Unit-II : TWO DIMENSIONAL RANDOM VARIABLES

Definitions:
Two Dimensional Random Variable
Let be the sample space. Let and be two functions each assigning a real number to each
outcome . Then is a two dimensional random variable.

Types of Two Dimensional Random Variables

(i) Discrete Random Variable
If the possible values of are finite or countably infinite, is called a two dimensional discrete R.V.
The possible values of a two dimensional discrete R.V may be represented as

(ii) Continuous Random Variable

If can assume all values in a specified region R in the -plane, then is called a two dimensional
continuous R.V

Joint Probability Distribution (or) Probability Mass Function of

Let be a two dimensional discrete r.v. such that (X x Y y) , then is called the probability
function of (joint probability distribution) provided the following conditions are satisfied.
(i) (ii) ∑ ∑
The set of triples ( ) is called the joint probability distribution
of .

Joint Probability Density Function

Let be a two dimensional continuous R.V., then the function is called the joint probability
density function of the R.V. , if it satisfies the following conditions.
(i) Where is the range space.

(ii) ∫ ∫

Note: { } ∫ ∫

Joint Cumulative Distribution Function

If is a two dimensional R.V (discrete or continuous), then {X x Y y} is called the c.d.f
of .
In the discrete case, ∑ ∑

In the Continuous case, ∫ ∫

Marginal Probability Distributions (or) Marginal Distributions

(a) Discrete Case
Let be the joint p.m.f. of a discrete two dimensional R.V.
The marginal distribution of is defined by ∑ .

The marginal density function of is defined by ∑

(b) Continuous Case
Let be the joint p.d.f. of a continuous two dimensional R.V.
The marginal density function of is defined by ∫ .

The marginal density function of is defined by ∫ .

Note:
[ ] ∫ ∫ ∫

[ ] ∫ ∫ ∫
Conditional Probability Distribution
(a) Discrete Case
{ }
The Conditional probability function of given is defined by { }
{ }

{ }
The conditional probability function of given is defined by { }
{ }

(b) Continuous Case

The Conditional probability function of given is defined by ( )

The conditional probability function of given is defined by ( )

Independent Random Variables

Two discrete random variables are said to be independent, if [ ] .
In case of continuous R.V., the random variables are said to be independent, if .
Note : Let be the joint probability distribution function. Then the joint probability density function of

nd is given by

Problems Based on Discrete Random Variables

Problem: 1 From the following joint distribution of , find the marginal distributions
X
Y 0 1 2
0 3/28 9/28 3/28
1 3/14 3/14 0
2 1/28 0 0
Solution:
The marginal distribution of are given below
X Marginal
0 1 2 Distribution of Y,
Y ∑

Marginal
Distribution of X,
∑

Problem:2 The joint distribution of is given by . Find the

marginal distributions.
Solution:
The marginal distribution of nd are given below
X Marginal
1 2 3 Distribution of Y,
Y ∑

Marginal
Distribution of X,
∑
 Problem: 3 If the joint distribution of is given by Find
(i) all the marginal distributions, (ii) all the conditional distributions and (iii) the probability distribution of

Solution:
To find the value of k
X
0 1 2 ∑
Y

We know that ∑ ∑ i,e., total probability = 1

.
(i)The marginal distribution of are given below.
X Marginal
0 1 2 Distribution of Y,
Y ∑

Marginal
Distribution of X,
∑

[ ]
(ii) The conditional distribution of X given is [ ]
[ ]

X
0 1 2
Y ⁄
⁄
1

[ ]
The conditional distribution of Y given is [ ]
[ ]

X
0 1 2 ⁄
Y
⁄
1

3
(iii) Probability distribution of X+Y

Probability

1 P

2 P P

3 P P P

4 P P

5 P

Problem: 4
Given the following bivariate probability distribution obtain
(i) Marginal distributions of X and Y
(ii) Conditional distribution of X given Y=2 and
(iii) The conditional distribution of Y given X=1.
X

-1 0 1
Y

Solution :
X
-1 0 1 ∑

∑ 1

(i) Marginal Distribution of X and Y :

