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DEPARTMENT OF MATHEMATICS

QUESTION BANK

PROBABILITY AND QUEUEING THEORY

Subject Code: MA6453 (II CSE & II I T)

  • 1. Define random variable.

UNIT - I

RANDOM VARIABLES

PART A

Semester

: IV

  • 2. In a company, 5% defective components are produced. What is the probability that at least 5 components are to be examined in order to get 3 defectives?

  • 3. If X and Y are independent random variables with variances 2 and 3 respectively. Find the variance of 3X + 4Y.

  • 4. Obtain the probability function or probability distribution from the following distribution Function:

x

:

0

1

2

3

F(x)

:

0.1

0.4

0.9

1.0

  • 5. Let X be a discrete random variable whose cumulative distribution is

 
  • 0 , x < -3

 
  • 1 , -3 < x < 6
    6

 
 

F (x)

 
  • 1 6 < x < 10

  • 3 ,

 
  • 1 ,

x > 10

  • (i) Find P(X < 4), P(-5 < X < 4) Find the probability distribution of X.

(ii)

  • 6. If var(X) = 4, find Var (3X+8), where X is a random variable.

    • 7. The first four moments of a distribution about A = 4 are 1 , 4 , 10 and 45 respectively. Show that the mean is 5, variance is 3, 3 0 and 4 26 .

    • 8. If a Random variable X takes the values 1, 2, 3, 4 such that 2 P(X=1) = 3 P(X=2) = P(X=3) = 5 P(X =4). Find the probability distribution of X .

  • 9. Find the cumulative distribution function F(x) corresponding to the p.d.f of

f ( x )

1

1

1 + x

2

,

-< x <

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  • 10. Define continuous random variable. Give an example.

  • 11. A random variable X has p.d.f f(x) given by f (x)C x e - x

, x > 0.

Find the value of C and C. D. F. of X.

  • 12. The cumulative distribution function of a random variable X is

F (x) = 1 - ( 1 + x ) e

- x

, x > 0

. Find the density function of X.

  • 13. Define r th central moment of a random variable.

  • 14. If a Random variable X has the moment generating function

M X (t)

2 , determine the Variance of X.

2 - t

  • 15. Define binomial B(n,p) distribution. Obtain its m.g.f , mean and variance.

  • 16. The mean of the binomial distribution is 20 and standard deviation is 4. Find the Parameters of the distribution.

  • 17. Obtain m.g.f of a Poisson distribution.

  • 18. The number of monthly breakdowns of a computer is a r.v having a Poisson distribution with mean equal to 1.8. Find the probability that this computer will function for a month with only one breakdown.

  • 19. If X is a Poisson variate such that P[X=2] = 9 P[X=4] + 90 P[X=6], find the Variance.

  • 20. Define geometric distribution and give its m.g.f, mean and variance.

  • 21. Show that for the uniform distribution

f ( x) =

the origin is

s i n h

a t

a

t

.

1

,

- a < x < a

2 a

22.

If X is uniformly distributed in ( - 1 , 1 ), find the p.d.f of Y = Sin

the m.g.f about

X

2

.

23 . If X is a uniform random variable in [ - 2 , 2 ], find the p.d.f of X and Var[X].

  • 24. The time( in hours) required to repair a machine is exponentially distributed

1

with parameter =

. What is the probability that the repair time exceeds 3

3

hours?.

  • 25. The life time of a component measure in hours is Weibull distribution with parameters= 0.2 , = 0.5 . Find the mean and variance of the component.

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PART B

  • 1. A random variable X has the following distribution.

 

x

- 2

:

- 2

0

1

2

3

P(x)

:

0.1

k

0.2

2k

0.3

3k

Find

(i)

the value of

k.

(ii)

P ( X < 2 ) and P ( -2 < X < 2 ).

 

(iii)

the cumulative distribution

(iv)

the mean of X

  • 2. The monthly demand for Allwyn following probability distribution:

watches is

known to

have the

 

Demand :

1

3

2

4

5

6

7

8

Probability:

0.08

0.19

0.12

0.24

0.16

0.10

0.07 0.04

Determine the expected demand for watches. Also compute the variance.

  • 3. If X is a continuous Random variable with potential distribution function

given by f(x)

=

   
   

,

Find the value of K and C.D.F of X.

0 < x < 2 , 2 < x < 4 , 4 < x < 6 , elsewhere.

Kx = 2K = 6K - Kx = 0

 
  • 4. If the density functions of a continuous random variable X is given by

 
 

f(x)

= ax

,

 

0 <

x

< 1

 

= a

,

1 <

< 2

x

 

= 3a - x ,

2 < x

< 3

=

0

, elsewhere.

