(As per SRM INSTITUTE OF SCIENCE AND TECHNOLOGY Syllabus)

Dr. SARAVANAN V
M.Sc., M.Phil., Ph.D.
Assistant Professor
Department of Mathematics
SRM IST, Ramapuram – 600 089
Email: saravanv11@srmist.edu.in
Mobile: 9500997758

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 PROBABILITY AND QUEUEING THEORY
UNIT – II - THEORETICAL DISTRIBUTIONS
Syllabus
• Binomial Distribution
• Poisson Distribution
• Exponential Distribution
• Normal Distribution
Theoretical Distributions

Discrete Distribution Continuous Distribution

Binomial Poisson Exponential Normal

DISCRETE DISTRIBUTION
Moment Generating
Mean Variance
Discrete Probability Mass Function (p.m.f.) Function (m.g.f.)
𝑬(𝑿) 𝑽(𝑿)
𝑴𝑿 (𝒕)
Binomial 𝑃(𝑋 = 𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞𝑛−𝑥 , 𝑥 = 0,1, … 𝑛 (𝑞 + 𝑝𝑒 𝑡 )𝑛 𝑛𝑝 𝑛𝑝𝑞
𝑒 −𝜆 𝜆𝑥 𝑡
Poisson 𝑃(𝑋 = 𝑥) = , 𝑥 = 0,1, … ∞ 𝑒 𝜆(𝑒 −1) 𝜆 𝜆
𝑥!
CONTINOUS DISTRIBUTION
Moment Generating
Mean Variance
Continuous Probability Density Function (p.d.f.) Function (m.g.f.)
𝑬(𝑿) 𝑽(𝑿)
𝑴𝑿 (𝒕)
𝜆 1 1
Exponential 𝑓(𝑥) = 𝜆 𝑒 −𝜆𝑥 , 𝑥≥0
𝜆−𝑡 𝜆 𝜆2
1 𝑥−𝜇 2
1 − ( ) 𝑡 2 𝜎2
Normal 𝑓(𝑥) = 𝜎 √2𝜋
𝑒 2 𝜎 , (𝜇𝑡+ ) 𝜇 𝜎2
𝑒 2
−∞ < 𝑥 < ∞, −∞ < 𝜇 < ∞, 𝜎 > 0

BINOMIAL DISTRIBUTION
Bernoulli Distribution :
A Bernoulli distribution is one having the following properties
(i) The experiment consists of 𝑛 repeated trials.
(ii) Each trial results in an outcome that may be classified under two mutually exclusive categories as a success or
as a failure.
(iii) The probability of success denoted by 𝑝, remains constant from trial to trial.
(iv) The repeated trials are independent.

Binomial Distribution:
A Bernoulli trial can result in a success with probability 𝑝 and a failure with probability 𝑞 = 1 − 𝑝. Then the
probability distribution of the binomial random variable 𝑋, the number of successes in 𝑛 independent trials
𝑷(𝑿 = 𝒙) = 𝒏𝑪𝒙 𝒑𝒙 𝒒𝒏−𝒙 , 𝒙 = 𝟎, 𝟏, … 𝒏
The quantities 𝑛 & 𝑝 are called the parameters of binomial distribution.

Areas of Application:
1. Quality control measures and Sampling processes in industries to classify items as defective or non defective.
2. Medical applications as success or failure of a surgery, cure or no cure of a patient.

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 Moment Generating Function (m.g.f.) in Binomial Distribution
𝑀𝑋 (𝑡) = ∑𝑛𝑥=0 𝑒 𝑡𝑥 𝑝(𝑥) = ∑𝑛𝑥=0 𝑒 𝑡𝑥 𝑛𝐶𝑥 𝑝 𝑥 𝑞𝑛−𝑥 = ∑𝑛𝑥=0 𝑛𝐶𝑥 (𝑝𝑒 𝑡 )𝑥 𝑞 𝑛−𝑥
= 𝑛𝐶0 (𝑝𝑒 𝑡 )0 𝑞𝑛−0 + 𝑛𝐶1 (𝑝𝑒 𝑡 )1 𝑞 𝑛−1 + 𝑛𝐶2 (𝑝𝑒 𝑡 )2 𝑞𝑛−2 + ⋯ + 𝑛𝐶𝑛 (𝑝𝑒 𝑡 )𝑛 𝑞𝑛−𝑛
= 𝑞 𝑛 + 𝑛𝐶1 (𝑝𝑒 𝑡 )1 𝑞𝑛−1 + 𝑛𝐶2 (𝑝𝑒 𝑡 )2 𝑞𝑛−2 + ⋯ + (𝑝𝑒 𝑡 )𝑛 = (𝒒 + 𝒑𝒆𝒕 )𝒏
Mean and Variance using Moment Generating Function in Binomial Distribution
𝑑 𝑑
𝐸(𝑋) = [𝑑𝑡 𝑀𝑋 (𝑡)] = [𝑑𝑡 (𝑞 + 𝑝𝑒 𝑡 )𝑛 ] = [𝑛(𝑞 + 𝑝𝑒 𝑡 )𝑛−1 𝑝𝑒 𝑡 ]𝑡=0 = 𝑛(𝑞 + 𝑝𝑒 0 )𝑛−1 𝑝𝑒 0 = 𝒏𝒑
𝑡=0 𝑡=0
2) 𝑑2 𝑑 𝑡 )𝑛−1
𝐸(𝑋 = [𝑑𝑡 2 𝑀𝑋 (𝑡)] = [𝑑𝑡 𝑛𝑝 (𝑞 + 𝑝𝑒 𝑒𝑡] = 𝑛𝑝[(𝑛 − 1)(𝑞 + 𝑝𝑒 𝑡 )𝑛−2 𝑝𝑒 𝑡 + (𝑞 + 𝑝𝑒 𝑡 )𝑛−1 𝑒 𝑡 ]𝑡=0
𝑡=0 𝑡=0
0 )𝑛−2
= 𝑛𝑝[(𝑛 − 1)(𝑞 + 𝑝𝑒 𝑝𝑒 0 + (𝑞 + 𝑝𝑒 0 )𝑛−1 0 ]
𝑒 = 𝑛𝑝[(𝑛 − 1)𝑝 + 1] = 𝒏𝟐 𝒑𝟐 − 𝒏𝒑𝟐 + 𝒏𝒑
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = 𝑛2 𝑝2 − 𝑛𝑝2 + 𝑛𝑝 − 𝑛2 𝑝2 = −𝑛𝑝2 + 𝑛𝑝 = 𝑛𝑝(1 − 𝑞) = 𝒏𝒑𝒒
Problems in Binomial Distribution
1. Four coins are tossed simultaneously. What is the probability of getting 2 heads and at least 2 heads?
1 1 1
Solution : 𝑛 = 4, 𝑝 = 2 , 𝑞 = 1 − 𝑝 = 1 − 2 = 2 , 𝑃(𝑋 = 𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞𝑛−𝑥 , 𝑥 = 0,1, … 𝑛.
1 2 1 4−2 3
(i) 𝑃(2 ℎ𝑒𝑎𝑑𝑠) = 𝑃(𝑋 = 2) = 4𝐶2 ( ) ( ) =
2 2 8
(ii) 𝑃(𝑎𝑡𝑙𝑒𝑎𝑠𝑡 2 ℎ𝑒𝑎𝑑𝑠) = 𝑃(𝑋 ≥ 2) = 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3) + 𝑃(𝑋 = 4)
1 2 1 4−2 1 3 1 4−3 1 4 1 4−4 3 1 1 11
= 4𝐶2 (2) (2) + 4𝐶3 (2) (2) + 4𝐶4 (2) (2) = 8 + 4 + 16 = 16
𝟏
2. The probability of a bomb hitting a target is 𝟓. Two bombs are enough to destroy a bridge. If six bombs are aimed
at the bridge, find the probability that the bridge is destroyed.
1 4 1 𝑥 4 6−𝑥
Solution : 𝑛 = 6, 𝑝 = , 𝑞 = 1 − 𝑝 = , 𝑃(𝑋 = 𝑥) = 6𝐶𝑥 ( ) ( )
5 5 5 5
1 0 4 6−0 1 1 4 6−1
𝑃(𝑋 ≥ 2) = 1 − 𝑃(𝑋 < 2) = 1 − [𝑃(𝑋 = 0) + 𝑃(𝑋 = 1)] = 1 − 6𝐶0 ( ) ( )
− 6𝐶1 ( ) ( ) = 0.3446
5 55 5
3. The probability that a patient recovers from a disease is 0.3. If 18 people are affected from this disease,
What is the probability that (i) At least 10 survive (ii) Exactly 6 survive (iii) 4 to 7 survive
Solution: 𝑛 = 18, 𝑝 = 0.3, 𝑞 = 1 − 𝑝 = 1 − 0.3 = 0.7, 𝑃(𝑋 = 𝑥) = 18𝐶𝑥 (0.3)𝑥 (0.7)18−𝑥
(i) 𝑃(𝑋 ≥ 10) = 1 − 𝑃(𝑋 < 10) = 1 − [𝑃(0) + 𝑃(1) + ⋯ + 𝑃(9)] = 1 − 0.9790 = 0.021
(ii) 𝑃(𝑋 = 6) = 18𝐶6 (0.3)6 (0.7)18−6 = 0.1873
(iii) 𝑃(4 𝑡𝑜 7 𝑠𝑢𝑟𝑣𝑖𝑐𝑒) = 𝑃(𝑋 = 4) + 𝑃(𝑋 = 5) + 𝑃(𝑋 = 6) + 𝑃(𝑋 = 7)
= 18𝐶4 (0.3)4 (0.7)18−4 + 18𝐶5 (0.3)5 (0.7)18−5 + 18𝐶6 (0.3)6 (0.7)18−6 + 18𝐶7 (0.3)7 (0.7)18−7 = 0.6947
4. In a large consignment of electric bulbs 10% are defective. A random sample of 20 is taken for inspection. Find
the probability that (i) All are good (ii) At most there are 3 defective (iii) Exactly there are 3 defective bulbs.
10
Solution : 𝑛 = 20, 𝑝 = 10% = 100 = 0.1, 𝑞 = 1 − 𝑝 = 1 − 0.1 = 0.9, 𝑃(𝑋 = 𝑥) = 20𝐶𝑥 (0.1)𝑥 (0.9)20−𝑥
(i) 𝑃(𝑋 = 0) = 20𝐶0 (0.1)0 (0.9)20−0 = 0.1216
(ii) 𝑃(𝑋 ≤ 3) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3)
= 0.1216 + 20𝐶1 (0.1)1 (0.9)20−1 + 20𝐶2 (0.1)2 (0.9)20−2 + 20𝐶3 (0.1)3 (0.9)20−3 = 0.8671
(iii) 𝑃(𝑋 = 3) = 20𝐶3 (0.1)3 (0.9)20−3 = 0.1901
5. It is known that the probability of an item produced by a certain machine will be defective is 5%. If the produced
items are sent to the market in packets of 20, find the number of packets containing (i) At least 2 defective items
(ii) At most 2 defective items in a consignment of 1000 packets using Binomial distribution.
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Solution : 𝑛 = 20, 𝑝 = 5% = = 0.05, 𝑞 = 1 − 𝑝 = 0.95 , 𝑃(𝑋 = 𝑥) = 20𝐶𝑥 (0.05)𝑥 (0.95)20−𝑥
100
(i) 𝑃(𝑋 ≥ 2) = 1 − 𝑃(𝑋 < 2) = 1 − [𝑃(𝑋 = 0) + 𝑃(𝑋 = 1)]
= 1 − 20𝐶0 (0.05)0 (0.95)20−0 − 20𝐶1 (0.05)1 (0.95)20−1 = 1 − 0.3585 − 0.3774 = 0.2641
𝑁 𝑃(𝑋 ≥ 2) = 1000 × 0.2641 = 264
(ii) 𝑃(𝑋 ≤ 2) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2)
= 20𝐶0 (0.05)0 (0.95)20−0 + 20𝐶1 (0.05)1 (0.95)20−1 + 20𝐶2 (0.05)2 (0.95)20−2 = 0.9246
𝑁 𝑃(𝑋 ≤ 2) = 1000 × 0.9246 = 925

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6. A multiple choice test consists of 8 questions with 3 answers to each question (of which only one is correct). A
student answers each question by rolling a balanced die and checking the first answer if he gets 1 or 2, the second
answer if he gets 3 or 4 and the third answer if he gets 5 or 6. To get a distinction, the student must secure at least
75% correct answers. If there is no negative making, what is the probability that the student secures a distinction?
Solution : Since there are three answers to each question, out of which only one is correct, the probability of getting
1 2 1 𝑥 2 8−𝑥
an answer to a question correctly is given by 𝑛 = 8, 𝑝 = 3 , 𝑞 = 1 − 𝑝 = 3 , 𝑃(𝑋 = 𝑥) = 8𝐶𝑥 (3) (3)
The required probability of securing a distinction ( i.e. of getting correct answers to al least 6 out of the 8 questions)
1 6 2 8−6 1 7 2 8−7 1 8 2 8−8
𝑃(𝑋 = 6) + 𝑃(𝑋 = 7) + 𝑃(𝑋 = 8) = 8𝐶6 (3) (3) + 8𝐶7 (3) (3) + 8𝐶8 (3) (3) = 0.0197
7. If on the average rain falls on 10 days in every 30 days, obtain the probability that (i) rain will fall on at least
3 days of a given week (ii) first three days of a given week will be fine and the remaining 4 days wet.
10 1 2 1 𝑥 2 7−𝑥
Solution : 𝑛 = 7, 𝑝 = 30 = 3 , 𝑞 = 1 − 𝑝 = 3 , 𝑃(𝑋 = 𝑥) = 7𝐶𝑥 (3) (3)
(i) 𝑃(𝑋 ≥ 3) = 1 − 𝑃(𝑋 < 3) = 1 − [𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2)]
1 0 2 7−0 1 1 2 7−1 1 2 2 7−2
= 1 − 7𝐶0 (3) (3) − 7𝐶1 (3) (3) − 7𝐶2 (3) (3)
= 1 − 0.0585 − 0.2048 − 0.3073 = 0.4293
2 3 1 4
(ii) Probability that the first 3 days are fine and the remaining days wet = 𝑞 3 𝑝4 = (3) (3) = 0.0037
8. Out of 800 families with 4 children each, how many families would be expected to have (i) 2 boys and 2 girls
(ii) At least 1 boy (iii) At most 2 girls (iv) Children of both genders. Assume equal prob. for boys and girls.
1 1
Solution : Considering each child as a trial 𝑛 = 4. Assuming that birth of a boy is a success, 𝑝 = , 𝑞 = .
2 2
𝑥 𝑛−𝑥 1 𝑥 1 4−𝑥
Let X denote the no. of successes (boys). 𝑃(𝑋 = 𝑥) = 𝑛𝐶𝑥 𝑝 𝑞 , 𝑥 = 0,1, … 𝑛. 𝑃(𝑋 = 𝑥) = 4𝐶𝑥 ( ) ( )
2 2
1 2 1 4−2 3
(i) 𝑃(2 boys and 2 girls) = 𝑃(𝑋 = 2) = 4𝐶2 (2) (2) = 8 = 0.375
3
800 families having 2 boys and 2 girls = 𝑁 𝑃(𝑋 = 2) = 800 (8) = 300
1 0 1 4−0 1 15
(ii) 𝑃(At least 1 boy) = 𝑃(𝑋 ≥ 1) = 1 − 𝑃(𝑋 = 0) = 1 − 4𝐶0 (2) (2) = 1 − 16 = 16 = 0.9375
15
800 families having At least 1 boy = 𝑁 𝑃(𝑋 ≥ 1) = 800 (16) = 750
(iii) 𝑃(At most 2 girls ) = 𝑃(exactly 0 , 1 or 2 girls) = 𝑃(4) + 𝑃(3) + 𝑃(2) = 1 − [𝑃(0) + 𝑃(1)]
1 0 1 4−0 1 1 1 4−1 11
= 1 − 4𝐶0 (2) (2) − 4𝐶1 (2) (2) = 16 = 0.6875
11
800 families having At most 2 girls = 800 (16) = 550
(iv) 𝑃(Children of both sexes ) = 1 − 𝑃(children of the same sex) = 1 − [𝑃(all are boys) + 𝑃(all are girls)]
1 4 1 4−4 1 0 1 4−0 7
= 1 − 𝑃(4) − 𝑃(0) = 1 − 4𝐶4 (2) (2) − 4𝐶0 (2) (2) = 8 = 0.875
7
800 families having Children of both sexes = 800 (8) = 700
9. For a binomial distribution the mean is 6 and variance is 2. Find the distribution and find 𝑷(𝑿 = 𝟏).
𝑛𝑝𝑞 2 𝟏 1 𝟐
Solution : Mean = 𝑛𝑝 = 6, 𝑉ariance = 𝑛𝑝𝑞 = 2 , 𝑛𝑝 = 6 ⇒ 𝒒 = 𝟑 , 𝑝 = 1 − 𝑞 = 1 − 3 = 𝟑
6 6 18 𝟐 𝟏 2 1 1 9−1
𝑛𝑝 = 6 ⇒ 𝑛 = 𝑝 ⇒ 𝑛 = 2 = 2
= 9, 𝒏 = 𝟗, 𝒑 = 𝟑 , 𝒒 = 𝟑 , 𝑃(𝑋 = 1) = 9𝐶1 (3) (3) = 0.0012
( )
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10. A Binomial variable 𝑿 satisfies the relation 𝟗𝑷(𝑿 = 𝟒) = 𝑷(𝑿 = 𝟐) when 𝒏 = 𝟔. Find the parameter 𝒑.
Solution : 𝑛 = 6, 𝑃(𝑋 = 𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞𝑛−𝑥 , 𝑥 = 0,1, … 𝑛
9𝑃(𝑋 = 4) = 𝑃(𝑋 = 2) ⇒ 9 × 6𝐶4 𝑝4 𝑞 6−4 = 6𝐶2 𝑝2 𝑞 6−2 ⇒ 9 × 6𝐶4 𝑝4 𝑞2 = 6𝐶2 𝑝2 𝑞4
9 × 6𝐶4 𝑝2 = 6𝐶2 𝑞2 ⇒ 135𝑝2 = 15𝑞2 ⇒ 9𝑝2 − 𝑞 2 = 0 ⇒ 9𝑝2 − (1 − 𝑝)2 = 0 ⇒ 8𝑝2 + 2𝑝 − 1 = 0
1 1 𝟏
𝑝 = − (𝑜𝑟) , 𝒑 = ( ∵ 𝒑 𝒄𝒂𝒏𝒏𝒐𝒕 𝒃𝒆 𝒏𝒆𝒈𝒂𝒕𝒊𝒗𝒆)
2 4 𝟒

