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Work Sheet-II

The document is a worksheet for the Probability and Random Processes course at AASTU, focusing on various problems related to continuous and discrete random variables. It includes tasks such as finding probability density functions (pdf), cumulative distribution functions (cdf), means, variances, and joint distributions. Additionally, it explores concepts like independence and conditional probabilities for different random variable scenarios.

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26 views3 pages

Work Sheet-II

The document is a worksheet for the Probability and Random Processes course at AASTU, focusing on various problems related to continuous and discrete random variables. It includes tasks such as finding probability density functions (pdf), cumulative distribution functions (cdf), means, variances, and joint distributions. Additionally, it explores concepts like independence and conditional probabilities for different random variable scenarios.

Uploaded by

vacapon868
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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AASTU

Department of EEE
Probability and Random Processes (EEEg-2114)
Work sheet-II

1. The pdf of a continuous random variable X is given by:

f X (x)=¿ {k (1−x4 ), −1≤x≤1 ¿ ¿¿¿ ¿


¿
Find
a. The value of k c. P(|X|<1/2)
b. The cdf of X d. The mean, variance and second moment of X
k
2. A continuous random variable X has a pdf of f X ( x )= 2
, where −∞ < x <∞ andk is a
x +1
constant.
Find
a. the value of k
b. the cdf of X
1 2
c. P( 3 ≤ X ≤1)

3. The joint pdf of two continuous random variables X and Y is given by

f XY (x,y)=¿ {ke−x e−2y , x>0,y>0 ¿ ¿¿¿ ¿


¿
a. Determine the value of k
b. Find the marginal pdf of X and Y.
c. Are X and Y independent?
d. Find the following probabilities.

i. P( X+Y≤8) iii. P( X<Y )


iii P( X−Y ≤10) iv . P( X 2 <Y )

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4. Suppose that two continuous random variables X and Y have joint pdf given by:

f XY (x,y)=¿ {k (2x+y), 2<x<6,0<y<5¿¿¿¿


Where k is a constant
a. Find the constant k.
b. Find the joint cdf of X and Y.
c. Find the marginal cdf and pdf of X and Y.
d. Are X and Y independent?
e. Find the conditional pdf of X and Y.
f. Determine the mean, variance, covariance and correlation coefficient of X and
Y.
g. Evaluate the following probabilities
i. P (3< X <4, Y >2) iii. P( X>3)
ii. P( X +Y >4) iv . P(0< y<2)
5. The continuous random variable X and Y have joint pdf

{ π π
f XY (x, y)=¿ k sin(x+y), 0≤x≤ , 0≤y≤ ¿ ¿¿¿
2 2
Where k is a constant
Find
a. The value of k.
b. The joint cdf of X and Y.
c. The marginal pdf of X and Y.
d. The mean, variance and covariance of X and Y.

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6. Let the joint pmf of two discrete random variable X and Y be given by:

P XY (xi , y j )=¿ {k (xi+y j ), xi=1, 2, 3 ; y j=1, 2 ¿ ¿¿¿


Where k is a constant

a. Find the value of k.


b. Find the marginal pmf of X and Y.
c. Are X and Y independent?
7. The joint pdf of two random variables X and Y is given by:

f XY (x,y)=¿ { x+y , 0≤x≤1, 0≤y≤1¿¿¿¿


Find the pdf of Z if :

a. Z=X +Y c. Z=XY
X
b. Z= d. Z=X −Y
Y

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