Académique Documents
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PART = A
1.The joint pdf of two random variables X and Y is given by fxy(x,y) = 1/8x(x-y) ; 0 < x < 2; -x <
y <x and otherwise fin fy/x = (y/x)[A.U.model
2. State the basic properties of joint distribution of (X,Y) when X andY are random variables.
[A.U.A/M 2005]
4.If X and Y are random variables having the joint density function f(x,y) = 1/8(6-x-y) , 0< x <2,
2 < y <4, find P(X+Y<3)[A.U.A/M 2003]
5.Find the marginal density function of X, if the joint density function of two continuous random
variable X and Y is
f(x) =2(2-x-y), 0£ x £ y £ 1
0 , Otherwise
0, otherwise
0, otherwise
8. Find ‘K ‘ if the joint probability density function of a bivariate random variable (X,Y) is given
by
0, otherwise
9.Show the Cov 2 (X,Y) £ Var ( X) . Var(Y) [A.U. N/D 2004]
10. 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 .[AU, May ‘99]
11.Find the acute angle between the two lines of regression [A.U A/M 2003]
13.The tangent of the angle between the lines of regression of y on x and x on y is 0.6 and sx = ½
sy , find the correlation coefficient between x and y.
14. Two random variables X and Y are related as Y = 4X+9 . Find the coefficient between X and
Y[ A.U. 2007]
15.State the equations of the two regression lines. What is the angle between them.[ A.U N/D
2003]
16.If X and Y are linearly related find the angle between the two regression lines.[A.U A/M
2004]
17.X and Y are independent random variables with variance 2 and 3 . Find the variance of 3X +
4Y .[A.U.A/M 2003]
18. State the central limit theorem for independent and identify distributed random variables.
[ A.U A/M 2005]
PART – B
1. The joint probability mass function (PMF) of X and Y is
P(x,y) 0 1 2
X 0 0.1 .04 .02
1 .08 .20 .06
2 .06 .14 .30
Compute the marginal PMF X and Y , P(X £ 1, Y £ 1 ) and check if X and Y are independent .
[A.U N/ D 2004]
0, otherwise
f(x,y) = 0 , otherwise
0 , otherwise
Find the (i) P( X < 1 ÇY < 3 ) (ii) P ( X + Y < 3 ) (iii) P ( X < 1/Y < 3 ) [ A.U A/M 2003
0, otherwise
6. Find the marginal density function of X , if the joint density function of two continuous
random variable X and Y is
f(x,y) = 2 ( 2-x –y ), 0£ x £ y £ 1
0 , otherwise
7. If X,Y and Z are uncorrelated RV’s with zero mean and S.D 5, 12 and 9 respectively, and if U
= X + Y and V = Y + Z , find the correlation coefficient between U and V .[ A.U Model]
8. Find the covariance of the two random variables whose p.d.f is given by [A.U. May 2000]
0, otherwise
9.Calculate the correlation co-efficient for the following heights ( in inches) of fathers X their
sons Y .[A.U. N/D 2004]
X: 65 66 67 67 68 69 70 72
67 68 65 68 75 72 69 71
0 , otherwise
f( x) = 4ax , 0 £ x £ 1
0 , otherwise
13. The random variable [X,Y ] has the following joint p.d.f
f(x,y) = ½ (x + y ) , 0£ x £n 2 and 0£ y£ 2
0, otherwise
(1) Obtain the marginal distribution of X.
14 . Find the Cor ( x,y ) for the following discrete bi variate distribution
15
X 5
0.4
10 0.2
0.1
20 0.3
15. Find the coefficient of correlation and obtain the lines of regression from the data given
below: [A.U. N/D 2003]
62
X 64 65 69 70 71 72 74
126
Y 125 139 145 165 152 180 208
16.Following table gives the data on rainfall and discharge in a certain river. Obtain the line of
regression of y on x . [A.U. May,99]
17. For the following data find the most likely price at Madras corresponding to the price 70 at
Bombay and that at Bombay corresponding to the price 68 at Madras.
city
Madras Bombay
65 67
Average price
S.D of price 0.5 3.5
S.D of the difference between the price at Madras and Bombay is 3.1?
18.If X and Y are independent random variables each normally distributed with mean zero and
variance s2 , find the density function of R = Ö X2 + Y2 and j tan-1 (Y/X ). [A.U. Dec 03]
19.If X and Y are independent random variables each following N(0,2) , find the probability
density function of Z = 2X + 3Y . [A.U A/M 2003]
20. A random sample of size 100 is taken from a population whose mean is 60 and the variance
is 400 . Using CLT , with what probability can we assert that the mean of the sample will not
differ from m = 60 by more than 4 ?(A.U. A/M 2003)