Practice Problem Set #3 Joint Distributions
and Sampling distributions
Section Problems (16)
Chapter 5 Sec 5.10 Joint Distributions 72,73, 74,75,76,78,85,86
Review Ex 112,123
Chapter 6 Sec 6.2 Sampling Distribution of the mean–sigma 11, 15 , 17
known
Sec 6.3 Sampling Distribution – sigma unknown (t- 20, 22,56(b)
distribution)
Tutorial and Practice Ex.
I. Joint Distributions :
1. Suppose 3 balls are selected at random from an urn containing 3 Red, 4 white, and 5 blue
balls. If we let X and Y denote the number of red and white balls chosen, respectively, then
find the joint distribution mass function of X and Y.
2. The following table shows a joint distribution:
x\y 2 3 4 5 6 7
1 4/36 4/36 4/36 0 4/36 0
2 0 4/36 0 0 4/36 4/36
3 4/36 0 0 0 4/36 0
Compute
i. The marginal p.d.f. of X and Y
ii. The correlation coefficient of X and Y.
iii. The probability of y>x
3. Let X and Y be two discrete random variables with p.d.f𝑓(𝑥, 𝑦) given by the following table .
Find
y X 1 2 3
1 0.05 0.05 0.1
2 0.05 0.1 0.35
3 0 0.2 0.1
a. The marginal distributions of X and Y
b. Are X and Y independent ? Why?
c. Evaluate 𝑃(𝑌 = 3|𝑋 = 2), 𝑃(𝑌 ≤ 2)and 𝐶𝑜𝑣(𝑋, 𝑌).
4. Let X and Y be two continuous Random variables with joint pdf given by 𝑓(𝑥, 𝑦) =
2
(2𝑥 + 3𝑦), 0 < 𝑥, 𝑦 ≤ 1and𝑓(𝑥, 𝑦) = 0 elsewhere. Find
5
a. The marginal densities of X and Y
b. Are X and Y independent ? Why?
1 1 3 1 3 1
c. Evaluate 𝑃 ( < 𝑋 < 1, < 𝑌 < ) 𝑎𝑛𝑑 𝑃 ( ≤ 𝑋 < | 𝑦 = )
2 4 4 4 4 2
Prof. Dr. Maha A. Hassanein
d. Let 𝑍 = (𝑋 + 𝑌)2 , find 𝐸(𝑍)
5. Let X and Y be two random variables with probability density function
𝑓(𝑥, 𝑦) = 𝑐𝑥𝑦 , 0 < 𝑥, 𝑦 ≤ 1
and𝑓 (𝑥, 𝑦) = 0 elsewhere, where c is a real constant. Find
a. The value of 𝑐
b. The marginal densities of X and Y
c. The correlation coefficient 𝜌𝑋𝑌
d. Are X and Y independent? Why?
6. Let
−2𝑦
𝑓(𝑥, 𝑦) = {𝛼𝑒 0 ≤ 𝑥 < 2𝑦
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
be the joint probability density function
a) Find 𝛼
b) The marginal density functions
c) 𝑃(𝑋 ≥ 0.5, 0.5 ≤ 𝑌 ≤ 1.5)
d) Find the conditional distribution𝑓𝑋 (𝑥|𝑦); hence find the probability 𝑃(1 < 𝑋 < 1.5|𝑦 = 1)
e) The Covariance of X and Y 𝜎𝑋𝑌
f) The Variance of the random variable Z=2X+3Y
g) Is 𝜌𝑋𝑌 = 0 ? Why ?
II. Sampling Distribution of the sample mean
7. The scores of a standard exam are approximately normally distributed with a mean of 500
and a standard deviation of 50 . let the sample mean 𝑋̅ of a sample of 50 randomly selected
results . Describe the distribution of 𝑋̅ . Estimate the probability that 𝑋̅ 𝑒𝑥𝑐𝑒𝑒𝑑𝑠 510.
8. The height of male adults in a certain country is normally distributed with a mean of 1.7 m
and a standard deviation of 0.07 m .
a. One hundred male adults are randomly chosen. What is the probability that their
average height will not exceed 1.714 m ?
b. A random sample of size n is chosen. What is the minimum value of n for which the
probability of having the mean of the sample within 0.01 m from 1.7 m be at least
0.995 ?
9. The average time a professor takes from home to school is 28 minutes with a standard
deviation of 6 minutes. During the months of January , February , and March , he has 58
working days. What is the probability that his average time during these months to be
between 27 minutes and 29 minutes
10. An electrical firm manufactures light bulbs that have a length of life that is approximately
normally distributed, with mean equal to 800 hours, and a standard deviation of 40 hours .
Prof. Dr. Maha A. Hassanein
Find the probability that a random sample of 16 bulbs will have an average life of less than
775 hours.
11. A random sample of 100 cylindrical parts are taken from a production line. The sample mean
of its radius is 5.027 mm. The engineers conjectures the parts have a population mean of 5.0
mm and standard deviation equals 0.1. Does this sample information appear to support or
refute the engineers conjecture ?
Hint: in other words, what is the chance that 𝑋̅ will deviate by as much as 0027 mm? i.e.
Compute 𝑃(|𝑋̅ − 𝜇| ≥ 0.027), then state whether the answer support or refute the
engineers conjecture ?
12. Find the following 𝑡𝛼 values for the specified significant level 𝛼 and degrees of freedom 𝜈:
a) 𝑡0.025 when 𝜈 = 14, b)−𝑡0.10 when 𝜈 = 10, c)𝑡0.995 when 𝜈 = 7
13. Find the following probabilities for the specified interval of t values and degrees of freedom
𝜈:
a)𝑃(𝑇 < 2.365) when 𝜈 = 14, b) 𝑃(𝑇 > 1.318) when 𝜈 = 24
c) 𝑃(−1.356 < 𝑇 < 2.179) when 𝜈 = 12, d) 𝑃(𝑇 > −2.567) when 𝜈 = 17
14. Find k such that for a random sample of size 24 selected from a normal distribution for each :
𝑃(−2.069 < 𝑇 < 𝑘) = 0.97 , 𝑃(𝑘 < 𝑇 < 2.807) = 0.095 , 𝑃(−𝑘 < 𝑇 < 𝑘) = 0.90
Prof. Dr. Maha A. Hassanein
P(T>tα )=α
Prof. Dr. Maha A. Hassanein