 

Find

i)

the value of a

ii)

the cumulative distribution function of X.

iii)

if x 1 , x 2 , & x 3 are 3 independent observations of X, what is the probability that exactly of these 3 is greater than1?

5. If X is a continuous random variable, the probability density is given by f(x) = k x (2-x) , 0<x<2. , find k, mean, variance and the distribution function.

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  • 6. If the probability density function of X is given by

2 ( 1 - x ) f ( x) =

,

0

<

x

<1

0

, otherwise

1)

2)

Show that

E [ X

2

r ] =

(r 1)(r 2)

Use this result to evaluate E[ (2X+1) 2 ]

  • 7. A man draws 3 balls from an urn containing 5 white and 7 black balls. He gets Rs.10 for each white ball and Rs.5 for each black ball. Find his expectation.

  • 8. A random variable X has the p.d.f f (x)

Find 1) m.g.f

th

2)

r

3) mean

4) variance

moment

  • 1 0 < x < k .

k

,

  • 9. The diameter of an electric cable X is a continuous random variable with p.d.f

f(x) = k x (1 - x) , 0 < x < 1 .

Find

1) the value of k. 2) the c.d.f of X.

 

1

1

2

3)

P

x

/

< x <

 

2

3

3

  • 10. Find the moment generating function of the random variable with the probability law

P X x= q x - 1 p , x = 1 , 2 , 3

.....

.

Also find the mean and variance.

 

x

0 < x < 1

,

  • 11. For the triangular distribution

f ( x) = 2-x

, 1 < x < 2

0

, otherwise

find the mean , variance and moment generating function.

  • 12. In each of the following cases M x (t), the moment generating function is given. Determine the distribution function of X and its mean.

1)

M X

(t ) =

  • 1 t

3

e

  • 4 4

4

2)

M X (t ) =

n

1

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  • 13. Let X be a random variable with p.d.f

f (x) =

Find

1. m.g.f of X.

  • 2. P[X > 3]

  • 3. E[X]

  • 4. Var[X]

1

--

x

e

  • 2 x > 0

  • 2 ,

    • 0 ,

otherwise

  • 14. Ten coins are simultaneously tossed. Find the probability of at least 7 heads.

  • 15. If X is a binomial distribution with E[X] = 2 and Var[X] = 4/ 3, find P[X = 5]

  • 16. For a binomial distribution mean is 6 and standard deviation is

13. Let X be a random variable with p.d.f f ( x ) = Find 1.

6 . Find the first two

terms of the distribution.

  • 17. Let the random variable X follows binomial distribution with the parameters n, p. Find

1) the p.m.f of X

2)

m.g.f of X.

3) mean and variance.

  • 18. The monthly breakdowns of a computer is a random variable having Poisson distribution with mean equal to 1.8. Find the probability that this computer will function for a month

1)

without breakdown

2)

with only one breakdown

  • 19. Prove that Poisson distribution is the limiting case of Binomial distribution.

  • 20. Find the m.g.f of a Poisson variable and hence deduce that the sum of two independent Poisson variables is a Poison variate, while the difference is not a Poisson variate.

  • 21. If Poisson variate X such that P[X = 1 ] = 2 P[ X = 2 ], find P[X = 0] and Var[X].

  • 22. Find the m.g.f, mean and variance of Poisson distribution.

  • 23. Define Geometric distribution. Find the m.g.f of Geometric distribution and hence find its mean and variance.

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  • 24. Suppose that the trainee soldiers shots independently. If the probability that the target shot an any one shot is 0.7

1)

What is the probability that the target would be hit on 10 th attempt?

2)

What is the probability that it takes him less than 4 shots?

3) What is a probability that take him on even number of shots? 4) What is a average number of shots needed to hit the target?

  • 25. State and prove memory less property on Geometric distribution.

 
. 
.

2

1

26.

If X is uniformly distributed in [ - 2 , 2 ], find P[X<0] and

P

X 1

 
  • 27. Starting at 5.00 A.M every half an hour there is a flight from San Francisco Airport to Los Angels International Airport. Suppose that none of these planes is completely sold out and then they always have room for passengers. A person who wants to fly to Los Angels arrives at the airport at a random time between 8.45 A.M and 9.45 A.M. Find the probability that she waits i) at most 10 mins ii) at least 15 mins.

  • 28. If X is uniformly distributed with E[X] = 1 and Var[X] = 4/3 , find P[X<0].