𝟏 𝟑 𝟓
11. A discrete RV X has moment generating function 𝑴𝑿 (𝒕) = (𝟒 + 𝟒 𝒆𝒕 ) . Find 𝑬(𝑿), 𝑽𝒂𝒓(𝑿) 𝒂𝒏𝒅 𝑷(𝑿 = 𝟐).
3 1 15 15
Solution : 𝑀𝑋 (𝑡) = (𝑞 + 𝑝𝑒 𝑡 )𝑛 , 𝑝 = 4 , 𝑞 = 4 , 𝑛 = 5, 𝐸(𝑋) = 𝑛𝑝 = 4
, 𝑉(𝑋) = 𝑛𝑝𝑞 = 16
3 2 1 5−2 45
𝑃(𝑋 = 2) = 5𝐶2 (4) (4) = 512 = 0.8654
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12. Fit a binomial distribution for the following data. Find the parameters of the distribution.
𝒙 0 1 2 3 4 5 6 Total
𝒇 5 18 28 12 7 6 4 80
Solution : Fitting a binomial distribution means assuming that the given distribution is approximately binomial and
hence finding the probability mass function and the finding the theoretical frequencies.
To find the binomial frequency distribution 𝑁(𝑞 + 𝑝)𝑛 , which fits the given data, we require 𝑁, 𝑛 𝑎𝑛𝑑 𝑝.
We assume 𝑁 = total frequency = 80 and 𝑛 = no. of trials = 6 from the given data.
𝑥 0 1 2 3 4 5 6 Total
𝑓 5 18 28 12 7 6 4 80
𝑓𝑥 0 18 56 36 28 30 24 192
∑ 𝑓𝑥 192
𝑥̅ = ∑𝑓
= 80
= 2.4 , 𝑛𝑝 = 2.4 ⇒ 6𝑝 = 2.4 , 𝑝 = 0.4, 𝑞 = 1 − 𝑝 = 0.6
Theoretical frequencies are given by N 𝑃(𝑋 = 𝑥) = 𝑁 𝑛𝐶𝑥 𝑝 𝑥 𝑞𝑛−𝑥 , 𝑥 = 0,1, … 𝑛
80 𝑃(𝑋 = 0) = 80 × 6𝐶0 (0.4)0 (0.6)6−0 = 3.73, 80 𝑃(𝑋 = 1) = 80 × 6𝐶1 (0.4)1 (0.6)6−1 = 14.93
80 𝑃(𝑋 = 2) = 80 × 6𝐶2 (0.4)2 (0.6)6−2 = 24.88, 80 𝑃(𝑋 = 3) = 80 × 6𝐶3 (0.4)3 (0.6)6−3 = 22.12
80 𝑃(𝑋 = 4) = 80 × 6𝐶4 (0.4)4 (0.6)6−4 = 11.06, 80 𝑃(𝑋 = 5) = 80 × 6𝐶5 (0.4)5 (0.6)6−5 = 2.95
80 𝑃(𝑋 = 6) = 80 × 6𝐶6 (0.4)6 (0.6)6−6 = 0.33, Converting these values into whole numbers consistent
with the condition that the total frequency is 80, the corresponding binomial frequency distribution is as follows
X 0 1 2 3 4 5 6 Total
Theoretical f 4 15 25 22 11 3 0 80

POISSON DISTRIBUTION
Definition : The probability distribution of the Poisson random variable 𝑋, representing the number of outcomes
𝒆−𝝀 𝝀𝒙
occurring in a given time interval or specified region represented as 𝑡, is 𝑷(𝑿 = 𝒙) = 𝒙! , 𝒙 = 𝟎, 𝟏, … ∞. where
𝜆 is the average number of outcomes per unit time or region.
Poisson distribution as Limiting Form of Binomial Distribution
Poisson distribution is a limiting case of binomial distribution under the following conditions
(i) 𝑛, the number of trials is indefinitely large, i.e., 𝑛 → ∞.
(ii) 𝑝, the constant probability of success in each trial is very small, i.e., 𝑝 → 0.
𝜆 𝜆
(iii) 𝜆 = 𝑛𝑝 is finite or 𝑝 = and 𝑞 = 1 − , where 𝜆 is a positive real number.
𝑛 𝑛
Areas of Application:
1. The number of misprints on a page of a book.
2. The number of deaths due to accidents in a month on national highway 47.
3. The number of break downs of a printing machine in a day.
4. The number of vacancies occurring during a year in a particular department.

Moment Generating Function (m.g.f.) in Poisson Distribution

𝑥
𝑒 −𝜆 𝜆𝑥 𝜆𝑥 (𝜆 𝑒 𝑡 ) 𝒙 𝒙𝟐
𝑀𝑋 (𝑡) = ∑∞ 𝑡𝑥 ∞
𝑥=0 𝑒 𝑝(𝑥) = ∑𝑥=0 𝑒
𝑡𝑥
𝑥!
= 𝑒 −𝜆 ∑∞
𝑥=0 𝑒
𝑡𝑥
𝑥!
= 𝑒 −𝜆 ∑∞
𝑥=0 𝑥!
(∵ 𝒆𝒙 = 𝟏 + 𝟏! + 𝟐!
+ ⋯)
0 1 2 1 2
(𝜆 𝑒 𝑡 ) (𝜆 𝑒 𝑡 ) (𝜆 𝑒 𝑡 ) (𝜆 𝑒 𝑡 ) (𝜆 𝑒 𝑡 ) 𝑡 𝒕
= 𝑒 −𝜆 [ 0!
+ 1!
+ 2!
+ ⋯ ] = 𝑒 −𝜆 [1 + 1!
+ 2!
+ ⋯ ] = 𝑒 −𝜆 𝑒 𝜆 𝑒 = 𝒆𝝀(𝒆 −𝟏)
Mean and Variance Using Moment Generating Function in Poisson Distribution
𝑑 𝑑 𝑡 −1) 𝑡 −1) 0 −1)
𝐸(𝑋) = [𝑑𝑡 𝑀𝑋 (𝑡)] = [𝑑𝑡 𝑒 𝜆(𝑒 ] = [𝑒 𝜆(𝑒 𝜆𝑒 𝑡 ]𝑡=0 = 𝑒 𝜆(𝑒 𝜆𝑒 0 = 𝝀 (∵ 𝒆𝟎 = 𝟏)
𝑡=0 𝑡=0
𝑑2 𝑑 𝑡 −1) 𝑡 −1) 𝑡 −1)
𝐸(𝑋 2 ) = [ 𝑀 (𝑡)] = [ 𝜆𝑒 𝑡 𝑒 𝜆(𝑒 ] = 𝜆[𝑒 𝑡 𝑒 𝜆(𝑒 𝜆𝑒 𝑡 + 𝑒 𝑡 𝑒 𝜆(𝑒 ]𝑡=0 = 𝝀(𝝀 + 𝟏)
𝑑𝑡 2 𝑋 𝑡=0 𝑑𝑡 𝑡=0
2) [𝐸(𝑋)]2
𝑉(𝑋) = 𝐸(𝑋 − 2
= 𝜆 + 𝜆 − 𝜆2 = 𝝀

5
 Problems in Poisson distribution
1. On an average a typist makes 2 mistakes per page. What is the probability that she will make (i) No errors
(ii) 4 or more errors on a particular page?
𝑒 −𝜆 𝜆𝑥
Solution : 𝜆 = 2, Let 𝑋 represent the number of errors on a page. 𝑃(𝑋 = 𝑥) = , 𝑥 = 0,1, … ∞
𝑥!
𝑒 −2 20
(i) 𝑃(𝑋 = 0) = 0!
= 𝑒 −2 = 0.1353
𝑒 −2 20 𝑒 −2 21 𝑒 −2 22 𝑒 −2 23
(ii) 𝑃(𝑋 ≥ 4) = 1 − 𝑃(𝑋 < 4) = 1 − [𝑃(0) + 𝑃(1) + 𝑃(2) + 𝑃(3)] = 1 − ( + + + )
0! 1! 2! 3!
21 22 23
= 1 − 𝑒 −2 (1 + + + ) = 0.1434
1! 2! 3!
2. The number of monthly breakdown of a computer is a random variable having a Poisson distribution with mean
equal to 1.8. Find the probability that this computer will function for a month (i) Without a breakdown (ii) With
only 1 breakdown (iii) With at least 1 breakdown
Solution : λ = 1.8, Let 𝑋 denote the number of breakdown of the computer in a month.
𝑒 −1.8 (1.8)0 𝑒 −1.8 (1.8)1
(i) 𝑃(𝑋 = 0) = 0!
= 𝑒 −1.8 = 0.1653 (ii) 𝑃(𝑋 = 1) = 1!
= 𝑒 −1.8 (1.8) = 0.2975
(ii) 𝑃(𝑋 ≥ 1) = 1 − 𝑃(𝑋 = 0) = 0.8347
3. A travel company has two cars for hiring. The demand for a car on each day is distributed as Poisson variate, with
mean 1.5. Calculate the proportion of days on which (i) neither cars were used (ii) some demand is refused.
Solution : λ = 1.5, Let 𝑋 denote the number of demands for cars.
𝑒 −1.5 (1.5)0
(i) 𝑃(𝑋 = 0) = 0!
= 𝑒 −1.5 = 0.2231
𝑒 −1.5 (1.5)0 𝑒 −1.5 (1.5)1 𝑒 −1.5 (1.5)2
(ii) 𝑃(𝑋 > 2) = 1 − 𝑃(𝑋 ≤ 2) = 1 − [𝑃(0) + 𝑃(1) + 𝑃(2)] = 1 − [ 0!
+ 1!
+ 2!
] = 0.191
4. In a book of 520 pages, 390 typographical errors occur. Assuming Poisson law for the number of errors per page,
find the probability that a random sample of 5 pages will contain no error.
390 𝑒 −0.75 (0.75)0
Solution : 𝜆 = = 0.75, 𝑃(1 𝑝𝑎𝑔𝑒 𝑐𝑜𝑛𝑡𝑎𝑖𝑛𝑠 𝑛𝑜 𝑒𝑟𝑟𝑜𝑟) = 𝑃(𝑋 = 0) = = 𝑒 −0.75
520 0!
𝑃(5 𝑝𝑎𝑔𝑒𝑠 𝑐𝑜𝑛𝑡𝑎𝑖𝑛𝑠 𝑛𝑜 𝑒𝑟𝑟𝑜𝑟) = (𝑒 −0.75 )5 = 0.0235
5. It is known that the probability of an item produced by a certain machine will be defective is 5%. If the produced
items are sent to the market in packets of 20, find the number of packets containing (i) At least 2 defective items
(ii) At most 2 defective items in a consignment of 1000 packets using Poisson distribution
5 𝑒 −𝜆 𝜆𝑥
Solution : 𝑝 = 5% = 0.05, q = 0.95, 𝑛 = 20, 𝜆 = 𝑛𝑝 = 20 × 100 = 1, 𝑃(𝑋 = 𝑥) = 𝑥!
, 𝑥 = 0,1, … ∞
𝑒 −1 (1)0 𝑒 −1 (1)1
(i) 𝑃(𝑋 ≥ 2) = 1 − 𝑃(𝑋 < 2) = 1 − [ 0! + ] = 1 − [𝑒 −1 + 𝑒 −1 ] = 0.2642
1!
𝑁𝑃(𝑋 ≥ 2) = 1000 × 0.2642 = 264
𝑒 −1 (1)0 𝑒 −1 (1)1 𝑒 −1 (1)2 𝑒 −1
(ii) 𝑃(𝑋 ≤ 2) = 𝑃(0) + 𝑃(1) + 𝑃(2) = 0! + 1! + 2! = 𝑒 −1 + 𝑒 −1 + 2 = 0.9197
𝑁 𝑃(𝑋 ≤ 2) = 1000 × 0.9197 = 920
6. A manufacturer of cotter pins knows that 5% of his product is defective. If he sells cotter pins in boxes of 100 and
guarantees that not more than 10 pins will be defective. What is approximate probability that a box will fail to
meet the guaranteed quality?
5 𝑒 −𝜆 𝜆𝑥
Solution: 𝑝 = 5% = 0.05, q = 0.95, 𝑛 = 100, 𝜆 = 𝑛𝑝 = 100 × = 5, 𝑃(𝑋 = 𝑥) = , 𝑥 = 0,1, … ∞
100 𝑥!
𝑃(𝑋 > 10) = 1 − 𝑃(𝑋 ≤ 10)
= 1 − [𝑃(0) + 𝑃(1) + 𝑃(2) + 𝑃(3) + 𝑃(4) + 𝑃(5) + 𝑃(6) + 𝑃(7) + 𝑃(8) + 𝑃(9) + 𝑃(10)]
50 51 52 53 54 55 56 57 58 59 510
= 1 − 𝑒 −5 [ 0! + 1!
+ 2!
+ 3!
+ 4!
+ 5!
+ 6!
+ 7!
+ 8!
+ 9!
+ 10!
] = 0.014
7. Let X be a RV following Poisson distribution such that 𝑷(𝑿 = 𝟐) = 𝟗𝑷(𝑿 = 𝟒) + 𝟗𝟎𝑷(𝑿 = 𝟔). Find the mean
and standard deviation of X.
𝑒 −𝜆 𝜆2 𝑒 −𝜆 𝜆4 𝑒 −𝜆 𝜆6
Solution : 𝑃(𝑋 = 2) = 9𝑃(𝑋 = 4) + 90𝑃(𝑋 = 6) ⇒ 2!
=9 4!
+ 90 6!
, 𝐷𝑖𝑣𝑖𝑑𝑖𝑛𝑔 𝑏𝑦 𝑒 −𝜆 𝜆2
1 9 𝜆2 90 𝜆4 1 3 𝜆2 𝜆4 𝜆4 3 𝜆2 1
2!
= 4!
+ 6!
⇒ 2
= 8
+ 8
⇒ 8
+ 8
−2 =0
4 2
𝜆 + 3 𝜆 − 4 = 0 ⇒ 𝜆 = 1, −4 , Mean = = 𝟏 , Variance = 𝝀 = 𝟏 , S.D. = √𝑽𝒂𝒓𝒊𝒂𝒏𝒄𝒆 = 𝟏
6
8. Fit a Poisson distribution for the following data:
𝒙 0 1 2 3 4 5 Total
𝒇 142 156 69 27 5 1 400
Finding the probability mass function and then finding the theoretical frequencies.
Solution :
𝑥 0 1 2 3 4 5 Total
𝑓 142 156 69 27 5 1 400
𝑓𝑥 0 156 138 81 20 5 400
∑ 𝑓𝑥 400 𝑁 𝑒 −𝜆 𝜆𝑥 400 𝑒 −1 1𝑥
𝜆= ∑𝑓
= 400 = 1, 𝑁 = 400, Theoretical frequencies are given by 𝑁 𝑃(𝑋 = 𝑥) = 𝑥!
= 𝑥!
400 𝑒 −1 10 400 𝑒 −1 11
400 𝑃(𝑋 = 0) = = 147.15, 400 𝑃(𝑋 = 1) = = 147.15
0! 1!
400 𝑒 −1 12 −1
400 𝑒 1 3
400 𝑃(𝑋 = 2) = 2!
= 73.58 , 400 𝑃(𝑋 = 3) = 3!
= 24.53
400 𝑒 −1 14 −1
400 𝑒 1 5
400 𝑃(𝑋 = 4) = = 6.13 , 400 𝑃(𝑋 = 5) = = 1.23
4! 5!
𝑥 0 1 2 3 4 5 Total
Theoretical 𝑓 147 147 74 25 6 1 400

