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Cov Corellation

This document contains examples of computing covariance and correlation from joint probability mass functions or probability density functions of random variables X and Y. It includes 9 examples of joint distributions and calculating covariance and correlation from them.

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8918.stkabirdin
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© © All Rights Reserved
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21 views

Cov Corellation

This document contains examples of computing covariance and correlation from joint probability mass functions or probability density functions of random variables X and Y. It includes 9 examples of joint distributions and calculating covariance and correlation from them.

Uploaded by

8918.stkabirdin
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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1.

Suppose X and Y are discrete with joint pmf given by

(i) Compute Cov(X, Y).


(ii) Compute ρ(X, Y).
2. Suppose X and Y are discrete with joint pmf given by

(i) Compute Cov(X, Y).


(ii) Compute ρ(X, Y).
iii) E(X|Y=1)
iv) E(Y|X=0)
3. A collection of households were surveyed, and each household reported the number of
members and the number of automobiles owned. The reported numbers are in Table
4.1. Suppose that we were to sample a household at random from those households in
the survey and learn the number of members. What would then be the expected
number of automobiles that they own?

JOINT PMF & PDF


1. A bag contains 15 red and 25 blue marbles, 10 marbles are picked at a random. Let X
be the number of blue marbles and Y be the number of red marbles. Find the joint
PMF X and Y. Compute Cov(X, Y) and ρ(X, Y).
2. We toss a fair coin three times and record the sequence of heads and tails. Let X
denote the number of heads obtained. Let there are 2 plyers. Also let Y denote the
winnings earned in a single play of a game with the following rules,
player wins $1 if first H occurs on the first toss
player wins $2 if first H occurs on the second toss
player wins $3 if first H occurs on the third toss
player loses $1 if no H occur
Find the joint PMF X and Y. Compute Cov(X, Y) and ρ(X, Y).
3. Suppose that in an electric display sign there are three light bulbs in the first row and
four light bulbs in the second row. Let X denote the number of bulbs in the first row
that will be burned out at a specified time t, and let Y denote the number of bulbs in
the second row that will be burned out at the same time t. Suppose that the joint p.m.f.
of X and Y is as specified in the given table.

Compute Cov(X, Y) and ρ(X, Y).


4. In a certain suburban area, each household reported the number of cars and the
number of television sets that they owned. Let X stand for the number of cars owned
by a randomly selected household in this area. Let Y stand for the number of
television sets owned by that same randomly selected household. In this case, X takes
only the values 1 , 2, and 3 ; Y takes only the values 1 , 2, 3 ,and 4 ; and the joint p.m.f.
f of X and Y is as specified in Table.
Compute Cov(X, Y) and ρ(X, Y).
5. According to this bivariate distribution, what is the probability of rolling the two dice
so you get a total of 6? Find the joint PMF of this distribution. Compute Cov(X, Y)
and ρ(X, Y).
6. Suppose that the joint p.d.f. of X and Y is specified as follows:

{
2 2
f (x , y )= c x y for x ≤ y ≤1∧−1≤ x ≤ 1
0 otherwise
Determine the value of the constant c . Compute Cov(X, Y) and ρ(X, Y).
7. Suppose that the joint p.d.f. of X and Y is specified as follows:

{
f (x , y )= 2 for x + y=1∧0 ≤ x , 0 ≤ y
0 otherwise
Compute Cov(X, Y) and ρ(X, Y).
8. Suppose that the joint p.d.f. of X and Y is specified as follows:
f (x , y )=¿
Compute Cov(X, Y) and ρ(X, Y).
9. Suppose that the joint p.d.f. of X and Y is given by

{
2
f (x , y )= x y for 0≤ y ≤1∧0 ≤ x ≤1
0 otherwise
Compute Cov(X, Y) and ρ(X, Y).

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