[ ] ∑ nd [ ] ∑

-1 0 1

0 1 2

(ii) Conditional Distribution of X given

[ ]
[ ]
[ ]
 [ ]

[ ] nd [ ]

-1 0 1

(iii) Conditional Distribution of Y given X=1:

[ ]
[ ] whe e
[ ]

0 1 2

Problems Based on Continuous Random Variables

Problem : 1 Show that the function , , is a joint density functions

of and .
Solution : We know that satisfies the conditions
(i)
(ii) ∫ ∫ hen
Now,
(i) in the interval

(ii) ∫ ∫ ∫ ∫

∫ [ ]

∫ * +

[ ]

∫ ∫

Since satisfies the given two conditions, it is a joint distribution function.

Problem : 2 Find ’k’ if he join p ob bili y densi y func ion of biv i e ndom v i ble is given by

Solution :
Since is a p.d.f, we have ∫ ∫

∫ ∫

∫ , ∫ -

∫ , * +-

∫ * +

[( ) ( )]

( )
Problem : 3 The joint p.d.f of R.V is given by f Find the value of .
Prove that are independent.
Solution:
Since is a p.d.f, we have ∫ ∫

∫ ∫

∫ ∫

∫ ∫

The above equation becomes

, ∫ -, ∫ -

* + [ ] [ ][ ]

To prove that are independent, We have to prove

By formula, ∫

∫ ( )

Similarly, we get

Now

Problem: 4 The joint p.d.f of the random variables X and Y is given by

{ Find

Solution:
The m.d.f of X is ∫

= x ∫ y dy [y ] x x x

∫ [ ]

WKT by conditional probability distribution is

Problem : 5 Given { Find (i) C, (ii) (iii)

Solution:
(i) We know that the function should satisfy ∫ ∫

Now ∫ ∫

∫ ∫ ∫ *( ) +
 ∫ *( ) ( )+

∫ [ ] ∫

[ ]

P.d.f is

(ii) m.d.f of ‘X’ is ∫

∫ * +

[( )

(iii)

Problem : 6 If the joint p.d.f of X and Y is given ,

Find ,
Solution :
(i) To evaluate

We know that [ ] ∫ ∫

∫∫

y
∫ ∫ ∫* x y + dx

∫ [( x ) x ] dx

∫[ x x ] dx

∫[ x] dx ∫ x dx

x
[ x ] [ ]

P X Y

(ii) To evaluate P X Y

W.K.T by condionally density function of x given y is f x y

Now, P X Y

P Y ∫ f y dy ∫∫ x y dx dy

∫[∫ x y dy] dx

y
∫[ x y ] dx

∫[ x x ] dx
 ∫[ x x ] dx

∫[ x] dx ∫ x dx

x
[ x ]

P Y

[from(1) &(2)]

iii ∫ ∫

∫ [∫ ]

∫[ ]

∫ [ ]

∫ [

[ ]

[ ]

[ ]

[ ]

[ ]

[ ]

Problem : 7 Let X and Y be two random variable s with the joint p.d.f {

(i) Find the marginal probability density function of X and Y.

(ii) Find

(iii)Verify whether are independent.

(iv)Find
Solution :
Given that
(i) The marginal density function of ‘ ’ is

∫ ( )

The marginal density function of ‘ ’ is

∫

∫ ( )

(ii)To find

The conditionally density function of X given Y is

 ( )
Now, ( )
( )

First we find ( )

We know that [ ] ∫ ∫

( ) ∫ ∫

∫ (∫ ) ∫

∫ ( ) ∫ ( )

( ) ( )

( ) ∫ ∫ ( )

( )

Sub. (3) and (4) in (2) we get

( )

(iii) To check X and Y are independent Using formula,

are not independent.

