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Tutorial 7

This document is a tutorial sheet for the course MATH F113: Probability and Statistics at Birla Institute of Technology and Science, Pilani - K. K. Birla Goa Campus for the first semester of 2015-2016. It includes various problems related to random variables, their density functions, and transformations. The problems require finding density functions, evaluating constants, and determining distribution functions based on given random variables.

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2 views

Tutorial 7

This document is a tutorial sheet for the course MATH F113: Probability and Statistics at Birla Institute of Technology and Science, Pilani - K. K. Birla Goa Campus for the first semester of 2015-2016. It includes various problems related to random variables, their density functions, and transformations. The problems require finding density functions, evaluating constants, and determining distribution functions based on given random variables.

Uploaded by

f20221242
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI- K. K.

BIRLA GOA
CAMPUS
First Semester 2015-2016
Tutorial Sheet - 7

Course No. MATH F113 Course title: Probability and Statistics


Date: Oct 20, 2014
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1. If X is uniformly distributed in (−1, 1), find g(x), so that the random variable Y = g(X) may
have the density function fY (y) = 2e−2y , y > 0.

2. The random variable Y is defined by Y = 12 (X + |X|), where X is another random variable.


Determine the density and distribution function of Y in terms of those of X.
(
Cx(x − y), 0 < x < 2, −x < y < x
3. Given fXY (x, y) = (a) evaluate C. (b) find
0, elsewhere.
fX (x), fY /x (y) and fY (y).

4. Let Y = |X − 1| and fX (x) = 2e−2x , x > 0. Find fY .

5. Let Y be a continuous random variable with density fX (x). Let Y = X 2 , find fY (y).

6. Text book problems 45,47,48,49,50,51,52,53,71,

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