Scribd
Upload
17 views

CT2B

This document contains a summary of exam questions from a probability and statistics exam given on November 5, 2023. It includes 8 multiple choice questions and their solutions. The questions cover topics like conditional probability, joint and marginal distributions, expectation, variance, and other statistical concepts. The document provides the question, the multiple choice answer, the calculated answer range, and the step-by-step solution for each question on the exam.

Uploaded by

Bugs
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
17 views

CT2B

This document contains a summary of exam questions from a probability and statistics exam given on November 5, 2023. It includes 8 multiple choice questions and their solutions. The questions cover topics like conditional probability, joint and marginal distributions, expectation, variance, and other statistical concepts. The document provides the question, the multiple choice answer, the calculated answer range, and the step-by-step solution for each question on the exam.

Uploaded by

Bugs
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 5

Prob-Stat(MA20205)/CT/2

Fill in the blanks (Numerical)


Date of Exam : 05th Nov, 2023
Time : SLOT B
Duration : 45min
No of questions: 8 out of 10 questions
Type: Random-sequential (navigation allowed)
Each question carries 1 marks

November 9, 2023

1 1
12. Let X1 and X2 be random variables with E(X2 |X1 ) = 3 X1 , E(X1 ) = 4, V ar(X2 |X1 ) = 4 X1 and
V ar(X1 ) = 4. Then calculate 3E(X2 ) + 9V ar(X2 ).
(answer error range: 0.00)

ANSWER : 17

ERROR RANGE: 0.00


SOLUTION : We know

E(X2 ) = E (E(X2 |X1 )) = E(X1 /3) = E(X1 )/3 = 4/3.

Also V (X2 ) = E (V (X2 |X1 )) + V (E(X2 |X1 )). Now

V (E(X2 |X1 )) = V (X1 /3) = V (X1 )/9 = 4/9,

and
E (V (X2 |X1 )) = E(X1 /4) = E(X1 )/4 = 4/4 = 1.
4 13
Hence V (X2 ) = 1 + 9 = 9 . Therefore

3E(X2 ) + 9V (X2 ) = 4 + 13 = 17.

1
14. Let (X1 , X2 ) be a continuous random vector with joint pdf

−x2
 e

 , 0 < x1 < x2 < ∞
f (x1 , x2 ) =


0 , otherwise

Find E(X2 |X1 = 2).


(answer error range: 0.00)

ANSWER : 1

ERROR RANGE: 0.00


SOLUTION : The marginal pdf of X1 is
Z ∞
f1 (x1 ) = e−x2 dx2 = e−x1 , x1 > 0.
x1

The conditional pdf of [X2 |X1 = x1 ] is

f (x1 , x2 ) e−x2
f (x2 |x1 ) = = −x1 , x2 > x1 .
f1 (x1 ) e

Therefore the conditional pdf of [X2 |X1 = 2] is

e−x2
f (x2 |x1 = 2) = , x2 > 2.
e−2
Hence Z ∞
E[X2 |X1 = 2] = e 2
e−x2 dx2 = e2 e−2 = 1.
2

2 2
16. Let X be a continuous random variable with pdf f (x) = 2xe−x , x > 0. Let Y = 1 − e−X . Then find
10E(Y ).
(answer error range: 0.00)

ANSWER : 5

ERROR RANGE: 0.00


2
SOLUTION : The cdf of X is F (x) = 1 − e−x , x > 0. Using probability integral transform
−X 2
Y =1−e ∼ U (0, 1). Hence E(Y ) = 1/2. Hence 10E(Y ) = 10/2 = 5

2
20. Let X and Y be random variables. Let the conditional pmf of [Y |X = x] is
1 2 y−x
× 21x

3 3
p(x|y) = 2 y y , for y ≥ x, y ∈ N = {1, 2, . . .},
3 − 12
and the marginal pmf of Y is  y  y
2 1
pY (y) = − , y ∈ N.
3 2
Let the marginal pmf of X is denoted by pX (·). Evaluate pX (x), and obtain the expression in the form
pX (x) = ax + b, x ∈ N, where a, b are constants. Then 16a + 20b =.
(answer error range: 0.00)

ANSWER : 8

ERROR RANGE: 0.00


SOLUTION : The joint pmf of (X,Y) is
 y−x
1 2 1
p(x, y) = p(x|y)pY (y) = × x , y ≥ x, y ∈ N.
3 3 2
The marginal pmf of X is
P
pX (x) = y p(x, y)
2 y−x
P∞ 1
× 21x

= y=x 3 3
x P∞ 2 y
= 13 34 y=x 3
1 3 x 2 x 1
 
=3 4 3 1− 23
1 x

= 2 , x ∈ N.

Hence a = 1/2, b = 0. Therefore 16a + 20b = 8

1
32. Let a random variable X have Poisson distribution with expected value 15. Let g(x) = , where x
(x + 1)2
is a positive integer. Find E(15g(X + 1) − Xg(X) + 31 ).
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 0.333

ERROR RANGE: 0.05


SOLUTION : E(15g(x + 1) − xg(x) + 13 )
P∞ n −15 P∞ n −15
= n=0 15g(n + 1) 15 n!
e
− n=0 ng(n) 15 n!
e
+ 31 E(1)
P∞ n+1 −15 P∞ n −15
= n=0 (n + 1)g(n + 1) 15(n+1)!
e
− n=0 ng(n) 15 n!
e
+ 13
1
= 3 = .333.

3
39. Let X and Y follow a bivariate normal distribution such that the marginal expectation and standard
deviation of X are 10 and 5 respectively and the marginal expectation and standard deviation of Y are
20 and 4 respectively and the correlation coefficient is −0.5. Find the expectation of the conditional
distribution of Y given X = 20.
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 16

ERROR RANGE: 0.05


SOLUTION : Expectation is E(Y |X = x) = µY + ρ σσX
Y
(x − µX ) = 20 − .5 × 45 (20 − 10) = 20 − 4 = 16.

Z1
42. Let Z1 and Z2 be i.i.d. N (0, 1) random variables and Y = Z2 . Find P (Y > 1)
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 0.75

ERROR RANGE: 0.05


SOLUTION : P ( Z
Z2 > 1) = 0.5 + tan
1 −1
(1)/π = 0.75 because Z1 and Z2 are i.i.d N (0, 1)

62. Let the pair of random variables (X, Y ) follow bivariate normal (0, 0, 1, 1, 0).
What is E(X 2 Y + XY 2 ) =?
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 0
ERROR RANGE: 0.05
SOLUTION : As X and Y independent, E(X 2 Y + XY 2 ) = 2 ∗ E(X 2 )E(Y ) = 0

64. Let the pair of random variables (X, Y ) have joint density f (x, y) = 1, 0 ≤ x, y ≤ 1
and f (x, y) = 0, otherwise. Let Z = max{X, Y }. What is P (Z < 1/2) =?
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 0.25
ERROR RANGE: 0.05
SOLUTION : Observe that it is uniform on 0 ≤ x, y ≤ 1. So the probability is 1/2 ∗ 1/2 = 1/4

4
68. Let (X, Y ) have joint density f (x, y) = cx + 1, x ≥ 0, y ≥ 0, x + y ≤ 1 and f (x, y) = 0 otherwise. Find
the value of c.
(answer should be provided up to three decimal places, error range: 0.05)

ANSWER : 3
ERROR RANGE: 0.05
SOLUTION : Integrating f over whole plane we get 1 = 1/2 + c/6.

You might also like