(iv) To find
Using formula, ∫

∫ ( ) ( )

To find :
Using formula ∫

∫ ∫ ( )

( )
Problem: 8 Given the joint density function , . Find the marginal
elsewhe e
densities and the conditional density and evaluate [ ⁄ ]

Solution:
The marginal density function of ‘ ’ is ∫

∫ [ ] [ ]

The marginal density function of ‘ ’ is ∫

∫ * +

( )
The conditional density function of given is ( ⁄ )

Since , X and Y are independent

( ⁄ )
Therefore

⁄ ( ) ∫ ∫ * + [ ]

( )

REMARK : Let be the joint p.d.f. Then the joint p.d.f of X and Y is given by,

Problem : 9 If the joint distribution function of X and Y is given by

(i) Find the marginal densities of X and Y.

(ii ) Are X and Y independent?. (iii) Find
Solution:
Given

The joint p.d.f of is

[ ]

[ ]

(i) The m.d.f. of x is

∫ ∫

∫ [ ] [ ]

[ ]
The m.d.f of y is

∫ ∫

∫ [ ] [ ]

(ii) Next, to check X and Y are independent,

Now,
X and Y are independent.
(iii) To evaluate

∫ ∫

∫ ∫ ∫ *∫ +

∫ [ ] ∫

Problem 10 : If the joint p.d.f of (X,Y) is given by find

(i)Marginal density functions of X and Y.
 (ii)Conditional densities ( ) nd ( )

(iii)Conditional Variance of X given

Solution:
(i) Marginal density functions nd

(ii) Conditional Density Functions:

( )

( )

(iii) Conditional mean of X given

[ ] ∫ ( )

∫ ( ) [ ]

[ ] ∫ ( ) * +

Conditional variance [ ] [ ] { [ ]}

Conditional Variance of X given |

Problem 11:
| |
The joint p.d.f of two random variables X and Y is {

Evaluate the constant k. Find the marginal and conditional density of Y given X.
Solution :
| |
(i) To find k

∫ ∫

∫ ∫

* +

(ii) Marginal densities of X and Y:

∫

∫ ∫

[ ]

The Marginal density of X is

 ∫

[* + * + ]

* +

nd [* + * + ]

* +

The Marginal density of Y is

{
Conditional density function

( )

Problem 12:
( )
The joint p.d.f of two random variables X and Y is , . Find the marginal

p.d.f’s of X and Y. Are X and Y independent?

Solution:
Marginal densities of X and Y:

( )
∫

Put

∫ [ ] [ ]

Similarly the marginal density of Y is

nd e independen
Problem 13:
The joint distribution function of two random variables X and Y is given by
otherwise. Find the marginal and conditional densities of X and Y. Are X and Y
independent? Also compute [ ]
Solution:

The joint p.d.f

[ ] [ ]

The joint p.d.f {

Marginal densities of X and Y:

∫ ∫

[ ]

∫ ∫

[ ]
Conditional density functions:

Since X and Y are independent.

[ ] ∫ ∫

(∫ ) (∫ ) ( )

Problem 14 :
Two continuous random variables X and Y have the joint p.d.f

{ . Find the marginal distribution and conditional

distributions of X and Y. Hence examine if X and Y are independent.

Solution:
Marginal densities of X and Y :

∫ [ ]

* +

* +

∫ [ ]

* +
 Conditional densities

nd e dependen

Problem 15 : The joint probability density function of a R.V X and Y is given by

, Find marginal density function of X and Y.

Solution:
The m.d.f of ‘ ’ is

∫ , -

∫ [ ]

The m d f of ‘Y’ is

∫ ∫ [ ]

Problem 16: Let X and Y be random variable with the joint pdf f(x) =, (i)Find K,

(ii) (iii) and (iv)

Solution:
(i) Given is joint pdf i.e.∫ ∫

∫∫

∫ [∫ ] ∫ [ ]

∫ ∫

, -

{ }

[ ]

( )

P.d.f of is ,
 (ii) M.d.f of ‘ ’ is ∫

∫ [ ]

(iii) m.d.f of ‘ ’ is ∫ ∫

[ ]

y y

(iii) Conditional density function of X given Y y is

(iv)

Problem 17: The joint p.d.f of a bivariate R.V(x,y) is given by {

Find k, (ii) Find iii A e x nd y independen R V’s

Solution:
(i) Since is a p.d.f., we have

∫ ∫

i.e.,∫ ∫ [ ]

∫ [∫ ]

∫ [ ] ∫

[ ]

Hence , the p.d.f of is {

(ii)To evaluate

∫∫

∫∫ ∫ [∫ ]

∫ [ ] ∫

∫ [ ]

∫[ ] [ ]

[ ] [ ] [ ] .