EXPONENTIAL DISTRIBUTION
Definition: A continuous RV X defined in (0, ∞) is said to follow an exponential distribution if the probability
density function is 𝒇(𝒙) = 𝝀 𝒆−𝝀𝒙 , 𝒙 ≥ 𝟎.
Application:
Exponential distribution is useful in queueing theory and reliability theory. Time to failure of a component and time
between arrivals can be modeled using exponential distribution.
Moment Generating Function (M.G.F.) in Exponential Distribution
∞
∞ ∞ ∞ 𝑒 −(𝜆−𝑡)𝑥 𝝀
𝑀𝑋 (𝑡) = ∫−∞ 𝑒 𝑡𝑥 𝑓(𝑥) 𝑑𝑥 = ∫0 𝑒 𝑡𝑥 𝜆 𝑒 −𝜆𝑥 𝑑𝑥 = 𝜆 ∫0 𝑒 −(𝜆−𝑡)𝑥 𝑑𝑥 = 𝜆 [ −(𝜆−𝑡) ] = 𝝀−𝒕
0
Mean and Variance using Moment Generating Function in Exponential Distribution
𝑑 𝑑 𝜆 𝑑 𝟏
𝐸(𝑋) = [ 𝑀𝑋 (𝑡)] = [ ( )] = 𝜆 [ (𝜆 − 𝑡)−1 ] = 𝜆[(−1)(𝜆 − 𝑡)−2 (−1)]𝑡=0 =
𝑑𝑡 𝑡=0 𝑑𝑡 𝜆−𝑡𝑡=0 𝑑𝑡 𝑡=0 𝝀
𝑑2 𝑑 𝟐
𝐸(𝑋 2 ) = [𝑑𝑡 2 𝑀𝑋 (𝑡)] = [𝑑𝑡 𝜆 (𝜆 − 𝑡)−2 ] = 𝜆 [(−2)(𝜆 − 𝑡)−3 (−1)]𝑡=0 = 𝝀𝟐
𝑡=0 𝑡=0
2 1 𝟏
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = 2 − 2 = 𝟐
𝜆 𝜆 𝝀

Memory less Property of Exponential Distribution

Statement: If 𝑿 is exponential distributed with parameter 𝝀, then for any 2 positive integers s and t
𝑷(𝑿 > 𝒔 + 𝒕⁄𝑿 > 𝑠) = 𝑷(𝑿 > 𝑡).
𝑃(𝑋>𝑠+𝑡 ∩ 𝑋>𝑠 ) 𝑃(𝑋>𝑠+𝑡 )
Proof : 𝑃(𝑋 > 𝑠 + 𝑡⁄𝑋 > 𝑠) = 𝑃(𝑋>𝑠)
= 𝑃(𝑋>𝑠)
, 𝑓(𝑥) = 𝜆 𝑒 −𝜆𝑥 , 𝑥 ≥ 0
∞
∞ ∞ 𝑒 −𝜆𝑥
𝑃(𝑋 > 𝑘) = ∫𝑘 𝑓(𝑥) 𝑑𝑥 = ∫𝑘 𝜆 𝑒 −𝜆𝑥 𝑑𝑥 = 𝜆 [ −𝜆 𝑘
] = 𝒆−𝝀𝒌
𝑒 −𝜆(𝑠+𝑡)
Hence 𝑃(𝑋 > 𝑠 + 𝑡 ) = 𝑒 −𝜆(𝑠+𝑡) and 𝑃(𝑋 > 𝑠) = 𝑒 −𝜆𝑠 ; 𝑃(𝑋 > 𝑠 + 𝑡⁄𝑋 > 𝑠) = 𝑒 −𝜆𝑠
= 𝑒 −𝜆𝑡 = 𝑷(𝑿 > 𝑡)
Problems in Exponential Distribution
𝟏
1. The time (in hours) required to repairs a machine is exponential, distributed with parameter 𝝀 = 𝟐. (i) What is the
probability that the repair time exceeds 2 hours? (ii) What is the conditional prob. that a repair takes at least 10h
given that its duration exceeds 9h?
𝑥 ∞
𝑥 −
−𝜆𝑥 ∞1 − 1 𝑒 2 𝑒 −∞ −𝑒 −1
Solution: 𝑓(𝑥) = 𝜆 𝑒 , 𝑥 > 0, (i) 𝑃(𝑋 > 2) = ∫2 2 𝑒 2 𝑑𝑥 = [ ]
2 −1
= −1
= 𝑒 −1 = 0.3679
2 2
𝑥 ∞ 1
𝑥 − − 1
∞ ∞1 − 1 𝑒 2 𝑒 −∞ −𝑒 2
(iii) 𝑃(𝑋 ≥ 10⁄𝑋 > 9) = 𝑃(𝑋 > 1) = ∫1 𝑓(𝑥)𝑑𝑥 = ∫1 2 𝑒 2 𝑑𝑥 = [ ]
2 −1
= −1
= 𝑒 −2 = 0.6065
2 1
7
2. Suppose that during a rainy season in a tropical island, the length of the shower has an exponential distribution,
with average 2 minutes. Find the probability that the shower will be there for more than three minutes. If the
shower has already lasted for 2 minutes, what is the probability that it will last for at least one more minute.
𝑥 ∞
𝑥 − 3
1 1 ∞1 − 1 𝑒 2
Solution: Average length = = 2, 𝜆 = 𝜆 2
, (i) 𝑃(𝑋 > 3) = ∫3 2 𝑒 𝑑𝑥 = 2 [ 1 ] = 𝑒 −2
2 = 0.2231
−
2 3
𝑥 ∞ 1
𝑥 − − 1
∞ ∞1 1 𝑒 2 𝑒 −∞ −𝑒 2
(ii) 𝑃(𝑋 > 3⁄𝑋 > 2) = 𝑃(𝑋 > 1) = ∫1 𝑓(𝑥)𝑑𝑥 = ∫1 𝑒 −2 𝑑𝑥 = [ ] = = 𝑒 −2 = 0.6065
2 2 −1 −1
2 1

3. The mileage which car owners get with a certain kind of radial tire is a RV having an exponential distribution
with mean 40,000 km. Find the prob. that one of these tires will last (i) Atleast 20,000 km (ii) At most 30,000 km
𝑥
1 1 1 −
Solution: 𝑀𝑒𝑎𝑛 = 𝜆 = 40,000 𝑘𝑚, 𝜆 = 40,000, 𝑓(𝑥) = 𝜆 𝑒 −𝜆𝑥 , 𝑥 > 0, 𝑓(𝑥) = 40,000 𝑒 40,000 , 𝑥>0
𝑥 ∞
𝑥 − 1
∞ ∞ 1 − 1 𝑒 40,000
(i) 𝑃(𝑋 ≥ 20,000) = ∫20,000 𝑓(𝑥)𝑑𝑥 = ∫20,000 40,000
𝑒 40,000 𝑑𝑥 = 40,000 [ 1 ] = 𝑒 −2 = 0.6065
−
40,000 20,000
𝑥 30,000
𝑥 − 3
30,000 30,000 1 − 1 𝑒 40,000
(ii) 𝑃(𝑋 ≤ 30,000) = ∫0 𝑓(𝑥)𝑑𝑥 = ∫0 40,000
𝑒 40,000 𝑑𝑥 = 40,000 [ 1 ] = 1 − 𝑒 −4 = 0.527
−
40,000 0
4. The length of time a person speaks over phone follows exponential distribution with mean 6. What is the
probability that the person will talk for (i) More than 8 min (ii) Less than 4 min (iii) Between 4 and 8 min
𝑥 ∞
𝑥 − 4
1 1 ∞ 1 − 1 𝑒 6
Solution: 𝑀𝑒𝑎𝑛 = = 6, 𝜆 =
𝜆 6
, 𝑓(𝑥) = 𝜆 𝑒 −𝜆𝑥
, 𝑥 > 0 (i) 𝑃(𝑋 > 8) = ∫8 6 𝑒 6 𝑑𝑥 = [ ]
6 −1
= 𝑒 −3 = 0.2635
6 8

𝑥 4
𝑥 − 2
4 1 − 1 𝑒 6
(ii) 𝑃(𝑋 < 4) = ∫0 6 𝑒 6 𝑑𝑥 = [ ]
6 −1
= 1 − 𝑒 −3 = 0.4865
6 0
𝑥 8
𝑥 − 2 4
8 1 − 1 𝑒 6
(iii) 𝑃(4 ≤ 𝑋 ≤ 8) = ∫4 6 𝑒 6 𝑑𝑥 = [ ]
6 −1
= 𝑒 −3 − 𝑒 −3 = 0.5134 − 0.2635 = 0.2499
6 4

5. The amount of time that a watch can run without having to be reset is a random variable having exponential
distribution, with mean 120 days. Find the prob. that such a watch will have to be reset in less than 24 days.
𝑥
1 1 1
Solution:, 𝑀𝑒𝑎𝑛 = 𝜆 = 120 𝑑𝑎𝑦𝑠, 𝜆 = 120 , 𝑓(𝑥) = 𝜆 𝑒 −𝜆𝑥 , 𝑥 > 0, 𝑓(𝑥) = 120 𝑒 −120 , 𝑥 > 0
𝑥 24
𝑥 − 1
24 24 1 − 1 𝑒 120
𝑃(𝑋 < 24) = ∫0 𝑓(𝑥)𝑑𝑥 = ∫0 120 𝑒 120 𝑑𝑥 = [ ] = 1 − 𝑒 −5 = 0.1813
120 − 1
120 0

6. The number of kilo meters that a car can run before its battery has to be replaced is exponentially distributed with
an average of 10,000 kms. If the owner desires to take a tour consisting of 8000 kms, what is the probability that
he will be able to complete is his tour with our replacing the battery?
𝑥
1 1 1 −
Solution:, 𝑀𝑒𝑎𝑛 = 𝜆 = 10,000, 𝜆 = 10,000 , 𝑓(𝑥) = 𝜆 𝑒 −𝜆𝑥 , 𝑥 > 0, 𝑓(𝑥) = 10,000 𝑒 10,000 , 𝑥>0
𝑥 ∞
𝑥 − 4
∞ ∞ 1 − 1 𝑒 10,000
𝑃(𝑋 > 8000) = ∫8000 𝑓(𝑥)𝑑𝑥 = ∫8000 𝑒 10,000 𝑑𝑥 = [ 1 ] = 𝑒 −5 = 0.4493
10,000 10,000 −
10,000 8000

7. In a construction site, 3 lorries unload materials per hour, on an average. What is the probability that the time
between arrival of successive lorries will be (i) at least 30 minutes (ii) less than 10 minutes?
Solution: 𝜆 = 3, 𝑓(𝑥) = 𝜆 𝑒 −𝜆𝑥 , 𝑥 > 0, 𝑓(𝑥) = 3 𝑒 −3𝑥 , 𝑥 > 0
1
(i) Probability that the time between arrival of successive lorries equal to 30 minutes or 2 hour
∞ 3
1 ∞ ∞ 𝑒 −3𝑥
𝑃 (𝑋 ≥ 2) = ∫1 𝑓(𝑥)𝑑𝑥 = ∫1 3 𝑒 −3𝑥 𝑑𝑥 = 3 [ −3 1
] = 𝑒 −2 = 0.223
2 2 2
1
(ii) Probability that the time between arrival of successive lorries equal to 10 minutes or 6 hour
1
1 1 1
1 𝑒 −3𝑥 6
𝑃 (𝑋 < 6
) = ∫0 𝑓(𝑥)𝑑𝑥 = ∫0 3 𝑒
6 6 −3𝑥
𝑑𝑥 = 3 [ −3 ] = 1 − 𝑒 −2 = 0.393
0
8
 NORMAL DISTRIBUTION
The Normal distribution was first described by De Moive in 1933 as the limiting form of Binomial distribution as the
number of trials becomes infinite. This discovery came into limelight after its discovery by both Laplace and Gauss
half a century later. So this distribution is also called Gaussion distribution.
Definition: A continuous RV X, with parameters 𝜇 and 𝜎 2 is normal if it has a probability density function
𝟏 𝒙−𝝁 𝟐
𝟏 − ( )
𝒇(𝒙) = 𝝈√𝟐 𝝅 𝒆 𝟐 𝝈 , −∞ < 𝑥 < ∞
Standard Normal distribution:
𝑋−𝜇
If X is a RV following normal distribution with parameter 𝜇 and 𝜎, then 𝑧 = 𝜎
is called a Standard Normal variate
𝒛𝟐
𝟏
and the p.d.f. of the standard variate Z is given by 𝝋(𝒛) = 𝒆− 𝟐 , −∞ < 𝑧 < ∞
√𝟐 𝝅
Application:
(i) The most important continuous probability distribution in the statistics field is Normal distribution.
(ii) In nature like rainfall and meteorological studies (iii) In industry (iv) In error calculation of experiments
(v) Statistical quality control (vi) Radar applications and in research.