  • 29. The number of personal computers (PC) sold at a computer world is uniformly distributed with minimum of 2000 PC and a maximum of 5000 PC.

Find

1) the probability that daily sales will fall between 2,500 and 3000 PC. 2) what is the probability that the computer world will sell at least 4000 Pc? 3) what is the probability that the compute world will sell at most 2500 PC?

  • 30. Find the m.g.f of exponential distribution and hence find its mean and variance.

  • 31. The daily consumption of milk in excess of 20,000 gallons is approximately e exponentially distributed with = 3000 . The city has a daily stock of 35,000 gallons. What is the probability that of two days selected at random, the stock is insufficient for both days.

  • 32. The life time in (in hrs) X of a component is followed Weibull distribution with shape parameter = 2 . Starting with a large number of components, it is observed that 15 % of the components that have lasted 90 hrs fail before 100 hrs. Determine the scale parameter.

  • 33. Define Weibull distribution; find its mean and variance.

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  • 34. If the life time (in hrs) X of a certain type of car has a weibull distribution with the parameter = 2 . Find the parameter, given that the probability that the life time of the car exceeds 5 years is e - 0.25 . For both parameters find mean and variance of X.

  • 35. Each of the six tubes of a radio set has a life length(in years) follows a WEIBULL distribution with parameters = 25 , = 2 . If these tubes function independently of one another, what is the probability that no tube will have to be replaced during the first two months of operation?

  • 36. If X is uniformly distributed in

, , find the p.d.f of Y = X 2 .
2

2

  • 37. If

X

is

a continuous r.v having

p.d.f the p.d.f of Y.

 

2

x

,

0

x

1

f (x) =

0

 

, otherwise

 

and Y = e - X , find

********************

END

********************

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Unit-1

RANDOM VARIABLES

1. Define a Random Variable

Solution:

A random variable is a function that assigns a real number X(s) to every element s S Where S is a sample space corresponding to a random experiment E.

2. In a Company 5% defective components are produced. What is the probability that At least 5 components are to be examined in order to get 3 defectives?

Solution:

p=5/100

q = 1-p = 1-5/100 =95/100 n = 5

P(X=x) = (e λ λ x )/x! , x=0, 1, 2,… .. P(X=3) = e λ λ 3 )/3! By Poisson distribution λ = n p = 5(5/100) = 0.25

P(X=3) = e 0.25 (0.25) 3 0.002

2!

  • 3. If X and Y are independent r. v’s with variance 2 and 3. Find the Variance of 3X+4Y

Solution:

W K T Var ( a X+ bY) = a 2 Var X + b 2 Var Y

Var ( 3 X+ 4Y) = 3 2 Var X + 4 2 Var Y

9 χ 2 +16 χ 3 = 18+48

=

=

66

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4. Obtain the probability function or probability distribution from the following Distribution function

 

X

0

1

2

3

f(x)

0.1

0.4

0.9

1

Solution:

 
 

X

0

1

2

3

p(x)

0.1

0.3

0.5

0.1

5. Let x be a discrete random variable whose cumulative distribution is

0,x 3

 

1 ,3 x 6

6

F(x)=

 

1 ,6

x 10

3

1,x 10

i) find P(x>4) , p(-5<x<4)

ii) find the probability distribution of X

Solution:

P(X<4) = F(4) = 0+

 

1

1

 

=

 

6

6

1

1

- 0 = 6 6

P(-5<x<4) = F(4) F(-5)

=

WKT f(x) = d[F(X )] dx

= 0

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6. If Var (x) = 4 Find var (3X+8), where X is a random variable.

Solution:

W K T Var (aX+b) = a 2

Var X

(3X+8) = 3 2 var X = 9x4=36

  • 7. The first four moments of a distribution about A=4 are 1,4,10 and 45 Respectively. Show that the mean is 5 variance is 3, 3 =0 and 4 =26.

