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    Exercise Sheet 7 Mathematics of Data Science

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    Kumar Mukand
    This document contains an exercise sheet for a mathematics of data science course. It includes 9 exercises involving topics like bivariate discrete distributions, conditional probabilities, convolution of random variables, independence, cumulative distribution functions, binomial, Poisson, and multinomial distributions. The exercises involve calculating probabilities and determining distributions for random variables and vectors.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Exercise Sheet 7 Mathematics of Data Science

    Uploaded by

    Kumar Mukand
    21 views2 pages
    This document contains an exercise sheet for a mathematics of data science course. It includes 9 exercises involving topics like bivariate discrete distributions, conditional probabilities, convolution of random variables, independence, cumulative distribution functions, binomial, Poisson, and multinomial distributions. The exercises involve calculating probabilities and determining distributions for random variables and vectors.

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    MDS

    Original Title

    Exercise Sheet 07

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    This document contains an exercise sheet for a mathematics of data science course. It includes 9 exercises involving topics like bivariate discrete distributions, conditional probabilities, convolution of random variables, independence, cumulative distribution functions, binomial, Poisson, and multinomial distributions. The exercises involve calculating probabilities and determining distributions for random variables and vectors.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    21 views2 pages

    Exercise Sheet 7 Mathematics of Data Science

    Uploaded by

    Kumar Mukand
    This document contains an exercise sheet for a mathematics of data science course. It includes 9 exercises involving topics like bivariate discrete distributions, conditional probabilities, convolution of random variables, independence, cumulative distribution functions, binomial, Poisson, and multinomial distributions. The exercises involve calculating probabilities and determining distributions for random variables and vectors.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    RWTH Aachen University

    Institut für Statistik


    und Wirtschaftsmathematik
    Prof. Dr. E. Cramer, M. Döring,
    T. v. Bentum
    https://www.isw.rwth-aachen.de/

    Dec. 10th, 2020

    Exercise Sheet 7
    Mathematics of Data Science
    Presented in Tutorial: Dec. 17th, 2020

    Lectures: Dec. 10th & Dec. 15th 2020


    Topics: Bivariate discrete distributions, conditional probabilities of discrete random variables, convolution
    of discrete random variables, independence of random variables, cumulative distribution function
    of a random vector, binomial distribution, Poisson distribution, multinomial distribution.
    Exercise P 6
    Let (X, Y )0 be a bivariate discrete random vector on a probability space (Ω, A, P ) with P (X ∈ {−1, 0, 1}) =
    P (Y ∈ {1, 2, 3}) = 1. The corresponding probabilities P (X = i , Y = j) for i ∈ {−1, 0, 1} , j ∈ {1, 2, 3} are
    given by the following contingency table:

    j
    P (X = i , Y = j)
    1 2 3

    1 1
    -1 0
    20 5
    1 1 1
    i 0
    5 5 10
    1 1 1
    1
    10 10 20

    (a) Determine the corresponding marginal probability mass functions f X of X and f Y of Y . Decide,
    whether the random variables X and Y are stochastically independent or not.
    (b) Calculate the conditional probability P (X = 0 | Y ≥ 2) .
    (c) Determine the distribution of the random variable Z = X + Y .

    Exercise P 7
    Let X and Y be two stochastically independent random variables on a probability space (Ω, A, P ) with
    X ∼ bin(5, 21 ) and Y ∼ po(2) (i.e., X has a binomial distribution with parameters n = 5 and p = 12 and Y
    has a Poisson distribution with parameter λ = 2).
    (a) Determine the (joint) distribution P (X,Y ) of the bivariate (discrete) random vector (X, Y )0 and the
    support of the probability mass function P (X,Y ) .
    (b) Let F (X,Y ) denote the (joint) cumulative distribution function of (X, Y )0 according to Definition P
    1.50.
    Calculate F (X,Y ) (1, 1) .

    1/2
    Exercise P 8
    Prove the statement of Theorem P 2.36, i.e.:
    Let λ1 , . . . , λk > 0 and X1 , . . . , Xk be stochastically independent random variables on a probability space
    (Ω, A, P ) with Xi ∼ po(λi ) for i ∈ {1, . . . , k}, i.e. Xi has a Poisson distribution with parameter λi , i ∈
    {1, . . . , k}.
    Further, let X := (X1 , . . . , Xk )0 and

    λi
    pi := Pk for i ∈ {1, . . . , k} .
    j=1 λj

    Then, for n ∈ N, it holds: Pk


    PX | i=1 Xi = n
    = M (n, p1 , . . . , pk ) .
    (Given that the sum of the components of X = (X1 , . . . , Xk )0 is equal to n ∈ N, X has a multinomial
    distribution with parameters n and p1 , . . . , pk as given above.)

    Exercise P 9
    In a shipment of 200 Smart TVs there are 4 TVs with some irreparable defect (i.e. these units have to be
    returned to the manufacturer), 16 TVs with some (slight) defect that could be repaired by the corresponding
    retailer, and the remaining TVs have no defect.
    For quality control, the recipient of the shipment proceeds as follows:
    One after another, 10 TVs are selected from the shipment with replacement and checked for defects (after
    which the selected unit is returned to the shipment).

    (a) Calculate the probability, that the sample of 10 TVs contains exactly 1 TV with some failure that
    could be repaired by the retailer and 9 TVs without any defect.
    (b) Calculate the probability that the sample of 10 TVs contains at least 8 TVs without any defect.

    2/2

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