Problems in Normal Distribution

1. If 𝑿 is normally distributed and the mean 𝑿 is 12 and the SD is 4. Find out the following
(i) 𝑷(𝑿 ≥ 𝟐𝟎) (ii) 𝑷(𝑿 ≤ 𝟐𝟎) (iii) 𝑷(𝟎 ≤ 𝑿 ≤ 𝟏𝟐)
Solution: 𝜇 = 12, 𝜎 = 4
𝑋−𝜇 20−𝜇 20−12
(i) 𝑃(𝑋 ≥ 20) = 𝑃 ( ≥ ) = 𝑃 (𝑍 ≥ ) = 𝑃(𝑍 ≥ 2) = 0.5 − 𝑃(0 ≤ 𝑍 ≤ 2) = 0.5 − 0.4772 = 0.0228
𝜎 𝜎 4
𝑋−𝜇 20−𝜇 20−12
(ii) 𝑃(𝑋 ≤ 20) = 𝑃( 𝜎 ≤ 𝜎
) = 𝑃 (𝑍 ≤ 4
) = 𝑃(𝑍 ≤ 2) = 0.5 + 𝑃(0 ≤ 𝑍 ≤ 2) = 0.5 + 0.4772 = 0.9772
0−𝜇 𝑋−𝜇 12−𝜇 −12 12−12
(iii) 𝑃(0 ≤ 𝑋 ≤ 12) = 𝑃 ( 𝜎
≤
𝜎
≤
𝜎
) = 𝑃(
4
≤𝑍≤
4
) = 𝑃(−3 ≤ 𝑍 ≤ 0) = 𝑃(0 ≤ 𝑍 ≤ 3) = 0.4987
2. If X is a normal variate with 𝝁 = 𝟑𝟎 and 𝝈 = 𝟓. Find (i) 𝑷(𝟐𝟔 ≤ 𝑿 ≤ 𝟒𝟎) (ii) 𝑷(𝑿 ≥ 𝟒𝟓) (iii) 𝑷(|𝑿 − 𝟑𝟎| ≥ 𝟓).
Solution: 𝜇 = 30, 𝜎 = 5
26−𝜇 𝑋−𝜇 40−𝜇 26−30 40−30
(i) 𝑃(26 ≤ 𝑋 ≤ 40) = 𝑃 ( 𝜎
≤ 𝜎
≤ 𝜎
) = 𝑃( 5
≤𝑍≤ 5
) = 𝑃(−0.8 ≤ 𝑍 ≤ 2)
= 𝑃(−0.8 ≤ 𝑍 ≤ 0) + 𝑃(0 ≤ 𝑍 ≤ 2) = 𝑃(0 ≤ 𝑍 ≤ 0.8) + 𝑃(0 ≤ 𝑍 ≤ 2) = 0.2881 + 0.4772 = 0.7653
𝑋−𝜇 45−𝜇 45−30
(ii) 𝑃(𝑋 ≥ 45) = 𝑃 ( 𝜎
≥ 𝜎
) = 𝑃 (𝑍 ≥ 5
) = 𝑃(𝑍 ≥ 3) = 0.5 − 𝑃(0 ≤ 𝑍 ≤ 3) = 0.5 − 0.4987 = 0.0013
(iii)𝑃(|𝑋 − 30| ≥ 5) = 1 − 𝑃(|𝑋 − 30| ≤ 5) = 1 − 𝑃(−5 ≤ 𝑋 − 30 ≤ 5) = 1 − 𝑃(25 ≤ 𝑋 ≤ 35)
25−𝜇 𝑋−𝜇 35−𝜇 25−30 35−30
= 1−𝑃( 𝜎
≤ 𝜎
≤ 𝜎
) = 1−𝑃( 5
≤𝑍≤ 5
) = 1 − 𝑃(−1 ≤ 𝑍 ≤ 1)
= 1 − [𝑃(−1 ≤ 𝑍 ≤ 0) + 𝑃(0 ≤ 𝑍 ≤ 1)] = 1 − 𝑃(0 ≤ 𝑍 ≤ 1) − 𝑃(0 ≤ 𝑍 ≤ 1)
= 1 − 2 𝑃(0 ≤ 𝑍 ≤ 1) = 1 − 2(0.3413) = 0.3174
3. The savings bank account of a customer showed an average balance of Rs. 150 and a S.D. of Rs. 50. Assuming
that the account balances are normally distributed (i) What percentage of account is over Rs. 200?
(ii) What percentage of account is between Rs. 120 & Rs. 170? (iii) What % of account is less than Rs. 75?
Solution: 𝜇 = 150, 𝜎 = 50
200−150
(i) 𝑃(𝑋 ≥ 200) = 𝑃 (𝑍 ≥ 50
) = 𝑃(𝑍 ≥ 1) = 0.5 − 𝑃(0 ≤ 𝑍 ≤ 1) = 0.5 − 0.3413 = 0.1587
Percentage of account is over Rs. 200 is 15.87%
120−150 170−150
(ii) 𝑃(120 < 𝑋 < 170) = 𝑃 ( 50
<𝑍< 50
) = 𝑃(−0.6 < 𝑍 < 0.4)
= 𝑃(0 < 𝑍 < 0.6) + 𝑃(0 < 𝑍 < 0.4) = 0.2257 + 0.1554 = 0.3811
Percentage of account is between Rs. 120 & Rs. 170 is 38.11%
75−150
(iii) 𝑃(𝑋 < 75) = 𝑃 (𝑍 < 50
) = 𝑃(𝑍 < −1.5) = 0.5 − 𝑃(0 < 𝑍 < 1.5) = 0.5 − 0.4332 = 0.0668
Percentage of account is less than Rs. 75 is 6.68%

9
4. In an engineering examination, a student is considered to have failed, secured second class, first class and
distinction, according as he scores less than 45%, between 45% and 60%, between 60% and 75% and above 75%
respectively. In a particular year 10% of the students failed in the examination and 5% of the students got
distinction. Find the percentages of students who have got first class and second class.
Solution: Let X follow the distribution N(μ, σ).
Given: 𝑃(𝑋 < 45) = 0.10 and 𝑃(𝑋 > 75) = 0.05
𝑋−𝜇 45−𝜇 75−𝜇 𝑋−𝜇
𝑃 (−∞ < 𝜎 𝜎
< ) = 0.1 and 𝑃( 𝜎
< 𝜎 < ∞) = 0.05
45−𝜇 75−𝜇
𝑃 (−∞ < 𝑍 < 𝜎 ) = 0.1 and 𝑃 ( 𝜎 < 𝑍 < ∞) = 0.05
𝜇−45 75−𝜇
𝑃 (0 < 𝑍 < 𝜎 ) = 0.4 and 𝑃 (0 < 𝑍 < 𝜎 ) = 0.45
𝜇−45 75−𝜇
From the table, 𝜎
= 1.28 and 𝜎
= 1.64
𝜇 − 1.28𝜎 = 45 (1) and 𝜇 + 1.64𝜎 = 75 (2)
Solving equations (1) and (2), 𝜇 = 58.15 and 𝜎 = 10.28
60−𝜇 𝑋−𝜇 75−𝜇 60−58.15 75−58.15
𝑃(𝑆𝑡𝑢𝑑𝑒𝑛𝑡𝑠 𝑔𝑒𝑡𝑠 𝑓𝑖𝑟𝑠𝑡 𝑐𝑙𝑎𝑠𝑠) = 𝑃(60 < 𝑋 < 75) = 𝑃 ( 𝜎
< 𝜎
< 𝜎
) = 𝑃( 10.28
<𝑍< 10.28
)
= 𝑃(0.18 < 𝑍 < 1.64) = 𝑃(0 < 𝑍 < 1.64) − 𝑃(0 < 𝑍 < 0.18)
= 0.4495 − 0.0714 = 0.3781
Percentage of students getting first class = 38
Now percentage of students getting second class = 100 – (students who have failed, got 1st class and got distinction)
Percentage of students getting second class = 100 − (10 + 38 + 5) = 47.
5. If the actual amount of instant coffee which a filling machine puts into ‘6 – ounce’ jars is a RV having a normal
distribution with S.D. is 0.05 ounce and if only 3% of the jars are to contain less than 6 ounce of coffee, what
must be the mean fill of these jars?
Solution: Let X be the actual amount of coffee put into the jars. Then X follows N(μ, σ), σ = 0.05
3 6−𝜇 𝜇−6
𝑃(𝑋 < 6) = 3% = = 0.03 ⇒ 𝑃 (−∞ < 𝑍 < ) = 0.03 ⇒ 𝑃 (0 < 𝑍 < ) = 0.5 − 0.03 = 0.47
100 0.05 0.05
𝜇−6
From the table, 0.05
= 1.808, 𝝁 = 𝟔. 𝟎𝟗𝟎𝟒 𝒐𝒖𝒏𝒄𝒆𝒔

6. In a newly constructed township, 2000 electric lamps are installed with an average life of 1000 burning hours and
standard deviation of 200hours. Assuming the life of the lamps follows normal distribution, find (i)The no. of
lamps expected to fail during the first 700 hrs. (ii) In what period of burning hours 10% of the lamps fail.
Solution: 𝜇 = 1000, 𝜎 = 200
𝑋−𝜇 700−1000
(i) 𝑃(𝑋 ≤ 700) = 𝑃 ( 𝜎 < 200 ) = 𝑃(𝑍 < −1.5) = 𝑃(𝑍 > 1.5) = 0.5 − 𝑃(0 < 𝑍 < 1.5)
= 0.5 − 0.4332 = 0.0668 (∵From Normal Table)
The no. of lamps that fail to burn in the first 700 hours = 2000 × 0.0668 = 133.6 ≈ 134
(ii) Let 𝑡 be the period at which 10% of lamps fail.
𝑋−𝜇 𝑡−1000 1000−𝑡
𝑃(𝑋 ≤ 𝑡) = 0.1 ⇒ 𝑃 ( ≤ ) = 0.1 ⇒ 𝑃 (𝑍 ≥ ) = 0.1
𝜎 200 200
1000−𝑡 1000−𝑡
𝑃 (0 ≤ 𝑍 ≤ 200
)
= 0.5 − 0.1 = 0.4 ⇒ = 1.28 ⇒
200
𝒕 = 𝟕𝟒𝟒 (∵From Normal Table)
7. In a normal distribution 31% of the items are under 45 and 8% are over 64. Find the mean and S.D.
Solution: Let mean by μ and standard deviation σ
31% of the items are under 45 and 8% are over 64
𝑃(𝑋 < 45) = 31% and 𝑃(𝑋 > 64) = 8%
𝑋−𝜇 45−𝜇 𝑋−𝜇 64−𝜇
𝑃( 𝜎
< 𝜎
) = 0.31 and 𝑃( 𝜎
> 𝜎
) = 0.08
45−𝜇 64−𝜇
𝑃 (𝑍 < ) = 0.31 and 𝑃 (𝑍 > ) = 0.08
𝜎 𝜎
𝜇−45 64−𝜇
𝑃 (0 < 𝑍 < 𝜎
) = 0.5 − 0.31 = 0.19 and 𝑃 (0 < 𝑍 < 𝜎 ) = 0.5 − 0.08 = 0.42
𝜇−45 64−𝜇
𝜎
= 0.5 and 𝜎
= 1.4
𝜇 − 0.5𝜎 = 45 and 𝜇 + 1.4𝜎 = 64
10
 Solving for μ and σ, we get 𝛍 = 𝟓𝟎 and 𝛔 = 𝟏𝟎

8. In a distribution exactly normal 7% of the items are under 35 and 89% are under 63. What are the mean and S.D.
of the distribution?
Solution: Let mean by μ and standard deviation σ
7% of the items are under 35 and 89% are over 63
𝑃(𝑋 < 35) = 7% and 𝑃(𝑋 < 63) = 89%
𝑋−𝜇 35−𝜇 𝑋−𝜇 63−𝜇
𝑃( 𝜎
< 𝜎
) = 0.07 and 𝑃( 𝜎
<
𝜎
) = 0.89
35−𝜇 63−𝜇
𝑃 (𝑍 < ) = 0.07 and 𝑃 (𝑍 < ) = 0.89
𝜎 𝜎
𝜇−35 63−𝜇
𝑃 (0 < 𝑍 < 𝜎
) = 0.5 − 0.07 = 0.43 and 𝑃 (0 < 𝑍 < 𝜎 ) = 0.89 − 0.5 = 0.39
𝜇−35 63−𝜇
𝜎
= 1.48 and 𝜎
= 1.23
𝜇 − 1.48𝜎 = 35 and 𝜇 + 1.23𝜎 = 63
Solving for μ and σ, we get 𝛍 = 𝟓𝟎. 𝟑 and 𝛔 = 𝟏𝟎. 𝟑𝟑
9. In a normal distribution of a large group of men 5% are under 60 in height and 40% are between 60 and 65. Find
the mean height and S.D.
Solution: Let mean by μ and standard deviation σ
5% of the items are under 60 and 40% are between 60 and 65
𝑃(𝑋 < 60) = 5% and 𝑃(60 < 𝑋 < 65) = 40% = 0.4
𝑋−𝜇 60−𝜇
𝑃( 𝜎
<
𝜎
) = 0.05 and 𝑃(𝑋 < 65) = 𝑃(𝑋 < 60) + 𝑃(60 < 𝑋 < 65)
60−𝜇 𝑋−𝜇 65−𝜇
𝑃 (𝑍 < 𝜎 ) = 0.05 and 𝑃(𝜎
< 𝜎
) = 0.05 + 0.4 = 0.45
𝜇−60 𝜇−65
𝑃 (0 < 𝑍 < 𝜎 ) = 0.5 − 0.05 = 0.45 and 𝑃 (0 < 𝑍 < 𝜎
) = 0.5 − 0.45 = 0.05
𝜇−60 𝜇−65
𝜎
= 1.645 and 𝜎
= 0.13
𝜇 − 1.645𝜎 = 60 and 𝜇 + 0.13𝜎 = 65
Solving for μ and σ, we get 𝛍 = 𝟔𝟓. 𝟒𝟐 and 𝛔 = 𝟑. 𝟐𝟗
10. If X is 𝑵(𝟑, 𝟒). Find 𝒌 so that 𝑷(|𝑿 − 𝟑| > 𝑘) = 𝟎. 𝟎𝟓.
𝑋−𝜇 𝑋−3
Solution: Let mean by μ and standard deviation σ. 𝜇 = 3, 𝜎 2 = 4, 𝜎 = 2, 𝑍 = 𝜎 = 2
𝑋−3 𝑘 𝑘 𝑘
𝑃(|𝑋 − 3| > 𝑘) = 0.05 ⇒ 𝑃 (| | > ) = 0.05 ⇒ 𝑃 (|𝑍| > ) = 0.05 ⇒ 2 𝑃 (𝑍 > ) = 0.05
2 2 2 2
𝑘 𝑘 𝑘 𝑘
𝑃 (𝑍 > 2 ) = 0.025 ⇒ 0.5 − 𝑃 (0 < 𝑍 < 2 ) = 0.025 ⇒ 𝑃 (0 < 𝑍 < 2 ) = 0.475 ⇒ 2 = 1.96 ⇒ 𝒌 = 𝟑. 𝟗𝟐

