Two dimensional random variables important question with answers
Important '2 Marks' Questions and Answers
1.
Show that Cov2 (X, Y) ≤ Var (X). Var (Y) [A.U. N/D 2004]
Solution:
Let
X and & Y be 2 R.V's. For any real number a,
This
is a quadratic in 'a' and is always non-negative so the discreminent must be
non-positive.
2.
The lines of regression in a bivariate distribution are x + 9y = 7 and y + 4x =
49/3. Find the co-efficient of correlation. [A.UD 2015-RS] [A.U A/M 2017 R-08]
Solution:
The
co-efficient of correlation between x and y is
3.
The two equations of the variables X and Y are x = 19.13 - 0.87 y and y = 11.64
- 0.50 x. Find the correlation co-efficient between X and Y. [AU, May, '99]
Solution:
The
co-efficient of correlation between x and y is
4.
Find the acute angle between the two lines of regression. [A.U A/M 2019 (R8)
RP] [A.U. A/M 2003]
Solution
:
Angle
between the lines, is given by
5.
If X and Y are independent random variables with variance 2 and 3, then find
the variance of 3X + 4Y. [A.U. A/M 2003, M/J 2013] [A.U
A/M 2018 R-08]
Solution:
R.V's
X and Y are independent R.V's with variance 2 and 3.
6.
State the equations of the two regression lines. What is the angle between
them? [A.U. N/D 2003] [A.U Trichy A/M 2010] [A.U CBT M/J 2010] [A.U N/D 2017
R-08]
Solution
7.
State the basic properties of joint distribution of (X, Y) when X and Y are
random variables.
Solution:
8.
If two random variables X and Y have probability density function (p.d.f) f(x,
y) = k e-(2x+y) for x, y > 0. Find 'k'. [A.U. A/M 2005] [A.U N/D
2016 R13 (PQT)][A.U. N/D 2005]
Solution
:
By
the property of the joint pdf,
9.
If the joint pdf of (X, Y) is f(x, y) = find P (x + y = 1) [A.U.
N/D 2005] [A.U M/J 2016 R13 (RP)]
Solution
:
10.
Determine the value of the constant c if the joint density function of two
discrete random variables X and Y is given by p (m, n) = c mn, m = 1, 2, 3 and
n = 1, 2, 3 [A.U N/D 2015, R-8] [A.U A/M 2017 R-8]
Solution:
Given:
p (m, n) = c m n, m = 1, 2, 3 and n = 1,2,3
11.
What do you mean by correlation between two random variables? [A.U A/M 2015 R8]
Solution
Degree
of relationship and nature of relationship.
12.
The joint probability mass function of a two dimensional random variable (X, Y)
is given by p (x, y) = k (2x + y), x = 1, 2 and y = 1, 2, where k is a
constant. Find the value of k. [A.U N/D 2015 R-13]
Solution
:
Given:
P(x, y) = k (2x + y)
13.
Let (X, Y) be a two-dimensional random variable. Define co-variance of (X, Y).
If X and Y are independent. What will be the covariance of (X, Y)? [A.U M/J
2016, R-13 RP]
Solution:
14.
Can y = 5 + 2.8x and x = 3 - 0.5y be the estimated regression equation of y on
x respectively explain your answer.
Solution
:
.'.
They can not be estimated regression equations.
15.
The joint probability density function of the random variable x and y is
defined as f(x,y) = Find the marginal PDF's of x and y [A.U N/D 2016
R-13, RP]
Solution
:
16.
Let X and Y be two independent R.Vs with Var(X) = 9 and Var(Y) = 3. Find Var(4X
- 2Y + 6). [A.U M/J 2016 R13 (PQT)] [A.U N/D 2019 (R17) PQT]
Solution
Given:
Var (X) = 9, Var (Y) = 3
17.
The joint probability density function of (X, Y) is Calculate P(X ≤
2Y) [A.U A/M 2019 (R17) PQT]
Solution
18.
Define covariance and coefficient of correlation between two random variables x
and y. [A.U A/M 2019 (R17) RP]
Solution:
19.
The joint pdf of a bivariate random variable (X, Y) is given by where
k is a constant. Determine the value of k. [A.U A/M 2019 (R17) RP]
Solution:
20.
Prove that the correlation coefficient ?xy of the R.V's X and Y takes value in
the range -1 and 1. [A.U N/D 2019 (R17) RP]
Solution:
We
know that r =
By
Schwavz's inequality,
Random Process and Linear Algebra: Unit II: Two-Dimensional Random Variables,, : Tag: : - Important 2 marks Questions and Answers
Random Process and Linear Algebra
MA3355 - M3 - 3rd Semester - ECE Dept - 2021 Regulation | 3rd Semester ECE Dept 2021 Regulation