The random variable Y has an exponential distribution with
probability density function (pdf)
as follows:
f(y) = λe−λy, y >0
= 0, otherwise
(i) Showing your workings, find P (Y > s|Y > t), for s ≥
t. [3]
(ii) Derive an expression for the conditional pdf of Y ,
conditional on that Y ≤ 200. [3]
N(t) is a Poisson process with rate λ
(iii) Find an expression for the Cumulative Distribution
Function (CDF) of the waiting time until...
The joint probability distribution of random variables, X and Y,
is shown in the following table: X 2 4 6 Y 1 0.10 0.20 0.08 2 0.06
0.12 0.16 3 0.15 0.04 0.09
(a) Calculate P ( X=4 | Y=1)
(b) Calculate V (Y | X=2) .
(c) Calculate V (3Y-X ) .
If the joint probability distribution of X and Y f(x, y) = (x + y)/2, x=0,1,2,3; y=0,1,2, Compute the following a. P(X≤2,Y =1) b. P(X>2,Y ≤1) c. P(X>Y) d. P(X+Y=4)
.The following table displays the
joint probability distribution of two discrete random variables X
and Y.
-1
0
1
2
1
0.2
0
0.16
0.12
0
0.3
0.12
0.1
0
What is P(X=1/Y=1)?
What is the value of E(X/Y=1)?
What is the value of VAR(X/Y = 1)?
What is the correlation between X and Y?
What is variance of W = 4X - 2Y.
What is covariance between X and W?
Consider the population described by the probability
distribution shown in the table. The random variable x is observed
twice. If these observations are independent, all the different
samples of size 2 and their probabilities are shown in the
accompanying table. Complete parts a through
e below.
x
1
2
3
4
5
p(x)
0.4
0.1
0.2
0.2
0.1
x (bar over x)
1.0
1.5
2.0
2.5
3
3.5
4
4.5
5
p(x) (bar over x)
0.16
0.08
0.17
0.2
0.16...
Provide an example of a probability distribution of discrete
random variable, Y, that takes any 4 different integer values
between 1 and 20 inclusive; and present the values of Y and their
corresponding (non-zero) probabilities in a probability
distribution table.
Calculate: a) E(Y)
b) E(Y2 ) and
c) var(Y).
d) Give examples of values of ? and ? , both non-zero, for a
binomial random variable X. Use either the binomial probability
formula or the binomial probability cumulative distribution tables...
5. Suppose that X and Y have the following joint probability
distribution:
f(x,y)
x
2
4
y
1
0.10
0.15
2
0.20
0.30
3
0.10
0.15
Find the marginal distribution of X and Y.
Find the expected value of g(x,y) = xy2 or find E(xy2).
Find (x and (y.
Find Cov(x,y)
Find the correlations ρ(x,y)
3.
The length of life X, in days, of a heavily used electric motor
has probability density function
Find the probability that the motor has...
Suppose the joint probability distribution of X and Y is given
by the following table.
Y=>3 6 9 X
1 0.2 0.2 0
2 0.2 0 0.2
3 0 0.1 0.1
The table entries represent the probabilities. Hence the
outcome [X=1,Y=6] has probability
0.2.
a) Compute E(X), E(X2), E(Y), and E(XY). (For all answers show
your work.) b) Compute E[Y | X = 1], E[Y | X = 2], and E[Y | X =
3].
c) In this case, E[Y...
the table below provides information for a probability
distribution. use the table below to answer the following
questions.
X p(X)
0 .10
1 .60
2 .30
a. calculate the variance.
b. calculate the standard deviation