11
Normal Distribution Table

12
 UNIT – III - TWO DIMENSIONAL RANDOM VARIABLES

Syllabus
• Two Dimensional Discrete Random Variables
• Two Dimensional Continuous Random Variables
• Marginal Distribution Function
• Conditional Distribution Function
• Independent Random Variables
• Correlation
• Regression
• Central Limit Theorem
TWO DIMENSIONAL RANDOM VARIABLE
Definitions : Let 𝑆 be the sample space associated with a random experiment 𝐸. Let 𝑋 = 𝑋(𝑠) and
𝑌 = 𝑌(𝑠) be two functions each assigning a real number to each outcomes 𝑠 ∈ 𝑆. Then (𝑋, 𝑌) is called a
two dimensional RV.
Example: Throwing a die and tossing a coin simultaneously. We get a two dimensional sample space. The
outcome of throwing a die is represented as random variable 𝑌 and the outcome of tossing a coin is
represented as random variable 𝑋. When both these random variables occur simultaneously or jointly, the
probabilities of joint occurrences can be written in a matrix form called joint probability matrix 𝑃(𝑋, 𝑌).
Two Dimensional Random

Variable
Two Dimensional Discrete Random Two Dimensional Continuous Random

Variable Variable
DISCRETE CONTINUOUS
Two Dimensional Random Variable Two Dimensional Random Variable
Variable
Joint Probability Mass Function (j.p.m.f.) Joint Probability Density Function (j.p.d.f.)
∞ ∞
∑ ∑ 𝑷(𝒙𝒊 , 𝒚𝒋 ) = 𝟏 ∫ ∫ 𝒇(𝒙, 𝒚)𝒅𝒙 𝒅𝒚 = 𝟏
𝒊 𝒋 𝒚=−∞ 𝒙=−∞
Marginal Probability Function of 𝑿 Marginal Probability Function of 𝑿
∞
𝑷(𝑿 = 𝒙𝒊 ) = ∑ 𝑷(𝒙𝒊 , 𝒚𝒋 ) 𝒇(𝒙) = ∫ 𝒇(𝒙, 𝒚)𝒅𝒚
𝒋 𝒚=−∞
Marginal Probability Function of 𝒀 Marginal Probability Function of 𝒀
∞
𝑷(𝒀 = 𝒚𝒊 ) = ∑ 𝑷(𝒙𝒊 , 𝒚𝒋 ) 𝒇(𝒚) = ∫ 𝒇(𝒙, 𝒚)𝒅𝒙
𝒊 𝒙=−∞
Conditional Probability 𝑿 given 𝒀 Conditional Probability 𝑿 given 𝒀
𝑷(𝒙, 𝒚) 𝒇(𝒙, 𝒚)
𝑷(𝒙/𝒚) = 𝒇(𝒙/𝒚) =
𝑷(𝒚) 𝒇(𝒚)
Conditional Probability 𝒀 given 𝑿 Conditional Probability 𝒀 given 𝑿
𝑷(𝒙, 𝒚) 𝒇(𝒙, 𝒚)
𝑷(𝒚/𝒙) = 𝒇(𝒚/𝒙) =
𝑷(𝒙) 𝒇(𝒙)
Independent Event Independent Event
𝑷(𝒙, 𝒚) = 𝑷(𝒙) 𝑷(𝒚) 𝒇(𝒙, 𝒚) = 𝒇(𝒙) 𝒇(𝒚)

13
 TWO DIMENSIONAL DISCRETE RANDOM VARIABLE
Definitions:
If the possible values of (𝑋, 𝑌) are finite or countably infinite, (𝑋, 𝑌) is called a two dimensional discrete
random variable. The values of (𝑋, 𝑌) can be represented as (𝑥𝑖 , 𝑦𝑗 ), 𝑖 = 1, 2, … , 𝑗 = 1, 2, ….
PROBLEMS IN TWO DIMENSIONAL DISCRETE RANDOM VARIABLE
1. From the following distribution of (𝑿, 𝒀) find (i) 𝑷(𝑿 ≤ 𝟏) (ii) 𝑷(𝒀 ≤ 𝟑) (iii) 𝑷(𝑿 ≤ 𝟏, 𝒀 ≤ 𝟑)
(iv) 𝑷(𝑿 ≤ 𝟏/𝒀 ≤ 𝟑) (v) 𝑷( 𝒀 ≤ 𝟑 / 𝑿 ≤ 𝟏) (vi) 𝑷(𝑿 + 𝒀 ≤ 𝟒).
Y
1 2 3 4 5 6
X
0 0 0 1/32 2/32 2/32 3/32
1 1/16 1/16 1/8 1/8 1/8 1/8
2 1/32 1/32 1/64 1/64 0 2/64
Solution:
Y
1 2 3 4 5 6 𝑷(𝑿 = 𝒙)
X
𝟏 𝟐 𝟐 𝟑 𝟖
0 𝟎 𝟎 𝑷(𝑿 = 𝟎) =
𝟑𝟐 𝟑𝟐 𝟑𝟐 𝟑𝟐 𝟑𝟐
𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟐𝟎
1 𝑷(𝑿 = 𝟏) =
𝟏𝟔 𝟏𝟔 𝟖 𝟖 𝟖 𝟖 𝟑𝟐
𝟏 𝟏 𝟏 𝟏 𝟐 𝟒
2 𝟎 𝑷(𝑿 = 𝟐) =
𝟑𝟐 𝟑𝟐 𝟔𝟒 𝟔𝟒 𝟔𝟒 𝟑𝟐
𝟑 𝟑 𝟏𝟏 𝟏𝟑 𝟔 𝟏𝟔
𝑷(𝒀 = 𝒚) 𝑷(𝒀 = 𝟏) = 𝑷(𝒀 = 𝟐) = 𝑷(𝒀 = 𝟑) = 𝑷(𝒀 = 𝟒) = 𝑷(𝒀 = 𝟓) = 𝑷(𝒀 = 𝟔) = 1
𝟑𝟐 𝟑𝟐 𝟔𝟒 𝟔𝟒 𝟑𝟐 𝟔𝟒
8 20 28 𝟕
(i) 𝑃(𝑋 ≤ 1) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) = + = =
32 32 32 𝟖
3 3 11 𝟐𝟑
(ii) 𝑃(𝑌 ≤ 3) = 𝑃(𝑌 = 1) + 𝑃(𝑌 = 2) + 𝑃(𝑌 = 3) = + + =
32 32 64 𝟔𝟒
1 1 1 1 𝟗
(iii) 𝑃(𝑋 ≤ 1, 𝑌 ≤ 3) = 𝑃(0, 1) + 𝑃(0, 2) + 𝑃(0, 3) + 𝑃(1, 1) + 𝑃(1, 2) + 𝑃(1, 3) = 0 + 0 + + + + =
32 16 16 8 𝟑𝟐
9
𝑃(𝑋≤1,𝑌≤3) ( ) 𝟏𝟖
32
(iv) 𝑃(𝑋 ≤ 1/𝑌 ≤ 3) = 𝑃(𝑌≤3)
= 23 = 𝟐𝟑
( )
64
9
𝑃(𝑋≤1,𝑌≤3) ( ) 𝟗
32
(v) 𝑃( 𝑌 ≤ 3 / 𝑋 ≤ 1) = 𝑃(𝑋≤1)
= 7 = 𝟐𝟖
( )
8
𝟏𝟑
(vi) 𝑃(𝑋 + 𝑌 ≤ 4) = 𝑃(0, 1) + 𝑃(0, 2) + 𝑃(0, 3) + 𝑃(0, 4) + 𝑃(1, 1) + 𝑃(1, 2) + 𝑃(1, 3) + 𝑃(2, 1) + 𝑃(2, 2) = 𝟑𝟐
2. The joint probability function (𝑿, 𝒀) is given by 𝑷(𝒙, 𝒚) = 𝒌(𝟐𝒙 + 𝟑𝒚), 𝒙 = 𝟎, 𝟏, 𝟐 ; 𝒚 = 𝟏, 𝟐, 𝟑
(i) Find the marginal distributions (ii) Find the probability distribution of (𝑿 + 𝒀). (iii) Find all conditional
probability distributions.
Solution:
Y 1 2 3 𝑷(𝑿 = 𝒙)
X
0 3𝑘 6𝑘 9𝑘 𝑷(𝑿 = 𝟎) = 𝟏𝟖𝒌

1 5𝑘 8𝑘 11𝑘 𝑷(𝑿 = 𝟏) = 𝟐𝟒𝒌

2 7𝑘 10𝑘 13𝑘 𝑷(𝑿 = 𝟐) = 𝟑𝟎𝒌

𝑷(𝒀 = 𝒚) 𝑷(𝒀 = 𝟏) = 𝟏𝟓𝒌 𝑷(𝒀 = 𝟐) = 𝟐𝟒𝒌 𝑷(𝒀 = 𝟑) = 𝟑𝟑𝒌 𝟕𝟐𝒌

𝟏
∑𝑖=0,1,2 ∑𝑗=1,2,3 𝑃(𝑥𝑖 , 𝑦𝑗 ) = 1 ⇒ 72𝑘 = 1 ⇒ 𝒌 =
𝟕𝟐

14
 Y 1 2 3 𝑷(𝑿 = 𝒙)
X
3 6 9 𝟏𝟖
0 72
𝑷(𝑿 = 𝟎) =
72 72 𝟕𝟐
5 8 11 𝟐𝟒
1 𝑷(𝑿 = 𝟏) =
72 72 72 𝟕𝟐
7 10 13 𝟑𝟎
2 𝑷(𝑿 = 𝟐) =
72 72 72 𝟕𝟐
𝟏𝟓 𝟐𝟒 𝟑𝟑
𝑷(𝒀 = 𝒚) 𝑷(𝒀 = 𝟏) = 𝑷(𝒀 = 𝟐) = 𝑷(𝒀 = 𝟑) = 𝟏
𝟕𝟐 𝟕𝟐 𝟕𝟐
(i) The marginal probability distribution of 𝑿
𝑃(𝑋 = 0) = 24 30
𝑷(𝑿 = 𝒙) 18 𝑃(𝑋 = 1) = 𝑃(𝑋 = 2) =
72 72
The marginal probability distribution72
of 𝒀
15 24 33
𝑷(𝒀 = 𝒚) 𝑃(𝑌 = 1) = 𝑃(𝑌 = 2) = 𝑃(𝑌 = 3) =
72 72 72
(ii) Find the probability distribution of (𝑿 + 𝒀)
𝑿+𝒀 𝑷(𝑿 = 𝒙, 𝒀 = 𝒚)
3
1 𝑃(0, 1) =
72
5 6 11
2 𝑃(0, 2) + 𝑃(1,1) = + =
72 72 72
7 8 9 24
3 𝑃(0, 3) + 𝑃(1,2) + 𝑃(2, 1) = + + =
72 72 72 72
11 10 21
4 𝑃(1,3) + 𝑃(2,2) = + =
72 72 72
13
5 𝑃(2, 3) =
72
Total 1
𝑷(𝑿=𝒙, 𝒀= 𝒚)
(iii) The conditional probability distribution of X given Y : 𝑷(𝑿 = 𝒙/𝒀 = 𝒚) =
𝑷(𝒀=𝒚)
3 5
𝑃(𝑋=0, 𝑌= 1) ( ) 1 𝑃(𝑋=1, 𝑌= 1) ( ) 1
72 72
𝑃(𝑋 = 0/𝑌 = 1) = 𝑃(𝑌=1)
= 15 = 5, 𝑃(𝑋 = 1/𝑌 = 1) = 𝑃(𝑌=1)
= 15 =3
( ) ( )
72 72
7 6
𝑃(𝑋=2, 𝑌= 1) ( ) 7 𝑃(𝑋=0, 𝑌= 2) ( ) 1
72 72
𝑃(𝑋 = 2/𝑌 = 1) = = 15 = , 𝑃(𝑋 = 0/𝑌 = 2) = = 24 =
𝑃(𝑌=1) ( ) 15 𝑃(𝑌=2) ( ) 4
72 72
8 10
𝑃(𝑋=2, 𝑌=2) ( ) 1 𝑃(𝑋=2, 𝑌= 2) ( ) 5
72 72
𝑃(𝑋 = 1/𝑌 = 2) = 𝑃(𝑌=2)
= 24 = 3, 𝑃(𝑋 = 2/𝑌 = 2) = 𝑃(𝑌=2)
= 24 = 12
( ) ( )
72 72
9 11
𝑃(𝑋=0, 𝑌= 3) ( ) 3 𝑃(𝑋=1, 𝑌= 3) ( ) 1
72 72
𝑃(𝑋 = 0/𝑌 = 3) = 𝑃(𝑌=3)
= 33 = 11 , 𝑃(𝑋 = 1/𝑌 = 3) = 𝑃(𝑌=3)
= 33 =3
( ) ( )
72 72
13
𝑃(𝑋=2, 𝑌= 3) ( ) 13
72
𝑃(𝑋 = 2/𝑌 = 3) = 𝑃(𝑌=3)
= 33 = 33
( )
72
𝑷(𝑿=𝒙, 𝒀= 𝒚)
The conditional probability distribution of Y given X : 𝑷(𝒀 = 𝒚/𝑿 = 𝒙) =
𝑷(𝑿=𝒙)
3 6
𝑃(𝑋=0, 𝑌= 1) ( ) 1 𝑃(𝑋=0, 𝑌= 2) ( ) 1
72 72
𝑃(𝑌 = 1/𝑋 = 0) = 𝑃(𝑋=0)
= 18 = 6, 𝑃(𝑌 = 2/𝑋 = 0) = 𝑃(𝑋=0)
= 18 =
3
( ) ( )
72 72
9 5
𝑃(𝑋=0, 𝑌= 3) ( ) 1 𝑃(𝑋=1, 𝑌= 1) ( ) 5
72 72
𝑃(𝑌 = 3/𝑋 = 0) = 𝑃(𝑋=0)
= 18 = 2
, 𝑃(𝑌 = 1/𝑋 = 1) = 𝑃(𝑋=1)
= 24 = 24
( ) ( )
72 72
8 11
𝑃(𝑋=1, 𝑌= 2) ( ) 1 𝑃(𝑋=1, 𝑌= 3) ( ) 11
72 72
𝑃(𝑌 = 2/𝑋 = 1) = = 24 = , 𝑃(𝑌 = 3/𝑋 = 1) = = 24 =
𝑃(𝑋=1) ( ) 3 𝑃(𝑋=1) ( ) 24
72 72

15
 7 10
𝑃(𝑋=2, 𝑌= 1) ( ) 7 𝑃(𝑋=2, 𝑌= 2) ( ) 1
72 72
𝑃(𝑌 = 1/𝑋 = 2) = 𝑃(𝑋=2)
= 30 = 30
, 𝑃(𝑌 = 2/𝑋 = 2) = 𝑃(𝑋=2)
= 30 =3
( ) ( )
72 72
13
𝑃(𝑋=2, 𝑌= 3) ( ) 13
72
𝑃(𝑌 = 3/𝑋 = 2) = 𝑃(𝑋=2)
= 30 = 30
( )
72
3. The joint p.d.f. of (𝑿, 𝒀) where X & Y are discrete is given in the following table. Are X and Y are independent.
Y 0 1 2
X
0 0.1 0.04 0.06
1 0.2 0.08 0.12
2 0.2 0.08 0.12
Solution:
Y
0 1 2 𝑷(𝑿 = 𝒙)
X
0 0.1 0.04 0.06 𝑷(𝑿 = 𝟎) = 𝟎. 𝟐
1 0.2 0.08 0.12 𝑷(𝑿 = 𝟏) = 𝟎. 𝟒
2 0.2 0.08 0.12 𝑷(𝑿 = 𝟐) = 𝟎. 𝟒
𝑷(𝒀 = 𝒚) 𝑷(𝒀 = 𝟎) = 𝟎. 𝟓 𝑷(𝒀 = 𝟎) = 𝟎. 𝟐 𝑷(𝒀 = 𝟎) = 𝟎. 𝟑 1