(ii) Nex o check h X nd Y e independen R V’S

First we find the marginal density functions X and Y.
The m gin l densi y func ion of ‘X’ is
 ∫ fo mul

[ ]

The marginal density function of ‘ ’ is

∫ fo mul

[ ]

Next, to check the two random variables X and Y are independent.

Using formula,

Therefore, X and Y are independent.

Problem 18 : If the joint P.d.f X and Y is given by ,

Find .
Solution:

Now, ∫ ∫

∫ ∫

∫ (∫ )

∫ ( )

∫ ( )

∫ ( )

∫ [ ]

∫ * +

* +

[ ] [ ]

[ ] [ ]

[ ]

[ ]
Problem for Practice:
1. The two dimensional random variable (X, Y) has the joint probability mass function
Find the conditional distribution of Y for X = x. Also find the conditional

distribution of Y given X = 1.
2. For the bivariate probability distribution of XY given below, find (

( ) ( ) (

y X 1 2 3 4 5 6

0 ⁄ ⁄ ⁄ ⁄

1 ⁄ ⁄ ⁄ ⁄ ⁄ ⁄

2 ⁄ ⁄ ⁄ ⁄ ⁄

ANS: (i ( ) (

COVARIANCE
If X & Y are random variables, then covariance between X & Y is defined as
Formula
If X and Y are independent, then and
(i)
(ii)
(iii) fX Y are independent, then
(iv)
(v)
CORRELATION
A distribution involving two variables is known as a bivariate distribution. If these two variables vary such
that change in one variable affects the change in the other variables, the variable are said to be correlation.
TYPE OF CORRELATION
(i) Positive Correlation (ii) Negative Correlation
POSITIVE CORRELATION
If the two variables deviate in the same direction [i.e if the increase (or decrease) in one results in a
corresponding increase (or decrease) in the other, then the correlation is said to be positive.
EXAMPLE: The correlation between (i) The height and weight of a group of persons (ii) Income and
expenditure
NEGATIVE CORRELATION
If the two variables constantly deviate in opposite direction (i.e if the increase (or decrease) in one results in
corresponding decrease (or increase) in the other, then the correlation is said to be Negative.
KARL PEARSON’S COEFF C ENT OF CORRELAT ON
Formula : If X and Y take considerably large values, computation of rxy will become difficult. In such problems,
we may introduce change of origin and scale and compute r xy by using following property.
Cov U V
√ √
Here n number of items, Where a,& b are arbitrary values.
Note : Correlation coefficient is independent of change of origin and scale.

ie whe e

Where a and b are some arbitrary constants usually the mid-values of the given data X and Y respectively.
Problems Based on Correlation Coefficient
Problem: 1 Compute the coefficients of correlation between X and Y using the following data.

X 65 67 66 71 67 70 68 69
Y 67 68 68 70 64 67 72 70

Solution: Let us take U X V Y

X Y U = X-68 V=Y-68 UV U2 V2

65 67 -3 -1 3 9 1

67 68 -1 0 0 1 0

66 68 -2 0 0 4 0

71 70 3 2 6 9 4

67 64 -1 -4 4 1 16

70 67 2 -1 -2 4 1

68 72 0 4 0 0 16

69 70 1 2 2 1 4

Total ΣU -1 ΣV ΣUV ΣU2=29 ΣV2=42

Using the Formula

he e
√

√ √

Problem: 2 Find the coefficient of correlation between X and Y using the following data

X 5 10 15 20 25
Y 16 19 23 26 30

Solution:
Let us take U X V Y

X Y X V Y UV U2 V2

5 16 -10 -7 14 4 49

10 19 -5 -4 4 1 16

15 23 0 0 0 0 0

20 26 5 3 3 1 9

25 30 10 7 14 4 49

Total ΣU ΣV -1 ΣUV ΣU2=10 ΣV2=123

Using the Formula,

√ √

Problem: 3 calculate the correlation coefficient for the following heights (in inches) of fathers X and Y and
their sons Y.

