II Assignment (EEE and ICE) (IV SEMESTER)

1. Suppose that X is uniformly distributed over ( a, a) where a > 0. Whenever possible

determine a such that
(i) Pr X 1 1 / 3 (ii) Pr X 1 1 / 2 (iii) Pr |X|<1 Pr | X | 1
2. Let X1, X2 and X3 be uncorrelated random variables having the same standard
deviation. Find the correlation coefficient between X1 + X2 and X2 + X3.
3. Suppose that joint pdf of the two dimensional r. v. (X, Y) is given by
2 xy
x , 0 x 1, 0 y 2
f(x,y) 3
0, elsewhere

compute (i) Pr( < ) (ii) Pr(X > 12 (iii) E(X)

4. Suppose that the two dimensional random variable (X, Y) have joint pdf
f (x, y) x y, 0 x, y 1 . Compute the correlation coefficient between X and
Y.
5. A two dimensional random variable (X,Y) has the joint density function
(, ) = {6 23 ; , 0. Find
(i) (0 < < 2, > 2)
(ii) Marginal and conditional p.d.f.
(iii) Are they independent?
6. Two independent random variables 1 2 have mean (5,10) and variance (4,9)
respectively. Find covariance between = 31 + 42 and = 31 2.
7. Find the correlation coefficient between X and Y, if X and Y is a two dimensional
+ ; 0 < < 1,0 < < 1
random variable with joint p.d.f (, ) = { . Also find
0;
(|)(|).
8. In a bombing action, there is 50% chance that any bomb will strike the target. Two
direct hits are needed to destroy the target completely. How many bombs are required
to be dropped to give a 99% chance or better of destroying the target?
9. Suppose the 2 dimensional r.v (X,Y) is uniformly distributed over the region between
= = 2 . Find ()().
10. Suppose that 0.01% of the population of a city with population 10,000 suffers
from a certain disease. Find the probability that there is at least two persons, who
suffers from the disease. If there are 10 such cities in a state, what is the probability
that at least one city will have at least one person who suffers from the disease