If X and Y are independent 𝑷(𝑿 = 𝒙, 𝒀 = 𝒚) = 𝑷(𝒙 = 𝒙) 𝑷(𝒚 = 𝒚)

𝑃(𝑥 = 0) 𝑃(𝑦 = 0) = 0.2 × 0.5 = 0.1 = 𝑃(𝑋 = 0, 𝑌 = 0)
𝑃(𝑥 = 0) 𝑃(𝑦 = 1) = 0.2 × 0.2 = 0.04 = 𝑃(𝑋 = 0, 𝑌 = 1)
𝑃(𝑥 = 0) 𝑃(𝑦 = 2) = 0.2 × 0.3 = 0.06 = 𝑃(𝑋 = 0, 𝑌 = 2)
𝑃(𝑥 = 1) 𝑃(𝑦 = 0) = 0.4 × 0.5 = 0.2 = 𝑃(𝑋 = 1, 𝑌 = 0)
𝑃(𝑥 = 1) 𝑃(𝑦 = 1) = 0.4 × 0.2 = 0.08 = 𝑃(𝑋 = 1, 𝑌 = 1)
𝑃(𝑥 = 1) 𝑃(𝑦 = 2) = 0.4 × 0.3 = 0.12 = 𝑃(𝑋 = 1, 𝑌 = 2)
𝑃(𝑥 = 2) 𝑃(𝑦 = 0) = 0.4 × 0.5 = 0.2 = 𝑃(𝑋 = 2, 𝑌 = 0)
𝑃(𝑥 = 2) 𝑃(𝑦 = 1) = 0.4 × 0.2 = 0.08 = 𝑃(𝑋 = 2, 𝑌 = 1)
𝑃(𝑥 = 2) 𝑃(𝑦 = 2) = 0.4 × 0.3 = 0.12 = 𝑃(𝑋 = 2, 𝑌 = 2) ∴ X and Y are independent.
4. Three balls are drawn at random without replacement from a box containing 2 white, 3 red and 4 black balls. If X
denotes the number of white balls drawn and Y denotes the number of red balls drawn, find the joint probability
distribution of (𝑿, 𝒀).
Solution: As there are only 2 white balls in the box, X can take the values 0, 1, 2 & Y can take the values 0, 1, 2, 3.
𝑃(𝑋 = 0, 𝑌 = 0) = 𝑃(drawing 3 balls none of which is white or red) = 𝑃(all the 3 balls drawn are black)
4𝐶 1
𝑃(𝑋 = 0, 𝑌 = 0) = 9𝐶3 = 21
3
3𝐶1 × 4𝐶2 3
𝑃(𝑋 = 0, 𝑌 = 1) = 𝑃(drawing 1 red and 2 black balls) = 9𝐶3
= 14
3𝐶2 × 4𝐶1 1
𝑃(𝑋 = 0, 𝑌 = 2) = 𝑃(drawing 2 red and 1 black balls) = 9𝐶3
=7
3𝐶 1
𝑃(𝑋 = 0, 𝑌 = 3) = 𝑃(drawing 3 red balls) = 9𝐶3 = 84
3
2𝐶1 × 4𝐶2 1
𝑃(𝑋 = 1, 𝑌 = 0) = 𝑃(drawing 1 white and 2 black balls) = 9𝐶3
=7
2𝐶 × 3𝐶 × 4𝐶1 2
𝑃(𝑋 = 1, 𝑌 = 1) = 𝑃(drawing 1white , 1 red and 1 black balls) = 1 9𝐶 1 =7
3
2𝐶1 × 3𝐶2 1
𝑃(𝑋 = 1, 𝑌 = 2) = 𝑃(drawing 1 white and 2 red balls) = 9𝐶 = 14
3
𝑃(𝑋 = 1, 𝑌 = 3) = 𝑃(drawing 1 white and 3 red balls) = 0 (Since only 3 balls are drawn)
2𝐶 × 4𝐶 1
𝑃(𝑋 = 2, 𝑌 = 0) = 𝑃(drawing 2 white and 1 black balls) = 29𝐶 1 = 21
3
2𝐶2 × 3𝐶1 1
𝑃(𝑋 = 2, 𝑌 = 1) = 𝑃(drawing 2 white and 1 red balls) = 9𝐶3
= 28
𝑃(𝑋 = 2, 𝑌 = 2) = 𝑃(drawing 2 white and 2 red balls) = 0 (Since only 3 balls are drawn)
𝑃(𝑋 = 2, 𝑌 = 3) = 𝑃(drawing 2 white and 3 red balls) = 0 (Since only 3 balls are drawn)
16
 The joint probability distribution of (X, Y) may be represented in the form of a table as given below
Y 0 1 2 3
X
𝟏 𝟑 𝟏 𝟏
0
𝟐𝟏 𝟏𝟒 𝟕 𝟖𝟒
𝟏 𝟐 𝟏
1 0
𝟕 𝟕 𝟏𝟒
𝟏 𝟏
2 0 0
𝟐𝟏 𝟐𝟖
𝟏
5. The joint probability mass function of two RVs X and Y is given by𝒑(𝒙, 𝒚) = 𝟐𝟕 (𝟐𝒙 + 𝒚), 𝒙 = 𝟎, 𝟏, 𝟐, 𝒚 = 𝟎, 𝟏, 𝟐.
(i) Find the conditional distribution of 𝒀 given 𝑿 = 𝟐 (ii) Find the conditional distribution of 𝑿 given 𝒀 = 𝟏
Solution:
Y 0 1 2 𝑷(𝑿 = 𝒙)
X
1 2 𝟑
0 0 𝑷(𝑿 = 𝟎) =
27 27 𝟐𝟕
2 3 4 𝟗
1 𝑷(𝑿 = 𝟏) =
27 27 27 𝟐𝟕
4 5 6 𝟏𝟓
2 𝑷(𝑿 = 𝟐) =
27 27 27 𝟐𝟕
𝟔 𝟗 𝟏𝟐
𝑷(𝒀 = 𝒚) 𝑷(𝒀 = 𝟎) = 𝑷(𝒀 = 𝟎) = 𝑷(𝒀 = 𝟎) = 1
𝟐𝟕 𝟐𝟕 𝟐𝟕
(i) The conditional probability distribution of Y given 𝑿 = 𝟐
4
𝑃(𝑋=2, 𝑌= 𝑦) 𝑃(𝑋=2, 𝑌= 0) ( ) 4
27
𝑃(𝑌 = 𝑦/𝑋 = 2) = 𝑃(𝑋=2)
, 𝑃(𝑌 = 0/𝑋 = 2) = 𝑃(𝑋=2)
= 15 = 15
( )
27
5 6
𝑃(𝑋=2, 𝑌= 1) ( ) 1 𝑃(𝑋=2, 𝑌= 2) ( ) 2
27 27
𝑃(𝑌 = 1/𝑋 = 2) = 𝑃(𝑋=2)
= 15 = 3, 𝑃(𝑌 = 2/𝑋 = 2) = 𝑃(𝑋=2)
= 15 =5
( ) ( )
27 27
(ii) The conditional probability distribution of X given 𝒀 = 𝟏 :
1
𝑃(𝑋=𝑥, 𝑌= 1) 𝑃(𝑋=0, 𝑌= 1) ( ) 1
27
𝑃(𝑋 = 𝑥/𝑌 = 1) = 𝑃(𝑌=1)
, 𝑃(𝑋 = 0/𝑌 = 1) = 𝑃(𝑌=1)
= 9 =9
( )
27
3 5
𝑃(𝑋=1, 𝑌= 1) ( ) 1 𝑃(𝑋=2, 𝑌= 1) ( ) 5
27 27
𝑃(𝑋 = 1/𝑌 = 1) = 𝑃(𝑌=1)
= 9 = 3, 𝑃(𝑋 = 2/𝑌 = 1) = 𝑃(𝑌=1)
= 9 =9
( ) ( )
27 27

TWO DIMENSIONAL CONTINUOUS RANDOM VARIABLE

Definitions : If (𝑋, 𝑌) can assume all values in a specified region R in 𝑥𝑦 - plane, (𝑋, 𝑌) is called a two dimensional
continuous random variable.