X 65 66 66 67 68 69 70 72

Y 67 68 65 68 72 72 69 71
Solution:
Let us take U X : V Y
 X Y U = X-69 V=Y-69 UV U2 V2
65 67 -4 -2 8 16 4
66 68 -3 -1 3 9 1
67 65 -2 -4 8 4 16
67 68 -2 -1 2 4 1
68 72 -1 3 -3 1 9
69 72 0 3 0 0 9
70 69 1 0 0 1 0
72 71 3 2 6 9 4
Total ΣU -8 ΣV ΣUV ΣU2=44 ΣV2=44

Using the Formula

he e
√

√ √ √
Problem : 4 Find the coefficient of correlation between industrial production and export using the following
data

Production X 55 56 58 59 60 60 62
Export Y 35 38 37 39 44 43 44

Solution :
To find

Let us take U X V Y

x y U = X-59 V=Y-40 UV U2 V2
55 35 -4 -5 20 16 25
56 38 -3 -2 6 9 4
58 37 -1 -3 3 1 9
59 39 0 -1 0 0 1
60 44 1 4 4 1 16
60 43 1 3 3 1 9
62 44 3 4 12 9 16
Total ΣU -3 ΣV ΣUV ΣU2=37 ΣV2=80

Using the Formula,

√ √ x

Two dimensional Random variable : Moments - Mean ,Variance ,variance ,Standard variance

Discrete Continuous

∑ ∫

∑ ∫

[ ] [ ] [ ] [ ]
 √ √

∑∑ ∫ ∫

PROBLEMS USING DISCRETE RANDOM VARIABLES:

Problem: f X nd Y e disc e e R V’s wi h p d f

Find
Solution: Given h

(i) To find Mean, and

we need m.d.f. of X, m.d.f. of
The Marginal density function of X and Y is given by

X
3
Y P Y y o f y

P X x o f x

Me n of ∑

( ) ( )

( ) ( )

Me n of ∑

( )

( )

[ ] [ ]

( )

√
√ √

[ ] [ ]

√
√ √
(ii ) To find
We know h

Now ∑∑

( ) ( ) ( ) ( )

(1) Becomes,

( )( )

√ √

Problem: 2 The following table gives the joint probability distribution of two random variable X and Y. Find
Verify whether X and Y are correlated.

Y/X 0 1 2 3

Solution
The m.d.f. of X and Y is given by

Y/X 0 1 2 3 P Y y

P X x

To find

∑ ∑ ∑∑

( ) ( )

( ) ( ) ( )

∑∑
 p p p p p p
p p p p p p

( ) ( ) ( ) ( )

Hence X and Y are correlated.

Problem: 3 If the independent random variables X and Y have the variances 36 and 16 respectively. Find the
correlation coefficient between X + Y and X - Y.
Solution:
Let
We know that

√ √[ ][ ]]
Now,

[ ]

Now,
[ ]
[ ]
[ ] [ ]

[ ] {[ ] [ ] }
[ ] [ [ ] [ ]
[ X nd Y e independen R V’s ]

[ ] {[ ] [ ] }
[ ] [ [ ] [ ]
[ X nd Y e independen R V’s ]

(1) becomes,
√ √

PROBLEMS USING CONTINOUS RANDOM VARIABLES

Problem: 1 If the joint p.d.f of is given by . Find .
Solution:

∫ ∫

∫ ∫ ( )

Problem: 2 Two random variables X and Y have the following joint probability density function

{ Find var(X), var(Y) & covariance between X & Y. Also find

Solution:
First we find the m.d.f of X and Y.
m.d.f of X is ∫

∫ [ ]
 {

m.d.f. of Y is ∫

∫ * +

To find , we need
Now, ∫

∫ ∫

[ ]

∫ ∫ ∫

∫ ∫

* +

Similarly,

(i) [ ] [ ]

[ ] [ ]

(iii)
Now, ∫ ∫

∫ ∫

∫ ∫

∫ * + ∫* +

* +

( )

√ √
√ √

Problem: 3 If find the correlation coefficient between X & Y.

