CT2B

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

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Prob-Stat(MA20205)/CT/2

Fill in the blanks (Numerical)

ERROR RANGE: 0.00

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,

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

Find E(X2 |X1 = 2).

ERROR RANGE: 0.00

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

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

ERROR RANGE: 0.00

ERROR RANGE: 0.00

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

ERROR RANGE: 0.05

ERROR RANGE: 0.05

ERROR RANGE: 0.05

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