PROBLEMS IN TWO DIMENSIONAL DISCRETE RANDOM VARIABLE

𝒙𝟐
1. The joint pdf of a two dimensional RV (𝑿, 𝒀) is given by 𝒇(𝒙, 𝒚) = 𝒙𝒚𝟐 + 𝟖
, 𝟎 ≤ 𝒙 ≤ 𝟐, 𝟎 ≤ 𝒚 ≤ 𝟏. Compute
𝟏 𝟏 𝟏 𝟏
(i) 𝑷(𝑿 > 𝟏) (ii) 𝑷 (𝒀 < 𝟐
)(iii) 𝑷 (𝑿 > 𝟏, 𝒀 < 𝟐
) (iv) 𝑷 (𝑿 > 𝟏/𝒀 < 𝟐
) (v) 𝑷 (𝒀 < 𝟐
/𝑿 > 𝟏) (vi) 𝑷( 𝑿 < 𝑌) (vi)
𝑷(𝑿 + 𝒀 ≤ 𝟏).
Solution: Method I
2
1 2 𝑥2 1 𝑥 2𝑦2 𝑥3 1 4𝑦 2 8 𝑦2 1
(i) 𝑃(𝑋 > 1) = ∫𝑦=0 ∫𝑥=1 (𝑥𝑦 2 + 8
) 𝑑𝑥 𝑑𝑦 = ∫𝑦=0 [ 2 + 24] 𝑑𝑦 = ∫𝑦=0 [( 2
+ 24
)−(2 + 24
)] 𝑑𝑦
1
1
1 3𝑦 2 7 3𝑦 3 7𝑦 3 7 19
= ∫𝑦=0 ( 2
+ 24
) 𝑑𝑦 = [ 6 + 24 ] = 6 + 24 = 24
0
Method II - Using Marginal Density Function of X
1
∞ 1 𝑥2 𝑥𝑦 3 𝑥2𝑦 𝑥 𝑥2
𝑓𝑋 (𝑥) = ∫𝑦=−∞ 𝑓(𝑥, 𝑦)𝑑𝑦 = ∫𝑦=0 (𝑥𝑦 2 + 8
) 𝑑𝑦 =[ 3
+ 8 0
] = (3 + 8
),0 ≤𝑥≤2
2 2 𝑥 𝑥2 𝑥2 𝑥 3 2 4 8 1 1 3 7 19
(i) 𝑃(𝑋 > 1) = ∫𝑥=1 𝑓𝑋 (𝑥)𝑑𝑥 = ∫𝑥=1 (3 + 8
) 𝑑𝑥 = [ 6 + 24] = (6 + 24) − (6 + 24) = 6 + 24 = 24
1
17
 Method I
1
1 1 2 1
1 2 𝑥2 𝑥2𝑦2 𝑥3 4𝑦 2 8 2𝑦 3 8𝑦 2 1
(ii) 𝑃 (𝑌 <
2
) = ∫𝑦=0 ∫𝑥=0 (𝑥𝑦 2
2 +
8
) 𝑑𝑥 𝑑𝑦 = ∫𝑦=0 [ 2
2 + ]
24 0
𝑑𝑦 = ∫𝑦=0 ( 2
2 +
24
) 𝑑𝑦 = [ 3 + ]
24 0
=
4
Method II - Using Marginal Density Function of Y
2
∞ 2 𝑥2 𝑥2𝑦2 𝑥3 1
𝑓𝑌 (𝑦) = ∫𝑥=−∞ 𝑓(𝑥, 𝑦)𝑑𝑥 = ∫𝑥=0 (𝑥𝑦 2 + 8
) 𝑑𝑥 =[ 2
+ 24] = (2𝑦 2 + 3) , 0 ≤ 𝑦 ≤ 1
0
1
1 1
1 1 2𝑦 3 𝑦 2 2 1 6 1
(ii) 𝑃 (𝑌 < 2) = ∫𝑦=0 𝑓𝑌 (𝑦) 𝑑𝑦 = ∫𝑦=0 (2𝑦 2 + 3) 𝑑𝑦 = [
2 2
3
+ 3 ] = 24 + 6 = 24 = 4
0
1 1 2 1
1 2 𝑥2 𝑥 2𝑦2 𝑥3 4𝑦 2 8 𝑦2 1
(iii) 𝑃 (𝑋 > 1, 𝑌 < 2) = ∫𝑦=0
2 ∫𝑥=1 (𝑥𝑦 2 + 8
) 𝑑𝑥 𝑑𝑦 = ∫𝑦=0
2 [ 2
+ 24] 𝑑𝑦 = ∫𝑦=0
2 [( 2
+ 24
)−(2 + 24
)] 𝑑𝑦
1
1
1
3𝑦 2 7 3𝑦 3 7𝑦 2 1 7 10 5
= ∫𝑦=0 (
2
2
+ 24
) 𝑑𝑦 =[ 6
+ 24 ] = 16 + 48 = 48 = 24
0
1 5
1 𝑃(𝑋>1,𝑌< ) ( ) 5
2 24
(iv) 𝑃 (𝑋 > 1/𝑌 < 2
) = 1 = 1 = 6
𝑃(𝑌< ) ( )
2 4
1 5
1 𝑃(𝑋>1,𝑌< ) ( ) 5
2 24
(v) 𝑃 (𝑌 < /𝑋 > 1) = = 19 =
2 𝑃(𝑋>1) ( ) 19
24
𝑦 1
1 𝑦 𝑥3 𝑥2 1 𝑦4 𝑦3 𝑦51 𝑦4 𝑥 2𝑦2
53
(iv) 𝑃(𝑋 < 𝑌) = ∫𝑦=0 ∫𝑥=0 (𝑥𝑦 2 + ] ) 𝑑𝑥 𝑑𝑦 = ∫𝑦=0 [
𝑑𝑦 = ∫𝑦=0 ( + ) 𝑑𝑦 = [ + ] = +
24 0 8 2 24 10 96 0 2480
1−𝑦
1 1−𝑦 𝑥2 1 𝑥2 𝑦2 𝑥3 1 (1−𝑦)2 𝑦 2 (1−𝑦)3
(v) 𝑃(𝑋 + 𝑌 ≤ 1) = ∫𝑦=0 ∫𝑥=0 (𝑥𝑦 2 + ) 𝑑𝑥 𝑑𝑦 = ∫𝑦=0 [ + ] 𝑑𝑦 = ∫𝑦=0 ( + ) 𝑑𝑦
8 2 24 0 2 24
1
1 (𝑦 2 −2𝑦 3 +𝑦4 ) (1−𝑦)3 𝑦3 𝑦4 𝑦5 (1−𝑦)4 13
= ∫𝑦=0 [ 2
+ 24
] 𝑑𝑦 = [ 6
− 8
+ 10
+ −96 0
] = 480
𝒙𝒚
2. If the joint pdf of a two dimensional RV (𝑿, 𝒀) is given by 𝒇(𝒙, 𝒚) = 𝒙𝟐 + 𝟑 , 𝟎 < 𝑥 < 1, 0 < 𝑦 < 2.
𝟏 𝟏 𝟏 𝟏 𝟏
Find (i) 𝑷 (𝑿 > 𝟐) (ii) 𝑷(𝒀 < 𝑋)(iii) 𝑷 (𝑿 < 𝟐 , 𝒀 < 𝟐) (iv) 𝑷 (𝒀 < 𝟐 /𝑿 < 𝟐).
Solution: Marginal Density Function of X and Y
2
2 𝑥𝑦 2 𝑥𝑦 2𝑥
𝑓𝑋 (𝑥) = ∫𝑦=0 (𝑥 2 + 6 0
] 3
) 𝑑𝑦 = [𝑥 2 𝑦 +
= (2𝑥 2 + 3 ) , 0 < 𝑥 < 1
1
1 𝑥𝑦 𝑥3 𝑥2𝑦 1 𝑦
𝑓𝑌 (𝑦) = ∫𝑥=0 (𝑥 2 + 3 ) 𝑑𝑥 = [ 3 + 6 ] = (3 + 6 ) , 0 < 𝑦 < 2
0
1
1 1 1 2 2𝑥 2 𝑥3 𝑥2 2 1 1 1 1 5
(i) 𝑃 (𝑋 > ) = ∫ 1 𝑓𝑋 (𝑥)𝑑𝑥 = ∫ 1 (2𝑥 + ) 𝑑𝑥 = [ + ] 1 = (3 + 3) − (12 + 12) =1−6=6
2 𝑥= 𝑥= 3 3 3
2 2 2
𝑥 1
1 𝑥 𝑥𝑦 1 𝑥𝑦 2 1 𝑥3 7𝑥 4 7
(ii) 𝑃(𝑌 < 𝑋) = ∫𝑥=0 ∫𝑦=0 (𝑥 2 + 3
) 𝑑𝑦 𝑑𝑥 = ∫𝑥=0 [𝑥 2 𝑦 + 6 0
] 𝑑𝑥 = ∫𝑥=0 (𝑥 3 + 6
) 𝑑𝑥 = [ 24 ] = 24
0
1 1
1 1 1 1
1 1 2 𝑥𝑦 𝑥3 𝑥2𝑦 2 1+𝑦 1 𝑦2 2 5
(iii) 𝑃 (𝑋 < , 𝑌< ) = ∫𝑦=0 ∫𝑥=0 (𝑥 +
2 2 ) 𝑑𝑥 𝑑𝑦 = ∫𝑦=0 [ 3
2 + ] 𝑑𝑦 = ∫𝑦=0 ( 24 ) 𝑑𝑦
2 = [𝑦 + ] = 192
2 2 3 6 0 24 2 0
1 1 1 1 5
1 1 𝑃(𝑋< , 𝑌< ) 𝑃(𝑋< , 𝑌< ) ( ) 5 5
2 2 2 2 192
(iv) 𝑃 (𝑌 < 2 /𝑋 < 2) = 1 = 1 = 5 = 192 × 6 = 32
𝑃(𝑋< ) 1−𝑃(𝑋> ) 1−
2 2 6
𝟐 +𝒚𝟐 )
3. The joint pdf of a two dimensional RV (𝑿, 𝒀) is given by 𝒇(𝒙, 𝒚) = 𝒌𝒙𝒚 𝒆−(𝒙 , 𝒙 > 0, 𝑦 > 0 . Find the value
of k and prove also that X and Y are independent.
Solution: By the property of the joint pdf
∞ ∞ 2 +𝑦 2 ) ∞ 2 ∞ 2
∫𝑦=0 ∫𝑥=0 𝑘𝑥𝑦 𝑒 −(𝑥 𝑑𝑥 𝑑𝑦 = 1 ⇒ 𝑘 [∫𝑦=0 𝑦 𝑒 −𝑦 𝑑𝑦] [∫𝑥=0 𝑥 𝑒 −𝑥 𝑑𝑥 ] = 1
𝑑𝑢
𝑢 = 𝑥 2 ⇒ 𝑑𝑢 = 2𝑥 𝑑𝑥 ⇒ 𝑥 𝑑𝑥 = 2
, Range: 𝑥 = 0 ⇒ 𝑢 = 0, 𝑥 = ∞ ⇒ 𝑢 = ∞
𝑑𝑣
𝑣 = 𝑦 2 ⇒ 𝑑𝑣 = 2𝑦 𝑑𝑦 ⇒ 𝑦 𝑑𝑦 = 2 , Range: 𝑦 = 0 ⇒ 𝑣 = 0, 𝑦 = ∞ ⇒ 𝑣 = ∞
∞ 𝑒 −𝑣 𝑑𝑣 ∞ 𝑒 −𝑢 𝑑𝑢 𝑘 ∞ ∞ 𝑘 𝑒 −𝑣 ∞ 𝑒 −𝑢 ∞
𝑘 [∫𝑣=0 2 ] [∫𝑢=0 2 ] = 1 ⇒ 4 [∫𝑣=0 𝑒 −𝑣 𝑑𝑣 ][∫𝑢=0 𝑒 −𝑢 𝑑𝑢] = 1 ⇒ 4 [ −1 ] [ −1 ] =1⇒𝒌=𝟒
0 0
Marginal Density Function of X and Y
∞ 2 +𝑦 2 ) 2 ∞ 2 2 ∞ 𝑒 −𝑣 𝑑𝑣 2 𝑒 −𝑣 ∞ 2
𝑓𝑋 (𝑥) = ∫𝑦=0 4𝑥𝑦 𝑒 −(𝑥 𝑑𝑦 = 4𝑥𝑒 −𝑥 ∫𝑦=0 𝑦 𝑒 −𝑦 𝑑𝑦 = 4𝑥𝑒 −𝑥 ∫𝑣=0 2
= 2𝑥𝑒 −𝑥 [ −1 ] = 2𝑥𝑒 −𝑥 , 𝑥 > 0
0
∞ ∞ ∞ 𝑒 −𝑢 𝑑𝑢 −𝑢 ∞
−(𝑥 2 +𝑦 2 ) −𝑦 2 2 −𝑦 2 −𝑦2 𝑒 2
𝑓𝑌 (𝑦) = ∫𝑥=0 4𝑥𝑦 𝑒 𝑑𝑥 = 4𝑦𝑒 ∫𝑦=0 𝑥𝑒 −𝑥 𝑑𝑥 = 4𝑦 𝑒 ∫𝑢=0 2 = 2𝑦 𝑒 [ −1 ] = 2𝑦 𝑒 −𝑦 , 𝑦 > 0
0
2 2 2 +𝑦 2 )
𝑓𝑋 (𝑥) 𝑓𝑌 (𝑦) = 2𝑥𝑒 −𝑥 2𝑦 𝑒 −𝑦 = 4𝑥𝑦 𝑒 −(𝑥 = 𝑓𝑋𝑌 (𝑥, 𝑦) ∴ The RVs 𝒙 and 𝒚 are independent.
18
 𝟐 − 𝒙 − 𝒚, 𝟎 ≤ 𝒙 ≤ 𝟏, 𝟎 ≤ 𝒚 ≤ 𝟏
4. The joint pdf of a two dimensional RV (𝑿, 𝒀) is given by 𝒇(𝒙, 𝒚) = { .
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
(i) Find the marginal density functions of X and Y. (ii) Conditional density functions.
Solution: (i) The Marginal Density Function of X and Y
1
1 𝑦2 1 3−2𝑥
𝑓𝑋 (𝑥) = ∫𝑦=0(2 − 𝑥 − 𝑦)𝑑𝑦 = [2𝑦 − 𝑥𝑦 − ] =2−𝑥− = , 0≤𝑥≤1
2 0 2 2
1
1 𝑥2 1 3−2𝑦
𝑓𝑌 (𝑦) = ∫𝑥=0(2 − 𝑥 − 𝑦)𝑑𝑥 = [2𝑥 − 2
− 𝑦𝑥] = 2 − 2 − 𝑦 = 2
, 0≤𝑦≤1
0
(ii) The Conditional Density Function of X and Y
𝑓(𝑥,𝑦) (2−𝑥−𝑦) 2(2−𝑥−𝑦) 𝑓(𝑥,𝑦) (2−𝑥−𝑦) 2(2−𝑥−𝑦)
𝑓(𝑥/𝑦) = 𝑓 (𝑦) = 3−2𝑦 = 3−2𝑦 , 𝑓(𝑦/𝑥) = 𝑓 (𝑥) = 3−2𝑥 = 3−2𝑥
𝑌 ( ) 𝑋 ( )
2 2
𝒙 + 𝒚, 𝟎 < 𝑥 < 1, 0 < 𝑦 < 1
5. If X and Y have joint pdf 𝒇(𝒙, 𝒚) = { .
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
(i) Find the marginal density functions of X and Y. (ii) Check whether X and Y are independent.
Solution: The Marginal Density Function of X and Y
1
1 𝑦2 1
𝑓𝑋 (𝑥) = ∫𝑦=0(𝑥 + 𝑦)𝑑𝑦 = [𝑥𝑦 + ] =𝑥+ , 0<𝑥<1
2 0 2
1
1 𝑥2 1
𝑓𝑌 (𝑦) = ∫𝑥=0(𝑥 + 𝑦)𝑑𝑥 = [ 2 + 𝑦𝑥] = 2 + 𝑦, 0 < 𝑦 < 1
0
1 1
𝑓𝑋 (𝑥) 𝑓𝑌 (𝑦) = (𝑥 + )( + 𝑦) ≠ 𝑓(𝑥, 𝑦) ∴ 𝑿 and Y are not independent.
2 2

CORRELATION
Correlation: If the change in one variable affects a change in the other variable, the variables are said to be
correlated.
Types of Correlation
1. Positive Correlation : If increase in one results in a corresponding increase in the other, correlation is said to be
direct or positive. Example : (i) The heights and weights of a group of persons. (ii) The income and
expenditure.
2. Negative Correlation : If increase in one results in a corresponding decrease in the other, correlation is said to
be diverse or negative. Example : (i) Price and demand of a commodity (ii) The volume and pressure of a
perfect gas.
3. Simple Correlation : When only two variables are studied it is a problem of simple correlation.
4. Partial and Multiple Correlation: When three or more variables are studied it is a problem of either multiple or
partial correlation.
5. Linear Correlation: If the amount of change in any variable tends to bear a constant ratio to the amount of
change in the other variable, then the correlation is said to be linear.
6. Non-Linear Correlation: If the amount of change in one variable does not bear a constant ratio to the amount of
change in the other variable, then the correlation is said to be non-linear.
Properties of Correlation Coefficient
(i) The coefficient of correlation lies between -1 and 1 or |r| ≤ 1.
If 𝑟 = 1 then there is a perfect positive correlation
If 𝑟 = −1 then there is a perfect negative correlation
If 𝑟 = 0 then the variables are uncorrelated.
(ii) The coefficient of correlation is independent of change of scale and origin of the variables 𝑋 and 𝑌.
Karl Pearson’s Coefficient of Correlation
Correlation coefficient between two random variable X and Y, usually denoted by r(X, Y) or simply rXY , is a
numerical measure of linear relationship between them and is defined as
𝟏 ̅ ̅
𝑪𝒐𝒗 (𝑿,𝒀) ∑ 𝑿𝒀−𝑿 𝒀
𝒏
𝒓(𝑿, 𝒀) = 𝒓𝑿𝒀 = 𝝈𝑿 𝝈𝒀
=
𝟏 𝟏
̅ 𝟐 ) ( ∑ 𝒀𝟐 −𝒀
̅𝟐 )
√( ∑ 𝑿𝟐 −𝑿
𝒏 𝒏

PROBLEMS IN CORRELATION
19
1. Calculate the correlation coefficient for the following heights (in inches) of fathers (X) and their sons (Y):
X 65 66 67 67 68 69 70 72
Y 67 68 65 68 72 72 69 71
Solution: Method - I
𝑿 𝒀 𝑿𝒀 𝑿𝟐 𝒀𝟐
65 67 4355 4225 4489
66 68 4488 4356 4624
67 65 4355 4489 4225
67 68 4556 4489 4624
68 72 4896 4624 5184
69 72 4968 4761 5184
70 69 4830 4900 4761
72 71 5112 5184 5041
∑ 𝑿 = 544 ∑ 𝒀 = 𝟓𝟓𝟐 𝟐
∑ 𝑿𝒀 = 𝟑𝟕𝟓𝟔𝟎 ∑ 𝑿 = 𝟑𝟕𝟎𝟐𝟖 ∑ 𝒀 = 𝟑𝟖𝟏𝟑𝟐 𝟐

∑𝑋 544 ∑𝑌 552
𝑋̅ = 𝑛 = 8 = 68, 𝑌̅ = 𝑛 = 8 = 69
1 1
𝐶𝑜𝑣 (𝑋,𝑌) ∑ 𝑋𝑌−𝑋̅ 𝑌̅ ×37560−68 ×69
𝑛 8
𝑟(𝑋, 𝑌) = 𝑟𝑋𝑌 = 𝜎𝑋 𝜎𝑌
= 1 1
= 1 1
= 0.603
√( ∑ 𝑋 2 −𝑋̅ 2 ) ( ∑ 𝑌 2 −𝑌̅ 2 ) √( ×37028−682 ) ( ×38132−692 )
𝑛 𝑛 8 8
Method - II
𝑿 𝒀 𝑼 = 𝑿 − 𝟔𝟖 𝑽 = 𝒀 − 𝟔𝟗 𝑼𝑽 𝑼𝟐 𝑽𝟐
65 67 -3 -2 6 9 4
66 68 -2 -1 2 4 1
67 65 -1 -4 4 1 16
67 68 -1 -1 1 1 1
68 72 0 3 0 0 9
69 72 1 3 3 1 9
70 69 2 0 0 4 0
72 71 4 2 8 16 4
∑𝑼 =𝟎 ∑𝑽 =𝟎 ∑ 𝑼𝑽 = 𝟐𝟒 ∑ 𝑼𝟐 = 𝟑𝟔 𝟐
∑ 𝑽 = 𝟒𝟒

̅ = ∑ 𝑈 = 0 = 0, 𝑉̅ = ∑ 𝑉 = 0 = 0
𝑈 𝑛 8 𝑛 8
1 1
𝐶𝑜𝑣 (𝑈, 𝑉) ∑ 𝑈𝑉−𝑈 ̅ ̅𝑉 ×24−0
𝑛 8
𝑟(𝑋, 𝑌) = 𝑟(𝑈, 𝑉) = 𝑟𝑈𝑉 = 𝜎𝑈 𝜎𝑉
= 1
= = 0.603
̅ 2 ) ( 1 ∑ 𝑉 2 −𝑉
√( ∑ 𝑈 2 −𝑈 ̅ 2) 1 1
√( ×36−0) ( ×44−0)
𝑛 𝑛 8 8
2. Calculate the correlation coefficient for the following percentage of marks in Mathematics and Statistics.
Roll No. 1 2 3 4 5 6 7 8 9 10
Maths 78 36 98 25 75 82 90 62 65 39
Statistics 84 51 91 60 68 62 86 58 53 47
Solution:
𝑿 𝒀 𝑼 = 𝑿 − 𝟔𝟓 𝑽 = 𝒀 − 𝟔𝟔 𝑼𝑽 𝑼𝟐 𝑽𝟐
78 84 13 18 234 169 324
36 51 -29 -15 435 841 225
98 91 33 25 825 1089 625
25 60 -40 -6 240 1600 36
75 68 10 2 20 100 4
82 62 17 -4 -68 289 16
90 86 25 20 500 625 400
62 58 -3 -8 24 9 64
65 53 0 -13 0 0 169
39 47 -26 -19 494 676 361
∑𝑼 =𝟎 ∑𝑽 =𝟎 ∑ 𝑼𝑽 = 𝟐𝟕𝟎𝟒 ∑ 𝑼𝟐 = 𝟓𝟑𝟗𝟖 ∑ 𝑽𝟐 = 𝟐𝟐𝟐𝟒