Solution:

Given 1

'

1,2

'

4,3

'

'

100& 4

A=5 Mean = A + 1

'

=4+1=5

25 the point

Variance = 2 2 ' 1 '2 4 13

'

3 3

32

'

'

1

21

'3

10 3(4)(1) 2(1) 3 0

'

4 4

43

'

'

1

62

'

'

1

31

'4

45 4(10)(1) 6(4)(1) 2 3(1) 4   45 40 24 3

8. If a random variable X takes the value 2P(X=1)=3P(X=2)=P(X=3)=5P(X=4) Find the probability distribution of X

Solution:

2P(X=1)=3P(X=2)=P(X=3)=5P(X=4)=K

P(X=1)=k/2

P(X=2)=k/3

P(X=3)=k

P(X=2)=k/5

k

k

k

k

=1 2

3 5

61k =1

30

K=

30

61

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P(x=1)=k/2 =15/61 P(X=2)=k/3 =10/61 P(X=3)=k = 30/61 P(X=4)=k/5 = 6/61

X

1

2

3

4

p(x)

15/61

10/61

30/61

6/61

9. Find the Cumulative distribution function F(X) corresponding to the p.d.f of

1

1

f(x)= Π ( 1x 2 ),  x 

Solution:

W K T f(X)=P(X x)

= f(x)dx

−∝

=

=

−∝

1

Π

1

1

Π

(

1x

)dx

[ tan 1 x ]

x

F(x) =

Π

  • 1 [tan 1 x tan 1 (− ∝)]

1

Π

Π [tan 1 x 2

  • 10. Define continuous random variable. Given an example

Solution:

A Random variable X is said to be continuous if it is uncountable and lies in Specified interval. f(x)= x , a<X<b

4

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11. A random variable X has p d f f(X)=Cxe x , x>0. fine the value of C and C d f of X

Solution:

f(x)dx 1
0

Cxe x dx 1
0

C[x(e x ) (1)(e x )] 1 C[(0 0) (0 1)] 1

C 1

F(x) P(X x)

x

Cxe x dx

−∞

0 x



xe x dx

∫ 0
0

Cxe x dx

0 [ x(e x ) 1(e

x )] 0

x

 
 

[(xe x e x ) (0

1)]

 
 

xe x e x 1

 

F(x) 1e x (x 1)

12. The C.d.f

of

a

random

variable

X

is

F(X)

=1-(1+x)

e x

,

x>0.

Find

the

density Function of X

Solution:

WKT

f(x) d(F(x))

dx

d [1(1x)e x ] dx

0 d ((1x)e x ) dx

[(1x)(e x ) e x (1)]

[ e x xe x e x ]

xe x ,x 0

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13. Define r th central moment of a random variable

Solution:

  e(X − x) r 
  e(X − x) r

(x x) r p(x),ifxisdiscrete

r

(x x) f(x)dx,ifxiscontinuous

−∞

2

14. If a random variable X has the m.g.f M x (t) 2 t , determine the variance

of X

Solution:

'

d

[ M

( t )]

  • 1 dx [ (2 t ).0 2( 1) (2 t) 2

x

t0

]

t 0

2

1

 

(2 0) 2

2

'

d 2

dt 2

[ M ( t )]

2

x

t 0

d

[

2

]

dt

(2 t)

2

t0

[ (2 t ) 2 .0 2(2 t ).2)( 1) (2 t) 4

]

t 0

4

1

8

2

var 2 2 ' ( 1 ' ) 2 1 ( 1 ) 2 2 2

1 1 1

2

4

4

  • 15. Define Binomial distribution. Write Mean and variance and its m g f.

Solution:

B ( n, p ) nC r p x q n x , x 0,1,2

...

n

mgf ( q pe t ) n mean np

var iance npq

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  • 16. The Mean of the binomial distribution is 20 and S D is 4, Find the parameters of the Distribution.

Solution:

n p

=20

npq  4 npq  1 20q  16

npq 4 npq 1 20q 16

16

4

q

20 5

  • 4 1

 

p 1 q 1

 

5

5

1

n.

20

5

n 100

P ( X x ) nC

1

4 x

p

  • x q n x , x 0,1,2,

100C x (

 

) 100 x

, x

 

0,1,

 

100

5 5

....

n

17. Obtain the mgf of poisson distribution

Solution:

M x (t) e tx p(x)

x0

e tx e λ λ x

x!

x0

e λ (

x!

λ e t ) x

x0

e λ [1λ e λ ( λe λ ) 2

.....

]

e λ( e t 1)

  • 18. The No. of monthly breakdowns of a computer is a r. v having a poission Distribution with mean equal to 1.8 . Find the probability that this computer Will function for a month with only one break down.

Solution:

Hereλ =1.8

e 1.8 (1.8)

P(X=x) =

1!

0.297

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19. If X is a poisson variable such that P(X=2)=9P(X=4)+90P(X=6). Find the variance.

Solution:

Given P(X=2)=9P(X=4)+90P(X=6).

e λ λ 2 9 e λ λ 4 90 e λ λ 6

 

2!

4!0

6!

