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    Lec8 Tut

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    owronrawan74
    The document provides examples and solutions for calculating probabilities and statistics related to random variables. It includes finding the mean, variance, and covariance of discrete and continuous random variables. It also includes examples of conditional probabilities.

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

    Lec8 Tut

    Uploaded by

    owronrawan74
    7 views5 pages
    The document provides examples and solutions for calculating probabilities and statistics related to random variables. It includes finding the mean, variance, and covariance of discrete and continuous random variables. It also includes examples of conditional probabilities.

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    Lec8_Tut_d34cebbfc9825e922020dcb37c653d22

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    © © All Rights Reserved

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    The document provides examples and solutions for calculating probabilities and statistics related to random variables. It includes finding the mean, variance, and covariance of discrete and continuous random variables. It also includes examples of conditional probabilities.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    7 views5 pages

    Lec8 Tut

    Uploaded by

    owronrawan74
    The document provides examples and solutions for calculating probabilities and statistics related to random variables. It includes finding the mean, variance, and covariance of discrete and continuous random variables. It also includes examples of conditional probabilities.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 5

    Ex: the probability distribution of the discrete random variable X is

    𝑥
    3 1 1 3−𝑥
    𝑓(𝑥) = ( ) ( ) ( ) , 𝑥 = 0,1,2,3
    𝑥 4 4
    Find the mean of X

    Sol:
    3
    27 27 9 1
    𝐸(𝑋) = ∑ 𝑥𝑓 (𝑥) = (0) ( ) + (1) ( ) + (2) ( ) + (3) ( ) = 3/4
    64 64 64 64
    𝑥=0

    Ex: By investing in a particular stock, a person can make a profit in one year of 4000$ with probability 0.3
    or take a loss of 1000$ with probability 0.7. what is this person’s expected gain?

    Sol:

    𝐸(𝑋) = (4000)(0.3) + (−1000)(0.7) = 500$

    Ex: A continuous random variable X has the density function


    𝑒 −𝑥 , 𝑥 > 0
    𝑓(𝑥) = {
    0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
    Find the expected value of g(X)=e2X/3.

    Sol:
    ∞ ∞
    𝐸[𝑔(𝑋)] = 𝐸[𝑒 2𝑋/3 ] = ∫ 𝑒 2𝑥/3 𝑒 −𝑥 𝑑𝑥 = ∫ 𝑒 −𝑥/3 𝑑𝑥 = 3
    0 0

    HW. Let X be a random variable with the following probability distribution

    X -2 3 5
    f(X) 0.3 0.2 0.5
    Find the standard deviation of X

    EX For the following function


    2
    𝑓 (𝑥, 𝑦) = {5 (2𝑥 + 3𝑦) , 0 ≤ 𝑥 ≤ 1,0 ≤ 𝑦 ≤ 1
    0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
    Check whether it is a distribution function or not

    Then find P(0<x<1/2, 1/4<y<1/2)

    Sol:

    ∞ ∞
    ∫ ∫ 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦
    −∞ −∞

    1 1
    2
    =∫ ∫ (2𝑥 + 3𝑦)𝑑𝑥𝑑𝑦
    0 0 5
    1 𝑥=1
    2𝑥 2 6𝑥𝑦
    =∫ + | 𝑑𝑦
    0 5 5 𝑥=0
    1
    2 6𝑦
    = ∫ ( + ) 𝑑𝑦
    0 5 5
    1
    2𝑦 3𝑦 2
    =( + )|
    5 5 0

    2 3
    = + =1
    5 5

    b)P(0<x<1/2, 1/4<y<1/2)
    ∞ ∞
    ∫ ∫ 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦
    −∞ −∞
    1 1
    2 22
    = ∫1 ∫ (2𝑥 + 3𝑦)𝑑𝑥𝑑𝑦
    0 5
    4

    1 1
    𝑥=
    2 2𝑥 2 6𝑥𝑦 2
    = ∫1 + | 𝑑𝑦
    5 5 𝑥=0
    4

    1 1 1
    2×
    2 6× 𝑦
    =∫ ( 4 + 2 ) 𝑑𝑦
    1 5 5
    4

    1
    2 1 3𝑦
    =∫ ( + ) 𝑑𝑦
    1 10 5
    4
    1
    𝑦 3𝑦 2 2
    = + |
    10 10 1
    4

    1 1 3 1 3
    = [( + ) − ( + )]
    10 2 4 4 16
    1 8 + 12 − 4 − 3 13
    = ( )=
    10 16 160

    H.W.