20
 ̅ = ∑ 𝑈 = 0 = 0, 𝑉̅ = ∑ 𝑉 = 0 = 0
𝑈 𝑛 8 𝑛 8
1 1
𝐶𝑜𝑣 (𝑈, 𝑉) ∑ 𝑈𝑉−𝑈 ̅ ̅𝑉 ×2704−0
𝑛 10
𝑟(𝑋, 𝑌) = 𝑟(𝑈, 𝑉) = 𝑟𝑈𝑉 = 𝜎𝑈 𝜎𝑉
= 1
= = 0.7804
̅ 2 ) ( 1 ∑ 𝑉 2 −𝑉
√( ∑ 𝑈 2 −𝑈 ̅ 2) 1 1
√( ×5398−0) ( ×2224−0)
𝑛 𝑛 10 10

3. Find the coefficient of correlation between industrial production and export using the following data
Production 55 56 58 59 60 60 62
Export 35 38 37 39 44 43 44
Solution:
𝑿 𝒀 𝑼 = 𝑿 − 𝟔𝟎 𝑽 = 𝒀 − 𝟑𝟖 𝑼𝑽 𝑼𝟐 𝑽𝟐
55 35 -5 -3 15 25 9
56 38 -4 0 0 16 0
58 37 -2 0 0 4 0
59 39 -1 1 -1 1 1
60 44 0 6 0 0 36
60 43 0 5 0 0 25
62 44 2 6 12 4 36
∑ 𝑼 = −𝟏 𝟎 ∑ 𝑽 = 𝟏𝟓 ∑ 𝑼𝑽 = 𝟐𝟔 ∑ 𝑼𝟐 = 𝟓𝟎 ∑ 𝑽𝟐 = 𝟏𝟎𝟕

̅ = ∑ 𝑈 = −10 = −1.43, 𝑉̅ = ∑ 𝑉 = 15 = 2.14

𝑈 𝑛 7 𝑛 7
1 1
𝐶𝑜𝑣 (𝑈, 𝑉) ∑ 𝑈𝑉−𝑈 ̅ ̅
𝑉 ×26+1.43
𝑛 7
𝑟(𝑋, 𝑌) = 𝑟(𝑈, 𝑉) = 𝑟𝑈𝑉 = = = = 0.92
𝜎𝑈 𝜎𝑉 1 1
̅ 2 ) ( ∑ 𝑉 2 −𝑉
̅ 2) 1 1
√( ∑ 𝑈 2 −𝑈 √( ×50−2.045) ( ×107−4.58)
𝑛 𝑛 7 7

REGRESSION
Regression is the measure of the average relationship between the two or more variables in terms of original unit of
data. For example, If the sales and advertising are correlated we can find out the expected amount of sales for a given
advertising expenditure or the amount needed for attaining the given amount of sales.
Lines of Regression
𝝈
Equation of line of regression of Y on X : 𝒚 − 𝒚̅ = 𝒓 𝒚 (𝒙 − 𝒙 ̅)
𝝈𝒙
𝝈𝒙
̅=
Equation of line of regression of X on Y : 𝒙 − 𝒙 𝒓 𝝈 (𝒚 − ̅)
𝒚
𝒚

Regression coefficients
𝝈 𝒏 ∑ 𝒙𝒚−(∑ 𝒙)(∑ 𝒚) 𝝈𝒚 𝒏 ∑ 𝒙𝒚−(∑ 𝒙)(∑ 𝒚)
𝒃𝒙𝒚 = 𝒓 𝝈𝒙 = 𝒏 ∑ 𝒚𝟐 −(∑ 𝒚)𝟐
, 𝒃𝒚𝒙 = 𝒓 𝝈 = 𝒏 ∑ 𝒙𝟐 −(∑ 𝒙)𝟐
𝒚 𝒙

Correlation coefficients
𝒓 = ±√𝒃𝒙𝒚 𝒃𝒚𝒙

PROBLEMS IN REGRESSION
1. Marks obtained by 10 students in Mathematics (x) and Statistics (y) are given below
x 60 34 40 50 45 40 22 43 42 64
y 75 32 33 40 45 33 12 30 34 51
Find the two regression lines . Also find 𝒚 when 𝒙 = 𝟓𝟓
∑𝑥 440 ∑𝑦 385
Solution: 𝑥̅ = = = 44, 𝑦̅ = = = 38.5
𝑛 10 𝑛 10

𝑛 ∑ 𝑥𝑦−(∑ 𝑥)(∑ 𝑦) (10×18499)−(440×385)

𝑏𝑥𝑦 = 𝑛 ∑ 𝑦 2 −(∑ 𝑦)2
= (10×17253)−(3852 )
= 0.6414

𝑛 ∑ 𝑥𝑦−(∑ 𝑥)(∑ 𝑦) (10×18499)−(440×385)

𝑏𝑦𝑥 = = = 1.1865
𝑛 ∑ 𝑥 2 −(∑ 𝑥)2 (10×20674)−(4402 )

21
 𝒙 𝒚 𝒙𝒚 𝒙𝟐 𝒚𝟐
60 75 4500 3600 5625
34 32 1088 1156 1024
40 33 1320 1600 1089
50 40 2000 2500 1600
45 45 2025 2025 2025
40 33 1320 1600 1089
22 12 264 484 144
43 30 1290 1849 900
42 34 1428 1764 1156
64 51 3264 4096 2601
∑ 𝒙 = 440 ∑ 𝒚 = 𝟑𝟖𝟓 ∑ 𝒙𝒚 = 𝟏𝟖𝟒𝟗𝟗 ∑ 𝒙𝟐 = 𝟐𝟎𝟔𝟕𝟒 ∑ 𝒚𝟐 = 𝟏𝟕𝟐𝟓𝟑

Regression line of Y on X
𝜎
𝑦 − 𝑦̅ = 𝑟 𝜎𝑦 (𝑥 − 𝑥̅ ) ⟹ 𝑦 − 38.5 = 1.1865(𝑥 − 44)
𝑥
𝑦 = 1.1865 𝑥 − 13.706 Where 𝑥 = 55, 𝑦 = (1.1865 × 55) − 13.706 = 51.55
Regression line of X on Y
𝜎
𝑥 − 𝑥̅ = 𝑟 𝜎𝑥 (𝑦 − 𝑦̅) ⟹ 𝑥 − 44 = 0.6414(𝑦 − 38.5) ⟹ 𝒙 = 𝟎. 𝟔𝟒𝟏𝟒 𝒚 + 𝟏𝟗. 𝟑𝟎𝟔
𝑦
2. Obtain the lines of regression from the following data given below
𝒙 62 64 65 69 70 71 72 74
𝒚 126 125 139 145 165 152 180 208
Solution:
𝒙 𝒚 𝒖 = 𝒙 − 𝟔𝟗 𝒗 = 𝒚 − 𝟏𝟓𝟐 𝒖𝒗 𝒖𝟐 𝒗𝟐
62 126 -7 -26 182 49 676
64 125 -5 -27 135 25 729
65 139 -4 -13 52 16 169
69 145 0 -7 0 0 49
70 165 1 13 13 1 169
71 152 2 0 0 4 0
72 180 3 28 84 9 784
74 208 5 56 280 25 3136
∑𝒖 = − 𝟓 ∑ 𝒗 = 𝟐𝟒 ∑ 𝒖𝒗 = 𝟕𝟒𝟔 ∑ 𝒖𝟐 = 𝟏𝟐𝟗 ∑ 𝒗𝟐 = 𝟓𝟕𝟏𝟐
∑𝑢 −5 ∑𝑣 24
𝑢̅ = 𝑛
= 8
= 0.625, 𝑣̅ = 𝑛
= 8
=3

𝑢 = 𝑥 − 69 ⟹ 𝑥 = 𝑢 + 69 , 𝑥̅ = 69 + 𝑢̅ = 69 − 0.625 = 68.375

𝑣 = 𝑦 − 152 ⟹ 𝑦 = 𝑣 + 152 , 𝑦̅ = 152 + 𝑣̅ = 152 + 3 = 155

𝑛 ∑ 𝑢𝑣−(∑ 𝑢)(∑ 𝑣) (8×746)−(−5×24) 6088

𝑏𝑥𝑦 = 𝑏𝑢𝑣 = = = = 0.1349
𝑛 ∑ 𝑣 2 −(∑ 𝑣)2 (8×5712)−(242 ) 45120

𝑛 ∑ 𝑢𝑣−(∑ 𝑢)(∑ 𝑣) (8×746)−(−5×24) 6088

𝑏𝑦𝑥 = 𝑏𝑣𝑢 = 𝑛 ∑ 𝑢2 −(∑ 𝑢)2
= (8×129)−(25)
= 1007 = 6.0457
Correlation coefficients 𝐫 = ±√𝐛𝐱𝐲 𝐛𝐲𝐱 = ±√0.1349 × 6.0457 = 𝟎. 𝟗
Regression line of Y on X
𝜎𝑦
𝑦 − 𝑦̅ = 𝑟 (𝑥 − 𝑥̅ ) ⟹ 𝑦 − 155 = 6.0457 (𝑥 − 68.375) ⟹ 𝒚 = 𝟔. 𝟎𝟒𝟓𝟕 𝒙 − 𝟐𝟓𝟖. 𝟑𝟕𝟓
𝜎𝑥
Regression line of X on Y
𝜎
𝑥 − 𝑥̅ = 𝑟 𝜎𝑥 (𝑦 − 𝑦̅) ⟹ 𝑥 − 68.375 = 0.1349 (𝑦 − 155) ⟹ 𝒙 = 𝟎. 𝟏𝟑𝟒𝟗 𝒚 − 𝟒𝟕. 𝟒𝟔𝟓𝟓
𝑦
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3. Obtain the equation of the regression lines from the following data. Hence find the coefficient of correlation
between X and Y. Also estimate the value of 𝐘 when 𝐗 = 𝟑𝟖 and 𝐗 when 𝐘 = 𝟏𝟖.
𝒙 22 26 29 30 31 31 34 35
𝒚 20 20 21 29 27 24 27 31
Solution:
𝒙 𝒚 𝒖 = 𝒙 − 𝟐𝟗 𝒗 = 𝒚 − 𝟐𝟕 𝒖𝒗 𝒖𝟐 𝒗𝟐
22 20 -7 -7 49 49 49
26 20 -3 -7 21 9 49
29 21 0 -6 0 0 36
30 29 1 2 2 1 4
31 27 2 0 0 4 0
31 24 2 -3 -6 4 9
34 27 5 0 0 25 0
35 31 6 4 24 36 16
∑𝒖 =𝟔 ∑ 𝒗 = − 𝟏𝟕 ∑ 𝒖𝒗 = 𝟗𝟎 ∑ 𝒖𝟐 = 𝟏𝟐𝟖 ∑ 𝒗𝟐 = 𝟏𝟔𝟑
∑𝑢 6 ∑𝑣 −17
𝑢̅ = 𝑛
= 8 = 0.75, 𝑣̅ = 𝑛
= 8
= −2.125

𝑢 = 𝑥 − 29 ⟹ 𝑥 = 𝑢 + 29 , 𝑥̅ = 29 + 𝑢̅ = 29 + 0.75 = 30
𝑣 = 𝑦 − 27 ⟹ 𝑦 = 𝑣 + 27 , 𝑦̅ = 27 + 𝑣̅ = 27 − 2.125 = 25
𝑛 ∑ 𝑢𝑣−(∑ 𝑢)(∑ 𝑣) (8×90)−(6×−17) 822
𝑏𝑥𝑦 = 𝑏𝑢𝑣 = 𝑛 ∑ 𝑣 2 −(∑ 𝑣)2
= (8×163)−(−17)2
= 1015 = 0.81

𝑛 ∑ 𝑢𝑣−(∑ 𝑢)(∑ 𝑣) (8×90)−(6×−17) 822

𝑏𝑦𝑥 = 𝑏𝑣𝑢 = 𝑛 ∑ 𝑢2 −(∑ 𝑢)2
= (8×128)−(6)2
= 988 = 0.83

Correlation coefficients : 𝐫 = ±√𝐛𝐱𝐲 𝐛𝐲𝐱 = ±√0.81 × 0.83 = 𝟎. 𝟖𝟐

Regression line of Y on X
𝜎
𝑦
𝑦 − 𝑦̅ = 𝑟 𝜎 (𝑥 − 𝑥̅ ) ⟹ 𝑦 − 25 = 0.83 (𝑥 − 30) ⟹ 𝒚 = 𝟎. 𝟖𝟑 𝒙 − 𝟎. 𝟏 When 𝑥 = 38, 𝒚 = 𝟑𝟏. 𝟒𝟒
𝑥
Regression line of X on Y
𝜎
𝑥 − 𝑥̅ = 𝑟 𝑥 (𝑦 − 𝑦̅) ⟹ 𝑥 − 30 = 0.81 (𝑦 − 25) ⟹ 𝒙 = 𝟎. 𝟖𝟏 𝒚 + 𝟗. 𝟕𝟓 When 𝑦 = 18, 𝒙 = 𝟐𝟒. 𝟑𝟑
𝜎𝑦
4. In a partially destroyed laboratory record of an analysis of a correlation data, the following results only are
legible. 𝐕𝐚𝐫𝐢𝐚𝐧𝐜𝐞 𝐨𝐟 𝐗 = 𝟗. Regression equations 𝟖𝐱 − 𝟏𝟎𝐲 + 𝟔𝟔 = 𝟎, 𝟒𝟎𝐱 − 𝟏𝟖𝐲 = 𝟐𝟏𝟒. Find (i) The mean
values of X and Y. (ii) The standard deviation of Y. (iii) The coefficient of correlation between X and Y.
Solution: Since both the regression lines pass through the point (𝑥, ̅ 𝑦̅)
8𝑥̅ − 10𝑦̅ + 66 = 0 (1)
40𝑥̅ − 18𝑦̅ = 214 (2)
Solving (1) and (2) we get, 𝑥̅ = 13, 𝑦̅ = 17
The equations of the regression lines can be written as
8𝑥 − 10𝑦 + 66 = 0 ⟹ −10𝑦 = −8𝑥 + 66 ⟹ 𝑦 = 0.8 𝑥 + 6.6
𝝈𝒚
Equation of line of regression of Y on X , 𝒃𝒚𝒙 = 𝒓 𝝈 = 𝟎. 𝟖
𝒙
40𝑥 − 18𝑦 = 214 ⟹ 40𝑥 = 18𝑦 + 214 ⟹ 𝑥 = 0.45 𝑥 + 5.35
𝝈
Equation of line of regression of X on Y, 𝒃𝒙𝒚 = 𝒓 𝝈𝒙 = 𝟎. 𝟒𝟓
𝒚

Correlation coefficients : 𝐫 = ±√𝟎. 𝟖 × 𝟎. 𝟒𝟓 = 𝟎. 𝟔

Given the Variance of X = 9 ⟹ σx = √Var(X) = √9 = 3
𝜎𝑦
𝑟 = 𝜎 ⟹ 𝜎𝑦 = 𝑟 𝜎𝑥 = 0.6 × 3 = 4
𝑥

All the Best

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