1

λ 2 90 λ 6

2

24

720

1

3λ 2 λ 4

 

2

8

8

1 3λ 2 λ 4

 
 

4

3λ 2 λ 4 4

 

λ 4 3λ 2 4 0

λ 2i,isnotpossible

λ 1

var ianceλ 1

  • 20. Define geometric distribution and give its mgf , mean and variance.

Solution:

A distribution r.v X is said to follow geometric distribution if its p m f is

P(X=x)=

q

  • x 1

p,x 1,2, ...

mgf p 1qe

t

var iance

q

p

2

21. Show that the mgf for the uniform distribution is

sinhat

1

wheref(x)

,a x a at

2a

Solution:

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M.g.f

M x (t) E[e x ]

a

a

a

1

dx

a

2a

 

a

1

e tx dx

 

2a

a

1 [ e tx ] a

a

2a

t

1

 

2at

[e at e at ]

1

e at e at

 
 

]

 

at

[

2

at

e tx .f (x)dx

e tx

sinhat

22. If X is uniformly distributed (-1,1) find the p d f of Y=sin( π x ) 2

www.cseitquestions.in M.g.f M (t)  E[e ] a − a a 1 dx − a 2a

Solution:

P d f of X is f(X) = 1

2

,

Y

= sin π x

www.cseitquestions.in M.g.f M (t)  E[e ] a − a a 1 dx − a 2a

2

-1<X<1

π x = sin 1 Y X 2 sin 1 Y

2 π dx  2 . 1 dy π 1−Y 2
2
π
dx
 2
.
1
dy
π
1−Y 2

f ( y ) f ( x )| dx |

dy

To find range of Y:

-1<X<1

 1 . 2 1  1 1 , -1<Y<1 2 2 2 π π 1
 1 . 2
1
 1
1
,
-1<Y<1
2
2
2
π
π
1 − Y
1 − Y
⇒ − 1  2
sin − 1 Y  1 ⇒ −π  sin − 1 Y  π
π
2
2
⇒ sin(− π )  Y  sin( π )
2
2

⇒ −1 Y 1

9

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23. If X is a uniform random variable is (-2,2). Find the p d f of X and var X

Solution:

Here a=-2 , b=2

f(x)

1

var(X)

(2 2) 2

12

1 ,2 X 2

4

(b a) 2

 

12

14

4

12

3

b a

24. The time (in hour) required to repair a machine is exponentially distributed

1

with Parameter λ

. With is the probability that the repair time exceeds 3

3

hours

Solution:

P d f of exponential distribution is

f(X) = λ e λ x , λ 0 Here λ =1/3

f(X)=

1

1 x

3
3

3

e

P(X>3) f (x)dx

0

=

1 1 − x 3 ( e ) 3
1
1
x
3
( e
)
3

1

1 x

e 3 dx ,

0 3

1

  • 3 ) e

(0 e

1

1

e

10

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  • 25. The life time of a component measure in hours is weibull distribution with Parameter α 0.2,β 0.5 . Fine the mean and variance of the component.

Solution:

Here α 0.2,β 0.5

Mean

1  1 β
1  1
β

1

1

α β

(

1

1)

1

1

(0.2) 0.5

0.5

1 2 0.50

0.04

Variance

[ ( 2 1) ( ( 2 1)) 2 ]

β

β

1

2

α β

[ (

2

2

0.5

1

1) ( (

1)) 2 ]

2

(0.2) 0.4

0.5

1

(0.2) 4

(24 4)

20

(0.2) 4

11

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UNIT II TWO DIMENSIONAL RANDOM VARIABLES

PART A

  • 1. The joint p.d.f of the two dimensional random variable (X,Y) is given by f (x , y)

=

K x y e -- ( x 2

+ y 2 )

,

x > 0 , y > 0. Find the value of K

  • 2. If f X

Y (x , y ) 1 x ( x - y ) ,

8

0

<x < 2 , - x < y < x , find

f Y \ X ( y \ x) .

  • 3. If X and Y are independent random variables having the joint p.d.f

f X Y

6 - x - y

,

0 < x < 2 ,

2 < y <4

. Find P[X + Y < 3] .

8

  • 4. Find the acute angle between two regression lines.

  • 5. State the equations of two regression lines. What is the angle between them?

  • 6. State Central Limit Theorem in Lindberg – Levy’s form.

  • 7. If X and Y are uncorrelated what is the angle between the regression lines?

  • 8. Let X and Y are integer valued random variables with

P[ X = m , Y = n ] = q 2 p m + n - 2 , m = 1 , 2

Are X and Y independent?