    Find

    1- g(x)
    2- h(y)

    Ex: For the following table, check whether f(X,y) is a distribution function or not ?

    y/x 0 1 2
    0 0.05 0.2 0.05
    1 0.1 0.2 0.1
    2 0.05 0.1 0.15

    Sol

    ∑ ∑ 𝑓 (𝑥, 𝑦) = 0.05 + 0.1 + 0.05 + 0.2 + 0.2 + 0.1 + 0.5 + 0.1 + 0.015 = 1
    𝑥 𝑦

    And since all values of 𝑓(𝑥, 𝑦) ≥ 0

    Then f(x,y) is a distribution function

    Ex: find P(Y=2|X=1)

    Sol:
    𝑓(𝑋 = 1, 𝑌 = 2) 0.1 0.1 0.1
    𝑃(𝑌 = 2|𝑋 = 1) = = = = = 0.2
    𝑔(𝑋 = 1) ∑𝑦 𝑓(1, 𝑦) 0.2 + 0.2 + 0.1 0.5

    Ex find P(x=1|Y)

    Sol:
    𝑓(𝑋 = 1, 𝑌) ∑𝑦 𝑓(𝑋 = 1, 𝑦)
    𝑃 (𝑋 = 1|𝑌) = = = 0.2 + 0.2 + 0.1 = 0.5
    ℎ(𝑌) 1
    Ex find 𝜎𝑥𝑦

    Sol

    y/x 0 1 2 h(y)
    0 0.05 0.2 0.05 0.3
    1 0.1 0.2 0.1 0.4
    2 0.05 0.1 0.15 0.3
    g(x) 0.2 0.5 0.3

    𝜇𝑥 = (0)(0.2) + (1)(0.5) + (2)(0.3) = 1.1


    𝜇𝑦 = (0)(0.3) + (1)(0.4) + (2)(0.3) = 1

    Method #1

    𝜎𝑥𝑦 = ∑ ∑(𝑥 − 𝜇𝑥 )(𝑦 − 𝜇𝑦 )𝑓(𝑥, 𝑦)


    𝑥 𝑦

    x Y x-ux y-uy f(x,y)


    0 0 -1.1 -1 0.05 0.055
    0 1 -1.1 0 0.1 0
    0 2 -1.1 1 0.05 -0.055
    1 0 -0.1 -1 0.2 0.02
    1 1 -0.1 0 0.2 0
    1 2 -0.1 1 0.1 -0.01
    2 0 0.9 -1 0.05 -0.045
    2 1 0.9 0 0.1 0
    2 2 0.9 1 0.15 0.135
    1 0.1

    Method #2

    𝜎𝑥𝑦 = 𝐸 (𝑋𝑌) − 𝜇𝑥 𝜇𝑦

    X y f(x,y)
    0 0 0.05 0
    0 1 0.1 0
    0 2 0.05 0
    1 0 0.2 0
    1 1 0.2 0.2
    1 2 0.1 0.2
    2 0 0.05 0
    2 1 0.1 0.2
    2 2 0.15 0.6
    1.2
    𝐸(𝑋𝑌) = 1.2
    𝜎𝑥𝑦 = 𝐸 (𝑋𝑌) − 𝜇𝑥 𝜇𝑦 = 1.2 − (1.1 ∗ 1) = 0.1

    𝜎 2 = 𝐸(𝑋 2 ) − 𝜇𝑋2

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