SSN COLLEGE OF ENGINEERING, KALAVAKKAM

DEPARTMENT OF MATHEMATICS

ASSIGNMENT ON RANDOM VARIABLES

PART A

1. If two random variables X and Y have probability density function (PDF)

for x, y>0, evaluate ‘k’

2. Let X and Y be integer valued random variables with

Are X and Y independent?
3. The p.d.f. of a random variable X is f(x) =2 x , 0 < x <1, find the p.d.f. of
Y=3X+1.
4. If X and Y are random variables having the joint density function

5. Can the joint distributions of two random variables X and Y be got if their
marginal distributions are known?
6. State the basic properties of joint distribution of (X, Y) where X and Y are
random variables

7. If X and Y have joint pdf check whether X and

Y are independent.
8. Is the function defined as follows a density function?

9. Find the marginal density function of X and Y if .

10. A continuous random variable X has the p.d.f. f(x) given by f(x)=
Find the value of C and C.D.F. of X.

11. If the joint p.d.f. of (X, Y) is f(x, y) = find

 12. The following table gives the joint probability distribution of X and
Y. Find the marginal density functions of X and Y.

X 1 2 3
Y

1 0.1 0.1 0.2

2 0.2 0.3 0.1

13. If the joint pdf of the random variables (X, Y) is given by

find the value of k.
14. Find k if the joint probability density; function of a bivariate random

variable (X, Y) is given by

15. Two random variable X and Y has joint probability density function

Find E (XY).
16. 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 probability distribution of X :

YYY

X 1 2 3

0 3K 6K 9K

1 5K 8K 11K
2 7K 10K 13K
17. A continuous random variable X that can assume any value between
x=2 and x=5 has a density function given by; f(x) = k (1+x). Find P [X<4].
18. A random variable X has to p.d.f. f(x) given by

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

19. If the joint p.d.f. of (X, Y) is given by
Find E ( XY).
20. Find the value of (a) C and (b) mean of the following distribution

given

PART B

1. The joint probability mass function of random variables X and Y is

ar
e constants. Find the marginal and conditional distributions.
2. Let the number X be selected from among the set of integers {1, 2, 3, 4}and
the number Y be chosen from among those at least as X. Obtain the joint PMF
of (X, Y). Hence prove that covariance (X, Y) =5/8.
3. Two dimensional random variable (X, Y) has the joint PDF
otherwise Find (1) marginal and conditional
distributions, and (2) Test whether X and Y are independent.
4. If X has the probability density find
and the mean of X.
5. If the joint density of is given by

find the probability density of

and its mean.
6. Random variables X and Y have the joint distribution

Find
the marginal and conditional distributions and evaluate P{X<1}.
 7. Suppose the point probability density function (PDF) is given by

. Obtain the marginal PDF of X and that

of Y. Hence or otherwise find

8. The joint probability mass function (PMF) of X and Y is

P(x, y) 0 1 2

0 0.1 .04 .02

1
.08 .20 .06
X 2
.06 .14 .30

Compute the marginal PMF X and of Y, and check if X and Y are

independent.
9. The joint density function of random variables X and Y is
find the marginal and conditional probability density
functions. Are X and Y independent?
10. The joint of X and Y is given by find the

probability density function of

11. If the joint pdf of a two dimensional random variable (X, Y) is given by

Find (i) (ii)

(iii) .
12. If X is the proportion of persons who will respond to one kind of mail order
solicitation, Y is the proportion of persons who will respond to another kind of
mail-order solicitation and the joint probability density of X and Y is given by

Find the Probabilities that (i) at least

30% will respond to the first kind of mail-order solicitation.(ii) atmost 50% will
 respond to the second kind of mail-order solicitation given that there has been
20% response to the first kind of mail-order solicitation.
13. Suppose the probability density function is given by

. Obtain the marginal of X, the

conditional pdf of Y given X = 0.8 and then E(Y/x=0.8).
14. Given is the joint distribution X and Y:
XXXXX
0 1 122
0 0.02 0.08 0.10
Y 1 0.05 0.02 0.08
2 0.03 0.20 0.25
0.12 0.15
0.05 0.20
0.03 0.12
Obtain Marginal Distributions and the conditional distribution of X given Y=
0.

15. Given the joint pdf of (X, Y) as

16. Find the marginal and conditional pdfs of X and Y. Are X and Y
independent?

17. The joint pdf of random variable X and Y is given by

. Find the value of K and prove also that X and

Y are independent.
18. The joint p.d.f. of a bivariate R.V. (X, Y) is given

by: f(x, y) = Where k is a

constant (1) Find the value of K (2) Find P(X+Y<1) (3) Are X and Y
independent random variables. Explain.
19. Let X and Y be independent standard normal random variables. Find the

p.d.f. of
20. If the Joint p.d.f. of random variables X and Y

is f(x, y) =
find f(y/x) and E(Y/X=x).
21. Let X and Y be independent uniform random variables over (0, 1).Find the
p.d.f. of Z=X+Y
22. If the joint density function of the two random variables X and Y be

Find : (1)

23. Given Find (1)C, (2) The marginal

distributions f(x) and f(y) and (3)The conditional density of Y given X f(y/x)
24. If X and Y each follow an exponential distribution with parameter 1 and are
independent, find the pdf of U=X-Y.
25. The diameter of an electric cable X is a continuous random variable with
pdf f(x)=kx(1-x), 0 Find (A) the value of k (B) the cumulative
distribution function of X (C) P (X
26. If X and Y are independent random variable with and

find the density function of Are they independent?

27. If the joint pdf of a random variable (X, Y) is given by

find the conditional densities of X given Y

and Y given X.

28. The pdf of X and Y is given by

29. Find k and prove that X and Y are independent

30. X and Y are two random variables having joint density function

Find

31. Two random variables X and Y have the following joint probability density

function f(x, y) = Find (1) Marginal probability

density functions of X and Y (2) Conditional density functions (3) var (X) and
var (Y).
32. Let (X, Y) be a two-dimensional non-negative continuous random variable

having the joint density. Find the

density function of
33. The joint p.d.f. of R.V.s X and Yis given by

Find the marginal p.d.f. of X ,

P(X+Y < ½),Cov (x, Y).
34. The joint p.d.f. of R. vs X and Y is given by

f(x) =
35. The random variables X and Y have joint p.d.f.

Are X and Y independent?

Find the conditional p.d.f. of X given Y.

36. Suppose X and Y are two random variables having the joint p.d.f.

. Find the p.d.f of

37. In producing gallium – arsenide microchips, it is known that the ratio

between gallium and arsenide is independent of producing a high percentage of
workable wafer, which are main components of microchips. Let X denote the
ratio of gallium to arsenide and Y denote the percentage of workable
mierowafers retrieved during a 1-hour period. X and Y are independent random
variables with the joint density; being known as

Show that E (XY)=E(X). E(Y).

38. If the joint density of given by

find the probability density of
39. Two random variables X and Y have joint density function

Find the conditional density functions. Check

whether the conditional density functions are valid

40. If the joint probability density of

find the probability of