...

, n = 1 , 2

..

and p + q = 1 .

  • 9. Distinguish between correlation and regression.

    • 10. Can the joint distribution of two random variables X and Y be got of their marginal distributions are known?

    • 11. State Central Limit Theorem in Liapounoff’s form.

    • 12. If two random variables X and Y have joint p.d.f

f ( x , y)

= K ( 2 x + y )

,

0 < x < 2 , 0 < y < 3 , evaluate K.

  • 13. Define joint distribution of two random variables X and Y and state its properties.

  • 14. The two equations of the variables X and Y are x = 19.13 - 0.87 y and y = 11.64 - 0.50 x . Find the correlation co efficient between X and Y.

  • 15. Prove that the correlation co efficient lies between 1 and 1

  • 16. The regression equation of X on Y and Y on X respectively

5 x - y = 22 and 64 x - 45 y = 24 . Find the means of X and Y.

  • 17. Show that Cov 2 (X,Y) Var(X) . Var(Y).

  • 18. If X and Y are linearly related, find the angle between the two regression lines.

  • 19. 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 distribution function of X.

19. The joint probability mass function of (X,Y) is given by P(x,y) = k ( 2x
20. Show that correlation co efficient r =  b x b where b and b
  • 20. Show that correlation co efficient r =  b x y x b y x where b x y and b y x are regression co efficient.

1

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PART B

1) Find the correlation co efficient for the following data:

X

:

10

14

18

22

26

30

Y

:

18

12

24

06

30

36

2) The joint p.m.f of ( X,Y ) is given by

p ( x , y ) = K ( 2 x + 3 y ) ,

x = 0 , 1 , 2. and

y = 1 , 2 , 3

.

Find all marginal and conditional densities.

3) Two independent random variables are defined by

4 a x f (x) =

0

,

0 x 1

, otherwise

,

4 a y f ( y) =

0

,

0 y 1

, otherwise

.

Show that U = X + Y and V = X Y are uncorrelated.

4) The joint p.d.f of

( X, Y )

is given by

f ( x , y )

Find the probability density function of U = X + Y

2

=

e - ( x + y )

.

,

x > 0 , y > 0 .

0.03 0.12 , , otherwise 0 = f ( x , y ) x > 0
0.03 0.12
,
, otherwise
0
=
f ( x , y )
x > 0 , y > 0
,
e - ( 3 x + 2 y )
6
If the joint density of X and Y is given by
6)
Find i) marginal distributions
ii) the conditional distribution of X given Y = 0
0.15
5)
2
0.25
0.05 0.20
1
Y
0.10
0.02 0.08
0
2
1
0
X
Given is the joint p.m.f of ( X , Y ) .

find the probability density function of

U = X + Y.

2

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7)

Suppose the joint probability density function is given by

 

6

f ( x , y )

=

5

 

0

x + y

2

,

0 < x < 1 , 0 <

y < 1

 

,

, otherwise

find the correlation co efficient of ( X , Y ).

8)

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

X

Y

-1

1

0

1/8

3/8

1

2/8

2/8

Find the correlation co efficient of ( X , Y ).

9)

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

     

X

   

0

1

2

 

0

0.10

0.04

0.02

Y

1

0.08

0.20

0.06

2

0.06

0.14

0.30

1)

2)

3)

Compute the marginal densities of X and Y

Find P[ X

1 , Y

1 ]

. Are X and Y independent?

10)

Two random variables X and Y have the joint p.d.f

f ( x , y )

=

2 - x - y ,

0 < x < 1 , 0 < y < 1 .

Show that C ov ( X , Y )

=

- 1

  • 11 .

11)

Two dimensional random variable ( X , Y ) has the joint p.d.f

f ( x , y )

=

8 x y ,

0 < x

< y < 1

.

Find

1) marginal densities of X and Y 2) conditional densities of X and Y.

3)

X and Y are independent?

3

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12)

Two random variables X and Y defined as Y = 4 X + 9. Find the co efficient of

13)

correlation between X and Y If the j.p.d.f of a two dimensional random variable is

14)

x 3

f (x , y) =

+

x y

3

,

0 < x < 1 , 0 < y < 2

  • 0 , otherwise

Find

1)

P[ Y < X ]

2)

P [ X > 1/2 ]

3)

P [ Y < 1/2 / X < 1/2)]

4)

P [ X < ½ / Y < ¼]

Two dimensional random variable ( X , Y ) has the j.p.d.f

  • 2 , 0 < y <x < 1

f (x , y) =

  • 0 , otherwise

.

