MSO 201a: Probability and Statistics

2OL5-20I6-II Semester

Assignment-VIII
A. Illustrative Discussion Problems
1. Let

X:

(Xr, Xz, Xs)' be a random vector with p.m.f.

f xr,xr,xr(rr,rr,rr)
where

A:

: { i' if (21' 12'rs) A

|. 0. otherwise

{(7,0,0), (0, 1,0), (0,0, 1), (1, i, 1)}

(a) Are Xt,Xz,X3 independent?

(b) Are Xt,Xz,X3 pairwise independent?

(c) Are

Xt -l Xz and &

2. Let the r.v.

X:

independent?

(Xt,X2)'have the joint p.m.f.

(

rt*2rz
-it-'
:
f 5@r'rz) I

tf

r1: r'2' 12:1'2

(a) Determine the conditional p.m.f. of X2 given

(b) Find

2lXr:

Xt: rr, Tt: I,2.

P(Xr+Xz)2), P(X?X2>3), p(Xr:2lXz:1)

and

p(Xt*Xz>

11.

3. Consider the following joint p.m.f. of r.v. (X,Y):

f x,v(r,Y)

aI r-+

08

11

09

03

04

12

27

05

09

06

OB

04

: b.
p(x + y < 8), p(x +y > 7), p(xy < I4), p(xy

(a) Find the conditional p.m.f. of

(b) Find the probabilities

18), P(X :3V:5) and P(Y

given Y

:5lX:3).

4. The joint p.d.f. of (X, Y) is given by

.,

c(r r
if r > o,a ) o,r*y <r
fou(r.r.,)
ul: J - o'-g), 'otherwise
I

>

(a) Find the value of the constant

(b) Find the marginal p.d.f.s of

c;

and Y;

(c) Find the conditional d.f" of Y given

X : r,

where

r e (0,1) is a fixecl constalt;

(d) Find P({2X + 3}' < 1}).

5. Let (X,Y) be a random vector such that the p.d.f. of X

fx(t),
' {

+'tt - x2)' ifo < r < I

0.

aricl,

fblfixecl

r (0, 1), the conditional

or

(za

if

(a) For y (0,1), firid conditional p.d.f. of

r< s<r

X: r

is

otherwise

6. Suppose that

herwise

p.d.f. of Y given

lr*@l'):l;P0,
(b) Find P({0 <

is

given

Y:?),

y. i}) and P({rt <Y < 3}ttx:;})

X1 , . . . , Xn are independent and

identicaily distributed random vari0) :7-p:7-P(Xi:7),i:1,..

.,n,for somep (0,1).

ables and that P(X,;

LetX:number

X1,...,Xn thatareaslargeasXl. Findthep.m.f. of X.

of

7. Let us choose at random a point from the interval (0,1) and let the r.v. X1 be equal
to the number which corresponds to that point. Then choose a point at random
from the interval (0, Xr) and let X2 be equal to the number which corresponds to
this point. Compute P(Xt + Xz > I).
8. Let

and g be two p.d.f.s with respective distribution functions -P and G. Defirie

h : IR2 -+

[0,

co)

as

h(r,a):

[1

+ ct{2F(r)

- t} {zc(y) -

1}] f (")g(a),

whereal-1,1].
(a) Show that h

i*a p.d.f.

of some random vector (X,Y);

(b) Show that the marginal p.d.f.s of X and Y are

(c) Does there exists a value of

cv

l*1,1]

such

that

and g, respectively;

and

are independent.

B. Practice Problems from the Text Book

Chapter 2: Multivariate Distributions, Problem Nos.: 1.1, 1.5, 1.8, 3.2, 3.6 (a),
3.9

|1 So

lt"l

o\ a.

