Q2
(a) Let X be a continuous random variable having probability density function f(x) = { (2/25)(x+2), -2 ≤ x ≤ 3; 0, otherwise. Find the cumulative distribution function of Y = X² and hence find probability density function of Y. 20 marks (b) The joint probability mass function of two random variables (X, Y) be P(X = x, Y = y) = { (x+1)Cᵧ · ¹⁶Cₓ · (1/6)ʸ · (5/6)ˣ⁺¹⁻ʸ · (1/2)¹⁶, y = 0, 1, 2,..., x+1; x = 0, 1, 2,..., 16; 0, otherwise. Evaluate the following: (i) E(X), Var.(X); (ii) E(Y), Var.(Y); (iii) Cov. (X, Y). 5+5+5=15 marks (c) Let the joint probability density function of (X, Y) be f(x,y) = { 2e^{-(x+y)}, 0 < x < y < ∞; 0, otherwise. Compute the following: (i) P(Y<1); (ii) P(λX<Y), λ>1; (iii) P(Y>3X | Y>2X). 5+5+5=15 marks
हिंदी में प्रश्न पढ़ें
(a) मान लीजिए X एक संतत यादृच्छिक चर है जिसका प्रायिकता घनत्व फलन f(x) = { (2/25)(x+2), -2 ≤ x ≤ 3; 0, अन्यथा है। Y = X² का संचयी बंटन फलन ज्ञात कीजिए और इस प्रकार Y का प्रायिकता घनत्व फलन प्राप्त कीजिए। 20 (b) दो यादृच्छिक चरों (X, Y) का संयुक्त प्रायिकता द्रव्यमान फलन P(X = x, Y = y) = { (x+1)Cᵧ · ¹⁶Cₓ · (1/6)ʸ · (5/6)ˣ⁺¹⁻ʸ · (1/2)¹⁶, y = 0, 1, 2,..., x+1; x = 0, 1, 2,..., 16; 0, अन्यथा है। निम्नलिखित का मान निकालिए : (i) E(X), Var.(X); (ii) E(Y), Var.(Y); (iii) Cov. (X, Y). 5+5+5=15 (c) मान लीजिए कि (X, Y) का संयुक्त प्रायिकता घनत्व फलन निम्नवत है : f(x,y) = { 2e^{-(x+y)}, 0 < x < y < ∞; 0, अन्यथा. निम्नलिखित की गणना कीजिए : (i) P(Y<1); (ii) P(λX<Y), λ>1; (iii) P(Y>3X | Y>2X). 5+5+5=15
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Approach
Solve this multi-part numerical problem by allocating approximately 40% time to part (a) given its 20 marks weightage, and 30% each to parts (b) and (c). Begin with clear identification of the distribution type for each part, show complete derivation steps for transformations in (a), recognize the compound/binomial structure in (b), and carefully handle the constrained region of integration in (c). Conclude each sub-part with boxed final answers and appropriate probability statements.
Key points expected
- Part (a): Correctly identify support of Y=X² as [0,9] with special handling for Y∈[0,4) where two X-values map to same Y; derive piecewise CDF F_Y(y) = P(X²≤y) by splitting into X∈[-√y,√y] and account for f(x)=0 for x<-2
- Part (a): Differentiate CDF to obtain PDF f_Y(y) with proper case distinction for y∈[0,4) and y∈[4,9], verifying total probability equals 1
- Part (b): Recognize X~Binomial(16, 1/2) and Y|X=x~Binomial(x+1, 1/6), then apply laws of total/conditional expectation and variance including E(Y)=E[E(Y|X)] and Var(Y)=E[Var(Y|X)]+Var[E(Y|X)]
- Part (b): Compute Cov(X,Y)=E[XY]-E[X]E[Y] using E[XY]=E[X·E(Y|X)]=E[X·(x+1)/6] with proper summation or known binomial moments
- Part (c): Set up correct double integrals over region 0<x<y<∞ with Jacobian handling; for P(Y<1) integrate x from 0 to y then y from 0 to 1
- Part (c): For P(λX<Y) with λ>1, identify region as 0<x<y/λ<y and evaluate; for conditional probability P(Y>3X|Y>2X) use definition P(Y>3X)/P(Y>2X) with proper region identification
Evaluation rubric
| Dimension | Weight | Max marks | Excellent | Average | Poor |
|---|---|---|---|---|---|
| Setup correctness | 20% | 10 | Correctly identifies all supports: for (a) Y∈[0,9] with critical point at 4 where mapping changes; for (b) recognizes hierarchical structure X~Bin(16,½) and Y|X~Bin(X+1,⅙); for (c) accurately sketches region 0<x<y<∞ and identifies integration limits for each probability | Identifies basic supports but misses critical point at y=4 in (a), or recognizes binomial in (b) but confuses parameters, or sets up integrals in (c) with minor limit errors | Wrong support identification in (a) leading to incorrect CDF ranges; fails to recognize conditional structure in (b); completely wrong region description in (c) such as x<y<∞ without lower bound |
| Method choice | 20% | 10 | Uses transformation method with proper Jacobian consideration for (a); applies Adam's law/law of total expectation and variance elegantly for (b); employs appropriate change of variables or direct integration with correct order for (c) conditional probabilities | Uses correct general methods but with inefficient approaches like direct CDF differentiation without simplification in (a), or computes moments by direct summation instead of using conditional expectation properties in (b) | Attempts to use CDF method incorrectly by ignoring multiplicity of inverse in (a); tries direct joint summation for all moments in (b) leading to intractable calculations; uses wrong method for conditional probability in (c) such as assuming independence |
| Computation accuracy | 20% | 10 | All integrations and differentiations executed flawlessly: piecewise CDF with correct coefficients (2/25)(√y+2)²/2 etc.; exact binomial moments E[X]=8, Var(X)=4, E[Y]=17/12, Var(Y)=185/144; exponential integrals yielding clean answers like 1-2e⁻¹+e⁻² for (c)(i) | Correct method but arithmetic errors in coefficients, such as wrong normalization constant or sign errors in integration; correct binomial formulas but calculation errors in final numerical values; correct integral setup but evaluation errors | Major computational errors: incorrect antiderivatives, failure to apply chain rule in (a), wrong factorial calculations in (b), or inability to evaluate elementary exponential integrals in (c) |
| Interpretation | 20% | 10 | Provides probabilistic interpretation of results: explains why PDF in (a) has discontinuity at y=4 due to folding of distribution; interprets (b) as Bayesian hierarchical model with clear meaning of each parameter; explains geometric meaning of regions in (c) and why conditional probability simplifies nicely | States final answers without contextual interpretation, or provides generic statements about distributions without connecting to specific problem structure | No interpretation provided, or nonsensical probabilistic statements; fails to recognize that negative correlation in (b) or that conditional probability in (c) must be between 0 and 1 |
| Final answer & units | 20% | 10 | All six final answers clearly boxed/statemented: (a) complete piecewise CDF and PDF; (b) E(X)=8, Var(X)=4, E(Y)=17/12, Var(Y)=185/144, Cov(X,Y)=17/12; (c) P(Y<1)=1-2/e+1/e², P(λX<Y)=λ/(2λ-1), P(Y>3X|Y>2X)=1/3; probabilities in [0,1], variances non-negative | Most answers present but some missing or in wrong format; correct expressions but unsimplified; or correct numerical values without showing symbolic forms where requested | Missing multiple final answers, or answers with wrong units (e.g., probability >1), or illegible presentation; no indication of which answer corresponds to which sub-part |
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