDF 𝑓(𝑥) = 𝑥 2 , 1 < 𝑥 < 2. Find 𝐸(log 𝑋).
𝟖 𝟕
Ans 𝐥𝐨𝐠 𝟐 −
𝟑 𝟗
9. If 𝑋 represents the outcomes when a fair die is tossed, find the MGF of 𝑋 and hence, find
𝟏 𝟕 𝟑𝟓
𝐸(𝑋) and 𝑉𝑎𝑟 (𝑋). Ans 𝑴𝑿 (𝒕) = (𝒆𝒕 + 𝒆𝟐𝒕 + ⋯ + 𝒆𝟔𝒕 ), Mean= , 𝑽𝒂𝒓(𝑿) =
𝟔 𝟐 𝟏𝟐
𝑋
10. Let 𝑋 be a random variable with 𝐸(𝑋) = 1 and 𝐸[𝑋(𝑋 − 1)] = 4. Find 𝑉𝑎𝑟( 2 ) and 𝑉𝑎𝑟(2 −
𝑿
3𝑋). Ans 𝑽𝒂𝒓 ( 𝟐 ) = 𝟏, and 𝑽𝒂𝒓(𝟐 − 𝟑𝑿) = 𝟑𝟔.
11. Find the MGF of a random variable whose moments are 𝜇𝑟 = (𝑟 + 1)! 2𝑟 . Ans 𝑴𝑿 (𝒕) =
𝟏
(𝟏−𝟐𝒕)𝟐
.
3 𝟏
12. If a random variable 𝑋 has the MGF 𝑀𝑋 (𝑡) = 3−𝑡. Find the variance of 𝑋. Ans 𝑽𝒂𝒓 = 𝟗.
13. A R. V. 𝑋 has a mean 𝜇 = 10 and variance 𝜎 2 = 4. Using Chebyshev’s inequality, find
a) P(|X-10|>=3) Ans. 4/9
b) P(|X-10|<3) Ans. 5/9
c) P(5<X<15) Ans. 21/25
d) The value of constant c such that P(|X-10|>=c)<=0.04. Ans. C=10
14. 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 the marginal and conditional distributions for:
a) P(X=2, Y<=2), Ans. k=1/72, 17/72
b) P(X<=1, Y=3), Ans. k=1/72, 20/72
c) P(X=2), Ans. k=1/72, 30/72
d) P(X<=2), Ans. k=1/72, 1
e) P(X<=1/Y<=2), Ans. k=1/72, 22/39
f) P(X=0/ Y=3), Ans. k=1/72, 9/33
15. Find the Marginal density function of X and Y, and the conditional distribution of Y given
X=x. The joint PDF of X and Y is given below.
8
𝑥𝑦 1 < 𝑥 < 𝑦 < 2
𝑓(𝑥, 𝑦) = {9 .
0, otherwise
𝟒𝒙 𝟒𝒚
Ans. 𝒇𝑿 (𝒙) = (𝟒 − 𝒙𝟐 ), 𝟏 ≤ 𝒙 ≤ 𝟐, 𝒇𝒀 (𝒚) = (𝒚𝟐 − 𝟏), 𝟏 ≤ 𝒚 ≤ 𝟐.
𝟗 𝟗
16. For joint PDF of X and Y is given below. Find (i) 𝑃(𝑥 < 1 ∩ 𝑌 < 3), (ii) 𝑃(𝑥 < 1/𝑌 <
3) (iii)V(3X-4Y)
1
(6 − 𝑥 − 𝑦) 0 < 𝑥 < 2, 2 < 𝑦 < 4
𝑓(𝑥, 𝑦) = {8 .
0, otherwise
Ans. (i) 3/8, (ii) 3/5 (iii) 299/36
𝑥+𝑦
17. The joint probability mass function of (X, Y) is given by 𝑃(𝑥, 𝑦) = 21 , 𝑥 = 1,2,3, 𝑦 = 1, 2.
Find the marginal distributions of X and Y. Find the mean of X and Y also.
Ans. P(X=1) =5/21, P(X=2)=7/21, P(X=3)=9/21, P(Y=1)=9/21, P(Y=2)=12/21, E(X)=46/21,
E(Y)=11/7.
18. Find E(X), E(Y), E(2X+3Y), Var(X), Var(Y), Cov(X, Y) and comment on the correlation
between X and Y for the joint PDF of X, and Y as:
𝑥𝑦
, 0 < 𝑥 < 4, 1 < 𝑦 < 5
𝑓(𝑥, 𝑦) = { 96 .
0, otherwise
𝟏
𝟖 𝟑𝟏 𝟒𝟕 𝟖 𝟐(𝟐𝟑)𝟐
Ans. 𝑬(𝑿) = 𝟑
, 𝑬(𝒀) = 𝟗
, 𝑬(𝟐𝑿 + 𝟑𝒀) = 𝟑
, 𝑽𝒂𝒓(𝑿) = 𝟗
, 𝑽𝒂𝒓(𝒀) = 𝟗
, Cov(X,
Y)=0, no correlation.
19. The join density function of two random variables X and Y is
3𝑥, 0 < 𝑦 < 𝑥, 0 < 𝑥 < 1
𝑓(𝑥, 𝑦) = {
0, otherwise
Find the pdf of U=X-Y
𝟑(𝟏−𝒖𝟐 )
Ans: , 𝟎<𝒖<𝟏
𝟐
𝟎, 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
20. A random variable X has the density function 𝑒 −𝑥 for x≥ 0. Show that Chebyshev’s
1
inequality gives P{|X-1|>2} <4 and show the actual probability is 𝑒 −3.
