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Probability Density Function - Stochastic Hydrology - Assignment, Exercises of Mathematical Statistics

The main points discuss in the assignment are: Probability Density Function, Random Variable, Marginal Density Function, Conditional Density Function, Sample Estimates of Mean, Standard Deviation, Coefficient of Variation, Coefficient of Skewness

Typology: Exercises

2012/2013

Uploaded on 04/20/2013

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Assignment Module 1
1. Check whether the function
( )
( )
2
31
4
x
fx
=
-1 < x < 1
= 0 elsewhere
is a probability density function (pdf). If the function is a pdf, obtain P[0.25 < X < 0.5]
2. The pdf of a random variable X is given as
f(x) = ce-2x x > 0
i. Obtain the value of ‘c’,
ii. Obtain the CDF
iii. Obtain the value of x if P[X < x] = 0.5
3. The joint pdf of two random variables X and Y is given as
f(x,y) = c(2x+y) 0 < x < 1, 0 < y < 1
= 0 elsewhere
Obtain the constant ‘c’ and obtain P[X > 0.5, Y > 0.5]
4. Obtain the marginal density function of X and the marginal density function of Y for the
joint pdf in problem no.3.
Also obtain P[X > 0.5]*P[Y > 0.5]. Is this probability the same as P[X > 0.5, Y > 0.5]?
Explain the reason.
5. The joint pdf of two random variables X and Y is given as
f(x,y) = cxy 0 < x < 1, 1 < y < 2
= 0 elsewhere
i. Obtain the value of ‘c’,
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Assignment – Module 1

  1. Check whether the function

2 3 1

x f x

= -1 <^ x^ < 1

= 0 elsewhere

is a probability density function (pdf). If the function is a pdf, obtain P[0.25 < X < 0.5]

  1. The pdf of a random variable X is given as

f(x) = ce

-2x x > 0

i. Obtain the value of ‘ c ’,

ii. Obtain the CDF

iii. Obtain the value of x if P[X < x] = 0.

  1. The joint pdf of two random variables X and Y is given as

f(x,y) = c ( 2x+y ) 0 < x < 1, 0 < y < 1

= 0 elsewhere

Obtain the constant ‘ c ’ and obtain P[X > 0.5, Y > 0.5]

  1. Obtain the marginal density function of X and the marginal density function of Y for the

joint pdf in problem no.3.

Also obtain P[X > 0.5]*P[Y > 0.5]. Is this probability the same as P[X > 0.5, Y > 0.5]?

Explain the reason.

  1. The joint pdf of two random variables X and Y is given as

f(x,y) = cxy 0 < x < 1, 1 < y < 2

= 0 elsewhere

i. Obtain the value of ‘ c ’,

ii. Obtain P[0.5 < X < 0.75, 0.75 < Y < 1.25]

iii. Obtain P[ X+Y < 2]

  1. Check whether the random variables X and Y are dependent for the joint pdf in problem

no.5.

  1. The joint pdf of two random variables X and Y is given as

f x y = x + y 0 < x < 1, 0 < y < 1

= 0 elsewhere

i. Obtain the conditional density function of X given Y,

ii. Obtain the conditional density function of Y given X

iii. Obtain P[0.5 < X < 0.75 | Y = 0.25]

  1. Obtain the pdf of Y, related to random variable X as Y = X

2 , the pdf of X is

f(x) = 3e

-3x x > 0

  1. Consider the joint pdf of X and Y

x y f x y

= 0 <^ x^ < 1, 0 <^ y^ < 2

= 0 elsewhere

If U = X + Y and V = Y, obtain the joint pdf of U and V

  1. Consider the joint pdf of X and Y

f(x,y) = xy 0 < x < 1, 0 < y < 2

= 0 elsewhere

i. Obtain E(X), E(Y), E(X

2 ), E(Y

2 )

ii. Check if E(X+Y) = E(X) + E(Y) and E(XY) = E(X)E(Y).