Solution:
Given

To find

First we find the m.d.f of X and Y and then find

m.d.f of X is ∫

∫ * +

[ ] [ [ ]

[ ] [ ]

∫ ∫

* +

[ ] [ ]

∫ [ ] ∫[ ] * +

[ ] [ ]

∫ [ ] ∫[ ] * +

[( ) ( )] [ ]

[ ]

∫ [ ] ∫

* + [ ]

∫ [ ] ∫

* + {( ) }

{ } [ ]

∫ ∫

∫ ∫ [ ]

∫ *∫ +

∫ * + ∫ [ ]

[ ] {( )}

[ ( )] [ ]
 [ ]

Now, [ ]

( )

√ √
√

[ ]

( )

√ √
√

Hence (1) becomes

( )
√ √
( )

Problem : 4 The joint probability density function of two random variables X and Y is given
[ ]
{ } Show that X and Y are uncorrelated but not independent.

Solution:
(i) We know that the function f x y should satisfy

∫ ∫ ∫ ∫ [ ]

∫( )

∫( )

∫( )

* +

[ ] [ ]

If then X and Y are uncorrelated.

First we find the m.d.f of X and Y and then find

m.d.f of X is ∫

∫ [ ]

* +

[ ]

[ ]

Similarly * +

∫ ∫ ( )

∫ ( )
 * + [ ] [ ]

Similarly

∫ ∫

∫∫ [ ]

∫ ∫[ ]

∫* +

∫ * + * +

[ ] [ ] [ ]

Hence X and Y are uncorrelated.

Since , X and Y are independent

Here [ ] * +* +

Hence X and Y are not independent.

Problem: 5 Let X be a random variable with p.d.f and let . Find the correlation

between X and Y

Solution: To find

First we find

∫ ∫ ∫ [ ] [ ]

∫ ∫ [ ] [ ]

[ ]

∫ ∫ [ ] [ ]

√ √

Problems for Practice:

1. The joint probability density function of X and Y is given below. Find the correlation coefficient of X
and Y.
Y
-1 1
X

ANS :
√

2. Suppose that the two dimensional random variable (X,Y) has p.d.f given by
elsewhere. Find the correlation co-efficient
ANS :
 3. The independent random variables X and Y defined by

, {

Find the correlation co-efficient between

ANS:

REGRESSION:
Regression is a mathematical measure of the average relationship between two or more variables in terms
of the original limits of the data.
Lines of regression [Formula]:
1. The line of regression of Y on X is given by
̅ ̅

2. The line of regression of X and Y is given by

̅ ̅

Note:
1. The quantity is called regression coefficient of Y on X and is denoted by

2. The quantity is called regression coefficient of X on Y and is denoted by

Correlation coefficient
√b b , x̅ me nof x y̅ me nof y S of x ; S of y ; V x
; V y.
NOTE : Regression coefficient are independent of change of origin but not of scale. i.e, and

∑ ∑ ∑ ∑ ∑ ∑
∑ ∑ ∑ ∑
Where U X V Y b where a, b are arbitrary values.
PROPERTIES OF REGRESSION LINE:
1. Correlation coefficient is the geometric mean between regression coefficients. i.e, √
2. The correlation coefficient and the two regression coefficients have same sign
3. The regression lines pass through the point ̅ ̅ , Where ̅ = mean of X and ̅ = mean of Y.
Problem: 1
Obtain the equation of the lines of regression for the following data:

X 65 66 67 67 68 69 70 72
Y 67 68 65 68 72 72 69 71
Solution:
Let : & ;
First ,we find regression coefficients
∑ ∑ ∑
∑ ∑

∑ ∑ ∑
∑ ∑

∑ ∑
̅ ̅

Equation of the line of regression of Y on X is

 ̅ ̅

Equation of the line of regression of X on Y is

̅ ̅

Problem : 2
A Study of prices of rice at Chennai and Madurai gave the following data:

Chennai Madurai

Mean 19.5 17.75

S.D 1.75 2.5

Also the coefficient of correlation between the two is 0.8. Estimate the most likely price of rice (i) at
Chennai corresponding to the price of 18 at Madurai & (ii)at Madurai corresponding to the price of 17 at
Chennai.
Solution:
Let the prices of rice at Chennai and Madurai be denoted by X and Y respectively.
From the given data,
̅ ̅
Regression line of X on Y is
̅ ̅

̅ ̅

When , then

Regression line of Y on X is
̅ ̅

̅ ̅

When , then

Problem: 3
The two line of regression are The variance of x is 9. Find (i)
The mean values of x and y (ii)Correlation coefficient between x and y. (iii) Standard deviation of y.
Solution:
(i) Since both the lines of regression passes through x̅ and y̅, the point must satisfy the two
regression lines.
Now , ̅ ̅
̅ ̅
 (1)×5 ̅ ̅
̅ ̅
̅
̅
̅ in eqn. (1) , we get ̅

̅ ̅

Hence , the mean values of x and y are ̅ ̅

(ii) Let us suppose that be the line of regression Y on X
and X on Y respectively .
&

i.e,
we know that

Since, both the regression lines are positive, correlation coefficient r(X,Y) must be positive.

(iii) Given v x

We know that

( )

Standard deviation of y is .

Problem: 4
Two regression lines are and variance of x is 25 . Find the
means of x and y. Also, find the coefficient correlation.
Solution:
Since both the lines of regression passing through ̅ ̅ ,
We get, ̅ ̅
̅ ̅
(1)×5 ̅ ̅
̅ ̅ 7
̅
̅
̅ ̅
̅
̅
̅
Therefore the mean values are ̅ ; ̅
(i) Let be the line of regression of Y on X and X on Y
respectively.
;
;

We know that
Problem: 5
The regression equation of X and Y is y x . If the mean value of y is 44 & the variance of X were

( ) of the variance of Y. Find the mean value of X & the correlation coefficient.

Solution:
Since the line regression passing through ̅ we get
̅
̅
̅
̅ ̅
Let be the line of regression of X and Y respectively.
i.e.,


Given that the variance of h of the variance of Y

sub in wege

( ) ( ) ( )( )

Problem: 6
Can and be the estimated regression equation of Y on X and X on Y respectively?
Explain your answer.
Solution:
Given

we know h

√ which is imaginary
cannot be imaginary
The given lines are not estimated as regression equations.
Problems for Practice:
1. Obtain the equations of the lines of regression from the following data:

X 1 2 3 4 5 6 7
Y 9 8 10 12 11 13 14
2. The regression equations of X and Y are respectively 22 and . Find the means of
X and Y.
Ans: ̅ ̅
3. Given the two regression lines , find the coefficient of correlation
between X and Y.

Ans: √
UNIT-II TWO DIMENSIONAL RANDOM VARIABLES
ANNA UNIVERSITY QUESTIONS
MAY-2015
PART A
1. Find the value of k, if is to be joint probability density function.
2. What is the angle between the two regression lines?
PART B
1. If the joint distribution function of two dimensional random variable (X,Y) is given by

{ Find the marginal densities of X and Y.

Are X and Y independent? Find

2. Find the coefficient of correlation between X and Y from the data given below:

X 65 66 67 67 68 69 70 72
Y 67 68 65 68 72 72 69 71
3. The two line of regression are The variance of X is 9.
Find the mean values of X and Y. Also find the coefficient of Correlation between the variables X
and Y.
4. Two random variables X and Y have the following joint probability density function.

, . Find the probability density function of the random variable

Dec 2014
PART A
1. The joint p.d.f of two dimensional random variables X Y is given by
. Find the value of K
2. Commen on he s emen “ f hen X nd Y e unco el ed “
PART B
1. Calculate the coefficient of correlation for the following data:
X : 9 8 7 6 5 4 3 2 1
Y : 15 16 14 13 11 12 10 8 9
May 2014
PART A
1. Find the value of k, if the joint density function of X Y is given by

{ }

2. Given that joint probability density function of as

Determine the marginal density.

PART B
1. The joint probability density of two random variables X and Y is given

* +
by , . Find the conditional density function of X given Y

and the conditional density function of Y given X.

