Prob-Stat(MA20205)/CT/2

Fill in the blanks (Numerical)

Date of Exam : 05th Nov, 2023
Time : SLOT C
Duration : 45min
No of questions: 8 out of 10 questions
Type: Random-sequential (navigation allowed)
Each question carries 1 marks

November 9, 2023

17. Let Y be a continuous random variable with pdf g(y) = y2 , 0 < y < 2. Let the pdf of random variable
Y 3 is denoted by h(·). Then find h(1/216).
(answer error range: 0.00)

ANSWER : 1

ERROR RANGE: 0.00

SOLUTION : Let Z = Y 3 . Then the density of Z is

dy y 1 1 1
h(z) = g(y)| |= × 2 = = 1/3 , z ∈ (0, 8).
dz 2 3y 6y 6z
(216)1/3
Therefore h(1/216) = 6 = 1.

1
33. A cyber cafe has 3 printers. After arriving to the cyber cafe, you are directed to the i-th printer
with probability pi for i = 1, 2, 3. The time a printer takes to print a certain pdf file is exponentially
1
distributed with mean . Suppose p1 = 21 , p2 = 14 , p3 = 14 , λ1 = 1, λ2 = 2, λ3 = 3. Find the expected
λi
time for printing the pdf file.
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 0.70833

ERROR RANGE: 0.05

SOLUTION : A is the event that your printing time is ≤ t. Bi is the event that you have used printer
i.
P (X ≤ t) = P (A) = P (A|B1 ).P (B1 ) + P (A|B2 ).P (B2 ) + P (A|B3 ).P (B3 )
= 21 (1 − e−t ) + 14 (1 − e−2t ) + 41 (1 − e−3t )
Density function is f (t) = 12 e−t + 41 2e−2t + 14 3e−3t .
1 11 11 17
E(X) = 2 + 42 + 43 = 24 = .70833.

35. Consider 2 continuous random variables X and Y with joint density function

 3 x2 y, 0 < x < K, 0 < y < K

f (x, y) = 16
0,

otherwise

for some K > 0. Find E(X).

(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 1.5

ERROR RANGE: 0.05

RK RK 3 2 2 RK
K5
SOLUTION : 0 0 16 x ydxdy = 1 =⇒ 3K 32 0
x2 dx = 1 =⇒ 32 = 1 =⇒ K = 2.
3 2 2
x ydy = 38 x2 , 0 < x < 2 and 0 otherwise.
R
So, fX (x) = 16 0
2
So, E(X) = 38 0 x3 dx = 32 = 1.5.
R

38. Let X1 , X2 be two random variables with joint p.m.f.


 x1 + x2 (x1 , x2 ) = (1, 1), (1, 2), (2, 1), (2, 2)

p(x1 , x2 ) = 12
0

otherwise.

Let Y1 , Y2 be two random variables defined by Y1 = X1 + X2 , Y2 = X2 . Find the covariance of Y1 , Y2 .

(answer should be provided up to three decimal places, error range: 0.05)

2
 ANSWER : 0.2361

ERROR RANGE: 0.05

SOLUTION : Possible values of (Y1 , Y2 ) are (2, 1), (3, 1), (3, 2), (4, 2).
pY (2, 1) = pX (1, 1) = 61 , pY (3, 1) = pX (2, 1) = 14 , pY (3, 2) = pX (1, 2) = 14 , pY (4, 2) = pX (2, 2) = 13 .
pY1 (2) = 61 , pY1 (3) = 12 , pY1 (4) = 13 . pY2 (1) = 5
12 , pY2 (2) = 7
12 .
19 19 21
E(Y1 ) = 6 , E(Y2 ) = 12 , E(Y1 Y2 ) = 4 .
17
Cov(Y1 , Y2 ) = 72 = 0.2361.

1 1 2 1 2 1 1
43. Let (X, Y ) ∼ BivariateN ormal(µx = 2 , µy = 2 , σx = 2 , σy = 2, ρ = 2 ). Find the value of
1
V ar(Y ) − V ar(Y |X = 2 ).
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 0.125

ERROR RANGE: 0.05

SOLUTION : V ar(Y ) − V ar(Y |X = 12 ) = 0.5(1 − (1 + 0.52 )) = 0.52 = 0.125

45. Let the number of balls required to get the first wicket in a test match is (X + 1) where X follows
Geometric(p = 0.01). Assume that the batsman can not score any run on the ball at which he gets
out. Otherwise the run scored on any ball follows Binomial(6, 0.2) independently. Find the expected
run scored up-to the fall of the first wicket.
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 118.8

ERROR RANGE: 0.05

SOLUTION : 6 ∗ 0.2 ∗ (1 − 0.01)/0.01 = 118.8

 
X2 Y2
47. Let (X, Y ) ∼ BivariateN ormal(µx = 0, µy = 0, σx2 = 9, σy2 = 4, ρ = 0). Find the value of P 9 + 4 ≤2
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 0.6321

ERROR RANGE: 0.05

 2 
Y2
SOLUTION : P X9 + 4 ≤ 2 = P (Z < 2) = 1 − e(−2/2) = 0.6321 , Z ∼ exp(0.5)

3
53. Let the joint density of X and Y be given by

Kx(2 − x − y)

if 0 < x, y < 1,
f (x, y) =
0

otherwise.

1
Find conditional density of X at 2 given Y = 21 .
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 1.2

ERROR RANGE: 0.05

SOLUTION :
f (x, y) x(2 − x − y) 6x(2 − x − y)
fX|Y (x|y) = = R1 = .
fY (y) x(2 − x − y)dx 4 − 3y
0

So fX|Y (0.5|0.5) = 1.2

65. Let the pair of random variables (X, Y ) satisfy E(X|Y = y) = y + 1. Then find E(XY ) if the marginal
distribution of Y is N (0, 1).
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 1
ERROR RANGE: 0.05
SOLUTION : Observe that E(XY ) = E(E(XY |Y )) = E(Y 2 + Y ) = 1

√
69. Let (X, Y ) have joint density f (x, y) = 6xy, 1 ≥ x ≥ 0, x ≥ y ≥ 0 and f (x, y) = 0 otherwise. Find
the value of E(X|Y = 0).
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 0.66
ERROR RANGE: 0.05
2x 2
SOLUTION : fX|Y =y (x) = 1−y 4 , y < x < 1 and fX|Y =y (x) = 0 otherwise.