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Probability and Distribution Theory Assignment

The document is an assignment for the MAIR34 course on Probability and Distribution Theory at the National Institute of Technology Tiruchirappalli, due on November 30, 2022. It contains eight questions covering topics such as correlation coefficients, joint distributions, probability calculations, and applications of random variables. Students are instructed to provide detailed explanations for each question to earn a maximum of 10 marks.

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Ramashis Padhy
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9 views1 page

Probability and Distribution Theory Assignment

The document is an assignment for the MAIR34 course on Probability and Distribution Theory at the National Institute of Technology Tiruchirappalli, due on November 30, 2022. It contains eight questions covering topics such as correlation coefficients, joint distributions, probability calculations, and applications of random variables. Students are instructed to provide detailed explanations for each question to earn a maximum of 10 marks.

Uploaded by

Ramashis Padhy
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

NATIONAL INSTITUTE OF TECHNOLOGY TIRUCHIRAPPALLI

DEPARTMENT OF MATHEMATICS
Assignment -II

Subject code & name : MAIR34- Probability and Distribution theory Dept.: ICE, B-Section
Due date & time: 30/11/2022, 11.59 PM Max. Marks: 10

Instruction: Answer(with detailed explanation) all the questions

1. Explain the concept of correlation coefficient. Consider n independent tosses of a k-sided


fair die. Let Xi be the number of tosses that result in i. (a) Are X1 and X2 uncorre-
lated,positively correlated, or negatively correlated? Give a one-line justification.
(b) Compute the covariance cov(X1 , X2 ) of X1 and X2 .
1 −(y+x/y)
2. Let X and Y be jointly distributed with PDF f (x, y) = e , x > 0, y > 0. Find
y
E[X], E[Y] and Cov(X, Y).
1 + xy

, |x| < 1, |y| < 1,


3. Let X and Y be jointly distributed with PDF f (x, y) = 

Prove or

 4

 0, otherwise.
disprove the statements (a) X and Y are not independent (b) X 2 and Y 2 are independent

4. Find the approximate probability that Y = 10


P
i=1 Xi will exceed 7, if Xi ’s are IID with the
PDF
2x, 0 < x < 1,
(
fX (x) =
0, otherwise.

5. Describe an application of continuous random variables in signal detection (Reference.


Steven Kay)

6. An airline has flights that depart according to schedule 95% of the time. This means
that they depart late 1/2 hour or more 5% of the time due to mechanical problems, traffic
delays, etc. (for less than 1/2 hour the plane is considered to be ”on time”). The amount
of time that the plane is late is modeled as an exp(λ) random variable. If a person takes
a plane that makes two stops at intermediate destinations, what is the probability that he
will be more than 3/2 hours late?

7. The sample mean random variable of n IID random variables with Xi ∼ Uniform(0,1) will
converge to 1/2. How many random variables need to be averaged before we can assert
that the approximate probability of an error of not more than 0.01 in magnitude is 0.99?

8. A sleeping pill is effective for 75% of the population. If in a hospital 160 patients are
given a sleeping pill, what is the approximate probability that 125 or more of them will
sleep better?

All the best

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