Module II

1. Determine the moment generating function, mean and variance of a random

variable X for uniform distribution.

2. Determine the moment generating function, mean and variance of a random

variable X for exponenial distribution with parameter λ>0.

3. State and prove memory less property for exponential distribution.

4. A random variable X is uniformly distributed over (0,10). Find
(i ) p( X  3) , p( X  7) and p(2  X  5)
(ii) p( X  7).
5. Trains arrive at a station at 15 minutes intervals starting at 4 a.m. If a
passenger arrives at a station at a time that is uniformly distributed between
9 and 9.30 a.m. Find the probability that he has to wait for the train for (a)
less than 6mts (b) more than 10mts (c) between 6mts and 10mts.
6. Buses arrive at a specified bus stop at 15 minutes intervals starting at 7 am.
If a passenger arrives at a stop at a random time that is uniformly distributed
between 7 am and 7.30am, find the probability that he waits for (i) less than
5 minutes for a bus and (ii) more than 10 minutes for a bus.
7. The daily consumption of milk in excess of 20,000 gallons is approximately
1
exponentially distributed with the parameter θ = 3000. The city has a daily
stock of 35,000 gallons. What is the probability that of two days selected at
random, the stock is insufficient for both days.
8. The mileage which car owners get with a certain kind of radial tire is a
random variable having an exponential distribution with mean 40,000 km.
Find the probabilities that one of these tires will last at least 20,000km and
at most 30,000km.
9. The time (in hours) required to repair a machine is exponentially distributed
1
with parameter 𝜆 = 2.

(i) What is the probability that the repair time exceeds 2h?
(ii) What is the conditional probability that a repair takes at least 10h given

that its duration exceeds 9h?

10.The peak temperature T, as a measured in degrees Fahrenheit, on a

particular day is the normal (85,10) random variable.

Find 𝑃(𝑇 > 100), 𝑃(𝑇 < 60)𝑎𝑛𝑑𝑃(70 ≤ 𝑇 ≤ 100).

11. The life time of a certain kind of electrical devices having mean 300 hours,
SD 25 hours. (i) Find the probability that the life time of anyone of these
devices will have more than 250 hours and (ii) What percentage will have a
lifetime from 220 to 260 hours.
12. In a normal distribution, 31% of the items are under 45 and 8% are over 64.
Find the mean and variance of the distribution.

Module-III

1. If the joint density function of the random variables X and Y is

𝑥𝑦
𝑥 2   +   ,  0 < 𝑥 < 1;  0 < 𝑦 < 2
𝑓(𝑥, 𝑦) = { 3 . (𝑖) 𝑝(𝑥 > 1/2)(𝑖𝑖)𝑝(𝑦 < 𝑥)(𝑖𝑖𝑖) 𝑝(𝑥 + 𝑦 ≥
0          𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 
1), the conditional density functions.
2. If X and Y are random variables having the joint density function 𝑓(𝑥, 𝑦) =
𝐾(6 − 𝑥 − 𝑦), 0 < 𝑥 < 2,  2 < 𝑦 < 4.

Find (i) ‘K’ value (ii) 𝑃(𝑋 < 1 ∩ 𝑌 < 3) (iii) 𝑃 (𝑋 < 1/𝑌 < 3)
(iv) 𝑃(𝑌 < 3/𝑋 < 1) (v) 𝑃(𝑋 + 𝑌 < 3).
CX(x − y); 0 < 𝑥 < 2, −𝑥 < 𝑦 < 𝑥
3. Given fx,y (x, y) = { .
0 , otherwise

(i) Evaluate C (ii) Find𝑓𝑥 (𝑥) (iii) 𝑓𝑦/𝑥 (𝑦/𝑥)(iv) 𝑓𝑦 (𝑦).

4. If the joint probability distribution of a two dimensional random variables X,Y

(1 − 𝑒 −𝑥 ) (1 − 𝑒 −𝑦 ) ,  𝑥 > 0;  𝑦 > 0
given by 𝐹(𝑥, 𝑦) = { , find the marginal
0          𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 
densities of X and Y. Also Find 𝑃(𝑋 < 1, 𝑌 < 1).
5. The joint Pdf of RV (X, Y) is given by
2 2
f(x, y) = Kxye−(x +y ) , x > 0, 𝑦 > 0. Find the value of K & Cov ( X, Y). Are X, Y
independent?
6. The joint probability function of a two dimensional random variable (X, Y) is
given by 𝑓(𝑥, 𝑦) = 𝑘 (𝑥 + 2𝑦), 𝑥 = 0,1,2; 𝑦 = 0,1,2. Find all the marginal and
conditional distributions.
7. A joint probability mass function of the discrete R.Vs X and Y is given as
(𝑥+𝑦)
𝑃(𝑋 = 𝑥, 𝑌 = 𝑦) = { 32
, 𝑥 = 1,2, 𝑦 = 1,2,3,4. Compute Correlation coefficient of X
0𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
and Y.
8. If X and Y are random variables having the joint density function 𝑓(𝑥, 𝑦) =
𝑥𝑦/96, 0 ≤ 𝑥 ≤ 4, 1 ≤ 𝑦 ≤ 5
{ . Find Correlation coefficient of (X,Y).
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
 9. Find the coefficient of correlation between X and Y from the data given
below.

X: 10 14 18 22 26 30
Y: 18 12 24 6 30 36

10.The random variables X and Y are related by 𝑋 − 6 = 𝑌𝑎𝑛𝑑 0.64𝑋 − 4.08 = 0. Find
the mean of X and Y; and correlation between X and Y.
11.Marks obtained by 10 students in Subject (x) and Subject(y) are given
below: Find the two regression lines. Also find y when x=30.

x: 25 28 35 32 31 36 29 38 34 32
y: 43 46 49 41 36 32 31 30 33 39
12.The regression equation of X on Y is 3Y-5X+108 = 0.If the mean value of Y is
44 and the variance of X is 9/16th of the variance of Y. Find the mean value
of X and the correlation coefficient.