2. If the independent random variables X and Y have the variances 36 and 16 respectively , find the
correlation coefficient where U = X + Y and V = X Y.
3. The joint probability density function of two random variables X and Y is given by
[ ]
{ }. Show that X and Y are uncorrelated but not independent.

Dec 2013
PART A
1. The joint p.d.f of R.V X and Y is given by Find the value of
PART B
1. The joint p.d.f X and Y is given by , Find

2. If X and Y each follow an exponential distribution with

Parameter 1 and are independent, find the p.d.f of . The marks obtained by 10 students in
Mathematics and Statistics are given below. Find the correlation coefficient between the two subjects.
Maths 75 30 60 80 53 35 15 40 38 48
Statistics 85 45 54 91 58 63 35 43 45 44
3. A distribution with unknown mean has variance equal to 1.5. Use central limit theorem to find how
large a sample should be taken from the distribution in order that the probability will be atleast 0.95 that
the sample mean will be within 0.5 of the population mean.
May 2013
PART A
1. If the joint p.d.f of is given by x . Find
PART B

1. If , , Find the correlation coefficient between .

2. The joint distribution of X and Y is given by . Find the marginal

distributions.
3. If the p. d. f of X is , find the pdf of
Dec 2012
PART A
1. When will the two regression lines be (a) at right angle (b) coincident?
2. A small college has 90 male and 30 female professors. An ad-hoc committee of 5 is selected at random o
unity the vision and mission of the college. If X and Y are the number of men and women in the committee
respectively what is the probability mass function of X and Y?
PART B
1. Obtain the equation of the lines of regression from the following data

X 1 2 3 4 5 6 7

Y 9 8 10 12 11 13 14

2. The joint p.d.f of a bivariate R.V (X,Y) is given by

{ (1) Determine the value of . (2) Find the marginal probability density

function of X.
3. The regression equation of x and y is . If the mean value of y is 44 and the variance of x

were ( ) of the variance of y. Find the mean value of x and the correlation coefficient.

May 2012
PART A
1. The regression equations of X and Y are respectively and Find the
means of X and Y.
PART B
1. Let X and Y be two random variables having the joint probability function given by
where X & Y can assume only the integer values 0, 1 & 2. Find the marginal and conditional
distributions
2. The two random variables X and Y have the joint probability density function

{ Find

3. Let X and Y be two random variables with the joint p.d.f { (i)

Find (ii) Find the marginal and conditional distributions.

(iii)Verify whether X and Y are independent.

Dec 2011
PART A
1. The joint p.d.f of R.V X and Y is given by Find the value of

2. Given the random variable X with density function , Find the p.d.f of

PART B
1. If the joint distribution of x and y is given by Find (i)
all the marginal distributions, (ii) all the conditional distribution
2. If X and Y are independent random variables with p.d.f’s respectively,
find the density function of and . Are U and V are independent?

3. Find the coefficient of correlation between X and Y using the following data

X 10 14 18 22 26 30
Y 18 12 24 63 30 36
May 2011
PART A
1. Given the two regression lines , find the coefficient of correlation
between X and Y.
PART B
( )
1. Given the joint density function , . Find the marginal densities

and the conditional density ( ⁄ ) and evaluate [ ⁄ ]

2. Determine whether the random variables X and Y are independent, given their joint probability density

function as ,

3. If X and Y are independent random variables of a density functions { and

{ respectively, find the density functions of

Dec 2010
PART A
1. Let the joint p.d.f of R.V X and Y is given by f Are X and Y are
independent? Why or why not?
PART B
1. Compute the coefficient of correlation between X and Y using the data

X 1 3 5 7 8 10
Y 8 12 15 17 18 20
May 2010
PART A
1. Give a real life example each for positive correlation and negative correlation
PART B

1. The joint probability of X and Y is given by , . Calculate the

conditional density of X given

2. If the correlation coefficient is 0, then the can we conclude that they are independent? Justify your
answer, through an example. What about the converse?
3. Let X and Y be independent random variables both uniformly
Distributed on (0, 1) Calculate the probability density of