'. ?vo5c.gl0-tly a.ncf Jif Jralrczl

)otS-\6-F
Se*<A$(v
Nrfnt 7 nr.^.4r^{ V \\ \ [ So0 'rlrsra

tA\-(b) (jqo.vt7

?ttY.x'):\oo)) '- t \(Y)tr):

l[(*.ru\: c!tl) z-t

,
i,

(\ b) ) tlt(X' xr): (9 t ) ) :

At'.N[n- (Yr.*r-\ A tr, ,*)) A (Xr_xe) (

o) 2 1 tX'= r ) -t Lz q'zl)-3
t!xc=

'

( (Y: 1,,) -- \lr r"\ )

t
(
If,",^rr I \ c'-t
o). tlt]J
e { ( I ")- \o- \ ), \oL^\ll-)
- I - \t1,,>)'r) l\xr-:'\u),
txlzr.') I (xu:)r-) 4
i
o
>
)r")\
,; l; ;- I ttx : ( 1\ : \)'r
1 1x3:')

Avc

IL

(r^

lc!

e'pr d e'^1

-$

ilii, ;? e e -, ) : \-:.:::i:::::'"

-\\-l
La) u

Xr

a\rq \n-'r '

X,,
r')
w'
o*J
..'^
i >
Sr={o'{o \ t\
Ao -\
Ao;r^J,
\;- Xr-tr>

'\ )"o-)

(J-

7
\r\r\' \tr;-l) \t'
( L
\ \

\.*li"-t'^'

\t-\)
4 r,'r r)?\o-t)-

(ro)
Lr' .\^ i1t':
o4rrvu'tnr
t '; .

\-',n)t't)'\

t*ltd'
\\t")l\xl=\)-+
!\\'o, rr>\)-t / o'\re t^"\ tr^\c-\ ' r"l'gr'"h'
2\

-\>- *1< i1 0''h^

>

!\*rz>)> \''l\x"-r\:
vol 0r..^ *,]]e^r9\*'.'")= ? '
\ \ x,-r'r \*1- \) : r

ttr ^'*1''

?j.,l;:;,i'

t\x"r-\
\ xu\x.,\r'-\>) '-

'

'"'\

\xa2,)t

\ :;';
\

ltb) ?[y,< lr?l- ):

/':-2' = t r*'"i

..\

o^",',

rl:i'i;)

+t (xtzL,>fr)*
f (x..'z tr-a2-\
\Y

T:
\f-'l
\'J

ofi7a.tn!

s.\r"raera*

\g

|(r.=>'l;=>\

t ''
^,.t" _ \, .\ ,r1ir"'LrX1z\)_,ut
!\xt'>\rg't\=
.\'.
>\
(xrt
[( or;'--'i
?
V\*r-r *'?t\ X>:-r); P \-*r) \\I1z\) : \

\ tf /r-)3):

lv"!lc* rris ,), lt^)

b*

,-i'"ts)'l(x:rl

ttt::.:::'-

r>5 \:

t(-1"J)

('+'^,

? 1*-=\'
r
1.;'
| 'frr'- -> '
)

ltxr^_a >t t.
,
. o\t , lL^ . r-t* 'Of

--

(\ 12 \
l: ?*
'u.
(b
)23

i\ \>'1
o4!'4\^e

F+.
\ 'u" = \,,

t5)

f(v^rLg)> \-

Lo/
)
,.o5+ '"\ ) z o'8
?- \- ['6t 't

(x-+\ ) 1 )

o . \ -+

X*'\? 8) = ttx'trzt){
l\X*r rr)-?t

: \'o b rr ')-\ t'o ))< o' \?

7 0' 't?

,l\xr rtr): \-9(x17\5): \^ Lzto'o8*' o'ol

n o'o\:
tl.x-t )\8 ): !\x*t) tr) : D'os
.>\
vllt'l;l,t=
)>
x'r\125
i\
\(rzr)

.>)

1t:zs\x=r): l$5;

=< '01t ' 2t

"ra} t^\ r \ rn a'1: t :=; I

J ( to"-,.tf
+
-q,

L5)

Sx

t \=

lo* \F

T-r
, '^--'
\*rrt:

\: J [*-,,".,

\o-tl
A1 :

( 3tt-'\, .tr o !\!

{
o o41z^sraq

'T' ' o'

1-I

( c(r-)-r)
J
o

-o2

qier,vll

O'51

t ^ra'ng'+-'o)-'o5'r-'u't'):'

'

'

lrobl-e*

.'