Find

1) marginal densities of X and Y

2)

conditional densities of X and Y.

3)

Joint distribution F( x , y )

4)

Check whether X and Y are independent or not.

15)

From the following data find 1) two regression equations 2) the co efficient of correlation between the mathematics marks and statistics marks. 3) the most likely marks in statistics when mark in mathematics is 30.

16)

Mathematics

25

28

 

32

  • 35 36

  • 31 29

   
  • 38 34

32

Statistics

43

46

 

41

  • 49 32

  • 36 31

   
  • 30 33

39

Given

f X Y ( x , y )

=

C x ( x - y )

 

0 < x

< 2 ,

   

1)

Find C.

,

- x < y < x .

2)

Find f X ( x)

 

3)

f Y \ X ( y \ x)

Find

 

4)

Find f Y ( y) .

 

f X \Y ( x \ y)

5) Find

 
 

4

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y = 2 x - 3 and y = 5 x + 7

17)

If

are the

two regression lines, find the mean

values of X and Y. Find the Correlation co efficient between them. Find an estimate of x when y = 1.

18)

The j.p.d.f of a two dimensional random variable is given by

Y< P [ X  Y  1] 6) P [ X  Y ] 5)
Y<
P [ X  Y  1]
6)
P [ X  Y ]
5)
2
1
Y>1 / X<
P
4)
2
X>1 / Y<
P
3)
1
2
f ( x , y)  x y 2
2) P
1
P[X > 1]
Find 1)
8
y < 1
0 <
2 ,
<
x
0 <
,
2
+ x

19)

20)

21)

22)

If the joint probability distribution of X and Y is given by

F (x ,

y)

1 e - x

=

0

1 e



- y

,

x > 0 , y > 0

, otherwise

1) Find the marginal densities of X and Y 2) Are X and Y independent?

3)

P[1 < X < 3, 1 < Y < 2]

The life time of a certain brand of an electric bulb may be considered a r.v with mean 1200 hrs and s.d 250 hrs. Find the probability using Central Limit Theorem, that the average life time of 60 bulbs exceeds 1250.

State and prove Central Limit Theorem.

A random sample of size 100 is taken from a population whose mean is 60 and variance is 400. Using Central Limit Theorem, with what probability can we assert that the mean of the sample will not differ from = 60 by more than 4?.

5

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23)

Let ( X,Y ) be a two dimensional random variable having the j.p.d.f

f ( x , y )

  • 4 x y e

- ( x

2

+ y

2 )

, x > 0 , y > 0

  • 0 , otherwise

Find the density function of U

X 2  Y 2
X 2  Y 2

.

24)

Find the co efficient of correlation and also obtain the lines of regression from the data given below.

X

:

62

64

65

69

70

71

72

74

Y

:

126

125

139

145

165

152

180

208

25)

The joint p.d.f of the two dimensional random variable (X,Y) is given by

f (x , y)

=

K x

y e

- ( x 2

+ y 2 )

,

x > 0 , y > 0. Find the value of K.

Prove also that X and Y are independent.

26)

Determine the correlation co efficient between the random variables X and Y whose

j.p.d.f is

x + y f ( x , y ) =

, 0 < x < 1, 0 < y < 1

  • 0 , otherwise

.

27)

If X and Y are independent variates uniformly distributed in ( 0 , 1)

X

find the densities of XY and

.

Y

28) If the j.p.d.f of (X,Y) is given by find the p.d.f of U = XY.

f ( x , y) x + y

,

0 < x , y < 1

,

29)

A distribution with unknown mean has variance equal to 1.5 . Use CLT to find how large a sample should be taken from the distribution in order that the probability will be at least 0.95 that the sample will be with in 0.5 of the population mean.

30)

The j.p.d.f of a bivariate random variable (X,Y) is

f (x , y)

K(x + y)

0 < x <2 , 0<y <2
0 , otherwise

,

.

1) Find K. 2) find the marginal densities of X and Y. 3) Are X and Y independent?

4)

find

f X \Y ( x \ y) and

f Y \ X ( y \ x)

6

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UNIT-2

TWO DIMENSIONAL RANDOM VARIABLES

  • 1. The joint p.d.f of the two dimensional random variable ( X , Y ) is given by

f ( x , y ) kxye ( x 2 y2) , x 0, y 0. Find the value of k.

