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. If 𝑋 is a random variable with the following probability distribution

𝑥 1 2 3 4

𝑃(𝑥) 𝑎 2𝑎 3𝑎 4𝑎

Find 𝑃(1/2 < 𝑋 < 7/2/𝑋 > 1).

2. Let 𝑌 = 𝑋2 + 2𝑋, where 𝑋 is a random variable whose probability distribution is given as:

𝑥 1 2 3 4
𝑃(𝑋) 0.1 0.2 0.5 0.1

Then find probability distribution, CDF, mean, and variance of 𝑌.

3. A random variable X may be assuming four values with probabilities.
1+3𝑥 1−𝑥 1+2𝑥 1−4𝑥
, , , .
4 4 4 4
Find condition on X so that these values represent the probability on X.
4. 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).

5. A continuous random variable X follows the probability law

𝑓(𝑥) = 𝑎𝑥 2 , 0 ≤ 𝑥 ≤ 1.
1 1
Determine a and find the probability that lies between 4 and 2.

6. Find the MGF and first four moments about origin of a random variable 𝑋 having the
density function
2𝑒 −2𝑥 , 0 ≤ 𝑥
𝑓(𝑥) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
7. 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

8. 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.

9. A continuous random variable that can assume any value between 𝑋 = 2 and 𝑋 = 5 has
the density function given by 𝑓(𝑥) = 𝑘 (1 + 𝑥). Find 𝑃 (𝑋 < 4).
10. Let 𝑋 be a continuous random variable with PDF 𝑓(𝑥) = 𝑥2, 1 < 𝑥 < 2. Find 𝐸 (log 𝑋).
11. If 𝑋 represents the outcomes when a fair die is tossed, find the MGF of 𝑋 and hence, find
𝐸(𝑋) and 𝑉𝑎𝑟 (𝑋).
12. Find the MGF of a random variable whose moments are 𝜇𝑟 = (𝑟 + 1)! 2𝑟.
3
13. If a random variable has the MGF 𝑴𝑿(𝒕) = 3−𝑡. Find the variance of X.
14. A R. V. 𝑋 has a mean 𝜇 = 10 and variance 𝜎2 = 4. Using Chebyshev’s inequality, find
a) 𝑃(|𝑋 − 10| ≥ 3)
b) 𝑃(|𝑋 − 10| < 3)
c) 𝑃(5 < 𝑋 < 15)
d) The value of constant c such that 𝑃(|𝑋 − 10| ≥ 𝑐) ≤ 0.04.

15. 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),
b) 𝑃(𝑋 <= 1, 𝑌 = 3),
c) 𝑃(𝑋 = 2),
d) 𝑃(𝑋 ≤ 2),
e) 𝑃(𝑋 ≤ 1/𝑌 ≤ 2),
f) 𝑃(𝑋 = 0/ 𝑌 = 3),

16. 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

17. For joint PDF of 𝑋 and 𝑌 is given below.

 1
(6 − x − y), 0 < x < 2, 2 < y < 4
𝑓(𝑥, 𝑦) = {8 .
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Find: (i). 𝑃(𝑋 < 1 ∩ 𝑌 < 3), (ii) 𝑃 (X< 1/𝑌 <3). (iii) 𝑉(3𝑋 − 4𝑌)

18. The joint probability mass function of (𝑋, 𝑌) is given by

𝑥+𝑦
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.

19. 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

20. 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.

21. 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.
 Answers
1. 5/6.

2. (i) 𝑌 0 3 8 15
𝑃(𝑦) 0.1 0.3 0.5 0.1

(ii)
𝐹(𝑦) 𝑦<0 0≤𝑦 3≤𝑦≤8 8 ≤ 𝑦 ≤ 15
≤3
𝑃(𝑦) 0 0.1 0.4 0.9

(iii) Mean=6.4 (iv) 16.24.

1 1
3. −3
≤𝑥≤4

1 𝜋
4. (a). 1/𝝅, (b). 𝐹(𝑥) = 𝜋(𝑡𝑎𝑛−1(𝑥)+ 2 ); −∞ < 𝑥 < ∞ (c) 𝑃(𝑥 ≥ 0) =1/2.
7
5. Ans. 64.

6. 𝑀𝑋 (𝑡) =2/2-t; 𝜇1 = 1/2, 𝜇2 = 2/1, 𝜇3 = 3/4, 𝜇4 = 2/3.

7. 𝑿=𝒊 1 2 3 4
𝑷(𝑿 = 𝒊) 15/61 10/61 30/61 6/61

8. 𝒌 = 𝟏, mean=𝒆𝒕 and variance = 𝒆𝟐𝒕 − 𝒆𝒕.

16
9.
27

8 7
10. 3
log2 -9.

1 7 35
11. . 𝑀𝑥 (t)=6(𝑒 𝑡 +𝑒 2𝑡 + ⋯ + 𝑒 6𝑡 ), Mean=2, variance=12.
1
12. 𝑴𝑿(𝒕) = (1−2𝑡 2 ).

1
13. Var = 9.
14. (a). 4/9 (b) 5/9 (c). 21/25 (d). C=10.

15. (a). k=1/72, 17/72 (b). k=1/72, 20/72 (c). k=1/72, 30/72 (d). k=1/72, 1 (e) k=1/72, 22/39
(f). k=1/72, 9/33

4𝑥 4𝑦
16. 𝑓𝑋 (𝑥) = 9
(4 − 𝑥 2 ), 1 ≤ 𝑥 ≤ 2, 𝑓𝑌 (𝑦) = 9
(𝑦 2 − 1), 1 ≤ 𝑥 ≤ 2

17. (i) 3/8, (ii) 3/5 (iii) 299/36

18. 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.

1
8 31 47 8 2(23)2
19. 𝑬(𝑿) = , 𝑬(𝒀) = , 𝑬 (𝟐𝑿 + 𝟑𝒀) = , 𝑽𝒂𝒓(𝑿) = , 𝑽𝒂𝒓(𝒀) = ,
3 9 3 9 9
𝐶𝑜𝑣(𝑋, 𝑌) = 0, no correlation.

3(1−𝑢2 )
20. 2
, 𝟎<𝒖<𝟏
𝟎, 𝐨𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