National Institute of Technology Rourkela
Department of Mathematics
Third Semester(Autumn), Academic Year 2022-23
Course: (MA 2001) (Assignment)Tutorial: III
Instructor: Dr. Manas Ranjan Tripathy 30th October, 2024
1. The joint probability distribution of two random variables X and Y is given
by :P (X = 0, Y = 1) = 1/3, P (X = 1, Y = −1) = 1/3 and P (X = 1, Y =
1) = 1/3. (a) Find the marginal probability distributions of X and Y, (b) Find
the conditional probability mass functions of X given Y and Y given X. Also
compute E(X|Y ) and V (Y |X).
2. If X and Y are two random variables having joint density function:
1
f (x, y) = (6 − x − y); 0 ≤ x < 2, 2 ≤ y < 4
8
= 0, otherwise.
T
Find (i) P (X < 1 Y < 3), (ii) P (X + Y < 3), and (iii) V (X|Y ) and
V (Y |X).
3. A two dimensional random variable (X, Y ) has a joint probability mass func-
tion
x2 + y
f (x, y) = ; x = 0, 1, 2, 3 and y = 0, 1
32
= 0, otherwise.
Find the marginal distributions of X and Y. Find the conditional distributions
of X and Y. Also find P (X = 1).
4. A two dimensional random variable (X, Y ) has a joint probability mass func-
tion
2x + y
f (x, y) = ; x, y = 0, 1, 2,
27
= 0, otherwise.
Find the conditional distribution of Y given X = x. Further find V (Y |X).
5. Suppose that two-dimensional continuous random variable (X, Y ) has joint
probability density function
f (x, y) = kx2 y, 0 < x < 1, 0 < y < 1
= 0, otherwise.
Find the value of k. Further find the P (0 < X < 3/4, 1/3 < Y < 2), P (X+Y <
1), P (X > Y ).
6. The joint probability density function of a two dimensional random variable
(X, Y ) is given by:
f (x, y) = 2, 0 < x < 1, 0 < y < x
= 0, otherwise.
Find the marginal density functions of X and Y. Further check for indepen-
dence of X and Y.
1
7. The random variables X and Y have the joint probability density function
f (x, y) = 2 − x − y, 0 ≤ x ≤ 1, 0 ≤ y ≤ 1,
= 0, otherwise.
Obtain the (a) marginal distributions of X and Y, (b) conditional density
functions f (x|y) and f (y|x), (c) V (X), V (Y ) and (d) Cov(X, Y ).
8. The random variables X and Y have the joint probability mass function:
αx e−α py (1 − p)x−y
f (x, y) = , y = 0, 1, 2, . . . , x; x = 0, 1, 2 . . .
y!(x − y)!
where α, p are parameters with α > 0 and 0 < p < 1. Find the marginal
probability mass functions of X and Y.
9. The joint probability density function of a two dimensional random variable
(X, Y ) is given by,
2, 0 < x < 1, 0 < y < x;
f (x, y) =
0, otherwise.
Find the marginal density functions of X and Y. Check for independence of
X and Y.
10. Let (X, Y ) have the joint PDF f defined by f (x, y) = 21 inside the square with
corners at the points (1, 0), (0, 1), (−1, 0) and (0, −1) in the xy−plane, and
= 0 otherwise. Find the marginal PDFs of X and Y and the two conditional
PDFs.
11. An electronic device consists of two components. Let X and Y [years] be the
times to failure of the first and second components, respectively. Assume that
(X, Y ) has the joint density,
f (x, y) = 4e−2(x+y) , if x > 0, y > 0,
= 0, otherwise.
(a) Are X and Y dependent or independent? (b) Find the densities of the
marginal distributions. (c) What is the probability that the first component
will have a lifetime of 2 years or longer?
12. Find the maximum likelihood estimates of the parameters α and λ(λ being
large) of the distribution,
1 λ λ −λx/α λ−1
f (x, α, λ) = e x , 0 ≤ x < ∞, λ > 0, α > 0.
Γ(λ) α
λ 1
Here you may assume for large values of λ, ψ(λ) = ∂λ
[log Γ(λ)] = log λ − 2λ
′
and ψ (λ) = λ1 + 2λ1 2 .
13. Let X be a continuous random variable with probability density function given
by
f (x) = ax, 0 ≤ x ≤ 1
= a, 1 ≤ x ≤ 2
= −ax + 3a, 2 ≤ x ≤ 3
= 0, otherwise.
2
(i) Determine the value of a (ii) Determine F (x) and sketch its graph, (iii) If
three independent observations are made, what is the probability that exactly
one of these three numbers is larger than 1.5?
14. Write short notes on maximum likelihood estimation and method of moment
estimation of parameters of a distribution function.
15. If the weight X of bags of cement is normally distributed with a mean of 40 kg
and a standard deviation of 2 kg, how many bags can a delivery truck carry
so that the probability of the total load exceeding 2000 kg will be 5%?
16. What is the difference between point estimation and confidence interval of a
parameter?
17. Assuming that the populations from which the following samples are taken
are normal, determine a 95% confidence interval for the variance σ 2 , of the
populations. 251, 255, 258, 253, 253, 252, 250, 252, 255, 256.
18. Determine a 99% confidence interval for the mean of a normal population with
standard deviation 2.5, using the sample 30.8, 30.0, 29.9, 30.1, 31.7, 34.0.
19. Solve Q.no. 5,2,12 in problem set 23.2.
20. Solve Q no.4, 5,16,7,8 of problem set 23.3.
21. Solve Q. no 3,4,5,7,8,9 of problem set 23.7.
22. Find the sample regression line of Y on X : (i) (2, 12), (5, 24), (9, 33), (14, 50).
(ii) (−2, 3.5), (0, 1.5), (2, 1.0), (4, −0.5), (6, −1.0).
23. Solve Q. no. 3,4,5,6 of problem set 23.9.
24. Assuming normality, find the maximum likelihood estimates of mean and vari-
ance using the sample values:
(i)21.0, 21.6, 19.9, 19.6, 15.6, 20.6, 22.1, 22.2
(ii)0.28, −1.5, −1.2, 0.15, 2.0, 0.69, 1.2, 0.50, 0.47, 0.087.
25. Solve Q.no 50, 49 of problem set 23 review question.
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