Solution:

∞ ∞

We know that f ( x , y ) dxdy 1

∞ ∞

−∞ −∞

kxye ( x 2 y 2 ) dxdy 1

0 0

k

xe

x

2

dx ye y

2

dy

1

Put t x

2

0

dt = 2xdx x dx = dt / 2

0

2

u y

du=2ydy

y dy=du/2

k e

0

t

dt

2

e

u

du

0

2

1

k e t e u

0

0

4

k[(0 1)(0 1)] 4

K=4.

  • 2. The joint p.d.f of a two dimensional random variable is given by

f

XY

( x , y ) 1 x ( x y ),0 x 2,x y x. Find f

8

Y X
Y
X

( y / x )

Solution:

f ( y / x )

f ( x , y )

f ( x )

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x

f ( x ) f ( x , y ) dy

x

x

  • 1 ( x 2 xy ) dy
    8

x

2

x

  • 1 2

xy

  • x y

8

  • 2 x

3

x

4

1

f ( y / x )

f ( x , y )

8

x ( x y)

x y

f ( x )

3 4
3
4

x

2x 2

,0 x 2,x y x

  • 3. If X and Y are independent random variables having the jointp.d.f

f ( x , y )  6 − x − y ,0  x 
f
( x , y )  6 − x − y ,0  x  2,2  y  4.
XY
8
Find P
X  Y  3 .
Solution:
Given f
( x , y )  6 − x − y ,0  x  2,2  y  4.
XY
8
( 0 , 3 )
( 1, 2 )
y = 2
x + y =3

X varies from x=0 to x=3 y Y varies from y=2 to y=3

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3 3y

P X Y 3∫ ∫

8

1

(6 x y ) dxdy

2 0

1

3

6x

8

2

x 2

2

3y

5

xy dy

24

0

  • 4. Find the acute angle between two regression lines Solution:

The angle θ between the two lines of regression is given by

tanθ

1r 2

σ

Y

σ

X

2

2

, where r is the correlation coefficient between X and

r

σ

X

σ Y

Y andσ X andσ Y are standard deviations of X and Y respectively.

  • 5. State the equations of two regression lines.

Solution:

Regression equation of X on Y is X X b XY Y Y

Where b

XY

Σ x  y

x

y

www.cseitquestions.in 3 3 − y P  X  Y  3   ∫ ∫

x 2

x

Regression equation of Y on X is

Where b

YX

Y

Y

 b YX X

X

Σ x

x

y

 

y

www.cseitquestions.in 3 3 − y P  X  Y  3   ∫ ∫

y

y

2

  • 6. State Central limit theorem in Lindberg-Levy’s form.

Statement:

If X 1 , X 2 , ...............

  • X n be a sequence of independent identically

distributed random variables with E X i and Var X i σ 2 , i 1,2, ......and

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if S n X 1 X 2

............

X n then under certain general conditions , S n follows

Normal distribution with mean nand variance nσ 2 as n tends to infinity.

  • 7. If X and Y are un correlated, what is the angle between the regression lines.

Solution:

Since X and Y are uncorrelated r=0

tanθ

1r 2

σ

σ

Y

X

2

2

r

σ

X σ Y

tanθ

θ

π

2

  • 8. Let X and Y are integer valued random variables with

P ( X m, Y n ) q 2 p m n 2 , m 1,2,

.....

,

n 1,2,

........

and p + q=1. Are

X and Y independent?

Solution:

The two random variables X and Y are independent, if.

P

X x

, Y y

P

i

j

ij P i * Χ P * j

P X 1, Y 2q

P X 2, Y 1q

P

P

ij

i *

Χ P

* j

P

X x

  • 2 2 2

1

p

q

  • 2 1 2

2

p

q

i

P Y y

2

 

p

2

 

p

j

Therefore X and y are independent.

  • 9. Distinguish between Correlation and Regression

Solution:

 

Correlation

 

Regression

1.Correlation means relation between two variables

  • 1. Regression means measure of average

  • 2. Regression coefficient

2.Correlation coefficient is symmetric

relationship between the two variables

r

r

 

xy

yx

 

is not symmetric

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b

b

xy

yx

  • 10. Can the joint distribution of two random variables X and Y be got of their marginal distributions are known?

Solution:

We can find joint distribution of X and Y provided X and Yare

independent.

  • 11. State central limit theorem in Liapounoff’s form

Solution:

If X 1 , X 2 ,

...............

  • X n is a sequence of independent random variables with

E X i i andVar X i σ i 2 , i 1,2,

......

and if S n X 1 X 2

............

X n then

under certain general conditions, S n follows a normal distribution with mean

n

n

 i and variance σ2 σ i 2 as n tends to infinity.