A1

-zf,
39

A^> \ =-\ c:-

r1Fot >l e'S^; \o-

\^ r-

Io c t\->-1\A1

Rr A7*^v^otv-)

tt/

( rt"1i{o:Yrt
loatrtt

o,o-il^cv'Die

o4'}(\*)r

!ato-\)

rx)\
t{t:#
^
\ffir_
s'f'r^;t''
1
o
\',t*\t\)"'\:
u ri' i i 6(r-r-r)
r^)
tt>x+51.r)', ii\^-*,r. .
\^i<\
;;;,

tc) Ft

A'r'Jr'-7

,,t

9)

t}\4]t{\

\B

t/

=c

>\
'-a-

l-

l-

I L \t,-r-rrlrl/*
\rt1\ : llt-rtt'r)
-4

iF-''bro-\),

r
Q-u

,t
*'a
=) \r\rr: \ u
\

iets-\)

rr'\\

tt-*,Lr\;

J'rr

= tt{ta'x:\)3

.t o<l<l

"""^-li
-'

b*tt\'-t))- =
p>v.tr?(1r), [*,.,\t\))

!L

'l '"'J,
""
\\
$(?r),

{o." \"t
'\)-- \rr'}
,*"/ /
\r\r\:
\U Fvo.-(<\,
\/]

a' \uau+ta-]
u

\"^l-ot-*"I

.1" oLtx<)

, D

"\

:;:-:

Z',
(t.,t-

---l"z*\il*^${+)
c(fl q y
.c t^r)
{'\ o')tt
"')tt
\f).>''r5rz^'-:r4e
) o
\
r.

ob-*

q*'l
1^*unArq*4
c>'*nA'

=h
li)54)
\\--\
l\o.*\z!)=
t/\
\,+
'
D
a
t{'*
-"
\.d..b. "\
)n-\
r,.)
r.*
N^
:::.*'=*i
,o.i), ? f''*t'::::;
t-, \? \t) \1 >
n.::1:'

L;;'a,' l':'-

voLlC.- st",

X:

1..\o,

I (x;-t^^ \?
-

1,

n/>

(t'(
e'\ (r: " ' X*'\ tghtc-L

"')''^\ )
\t <l'^'*!) u "\ tll'

x\

x1)

r'r' -\ \F\' './^) ?o \1""'\ dr-\)

"-t^\ 7 \\ x":-r) \
! [ <r^.tr; v^ d tx:*.r'\ t x"' '-'/.^',t: \ F'z-) t:]l

[c>ao.t1

tI tr-r'.r!7
i 1ler.o.rl7(u^-tl "\ \x'.' '',tn\>'\

\*1:-r)

*.-t "\ L *r-- "' tr^)>'o) tt-\)

\[(l^"A]-l
f) \\
'
-\ '\ [q1o..+11 (r^-r)'\ Lx],--'{*l=r - r\

\E

\
u^\cr^w )
(t
[t*1"{

b) f-. I

\rtr"t ,

A\it-

c2qa'

Ar",r) al
J
-qr'

f,wr J

Arrt

4)

* * \uv"r-tl llzc.trr-r-)

L-]

b l\1'^^'-.<\''1, h\1) > a\n\, X

Cc) ftr

of

z."

lrrl

Lrr.;'l\:. \r^r h'!

(iL

-L

etrt

t'
-\
Cxvc' t'u'3.l{r't^J"Lt
ar^l
X
=')
tt 14 gnac<^t ' Ttr*
crr(
't
a^n'r
-vl^h y
6^;vrv nd) A{\''o
rr}tt\- J?ttL
{^t,:11 t \tlrTtr\
+!e(t\- )tru
2G>-\ d \rPtr.'41\la\'11-\l
q
2\

d2 ''s

[Atktr-;

]-l

a'

O'*'l\ 1)

<>o
r^r'-lpe,^'-At^'t @
-1
Arq
T*r f 6'..^l.
---

b --

'

11.\)